Apps Run The World Apps Purchases

Customer	Industry	Empl.	Revenue	Country	Vendor	Application	Category	When	VAR/SI	Insight Source
AllianceBernstein	Banking and Financial Services	4380	$4.5B	United States	NASDAQ	NASDAQ Calypso Treasury & Liquidity	Treasury Management	2007	n/a	In 2007, AllianceBernstein implemented NASDAQ Calypso Treasury & Liquidity as a Treasury Management solution to support trading and post trade workflows for credit derivatives, swaps and forwards. The initial scope focused on designing an interface between Calypso, the firm s Security Master and its portfolio management system to enable straight through processing and integrated post trade functions. Functional capabilities configured in NASDAQ Calypso Treasury & Liquidity included trade capture and enrichment for credit derivatives, collateral management workflows, valuation engines feeding Post Trade Valuation, corporate actions handling and settlement orchestration. Configuration work emphasized workflow automation and data normalization to ensure consistent valuation and collateral positions across the connected systems. Architecturally the implementation introduced bi directional interfaces between Calypso, the Security Master and the portfolio management system, using message transformation and reconciled data feeds to support trade lifecycle events and settlement instructions. Operational coverage spanned treasury, middle office operations and portfolio management teams to align front to back processes for swaps, forwards and credit derivative instruments. Governance updates established standardized exception routing and reconciliations tied to Post Trade Valuation outputs, along with strengthened corporate actions processing to reduce manual touch points. The implementation supported straight through processing and collateral management objectives within the Treasury Management platform while preserving discrete valuation and settlement control points.
Ally Financial	Banking and Financial Services	10700	$8.2B	United States	Fincad	FINCAD Analytics	Risk Management	2002	n/a	In 2002, Ally Financial implemented FINCAD Analytics as a core component of its Risk Management tooling to support market risk oversight for fixed income, FX and interest rate businesses. The deployment was positioned to deliver valuation and risk analytics to trading desks and to the Bank's market risk oversight functions, with a focus on intraday monitoring and end of day risk reporting. The implementation of FINCAD Analytics included analytics for TBAs, specified pools, mortgage derivatives including IO and PO instruments, agency and non agency CMOs, REMICs and other fixed income securities. Functional capabilities configured included intraday position monitoring, an end of day risk dashboard summarizing positions and Parametric VaR, DV01, CV01, Vol01, stress tests and scenario analysis, limit monitoring and risk P and L attribution, and a dedicated VaR model for the FX trading portfolio. Operational integration extended to the Bank's CCAR stress effort and external stress parameter ingestion through collaboration with the CCAR stress team and BlackRock, and it supported reengineering of portfolio structures in BlackRock Solutions to enable senior management risk reporting. The FINCAD Analytics environment served as the primary analytics engine used by traders, Front Office personnel and risk committees to review daily trade activity, market movement and resulting risk profiles. Governance and process changes included a lead Risk Manager role accountable for Fixed Income FX and rates market risk with direct reports responsible for daily monitoring, limit surveillance, model governance and addressing software related modeling constraints. The implementation optimized FINCAD Analytics to articulate valuation and risk metrics on FX and Rates products, supported detailed risk reporting to the Risk and Compliance Committee and the Market Risk Committee, and fed inputs for CCAR eligibility analysis as part of the Bank's covered positions work.
	Manufacturing	600	$210M	United States	Fincad	FINCAD Analytics	Risk Management	2015	n/a
	Banking and Financial Services	5044	$2.2B	Canada	Fincad	FINCAD Analytics	Risk Management	2015	n/a
	Banking and Financial Services	2000	$650M	United States	NASDAQ	NASDAQ Calypso Treasury & Liquidity	Treasury Management	2014	n/a
	Banking and Financial Services	213207	$113.0B	United States	NASDAQ	NASDAQ Adenza Risk Management (ex Calypso Risk Management)	Risk Management	2004	n/a
	Banking and Financial Services	213207	$113.0B	United States	Fincad	FINCAD Analytics	Risk Management	2015	n/a
	Banking and Financial Services	53597	$25.2B	Canada	NASDAQ	NASDAQ Adenza Risk Management (ex Calypso Risk Management)	Risk Management	2011	n/a
	Banking and Financial Services	53597	$25.2B	Canada	Fincad	FINCAD Analytics	Risk Management	2006	n/a
	Banking and Financial Services	9261	$2.8B	United States	ION Investment Group	Reval Cloud Platform	Treasury Management	2009	n/a

