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. 18 Oct 2017, SA-CCR Calculator
  2. 16 Oct 2017, Swaps Data Review: Basis Swaps Galore
  3. 16 Oct 2017, 非クリアリング・デリバティブ取引のマージン
  4. 10 Oct 2017, CCP Disclosures 2Q 2017 – What the Data Shows
  5. 04 Oct 2017, MiFID II Bond Transparency Calculations
  6. 27 Sep 2017, Initial Margin Attribution
  7. 20 Sep 2017, Margin for Non-Cleared Derivatives
  8. 12 Sep 2017, MiFID II: Why Research is in the News
  9. 06 Sep 2017, Free Trials, Analytics, Data and More
  10. 04 Sep 2017, Swaps Data Review: Credit Derivative volumes
  11. 30 Aug 2017, FRTB Non-Modellable Risk Factor Analysis
  12. 23 Aug 2017, APRA – Margining for non-centrally cleared derivatives
  13. 16 Aug 2017, Capital and RWA for European Banks
  14. 08 Aug 2017, FRTB – Simplified Standardised Approach
  15. 02 Aug 2017, ISDA SIMM™ IN PYTHON
  16. 31 Jul 2017, Swaps Data Review: CCP and SEF Volumes
  17. 26 Jul 2017, CCP Disclosures 1Q 2017 – What the Data Shows
  18. 18 Jul 2017, June 2017 Swaps Review in 15 Charts
  19. 03 Jul 2017, Swaps Data Review: A Day in the Life of a Swap
  20. 21 Jun 2017, Capital Ratios and Risk Weighted Assets for Tier 1 US Banks
  21. 13 Jun 2017, EU Commission proposes more robust supervision of CCPs
  22. 13 Jun 2017, May 2017 Swaps Review
  23. 07 Jun 2017, Supplementary Leverage Ratio: Comparing US Banks
  24. 30 May 2017, Swaps Data Review: ADV for OTC Derivatives
  25. 24 May 2017, Microservices for Derivatives: What You Need to Know
  26. 15 May 2017, April 2017 Swaps Review
  27. 10 May 2017, CCP Disclosures 4Q 2016 – Trends in the Data
  28. 02 May 2017, Swaps Data: ETD vs OTC, USD IRS, OIS and NDF
  29. 01 May 2017, マイクロ・サービス: FRTB モデリング・リスク・ファクターズ
  30. 24 Apr 2017, March 2017 Swaps Review
  31. 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
  32. 12 Apr 2017, LCH-Eurex Basis in EUR IR Swaps
  33. 11 Apr 2017, We are expanding in Asia
  34. 10 Apr 2017, Monthly Swap Data review: Libor dominance challenged
  35. 28 Mar 2017, Microservices: FRTB Modellable Risk Factors
  36. 15 Mar 2017, February 2017 Swaps Review
  37. 08 Mar 2017, Basel III Leverage Ratio
  38. 01 Mar 2017, Initial Margin Optimization
  39. 28 Feb 2017, Swaps Data: Volumes rise, CCP Switches Spike
  40. 22 Feb 2017, Capital requirements for exposures to CCPs
  41. 15 Feb 2017, January 2017 Swaps Review
  42. 08 Feb 2017, Canadian Derivatives Public Dissemination
  43. 01 Feb 2017, MIFID II: Transparency Data
  44. 25 Jan 2017, MIFID II: Instrument Reference Data
  45. 18 Jan 2017, CCP Disclosures 3Q 2016 – Trends in the Data
  46. 10 Jan 2017, 2016 SEF Market Share Statistics
  47. 04 Jan 2017, December 2016 Swaps Review
  48. 28 Dec 2016, Clarus Top Blogs of 2016
  49. 21 Dec 2016, SA-CCR: Standardised Approach Counterparty Credit Risk
  50. 13 Dec 2016, FRTB – Modellable Risk Factors and Non-Modellable
  51. 07 Dec 2016, November 2016 Swaps Review
  52. 30 Nov 2016, FRTB SA – Residual Risk AddOn
  53. 27 Nov 2016, FRTB ‐デフォルト・リスク・チャージ
  54. 21 Nov 2016, USD Swap Volumes after Nov 8, 2016
  55. 16 Nov 2016, Margin Buffer, Event Risk and the US Election
  56. 08 Nov 2016, October 2016 Swaps Review
  57. 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
  58. 02 Nov 2016, FRTB – The Default Risk Charge
  59. 26 Oct 2016, Sizing the Margin Buffer for Cleared Swaps
  60. 19 Oct 2016, Microservices and the Amazon Cloud
  61. 12 Oct 2016, September 2016 Swaps Review
  62. 05 Oct 2016, CCP Disclosures 2Q 2016 – Trends in the Data
  63. 28 Sep 2016, Trading Obligation for Derivatives under MiFIR
  64. 21 Sep 2016, ISDA 2016: Implementing Margin Rules for Non-Cleared Swaps
  65. 13 Sep 2016, How large will Initial Margin be for Uncleared Swaps?
