12 CFR Subpart A
Margin and Capital Requirements for Covered Swap Entities
November 10, 2020
§
349.1
Authority, purpose, scope, exemptions and compliance dates
§
349.2
Definitions
§
349.3
Initial margin
§
349.4
Variation margin
§
349.5
Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements
§
349.6
Eligible collateral
§
349.7
Segregation of collateral
§
349.8
Initial margin models and standardized amounts
§
349.9
Cross-border application of margin requirements
§
349.10
Documentation of margin matters
§
349.11
Special rules for affiliates
§
349.12
Capital
Appendix
A to Subpart A of Part 349
Standardized Minimum Initial Margin Requirements for Non-cleared Swaps and Non—cleared Security-based Swaps
Appendix
B to Subpart A of Part 349
Margin Values for Eligible Noncash Margin Collateral