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

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  • 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)
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  • Release Date:
  • 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:
  • 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 ;
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