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. 16 Oct 2024, 3Q24 CCP Volumes and Share in IRD
  2. 17 Sep 2024, What’s New in CCP Disclosures – 2Q24?
  3. 20 Aug 2024, Monitoring of Hedge Funds
  4. 10 Jul 2024, 2Q24 CCP Volumes and Share in IRD
  5. 19 Jun 2024, What’s New in CCP Disclosures – 1Q24?
  6. 04 Jun 2024, SOFR Swap SEF Volumes – May 2024
  7. 07 May 2024, Most Active Names in Credit Derivatives – April 2024
  8. 15 Apr 2024, 1Q24 CCP Volumes and Share in IRD
  9. 12 Mar 2024, What’s New in CCP Disclosures – 4Q23?
  10. 14 Feb 2024, 2023 SEF Volumes and Share in SOFR Swaps
  11. 16 Jan 2024, 2023 CCP Volumes and Share in CRD and FXD
  12. 09 Jan 2024, 2023 CCP Volumes and Share in IRD
  13. 02 Jan 2024, Our Top Blogs of 2023
  14. 13 Dec 2023, What’s New in CCP Disclosures – 3Q23?
  15. 29 Nov 2023, Time Series of Swap Prices and Volumes
  16. 14 Nov 2023, Default Simulation Exercises by CCPs
  17. 24 Oct 2023, Term SOFR and BSBY Volumes – October 2023
  18. 17 Oct 2023, 3Q23 CCP Volumes and Share in IRD
  19. 10 Oct 2023, SEC Proposal to Mandate Climate Risk Disclosures
  20. 03 Oct 2023, 3Q23 CCP Volumes and Share in CRD and FXD
  21. 25 Sep 2023, Central Clearing of US Treasuries
  22. 19 Sep 2023, ISDA SIMM – What changes in v2.6?
  23. 12 Sep 2023, Most Active Names in Credit and Equity Derivatives – August 2023
  24. 05 Sep 2023, What’s New in CCP Disclosures – 2Q23?
  25. 08 Aug 2023, How large are Cleared Swap markets?
  26. 01 Aug 2023, SOFR Swaps Volumes and Share – July 2023
  27. 26 Jul 2023, FSB Paper on Liquidity in Core Government Bond Markets
  28. 19 Jul 2023, 2Q23 CCP Volumes and Share in CRD
  29. 05 Jul 2023, 2Q23 CCP Volumes and Share in IRD
  30. 20 Jun 2023, Most Active Names in Credit and Equity Derivatives – May 2023
  31. 14 Jun 2023, What’s New in CCP Disclosures – 1Q23?
  32. 07 Jun 2023, Central Clearing of Bonds and Repos
  33. 30 May 2023, Term SOFR and BSBY Swap Volumes – May 2023
  34. 23 May 2023, ISDA SIMM v25a the first off-cycle release
  35. 17 May 2023, Most Active Names in Credit and Equity Derivatives – April 2023
  36. 10 May 2023, IDB Market Share in SOFR Swaps
  37. 19 Apr 2023, 1Q23 CCP Volumes and Share in CRD
  38. 12 Apr 2023, 1Q23 CCP Volumes and Share in IRD
  39. 04 Apr 2023, Synthetic USD Libor Annoucement
  40. 29 Mar 2023, Deutsche Bank Credit Default Swaps
  41. 22 Mar 2023, USD Swaps Margin Calls in March 2023
  42. 14 Mar 2023, What’s New in CCP Disclosures – 4Q22?
  43. 21 Feb 2023, Average and Term SOFR Volumes in 2022
  44. 15 Feb 2023, Most Active Names in Credit and Equity Derivatives – Jan2023
  45. 07 Feb 2023, Term SOFR and BSBY Volumes in 2022
  46. 01 Feb 2023, SOFR Swaps D2D Volumes and Share
  47. 24 Jan 2023, 2022 CCP Volumes and Share in CRD
  48. 17 Jan 2023, 2022 CCP Volumes and Market Share in IRD
  49. 05 Jan 2023, SDR – Trading Venues and Packages
  50. 03 Jan 2023, Our Top Blogs of 2022
  51. 20 Dec 2022, What’s New in CCP Disclosures – 3Q22?
  52. 21 Nov 2022, GBP Swaps variation margin in a financial crisis
  53. 09 Nov 2022, Rishi Sunak and the impact on GBP Swaps Initial Margin
  54. 26 Oct 2022, Most Active Names in Credit and Equity Derivatives – Oct22
  55. 19 Oct 2022, 3Q22 CCP Volumes and Share in IRD
  56. 05 Oct 2022, 3Q22 CCP Volumes and Share in CRD
  57. 28 Sep 2022, ISDA SIMM – What changes in v2.5?
