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Code of Federal Regulations
Title 17
Chapter I
Part 23
Subpart E
Capital and Margin Requirements for Swap Dealers and Major Swap Participants
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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
Specific Position Information for Swap Dealers and Major Swap Participants Subjects to the Capital Requirements of a Prudential Regulator