Amir Khwaja

Amir is CEO of Clarus Financial Technology and has more than thirty 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. 19 Sep 2023, ISDA SIMM – What changes in v2.6?
  2. 12 Sep 2023, Most Active Names in Credit and Equity Derivatives – August 2023
  3. 05 Sep 2023, What’s New in CCP Disclosures – 2Q23?
  4. 08 Aug 2023, How large are Cleared Swap markets?
  5. 01 Aug 2023, SOFR Swaps Volumes and Share – July 2023
  6. 26 Jul 2023, FSB Paper on Liquidity in Core Government Bond Markets
  7. 19 Jul 2023, 2Q23 CCP Volumes and Share in CRD
  8. 05 Jul 2023, 2Q23 CCP Volumes and Share in IRD
  9. 20 Jun 2023, Most Active Names in Credit and Equity Derivatives – May 2023
  10. 14 Jun 2023, What’s New in CCP Disclosures – 1Q23?
  11. 07 Jun 2023, Central Clearing of Bonds and Repos
  12. 30 May 2023, Term SOFR and BSBY Swap Volumes – May 2023
  13. 23 May 2023, ISDA SIMM v25a the first off-cycle release
  14. 17 May 2023, Most Active Names in Credit and Equity Derivatives – April 2023
  15. 10 May 2023, IDB Market Share in SOFR Swaps
  16. 19 Apr 2023, 1Q23 CCP Volumes and Share in CRD
  17. 12 Apr 2023, 1Q23 CCP Volumes and Share in IRD
  18. 04 Apr 2023, Synthetic USD Libor Annoucement
  19. 29 Mar 2023, Deutsche Bank Credit Default Swaps
  20. 22 Mar 2023, USD Swaps Margin Calls in March 2023
  21. 14 Mar 2023, What’s New in CCP Disclosures – 4Q22?
  22. 21 Feb 2023, Average and Term SOFR Volumes in 2022
  23. 15 Feb 2023, Most Active Names in Credit and Equity Derivatives – Jan2023
  24. 07 Feb 2023, Term SOFR and BSBY Volumes in 2022
  25. 01 Feb 2023, SOFR Swaps D2D Volumes and Share
  26. 24 Jan 2023, 2022 CCP Volumes and Share in CRD
  27. 17 Jan 2023, 2022 CCP Volumes and Market Share in IRD
  28. 05 Jan 2023, SDR – Trading Venues and Packages
  29. 03 Jan 2023, Our Top Blogs of 2022
  30. 20 Dec 2022, What’s New in CCP Disclosures – 3Q22?
  31. 21 Nov 2022, GBP Swaps variation margin in a financial crisis
  32. 09 Nov 2022, Rishi Sunak and the impact on GBP Swaps Initial Margin
  33. 26 Oct 2022, Most Active Names in Credit and Equity Derivatives – Oct22
  34. 19 Oct 2022, 3Q22 CCP Volumes and Share in IRD
  35. 05 Oct 2022, 3Q22 CCP Volumes and Share in CRD
  36. 28 Sep 2022, ISDA SIMM – What changes in v2.5?
  37. 21 Sep 2022, What’s New in CCP Quant Disclosures – 2Q22?
  38. 27 Jul 2022, Most Active Equity Total Return Swaps
  39. 20 Jul 2022, The Endgame for Basis Swaps?
  40. 12 Jul 2022, 2Q22 CCP Volumes and Market Share in IRD
  41. 06 Jul 2022, 2Q22 CCP Volumes and Share in CRD
  42. 15 Jun 2022, What’s New in CCP Quant Disclosures – 1Q22?
  43. 25 May 2022, Most Active CDS Single-names
  44. 17 May 2022, 1Q22 CCP Volumes and Share in CRD
  45. 11 May 2022, 1Q22 CCP Volumes and Market Share in IRD
  46. 27 Apr 2022, BSBY and Term SOFR Swap Volumes Update
  47. 20 Apr 2022, What’s New in CCP Disclosures – 4Q21?
  48. 12 Apr 2022, SBSDR – A look at Equity Total Return Swaps
  49. 30 Mar 2022, FTX’s Direct Clearing Model application to the CFTC
  50. 22 Mar 2022, SBSDR – Credit Derivative Volumes
  51. 09 Mar 2022, RUB NDF Trading Continues
  52. 23 Feb 2022, SEC Security-Based Swap Repositories are now Live!
