Margin and Capital Requirements for Covered Swap Entities (Us Federal Reserve System Regulation) (Frs) (2018 Edition)

Margin and Capital Requirements for Covered Swap Entities (US Federal Reserve System Regulation) (FRS) (2018 Edition) The Law Library presents the complete text of the Margin and Capital Requirements for Covered Swap Entities (US Federal Reserve System Regulation) (FRS) (2018 Edition). Updated as of May 29, 2018 The OCC, Board, FDIC, FCA, and FHFA (each an "Agency" and, collectively, the "Agencies") are adopting and invite comment on an interim final rule that will exempt certain non-cleared swaps and non-cleared security-based swaps with certain counterparties that qualify for an exception or exemption from clearing from the initial and variation margin requirements promulgated under sections 731 and 764 of the Dodd-Frank Wall Street Reform and Consumer Protection Act (the "Dodd-Frank Act" or the "Act"). This interim final rule implements Title III of the Terrorism Risk Insurance Program Reauthorization Act of 2015 ("TRIPRA"), which exempts from the Agencies' swap margin rules non-cleared swaps and non-cleared security-based swaps in which a counterparty qualifies for an exemption or exception from clearing under the Dodd-Frank Act. This interim final rule is a companion rule to the final rules adopted by the Agencies to implement section 731 and 764 of the Dodd-Frank Act. This book contains: - The complete text of the Margin and Capital Requirements for Covered Swap Entities (US Federal Reserve System Regulation) (FRS) (2018 Edition) - A table of contents with the page number of each section