Amir Khwaja


Amir Khwaja

Amir is CEO of Clarus Financial Technology and has more than twenty five years experience in OTC Derivatives and Technology. His prior positions include Director of RiskMng and FE at Calypso Technology (2005-2012), CTO at SunGard Trading and Risk (2002-2005), CEO & Founder at Kronos Software (1998-2002). Amir started his career at Chase Manhattan (now JPM) as an IT graduate trainee in 1988, after a degree in Mechanical Engineering from Imperial College, London.


Posts by amir:

  1. 24 Apr 2017, March 2017 Swaps Review
  2. 23 Apr 2017, FRTB モデラブルとノン・モデラブルなリスク・ファクター
  3. 12 Apr 2017, LCH-Eurex Basis in EUR IR Swaps
  4. 11 Apr 2017, We are expanding in Asia
  5. 10 Apr 2017, Monthly Swap Data review: Libor dominance challenged
  6. 28 Mar 2017, Microservices: FRTB Modellable Risk Factors
  7. 15 Mar 2017, February 2017 Swaps Review
  8. 08 Mar 2017, Basel III Leverage Ratio
  9. 01 Mar 2017, Initial Margin Optimization
  10. 28 Feb 2017, Swaps Data: Volumes rise, CCP Switches Spike
  11. 22 Feb 2017, Capital requirements for exposures to CCPs
  12. 15 Feb 2017, January 2017 Swaps Review
  13. 08 Feb 2017, Canadian Derivatives Public Dissemination
  14. 01 Feb 2017, MIFID II: Transparency Data
  15. 25 Jan 2017, MIFID II: Instrument Reference Data
  16. 18 Jan 2017, CCP Disclosures 3Q 2016 – Trends in the Data
  17. 10 Jan 2017, 2016 SEF Market Share Statistics
  18. 04 Jan 2017, December 2016 Swaps Review
  19. 28 Dec 2016, Clarus Top Blogs of 2016
  20. 21 Dec 2016, SA-CCR: Standardised Approach Counterparty Credit Risk
  21. 13 Dec 2016, FRTB – Modellable Risk Factors and Non-Modellable
  22. 07 Dec 2016, November 2016 Swaps Review
  23. 30 Nov 2016, FRTB SA – Residual Risk AddOn
  24. 27 Nov 2016, FRTB ‐デフォルト・リスク・チャージ
  25. 21 Nov 2016, USD Swap Volumes after Nov 8, 2016
  26. 16 Nov 2016, Margin Buffer, Event Risk and the US Election
  27. 08 Nov 2016, October 2016 Swaps Review
  28. 07 Nov 2016, クリアード・スワップの証拠金に係るバッファーの見積もり
  29. 02 Nov 2016, FRTB – The Default Risk Charge
  30. 26 Oct 2016, Sizing the Margin Buffer for Cleared Swaps
  31. 19 Oct 2016, Microservices and the Amazon Cloud
  32. 12 Oct 2016, September 2016 Swaps Review
  33. 05 Oct 2016, CCP Disclosures 2Q 2016 – Trends in the Data
  34. 28 Sep 2016, Trading Obligation for Derivatives under MiFIR
  35. 21 Sep 2016, ISDA 2016: Implementing Margin Rules for Non-Cleared Swaps
  36. 13 Sep 2016, How large will Initial Margin be for Uncleared Swaps?
  37. 06 Sep 2016, August 2016 Swaps Review
  38. 30 Aug 2016, 非清算商品にかかる証拠金、ISDA SIMMとFRTB SA
  39. 23 Aug 2016, Uncleared Margin, ISDA SIMM and FRTB SA
  40. 08 Aug 2016, July 2016 Swaps Review – MXN Clearing and JPY SEF Compression
  41. 26 Jul 2016, CCP Initial Margin Models – A Comparison
  42. 20 Jul 2016, CCP Disclosures 1Q2016 – Trends in the Data
  43. 12 Jul 2016, June 2016 Swaps Review – Volumes Up 30 to 50%
  44. 05 Jul 2016, Higher Swap Margins after Brexit
  45. 28 Jun 2016, BREXIT – The Impact on Swap Margin
  46. 21 Jun 2016, FRTB – Internal Models or Standardised Approach?
