Subpart E - CAPITAL AND MARGIN REQUIREMENTS FOR SWAP DEALERS AND MAJOR SWAP PARTICIPANTS
- 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
- Section 23.100 - Definitions applicable to capital requirements
- Section 23.101 - Minimum financial requirements for swap dealers and major swap participants
- Section 23.102 - Calculation of market risk exposure requirement and credit risk exposure requirement using internal models
- Section 23.103 - Calculation of market risk exposure requirement and credit risk requirement when models are not approved
- Section 23.104 - Equity Withdrawal Restrictions
- Section 23.105 - Financial recordkeeping, reporting and notification requirements for swap dealers and major swap participants
- Section 23.106 - Substituted compliance for swap dealer's and major swap participant's capital and financial reporting
- Section 23.107-23.149 - Reserved
- Section 23.150 - Scope
- Section 23.151 - Definitions applicable to margin requirements
- Section 23.152 - Collection and posting of initial margin
- Section 23.153 - Collection and posting of variation margin
- Section 23.154 - Calculation of initial margin
- Section 23.155 - Calculation of variation margin
- Section 23.156 - Forms of margin
- Section 23.157 - Custodial arrangements
- Section 23.158 - Margin documentation
- Section 23.159 - Special rules for affiliates
- Section 23.160 - Cross-border application
- Section 23.161 - Compliance dates
- Section 23.162-23.199 - Reserved
- 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