Margin and Capital Requirements for Covered Swap Entities

  1. Law
  2. CFR 12
  3. Banks and Banking
  4. Federal Housing Finance Agency
  5. Entity Regulations
  6. Margin and Capital Requirements for Covered Swap Entities

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Section
1221.1

Authority, purpose, scope, exemptions and compliance dates.

Section
1221.2

Definitions.

Section
1221.3

Initial margin.

Section
1221.4

Variation margin.

Section
1221.5

Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements.

Appendix
Appendix A to Part 1221

Standardized Minimum Initial Margin Requirements for Non-cleared Swaps and Non - cleared Security-based Swaps

Appendix
Appendix B to Part 1221

Margin Values for Eligible Noncash Margin Collateral.

Section
1221.6

Eligible collateral.

Section
1221.7

Segregation of collateral.

Section
1221.8

Initial margin models and standardized amounts.

Section
1221.9

Cross-border application of margin requirements.

Section
1221.10

Documentation of margin matters.

Section
1221.11

Special rules for affiliates.

Section
1221.12

Capital.