The Calypso Credit Derivatives (CRD) certification process provides the Calypso user with the capabilities to trade capture, manage risk and P/L, and process lifecycle actions for credit derivative strategies — from out-of-the-box vanilla products to hybrid and complex structuring. Successful completion of the CRD certification will enable the user to navigate Calypso to trade and risk manage CRD product types.

Key Concepts Validated by the Certification:

  • Market Data: including Probability and Recovery curves
  • Default and Credit Event
  • Reference Baskets
  • Credit Default Swaps (CDS) Trades
  • CDS Index Trades
  • CDS Fixed Coupon trades
  • CDS ABS Trades
  • CDS Swaptions
  • CDS Option trades
  • CDS Misc. Trade Types

Target Audience

This Certification is intended for all Calypso Front Office users.

Exam Details:

Group: Advanced

Format: Multiple-Choice and T/F questions

No. of credits: 3

No. of questions: 90

Time Allotted: 90 mins

Cost: USD 300

Prepare for Your Exam:

There are many relevant Calypso Training courses and other resources to assist you with acquiring additional knowledge and skills to prepare for Certification. You can refer to refer to the Credit Derivative documentation on the Calypso portal. 

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    110- Credit Derivatives Certification

    • 110- Credit Derivatives