Average Aggregate Notional Amount: Difference between revisions
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== See also == | == See also == | ||
* [[Clearing]] | |||
* [[Collateral]] | * [[Collateral]] | ||
* [[Counterparty risk]] | * [[Counterparty risk]] | ||
* [[Derivative]] | |||
* [[EMIR]] | * [[EMIR]] | ||
* [[Exchange traded]] | * [[Exchange traded]] | ||
| Line 20: | Line 22: | ||
* [[Notional amount]] | * [[Notional amount]] | ||
* [[Over the counter]] | * [[Over the counter]] | ||
* [[Risk management]] | |||
* [[Uncleared Margin Rule]] (UMR) | * [[Uncleared Margin Rule]] (UMR) | ||
* [[Variation margin]] | * [[Variation margin]] | ||
Revision as of 16:01, 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
- 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
