12 CFR Part 45
PART 45—MARGIN AND CAPITAL REQUIREMENTS FOR COVERED SWAP ENTITIES
- PART 45—MARGIN AND CAPITAL REQUIREMENTS FOR COVERED SWAP ENTITIES
- Chapter I—Comptroller of the Currency, Department of the Treasury
- § 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.
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