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.

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

Latest blog posts

  • Oct, 18

    SA-CCR Calculator

    SA-CCR for Excel calculates the Standardised Approach for Credit Risk Use it to reconcile your calculations Or assess the impact of moving to SA-CCR And perform pre-trade what-if analysis Free 14-day trials are available for all financial firms. Background In March 2014, the Basel Committee on Banking Supervision published bcbs279, the Standardised Approach for measuring Counterparty […]

    Read more
    Oct, 16

    Swaps Data Review: Basis Swaps Galore

    My Monthly Swaps Data Review for Risk Magazine was published last week. This looks at some of the less well traded IRD products: In USD, EUR, GBP, JPY, AUD, CAD Basis Swaps USD FedFunds and Libor 1m v3m Cross Currency Inflation Swaps Caps and Floors Exotics Please click here for free access to the full […]

    Read more
  • Oct, 16

    Trade Validation: A simple version of FpML rule IRD12

    Trade representations in CSV or FpML often have issues with stubs. FpML validation rule IRD12 has simple alternative for a wide range of cases. A form of FpML IRD12 can be represented in XPath for a wide range of cases. During proof-of-concept trials we are often asked to load up a prospects portfolio; either a […]

    Read more
    Oct, 16

    非クリアリング・デリバティブ取引のマージン

    非クリアリングについての当初証拠金(IM)に係るルール(UMR)がスタートして1年経過した。
    ISDAマージン・サーベイ2017は、IMについて差入れ・差出し額のスナップショットを公表している。
    上記は2017年3月31日時点で、いわゆるフェーズ1対象金融機関の間でのやりとりで、それぞれ、472億米ドル(ドル)、466億ドルとなっている。

    Read more

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