  58. 21 Sep 2022, What’s New in CCP Quant Disclosures – 2Q22?
  59. 27 Jul 2022, Most Active Equity Total Return Swaps
  60. 20 Jul 2022, The Endgame for Basis Swaps?
  61. 12 Jul 2022, 2Q22 CCP Volumes and Market Share in IRD
  62. 06 Jul 2022, 2Q22 CCP Volumes and Share in CRD
  63. 15 Jun 2022, What’s New in CCP Quant Disclosures – 1Q22?
  64. 25 May 2022, Most Active CDS Single-names
  65. 17 May 2022, 1Q22 CCP Volumes and Share in CRD
  66. 11 May 2022, 1Q22 CCP Volumes and Market Share in IRD
  67. 27 Apr 2022, BSBY and Term SOFR Swap Volumes Update
  68. 20 Apr 2022, What’s New in CCP Disclosures – 4Q21?
  69. 12 Apr 2022, SBSDR – A look at Equity Total Return Swaps
  70. 30 Mar 2022, FTX’s Direct Clearing Model application to the CFTC
  71. 22 Mar 2022, SBSDR – Credit Derivative Volumes
  72. 09 Mar 2022, RUB NDF Trading Continues
  73. 23 Feb 2022, SEC Security-Based Swap Repositories are now Live!
  74. 16 Feb 2022, BSBY and Term SOFR Swap Volumes
  75. 09 Feb 2022, The CFTC Monthly Cleared Margin Report
  76. 01 Feb 2022, 2021 CCP Volumes and Share in CRD
  77. 25 Jan 2022, 2021 SEF Volumes and Share – CRD and FXD
  78. 18 Jan 2022, What’s New in CCP Disclosures – 3Q21
  79. 11 Jan 2022, 2021 CCP Volumes and Market Share in IRD
  80. 04 Jan 2022, Top Blogs of 2021
  81. 08 Dec 2021, IR Futures Volume – Nov 2021
  82. 01 Dec 2021, SOFR Swaptions – Month One Update
  83. 17 Nov 2021, SOFR Swaptions – Week One Update
  84. 10 Nov 2021, IM Model Validation for UMR under EMIR – Backtesting
  85. 27 Oct 2021, Cleared Swap Volumes and Share – 3Q 2021
  86. 20 Oct 2021, What’s New in CCP Disclosures – 2Q21
  87. 28 Sep 2021, ISDA SIMM v2.4 – Covid Calibration and More
  88. 14 Sep 2021, Our Sale to ION
  89. 04 Aug 2021, SOFR First – Week One
  90. 28 Jul 2021, SOFR First – Day Two
  91. 14 Jul 2021, What’s new in CCP Quant Disclosures – 1Q21
  92. 23 Jun 2021, CCP Disclosures – Skin in the game and Other Metrics
  93. 16 Jun 2021, SOFR SpreadOvers are now starting to trade
  94. 09 Jun 2021, USD & EUR Swap Volumes – May 2021
  95. 25 May 2021, Archegos, APAs and Uncleared Margin Rules
  96. 11 May 2021, Archegos, Trade Repositories and Initial Margin
  97. 21 Apr 2021, Cleared Swap Volumes and Share – 1Q 2021
  98. 14 Apr 2021, What’s new in CCP Quant Disclosures – 4Q20?
  99. 24 Mar 2021, IR Futures – ADVs and OI in major currencies
  100. 17 Mar 2021, ESG Futures – S&P 500 and STOXX 600
  101. 03 Mar 2021, Monitoring your own RFR Adoption Indicators
  102. 02 Mar 2021, SOFR Futures and Swaps – Feb 2021
  103. 23 Feb 2021, ESG Investments – A first look at the detail
  104. 16 Feb 2021, SOFR Swaptions and CapsFloors are now trading regularly
  105. 02 Feb 2021, US SEFs now have 50% share of EUR iTraxx
  106. 19 Jan 2021, What’s new in CCP Quant Disclosures – 3Q20?
  107. 13 Jan 2021, 2020 CCP Volumes and Market Share in IRD
  108. 05 Jan 2021, 2020 SEF Market Share Statistics
  109. 30 Dec 2020, Our Top Blogs and Stats of 2020
  110. 21 Dec 2020, Credit Index Options – Dec 2020
  111. 18 Nov 2020, SOFR Swaps on SEFs
  112. 10 Nov 2020, Swap Volumes in October 2020
  113. 28 Oct 2020, ISDA SIMM v2.3 – What’s Changed?
