What We Do


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.


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


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

Stay informed with our FREE weekly newsletter. Click and subscribe.

Latest blog posts

  • Oct, 26

    Calculating MVA under ISDA SIMM™

    We describe how to calculate Margin Valuation Adjustments under ISDA SIMM™. This is a simple four step process starting with Risk Projection and IM calculation. And concluding with present valuing the margin costs. We then compare the MVA adjustments for both cleared and uncleared swaps. What is a Margin Valuation Adjustment (MVA)? As Amir stated back […]

    Read more
    Oct, 26

    Sizing the Margin Buffer for Cleared Swaps

    Daily Variation Margin flows between Clearing Houses and Clearing Members and between Clearing Members and their Clients are sizeable e.g. we know from LCH SwapClear’s CPMI-IOSCO Disclosures that the highest VM paid on a single day by all members to the CCP was $16 billion! As Clearing Houses make intra-day margin calls, Clearing members generally maintain […]

    Read more
  • Oct, 24



    Read more
    Oct, 19

    Microservices and the Amazon Cloud

    Capital Markets have been at the leading edge of adopting software technology to gain advantage and increase automation, but in the recent past have fallen behind the curve compared to the infrastructure, practices and technologies used by the Tech sector. Background I remember like it was yesterday (actually 1990 🙂 ) using Cobol on an IBM Mainframe while […]

    Read more

What our customers say

Our Team

Amir Khwaja
CEO & Founder
Tod Skarecky
SVP Americas
Chris Barnes
SVP Europe
Gary Kennedy
COO & Founder

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