Clarus @clarusft
Clarus Financial Technology provides Analytics, Data and Research for Derivatives Markets. clarusft.com London, Chicago, Singapore +.. Joined March 2012-
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Most Active Names in Credit and Equity Derivatives – April 2023 clarusft.com/most-active-na…
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Do you know how much now trades in RFRs after the CME conversion exercises? clarusft.com/do-you-know-ho…
Parsimonious HJM-FMM Model with Risk-Free Term Rates clarusft.com/parsimonious-h…
IDB Market Share in SOFR Swaps clarusft.com/idb-market-sha…
Is Now The Time to Optimise Your Initial Margin? clarusft.com/is-now-the-tim…
CME converted your Eurodollars. This is what happened next. clarusft.com/cme-converted-…
Fast Valuation of Seasoned OIS Swaps clarusft.com/fast-valuation…
1Q23 CCP Volumes and Share in CRD clarusft.com/1q23-ccp-volum…
1Q23 CCP Volumes and Share in IRD clarusft.com/1q23-ccp-volum…
I asked ChatGPT to write a Clarus blog. Here is what happened…. clarusft.com/i-asked-chatgp…
Deutsche Bank Credit Default Swaps clarusft.com/deutsche-bank-…
USD Swaps Margin Calls in March 2023 clarusft.com/usd-swaps-marg…
What’s New in CCP Disclsoures – 4Q22? clarusft.com/whats-new-in-c…
Clearing Houses are about to convert your USD LIBOR swaps. What do you need to know? clarusft.com/clearing-house…
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