Margin and Capital Requirements for Covered Swap Entities

Sections 731 and 764 of the Dodd-Frank Wall Street Reform and Consumer Protection Act required the OCC to implement rules for swap entities under its jurisdiction imposing capital requirements and initial and variation margin requirements on all non-cleared swaps. This ICR is being submitted to revise the associated information collection to remove certain provisions determined to be obsolete or not constituting collections of information under the Paperwork Reduction Act.

The latest form for Margin and Capital Requirements for Covered Swap Entities expires 2026-08-31 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