Margin and Capital Requirements for Covered Swap Entities
Advanced Search
Select up to three search categories and corresponding keywords using the fields to the right. Refer to the Help section for more detailed instructions.

Search our Collections & Repository

All these words:

For very narrow results

This exact word or phrase:

When looking for a specific result

Any of these words:

Best used for discovery & interchangable words

None of these words:

Recommended to be used in conjunction with other fields

Language:

Dates

Publication Date Range:

to

Document Data

Title:

Document Type:

Library

Collection:

Series:

People

Author:

Help
Clear All

Query Builder

Query box

Help
Clear All

For additional assistance using the Custom Query please check out our Help Page

i

Margin and Capital Requirements for Covered Swap Entities

Filetype[PDF-610.01 KB]


Details Related Documents You May Also Like

Details:

  • Publisher's site:
  • Corporate Authors:
    Federal Deposit Insurance Corporation (FDIC)
  • Content Notes:
    Table 1: Initial Margin Requirements (Pg 74849)

    Table 2: Variation Margin Requirements (Pg 74850)

    Table 3: Estimated Initial Margin Requirements (Pg 74891)

    Table 4: Large Bank Incremental Cost of Financing U.S. Treasury Collateral (%) (Pg 74892)

    Table 5: Estimated Annual Costs of Initial Margin Requirements ($Millions) (Pg 74892-74893)

    Table 6: Table A-Standardized Minimum Gross Initial Margin Requirements for Non-Cleared Swaps and Non-Cleared Security-Based Swaps (Pg 74909)

    Table 7: Table B-Margin Values for Eligible Noncash Margin Collateral (Pg 74910)

  • Dataset Download URL:
  • Format:
    PDF
  • Release Date:
    11/30/2015
  • 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:
    Terrorism Risk Insurance Program Reauthorization Act of 2015;Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act);
  • Source:
    FDIC Website/GovInfo
  • Effective Date:
    04/01/2016
  • Federal Register Citation Number:
    80 FR 74840
  • 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:
  • Download URL:
  • File Type:

Supporting Files

  • No Additional Files

More +

Related Documents

You May Also Like

Checkout today's featured content at archive.fdic.gov

Version 3.26