Part 1221. PART 1221—MARGIN AND CAPITAL REQUIREMENTS FOR COVERED SWAP ENTITIES

• § 1221.1 - Authority, purpose, scope, exemptions and compliance dates.
• § 1221.2 - Definitions.
• § 1221.3 - Initial margin.
• § 1221.4 - Variation margin.
• § 1221.5 - Netting arrangements, minimum transfer amount, and satisfaction of collecting and posting requirements.
• § 1221.6 - Eligible collateral.
• § 1221.7 - Segregation of collateral.
• § 1221.8 - Initial margin models and standardized amounts.
• § 1221.9 - Cross-border application of margin requirements.
• § 1221.10 - Documentation of margin matters.
• § 1221.11 - Special rules for affiliates.
• § 1221.12 - Capital.

• APPENDIX

  • Appendix A to Part 1221—Standardized Minimum Initial Margin Requirements for Non-cleared Swaps and Non—cleared Security-based Swaps
  • Appendix B to Part 1221—Margin Values for Eligible Noncash Margin Collateral.