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2018-03-01
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Margin and Capital Requirements for Covered Swap Entities
Part II
Rules and Regulations
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D09002ee1bdc23b45
United States
Department of the Treasury
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org
United States Government Agency or Subagency
United States
Office of the Comptroller of the Currency
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org
United States Government Agency or Subagency
United States
Federal Reserve System
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United States Government Agency or Subagency
United States
Federal Deposit Insurance Corporation
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United States Government Agency or Subagency
United States
Farm Credit Administration
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United States Government Agency or Subagency
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Federal Housing Finance Agency
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United States Government Agency or Subagency
The OCC, Board, FDIC, FCA, and FHFA (each an ``Agency'' and, collectively, the ``Agencies'') are adopting a joint rule to establish minimum margin and capital requirements for registered swap dealers, major swap participants, security-based swap dealers, and major security-based swap participants for which one of the Agencies is the prudential regulator. This final rule implements sections 731 and 764 of the Dodd-Frank Wall Street Reform and Consumer Protection Act, as amended by the Terrorism Risk Insurance Program Reauthorization Act of 2015 (``TRIPRA''). Sections 731 and 764 require the Agencies to adopt rules jointly to establish capital requirements and initial and variation margin requirements for such entities on all non-cleared swaps and non-cleared security-based swaps in order to offset the greater risk to such entities and the financial system arising from the use of swaps and security-based swaps that are not cleared.
80 FR 74840
https://www.govinfo.gov/app/details/FR-2015-11-30/2015-28671
2015-28671
fr30no15-13
RIN 1557-AD43
RIN 7100-AD74
RIN 3064-AE21
RIN 3052-AC69
RIN 2590-AA45
Docket No. OCC-2011-0008
Docket No. R-1415
https://www.govinfo.gov/app/details/FR-2015-11-30/2015-28671
https://www.govinfo.gov/content/pkg/FR-2015-11-30/html/2015-28671.htm
https://www.govinfo.gov/content/pkg/FR-2015-11-30/pdf/2015-28671.pdf
Government-Sponsored Enterprises
Mortgages
Securities
Banks and Banking
Foreign Banking
Holding Companies
Banks
Margin Requirements
Savings Associations
Administrative Practice and Procedure
Capital
Margin Requirements
National Banks
Federal Savings Associations
Reporting and Recordkeeping Requirements
Risk
Accounting
Agriculture
Banking
Cooperatives
Credit
Rural Areas
Swaps
75 p.
74840
74914
80 FR 74840
Code of Federal Regulations
Title 12 Part 1221
12 CFR Part 1221
Code of Federal Regulations
Title 12 Part 237
12 CFR Part 237
Code of Federal Regulations
Title 12 Part 349
12 CFR Part 349
Code of Federal Regulations
Title 12 Part 45
12 CFR Part 45
Code of Federal Regulations
Title 12 Part 624
12 CFR Part 624
Regulation Identification Number 1557-AD43
RIN 1557-AD43
Regulation Identification Number 7100-AD74
RIN 7100-AD74
Regulation Identification Number 3064-AE21
RIN 3064-AE21
Regulation Identification Number 3052-AC69
RIN 3052-AC69
Regulation Identification Number 2590-AA45
RIN 2590-AA45
Margin and Capital Requirements for Covered Swap Entities; Federal Register Vol. 80, Issue
RULE
2015-28671
II
DEPARTMENT OF THE TREASURY
Office of the Comptroller of the Currency
FEDERAL RESERVE SYSTEM
FEDERAL DEPOSIT INSURANCE CORPORATION
FARM CREDIT ADMINISTRATION
FEDERAL HOUSING FINANCE AGENCY
2016-04-01
Docket No. OCC-2011-0008
Docket No. R-1415
2015-28671
Final rule.
The OCC, Board, FDIC, FCA, and FHFA (each an ``Agency'' and, collectively, the ``Agencies'') are adopting a joint rule to establish minimum margin and capital requirements for registered swap dealers, major swap participants, security-based swap dealers, and major security-based swap participants for which one of the Agencies is the prudential regulator. This final rule implements sections 731 and 764 of the Dodd-Frank Wall Street Reform and Consumer Protection Act, as amended by the Terrorism Risk Insurance Program Reauthorization Act of 2015 (``TRIPRA''). Sections 731 and 764 require the Agencies to adopt rules jointly to establish capital requirements and initial and variation margin requirements for such entities on all non-cleared swaps and non-cleared security-based swaps in order to offset the greater risk to such entities and the financial system arising from the use of swaps and security-based swaps that are not cleared.
The final rule is effective April 1, 2016.
OCC: Kurt Wilhelm, Director, Financial Markets Group, (202) 649- 6437, or Carl Kaminski, Special Counsel, Legislative and Regulatory Activities Division, (202) 649-5490, for persons who are deaf or hard of hearing, TTY (202) 649-5597, Office of the Comptroller of the Currency, 400 7th Street SW., Washington, DC 20219.
Government-Sponsored Enterprises
Mortgages
Securities
Banks and Banking
Foreign Banking
Holding Companies
Banks
Margin Requirements
Savings Associations
Administrative Practice and Procedure
Capital
Margin Requirements
National Banks
Federal Savings Associations
Reporting and Recordkeeping Requirements
Risk
Accounting
Agriculture
Banking
Cooperatives
Credit
Rural Areas
Swaps
Margin and Capital Requirements for Covered Swap Entities
,
bbean@fdic.gov
ctopping@fdic.gov
jdoyle@fdic.gov
oira_submission@omb.eop.gov
Peggy.Balsawer@fhfa.gov
Robert.Collender@fhfa.gov
thohearn@fdic.gov
http://www.bis.org/bcbs/publ/d317.htm
http://www.bis.org/publ/bcbs226.pdf
http://www.bis.org/publ/bcbs242.pdf
http://www.bis.org/statistics/dt1920a.pdf
http://www.cftc.gov/LawRegulation/DoddFrankAct/registermajorswappart
http://www.cftc.gov/LawRegulation/DoddFrankAct/registerswapdealer
http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2012-29211a.pdf
http://www.fsa.go.jp/news/26/syouken/20140703-3.html
http://www.regulations.gov
https://eiopa.europa.eu/Publications/Consultations/JC-CP-2015-002%20JC%20CP%20on%20Risk%20Management%20vTechniques%20for%20OTC%20derivatives.pdf
https://www.bis.org/bcbs/publ/d317.htm
https://www.bis.org/publ/bcbs261.pdf
https://www.eba.europa.eu/documents/10180/655149/JC+CP+2014+03+%28CP+on+risk+mitigation+for+OTC+derivatives%29.pdf
https://www2.isda.org/functional-areas/research/surveys/margin-surveys/
https://www2.isda.org/functional-areas/wgmr-implementation/
https://www5.fdic.gov/qbp/2015jun/qbp.pdf
www.bis.org/publ.bcbs189.htm
www.newyorkfed.org/newsevents/news/markets/2009/ma090602.html
Federal Register
Vol. 80, no. 229
Office of the Federal Register, National Archives and Records Administration
2015-11-30
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Table of Contents:
AE 2.7:
GS 4.107:
AE 2.106:
KF70.A2
https://www.govinfo.gov/app/details/FR-2015-11-30
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0042-1219
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https://www.govinfo.gov/app/details/FR-2015-11-30
https://www.govinfo.gov/content/pkg/FR-2015-11-30/pdf/FR-2015-11-30.pdf
https://www.govinfo.gov/content/pkg/FR-2015-11-30/xml/FR-2015-11-30.xml
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