Amir Khwaja


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