Average Aggregate Notional Amount

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

External link

ISDA - margin - InfoHub