We offer clearing for OTC Interest Rate Swaps as well as Zero-Coupon Inflation Swaps. By clearing both through EurexOTC Clear, clients can benefit from significant margin offsets where there are correlated risk reductions.
Eurex Clearing Prisma calculates combined risks across markets and venues cleared by Eurex Clearing for products sharing similar risk characteristics. This allows us to provide higher capital efficiencies and a stronger risk management framework to our customers.
Using the EurexOTC Clear Compression Service in cooperation with TriOptima or Capitalab, you can reduce your overall gross notional and the number of OTC IRD trade lines, thereby optimizing efficiency and reducing overall operational risk.
The Eurex Clearing partnership program is designed to further accelerate the development of a liquid, EU-based alternative for the clearing of interest rate swaps. The performance-based program builds a balanced ecosystem where responsibilities and benefits are fully aligned between all participants in terms of economics and governance.