Use the adjective collected to describe a person who stays cool and calm, even under pressure.
There are certain people who always seem completely self-possessed and unflappable no matter what is going on around them. You can describe these people as collected. If a kid throws up on the school bus and the driver is unruffled, he is collected. A confident, poised trapeze artist is also collected. If you're upset, you might say, "I need to collect myself," and once you have calmed yourself, you are collected.