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)
• 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:
  https://www.govinfo.gov/content/pkg/FR-2015-11-30/pdf/2015-28671.pdf
• 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:
  urn:sha-512:eb327d8c8780d228885994a74ec855ec5e11928917ef2babf436bedc4f3ab34449a6baf1e3ba6086ef0210f882008e2e9560ff3e8bfef8ec6383b793694230d9
• Download URL:
  https://archive.fdic.gov/view/fdic/6158/fdic_6158_DS1.pdf
• File Type:
  [PDF - 610.01 KB ]