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