  53. 16 Feb 2022, BSBY and Term SOFR Swap Volumes
  54. 09 Feb 2022, The CFTC Monthly Cleared Margin Report
  55. 01 Feb 2022, 2021 CCP Volumes and Share in CRD
  56. 25 Jan 2022, 2021 SEF Volumes and Share – CRD and FXD
  57. 18 Jan 2022, What’s New in CCP Disclosures – 3Q21
  58. 11 Jan 2022, 2021 CCP Volumes and Market Share in IRD
  59. 04 Jan 2022, Top Blogs of 2021
  60. 08 Dec 2021, IR Futures Volume – Nov 2021
  61. 01 Dec 2021, SOFR Swaptions – Month One Update
  62. 17 Nov 2021, SOFR Swaptions – Week One Update
  63. 10 Nov 2021, IM Model Validation for UMR under EMIR – Backtesting
  64. 27 Oct 2021, Cleared Swap Volumes and Share – 3Q 2021
  65. 20 Oct 2021, What’s New in CCP Disclosures – 2Q21
  66. 28 Sep 2021, ISDA SIMM v2.4 – Covid Calibration and More
  67. 14 Sep 2021, Our Sale to ION
  68. 04 Aug 2021, SOFR First – Week One
  69. 28 Jul 2021, SOFR First – Day Two
  70. 14 Jul 2021, What’s new in CCP Quant Disclosures – 1Q21
  71. 23 Jun 2021, CCP Disclosures – Skin in the game and Other Metrics
  72. 16 Jun 2021, SOFR SpreadOvers are now starting to trade
  73. 09 Jun 2021, USD & EUR Swap Volumes – May 2021
  74. 25 May 2021, Archegos, APAs and Uncleared Margin Rules
  75. 11 May 2021, Archegos, Trade Repositories and Initial Margin
  76. 21 Apr 2021, Cleared Swap Volumes and Share – 1Q 2021
  77. 14 Apr 2021, What’s new in CCP Quant Disclosures – 4Q20?
  78. 24 Mar 2021, IR Futures – ADVs and OI in major currencies
  79. 17 Mar 2021, ESG Futures – S&P 500 and STOXX 600
  80. 03 Mar 2021, Monitoring your own RFR Adoption Indicators
  81. 02 Mar 2021, SOFR Futures and Swaps – Feb 2021
  82. 23 Feb 2021, ESG Investments – A first look at the detail
  83. 16 Feb 2021, SOFR Swaptions and CapsFloors are now trading regularly
  84. 02 Feb 2021, US SEFs now have 50% share of EUR iTraxx
  85. 19 Jan 2021, What’s new in CCP Quant Disclosures – 3Q20?
  86. 13 Jan 2021, 2020 CCP Volumes and Market Share in IRD
  87. 05 Jan 2021, 2020 SEF Market Share Statistics
  88. 30 Dec 2020, Our Top Blogs and Stats of 2020
  89. 21 Dec 2020, Credit Index Options – Dec 2020
  90. 18 Nov 2020, SOFR Swaps on SEFs
  91. 10 Nov 2020, Swap Volumes in October 2020
  92. 28 Oct 2020, ISDA SIMM v2.3 – What’s Changed?
  93. 20 Oct 2020, CCP Swap Volumes and Share – 3Q 2020
  94. 07 Oct 2020, CCP Quant Disclosures 2Q20 – IM drops
  95. 30 Sep 2020, Market Share in EUR Swaps
  96. 19 Aug 2020, Calculate your own RFR Adoption Indicators
  97. 11 Aug 2020, CCP Volumes and Share in CRD and FXD – 2Q 2020
  98. 05 Aug 2020, SFTR Public Data
  99. 21 Jul 2020, CCP Swap Volumes and Share – 2Q 2020
  100. 15 Jul 2020, CAD CORRA Futures and Swaps
  101. 08 Jul 2020, Clearing House Margin calls in Q1 2020
  102. 08 Jul 2020, Swaps Data: Initial Margin Soars in Q1 2020
  103. 01 Jul 2020, SOFR Futures and Swaps – June 2020
  104. 24 Jun 2020, CME S&P 500 Futures Margins in March 2020
  105. 16 Jun 2020, Every Single Street in the City of London
  106. 03 Jun 2020, Backtesting of margin models
  107. 27 May 2020, SOFR Futures and Swaps – May 2020
  108. 20 May 2020, Procyclical margins in the time of Covid-19
  109. 13 May 2020, Swaps Data: Record Trading Volumes in March
  110. 05 May 2020, CME-LCH Basis Spreads Turn Negative
  111. 29 Apr 2020, SFTR Reporting – Public Data
  112. 14 Apr 2020, Swaps Data: How the market responded to Covid-19
  113. 08 Apr 2020, CCP Quant Disclosures 4Q19 – Default Resources
  114. 11 Mar 2020, Crashing Rates and Swap Margins
  115. 09 Mar 2020, Swaps Data: Cleared volumes drop for all markets – except FX
  116. 26 Feb 2020, SOFR Swaps and SEF Venues
  117. 18 Feb 2020, Spotlight on RFR Swaps
  118. 12 Feb 2020, Our Partnership with AcadiaSoft
  119. 29 Jan 2020, CCP Quantitative Disclosures 3Q19 – Skin in the Game
  120. 15 Jan 2020, Swaps Data: Have SOFR and Sonia swaps and futures lived up to expectations?
