Average Aggregate Notional Amount: Difference between revisions
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Revision as of 16:00, 3 March 2022
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
- Collateral
- Counterparty risk
- EMIR
- Exchange traded
- Initial margin
- International Swaps and Derivatives Association (ISDA)
- IOSCO
- Margin
- Margin call
- Notional amount
- Over the counter
- Uncleared Margin Rule (UMR)
- Variation margin
