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.

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Latest blog posts

  • Dec, 7

    November 2016 Swaps Review

    Continuing with our monthly review series, let’s review Swap volumes in November 2016. SDR highlights: On SEF USD IRS price-forming volume in November was > $1.5 trillion Almost 50% higher than the prior month USD Swap Rates were up 50 bps for 10Y, with a steeper curve SEF Compression activity was > $250 billion in USD IRS On SEF EUR, GBP, […]

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    Dec, 6

    ISDA SIMM™ IM Comparisons

    Clarus tools calculate margin under LCH, CME and ISDA SIMM™. It is a natural question to compare the three models. There are interesting differences across currencies and tenors. We find that SIMM is up to 37% higher than at a CCP. At last….! This blog has been sitting in my “to-do” box for long enough. It […]

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  • Nov, 30

    How Trump Has Increased Your Margin Requirements

    aka “How Volatile is Initial Margin?” The month of November has seen a very significant market movement for most markets, and in particular for fixed income derivatives. Some of our clients this past month have seen some massive swings in margin requirements for their cleared swaps, and I was intrigued to go see if this […]

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    Nov, 30

    FRTB SA – Residual Risk AddOn

    Following on from my article FRTB – The Default Risk Charge,  I wanted to look at another specific component of the Standard Approach, namely the Residual Risk Add-On for instruments with non-linear payoffs. Background In January 2016, the Basel Committee on Banking Supervision (BCBS) published its Standards for Minimum Capital Requirements for Market Risk; also known as the […]

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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