  121. 08 Jan 2020, 2019 SEF Market Share Statistics
  122. 31 Dec 2019, Clarus Top Blogs of 2019
  123. 18 Dec 2019, Futures and Swaps Volumes and OI in 2019
  124. 11 Dec 2019, Swaps Data: Q3 2019 Clearing Volumes increase
  125. 04 Dec 2019, SOFR Futures and Swaps – November 2019
  126. 18 Nov 2019, Swaps Data: Clearing Houses and one trillion dollars
  127. 13 Nov 2019, Eurex Swaps and the DekaBank transfer
  128. 05 Nov 2019, ISDA SIMM Concentration Thresholds for IR Risk
  129. 23 Oct 2019, ISDA SIMM v2.2 – Are you ready?
  130. 16 Oct 2019, SOFR Swap Volumes – October 2019
  131. 09 Oct 2019, CPMI-IOSCO Quantitative Disclosures 2Q 2019
  132. 09 Oct 2019, Swaps Data: Are RFRs on track to replace Libor?
  133. 02 Oct 2019, Tools for IBOR Transition Management
  134. 18 Sep 2019, CME Swap Data Repository
  135. 10 Sep 2019, Swaps Data: Analysing the US rates collapse
  136. 03 Sep 2019, USD SOFR Volumes Aug 2019
  137. 14 Aug 2019, USD SOFR Swaps volumes on the up in Aug 2019
  138. 12 Aug 2019, Swaps Data: Fed’s change of tack on rates fuels volume rise
  139. 07 Aug 2019, RFR Swaps and Futures Volumes July 2019
  140. 06 Aug 2019, CME-LCH Basis narrows to four year low
  141. 24 Jul 2019, CPMI-IOSCO Quantitative Disclosures 1Q 2019
  142. 23 Jul 2019, A new $50billion threshold for UMR and 1-year extension
  143. 18 Jun 2019, CCP Default Management Auctions
  144. 12 Jun 2019, Swaps Data: A new era of competition in IR Futures
  145. 08 May 2019, Swaps Data: IM grows in Listed and OTC markets
  146. 29 Apr 2019, ISDA Margin Survey 2018
  147. 17 Apr 2019, CPMI-IOSCO Quantitative Disclosures 4Q 2018
  148. 10 Apr 2019, Swaps Data: Cleared Volumes and CCP Market Share
  149. 27 Mar 2019, Incentives for Central Clearing and the Evolution of OTC Derivatives
  150. 12 Mar 2019, Swaps Data: SOFR Swaps slip, Futures flip
  151. 26 Feb 2019, FRTB Risk Factor Eligibility Test (RFET)
  152. 11 Feb 2019, Swaps Data: SOFR volume and margin insights
  153. 29 Jan 2019, 2018 CCP Market Share Statistics
  154. 23 Jan 2019, Clearing House Disclosures 3Q 2018 – Some Surprises
  155. 15 Jan 2019, 2018 SEF Statistics – LatAm and Asia
  156. 09 Jan 2019, 2018 SEF Market Share Statistics
  157. 02 Jan 2019, Clarus Blogs in 2018: What has been popular?
  158. 19 Dec 2018, Swaps Data: Volumes Up amid Volatility
  159. 12 Dec 2018, Eurex Swap Volumes On the Up
  160. 14 Nov 2018, ISDA SIMM 2.1 – Are You Ready for Implementation?
  161. 13 Nov 2018, Swaps Data: Cleared vs Non-Cleared Margin
  162. 07 Nov 2018, 15 Million ISINs and Growing
  163. 31 Oct 2018, Oct 2018 Swaps Review in 15 Charts
  164. 23 Oct 2018, CCP Disclosures 2Q 2018 – What the Data Shows
  165. 15 Oct 2018, Swaps Data: Sonia growth spreads down the curve
  166. 09 Oct 2018, Global Swaps Volume and Market Share in Q3 2018
  167. 03 Oct 2018, Should the $8 billion UMR threshold for IM increase to $100 billion?
