Since 1999 Swapsdata has specialised in providing complex data driven solutions to Financial Institutions engaged in the privately negotiated Swaps and Derivatives market. Through our exclusive focus on Swaps and Derivatives and employing our in depth business expertise, we can rapidly develop innovative solutions which compliment existing systems and processes.

Swapsdata began providing software solutions in 2002 with the launch of IMS, an interest rate swap portfolio reconciliation application used together with SWIFT Accord for backloading trades into LCH.Clearnet’s SwapClear service used by 17 Global Investment Banks.

Building on the success of IMS Swapsdata developed IRS preMatch, an application that can be used in combination with any trade confirmation platform.

Our data transformation product SwapsGen has been developed to translate between major industry data formats.

As well as technical solutions Swapsdata provides industry standard formats for describing interest rate swap information. These proprietary formats are a widely used standard to describe complete portfolios of interest Rate Swap Trades. The IMS Format was used in September 2008 in the multi-trillion dollar auction of over 60,000 swap trades. 

In addition to our software products, Swapsdata provides comprehensive recruitment and consulting solutions tailored to the specific needs of each client. These can encompass business analysis, system testing or the full development of bespoke software solutions.

If you are interested in finding out more about how Swapsdata can help your organisation please contact us at info@swapsdata.com