  114. 20 Oct 2020, CCP Swap Volumes and Share – 3Q 2020
  115. 07 Oct 2020, CCP Quant Disclosures 2Q20 – IM drops
  116. 30 Sep 2020, Market Share in EUR Swaps
  117. 19 Aug 2020, Calculate your own RFR Adoption Indicators
  118. 11 Aug 2020, CCP Volumes and Share in CRD and FXD – 2Q 2020
  119. 05 Aug 2020, SFTR Public Data
  120. 21 Jul 2020, CCP Swap Volumes and Share – 2Q 2020
  121. 15 Jul 2020, CAD CORRA Futures and Swaps
  122. 08 Jul 2020, Clearing House Margin calls in Q1 2020
  123. 08 Jul 2020, Swaps Data: Initial Margin Soars in Q1 2020
  124. 01 Jul 2020, SOFR Futures and Swaps – June 2020
  125. 24 Jun 2020, CME S&P 500 Futures Margins in March 2020
  126. 16 Jun 2020, Every Single Street in the City of London
  127. 03 Jun 2020, Backtesting of margin models
  128. 27 May 2020, SOFR Futures and Swaps – May 2020
  129. 20 May 2020, Procyclical margins in the time of Covid-19
  130. 13 May 2020, Swaps Data: Record Trading Volumes in March
  131. 05 May 2020, CME-LCH Basis Spreads Turn Negative
  132. 29 Apr 2020, SFTR Reporting – Public Data
  133. 14 Apr 2020, Swaps Data: How the market responded to Covid-19
  134. 08 Apr 2020, CCP Quant Disclosures 4Q19 – Default Resources
  135. 11 Mar 2020, Crashing Rates and Swap Margins
  136. 09 Mar 2020, Swaps Data: Cleared volumes drop for all markets – except FX
  137. 26 Feb 2020, SOFR Swaps and SEF Venues
  138. 18 Feb 2020, Spotlight on RFR Swaps
  139. 12 Feb 2020, Our Partnership with AcadiaSoft
  140. 29 Jan 2020, CCP Quantitative Disclosures 3Q19 – Skin in the Game
  141. 15 Jan 2020, Swaps Data: Have SOFR and Sonia swaps and futures lived up to expectations?
  142. 08 Jan 2020, 2019 SEF Market Share Statistics
  143. 31 Dec 2019, Clarus Top Blogs of 2019
  144. 18 Dec 2019, Futures and Swaps Volumes and OI in 2019
  145. 11 Dec 2019, Swaps Data: Q3 2019 Clearing Volumes increase
  146. 04 Dec 2019, SOFR Futures and Swaps – November 2019
  147. 18 Nov 2019, Swaps Data: Clearing Houses and one trillion dollars
  148. 13 Nov 2019, Eurex Swaps and the DekaBank transfer
  149. 05 Nov 2019, ISDA SIMM Concentration Thresholds for IR Risk
  150. 23 Oct 2019, ISDA SIMM v2.2 – Are you ready?
  151. 16 Oct 2019, SOFR Swap Volumes – October 2019
  152. 09 Oct 2019, CPMI-IOSCO Quantitative Disclosures 2Q 2019
  153. 09 Oct 2019, Swaps Data: Are RFRs on track to replace Libor?
  154. 02 Oct 2019, Tools for IBOR Transition Management
  155. 18 Sep 2019, CME Swap Data Repository
  156. 10 Sep 2019, Swaps Data: Analysing the US rates collapse
  157. 03 Sep 2019, USD SOFR Volumes Aug 2019
  158. 14 Aug 2019, USD SOFR Swaps volumes on the up in Aug 2019
  159. 12 Aug 2019, Swaps Data: Fed’s change of tack on rates fuels volume rise
  160. 07 Aug 2019, RFR Swaps and Futures Volumes July 2019
  161. 06 Aug 2019, CME-LCH Basis narrows to four year low
  162. 24 Jul 2019, CPMI-IOSCO Quantitative Disclosures 1Q 2019
  163. 23 Jul 2019, A new $50billion threshold for UMR and 1-year extension
  164. 18 Jun 2019, CCP Default Management Auctions
  165. 12 Jun 2019, Swaps Data: A new era of competition in IR Futures
  166. 08 May 2019, Swaps Data: IM grows in Listed and OTC markets
  167. 29 Apr 2019, ISDA Margin Survey 2018
  168. 17 Apr 2019, CPMI-IOSCO Quantitative Disclosures 4Q 2018
  169. 10 Apr 2019, Swaps Data: Cleared Volumes and CCP Market Share
  170. 27 Mar 2019, Incentives for Central Clearing and the Evolution of OTC Derivatives
  171. 12 Mar 2019, Swaps Data: SOFR Swaps slip, Futures flip
  172. 26 Feb 2019, FRTB Risk Factor Eligibility Test (RFET)
  173. 11 Feb 2019, Swaps Data: SOFR volume and margin insights
  174. 29 Jan 2019, 2018 CCP Market Share Statistics
  175. 23 Jan 2019, Clearing House Disclosures 3Q 2018 – Some Surprises
  176. 15 Jan 2019, 2018 SEF Statistics – LatAm and Asia
  177. 09 Jan 2019, 2018 SEF Market Share Statistics
  178. 02 Jan 2019, Clarus Blogs in 2018: What has been popular?