  168. 26 Sep 2018, Non-Deliverable Swaps Clearing Volumes
  169. 19 Sep 2018, Default at Nasdaq Clearing
  170. 11 Sep 2018, Swaps Data: The race to replace Libor
  171. 05 Sep 2018, MiFID II Best Execution RTS27 – What the Data Shows
  172. 14 Aug 2018, How are Futures on Bitcoin doing?
  173. 07 Aug 2018, More SOFR Swaps are Trading
  174. 01 Aug 2018, Swaps Data: OTC Margin Up, Futures Margin Down
  175. 17 Jul 2018, EUR Swap Volumes by Tenor
  176. 11 Jul 2018, Swaps Data: The Big Get Bigger in Cleared Swaps
  177. 27 Jun 2018, Margin Requirements for Non-cleared Derivatives
  178. 11 Jun 2018, Swaps Data: Anatomy of a Wild Week in USD Swaps
  179. 06 Jun 2018, CCP Margin Calculation
  180. 23 May 2018, Identifiers, Identifiers, Everywhere
  181. 16 May 2018, CCP Basis and Volume in Major Currencies
  182. 08 May 2018, Swaps Data: The Allure of Liquidity
  183. 25 Apr 2018, Mar 2018 SEF Market Share Statistics
  184. 18 Apr 2018, Mar 2018 Swaps Review – SDR Data in 9 Charts
  185. 04 Apr 2018, Swaps Data: A MiFID-shaped hole
  186. 28 Mar 2018, FRTB – Revisions to market risk capital requirements
  187. 12 Mar 2018, Swaps Data: Clearing’s $750 billion funding requirement
  188. 21 Feb 2018, MiFID II – NEX APA Public Trade Data
  189. 20 Feb 2018, Swaps Data: the monopoly effect in clearing
  190. 14 Feb 2018, Entity Netted Notionals – Turning $179 trillion into $15 trillion
  191. 07 Feb 2018, Is Eurex Gaining Share in IRS Clearing?
  192. 30 Jan 2018, 2017 CCP Market Share Statistics
  193. 24 Jan 2018, MiFID II Data – Interest Rate Swaps on D2D Venues
  194. 16 Jan 2018, CCP Disclosures 3Q 2017 – What the Data Shows
  195. 10 Jan 2018, MIFID II – Why ISINs for OTC Derivatives are Bad for Transparency
  196. 03 Jan 2018, 2017 SEF Market Share Statistics
  197. 20 Dec 2017, Clarus Top Blogs of 2017
  198. 12 Dec 2017, Swaps Data Review: FX Options – candidate for a clearing mandate
  199. 06 Dec 2017, Nov 2017 Swaps Review in 16 Charts
  200. 29 Nov 2017, OCC Quarterly Report on Bank Derivatives Activities
  201. 20 Nov 2017, Swaps Data Review: CCP and SEF Volumes Growing
  202. 08 Nov 2017, SA-CCRカリキュレーター
  203. 25 Oct 2017, Sep 2017 Swaps Review in 16 Charts
  204. 18 Oct 2017, SA-CCR Calculator
  205. 16 Oct 2017, Swaps Data Review: Basis Swaps Galore
  206. 16 Oct 2017, 非クリアリング・デリバティブ取引のマージン
  207. 10 Oct 2017, CCP Disclosures 2Q 2017 – What the Data Shows
  208. 04 Oct 2017, MiFID II Bond Transparency Calculations
  209. 27 Sep 2017, Initial Margin Attribution
  210. 20 Sep 2017, Margin for Non-Cleared Derivatives
  211. 12 Sep 2017, MiFID II: Why Research is in the News
  212. 06 Sep 2017, Free Trials, Analytics, Data and More
  213. 04 Sep 2017, Swaps Data Review: Credit Derivative volumes
  214. 30 Aug 2017, FRTB Non-Modellable Risk Factor Analysis
  215. 23 Aug 2017, APRA – Margining for non-centrally cleared derivatives
  216. 16 Aug 2017, Capital and RWA for European Banks
  217. 08 Aug 2017, FRTB – Simplified Standardised Approach
  218. 02 Aug 2017, ISDA SIMM™ IN PYTHON
  219. 31 Jul 2017, Swaps Data Review: CCP and SEF Volumes
  220. 26 Jul 2017, CCP Disclosures 1Q 2017 – What the Data Shows
  221. 18 Jul 2017, June 2017 Swaps Review in 15 Charts
  222. 03 Jul 2017, Swaps Data Review: A Day in the Life of a Swap
