What We Do

Analytics

Fast modern analytics for Margin calculation, Scenario analysis, Hedging. Pre-trade and Post-trade. Access via easy-to-integrate APIs or consume via easy-to-use GUIs.

Data

Normalised, Enhanced and Aggregated Data on Swap and other Derivatives sourced from Swap Data Repositories, Swap Execution Facilities and Clearing Houses.

Research

Insightful market commentary and analysis on Derivative markets delivered weekly in the Clarus Blog. Volumes, Trends, Insights and What the Data Shows. Be Informed, Take Advantage.

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Latest blog posts

  • Jul, 11

    A Dashboard for Interest Rate Risk

    Clarus Microservices make it very easy to create Dashboards Dashboards that perform new risk calculations (not just display old ones) Interest rate risk measures such as DV01 and IR Delta can be calculated Tables, Charts, Panels can be easily created with a single line of Python code Our Browser Sandbox allows you to try yourself Introduction […]

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    Jul, 11

    Swaps Data: The Big Get Bigger in Cleared Swaps

    My monthly Swaps Review in Risk Magazine looks at global cleared volumes by CCP in 1H 2018 compared to 1H 2017 for: USD IR Swaps, EUR IR Swaps, JPY IR Swaps CDS Index and Single-name, USD and EUR Non-Deliverable Forwards Showing strong growth in all of these, except one. Please click here for free access […]

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  • Jul, 9

    How Much Data Do We Have?

    We saw record cleared volumes in vanilla IRS in June 2018. We take a look at the data behind these records. SDR data covers 60% of cleared volumes in USD swaps. SDR data also covers non-USD swaps and we quantify exactly what proportion of the market it covers. Introduction With MIFID data soon to be […]

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    Jul, 5

    FRTB – Basic Approach for CVA

    Introduction A core component of managing bilateral exposures is CVA – Credit Valuation Adjustment. The grandfather of all XVAs, it describes the change in exposure we have to a counterparty as a result of changes in both the mark-to-market of a derivative and the change in credit-worthiness of our counterparty. Today, we’ll look at the […]

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What our customers say

Our Technology

  • Browser-based, nothing to install
  • Simple APIs, integrate in Days
  • Secure & Scaleable Cloud Hosting
  • Built-in Connectivity to Data Sources
  • High Volume and Super Fast Performance
  • Highly Reliable Processing
  • Full Production in Weeks not Years
  • Monthly Subscription, No Upfront License fees