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Margin and Capital Requirements for Covered Swap Entities
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Description:This Federal Register contains 10 Staff Disclosures and 60 comments. The comments can be found in the Supporting Files section.
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Content Notes:Table 1: Compliance Date Schedule for Initial Margin (Pg 57358-57359)
Table 2: Initial Margin Amounts on 4,686 Cleared Interest Rate Swap Portfolios (Pg 57367)
Table 3: Initial Margin Amounts on CME Cleared Interest Tate and Credit Default Swaps (Pg 57367)
Table 4: Estimated Initial Margin Requirements (Pg 57383)
Table 5: Table A-Standardized Minimum Gross Initial Margin Requirements for Non-Cleared Swaps and Non-Cleared Security-Based Swaps (Pg 57396)
Table 6: Table B-Margin Values for Cash and Noncash Initial Margin Collateral (Pg 57396)
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Release Date:09/24/2014
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Agencies Involved:Federal Deposit Insurance Corporation (FDIC)Office of the Comptroller of the Currency (OCC)Board of Governors of the Federal Reserve SystemFarm Credit Administration (FCA)Federal Housing Finance Agency (FHFA)
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Law Involved:Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act)
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Related Regulation:12 CFR Part 4512 CFR Part 23712 CFR Part 62412 CFR Part 221
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Comment Period End Date:11/24/2014
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Source:FDIC Website/GovInfo
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Federal Register Citation Number:79 FR 57348
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CFR Number:12 CFR Part 349
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RIN Indentifier:1557–AD437100–AD743064–AE213052–AC692590–AA45
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Other Agency Docket IDs:Docket No. OCC–2011–0008Docket No. R–1415
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