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Code of Federal Regulations (Last Updated: November 8, 2024) |
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Title 12 - Banks and Banking |
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Chapter II - Federal Reserve System |
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SubChapter A - Board of Governors of the Federal Reserve System |
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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)
| 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 - xxx |
| §§ 217.12--217.19 - [Reserved] |
| §§ 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 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 Unsettled Transactions |
| § 217.38 - Unsettled transactions. |
| §§ 217.39--217.40 - [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] |
| 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. |
| 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. |
| 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] |
| §§ 217.166--217.160 - [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] |
| 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 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] |
| 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] |
| §§ 217.102--217.120 - [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 - xxx |
| § 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 |
| § 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. |
| 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. |
| Regulations |
| Interpretations |
| Appendix A to Part 217 - The Federal Reserve Board's Framework for Implementing the Countercyclical Capital Buffer |