  223. 21 Jun 2017, Capital Ratios and Risk Weighted Assets for Tier 1 US Banks
  224. 13 Jun 2017, EU Commission proposes more robust supervision of CCPs
  225. 13 Jun 2017, May 2017 Swaps Review
  226. 07 Jun 2017, Supplementary Leverage Ratio: Comparing US Banks
  227. 30 May 2017, Swaps Data Review: ADV for OTC Derivatives
  228. 24 May 2017, Microservices for Derivatives: What You Need to Know
  229. 15 May 2017, April 2017 Swaps Review
  230. 10 May 2017, CCP Disclosures 4Q 2016 – Trends in the Data
  231. 02 May 2017, Swaps Data: ETD vs OTC, USD IRS, OIS and NDF
  232. 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
  233. 24 Apr 2017, March 2017 Swaps Review
  234. 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
  235. 12 Apr 2017, LCH-Eurex Basis in EUR IR Swaps
  236. 11 Apr 2017, We are expanding in Asia
  237. 10 Apr 2017, Monthly Swap Data review: Libor dominance challenged
  238. 28 Mar 2017, Microservices: FRTB Modellable Risk Factors
  239. 15 Mar 2017, February 2017 Swaps Review
  240. 08 Mar 2017, Basel III Leverage Ratio
  241. 01 Mar 2017, Initial Margin Optimization
  242. 28 Feb 2017, Swaps Data: Volumes rise, CCP Switches Spike
  243. 22 Feb 2017, Capital requirements for exposures to CCPs
  244. 15 Feb 2017, January 2017 Swaps Review
  245. 08 Feb 2017, Canadian Derivatives Public Dissemination
  246. 01 Feb 2017, MIFID II: Transparency Data
  247. 25 Jan 2017, MIFID II: Instrument Reference Data
  248. 18 Jan 2017, CCP Disclosures 3Q 2016 – Trends in the Data
  249. 10 Jan 2017, 2016 SEF Market Share Statistics
  250. 04 Jan 2017, December 2016 Swaps Review
  251. 28 Dec 2016, Clarus Top Blogs of 2016
  252. 21 Dec 2016, SA-CCR: Standardised Approach Counterparty Credit Risk
  253. 13 Dec 2016, FRTB – Modellable Risk Factors and Non-Modellable
  254. 07 Dec 2016, November 2016 Swaps Review
  255. 30 Nov 2016, FRTB SA – Residual Risk AddOn
  256. 27 Nov 2016, FRTB ‐デフォルト・リスク・チャージ
  257. 21 Nov 2016, USD Swap Volumes after Nov 8, 2016
  258. 16 Nov 2016, Margin Buffer, Event Risk and the US Election
  259. 08 Nov 2016, October 2016 Swaps Review
  260. 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
  261. 02 Nov 2016, FRTB – The Default Risk Charge
  262. 26 Oct 2016, Sizing the Margin Buffer for Cleared Swaps
  263. 19 Oct 2016, Microservices and the Amazon Cloud
  264. 12 Oct 2016, September 2016 Swaps Review
  265. 05 Oct 2016, CCP Disclosures 2Q 2016 – Trends in the Data
  266. 28 Sep 2016, Trading Obligation for Derivatives under MiFIR
  267. 21 Sep 2016, ISDA 2016: Implementing Margin Rules for Non-Cleared Swaps
  268. 13 Sep 2016, How large will Initial Margin be for Uncleared Swaps?
  269. 06 Sep 2016, August 2016 Swaps Review
  270. 30 Aug 2016, 非清算商品にかかる証拠金、ISDA SIMMとFRTB SA
  271. 23 Aug 2016, Uncleared Margin, ISDA SIMM and FRTB SA
  272. 08 Aug 2016, July 2016 Swaps Review – MXN Clearing and JPY SEF Compression
  273. 26 Jul 2016, CCP Initial Margin Models – A Comparison
  274. 20 Jul 2016, CCP Disclosures 1Q2016 – Trends in the Data
  275. 12 Jul 2016, June 2016 Swaps Review – Volumes Up 30 to 50%
  276. 05 Jul 2016, Higher Swap Margins after Brexit
  277. 28 Jun 2016, BREXIT – The Impact on Swap Margin
  278. 21 Jun 2016, FRTB – Internal Models or Standardised Approach?
