17 CFR Subpart E
Capital and Margin Requirements for Swap Dealers and Major Swap Participants
April 15, 2021
§
23.100
Definitions applicable to capital requirements
§
23.101
Minimum financial requirements for swap dealers and major swap participants
§
23.102
Calculation of market risk exposure requirement and credit risk exposure requirement using internal models
§
23.103
Calculation of market risk exposure requirement and credit risk requirement when models are not approved
§
23.104
Equity Withdrawal Restrictions
§
23.105
Financial recordkeeping, reporting and notification requirements for swap dealers and major swap participants
§
23.106
Substituted compliance for swap dealer's and major swap participant's capital and financial reporting
§
§23.107-23.149
[Reserved]
§
23.150
Scope
§
23.151
Definitions applicable to margin requirements
§
23.152
Collection and posting of initial margin
§
23.153
Collection and posting of variation margin
§
23.154
Calculation of initial margin
§
23.155
Calculation of variation margin
§
23.156
Forms of margin
§
23.157
Custodial arrangements
§
23.158
Margin documentation
§
23.159
Special rules for affiliates
§
23.160
Cross-border application
§
23.161
Compliance dates
§
§23.162-23.199
[Reserved]
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
Swap Dealer and Major Swap Participant Position Information
Appendix
C to Subpart E of Part 23
Financial Reports and Specific Position Information for Swap Dealers and Major Swap Participants Subject to the Capital Requirements of a Prudential Regulator
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