EMIR clearing thresholds: Difference between revisions

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{{a|EMIR|}}UInder EMIR there are two sub-categories of [[Non-financial counterparties - EMIR Provision|non-financial counterparties]]: [[NFC+]] and [[NFC-]].
#redirect[[clearing thresholds]]
All [[Non-financial counterparties - EMIR Provision|non-financial counterparties]] must calculate their group’s aggregate month-end average position in derivative contracts for the previous 12 months, [[Hedging exemption|excluding derivative trades executed for hedging purpose]].
 
===Thresholds===
*[[Credit derivatives|Credit]]: EUR1 billion
*[[Equity derivatives|Equity]]: EUR1 billion
*[[Interest rate|Interest Rates]]: EUR3 billion
*[[Foreign exchange]]: EUR3 billion
*[[Commodities]] and others: EUR3 billion
 
{{sa}}
*[[Hedging exemption]]

Latest revision as of 09:12, 30 August 2022