  179. 19 Dec 2018, Swaps Data: Volumes Up amid Volatility
  180. 12 Dec 2018, Eurex Swap Volumes On the Up
  181. 14 Nov 2018, ISDA SIMM 2.1 – Are You Ready for Implementation?
  182. 13 Nov 2018, Swaps Data: Cleared vs Non-Cleared Margin
  183. 07 Nov 2018, 15 Million ISINs and Growing
  184. 31 Oct 2018, Oct 2018 Swaps Review in 15 Charts
  185. 23 Oct 2018, CCP Disclosures 2Q 2018 – What the Data Shows
  186. 15 Oct 2018, Swaps Data: Sonia growth spreads down the curve
  187. 09 Oct 2018, Global Swaps Volume and Market Share in Q3 2018
  188. 03 Oct 2018, Should the $8 billion UMR threshold for IM increase to $100 billion?
  189. 26 Sep 2018, Non-Deliverable Swaps Clearing Volumes
  190. 19 Sep 2018, Default at Nasdaq Clearing
  191. 11 Sep 2018, Swaps Data: The race to replace Libor
  192. 05 Sep 2018, MiFID II Best Execution RTS27 – What the Data Shows
  193. 14 Aug 2018, How are Futures on Bitcoin doing?
  194. 07 Aug 2018, More SOFR Swaps are Trading
  195. 01 Aug 2018, Swaps Data: OTC Margin Up, Futures Margin Down
  196. 17 Jul 2018, EUR Swap Volumes by Tenor
  197. 11 Jul 2018, Swaps Data: The Big Get Bigger in Cleared Swaps
  198. 27 Jun 2018, Margin Requirements for Non-cleared Derivatives
  199. 11 Jun 2018, Swaps Data: Anatomy of a Wild Week in USD Swaps
  200. 06 Jun 2018, CCP Margin Calculation
  201. 23 May 2018, Identifiers, Identifiers, Everywhere
  202. 16 May 2018, CCP Basis and Volume in Major Currencies
  203. 08 May 2018, Swaps Data: The Allure of Liquidity
  204. 25 Apr 2018, Mar 2018 SEF Market Share Statistics
  205. 18 Apr 2018, Mar 2018 Swaps Review – SDR Data in 9 Charts
  206. 04 Apr 2018, Swaps Data: A MiFID-shaped hole
  207. 28 Mar 2018, FRTB – Revisions to market risk capital requirements
  208. 12 Mar 2018, Swaps Data: Clearing’s $750 billion funding requirement
  209. 21 Feb 2018, MiFID II – NEX APA Public Trade Data
  210. 20 Feb 2018, Swaps Data: the monopoly effect in clearing
  211. 14 Feb 2018, Entity Netted Notionals – Turning $179 trillion into $15 trillion
  212. 07 Feb 2018, Is Eurex Gaining Share in IRS Clearing?
  213. 30 Jan 2018, 2017 CCP Market Share Statistics
  214. 24 Jan 2018, MiFID II Data – Interest Rate Swaps on D2D Venues
  215. 16 Jan 2018, CCP Disclosures 3Q 2017 – What the Data Shows
  216. 10 Jan 2018, MIFID II – Why ISINs for OTC Derivatives are Bad for Transparency
  217. 03 Jan 2018, 2017 SEF Market Share Statistics
  218. 20 Dec 2017, Clarus Top Blogs of 2017
  219. 12 Dec 2017, Swaps Data Review: FX Options – candidate for a clearing mandate
  220. 06 Dec 2017, Nov 2017 Swaps Review in 16 Charts
  221. 29 Nov 2017, OCC Quarterly Report on Bank Derivatives Activities
  222. 20 Nov 2017, Swaps Data Review: CCP and SEF Volumes Growing
  223. 08 Nov 2017, SA-CCRカリキュレーター
  224. 25 Oct 2017, Sep 2017 Swaps Review in 16 Charts
  225. 18 Oct 2017, SA-CCR Calculator
  226. 16 Oct 2017, Swaps Data Review: Basis Swaps Galore
  227. 16 Oct 2017, 非クリアリング・デリバティブ取引のマージン
  228. 10 Oct 2017, CCP Disclosures 2Q 2017 – What the Data Shows
  229. 04 Oct 2017, MiFID II Bond Transparency Calculations
  230. 27 Sep 2017, Initial Margin Attribution
  231. 20 Sep 2017, Margin for Non-Cleared Derivatives
  232. 12 Sep 2017, MiFID II: Why Research is in the News
  233. 06 Sep 2017, Free Trials, Analytics, Data and More
