PART 45—MARGIN AND CAPITAL REQUIREMENTS FOR COVERED SWAP ENTITIES
Editorial Note:
Nomenclature changes to part 45 appear at 80 FR 74898, 74910, Nov. 30, 2015.
Contents
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45.1
§ 45.1 Authority, purpose, scope, exemptions and compliance dates. -
45.2
§ 45.2 Definitions. -
45.3
§ 45.3 Initial margin. -
45.4
§ 45.4 Variation margin. -
45.5
§ 45.5 Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements. -
45.6
§ 45.6 Eligible collateral. -
45.7
§ 45.7 Segregation of collateral. -
45.8
§ 45.8 Initial margin models and standardized amounts. -
45.9
§ 45.9 Cross-border application of margin requirements. -
45.10
§ 45.10 Documentation of margin matters. -
45.11
§ 45.11 Special rules for affiliates. -
45.12
§ 45.12 Capital. -
Appendix A to Part 45
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
Appendix B to Part 45—Margin Values for Eligible Noncash Margin Collateral.