Subpart E. Subpart E—Capital and Margin Requirements for Swap Dealers and Major Swap Participants

• § 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

  • 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—Specific Position Information for Swap Dealers and Major Swap Participants Subjects to the Capital Requirements of a Prudential Regulator