  234. 04 Sep 2017, Swaps Data Review: Credit Derivative volumes
  235. 30 Aug 2017, FRTB Non-Modellable Risk Factor Analysis
  236. 23 Aug 2017, APRA – Margining for non-centrally cleared derivatives
  237. 16 Aug 2017, Capital and RWA for European Banks
  238. 08 Aug 2017, FRTB – Simplified Standardised Approach
  239. 02 Aug 2017, ISDA SIMM™ IN PYTHON
  240. 31 Jul 2017, Swaps Data Review: CCP and SEF Volumes
  241. 26 Jul 2017, CCP Disclosures 1Q 2017 – What the Data Shows
  242. 18 Jul 2017, June 2017 Swaps Review in 15 Charts
  243. 03 Jul 2017, Swaps Data Review: A Day in the Life of a Swap
  244. 21 Jun 2017, Capital Ratios and Risk Weighted Assets for Tier 1 US Banks
  245. 13 Jun 2017, EU Commission proposes more robust supervision of CCPs
  246. 13 Jun 2017, May 2017 Swaps Review
  247. 07 Jun 2017, Supplementary Leverage Ratio: Comparing US Banks
  248. 30 May 2017, Swaps Data Review: ADV for OTC Derivatives
  249. 24 May 2017, Microservices for Derivatives: What You Need to Know
  250. 15 May 2017, April 2017 Swaps Review
  251. 10 May 2017, CCP Disclosures 4Q 2016 – Trends in the Data
  252. 02 May 2017, Swaps Data: ETD vs OTC, USD IRS, OIS and NDF
  253. 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
  254. 24 Apr 2017, March 2017 Swaps Review
  255. 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
  256. 12 Apr 2017, LCH-Eurex Basis in EUR IR Swaps
  257. 11 Apr 2017, We are expanding in Asia
  258. 10 Apr 2017, Monthly Swap Data review: Libor dominance challenged
  259. 28 Mar 2017, Microservices: FRTB Modellable Risk Factors
  260. 15 Mar 2017, February 2017 Swaps Review
  261. 08 Mar 2017, Basel III Leverage Ratio
  262. 01 Mar 2017, Initial Margin Optimization
  263. 28 Feb 2017, Swaps Data: Volumes rise, CCP Switches Spike
  264. 22 Feb 2017, Capital requirements for exposures to CCPs
  265. 15 Feb 2017, January 2017 Swaps Review
  266. 08 Feb 2017, Canadian Derivatives Public Dissemination
  267. 01 Feb 2017, MIFID II: Transparency Data
  268. 25 Jan 2017, MIFID II: Instrument Reference Data
  269. 18 Jan 2017, CCP Disclosures 3Q 2016 – Trends in the Data
  270. 10 Jan 2017, 2016 SEF Market Share Statistics
  271. 04 Jan 2017, December 2016 Swaps Review
  272. 28 Dec 2016, Clarus Top Blogs of 2016
  273. 21 Dec 2016, SA-CCR: Standardised Approach Counterparty Credit Risk
  274. 13 Dec 2016, FRTB – Modellable Risk Factors and Non-Modellable
  275. 07 Dec 2016, November 2016 Swaps Review
  276. 30 Nov 2016, FRTB SA – Residual Risk AddOn
  277. 27 Nov 2016, FRTB ‐デフォルト・リスク・チャージ
  278. 21 Nov 2016, USD Swap Volumes after Nov 8, 2016
  279. 16 Nov 2016, Margin Buffer, Event Risk and the US Election
  280. 08 Nov 2016, October 2016 Swaps Review
  281. 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
  282. 02 Nov 2016, FRTB – The Default Risk Charge
  283. 26 Oct 2016, Sizing the Margin Buffer for Cleared Swaps
  284. 19 Oct 2016, Microservices and the Amazon Cloud
  285. 12 Oct 2016, September 2016 Swaps Review
  286. 05 Oct 2016, CCP Disclosures 2Q 2016 – Trends in the Data
  287. 28 Sep 2016, Trading Obligation for Derivatives under MiFIR
  288. 21 Sep 2016, ISDA 2016: Implementing Margin Rules for Non-Cleared Swaps
  289. 13 Sep 2016, How large will Initial Margin be for Uncleared Swaps?
