Clarus Financial Technology provides Analytics, Data and Research for Derivatives Markets.
London, Chicago, Singapore +..
Joined March 2012
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Most Active Names in Credit and Equity Derivatives – April 2023 clarusft.com/most-active-nam…
Do you know how much now trades in RFRs after the CME conversion exercises? clarusft.com/do-you-know-how…
Parsimonious HJM-FMM Model with Risk-Free Term Rates clarusft.com/parsimonious-hj…
IDB Market Share in SOFR Swaps clarusft.com/idb-market-shar…
Is Now The Time to Optimise Your Initial Margin? clarusft.com/is-now-the-time…
CME converted your Eurodollars. This is what happened next. clarusft.com/cme-converted-y…
Fast Valuation of Seasoned OIS Swaps clarusft.com/fast-valuation-…
There is a new MAT Filing! clarusft.com/there-is-a-new-…
1Q23 CCP Volumes and Share in CRD clarusft.com/1q23-ccp-volume…
The Eurodollar is no more… clarusft.com/the-eurodollar-…
1Q23 CCP Volumes and Share in IRD clarusft.com/1q23-ccp-volume…
I asked ChatGPT to write a Clarus blog. Here is what happened…. clarusft.com/i-asked-chatgpt…
Deutsche Bank Credit Default Swaps clarusft.com/deutsche-bank-c…
Tracking CAD and SGD RFRs clarusft.com/tracking-cad-an…
USD Swaps Margin Calls in March 2023 clarusft.com/usd-swaps-margi…
Credit Suisse & UBS LIVE Blog clarusft.com/credit-suisse-u…
How to Trade A Bank Run clarusft.com/how-to-trade-a-…
What’s New in CCP Disclsoures – 4Q22? clarusft.com/whats-new-in-cc…
Clearing Houses are about to convert your USD LIBOR swaps. What do you need to know? clarusft.com/clearing-houses…
The Most Popular SOFR Trades clarusft.com/the-most-popula…