  66. 06 Sep 2016, August 2016 Swaps Review
  67. 30 Aug 2016, 非清算商品にかかる証拠金、ISDA SIMMとFRTB SA
  68. 23 Aug 2016, Uncleared Margin, ISDA SIMM and FRTB SA
  69. 08 Aug 2016, July 2016 Swaps Review – MXN Clearing and JPY SEF Compression
  70. 26 Jul 2016, CCP Initial Margin Models – A Comparison
  71. 20 Jul 2016, CCP Disclosures 1Q2016 – Trends in the Data
  72. 12 Jul 2016, June 2016 Swaps Review – Volumes Up 30 to 50%
  73. 05 Jul 2016, Higher Swap Margins after Brexit
  74. 28 Jun 2016, BREXIT – The Impact on Swap Margin
  75. 21 Jun 2016, FRTB – Internal Models or Standardised Approach?
  76. 13 Jun 2016, Fundamental Review of the Trading Book – What You Need to Know
  77. 08 Jun 2016, May 2016 Swaps Review – Volume Down, SEF Compression & AUD OIS Up
  78. 01 Jun 2016, USD OIS Swap Volumes Surge
  79. 24 May 2016, Margin Valuation Adjustment
  80. 18 May 2016, LSE and Deutsche Boerse: What the CCP Disclosures Show
  81. 09 May 2016, April 2016 Swaps Review – LCH-JSCC Basis, Swaptions, AUD OIS
  82. 04 May 2016, ESMA EU-Wide CCP Stress Test Results
  83. 25 Apr 2016, LCH-JSCC Basis: An Update
  84. 18 Apr 2016, LCH-JSCC Basis in JPY Swaps
  85. 18 Apr 2016, LCH-JSCCスプレッド
  86. 12 Apr 2016, CCP Skin in the Game: An Update
  87. 06 Apr 2016, March 2016 Swaps Review
  88. 23 Mar 2016, How Cash is Held by Clearing Houses
  89. 15 Mar 2016, Swaptions Clearing at CME
  90. 08 Mar 2016, US Swaps transparency has yielded numerous benefits
  91. 07 Mar 2016, Japanese version of Feb 2016 Swaps Review
  92. 02 Mar 2016, Feb 2016 Swaps Review – Compression Up, CME-LCH Basis Down, AUD OIS Up
  93. 24 Feb 2016, Comparing CCP Disclosures for CME, ICE, JSCC, LCH
  94. 16 Feb 2016, CPMI-IOSCO Public Disclosure by European CCPs
  95. 10 Feb 2016, MIFID II and Transparency for Bonds: What You Need to Know
  96. 02 Feb 2016, January 2016 Swaps Review – Gains and Losses
  97. 26 Jan 2016, 2015 SEF Market Share Statistics
  98. 12 Jan 2016, Review of 2015 US Swap Volumes in SDRs
  99. 06 Jan 2016, December 2015 Swaps Review
  100. 30 Dec 2015, Our Top Blog Articles of 2015
  101. 15 Dec 2015, Cap and Floor Option Volumes
  102. 15 Dec 2015, Cap Floor のボリューム
  103. 09 Dec 2015, CCP Basis Spreads: What Next?
