12 CFR Part 217
PART 217—CAPITAL ADEQUACY OF BANK HOLDING COMPANIES, SAVINGS AND LOAN HOLDING COMPANIES, AND STATE MEMBER BANKS (REGULATION Q)
- PART 217—CAPITAL ADEQUACY OF BANK HOLDING COMPANIES, SAVINGS AND LOAN HOLDING COMPANIES, AND STATE MEMBER BANKS (REGULATION Q)
- Chapter II—Federal Reserve System › Subchapter A—Board of Governors of the Federal Reserve System
- Subpart A—General Provisions
- § 217.1 Purpose, applicability, reservations of authority, and timing.
- § 217.2 Definitions.
- § 217.3 Operational requirements for counterparty credit risk.
- §§ 217.4-217.9 [Reserved]
- Subpart B—Capital Ratio Requirements and Buffers
- § 217.10 Minimum capital requirements.
- § 217.11 Capital conservation buffer, countercyclical capital buffer amount, and GSIB surcharge.
- § 217.12 Community bank leverage ratio framework.
- §§ 217.13-217.19 [Reserved]
- Subpart C—Definition of Capital
- § 217.20 Capital components and eligibility criteria for regulatory capital instruments.
- § 217.21 Minority interest.
- § 217.22 Regulatory capital adjustments and deductions.
- §§ 217.23-217.29 [Reserved]
- Subpart D—Risk-Weighted Assets—Standardized Approach
- § 217.30 Applicability.
- Risk-Weighted Assets For General Credit Risk
- § 217.31 Mechanics for calculating risk-weighted assets for general credit risk.
- § 217.32 General risk weights.
- § 217.33 Off-balance sheet exposures.
- § 217.34 Derivative contracts.
- § 217.35 Cleared transactions.
- § 217.36 Guarantees and credit derivatives: substitution treatment.
- § 217.37 Collateralized transactions.
- Risk-Weighted Assets for Unsettled Transactions
- § 217.38 Unsettled transactions.
- §§ 217.39-217.40 [Reserved]
- Risk-Weighted Assets for Securitization Exposures
- § 217.41 Operational requirements for securitization exposures.
- § 217.42 Risk-weighted assets for securitization exposures.
- § 217.43 Simplified supervisory formula approach (SSFA) and the gross-up approach.
- § 217.44 Securitization exposures to which the SSFA and gross-up approach do not apply.
- § 217.45 Recognition of credit risk mitigants for securitization exposures.
- §§ 217.46-217.50 [Reserved]
- Risk-Weighted Assets for Equity Exposures
- § 217.51 Introduction and exposure measurement.
- § 217.52 Simple risk-weight approach (SRWA).
- § 217.53 Equity exposures to investment funds.
- §§ 217.54-217.60 [Reserved]
- Disclosures
- § 217.61 Purpose and scope.
- § 217.62 Disclosure requirements.
- § 217.63 Disclosures by Board-regulated institutions described in § 217.61.
- §§ 217.64-217.99 [Reserved]
- Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
- § 217.100 Purpose, applicability, and principle of conservatism.
- § 217.101 Definitions.
- §§ 217.102-217.120 [Reserved]
- Qualification
- § 217.121 Qualification process.
- § 217.122 Qualification requirements.
- § 217.123 Ongoing qualification.
- § 217.124 Merger and acquisition transitional arrangements.
- §§ 217.125-217.130 [Reserved]
- Risk-Weighted Assets for General Credit Risk
- § 217.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
- § 217.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
- § 217.133 Cleared transactions.
- § 217.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
- § 217.135 Guarantees and credit derivatives: double default treatment.
- § 217.136 Unsettled transactions.
- §§ 217.137-217.140 [Reserved]
- Risk-Weighted Assets for Securitization Exposures
- § 217.141 Operational criteria for recognizing the transfer of risk.
- § 217.142 Risk-based capital requirement for securitization exposures.
- § 217.143 Supervisory formula approach (SFA).
- § 217.144 Simplified supervisory formula approach (SSFA).
- § 217.145 Recognition of credit risk mitigants for securitization exposures.
- §§ 217.146-217.150 [Reserved]
- Risk-Weighted Assets for Equity Exposures
- § 217.151 Introduction and exposure measurement.
- § 217.152 Simple risk weight approach (SRWA).
- § 217.153 Internal models approach (IMA).
- § 217.154 Equity exposures to investment funds.
- § 217.155 Equity derivative contracts.
- §§ 217.156-217.160 [Reserved]
- Risk-Weighted Assets for Operational Risk
- § 217.161 Qualification requirements for incorporation of operational risk mitigants.
- § 217.162 Mechanics of risk-weighted asset calculation.
- §§ 217.163-217.170 [Reserved]
- Disclosures
- § 217.171 Purpose and scope.
- § 217.172 Disclosure requirements.
- § 217.173 Disclosures by certain advanced approaches Board-regulated institutions and Category III Board-regulated institutions.
- §§ 217.174-217.200 [Reserved]
- Subpart F—Risk-Weighted Assets—Market Risk
- § 217.201 Purpose, applicability, and reservation of authority.
- § 217.202 Definitions.
- § 217.203 Requirements for application of this subpart F.
- § 217.204 Measure for market risk.
- § 217.205 VaR-based measure.
- § 217.206 Stressed VaR-based measure.
- § 217.207 Specific risk.
- § 217.208 Incremental risk.
- § 217.209 Comprehensive risk.
- § 217.210 Standardized measurement method for specific risk.
- § 217.211 Simplified supervisory formula approach (SSFA).
- § 217.212 Market risk disclosures.
- §§ 217.213-217.299 [Reserved]
- Subpart G—Transition Provisions
- § 217.300 Transitions.
- § 217.301 Current expected credit losses (CECL) transition.
- § 217.302 Exposures Related the Money Market Mutual Fund Liquidity Facility.
- § 217.303 Temporary exclusions from total leverage exposure.
- § 217.304 [Reserved]
- § 217.305 Exposures related to the Paycheck Protection Program Lending Facility.
- § 217.306 Building Block Approach (BBA) capital conservation buffer transition.
- Subpart H—Risk-based Capital Surcharge for Global Systemically Important Bank Holding Companies
- § 217.400 Purpose and applicability.
- § 217.401 Definitions.
- § 217.402 Identification as a global systemically important BHC.
- § 217.403 GSIB surcharge.
- § 217.404 Method 1 score.
- § 217.405 Method 2 score.
- § 217.406 Short-term wholesale funding score.
- Subpart I—Application of Capital Rules
- § 217.501 The Board's Regulatory Capital Framework for Depository Institution Holding Companies Organized as Non-Stock Companies.
- § 217.502 Application of the Board's Regulatory Capital Framework to Employee Stock Ownership Plans that are Depository Institution Holding Companies and Certain Trusts that are Savings and Loan Holding Companies.
- Subpart J—Risk-Based Capital Requirements for Board-Regulated Institutions Significantly Engaged in Insurance Activities
- § 217.601 Purpose, applicability, and reservations of authority.
- § 217.602 Definitions.
- § 217.603 BBA ratio and minimum requirements.
- § 217.604 Capital conservation buffer.
- § 217.605 Determination of building blocks.
- § 217.606 Scaling parameters.
- § 217.607 Capital requirements under the Building Block Approach.
- § 217.608 Available capital resources under the Building Block Approach.
- Appendix A to Part 217—The Federal Reserve Board's Framework for Implementing the Countercyclical Capital Buffer
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