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 and YEN

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


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