  104. 02 Dec 2015, November 2015 Swaps Review – CME-LCH Basis Up, LCH Vols Up, SEF Compression Down
  105. 23 Nov 2015, Why the ISDA SIMM methodology is not what I expected
  106. 18 Nov 2015, CME-LCH Basis Spreads Blow Out
  107. 11 Nov 2015, What is the Impact of the ICAP and Tullet Deal?
  108. 03 Nov 2015, CME-LCH Basis Widens Again
  109. 28 Oct 2015, Final US Rules on Margin for Non-Cleared Swaps
  110. 21 Oct 2015, MiFID II and Best Execution for Derivatives
  111. 13 Oct 2015, September 2015 Review – More of the Same
  112. 06 Oct 2015, SEFS in Japan: First Month of ETP Volumes
  113. 05 Oct 2015, MiFID II and the Trading Obligation for Derivatives
  114. 29 Sep 2015, MIFID II and Transparency for Swaps: What You Need to Know
  115. 22 Sep 2015, Basis Swap Volumes
  116. 15 Sep 2015, FX Options Trading On SEFs
  117. 09 Sep 2015, TriOptima Compression at CME
  118. 02 Sep 2015, China’s Black Monday and Volatility of Swap Margin
  119. 24 Aug 2015, Post-Trade Transparency in CDS Index
  120. 17 Aug 2015, USD OIS Swap Volumes
  121. 11 Aug 2015, July 2015 Review – Spreadovers, Butterflys and LCH SwapClear
  122. 22 Jul 2015, Webinar on CME-LCH Basis
  123. 15 Jul 2015, CME-LCH Basis Swaps Volumes Update
  124. 30 Jun 2015, CME and LCH June 2015 Volumes
  125. 29 Jun 2015, CCP Default Management Process and the SwapClear Fire Drill
  126. 16 Jun 2015, LCH Makes Gains vs CME in USD IRS (8-12 Jun 2015)
  127. 10 Jun 2015, CME and LCH: What Happened on May 19 and Jun 2?
  128. 26 May 2015, Hedging the CME-LCH Basis
  129. 20 May 2015, CME-LCH Basis Spread
  130. 12 May 2015, Derivatives Trade Reporting in Australia
  131. 05 May 2015, April 2015 Review – Lower Volumes
  132. 28 Apr 2015, FX NDF Trading On SEFs: April 2015 Update
  133. 20 Apr 2015, Canadian Derivatives Reporting to SDRs
  134. 15 Apr 2015, SEFs in Japan
  135. 01 Apr 2015, SDR Alerts, Terminations and Screen Real Estate
  136. 24 Mar 2015, Compression List Trading On SEFs
  137. 11 Mar 2015, Trade Surveillance in Swaps Trading
  138. 25 Feb 2015, Can SPAN Margin for Futures be higher than HistSim Margin?
