Swaps Data: ETD vs OTC, USD IRS, OIS and NDF

Highlights of this months Swaps Data Review article include: Initial Margin at LCH, CME, ICE, Eurex (as of Dec 31, 2016) ETD IM of $191 billion and OTC IM of $171 billion With ETD and OTC splits for each of the four CCPs LCH SwapClear Client IM for the first time just exceeded House IM SwapClear […]

Microservices for absolute beginners

After a career in Capital Markets enterprise software, I recently joined Clarus and other than their great blogs, my reason for joining is that I buy into the vision of cloud based technology as the future for our domain. Micro-services delivering sophisticated analytical computation, easily consumed into a firms existing infrastructure, applications and Excel, will be […]