PocketLaw | CFR 17 | Capital and Margin Requirements for Swap Dealers

Capital and Margin Requirements for Swap Dealers and Major Swap Participants

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Definitions applicable to capital requirements.

Minimum financial requirements for swap dealers and major swap participants.

Calculation of market risk exposure requirement and credit risk exposure requirement using internal models

Calculation of market risk exposure requirement and credit risk requirement when models are not approved.

Equity Withdrawal Restrictions.

Appendix
Appendix A to Subpart E of Part 23

Application for Internal Models To Compute Market Risk Exposure Requirement and Credit Risk Exposure Requirement

Appendix
Appendix B to Subpart E of Part 23

Swap Dealer and Major Swap Participant Position Information

Appendix
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

Financial recordkeeping, reporting and notification requirements for swap dealers and major swap participants.

Substituted compliance for swap dealer's and major swap participant's capital and financial reporting.

Sections
23.107-23.149

§§ 23.107-23.149 [Reserved]

Scope.

Definitions applicable to margin requirements.

Collection and posting of initial margin.

Collection and posting of variation margin.

Calculation of initial margin.

Calculation of variation margin.

Forms of margin.

Custodial arrangements.

Margin documentation.

Special rules for affiliates.

Cross-border application.

Compliance dates.

Sections
23.162-23.199

§§ 23.162-23.199 [Reserved]