Logo

Customer

Industry

Empl.

Revenue

Country

Vendor

Application

Category

When

VAR/SI

Insight

Insight Source

AllianceBernstein

Banking and Financial Services

4380

$4.5B

United States

NASDAQ

NASDAQ Calypso Treasury & Liquidity

Treasury Management

2007

n/a

In 2007, AllianceBernstein implemented NASDAQ Calypso Treasury & Liquidity as a Treasury Management solution to support trading and post trade workflows for credit derivatives, swaps and forwards. The initial scope focused on designing an interface between Calypso, the firm s Security Master and its portfolio management system to enable straight through processing and integrated post trade functions. Functional capabilities configured in NASDAQ Calypso Treasury & Liquidity included trade capture and enrichment for credit derivatives, collateral management workflows, valuation engines feeding Post Trade Valuation, corporate actions handling and settlement orchestration. Configuration work emphasized workflow automation and data normalization to ensure consistent valuation and collateral positions across the connected systems. Architecturally the implementation introduced bi directional interfaces between Calypso, the Security Master and the portfolio management system, using message transformation and reconciled data feeds to support trade lifecycle events and settlement instructions. Operational coverage spanned treasury, middle office operations and portfolio management teams to align front to back processes for swaps, forwards and credit derivative instruments. Governance updates established standardized exception routing and reconciliations tied to Post Trade Valuation outputs, along with strengthened corporate actions processing to reduce manual touch points. The implementation supported straight through processing and collateral management objectives within the Treasury Management platform while preserving discrete valuation and settlement control points.

Ally Financial

Banking and Financial Services

10700

$8.2B

United States

Fincad

FINCAD Analytics

Risk Management

2002

n/a

In 2002, Ally Financial implemented FINCAD Analytics as a core component of its Risk Management tooling to support market risk oversight for fixed income, FX and interest rate businesses. The deployment was positioned to deliver valuation and risk analytics to trading desks and to the Bank's market risk oversight functions, with a focus on intraday monitoring and end of day risk reporting. The implementation of FINCAD Analytics included analytics for TBAs, specified pools, mortgage derivatives including IO and PO instruments, agency and non agency CMOs, REMICs and other fixed income securities. Functional capabilities configured included intraday position monitoring, an end of day risk dashboard summarizing positions and Parametric VaR, DV01, CV01, Vol01, stress tests and scenario analysis, limit monitoring and risk P and L attribution, and a dedicated VaR model for the FX trading portfolio. Operational integration extended to the Bank's CCAR stress effort and external stress parameter ingestion through collaboration with the CCAR stress team and BlackRock, and it supported reengineering of portfolio structures in BlackRock Solutions to enable senior management risk reporting. The FINCAD Analytics environment served as the primary analytics engine used by traders, Front Office personnel and risk committees to review daily trade activity, market movement and resulting risk profiles. Governance and process changes included a lead Risk Manager role accountable for Fixed Income FX and rates market risk with direct reports responsible for daily monitoring, limit surveillance, model governance and addressing software related modeling constraints. The implementation optimized FINCAD Analytics to articulate valuation and risk metrics on FX and Rates products, supported detailed risk reporting to the Risk and Compliance Committee and the Market Risk Committee, and fed inputs for CCAR eligibility analysis as part of the Bank's covered positions work.