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Code of Federal Regulations (Last Updated: November 8, 2024) |
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Title 12 - Banks and Banking |
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Chapter I - Comptroller of the Currency, Department of the Treasury |
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Part 45 - Margin and Capital Requirements for Covered Swap Entities |
| § 45.1 - Authority, purpose, scope, exemptions and compliance dates. |
| § 45.2 - Definitions. |
| § 45.3 - Initial margin. |
| § 45.4 - Variation margin. |
| § 45.5 - Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements. |
| § 45.6 - Eligible collateral. |
| § 45.7 - Segregation of collateral. |
| § 45.8 - Initial margin models and standardized amounts. |
| § 45.9 - Cross-border application of margin requirements. |
| § 45.10 - Documentation of margin matters. |
| § 45.11 - Special rules for affiliates. |
| § 45.12 - Capital. |
| 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 - Margin Values for Eligible Noncash Margin Collateral. |