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Margin and Capital Requirements for Covered Swap Entities (Regulation KK) | Midpage
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Code of Federal Regulations
Title 12
Chapter II
Subchapter A
Part 237
Subpart A
Margin and Capital Requirements for Covered Swap Entities (Regulation KK)
237.1
Authority, purpose, scope, exemptions and compliance dates.
237.2
Definitions.
237.3
Initial margin.
237.4
Variation margin.
237.5
Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements.
237.6
Eligible collateral.
237.7
Segregation of collateral.
237.8
Initial margin models and standardized amounts.
237.9
Cross-border application of margin requirements.
237.10
Documentation of margin matters.
237.11
Special rules for affiliates.
237.12
Capital.
Appendix A to Subpart A to Part 237
Standardized Minimum Initial Margin Requirements for Non-Cleared Swaps and Non—Cleared Security-Based Swaps
Appendix B to Subpart A to Part 237
Margin Values for Eligible Noncash Margin Collateral