  279. 13 Jun 2016, Fundamental Review of the Trading Book – What You Need to Know
  280. 08 Jun 2016, May 2016 Swaps Review – Volume Down, SEF Compression & AUD OIS Up
  281. 01 Jun 2016, USD OIS Swap Volumes Surge
  282. 24 May 2016, Margin Valuation Adjustment
  283. 18 May 2016, LSE and Deutsche Boerse: What the CCP Disclosures Show
  284. 09 May 2016, April 2016 Swaps Review – LCH-JSCC Basis, Swaptions, AUD OIS
  285. 04 May 2016, ESMA EU-Wide CCP Stress Test Results
  286. 25 Apr 2016, LCH-JSCC Basis: An Update
  287. 18 Apr 2016, LCH-JSCC Basis in JPY Swaps
  288. 18 Apr 2016, LCH-JSCCスプレッド
  289. 12 Apr 2016, CCP Skin in the Game: An Update
  290. 06 Apr 2016, March 2016 Swaps Review
  291. 23 Mar 2016, How Cash is Held by Clearing Houses
  292. 15 Mar 2016, Swaptions Clearing at CME
  293. 08 Mar 2016, US Swaps transparency has yielded numerous benefits
  294. 07 Mar 2016, Japanese version of Feb 2016 Swaps Review
  295. 02 Mar 2016, Feb 2016 Swaps Review – Compression Up, CME-LCH Basis Down, AUD OIS Up
  296. 24 Feb 2016, Comparing CCP Disclosures for CME, ICE, JSCC, LCH
  297. 16 Feb 2016, CPMI-IOSCO Public Disclosure by European CCPs
  298. 10 Feb 2016, MIFID II and Transparency for Bonds: What You Need to Know
  299. 02 Feb 2016, January 2016 Swaps Review – Gains and Losses
  300. 26 Jan 2016, 2015 SEF Market Share Statistics
  301. 12 Jan 2016, Review of 2015 US Swap Volumes in SDRs
  302. 06 Jan 2016, December 2015 Swaps Review
  303. 30 Dec 2015, Our Top Blog Articles of 2015
  304. 15 Dec 2015, Cap and Floor Option Volumes
  305. 15 Dec 2015, Cap Floor のボリューム
  306. 09 Dec 2015, CCP Basis Spreads: What Next?
  307. 02 Dec 2015, November 2015 Swaps Review – CME-LCH Basis Up, LCH Vols Up, SEF Compression Down
  308. 23 Nov 2015, Why the ISDA SIMM methodology is not what I expected
  309. 18 Nov 2015, CME-LCH Basis Spreads Blow Out
  310. 11 Nov 2015, What is the Impact of the ICAP and Tullet Deal?
  311. 03 Nov 2015, CME-LCH Basis Widens Again
  312. 28 Oct 2015, Final US Rules on Margin for Non-Cleared Swaps
  313. 21 Oct 2015, MiFID II and Best Execution for Derivatives
  314. 13 Oct 2015, September 2015 Review – More of the Same
  315. 06 Oct 2015, SEFS in Japan: First Month of ETP Volumes
  316. 05 Oct 2015, MiFID II and the Trading Obligation for Derivatives
  317. 29 Sep 2015, MIFID II and Transparency for Swaps: What You Need to Know
  318. 22 Sep 2015, Basis Swap Volumes
  319. 15 Sep 2015, FX Options Trading On SEFs
  320. 09 Sep 2015, TriOptima Compression at CME
  321. 02 Sep 2015, China’s Black Monday and Volatility of Swap Margin
  322. 24 Aug 2015, Post-Trade Transparency in CDS Index
  323. 17 Aug 2015, USD OIS Swap Volumes
  324. 11 Aug 2015, July 2015 Review – Spreadovers, Butterflys and LCH SwapClear
  325. 22 Jul 2015, Webinar on CME-LCH Basis
  326. 15 Jul 2015, CME-LCH Basis Swaps Volumes Update
  327. 30 Jun 2015, CME and LCH June 2015 Volumes
  328. 29 Jun 2015, CCP Default Management Process and the SwapClear Fire Drill
  329. 16 Jun 2015, LCH Makes Gains vs CME in USD IRS (8-12 Jun 2015)
  330. 10 Jun 2015, CME and LCH: What Happened on May 19 and Jun 2?
