Margin and Capital Requirements for Covered Swap Entities

Sections 731 and 764 of the Dodd-Frank Wall Street Reform and Consumer Protection Act require the OCC, FRB, FDIC, FHFA, and FCA to adopt joint rules for swap entities under their jurisdictions imposing capital requirements and initial and variation margin requirements on all non-cleared swaps. This ICR is being submitted in connection with a final rule that removes the recordkeeping requirement in section 44.11(b) that a covered swap entity shall calculate the amount of initial margin that would be required to be posted to an affiliate that is a financial end user with material swaps exposure pursuant to section 44.3(b) and provide documentation of such amount to each affiliate on a daily basis.

The latest form for Margin and Capital Requirements for Covered Swap Entities expires 2023-08-31 and can be found here.

Section 45.2 - Definition of "Eligible Master Netting Agreement"; Section 45.8(g) Documentation; Section 45.10 Documentation of Margin Matters

Federal Enterprise Architecture: Economic Development - Financial Sector Oversight