Average Aggregate Notional Amount: Difference between revisions
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imported>Doug Williamson (Typo correction) |
imported>Doug Williamson (Add alternative name - sources - ISDA & FCA - https://www.isda.org/a/2SjTE/AANACalculationUS_12.21.20.pdf - https://www.handbook.fca.org.uk/techstandards/EMIR/2016/reg_del_2016_2251_oj/chapter-iv/042.html) |
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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. | |||
Revision as of 21:59, 9 March 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
- 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
