Legacy Asset Management Company (LAMCO), Lehman Brothers Holding's (LBHI) asset management arm, has implemented the Calypso System as its core derivatives platform for valuation and risk management activities.
With over 500,000 trades across multiple asset classes in rates and credit products, LAMCO will use the Calypso System to value both its historical and live trades.
According to the San Francisco-based vendor, Calypso will provide LAMCO with support for both complex and vanilla interest-ra
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