  47. 13 Jun 2016, Fundamental Review of the Trading Book – What You Need to Know
  48. 08 Jun 2016, May 2016 Swaps Review – Volume Down, SEF Compression & AUD OIS Up
  49. 01 Jun 2016, USD OIS Swap Volumes Surge
  50. 24 May 2016, Margin Valuation Adjustment
  51. 18 May 2016, LSE and Deutsche Boerse: What the CCP Disclosures Show
  52. 09 May 2016, April 2016 Swaps Review – LCH-JSCC Basis, Swaptions, AUD OIS
  53. 04 May 2016, ESMA EU-Wide CCP Stress Test Results
  54. 25 Apr 2016, LCH-JSCC Basis: An Update
  55. 18 Apr 2016, LCH-JSCC Basis in JPY Swaps
  56. 18 Apr 2016, LCH-JSCCスプレッド
  57. 12 Apr 2016, CCP Skin in the Game: An Update
  58. 06 Apr 2016, March 2016 Swaps Review
  59. 23 Mar 2016, How Cash is Held by Clearing Houses
  60. 15 Mar 2016, Swaptions Clearing at CME
  61. 08 Mar 2016, US Swaps transparency has yielded numerous benefits
  62. 07 Mar 2016, Japanese version of Feb 2016 Swaps Review
  63. 02 Mar 2016, Feb 2016 Swaps Review – Compression Up, CME-LCH Basis Down, AUD OIS Up
  64. 24 Feb 2016, Comparing CCP Disclosures for CME, ICE, JSCC, LCH
  65. 16 Feb 2016, CPMI-IOSCO Public Disclosure by European CCPs
  66. 10 Feb 2016, MIFID II and Transparency for Bonds: What You Need to Know
  67. 02 Feb 2016, January 2016 Swaps Review – Gains and Losses
  68. 26 Jan 2016, 2015 SEF Market Share Statistics
  69. 12 Jan 2016, Review of 2015 US Swap Volumes in SDRs
  70. 06 Jan 2016, December 2015 Swaps Review
  71. 30 Dec 2015, Our Top Blog Articles of 2015
  72. 15 Dec 2015, Cap and Floor Option Volumes
  73. 15 Dec 2015, Cap Floor のボリューム
  74. 09 Dec 2015, CCP Basis Spreads: What Next?
  75. 02 Dec 2015, November 2015 Swaps Review – CME-LCH Basis Up, LCH Vols Up, SEF Compression Down
  76. 23 Nov 2015, Why the ISDA SIMM methodology is not what I expected
  77. 18 Nov 2015, CME-LCH Basis Spreads Blow Out
  78. 11 Nov 2015, What is the Impact of the ICAP and Tullet Deal?
  79. 03 Nov 2015, CME-LCH Basis Widens Again
  80. 28 Oct 2015, Final US Rules on Margin for Non-Cleared Swaps
  81. 21 Oct 2015, MiFID II and Best Execution for Derivatives
  82. 13 Oct 2015, September 2015 Review – More of the Same
  83. 06 Oct 2015, SEFS in Japan: First Month of ETP Volumes
  84. 05 Oct 2015, MiFID II and the Trading Obligation for Derivatives
  85. 29 Sep 2015, MIFID II and Transparency for Swaps: What You Need to Know
  86. 22 Sep 2015, Basis Swap Volumes
  87. 15 Sep 2015, FX Options Trading On SEFs
  88. 09 Sep 2015, TriOptima Compression at CME
  89. 02 Sep 2015, China’s Black Monday and Volatility of Swap Margin
  90. 24 Aug 2015, Post-Trade Transparency in CDS Index
  91. 17 Aug 2015, USD OIS Swap Volumes
  92. 11 Aug 2015, July 2015 Review – Spreadovers, Butterflys and LCH SwapClear
  93. 22 Jul 2015, Webinar on CME-LCH Basis
  94. 15 Jul 2015, CME-LCH Basis Swaps Volumes Update
  95. 30 Jun 2015, CME and LCH June 2015 Volumes
  96. 29 Jun 2015, CCP Default Management Process and the SwapClear Fire Drill
  97. 16 Jun 2015, LCH Makes Gains vs CME in USD IRS (8-12 Jun 2015)
  98. 10 Jun 2015, CME and LCH: What Happened on May 19 and Jun 2?
