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.

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