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.

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Latest blog posts

  • Nov, 20

    RFRs – OIS trades are getting longer!

    OIS trading is seeing increasing activity in longer tenors in both USD and GBP. We look at tenor data out of LCH SwapClear to present the volumes in DV01 terms. We find that the amount of long-dated risk traded in 2018 is 2-3 times higher than in 2017. Our series on Risk Free Rates, looking […]

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    Nov, 14

    ISDA SIMM 2.1 – Are You Ready for Implementation?

    ISDA SIMM 2.1 is effective December 1, 2018 Updated with a full re-calibration and industry backtesting Initial Margin will change for all counterparty portfolios Our Customers can check the impact leading up to the effective date And can be confident on implementing SIMM 2.1 on time If you are interested in joining them, we offer free […]

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  • Nov, 13

    Swaps Data: Cleared vs Non-Cleared Margin

    My monthly Swaps Review in Risk Magazine looks at: Initial margin for non-cleared OTC derivatives Initial margin for cleared OTC derivatives Growth rates in each of these Multilateral netting benefits Increasing Clearing Please click here for free access to the full article on Risk.net.

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    Nov, 7

    SA-CCR for US Banks

    The US is introducing SA-CCR to calculate derivatives exposures in 2020. We look at the consultation. We compare add-ons under SA-CCR and the old CEM methodologies. Clarus offer FREE TRIALS of SA-CCR for Excel. SA-CCR Consultation The Federal Reserve, OCC and FDIC have launched a joint consultation on SA-CCR, the Standardised Approach to Counterparty Credit […]

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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