Part 217 — Capital Adequacy of Bank Holding Companies, Savings and Loan Holding Companies, and State Member Banks (Regulation Q)
Subpart A — General Provisions
Subpart B — Capital Ratio Requirements and Buffers
Subpart C — Definition of Capital
Subpart D — Risk-Weighted Assets—Standardized Approach
- § 217.30— Applicability.
- § 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.
- § 217.38— Unsettled transactions.
- § 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.
- § 217.51— Introduction and exposure measurement.
- § 217.52— Simple risk-weight approach (SRWA).
- § 217.53— Equity exposures to investment funds.
- § 217.61— Purpose and scope.
- § 217.62— Disclosure requirements.
- § 217.63— Disclosures by Board-regulated institutions described in § 217.61.
Subpart E — Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches
- § 217.100— Purpose, applicability, and principle of conservatism.
- § 217.101— Definitions.
- § 217.121— Qualification process.
- § 217.122— Qualification requirements.
- § 217.123— Ongoing qualification.
- § 217.124— Merger and acquisition transitional arrangements.
- § 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.
- § 217.141— 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.
- § 217.151— 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.
- § 217.161— Qualification requirements for incorporation of operational risk mitigants.
- § 217.162— Mechanics of risk-weighted asset calculation.
- § 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.
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.
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— Temporary changes to the community bank leverage ratio framework.
- § 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
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.