24 March 2015

Trade Surveillance in Swaps Trading

Amir Khwaja, Clarus Financial Technology

The advent of Swap Execution Facilities and Swap Data Repositories means that it is now possible to implement effective trade surveillance in the OTC swaps market. US SDR public dissemination means that most trades are available within a few minutes of execution; and as the market is characterized by large trades in low frequency, this is a perfectly ... rest of story...



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