Published on 25 Oct 2012 • USA (National/Federal) |
Margin Collateral to Cover Current Exposure Required | Margin Collateral to Cover Potential Future Exposure Required | Capital Charge in Lieu of Margin Required | Alternative Credit Risk Charge Permitted for Firms Using Internal Models | |
Commercial End User | No | No | Yes | Yes |
SBSDs Required to Collect Variation Margin, but not Initial Margin in Transactions with Each Other | Yes | No | No | N/A |
Counterparties Electing Third-Party Segregation | Yes | No | Yes | No |
Accounts Holding Legacy Positions | No | No | Yes | No |