  331. 26 May 2015, Hedging the CME-LCH Basis
  332. 20 May 2015, CME-LCH Basis Spread
  333. 12 May 2015, Derivatives Trade Reporting in Australia
  334. 05 May 2015, April 2015 Review – Lower Volumes
  335. 28 Apr 2015, FX NDF Trading On SEFs: April 2015 Update
  336. 20 Apr 2015, Canadian Derivatives Reporting to SDRs
  337. 15 Apr 2015, SEFs in Japan
  338. 01 Apr 2015, SDR Alerts, Terminations and Screen Real Estate
  339. 24 Mar 2015, Compression List Trading On SEFs
  340. 11 Mar 2015, Trade Surveillance in Swaps Trading
  341. 25 Feb 2015, Can SPAN Margin for Futures be higher than HistSim Margin?
  342. 24 Feb 2015, Our Response to the ESMA Consultation
  343. 18 Feb 2015, Inflation Swaps: What the Data Shows
  344. 09 Feb 2015, Portfolio Cross-Margining of Swaps and Futures
  345. 04 Feb 2015, January Volumes in Swaps, Compression To the Fore
  346. 28 Jan 2015, Swaption Volumes in 2014
  347. 21 Jan 2015, Our Top 10 Blogs of 2014
  348. 13 Jan 2015, A Review of 2014 US Swap Volumes
  349. 23 Dec 2014, MXN Interest Rate Swaps
  350. 08 Dec 2014, November Volumes in Interest Rate Swaps
  351. 02 Dec 2014, IR Swap Prices on Reuters, Bloomberg and SDR
  352. 24 Nov 2014, EUR IR Swaps: Huge Spikes in Volumes
  353. 12 Nov 2014, Price Making in Swaps and Sharpening your Axe
  354. 03 Nov 2014, October Volumes in Interest Rate Swaps
  355. 29 Oct 2014, Stress Testing of Initial Margin and Procyclicality post Oct 15th
  356. 21 Oct 2014, Record Volumes On SEFs in September and October
  357. 15 Oct 2014, Why a Margin Forecast is important
  358. 29 Sep 2014, OTC Derivatives Reporting in Japan
  359. 22 Sep 2014, USD MAC Swaps: How Large is the market?
  360. 16 Sep 2014, Forward IRSwaps and Initial Margin
  361. 10 Sep 2014, USD MAC Swaps: A Closer Look
  362. 04 Sep 2014, CME IRS Margin Model Change
  363. 26 Aug 2014, CDSIndex Volumes: A Year to Date Review
  364. 05 Aug 2014, Swaps Compression: Clearing Fees and Margin
  365. 22 Jul 2014, Swaps Compression and Compaction on trueEX and Tradeweb SEFs
  366. 15 Jul 2014, A Six Month Review of Swap volumes
  367. 08 Jul 2014, Oracle $10b Bond Issue, Looking for the Swaps
  368. 30 Jun 2014, LCH-CME Switch Trades and Margin Management
  369. 24 Jun 2014, Why are there so many fintech startups in payments?
  370. 16 Jun 2014, Swap Curve and Butterfly Package trades on Bloomberg SEF
  371. 10 Jun 2014, Interest Rate Swap Prices, D2D vs D2C, is there a difference?
  372. 03 Jun 2014, Interest Rate Swaps, Spot vs Forwards, which is the greater?
  373. 27 May 2014, SEF Package Exemptions, So Far So Good
  374. 20 May 2014, Tick Data for Swaps: What is now available?
  375. 13 May 2014, Bloomberg SDR and SEF: What can we now see?
  376. 12 May 2014, Bloomberg SDR is now live
  377. 07 May 2014, SEF Packages, Swap Curve trades, do we need a new zero?
  378. 05 May 2014, EMIR and CFTC SDR Cross Currency Swap Volumes
  379. 28 Apr 2014, EMIR Trade Reporting and Public Data: What is the Point?
  380. 15 Apr 2014, SEF MAT Week8, USD IRS and EUR IRS
  381. 02 Apr 2014, SEF MAT Week6, USD IRS, Massive Volume in Forwards
  382. 26 Mar 2014, SEF MAT Week 5, USD IRS SEF Vols hit record high and a new leader
  383. 19 Mar 2014, SEF MAT Week 4, IRS Volumes and Spot, Spread, Fwd, MAC
  384. 11 Mar 2014, SEF MAT Week 3, IRS Volumes Up and Up
  385. 05 Mar 2014, CDSIndex On SEF Volumes after MAT
  386. 03 Mar 2014, SDRFix, An Update: On SEF & Cross Currency Swaps
  387. 24 Feb 2014, SEF MAT Week One, What does the data show?
  388. 19 Feb 2014, SEF MAT Feb18 Day2, What does the data show?
