Subpart E—Capital and Margin Requirements for Swap Dealers and Major Swap Participants
Contents
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23.100
§ 23.100 Definitions applicable to capital requirements. -
23.101
§ 23.101 Minimum financial requirements for swap dealers and major swap participants. -
23.102
§ 23.102 Calculation of market risk exposure requirement and credit risk exposure requirement using internal models. -
23.103
§ 23.103 Calculation of market risk exposure requirement and credit risk requirement when models are not approved. -
23.104
§ 23.104 Equity Withdrawal Restrictions. -
23.105
§ 23.105 Financial recordkeeping, reporting and notification requirements for swap dealers and major swap participants. -
23.106
§ 23.106 Substituted compliance for swap dealer's and major swap participant's capital and financial reporting. -
23.107-23.149
§§ 23.107-23.149 [Reserved] -
23.150
§ 23.150 Scope. -
23.151
§ 23.151 Definitions applicable to margin requirements. -
23.152
§ 23.152 Collection and posting of initial margin. -
23.153
§ 23.153 Collection and posting of variation margin. -
23.154
§ 23.154 Calculation of initial margin. -
23.155
§ 23.155 Calculation of variation margin. -
23.156
§ 23.156 Forms of margin. -
23.157
§ 23.157 Custodial arrangements. -
23.158
§ 23.158 Margin documentation. -
23.159
§ 23.159 Special rules for affiliates. -
23.160
§ 23.160 Cross-border application. -
23.161
§ 23.161 Compliance dates. -
23.162-23.199
§§ 23.162-23.199 [Reserved] -
Appendix A to Subpart E of Part 23
Appendix A to Subpart E of Part 23—Application for Internal Models To Compute Market Risk Exposure Requirement and Credit Risk Exposure Requirement -
Appendix B to Subpart E of Part 23
Appendix B to Subpart E of Part 23—Swap Dealer and Major Swap Participant Position Information -
Appendix C to Subpart E of Part 23
Appendix C to Subpart E of Part 23—Specific Position Information for Swap Dealers and Major Swap Participants Subjects to the Capital Requirements of a Prudential Regulator