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e-CFR data is current as of August 10, 2020

Title 12Chapter IISubchapter APart 217


TITLE 12—Banks and Banking

CHAPTER II—FEDERAL RESERVE SYSTEM

SUBCHAPTER A—BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM

PART 217—CAPITAL ADEQUACY OF BANK HOLDING COMPANIES, SAVINGS AND LOAN HOLDING COMPANIES, AND STATE MEMBER BANKS (REGULATION Q)

rule

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]
rule

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]
rule

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]
rule

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]
rule

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]
rule

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]
rule

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.
rule

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.
rule

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.
rule

   

Appendix
Appendix A to Part 217—The Federal Reserve Board's Framework for Implementing the Countercyclical Capital Buffer

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