  389. 18 Feb 2014, SEF MAT Feb17, What does the SDR data show?
  390. 11 Feb 2014, FX NDFs on SEFs: A more detailed look
  391. 04 Feb 2014, Intra-Day Swap Prices – What Can We See?
  392. 27 Jan 2014, CDSIndex trading on SEF Platforms
  393. 15 Jan 2014, Swaptions trading on SEF platforms
  394. 14 Jan 2014, JSCC and Clearing of Yen Interest Rate Swaps
  395. 07 Jan 2014, FX NDF Trading On SEFs
  396. 16 Dec 2013, 2013, The Year The Swap Market Changed
  397. 12 Dec 2013, Compression, SDR and TrueEx SEF
  398. 10 Dec 2013, Cancel and Replace transactions in SDRView
  399. 04 Dec 2013, Software vendor brings transparency to complex swaps data
  400. 03 Dec 2013, Mexican Peso Interest Rate Swaps
  401. 25 Nov 2013, Swaptions Clearing, A More Detailed Look
  402. 11 Nov 2013, Push, Ping and Charm
  403. 28 Oct 2013, SDRFix, what do we mean when we say transparent?
  404. 22 Oct 2013, Cross Currency Swap trades in Swap Data Repositories
  405. 11 Oct 2013, USD Swap Prices on SEF platforms
  406. 09 Oct 2013, SEF, Oct 2, What happened to EUR IRS trading?
  407. 03 Oct 2013, SEF, Oct 2, What does the SDR data show?
  408. 01 Oct 2013, Client Clearing of IRSwaps, CME and LCH
  409. 25 Sep 2013, SDRFIX, a progress report two weeks after launch
  410. 16 Sep 2013, Mandatory Clearing, Sep 9, a whimper not a bang?
  411. 11 Sep 2013, SDRFIX, a new index for a post-reform world
  412. 04 Sep 2013, Real-time reporting of Swap transactions
  413. 14 Aug 2013, Think Global, Act Local
  414. 13 Aug 2013, SDR View, Capped Notional Changes
  415. 07 Aug 2013, ISDAFIX, Looking for Evidence of Price-manipulation
  416. 01 Aug 2013, SDR, Block Trade Rule, 30 July Update
  417. 15 Jul 2013, USD IRSwap Client Clearing, CME or LCH?
  418. 08 Jul 2013, Swaptions Clearing, why is it important?
  419. 25 Jun 2013, Mandatory Clearing, June 10, Week Two and CME or LCH?
  420. 21 Jun 2013, Swap Data Repository, Block Trade Rule, the Bad News
  421. 17 Jun 2013, Mandatory Clearing, June 10, Week One and YTD
  422. 17 Jun 2013, Competition | June 10 Prediction | The Results
  423. 13 Jun 2013, Mandatory Clearing, June 10, Day 3, Cleared Volumes Rise
  424. 12 Jun 2013, Mandatory Clearing, June 10, the first two days
  425. 11 Jun 2013, Value at Risk, what you should know, overview and detail
  426. 05 Jun 2013, Cleared CDS Index volumes rising ahead of June 10 date
  427. 03 Jun 2013, Mandatory Clearing: Predictions and the Wisdom of Crowds
  428. 27 May 2013, LCH Swapclear Margin, the need for change and the impact
  429. 22 May 2013, Win a Nexus 7, Kindle Fire or Apple iPad mini
  430. 21 May 2013, The Lean StartUp and LinkedIn
  431. 02 May 2013, markit Financial Markets Reform Conference – The Highlights
  432. 25 Apr 2013, Cleared Swap prices versus Bi-lateral Swap prices
  433. 22 Apr 2013, Oracle Cloud Seminar
  434. 09 Apr 2013, OTC Central Clearing: One Month In, What does the Data Show?
  435. 05 Apr 2013, Is a Chart worth a hundred words or more?
  436. 25 Mar 2013, Swaps, actual traded prices and size
  437. 13 Mar 2013, Mandatory clearing, is it really happening?
  438. 01 Mar 2013, Shining a light on derivatives
  439. 12 Feb 2013, Central Counterparty Clearing Workshop
  440. 06 Feb 2013, Business cards, Libor-rigging and Self-Interest
  441. 29 Jan 2013, Accounting with Kashflow
  442. 16 Nov 2012, OTC Derivatives for Fund Management Conference
  443. 22 Sep 2012, CCP Initial Margin for Interest Rate Swaps
  444. 11 Jul 2012, Angel Investing in London – CityMeetsTech