Your browser does not support JavaScript!

Regulatory Capital Compliance Solutions

Risk based Haircut Methodolgy

Risk Based

The Appendix A application calculates capital charges (haircuts) on qualified stock baskets, stocks, options, futures, and options on futures using the OCC Profit & Loss Values File. NET CAPITAL REQUIREMENTS – SEA Rule 15c3-1

Debt Securities Haircut

Debt Securities

The Debt Securities application calculates capital charges (haircuts) for United States Government bonds, U.S. Agency bonds, Municipal bonds, Investment Grade Corporate bonds, High Yield Corporate bonds, and Preferred Stock. The application attempts to minimize charges by hedging debt securities according to SEA Rule 15c3-1(c)(2)(vi)(A)(3) and SEA Rule 15c3-1(c)(2)(vi)(F)(2).

Repurchase Agreement Deductions

Repo Deductions

The application calculates Deficits, Excesses, and Deductions (Deductions From Net Worth) for Repurchase Agreements and Reverse Repurchase Agreements. The application also calculates additional capital requirements for reverse repurchase agreements under SEA Rule 15c3-1(a)(9)(iii).

Customer Portfolio Margin Methodology

Portfolio Margin

The Portfolio Margin application calculates customer account margin requirements for stocks, options, and qualified stock baskets. CUSTOMER MARGIN REQUIREMENTS – FINRA Rule 4210

APEX Regulatory Capital

NET Capital Calculations are a mission critical function. The Apex mission is to become the obvious technology solution for every FINOP, CFO, Regulator and Auditor within the industry.

Charles Greiner III

When the legendary Len Bole retired in 2013, his position was first offered to Charlie. Having worked with Len for eleven years, Charlie has a comprehensive understanding of SEA Rule 15c3-1 and Regulatory Capital Requirements.

In addition, Charlie was previously the Managing Partner of a High Frequency Trading firm where he successfully oversaw trading and risk, as well as a five person team developing high performance, high throughput trading applications.

Bachelor of Arts (B.A.), Economics – San Diego State University

Contact us for a Consultation

Building a superior Regulatory Capital Compliance solution requires a complete and thorough understanding of the rules, from top to bottom, inside and out.

Contact Us