Average Aggregate Notional Amount
From ACT Wiki
Derivatives - risk management - collateral - margin - Uncleared Margin Rule.
(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.
Firms that are above a relevant AANA threshold are within the scope of Uncleared Margin Rules, and have to comply with them.
See also
- Clearing
- Collateral
- Counterparty risk
- Derivative
- EMIR
- Exchange traded
- Initial margin
- International Swaps and Derivatives Association (ISDA)
- IOSCO
- Margin
- Margin call
- Notional amount
- Over the counter
- Risk management
- Uncleared Margin Rule (UMR)
- Variation margin