  139. 24 Feb 2015, Our Response to the ESMA Consultation
  140. 18 Feb 2015, Inflation Swaps: What the Data Shows
  141. 09 Feb 2015, Portfolio Cross-Margining of Swaps and Futures
  142. 04 Feb 2015, January Volumes in Swaps, Compression To the Fore
  143. 28 Jan 2015, Swaption Volumes in 2014
  144. 21 Jan 2015, Our Top 10 Blogs of 2014
  145. 13 Jan 2015, A Review of 2014 US Swap Volumes
  146. 23 Dec 2014, MXN Interest Rate Swaps
  147. 08 Dec 2014, November Volumes in Interest Rate Swaps
  148. 02 Dec 2014, IR Swap Prices on Reuters, Bloomberg and SDR
  149. 24 Nov 2014, EUR IR Swaps: Huge Spikes in Volumes
  150. 12 Nov 2014, Price Making in Swaps and Sharpening your Axe
  151. 03 Nov 2014, October Volumes in Interest Rate Swaps
  152. 29 Oct 2014, Stress Testing of Initial Margin and Procyclicality post Oct 15th
  153. 21 Oct 2014, Record Volumes On SEFs in September and October
  154. 15 Oct 2014, Why a Margin Forecast is important
  155. 29 Sep 2014, OTC Derivatives Reporting in Japan
  156. 22 Sep 2014, USD MAC Swaps: How Large is the market?
  157. 16 Sep 2014, Forward IRSwaps and Initial Margin
  158. 10 Sep 2014, USD MAC Swaps: A Closer Look
  159. 04 Sep 2014, CME IRS Margin Model Change
  160. 26 Aug 2014, CDSIndex Volumes: A Year to Date Review
  161. 05 Aug 2014, Swaps Compression: Clearing Fees and Margin
  162. 22 Jul 2014, Swaps Compression and Compaction on trueEX and Tradeweb SEFs
  163. 15 Jul 2014, A Six Month Review of Swap volumes
  164. 08 Jul 2014, Oracle $10b Bond Issue, Looking for the Swaps
  165. 30 Jun 2014, LCH-CME Switch Trades and Margin Management
  166. 24 Jun 2014, Why are there so many fintech startups in payments?
  167. 16 Jun 2014, Swap Curve and Butterfly Package trades on Bloomberg SEF
  168. 10 Jun 2014, Interest Rate Swap Prices, D2D vs D2C, is there a difference?
  169. 03 Jun 2014, Interest Rate Swaps, Spot vs Forwards, which is the greater?
  170. 27 May 2014, SEF Package Exemptions, So Far So Good
  171. 20 May 2014, Tick Data for Swaps: What is now available?
  172. 13 May 2014, Bloomberg SDR and SEF: What can we now see?
  173. 12 May 2014, Bloomberg SDR is now live
  174. 07 May 2014, SEF Packages, Swap Curve trades, do we need a new zero?
  175. 05 May 2014, EMIR and CFTC SDR Cross Currency Swap Volumes
  176. 28 Apr 2014, EMIR Trade Reporting and Public Data: What is the Point?
  177. 15 Apr 2014, SEF MAT Week8, USD IRS and EUR IRS
  178. 02 Apr 2014, SEF MAT Week6, USD IRS, Massive Volume in Forwards
  179. 26 Mar 2014, SEF MAT Week 5, USD IRS SEF Vols hit record high and a new leader
  180. 19 Mar 2014, SEF MAT Week 4, IRS Volumes and Spot, Spread, Fwd, MAC
  181. 11 Mar 2014, SEF MAT Week 3, IRS Volumes Up and Up
  182. 05 Mar 2014, CDSIndex On SEF Volumes after MAT
  183. 03 Mar 2014, SDRFix, An Update: On SEF & Cross Currency Swaps
  184. 24 Feb 2014, SEF MAT Week One, What does the data show?
  185. 19 Feb 2014, SEF MAT Feb18 Day2, What does the data show?
  186. 18 Feb 2014, SEF MAT Feb17, What does the SDR data show?
  187. 11 Feb 2014, FX NDFs on SEFs: A more detailed look
  188. 04 Feb 2014, Intra-Day Swap Prices – What Can We See?
