Statistics Act, 1999
R 385
Financial Markets Act, 2012 (Act No. 19 of 2012)RegulationsFinancial Markets Act RegulationsChapter VI : Central Counterparties23. Specific capital requirements for credit risk, counterparty credit risk and market risk |
| (1) | A central counterparty must calculate its capital requirements referred to in Regulation 22(2) as the sum of 8% of its risk-weighted exposure amounts for credit risk and its risk-weighted exposure amounts for counterparty credit risk and its capital requirements for market risk. |
| (2) | A central counterparty must use the methods of calculation as specified in— |
| (a) | Regulation 30 for the calculation of capital requirements for market risk which is not covered by specific financial resources as referred to in Regulations 31, 33, 35 and 36; |
| (b) | Regulation 26 for the calculation of the risk-weighted exposure amounts for credit risk which is not covered by specific financial resources as referred to in Regulations 31, 33, 35 and 36; |
| (c) | Regulations 27, 28 and 29 for the calculation of the risk-weighted exposure amounts for counterparty credit risk which is not covered by specific financial resources as referred to in Regulations 31, 33, 35 and 36. |
