A self-disclosure letter template for counterparties to disclose their classification and compliance with regulations regarding uncleared derivatives transactions. It includes a table for estimating the year when the average aggregate notional amount (AANA) of outstanding uncleared derivatives is expected to cross certain thresholds. The letter also asks for information on other regulations requiring mandatory margining of uncleared derivatives.
doj/DataSet10/EFTA01373561.pdf
{"document_date":"2017-04-10","document_type":"correspondence","document_subtype":"Self-Disclosure Letter","key_organizations":["DBAG"],"reference_numbers":["DB-SDNY-0067809","SDNY_GM_00213993","EFTA01373561"]}