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 Swap 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

  • Sep, 28

    Moving Euro Clearing out of the UK: the $77bn problem?

    We estimate the Initial Margin impact from moving EUR Clearing out of the UK This could happen as a result of Brexit We can make an estimate as to the maximum margin impact possible using publicly available data In terms of Initial Margin, we only see a small impact on the LCH SwapClear portfolio in London But […]

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    Sep, 28

    Direct Clearing For Dummies

    Back in July of 2016, the CME submitted a proposal to the CFTC for a new class of clearing membership which they call “Direct Funding Participant” (“DFP”).  I was drawn to the topic last week when Bloomberg wrote an article about its imminent effective date of Sep 23, 2016.  As it happens, it appears that date was […]

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  • Sep, 28

    Trading Obligation for Derivatives under MiFIR

    I last looked at this in Oct 2015 in my article MiFID II and the Trading Obligation for Derivatives and now that a year has passed there is a new ESMA Consultation. The accompanying discussion paper is here and in this article I will review the key elements of the consultation. Background Once a class […]

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    Sep, 26

    ISDA SIMMをExcelで計算する

    ISDA SIMM の方法書を見てみよう
    金利商品について、ISDA SIMMに従って当初証拠金(IM)を計算するためのExcelスプレッドシートをつくりたい
    そして、ISDA SIMMまたは中央清算における、単独トレードとポートフォリオに関するIMの計算について概略をのべる

    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