Title 12

PART 1221

Part 1221 - Margin And Capital Requirements For Covered Swap Entities

PART 1221 - MARGIN AND CAPITAL REQUIREMENTS FOR COVERED SWAP ENTITIES Authority:7 U.S.C. 6s(e), 15 U.S.C. 78o-10(e), 12 U.S.C. 4513 and 12 U.S.C. 4526(a). Source:80 FR 74913, Nov. 30, 2015, unless otherwise noted.

• Authority: 7 U.S.C. 6s(e), 15 U.S.C. 78o-10(e), 12 U.S.C. 4513 and 12 U.S.C. 4526(a).
• Source: 80 FR 74913, Nov. 30, 2015, unless otherwise noted.

12:10.0.2.2.16.0.1.1	SECTION 1221.1	1221.1 Authority, purpose, scope, exemptions and compliance dates.
12:10.0.2.2.16.0.1.2	SECTION 1221.2	1221.2 Definitions.
12:10.0.2.2.16.0.1.3	SECTION 1221.3	1221.3 Initial margin.
12:10.0.2.2.16.0.1.4	SECTION 1221.4	1221.4 Variation margin.
12:10.0.2.2.16.0.1.5	SECTION 1221.5	1221.5 Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements.
12:10.0.2.2.16.0.1.6	SECTION 1221.6	1221.6 Eligible collateral.
12:10.0.2.2.16.0.1.7	SECTION 1221.7	1221.7 Segregation of collateral.
12:10.0.2.2.16.0.1.8	SECTION 1221.8	1221.8 Initial margin models and standardized amounts.
12:10.0.2.2.16.0.1.9	SECTION 1221.9	1221.9 Cross-border application of margin requirements.
12:10.0.2.2.16.0.1.10	SECTION 1221.10	1221.10 Documentation of margin matters.
12:10.0.2.2.16.0.1.11	SECTION 1221.11	1221.11 Special rules for affiliates.
12:10.0.2.2.16.0.1.12	SECTION 1221.12	1221.12 Capital.
12:10.0.2.2.16.0.1.13.3	APPENDIX Appendix A	Appendix A to Part 1221 - Standardized Minimum Initial Margin Requirements for Non-cleared Swaps and Non - cleared Security-based Swaps
12:10.0.2.2.16.0.1.13.4	APPENDIX Appendix B	Appendix B to Part 1221 - Margin Values for Eligible Noncash Margin Collateral.

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