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12 C.F.R. Part 624 – Margin and Capital Requirements for Covered Swap Entities | Midpage
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Code of Federal Regulations
Title 12
Chapter VI
Subchapter B
Part 624
12 C.F.R. Part 624
Margin and Capital Requirements for Covered Swap Entities
624.1
Authority, purpose, scope, exemptions and compliance dates.
624.2
Definitions.
624.3
Initial margin.
624.4
Variation margin.
624.5
Netting arrangements, minimum transfer amount and satisfaction of collecting and posting requirements.
624.6
Eligible collateral.
624.7
Segregation of collateral.
624.8
Initial margin models and standardized amounts.
624.9
Cross-border application of margin requirements.
624.10
Documentation of margin matters.
624.11
Special rules for affiliates.
624.12
Capital.
Appendix A to Part 624
Standardized Minimum Initial Margin Requirements for Non-Cleared Swaps and Non—Cleared Security-Based Swaps
Appendix B to Part 624
Margin Values for Eligible Noncash Margin Collateral