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