Comment Letter on Margin and Capital Requirements for Covered Swap Entities

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The ABA and ABASA asked the OCC, FDIC, Federal Reserve Board, and CFTC to not impose margin requirements for uncleared swaps entered into by commercial end users that use swaps to hedge or mitigate commercial risk and for the same exemption for banks with the limited swaps activities. They also asked the regulators not to impose third-party margin requirements on inter-affiliate transactions. The final rules did not impose margin on commercial end users and also exempted financial end users with $8 billion or less in gross notional exposure in uncleared swaps. Nonbanks that are covered swap entities (CSEs) would generally not have to collect initial margin from affiliates, while bank CSEs will be required to collect but not post initial margin with affiliates.

Learn more:

ABA Comment Letter

Bank Regulator Final Rule

CFTC Final Rule