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Electronic Code of Federal Regulations

e-CFR data is current as of December 10, 2019

Title 12Chapter IPart 45


TITLE 12—Banks and Banking

CHAPTER I—COMPTROLLER OF THE CURRENCY, DEPARTMENT OF THE TREASURY

PART 45—MARGIN AND CAPITAL REQUIREMENTS FOR COVERED SWAP ENTITIES

rule
§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
Appendix A to Part 45—Standardized Minimum Initial Margin Requirements for Non-cleared Swaps and Non—cleared Security-based Swaps
Appendix
Appendix B to Part 45—Margin Values for Eligible Noncash Margin Collateral.

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