Calculating AANA. 2. Threshold Monitoring. 3. Documentation negotiation & KYC. 4. Custodian/Tri-Party Selection. 5. Eligible Collateral.…
Calculating AANA. The first step towards compliance with the regulatory requirements for non-centrally cleared derivatives is to determine if your firm is in scope for the rules.…
Uncleared Margin Rules – AANA Calculation Guidance. Blog. Uncleared Margin Rules – AANA Calculation Guidance. December 2019.…
A Guide to Calculating Average Aggregate Notional Amount (“AANA”).…
Acadia’s Guide to Calculating Average Aggregate Notional Amount (AANA). Blog Post. Learn More >. A Guide to Calculating Average Aggregate Notional Amount (“AANA”). Webpage. Learn More >.…
Since its September 2016 rollout – which targeted firms with average aggregate notional amounts (AANA) greater than $3 trillion or its equivalent – banks and vendors working with ISDA have updated and refined…
Select two of the areas below to create an improvement plan, varying in depth of analysis, based on your chosen tier: Best practices for AANA calculation.…
Capital Calculation Service. Providing an industry standard for capital calculation. Capital Calculation Service. Book a meeting. Taking the burden out of margin and capital regulations.…
Annual UMR Scoping. - Market participants must calculate the aggregate average notional amount(AANA) for all counterparty entities that are not yet in scope for UMR.…
The exact calculation of xVA can be complex, and depends on a number of factors, including the type of derivative, the counterparty, and market conditions. Initial Margin ‘Changes the Game’.…
Firms in-scope for Phases 5 and 6 of UMR will be required to perform initial margin calculation if their aggregated average notional amount (AANA) is above the stipulated threshold of US$50 billion/JPY…
reporting requirements, Phases 5 and 6 of UMR would require firms to introduce new operational processes such as the ability to track collateral balance to ensure that the aggregated average notional amount (AANA…