  189. 27 Jan 2014, CDSIndex trading on SEF Platforms
  190. 15 Jan 2014, Swaptions trading on SEF platforms
  191. 14 Jan 2014, JSCC and Clearing of Yen Interest Rate Swaps
  192. 07 Jan 2014, FX NDF Trading On SEFs
  193. 16 Dec 2013, 2013, The Year The Swap Market Changed
  194. 12 Dec 2013, Compression, SDR and TrueEx SEF
  195. 10 Dec 2013, Cancel and Replace transactions in SDRView
  196. 04 Dec 2013, Software vendor brings transparency to complex swaps data
  197. 03 Dec 2013, Mexican Peso Interest Rate Swaps
  198. 25 Nov 2013, Swaptions Clearing, A More Detailed Look
  199. 11 Nov 2013, Push, Ping and Charm
  200. 28 Oct 2013, SDRFix, what do we mean when we say transparent?
  201. 22 Oct 2013, Cross Currency Swap trades in Swap Data Repositories
  202. 11 Oct 2013, USD Swap Prices on SEF platforms
  203. 09 Oct 2013, SEF, Oct 2, What happened to EUR IRS trading?
  204. 03 Oct 2013, SEF, Oct 2, What does the SDR data show?
  205. 01 Oct 2013, Client Clearing of IRSwaps, CME and LCH
  206. 25 Sep 2013, SDRFIX, a progress report two weeks after launch
  207. 16 Sep 2013, Mandatory Clearing, Sep 9, a whimper not a bang?
  208. 11 Sep 2013, SDRFIX, a new index for a post-reform world
  209. 04 Sep 2013, Real-time reporting of Swap transactions
  210. 14 Aug 2013, Think Global, Act Local
  211. 13 Aug 2013, SDR View, Capped Notional Changes
  212. 07 Aug 2013, ISDAFIX, Looking for Evidence of Price-manipulation
  213. 01 Aug 2013, SDR, Block Trade Rule, 30 July Update
  214. 15 Jul 2013, USD IRSwap Client Clearing, CME or LCH?
  215. 08 Jul 2013, Swaptions Clearing, why is it important?
  216. 25 Jun 2013, Mandatory Clearing, June 10, Week Two and CME or LCH?
  217. 21 Jun 2013, Swap Data Repository, Block Trade Rule, the Bad News
  218. 17 Jun 2013, Mandatory Clearing, June 10, Week One and YTD
  219. 17 Jun 2013, Competition | June 10 Prediction | The Results
  220. 13 Jun 2013, Mandatory Clearing, June 10, Day 3, Cleared Volumes Rise
  221. 12 Jun 2013, Mandatory Clearing, June 10, the first two days
  222. 11 Jun 2013, Value at Risk, what you should know, overview and detail
  223. 05 Jun 2013, Cleared CDS Index volumes rising ahead of June 10 date
  224. 03 Jun 2013, Mandatory Clearing: Predictions and the Wisdom of Crowds
  225. 27 May 2013, LCH Swapclear Margin, the need for change and the impact
  226. 22 May 2013, Win a Nexus 7, Kindle Fire or Apple iPad mini
  227. 21 May 2013, The Lean StartUp and LinkedIn
  228. 02 May 2013, markit Financial Markets Reform Conference – The Highlights
  229. 25 Apr 2013, Cleared Swap prices versus Bi-lateral Swap prices
  230. 22 Apr 2013, Oracle Cloud Seminar
  231. 09 Apr 2013, OTC Central Clearing: One Month In, What does the Data Show?
  232. 05 Apr 2013, Is a Chart worth a hundred words or more?
  233. 25 Mar 2013, Swaps, actual traded prices and size
  234. 13 Mar 2013, Mandatory clearing, is it really happening?
  235. 01 Mar 2013, Shining a light on derivatives
  236. 12 Feb 2013, Central Counterparty Clearing Workshop
  237. 06 Feb 2013, Business cards, Libor-rigging and Self-Interest
  238. 29 Jan 2013, Accounting with Kashflow
  239. 16 Nov 2012, OTC Derivatives for Fund Management Conference
  240. 22 Sep 2012, CCP Initial Margin for Interest Rate Swaps
  241. 11 Jul 2012, Angel Investing in London – CityMeetsTech