CLARUS01 Risk Free Rates

CLARUS01 Are you currently using LIBOR01? What will you do if (when?) Libor is no longer published? We have a simple solution – use CLARUS01 instead. Find it at rfr.clarusft.com.   What is CLARUS01? Libor. Risk Free Rates. Benchmark reform. We believe that Interest Rate trading is about to fundamentally change. Clarus want to help during […]

CCP Disclosures 2Q 2018 – What the Data Shows

Clearing Houses 2Q 2018 CPMI-IOSCO Quantitative Disclosures are now available, so lets look at what the data shows, similar to my 3Q 2017 trends article. Background Under the voluntary CPMI-IOSCO Public Quantitative Disclosures by CCPs, over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk and more are published each quarter with a quarterly lag. CCPView has […]