  99. 26 May 2015, Hedging the CME-LCH Basis
  100. 20 May 2015, CME-LCH Basis Spread
  101. 12 May 2015, Derivatives Trade Reporting in Australia
  102. 05 May 2015, April 2015 Review – Lower Volumes
  103. 28 Apr 2015, FX NDF Trading On SEFs: April 2015 Update
  104. 20 Apr 2015, Canadian Derivatives Reporting to SDRs
  105. 15 Apr 2015, SEFs in Japan
  106. 01 Apr 2015, SDR Alerts, Terminations and Screen Real Estate
  107. 24 Mar 2015, Compression List Trading On SEFs
  108. 11 Mar 2015, Trade Surveillance in Swaps Trading
  109. 25 Feb 2015, Can SPAN Margin for Futures be higher than HistSim Margin?
  110. 24 Feb 2015, Our Response to the ESMA Consultation
  111. 18 Feb 2015, Inflation Swaps: What the Data Shows
  112. 09 Feb 2015, Portfolio Cross-Margining of Swaps and Futures
  113. 04 Feb 2015, January Volumes in Swaps, Compression To the Fore
  114. 28 Jan 2015, Swaption Volumes in 2014
  115. 21 Jan 2015, Our Top 10 Blogs of 2014
  116. 13 Jan 2015, A Review of 2014 US Swap Volumes
  117. 23 Dec 2014, MXN Interest Rate Swaps
  118. 08 Dec 2014, November Volumes in Interest Rate Swaps
  119. 02 Dec 2014, IR Swap Prices on Reuters, Bloomberg and SDR
  120. 24 Nov 2014, EUR IR Swaps: Huge Spikes in Volumes
  121. 12 Nov 2014, Price Making in Swaps and Sharpening your Axe
  122. 03 Nov 2014, October Volumes in Interest Rate Swaps
  123. 29 Oct 2014, Stress Testing of Initial Margin and Procyclicality post Oct 15th
  124. 21 Oct 2014, Record Volumes On SEFs in September and October
  125. 15 Oct 2014, Why a Margin Forecast is important
  126. 29 Sep 2014, OTC Derivatives Reporting in Japan
  127. 22 Sep 2014, USD MAC Swaps: How Large is the market?
  128. 16 Sep 2014, Forward IRSwaps and Initial Margin
  129. 10 Sep 2014, USD MAC Swaps: A Closer Look
  130. 04 Sep 2014, CME IRS Margin Model Change
  131. 26 Aug 2014, CDSIndex Volumes: A Year to Date Review
  132. 05 Aug 2014, Swaps Compression: Clearing Fees and Margin
  133. 22 Jul 2014, Swaps Compression and Compaction on trueEX and Tradeweb SEFs
  134. 15 Jul 2014, A Six Month Review of Swap volumes
  135. 08 Jul 2014, Oracle $10b Bond Issue, Looking for the Swaps
  136. 30 Jun 2014, LCH-CME Switch Trades and Margin Management
  137. 24 Jun 2014, Why are there so many fintech startups in payments?
  138. 16 Jun 2014, Swap Curve and Butterfly Package trades on Bloomberg SEF
  139. 10 Jun 2014, Interest Rate Swap Prices, D2D vs D2C, is there a difference?
  140. 03 Jun 2014, Interest Rate Swaps, Spot vs Forwards, which is the greater?
  141. 27 May 2014, SEF Package Exemptions, So Far So Good
  142. 20 May 2014, Tick Data for Swaps: What is now available?
  143. 13 May 2014, Bloomberg SDR and SEF: What can we now see?
  144. 12 May 2014, Bloomberg SDR is now live
  145. 07 May 2014, SEF Packages, Swap Curve trades, do we need a new zero?
  146. 05 May 2014, EMIR and CFTC SDR Cross Currency Swap Volumes
  147. 28 Apr 2014, EMIR Trade Reporting and Public Data: What is the Point?
  148. 15 Apr 2014, SEF MAT Week8, USD IRS and EUR IRS
  149. 02 Apr 2014, SEF MAT Week6, USD IRS, Massive Volume in Forwards
  150. 26 Mar 2014, SEF MAT Week 5, USD IRS SEF Vols hit record high and a new leader
  151. 19 Mar 2014, SEF MAT Week 4, IRS Volumes and Spot, Spread, Fwd, MAC
  152. 11 Mar 2014, SEF MAT Week 3, IRS Volumes Up and Up
  153. 05 Mar 2014, CDSIndex On SEF Volumes after MAT
  154. 03 Mar 2014, SDRFix, An Update: On SEF & Cross Currency Swaps
  155. 24 Feb 2014, SEF MAT Week One, What does the data show?
  156. 19 Feb 2014, SEF MAT Feb18 Day2, What does the data show?
  157. 18 Feb 2014, SEF MAT Feb17, What does the SDR data show?
