Margin and Capital Requirements for Covered Swap Entities

  1. Law
  2. CFR 12
  3. Banks and Banking
  4. Farm Credit Administration
  5. Farm Credit System
  6. Margin and Capital Requirements for Covered Swap Entities

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Section
624.1

Authority, purpose, scope, exemptions and compliance dates.

Section
624.2

Definitions.

Section
624.3

Initial margin.

Section
624.4

Variation margin.

Section
624.5

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

Appendix
Appendix A to Part 624

Standardized Minimum Initial Margin Requirements for Non-Cleared Swaps and Non - Cleared Security-Based Swaps

Appendix
Appendix B to Part 624

Margin Values for Eligible Noncash Margin Collateral

Section
624.6

Eligible collateral.

Section
624.7

Segregation of collateral.

Section
624.8

Initial margin models and standardized amounts.

Section
624.9

Cross-border application of margin requirements.

Section
624.10

Documentation of margin matters.

Section
624.11

Special rules for affiliates.

Section
624.12

Capital.