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, 21

    ISDA 2016: Implementing Margin Rules for Non-Cleared Swaps

    On September 20, 2016, I attended the ISDA 2016 Annual Europe Conference, titled The Future is Now: Implementing the Margin Rules for Non-Cleared Swaps. The Conference Agenda is here complete with the list of panelists for each of the sessions: Fireside Chat: The Future is Now The ISDA SIMM: Setting a New Standard The ISDA SIMM: Available […]

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    Sep, 21

    NDF Clearing Is Taking Off

    The last couple weeks we’ve written about if and how the Uncleared Margin Rules have changed behavior of dealers to clear trades that are not clearing-mandated.  The logic being that under the new Rules, it is more cost efficient to clear some trades than to have the trades exist bilaterally. Last week we saw: Clear Evidence that […]

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  • Sep, 20

    ISDA SIMM™: Multi Currency Portfolios

    We look at Initial Margin under ISDA SIMM™ for multiple currency portfolios. ISDA SIMM includes a 27% correlation parameter for aggregating across different currencies. We find that the difference between margins in Cleared and Uncleared space depends on the risk profile. The differences range from 1% to 74%, with Uncleared Margin always higher. Multi Currency Rates Portfolios […]

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    Sep, 14

    Margin Rules are Pushing Swaps to Clearing

    Last week I wrote about the uncleared margin rules (UMR) that mostly came into effect on September 1 in the US & Japan.  We concluded that: No evidence of a September 1st panic; there did not seem to be any halt or reduction in swaps trading through the new mandate Clearable swaps that have no clearing […]

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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