United States Government Publishing Office publisher pbl distributor dst United States National Archives and Records Administration Office of the Federal Register author aut Government Organization text government publication eng FR Regulatory Information 2015_register executive 2018-03-01 article Part II Rules and Regulations D09002ee1c7f6d407 D09002ee1c7f6d4f0 United States Department of the Treasury originator org United States Government Agency or Subagency United States Office of the Comptroller of the Currency originator org United States Government Agency or Subagency United States Federal Reserve System originator org United States Government Agency or Subagency United States Federal Deposit Insurance Corporation originator org United States Government Agency or Subagency United States Farm Credit Administration originator org United States Government Agency or Subagency United States Federal Housing Finance Agency originator org 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 6210-01-P; 4810-33-P; 6714-01-P; 6705-01-P; 8070-01-P 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 Title 12 Part 1221 12 CFR Part 1221 Title 12 Part 237 12 CFR Part 237 Title 12 Part 349 12 CFR Part 349 Title 12 Part 45 12 CFR Part 45 Title 12 Part 624 12 CFR Part 624 RIN 1557-AD43 RIN 7100-AD74 RIN 3064-AE21 RIN 3052-AC69 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 6210-01-P; 4810-33-P; 6714-01-P; 6705-01-P; 8070-01-P 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 Vol. 80, no. 229 Office of the Federal Register, National Archives and Records Administration 2015-11-30 continuing daily deposited born digital 304 p. Table of Contents: AE 2.7: GS 4.107: AE 2.106: KF70.A2 https://www.govinfo.gov/app/details/FR-2015-11-30 P0b002ee198af08d1 0097-6326 0042-1219 0364-1406 769-004-00000-9 000582072 f:fr30no15 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 fdlp 74673 74964 DGPO 2018-03-01 2024-06-02 FR-2015-11-30 machine generated eng FR FR-2015-11-30 80 229