Description

The Interest Rate Derivative (IRD) module of the Calypso certification process covers the necessary components of IRD trade capture, risk management, lifecycle actions, and describe their relationship to each other from the point of view of front and middle office. Successful completion of the IRD certification will enable the user to navigate Calypso to trade and risk manage IRD product types.

Key Concepts Validated by the Certification

  • Static Data & Configuration for IRD
  • Market Data
  • Curve Construction
  • Pricer Measures
  • Trade Capture
  • Risk Analysis for IRD
  • IRD Lifecycle Actions


Target Audience

This certification is intended for all Calypso Front Office users.

Exam Details

Group: Foundation

Format: Multiple-choice and Scenario based questions

No. of credits: 3

No. of questions: 90

Time Allotted: 90 mins

Cost: USD 300

Prepare for Your Exam

The relevant Calypso Training courses and available resources to assist you with acquiring additional knowledge and skills to prepare for a Certification include the IRD Linear and Non-Linear eBooks,  and the Interest Rate Derivatives E-learning  courses on the Calypso eLearning portal.

Course curriculum

  • 1

    107-Interest Rates Derivatives Certification

    • 107-Interest Rates Derivatives Certification