Collections
Code of Federal Regulations
Title 12
Chapter I
Part 45
12 C.F.R. Part 45
Margin and Capital Requirements for Covered Swap Entities
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45.1
Authority, purpose, scope, exemptions and compliance dates.
45.2
Definitions.
45.3
Initial margin.
45.4
Variation margin.
45.5
Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements.
45.6
Eligible collateral.
45.7
Segregation of collateral.
45.8
Initial margin models and standardized amounts.
45.9
Cross-border application of margin requirements.
45.10
Documentation of margin matters.
45.11
Special rules for affiliates.
45.12
Capital.
Appendix A to Part 45
Standardized Minimum Initial Margin Requirements for Non-cleared Swaps and Non—cleared Security-based Swaps
Appendix B to Part 45
Margin Values for Eligible Noncash Margin Collateral.