12 CFR Part 1221
MARGIN AND CAPITAL REQUIREMENTS FOR COVERED SWAP ENTITIES
November 10, 2020
§
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
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