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

  • Jun, 21

    Capital Ratios and Risk Weighted Assets for Tier 1 US Banks

    Following on from my recent Supplementary Leverage Ratio: Comparing US Banks article I wanted to look at Capital Ratios and Risk Weighted Assets (RWAs) published by the six largest US banks. Background One of the lessons learned from the Great Financial Crisis (GFC) was that Banks were generally under-capitalised for the risks they were exposed, leading to new […]

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    Jun, 20

    NDF Clearing Update

    Little has changed in FX NDF Clearing since our last update in March. From the data, Clearing is now a “business as usual” operation for a significant sector of the market. We further refine our data methodology by introducing an estimate of the errors inherent in our market share metrics. These errors look to be acceptably small, at […]

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  • Jun, 14

    Microservices: Swap equivalents in Julia

    Julia is a modern high-level, high-performance language for numerical computing. Clarus API functions are easily accessed in Julia. What is Julia? Julia is a relatively new computing language, combining the ease of development (similar to python and matlab) with a Just-In-Time compiler and other language features to deliver runtime performance close to that of C. […]

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    Jun, 13

    EU Commission proposes more robust supervision of CCPs

    There has been much recent coverage in the press about whether the EU would require a location requirement for EUR Swaps Clearing. (See City AM, Reuters, Risk.Net). Today the EU Commission put out a press release proposing more robust supervision of CCPs. What have they said pertinent to the debate about Brexit and LCH Clearnet Ltd? Lets extract […]

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What our customers say

Our Analysts

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
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