  158. 11 Feb 2014, FX NDFs on SEFs: A more detailed look
  159. 04 Feb 2014, Intra-Day Swap Prices – What Can We See?
  160. 27 Jan 2014, CDSIndex trading on SEF Platforms
  161. 15 Jan 2014, Swaptions trading on SEF platforms
  162. 14 Jan 2014, JSCC and Clearing of Yen Interest Rate Swaps
  163. 07 Jan 2014, FX NDF Trading On SEFs
  164. 16 Dec 2013, 2013, The Year The Swap Market Changed
  165. 12 Dec 2013, Compression, SDR and TrueEx SEF
  166. 10 Dec 2013, Cancel and Replace transactions in SDRView
  167. 04 Dec 2013, Software vendor brings transparency to complex swaps data
  168. 03 Dec 2013, Mexican Peso Interest Rate Swaps
  169. 25 Nov 2013, Swaptions Clearing, A More Detailed Look
  170. 11 Nov 2013, Push, Ping and Charm
  171. 28 Oct 2013, SDRFix, what do we mean when we say transparent?
  172. 22 Oct 2013, Cross Currency Swap trades in Swap Data Repositories
  173. 11 Oct 2013, USD Swap Prices on SEF platforms
  174. 09 Oct 2013, SEF, Oct 2, What happened to EUR IRS trading?
  175. 03 Oct 2013, SEF, Oct 2, What does the SDR data show?
  176. 01 Oct 2013, Client Clearing of IRSwaps, CME and LCH
  177. 25 Sep 2013, SDRFIX, a progress report two weeks after launch
  178. 16 Sep 2013, Mandatory Clearing, Sep 9, a whimper not a bang?
  179. 11 Sep 2013, SDRFIX, a new index for a post-reform world
  180. 04 Sep 2013, Real-time reporting of Swap transactions
  181. 14 Aug 2013, Think Global, Act Local
  182. 13 Aug 2013, SDR View, Capped Notional Changes
  183. 07 Aug 2013, ISDAFIX, Looking for Evidence of Price-manipulation
  184. 01 Aug 2013, SDR, Block Trade Rule, 30 July Update
  185. 15 Jul 2013, USD IRSwap Client Clearing, CME or LCH?
  186. 08 Jul 2013, Swaptions Clearing, why is it important?
  187. 25 Jun 2013, Mandatory Clearing, June 10, Week Two and CME or LCH?
  188. 21 Jun 2013, Swap Data Repository, Block Trade Rule, the Bad News
  189. 17 Jun 2013, Mandatory Clearing, June 10, Week One and YTD
  190. 17 Jun 2013, Competition | June 10 Prediction | The Results
  191. 13 Jun 2013, Mandatory Clearing, June 10, Day 3, Cleared Volumes Rise
  192. 12 Jun 2013, Mandatory Clearing, June 10, the first two days
  193. 11 Jun 2013, Value at Risk, what you should know, overview and detail
  194. 05 Jun 2013, Cleared CDS Index volumes rising ahead of June 10 date
  195. 03 Jun 2013, Mandatory Clearing: Predictions and the Wisdom of Crowds
  196. 27 May 2013, LCH Swapclear Margin, the need for change and the impact
  197. 22 May 2013, Win a Nexus 7, Kindle Fire or Apple iPad mini
  198. 21 May 2013, The Lean StartUp and LinkedIn
  199. 02 May 2013, markit Financial Markets Reform Conference – The Highlights
  200. 25 Apr 2013, Cleared Swap prices versus Bi-lateral Swap prices
  201. 22 Apr 2013, Oracle Cloud Seminar
  202. 09 Apr 2013, OTC Central Clearing: One Month In, What does the Data Show?
  203. 05 Apr 2013, Is a Chart worth a hundred words or more?
  204. 25 Mar 2013, Swaps, actual traded prices and size
  205. 13 Mar 2013, Mandatory clearing, is it really happening?
  206. 01 Mar 2013, Shining a light on derivatives
  207. 12 Feb 2013, Central Counterparty Clearing Workshop
  208. 06 Feb 2013, Business cards, Libor-rigging and Self-Interest
  209. 29 Jan 2013, Accounting with Kashflow
  210. 16 Nov 2012, OTC Derivatives for Fund Management Conference
  211. 22 Sep 2012, CCP Initial Margin for Interest Rate Swaps
  212. 11 Jul 2012, Angel Investing in London – CityMeetsTech