Margin and Capital Requirements for Covered Swap Entities
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Margin and Capital Requirements for Covered Swap Entities

Filetype[PDF-623.65 KB]



Details:

  • Publisher's site:
  • 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)

  • Format:
  • 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:
  • File Type:

Supporting Files

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