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

Filetype[PDF-610.01 KB]


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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:

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