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