Threshold: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Specify context of EMIR example.) |
imported>Doug Williamson (Add link.) |
||
Line 9: | Line 9: | ||
*[[Derivative instrument]] | *[[Derivative instrument]] | ||
*[[EMIR]] | *[[EMIR]] | ||
*[[Materiality]] | |||
*[[Threshold balancing]] | *[[Threshold balancing]] | ||
[[Category:Knowledge_and_information_management]] | [[Category:Knowledge_and_information_management]] | ||
[[Category:Context_of_treasury]] | [[Category:Context_of_treasury]] |
Revision as of 19:34, 22 June 2021
A level, rate or amount at which something comes into effect.
For example, if a non-financial counterparty exceeds a threshold of EUR 1 billion in credit derivative contracts, this will trigger mandatory clearing in all asset classes under EMIR.