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Top Tips for UMR Phase 6: Recommendations from Phases 1-5 | Acadia

Calculating AANA. 2. Threshold Monitoring. 3. Documentation negotiation & KYC. 4. Custodian/Tri-Party Selection. 5. Eligible Collateral.

UMR Compass | Acadia

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 | Acadia

Uncleared Margin Rules – AANA Calculation Guidance. Blog. Uncleared Margin Rules – AANA Calculation Guidance. December 2019.

UMR Compass Calculating AANA | Acadia

A Guide to Calculating Average Aggregate Notional Amount (“AANA”).

UMR Resources | Acadia

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 >.

Capital Calculation Service | Acadia

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.

UMR Compass Health Check

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.

Uncleared Margin Rules transition from Multi-Phase Implementation to a focus on Optimal Margin Management | Acadia

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 xVA Challenge; could open source be the answer? | Acadia

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’.

UMR Phases 5 and 6: A Prime Opportunity for APAC to Embrace Automation | Acadia

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

Managing Collateral in Asia Pacific | Acadia

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

How Acadia is assisting Crypto Firms with risk and capital management | Acadia

Grid) and capital approach(standardized vs. model-based), documenting and validating models used for margin and capital calculation, and facilitating approval of margin and capital models by relevant regulators