Notional amount
- Japanese
- 想定元本
- Also known as
- Notional principal, Notional
- Last reviewed
- September 23, 2026
This is a draft, shown for review before publication.
The notional amount is the principal on which the interest to be exchanged in an interest rate swap or similar trade is calculated.
Related terms
Explained in detail
Pages that use this term
- Business Day Conventions and Holiday Calendars
- Bootstrapping a Yield Curve
- The Multi-Curve Framework
- Dealers and Brokers
- How Corporates Use Derivatives
- How Institutional Investors Use Derivatives
- How Regional Banks Use Derivatives
- How Hedge Funds Use Derivatives
- Market Size Statistics (BIS Surveys)
- Exchange-Traded vs OTC Derivatives
- Cleared vs Bilateral Trades
- What Is a Derivative?
- How Swaps Work
- Forward Rate Agreements (FRA)
- Interest Rate Futures
- Valuing an Interest Rate Swap
- Overnight Index Swaps (OIS)
- Basis Swaps
- Amortizing Swaps
- Caps and Floors
- Swaptions
- Bermudan Swaptions
- Callable Swaps
- Constant Maturity Swaps (CMS)
- CMS Spread Options
- Range Accruals
- What Is a Benchmark Rate?
- TORF
- TIBOR
- Fallbacks and Spread Adjustments
- Non-Deliverable Forwards (NDF)
- Overview of Exotic FX Products
- Power Reverse Dual Currency (PRDC)
- Equity Swaps and Total Return Swaps
- Variance Swaps and Volatility Swaps
- Cliquets
- Credit Default Swaps (CDS)
- Credit Events and Settlement
- Pricing a CDS
- CDS Indices (iTraxx, CDX)
- First-to-Default Baskets
- Synthetic CDOs and Tranches
- Inflation Swaps
- Inflation Caps and Floors
- Property Derivatives
- Credit-Linked Notes (CLN)
- Structured Loans
- The Black and Bachelier Models
- ISDA SIMM: The Standard Model for Initial Margin
- The LIBOR Market Model (LMM)
- Copulas for Credit
- What Is Counterparty Credit Risk?
- Exposure Measures: CE, PFE, EE/EPE and EAD
- Exposure Profiles by Product
- Risk Reduction through Netting and Collateral
- Credit Limit Management
- Overview of the Regulatory Treatment of Counterparty Risk
- Counterparty Risk and XVA
- Funding Variation and Initial Margin
- Booking Errors and Confirmation Mismatches
- Rogue Trading Cases: Barings, Societe Generale and Others
- The Leverage Ratio
- Understanding Client Needs
- Mark-to-Market Reporting to Clients
- Front, Middle and Back Office Roles
- Trade Capture and Approval
- Lifecycle Event Processing
- Daily Valuation and P&L Sign-Off
- Daily Risk Management Operations
- Regulatory Reporting
- Accounting Operations
- Front-to-Back System Architecture
- Lifecycle Event Data
- Identifiers: LEI, UTI, and UPI
- Intragroup Back-to-Back Trades
- Hedge Accounting Basics
- Deferral Hedge Accounting under Japanese GAAP
- Japanese GAAP vs IFRS vs US GAAP
- Transfer Pricing for Cross-Border Trades
- Portfolio Compression
- Electronic Trading Platforms such as SEFs
- Portfolio Reconciliation
- Major Electronic Trading Platforms
- Post-Trade Confirmation and Matching Services
- Post-Trade Efficiency Services
- Limit Frameworks
- Mis-Selling Cases
- Mandatory Clearing
- Margin Requirements for Uncleared Derivatives
- Electronic Trading Platform Mandate
- Dodd-Frank Act Title VII
- Swap Dealer Registration
- Clearing, Reporting, and Trade Execution Requirements
- EMIR
- UK EMIR
- BCBS-IOSCO Margin Requirements for Uncleared Derivatives
- The Fundamental Review of the Trading Book (FRTB)
- The Standardized Approach for Counterparty Credit Risk (SA-CCR)
- The CVA Risk Capital Charge
- OTC Derivatives Regulation in Hong Kong
- Australia
- The Swap Market and ISDA
- The Collapse of LTCM
- The Collapse of Lehman Brothers (2008)
- The LIBOR Manipulation Scandal
- The JPMorgan London Whale Credit Derivatives Loss (2012)
- ESG-Linked Derivatives