PocketLaw | CFR 12 | Margin and Capital Requirements for Covered Swap

Margin and Capital Requirements for Covered Swap Entities

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Authority, purpose, scope, exemptions and compliance dates.

Definitions.

Initial margin.

Variation margin.

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

Eligible collateral.

Appendix
Appendix A to Subpart A of Part 349

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

Appendix
Appendix B to Subpart A of Part 349

Margin Values for Eligible Noncash Margin Collateral

Segregation of collateral.

Initial margin models and standardized amounts.

Cross-border application of margin requirements.

Documentation of margin matters.

Special rules for affiliates.

Capital.