  290. 06 Sep 2016, August 2016 Swaps Review
  291. 30 Aug 2016, 非清算商品にかかる証拠金、ISDA SIMMとFRTB SA
  292. 23 Aug 2016, Uncleared Margin, ISDA SIMM and FRTB SA
  293. 08 Aug 2016, July 2016 Swaps Review – MXN Clearing and JPY SEF Compression
  294. 26 Jul 2016, CCP Initial Margin Models – A Comparison
  295. 20 Jul 2016, CCP Disclosures 1Q2016 – Trends in the Data
  296. 12 Jul 2016, June 2016 Swaps Review – Volumes Up 30 to 50%
  297. 05 Jul 2016, Higher Swap Margins after Brexit
  298. 28 Jun 2016, BREXIT – The Impact on Swap Margin
  299. 21 Jun 2016, FRTB – Internal Models or Standardised Approach?
  300. 13 Jun 2016, Fundamental Review of the Trading Book – What You Need to Know
  301. 08 Jun 2016, May 2016 Swaps Review – Volume Down, SEF Compression & AUD OIS Up
  302. 01 Jun 2016, USD OIS Swap Volumes Surge
  303. 24 May 2016, Margin Valuation Adjustment
  304. 18 May 2016, LSE and Deutsche Boerse: What the CCP Disclosures Show
  305. 09 May 2016, April 2016 Swaps Review – LCH-JSCC Basis, Swaptions, AUD OIS
  306. 04 May 2016, ESMA EU-Wide CCP Stress Test Results
  307. 25 Apr 2016, LCH-JSCC Basis: An Update
  308. 18 Apr 2016, LCH-JSCC Basis in JPY Swaps
  309. 18 Apr 2016, LCH-JSCCスプレッド
  310. 12 Apr 2016, CCP Skin in the Game: An Update
  311. 06 Apr 2016, March 2016 Swaps Review
  312. 23 Mar 2016, How Cash is Held by Clearing Houses
  313. 15 Mar 2016, Swaptions Clearing at CME
  314. 08 Mar 2016, US Swaps transparency has yielded numerous benefits
  315. 07 Mar 2016, Japanese version of Feb 2016 Swaps Review
  316. 02 Mar 2016, Feb 2016 Swaps Review – Compression Up, CME-LCH Basis Down, AUD OIS Up
  317. 24 Feb 2016, Comparing CCP Disclosures for CME, ICE, JSCC, LCH
  318. 16 Feb 2016, CPMI-IOSCO Public Disclosure by European CCPs
  319. 10 Feb 2016, MIFID II and Transparency for Bonds: What You Need to Know
  320. 02 Feb 2016, January 2016 Swaps Review – Gains and Losses
  321. 26 Jan 2016, 2015 SEF Market Share Statistics
  322. 12 Jan 2016, Review of 2015 US Swap Volumes in SDRs
  323. 06 Jan 2016, December 2015 Swaps Review
  324. 30 Dec 2015, Our Top Blog Articles of 2015
  325. 15 Dec 2015, Cap and Floor Option Volumes
  326. 15 Dec 2015, Cap Floor のボリューム
  327. 09 Dec 2015, CCP Basis Spreads: What Next?
  328. 02 Dec 2015, November 2015 Swaps Review – CME-LCH Basis Up, LCH Vols Up, SEF Compression Down
  329. 23 Nov 2015, Why the ISDA SIMM methodology is not what I expected
  330. 18 Nov 2015, CME-LCH Basis Spreads Blow Out
  331. 11 Nov 2015, What is the Impact of the ICAP and Tullet Deal?
  332. 03 Nov 2015, CME-LCH Basis Widens Again
  333. 28 Oct 2015, Final US Rules on Margin for Non-Cleared Swaps
  334. 21 Oct 2015, MiFID II and Best Execution for Derivatives
  335. 13 Oct 2015, September 2015 Review – More of the Same
  336. 06 Oct 2015, SEFS in Japan: First Month of ETP Volumes
  337. 05 Oct 2015, MiFID II and the Trading Obligation for Derivatives
  338. 29 Sep 2015, MIFID II and Transparency for Swaps: What You Need to Know
  339. 22 Sep 2015, Basis Swap Volumes
  340. 15 Sep 2015, FX Options Trading On SEFs
  341. 09 Sep 2015, TriOptima Compression at CME
  342. 02 Sep 2015, China’s Black Monday and Volatility of Swap Margin
  343. 24 Aug 2015, Post-Trade Transparency in CDS Index
  344. 17 Aug 2015, USD OIS Swap Volumes
  345. 11 Aug 2015, July 2015 Review – Spreadovers, Butterflys and LCH SwapClear
  346. 22 Jul 2015, Webinar on CME-LCH Basis
  347. 15 Jul 2015, CME-LCH Basis Swaps Volumes Update
  348. 30 Jun 2015, CME and LCH June 2015 Volumes
  349. 29 Jun 2015, CCP Default Management Process and the SwapClear Fire Drill
  350. 16 Jun 2015, LCH Makes Gains vs CME in USD IRS (8-12 Jun 2015)
  351. 10 Jun 2015, CME and LCH: What Happened on May 19 and Jun 2?
