Our service offering
Financial institutions and Non-Financial Counterparts (NFC) that surpass certain position limits will be subject to mandatory central clearing of their IRS portfolio. Progressively transactions will be contracted through platforms and the resulting IRS will need to be centrally cleared. ABN AMRO Clearing covers the following IRS products in major currencies: plain vanilla/basis swaps, overnight index swap (OIS) and amortising swap/variable notional swap (VNS). We offer clearing on LCH.Clearnet Swapclear, and are opening up clearing on Eurex OTCClear and CME Europe.
ABN AMRO CLearing acts as Global Clearer for both Listed and OTC Clearer derivatives, notably for IRS. Combining OTC derivatives clearing with other cleared products allows for collateral optimisation and operational efficiency within the same legal entity.
This specific service is open to all clients. It is mostly used by prime brokerage clients.
Read more about our clients
Please find your ABN AMRO Clearing commercial contact