Title 12

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) Authority:12 U.S.C. 248(a), 321-338a, 481-486, 1462a, 1467a, 1818, 1828, 1831n, 1831o, 1831p-1, 1831w, 1835, 1844(b), 1851, 3904, 3906-3909, 4808, 5365, 5368, 5371, 5371 note, and sec. 4012, Pub. L. 116-136, 134 Stat. 281. Source:Reg. Q, 78 FR 62157, 62285, Oct. 11, 2013, unless otherwise noted.

Authority: 12 U.S.C. 248(a), 321-338a, 481-486, 1462a, 1467a, 1818, 1828, 1831n, 1831o, 1831p-1, 1831w, 1835, 1844(b), 1851, 3904, 3906-3909, 4808, 5365, 5368, 5371, 5371 note, and sec. 4012, Pub. L. 116-136, 134 Stat. 281.
Source: Reg. Q, 78 FR 62157, 62285, Oct. 11, 2013, unless otherwise noted.

12:2.0.1.1.18.1	SUBPART A	Subpart A - General Provisions
12:2.0.1.1.18.1.17.1	SECTION 217.1	217.1 Purpose, applicability, reservations of authority, and timing.
12:2.0.1.1.18.1.17.2	SECTION 217.2	217.2 Definitions.
12:2.0.1.1.18.1.17.3	SECTION 217.3	217.3 Operational requirements for counterparty credit risk.
12:2.0.1.1.18.1.17.4	SECTION 217.4-217.9	217.4-217.9 [Reserved]
12:2.0.1.1.18.2	SUBPART B	Subpart B - Capital Ratio Requirements and Buffers
12:2.0.1.1.18.2.17.1	SECTION 217.10	217.10 Minimum capital requirements.
12:2.0.1.1.18.2.17.2	SECTION 217.11	217.11 Capital conservation buffer, countercyclical capital buffer amount, and GSIB surcharge.
12:2.0.1.1.18.2.17.3	SECTION 217.12	217.12 Community bank leverage ratio framework.
12:2.0.1.1.18.2.17.4	SECTION 217.13-217.19	217.13-217.19 [Reserved]
12:2.0.1.1.18.3	SUBPART C	Subpart C - Definition of Capital
12:2.0.1.1.18.3.17.1	SECTION 217.20	217.20 Capital components and eligibility criteria for regulatory capital instruments.
12:2.0.1.1.18.3.17.2	SECTION 217.21	217.21 Minority interest.
12:2.0.1.1.18.3.17.3	SECTION 217.22	217.22 Regulatory capital adjustments and deductions.
12:2.0.1.1.18.3.17.4	SECTION 217.23-217.29	217.23-217.29 [Reserved]
12:2.0.1.1.18.4	SUBPART D	Subpart D - Risk-Weighted Assets - Standardized Approach
12:2.0.1.1.18.4.17	SUBJGRP 17	Risk-Weighted Assets For General Credit Risk
12:2.0.1.1.18.4.17.1	SECTION 217.30	217.30 Applicability.
12:2.0.1.1.18.4.17.2	SECTION 217.31	217.31 Mechanics for calculating risk-weighted assets for general credit risk.
12:2.0.1.1.18.4.17.3	SECTION 217.32	217.32 General risk weights.
12:2.0.1.1.18.4.17.4	SECTION 217.33	217.33 Off-balance sheet exposures.
12:2.0.1.1.18.4.17.5	SECTION 217.34	217.34 Derivative contracts.
12:2.0.1.1.18.4.17.6	SECTION 217.35	217.35 Cleared transactions.
12:2.0.1.1.18.4.17.7	SECTION 217.36	217.36 Guarantees and credit derivatives: substitution treatment.
12:2.0.1.1.18.4.17.8	SECTION 217.37	217.37 Collateralized transactions.
12:2.0.1.1.18.4.18	SUBJGRP 18	Risk-Weighted Assets for Unsettled Transactions
12:2.0.1.1.18.4.18.9	SECTION 217.38	217.38 Unsettled transactions.
12:2.0.1.1.18.4.18.10	SECTION 217.39-217.40	217.39-217.40 [Reserved]
12:2.0.1.1.18.4.19	SUBJGRP 19	Risk-Weighted Assets for Securitization Exposures
12:2.0.1.1.18.4.19.11	SECTION 217.41	217.41 Operational requirements for securitization exposures.
12:2.0.1.1.18.4.19.12	SECTION 217.42	217.42 Risk-weighted assets for securitization exposures.
12:2.0.1.1.18.4.19.13	SECTION 217.43	217.43 Simplified supervisory formula approach (SSFA) and the gross-up approach.
12:2.0.1.1.18.4.19.14	SECTION 217.44	217.44 Securitization exposures to which the SSFA and gross-up approach do not apply.
12:2.0.1.1.18.4.19.15	SECTION 217.45	217.45 Recognition of credit risk mitigants for securitization exposures.
