§ See 44 .6 and appendix B of the final rule for a complete description of the eligible collateral requirements, including an additive 8 percent cross-currency haircut. The terms and are used interchangeably. “haircut” “discount” The segregation requirement therefore applies only to the minimum amount of initial margin 45 that a covered swap entity is required to collect by the rule from a swap entity or financial end
44 See § .6 and appendix B of the final rule for a complete description of the eligible collateral requirements, including an additive 8 percent cross-currency haircut. The terms “haircut” and “discount” are used interchangeably. 45 The segregation requirement therefore applies only to the minimum amount of initial margin that a covered swap entity is required to collect by the rule from a swap entity or financial end
80%20FR%2074840.docx