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