EMIR clearing thresholds: Difference between revisions

Latest revision as of 09:12, 30 August 2022

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-{{a|isda|}}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]]