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