12:2.0.1.1.18.4.19.16	SECTION 217.46-217.50	217.46-217.50 [Reserved]
12:2.0.1.1.18.4.20	SUBJGRP 20	Risk-Weighted Assets for Equity Exposures
12:2.0.1.1.18.4.20.17	SECTION 217.51	217.51 Introduction and exposure measurement.
12:2.0.1.1.18.4.20.18	SECTION 217.52	217.52 Simple risk-weight approach (SRWA).
12:2.0.1.1.18.4.20.19	SECTION 217.53	217.53 Equity exposures to investment funds.
12:2.0.1.1.18.4.20.20	SECTION 217.54-217.60	217.54-217.60 [Reserved]
12:2.0.1.1.18.4.21	SUBJGRP 21	Disclosures
12:2.0.1.1.18.4.21.21	SECTION 217.61	217.61 Purpose and scope.
12:2.0.1.1.18.4.21.22	SECTION 217.62	217.62 Disclosure requirements.
12:2.0.1.1.18.4.21.23	SECTION 217.63	217.63 Disclosures by Board-regulated institutions described in § 217.61.
12:2.0.1.1.18.4.21.24	SECTION 217.64-217.99	217.64-217.99 [Reserved]
12:2.0.1.1.18.5	SUBPART E	Subpart E - Risk-Weighted Assets - Internal Ratings-Based and Advanced Measurement Approaches
12:2.0.1.1.18.5.22	SUBJGRP 22	Qualification
12:2.0.1.1.18.5.22.1	SECTION 217.100	217.100 Purpose, applicability, and principle of conservatism.
12:2.0.1.1.18.5.22.2	SECTION 217.101	217.101 Definitions.
12:2.0.1.1.18.5.22.3	SECTION 217.102-217.120	217.102-217.120 [Reserved]
12:2.0.1.1.18.5.22.4	SECTION 217.121	217.121 Qualification process.
12:2.0.1.1.18.5.22.5	SECTION 217.122	217.122 Qualification requirements.
12:2.0.1.1.18.5.22.6	SECTION 217.123	217.123 Ongoing qualification.
12:2.0.1.1.18.5.22.7	SECTION 217.124	217.124 Merger and acquisition transitional arrangements.
12:2.0.1.1.18.5.22.8	SECTION 217.125-217.130	217.125-217.130 [Reserved]
12:2.0.1.1.18.5.23	SUBJGRP 23	Risk-Weighted Assets for General Credit Risk
12:2.0.1.1.18.5.23.9	SECTION 217.131	217.131 Mechanics for calculating total wholesale and retail risk-weighted assets.
12:2.0.1.1.18.5.23.10	SECTION 217.132	217.132 Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
12:2.0.1.1.18.5.23.11	SECTION 217.133	217.133 Cleared transactions.
12:2.0.1.1.18.5.23.12	SECTION 217.134	217.134 Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
12:2.0.1.1.18.5.23.13	SECTION 217.135	217.135 Guarantees and credit derivatives: double default treatment.
12:2.0.1.1.18.5.23.14	SECTION 217.136	217.136 Unsettled transactions.
12:2.0.1.1.18.5.23.15	SECTION 217.137-217.140	217.137-217.140 [Reserved]
12:2.0.1.1.18.5.24	SUBJGRP 24	Risk-Weighted Assets for Securitization Exposures
12:2.0.1.1.18.5.24.16	SECTION 217.141	217.141 Operational criteria for recognizing the transfer of risk.
12:2.0.1.1.18.5.24.17	SECTION 217.142	217.142 Risk-based capital requirement for securitization exposures.
12:2.0.1.1.18.5.24.18	SECTION 217.143	217.143 Supervisory formula approach (SFA).
12:2.0.1.1.18.5.24.19	SECTION 217.144	217.144 Simplified supervisory formula approach (SSFA).
12:2.0.1.1.18.5.24.20	SECTION 217.145	217.145 Recognition of credit risk mitigants for securitization exposures.
12:2.0.1.1.18.5.24.21	SECTION 217.146-217.150	217.146-217.150 [Reserved]
12:2.0.1.1.18.5.25	SUBJGRP 25	Risk-Weighted Assets for Equity Exposures
12:2.0.1.1.18.5.25.22	SECTION 217.151	217.151 Introduction and exposure measurement.
12:2.0.1.1.18.5.25.23	SECTION 217.152	217.152 Simple risk weight approach (SRWA).
12:2.0.1.1.18.5.25.24	SECTION 217.153	217.153 Internal models approach (IMA).
12:2.0.1.1.18.5.25.25	SECTION 217.154	217.154 Equity exposures to investment funds.
12:2.0.1.1.18.5.25.26	SECTION 217.155	217.155 Equity derivative contracts.
