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12 C.F.R. Part 1221 – Margin and Capital Requirements for Covered Swap Entities | Midpage
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Code of Federal Regulations
Title 12
Chapter XII
Subchapter B
Part 1221
12 C.F.R. Part 1221
Margin and Capital Requirements for Covered Swap Entities
1221.1
Authority, purpose, scope, exemptions and compliance dates.
1221.2
Definitions.
1221.3
Initial margin.
1221.4
Variation margin.
1221.5
Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements.
1221.6
Eligible collateral.
1221.7
Segregation of collateral.
1221.8
Initial margin models and standardized amounts.
1221.9
Cross-border application of margin requirements.
1221.10
Documentation of margin matters.
1221.11
Special rules for affiliates.
1221.12
Capital.
Appendix A to Part 1221
Standardized Minimum Initial Margin Requirements for Non-cleared Swaps and Non—cleared Security-based Swaps
Appendix B to Part 1221
Margin Values for Eligible Noncash Margin Collateral