  352. 26 May 2015, Hedging the CME-LCH Basis
  353. 20 May 2015, CME-LCH Basis Spread
  354. 12 May 2015, Derivatives Trade Reporting in Australia
  355. 05 May 2015, April 2015 Review – Lower Volumes
  356. 28 Apr 2015, FX NDF Trading On SEFs: April 2015 Update
  357. 20 Apr 2015, Canadian Derivatives Reporting to SDRs
  358. 15 Apr 2015, SEFs in Japan
  359. 01 Apr 2015, SDR Alerts, Terminations and Screen Real Estate
  360. 24 Mar 2015, Compression List Trading On SEFs
  361. 11 Mar 2015, Trade Surveillance in Swaps Trading
  362. 25 Feb 2015, Can SPAN Margin for Futures be higher than HistSim Margin?
  363. 24 Feb 2015, Our Response to the ESMA Consultation
  364. 18 Feb 2015, Inflation Swaps: What the Data Shows
  365. 09 Feb 2015, Portfolio Cross-Margining of Swaps and Futures
  366. 04 Feb 2015, January Volumes in Swaps, Compression To the Fore
  367. 28 Jan 2015, Swaption Volumes in 2014
  368. 21 Jan 2015, Our Top 10 Blogs of 2014
  369. 13 Jan 2015, A Review of 2014 US Swap Volumes
  370. 23 Dec 2014, MXN Interest Rate Swaps
  371. 08 Dec 2014, November Volumes in Interest Rate Swaps
  372. 02 Dec 2014, IR Swap Prices on Reuters, Bloomberg and SDR
  373. 24 Nov 2014, EUR IR Swaps: Huge Spikes in Volumes
  374. 12 Nov 2014, Price Making in Swaps and Sharpening your Axe
  375. 03 Nov 2014, October Volumes in Interest Rate Swaps
  376. 29 Oct 2014, Stress Testing of Initial Margin and Procyclicality post Oct 15th
  377. 21 Oct 2014, Record Volumes On SEFs in September and October
  378. 15 Oct 2014, Why a Margin Forecast is important
  379. 29 Sep 2014, OTC Derivatives Reporting in Japan
  380. 22 Sep 2014, USD MAC Swaps: How Large is the market?
  381. 16 Sep 2014, Forward IRSwaps and Initial Margin
  382. 10 Sep 2014, USD MAC Swaps: A Closer Look
  383. 04 Sep 2014, CME IRS Margin Model Change
  384. 26 Aug 2014, CDSIndex Volumes: A Year to Date Review
  385. 05 Aug 2014, Swaps Compression: Clearing Fees and Margin
  386. 22 Jul 2014, Swaps Compression and Compaction on trueEX and Tradeweb SEFs
  387. 15 Jul 2014, A Six Month Review of Swap volumes
  388. 08 Jul 2014, Oracle $10b Bond Issue, Looking for the Swaps
  389. 30 Jun 2014, LCH-CME Switch Trades and Margin Management
  390. 24 Jun 2014, Why are there so many fintech startups in payments?
  391. 16 Jun 2014, Swap Curve and Butterfly Package trades on Bloomberg SEF
  392. 10 Jun 2014, Interest Rate Swap Prices, D2D vs D2C, is there a difference?
  393. 03 Jun 2014, Interest Rate Swaps, Spot vs Forwards, which is the greater?
  394. 27 May 2014, SEF Package Exemptions, So Far So Good
  395. 20 May 2014, Tick Data for Swaps: What is now available?
  396. 13 May 2014, Bloomberg SDR and SEF: What can we now see?
  397. 12 May 2014, Bloomberg SDR is now live
  398. 07 May 2014, SEF Packages, Swap Curve trades, do we need a new zero?
  399. 05 May 2014, EMIR and CFTC SDR Cross Currency Swap Volumes
  400. 28 Apr 2014, EMIR Trade Reporting and Public Data: What is the Point?
  401. 15 Apr 2014, SEF MAT Week8, USD IRS and EUR IRS
  402. 02 Apr 2014, SEF MAT Week6, USD IRS, Massive Volume in Forwards
  403. 26 Mar 2014, SEF MAT Week 5, USD IRS SEF Vols hit record high and a new leader
  404. 19 Mar 2014, SEF MAT Week 4, IRS Volumes and Spot, Spread, Fwd, MAC
  405. 11 Mar 2014, SEF MAT Week 3, IRS Volumes Up and Up
  406. 05 Mar 2014, CDSIndex On SEF Volumes after MAT
  407. 03 Mar 2014, SDRFix, An Update: On SEF & Cross Currency Swaps
  408. 24 Feb 2014, SEF MAT Week One, What does the data show?
