Margin and Capital Requirements for Covered Swap Entities

  1. Law
  2. CFR 12
  3. Banks and Banking
  4. Comptroller of the Currency, Department of the Treasury
  5. Margin and Capital Requirements for Covered Swap Entities

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Section
45.1

Authority, purpose, scope, exemptions and compliance dates.

Section
45.2

Definitions.

Section
45.3

Initial margin.

Section
45.4

Variation margin.

Appendix
Appendix A to Part 45

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

Appendix
Appendix B to Part 45

Margin Values for Eligible Noncash Margin Collateral.

Section
45.5

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

Section
45.6

Eligible collateral.

Section
45.7

Segregation of collateral.

Section
45.8

Initial margin models and standardized amounts.

Section
45.9

Cross-border application of margin requirements.

Section
45.10

Documentation of margin matters.

Section
45.11

Special rules for affiliates.

Section
45.12

Capital.