Code of Federal Regulations (Last Updated: November 8, 2024) |
Title 17 - Commodity and Securities Exchanges |
Chapter I - Commodity Futures Trading Commission |
Part 23 - Swap Dealers and Major Swap Participants |
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 - xxx |
§ 23.105 - Financial recordkeeping, reporting and notification requirements for swap dealers and major swap participants. |
§ 23.106 - xxx |
§§ 23.100--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. |
Appendix A to Subpart E - XXX |
Appendix B to Subpart E - XXX |
Appendix C to Subpart E - XXX |
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 |
§§ 23.162--23.199 - [Reserved] |
§§ 23.107--23.149 - [Reserved] |