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FEDERAL · 12 CFR

Part 217 — Capital Adequacy of Bank Holding Companies, Savings and Loan Holding Companies, and State Member Banks (Regulation Q)

107 sections · Title 12: Banks and Banking

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