National Environmental Management Act, 1998 (107 of 1998)
R 385
Chapter VI : Central Counterparties |
(Sections 48(1)(a), 48(1A), 53(2A) and 107(1)(b))
For the purposes of this Chapter, unless the context indicates otherwise, references to “central counterparty” also mean an applicant for a central counterparty licence and licensed central counterparty;
14. Related parties, subsidiaries and associates
17. Efficiency, disclosure and transparency
20. Custody, settlement and physical deliveries
22. General capital requirements
23. Specific capital requirements for credit risk, counterparty credit risk and market risk
24. Specific capital requirements for business risk and for winding-up or restructuring
25. Capital calculation requirements for operational risk
26.Capital calculation requirements for credit risk
27. Capital calculation requirements for credit risk
28. Calculation requirements of the minimum required capital for CVA risk
29. Calculation of a central counterparty's credit exposure in terms of the current exposure method
30. Specific capital calculation requirements for market risk
32. Segregation and portability
39. Investment strategy and safeguarding of assets
40. Review of models, stress testing and back testing
41. Interoperability arrangements