  409. 19 Feb 2014, SEF MAT Feb18 Day2, What does the data show?
  410. 18 Feb 2014, SEF MAT Feb17, What does the SDR data show?
  411. 11 Feb 2014, FX NDFs on SEFs: A more detailed look
  412. 04 Feb 2014, Intra-Day Swap Prices – What Can We See?
  413. 27 Jan 2014, CDSIndex trading on SEF Platforms
  414. 15 Jan 2014, Swaptions trading on SEF platforms
  415. 14 Jan 2014, JSCC and Clearing of Yen Interest Rate Swaps
  416. 07 Jan 2014, FX NDF Trading On SEFs
  417. 16 Dec 2013, 2013, The Year The Swap Market Changed
  418. 12 Dec 2013, Compression, SDR and TrueEx SEF
  419. 10 Dec 2013, Cancel and Replace transactions in SDRView
  420. 04 Dec 2013, Software vendor brings transparency to complex swaps data
  421. 03 Dec 2013, Mexican Peso Interest Rate Swaps
  422. 25 Nov 2013, Swaptions Clearing, A More Detailed Look
  423. 11 Nov 2013, Push, Ping and Charm
  424. 28 Oct 2013, SDRFix, what do we mean when we say transparent?
  425. 22 Oct 2013, Cross Currency Swap trades in Swap Data Repositories
  426. 11 Oct 2013, USD Swap Prices on SEF platforms
  427. 09 Oct 2013, SEF, Oct 2, What happened to EUR IRS trading?
  428. 03 Oct 2013, SEF, Oct 2, What does the SDR data show?
  429. 01 Oct 2013, Client Clearing of IRSwaps, CME and LCH
  430. 25 Sep 2013, SDRFIX, a progress report two weeks after launch
  431. 16 Sep 2013, Mandatory Clearing, Sep 9, a whimper not a bang?
  432. 11 Sep 2013, SDRFIX, a new index for a post-reform world
  433. 04 Sep 2013, Real-time reporting of Swap transactions
  434. 14 Aug 2013, Think Global, Act Local
  435. 13 Aug 2013, SDR View, Capped Notional Changes
  436. 07 Aug 2013, ISDAFIX, Looking for Evidence of Price-manipulation
  437. 01 Aug 2013, SDR, Block Trade Rule, 30 July Update
  438. 15 Jul 2013, USD IRSwap Client Clearing, CME or LCH?
  439. 08 Jul 2013, Swaptions Clearing, why is it important?
  440. 25 Jun 2013, Mandatory Clearing, June 10, Week Two and CME or LCH?
  441. 21 Jun 2013, Swap Data Repository, Block Trade Rule, the Bad News
  442. 17 Jun 2013, Mandatory Clearing, June 10, Week One and YTD
  443. 17 Jun 2013, Competition | June 10 Prediction | The Results
  444. 13 Jun 2013, Mandatory Clearing, June 10, Day 3, Cleared Volumes Rise
  445. 12 Jun 2013, Mandatory Clearing, June 10, the first two days
  446. 11 Jun 2013, Value at Risk, what you should know, overview and detail
  447. 05 Jun 2013, Cleared CDS Index volumes rising ahead of June 10 date
  448. 03 Jun 2013, Mandatory Clearing: Predictions and the Wisdom of Crowds
  449. 27 May 2013, LCH Swapclear Margin, the need for change and the impact
  450. 22 May 2013, Win a Nexus 7, Kindle Fire or Apple iPad mini
  451. 21 May 2013, The Lean StartUp and LinkedIn
  452. 02 May 2013, markit Financial Markets Reform Conference – The Highlights
  453. 25 Apr 2013, Cleared Swap prices versus Bi-lateral Swap prices
  454. 22 Apr 2013, Oracle Cloud Seminar
  455. 09 Apr 2013, OTC Central Clearing: One Month In, What does the Data Show?
  456. 05 Apr 2013, Is a Chart worth a hundred words or more?
  457. 25 Mar 2013, Swaps, actual traded prices and size
  458. 13 Mar 2013, Mandatory clearing, is it really happening?
  459. 01 Mar 2013, Shining a light on derivatives
  460. 12 Feb 2013, Central Counterparty Clearing Workshop
  461. 06 Feb 2013, Business cards, Libor-rigging and Self-Interest
  462. 29 Jan 2013, Accounting with Kashflow
  463. 16 Nov 2012, OTC Derivatives for Fund Management Conference
  464. 22 Sep 2012, CCP Initial Margin for Interest Rate Swaps
  465. 11 Jul 2012, Angel Investing in London – CityMeetsTech