Title 12

PART 45

Part 45 - Margin And Capital Requirements For Covered Swap Entities

PART 45 - MARGIN AND CAPITAL REQUIREMENTS FOR COVERED SWAP ENTITIES Authority:7 U.S.C. 6s(e), 12 U.S.C. 1 et seq., 12 U.S.C. 93a, 161, 481, 1818, 3907, 3909, 5412(b)(2)(B), and 15 U.S.C. 78o-10(e). Source:80 FR 74898, 74910, Nov. 30, 2015, unless otherwise noted. Editorial Note:Nomenclature changes to part 45 appear at 80 FR 74898, 74910, Nov. 30, 2015.

• Authority: 7 U.S.C. 6s(e), 12 U.S.C. 1 et seq., 12 U.S.C. 93a, 161, 481, 1818, 3907, 3909, 5412(b)(2)(B), and 15 U.S.C. 78o-10(e).
• Source: 80 FR 74898, 74910, Nov. 30, 2015, unless otherwise noted.

12:1.0.1.1.40.0.28.1	SECTION 45.1	45.1 Authority, purpose, scope, exemptions and compliance dates.
12:1.0.1.1.40.0.28.2	SECTION 45.2	45.2 Definitions.
12:1.0.1.1.40.0.28.3	SECTION 45.3	45.3 Initial margin.
12:1.0.1.1.40.0.28.4	SECTION 45.4	45.4 Variation margin.
12:1.0.1.1.40.0.28.5	SECTION 45.5	45.5 Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements.
12:1.0.1.1.40.0.28.6	SECTION 45.6	45.6 Eligible collateral.
12:1.0.1.1.40.0.28.7	SECTION 45.7	45.7 Segregation of collateral.
12:1.0.1.1.40.0.28.8	SECTION 45.8	45.8 Initial margin models and standardized amounts.
12:1.0.1.1.40.0.28.9	SECTION 45.9	45.9 Cross-border application of margin requirements.
12:1.0.1.1.40.0.28.10	SECTION 45.10	45.10 Documentation of margin matters.
12:1.0.1.1.40.0.28.11	SECTION 45.11	45.11 Special rules for affiliates.
12:1.0.1.1.40.0.28.12	SECTION 45.12	45.12 Capital.
12:1.0.1.1.40.0.28.13.30	APPENDIX Appendix A	Appendix A to Part 45 - Standardized Minimum Initial Margin Requirements for Non-cleared Swaps and Non - cleared Security-based Swaps
12:1.0.1.1.40.0.28.13.31	APPENDIX Appendix B	Appendix B to Part 45 - Margin Values for Eligible Noncash Margin Collateral.

---