OTC Derivatives Clearing Service

Our service offering

Recently introduced new regulations and legislation mandated OTC-contracts to be traded on electronic trading platforms and to be centrally cleared through CCPs.   

Our clients can gain access to new trading platforms and benefit from enhanced price discovery. Where allowed ABN AMRO Clearing will trade as principal, acting on behalf of buy-side clients. We will perform correlated cross product portfolio margining to generate offset between OTC and centrally cleared transactions.

Specialized services

We have specialist settlement teams to facilitate the handling of creation/redemption instructions for ETFs and conversions for ADR/ordinary shares.

ABN AMRO Clearing acts as custodian and settlement agent for its clients. We are fully interfaced with Securities Settlement Systems and CSDs, and manage a large network of sub-custodians. Managing the complete value chain from Execution, Clearing to settlement allows higher efficiency and costs containment. We fully comply with Swift market standards. 

Combining OTC contracts in a single sheet with listed derivatives and underlying assets will lead to capital efficiencies and collateral optimization in combination with lower risk and credit exposure. 

These specific services are open to all professional and ECP clients and are mostly used by principal trading groups and prime brokerage clients. 

Read more about our clients

OTC Derivatives Clearing Services for Buy-Side

Building on a leading position in securities and derivatives clearing, ABN AMRO Clearing was the first bank in the Netherlands to set up a centralized OTC Derivatives Clearing Service. By deploying deep knowledge and experience, and utilization of world-class proprietary technology, ABN AMRO Clearing is fully prepared to offer OTC Derivatives Clearing Services for the following client groups;

• Financial Institutions
• Institutional Investors
• Brokers
• Market Makers

We offer OTC Derivatives Clearing Services to buy-side clients with a complete “one stop shop” service. In this set up ABN AMRO Clearing will be acting on behalf of its client as principal. The resulting OTC contract will benefit from cross product portfolio margining and thus allows to generate offset between OTC positions and on exchange traded securities and derivatives.

We provide OTC Derivatives Clearing for the following products*;

·         Interest Rate Swaps (Plain Vanilla/Basis Swaps)

·         Overnight Index Swaps (OIS)

·         Variable Notional Swaps (VNS) / Amortizing Swaps

*Supported currencies EUR, USD, GBP, CHF, YEN and CAD

We clear the following CCP's for OTC Derivatives

  • LCH SwapClear

  • Eurex 

Client Benefits

  • Collateral optimization service

  • Connectivity to trading platforms

  • Direct access to OTC markets

  • Collateral segregation and protection

  • Transparent reporting

  • Proved operational excellence

Why choose ABN AMRO Clearing?

  • Top 3 clearer worldwide for securities and derivatives

  • Proven track record in clearing

  • Pro-active and sound risk monitoring

  • One-stop shop for clearing solutions

  • Tailored approach

  • Optimized collateral management

Contact

For further information on OTC Derivatives clearing please contact :

Alexander Jacobs (Global Head of OTC Derivatives)
+31 6 53 85 21 71 or alexander.jacobs@nl.abnamro.com

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