The Dodd-Frank Act requires OTC Derivatives trades to be reported in real-time to a Swaps Data Repository (SDR). SDRs must publicly disseminate price and volume data. Our SDRView app provides aggregate views, charts, tables, filtering by product/currency and drill-down to the trade details
Current regulation requires FCM’s to leverage risk-based limits for pre-execution and pre-acceptance. Prudent FCM’s need to do appropriate real time, portfolio based risk checks for SEFs and Hubs. The CHARM solution allows credit checks on a true account based Initial Margin per CCP. Regulators give you 10 seconds. …….We can do it in 10 milliseconds.
Daily SEF trading activity reporting is required by the Dodd-Frank Act. Our SEFView app normalises this data across SEFs, and provides aggregate views, charts, tables and filtering by Venue, Asset Class, Product Type, Currency, Currency Pair, with full history back to the inception of SEF trading
- Designed to comply with the IOSCO Principles for Financial Benchmarks
- Based on actual transactions reported to a Swaps Data Repository (SDR)
- Publicly available and transparent
- A volume weighted average price (VWAP) index
- Based on cleared interest rate swaps with standard tenors and conventions
- Currently available for Interest Rate Swaps in USD, EUR and GBP
- Determined each day at 11:00am Eastern Standard Time and published by 11:35am
- Sources transactions from the DTCC DDR real-time public dissemination feed
On the ClarusFT site: http://www.clarusft.com/about/theteam/
We have a team of experienced consultants that individually or as teams are able to provide the expertise that financial firms need to make strategic decisions and successfully deliver projects. Our expertise covers product and project management, business and industry analysis, financial and software engineering, functional and technical architecture. Our engagements range from 5-10 day assignments, 2-3 month projects through to multi man-year engagements.