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