Caulker, a £8.5m capture from Tottenham, came off the bench to make his Bluebirds debut in victory over Chievo Verona.
Marshall told the Western Mail: "Steven is a fantastic signing really. It was quite a surprise to get him in and something that is really good for the club. To get someone in of that level, and with such experience, is great.
"It all adds to the competition as our centre backs Hudson and Turner were one of our main strengths last year. Having another one in there can only make everyone better and it certainly gives us more options. It will be interesting to see who starts but it has been really good to get Steven in."
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