Average Aggregate Notional Amount: Difference between revisions

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(AANA).
(AANA).


Average Average Notional Amount is a calculation to determine the scale of a firm's activities and positions in non-centrally cleared derivatives trading.
Average Aggregate Notional Amount is a calculation to determine the scale of a firm's activities and positions in non-centrally cleared derivatives trading.


Firms that are above a relevant AANA threshold are within the scope of Uncleared Margin Rules, and have to comply with them.
Firms that are above a relevant AANA threshold are within the scope of Uncleared Margin Rules, and have to comply with them.
Also known as the Aggregate Average Notional Amount.




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* [[Initial margin]]
* [[Initial margin]]
* [[International Swaps and Derivatives Association]]  (ISDA)
* [[International Swaps and Derivatives Association]]  (ISDA)
* [[IOSCO]]
* [[International Organization of Securities Commissions]] (IOSCO)
* [[Margin]]
* [[Margin]]
* [[Margin call]]
* [[Margin call]]

Latest revision as of 14:10, 23 June 2022

Derivatives - risk management - collateral - margin - Uncleared Margin Rule.

(AANA).

Average Aggregate Notional Amount is a calculation to determine the scale of a firm's activities and positions in non-centrally cleared derivatives trading.

Firms that are above a relevant AANA threshold are within the scope of Uncleared Margin Rules, and have to comply with them.


Also known as the Aggregate Average Notional Amount.


See also


External link

ISDA - margin - InfoHub