Margin and Capital Requirements for Covered Swap Entities

Details

• Publisher's site:
  https://www.fdic.gov/|FDIC.gov
• Corporate Authors:
  Federal Deposit Insurance Corporation (FDIC)
• Description:
  This Federal Register contains 10 Staff Disclosures and 60 comments. The comments can be found in the Supporting Files section.
• 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)
  
  
• Dataset Download URL:
  https://www.govinfo.gov/content/pkg/FR-2014-09-24/pdf/2014-22001.pdf
• Format:
  PDF
• Release Date:
  09/24/2014
• Agencies Involved:
  Federal Deposit Insurance Corporation (FDIC) ; Office of the Comptroller of the Currency (OCC) ; Board of Governors of the Federal Reserve System ; Farm Credit Administration (FCA) ; Federal Housing Finance Agency (FHFA)
• Law Involved:
  Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act)
• Related Regulation:
  12 CFR Part 45 ; 12 CFR Part 237 ; 12 CFR Part 624 ; 12 CFR Part 221
• Comment Period End Date:
  11/24/2014
• Source:
  FDIC Website/GovInfo
• Federal Register Citation Number:
  79 FR 57348
• CFR Number:
  12 CFR Part 349
• RIN Indentifier:
  1557–AD43 ; 7100–AD74 ; 3064–AE21 ; 3052–AC69 ; 2590–AA45
• Other Agency Docket IDs:
  Docket No. OCC–2011–0008 ; Docket No. R–1415
• Main Document Checksum:
  urn:sha256:8800e95e531e7ca3ce82ede68d17241fdda8f8790d3c5bdc8fa0ef49d00bb18b
• Download URL:
  https://archive.fdic.gov/view/fdic/6085/fdic_6085_DS1.pdf
• File Type:
  [PDF - 623.65 KB ]