12:2.0.1.1.18.5.25.27	SECTION 217.156-217.160	217.156-217.160 [Reserved]
12:2.0.1.1.18.5.26	SUBJGRP 26	Risk-Weighted Assets for Operational Risk
12:2.0.1.1.18.5.26.28	SECTION 217.161	217.161 Qualification requirements for incorporation of operational risk mitigants.
12:2.0.1.1.18.5.26.29	SECTION 217.162	217.162 Mechanics of risk-weighted asset calculation.
12:2.0.1.1.18.5.26.30	SECTION 217.163-217.170	217.163-217.170 [Reserved]
12:2.0.1.1.18.5.27	SUBJGRP 27	Disclosures
12:2.0.1.1.18.5.27.31	SECTION 217.171	217.171 Purpose and scope.
12:2.0.1.1.18.5.27.32	SECTION 217.172	217.172 Disclosure requirements.
12:2.0.1.1.18.5.27.33	SECTION 217.173	217.173 Disclosures by certain advanced approaches Board-regulated institutions and Category III Board-regulated institutions.
12:2.0.1.1.18.5.27.34	SECTION 217.174-217.200	217.174-217.200 [Reserved]
12:2.0.1.1.18.6	SUBPART F	Subpart F - Risk-Weighted Assets - Market Risk
12:2.0.1.1.18.6.28.1	SECTION 217.201	217.201 Purpose, applicability, and reservation of authority.
12:2.0.1.1.18.6.28.2	SECTION 217.202	217.202 Definitions.
12:2.0.1.1.18.6.28.3	SECTION 217.203	217.203 Requirements for application of this subpart F.
12:2.0.1.1.18.6.28.4	SECTION 217.204	217.204 Measure for market risk.
12:2.0.1.1.18.6.28.5	SECTION 217.205	217.205 VaR-based measure.
12:2.0.1.1.18.6.28.6	SECTION 217.206	217.206 Stressed VaR-based measure.
12:2.0.1.1.18.6.28.7	SECTION 217.207	217.207 Specific risk.
12:2.0.1.1.18.6.28.8	SECTION 217.208	217.208 Incremental risk.
12:2.0.1.1.18.6.28.9	SECTION 217.209	217.209 Comprehensive risk.
12:2.0.1.1.18.6.28.10	SECTION 217.210	217.210 Standardized measurement method for specific risk.
12:2.0.1.1.18.6.28.11	SECTION 217.211	217.211 Simplified supervisory formula approach (SSFA).
12:2.0.1.1.18.6.28.12	SECTION 217.212	217.212 Market risk disclosures.
12:2.0.1.1.18.6.28.13	SECTION 217.213-217.299	217.213-217.299 [Reserved]
12:2.0.1.1.18.7	SUBPART G	Subpart G - Transition Provisions
12:2.0.1.1.18.7.28.1	SECTION 217.300	217.300 Transitions.
12:2.0.1.1.18.7.28.2	SECTION 217.301	217.301 Current expected credit losses (CECL) transition.
12:2.0.1.1.18.7.28.3	SECTION 217.302	217.302 Exposures Related the Money Market Mutual Fund Liquidity Facility.
12:2.0.1.1.18.7.28.4	SECTION 217.303	217.303 Temporary exclusions from total leverage exposure.
12:2.0.1.1.18.7.28.5	SECTION 217.304	217.304 Temporary changes to the community bank leverage ratio framework.
12:2.0.1.1.18.7.28.6	SECTION 217.305	217.305 Exposures related to the Paycheck Protection Program Lending Facility.
12:2.0.1.1.18.8	SUBPART H	Subpart H - Risk-based Capital Surcharge for Global Systemically Important Bank Holding Companies
12:2.0.1.1.18.8.28.1	SECTION 217.400	217.400 Purpose and applicability.
12:2.0.1.1.18.8.28.2	SECTION 217.401	217.401 Definitions.
12:2.0.1.1.18.8.28.3	SECTION 217.402	217.402 Identification as a global systemically important BHC.
12:2.0.1.1.18.8.28.4	SECTION 217.403	217.403 GSIB surcharge.
12:2.0.1.1.18.8.28.5	SECTION 217.404	217.404 Method 1 score.
12:2.0.1.1.18.8.28.6	SECTION 217.405	217.405 Method 2 score.
12:2.0.1.1.18.8.28.7	SECTION 217.406	217.406 Short-term wholesale funding score.
12:2.0.1.1.18.9	SUBPART I	Subpart I - Application of Capital Rules
12:2.0.1.1.18.9.28.1	SECTION 217.501	217.501 The Board's Regulatory Capital Framework for Depository Institution Holding Companies Organized as Non-Stock Companies.
12:2.0.1.1.18.9.28.2	SECTION 217.502	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.
12:2.0.1.1.18.10	SUBPART 0
12:2.0.1.1.18.11.28.1.23	APPENDIX Appendix A	Appendix A to Part 217 - The Federal Reserve Board's Framework for Implementing the Countercyclical Capital Buffer