In brief - February 8, 2010
ASB signs Calypso
New Zealand’s ASB Bank has implemented the second phase of the Calypso project to go live on its cross-asset, front-to-back treasury platform. The platform covers foreign exchange, money markets, interest rate derivatives, and risk, including limit management, enterprise risk, value at risk and market risk.
The first phase of the project included end-to-end processing for forwards rate agreements and futures as well as limits management. The second phase, including FX, went
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