Image
November 9, 2021

AANA Calculation Services

AANA Calculation services come in many flavours, check our your choices here

AANA Calculation Services have expanded with an announcement by MarginTonic and CloudMargin which brings another option for firms to calculate their AANA and manage their way around UMR Phase 6. With UMR phase 6 coming in September 2022 firms have a chance to reduce their aggregate notional to avoid mandatory margining.

For firms wishing to shop around, here's all the AANA calculation services we know of. If you know of others, send them in.

  • CloudMargin and MarginTonic (https://go.cloudmargin.com/aana-service)
  • Cassini Systems (https://cassinisystems.com/products/aana-and-simm-optimization-and-reporting-tools/#aana)
  • AcadiaSoft (https://www.acadia.inc/umr-compass/calculating-aana)
  • InitialMargin.Online (in 20 minutes!) (https://info.initialmargin.online/aana.html)
  • Excel spreadsheet (https://www.microsoft.com/en-us/microsoft-365/excel)

Any firm not yet within UMR should actively manage their AANA to stay under the forthcoming threshold – our advice is to pick one method and do it now – time is of the essence.


Photo by Morgan Housel on Unsplash


Popular
Most Viewed

Image

Related Articles


September 15, 2022

Tradefeedr Hires Alexis Fauth as Head of Data Science and Client Analytics




2 MIN



FX


September 6, 2022

Siege FX announces the launch of NetFix




2 MIN



FX


August 2, 2022

OSTTRA and LCH collaborate to reconcile bilateral OTC trade data




2 MIN



Post Trade Processing