Swap Dealer Capital Calculations

Holistic regulatory data-driven solution addressing capital, margin and reporting standards

Challenges: Optimize capital resources to meet reporting and compliance rules

Dodd-Frank Section 7 will bring a comprehensive regulatory framework which will include swaps for the first time. Dodd-Frank Act was enacted to: a) reduce systemic risk, b) increase transparency and c) promote market integrity within the financial system.img_SwapDealer_maze

The U.S. swaps and futures markets are estimated at $281 trillion and $25 trillion, respectively. Given the enormity of these markets and the critical role they play in empowering legitimate, prudential, and non-speculative hedging strategies, Swap Dealers (SDs), Security-Based Swap Dealers (SBSDs), Major Swap Participants (MSPs) and Major Security-Based Swap Participants (MSBSPs) will be subject to robust oversight to ensure that these markets are transparent, open and competitive.

This new law will require swap owners to comply with, among other things, regulations governing minimum margin and capital requirements, mandatory clearing and exchange trading of swaps and security-based swaps, swap reporting and record keeping requirements, internal and external business conduct standards and position limits.

AxiomSL’s solution: Staying ahead of regulatory reforms

To meet these upcoming regulations, financial institutions will need a robust capital and margin regulatory framework combined with a flexible reporting solution. AxiomSL’s comprehensive Dodd Frank solution enables SDs, SBSDs, MSPs AxiomSL Swap Dealer Calculationsand MSBSP to source, enrich, calculate, analyze, disclose and reconcile data to meet reporting requirements for both internal and external stakeholders.

This solution provides traceability and drilldown capabilities and it is adaptable to quickly meet evolving and new regulations on a centralized platform.

AxiomSL, global leader in regulatory reporting solutions and risk management for over 20 years, provides a dynamic data management framework, which offers flexibility and scalability in consolidating clients’ data while delivering data transformation, calculation and reporting processes transparency.

This robust technology addresses current regulatory deadlines while building the foundation for a strategic cost effective long-term regulatory reporting platform.

Optimization of Capital Resources

SDs, SBSDs, MSPs and MSBSP have an abundance of information available in their data warehouse; however, it is a challenge to find the exact information required by the regulators. AxiomSL’s extensive calculation platform addresses the complexity of data gathering and mapping to meet regulatory requirements. Further, AxiomSL’s comprehensive data dictionary identifies attributes that are required to meet the regulations.

This integrated platform has the ability to compute capital adequacy calculations at various levels of granularity and from multiple and diverse sources providing all the steps to comply with regulatory requirements and financial control reporting. It delivers both data integrity and a transparent link between the client’s data source and the standard calculations. AxiomSL’s high performance architecture leverages clients’ existing data structure to quickly and accurately populate the information required to meet Dodd Frank’s reporting accuracy requirements and validation process.

Key Benefits

  • Robust data-driven solution
  • Flexible, transparent, scalable, auditable and performance driven product (high volumes);
  • Centralized data collection from disparate data sources;
  • Comprehensive data dictionary;
  • Scenario analysis;
  • Multi-jurisdiction capabilities;
  • Full transparency in calculations and reporting;
  • Capital optimization capabilities.


AxiomSL’s integrated solution addresses capital adequacy and margin demands by providing a strategic data management platform which enables financial institutions to:

  • Interface with clients’ data structure and workflow process without any data conversion;
  • Centralize data collection;
  • Aggregate and map data in a timely manner while meeting the principles of accuracy, integrity, completeness and adaptability;
  • Compute capital adequacy calculations at various levels of granularity from multiple and disparate data sources;
  • Allow for quick implementation;
  • Provide cost-effective preparation of regulatory reports for electronic review and submission;
  • Streamline and automate reporting processes;
  • Optimize capital resources while meeting SEC, NFA and CFTC requirements.


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