Title 12

PART 252

Part 252 - Enhanced Prudential Standards (regulation Yy)

PART 252 - ENHANCED PRUDENTIAL STANDARDS (REGULATION YY) Authority:12 U.S.C. 321-338a, 481-486, 1467a, 1818, 1828, 1831n, 1831o, 1831p-1, 1831w, 1835, 1844(b), 1844(c), 3101 et seq., 3101 note, 3904, 3906-3909, 4808, 5361, 5362, 5365, 5366, 5367, 5368, 5371. Source:77 FR 62391, Oct. 12, 2012, unless otherwise noted.

12:4.0.1.1.20.1SUBPART A
Subpart A - General Provisions
12:4.0.1.1.20.1.3.1SECTION 252.1
   252.1 Authority and purpose.
12:4.0.1.1.20.1.3.2SECTION 252.2
   252.2 Definitions.
12:4.0.1.1.20.1.3.3SECTION 252.3
   252.3 Reservation of authority.
12:4.0.1.1.20.1.3.4SECTION 252.4
   252.4 Nonbank financial companies supervised by the Board.
12:4.0.1.1.20.1.3.5SECTION 252.5
   252.5 Categorization of banking organizations.
12:4.0.1.1.20.2SUBPART B
Subpart B - Company-Run Stress Test Requirements for State Member Banks With Total Consolidated Assets Over $250 Billion
12:4.0.1.1.20.2.3.1SECTION 252.10
   252.10 [Reserved]
12:4.0.1.1.20.2.3.2SECTION 252.11
   252.11 Authority and purpose.
12:4.0.1.1.20.2.3.3SECTION 252.12
   252.12 Definitions.
12:4.0.1.1.20.2.3.4SECTION 252.13
   252.13 Applicability.
12:4.0.1.1.20.2.3.5SECTION 252.14
   252.14 Stress test.
12:4.0.1.1.20.2.3.6SECTION 252.15
   252.15 Methodologies and practices.
12:4.0.1.1.20.2.3.7SECTION 252.16
   252.16 Reports of stress test results.
12:4.0.1.1.20.2.3.8SECTION 252.17
   252.17 Disclosure of stress test results.
12:4.0.1.1.20.3SUBPART C
Subpart C - Risk Committee Requirement for Bank Holding Companies With Total Consolidated Assets of $50 Billion or More and Less Than $100 Billion
12:4.0.1.1.20.3.3.1SECTION 252.20
   252.20 [Reserved]
12:4.0.1.1.20.3.3.2SECTION 252.21
   252.21 Applicability.
12:4.0.1.1.20.3.3.3SECTION 252.22
   252.22 Risk committee requirement for bank holding companies with total consolidated assets of $50 billion or more.
12:4.0.1.1.20.4SUBPART D
Subpart D - Enhanced Prudential Standards for Bank Holding Companies With Total Consolidated Assets of $100 Billion or More
12:4.0.1.1.20.4.3.1SECTION 252.30
   252.30 Scope.
12:4.0.1.1.20.4.3.2SECTION 252.31
   252.31 Applicability.
12:4.0.1.1.20.4.3.3SECTION 252.32
   252.32 Risk-based and leverage capital and stress test requirements.
12:4.0.1.1.20.4.3.4SECTION 252.33
   252.33 Risk-management and risk committee requirements.
12:4.0.1.1.20.4.3.5SECTION 252.34
   252.34 Liquidity risk-management requirements.
12:4.0.1.1.20.4.3.6SECTION 252.35
   252.35 Liquidity stress testing and buffer requirements.
12:4.0.1.1.20.5SUBPART E
Subpart E - Supervisory Stress Test Requirements for Certain U.S. Banking Organizations With $100 Billion or More in Total Consolidated Assets and Nonbank Financial Companies Supervised by the Board
12:4.0.1.1.20.5.3.1SECTION 252.40
   252.40 [Reserved]
12:4.0.1.1.20.5.3.2SECTION 252.41
   252.41 Authority and purpose.
12:4.0.1.1.20.5.3.3SECTION 252.42
   252.42 Definitions
12:4.0.1.1.20.5.3.4SECTION 252.43
   252.43 Applicability.
12:4.0.1.1.20.5.3.5SECTION 252.44
   252.44 Analysis conducted by the Board.
12:4.0.1.1.20.5.3.6SECTION 252.45
   252.45 Data and information required to be submitted in support of the Board's analyses.
12:4.0.1.1.20.5.3.7SECTION 252.46
   252.46 Review of the Board's analysis; publication of summary results.
12:4.0.1.1.20.5.3.8SECTION 252.47
   252.47 Corporate use of stress test results.
12:4.0.1.1.20.6SUBPART F
Subpart F - Company-Run Stress Test Requirements for Certain U.S. Bank Holding Companies and Nonbank Financial Companies Supervised by the Board
12:4.0.1.1.20.6.3.1SECTION 252.50
   252.50 [Reserved]
12:4.0.1.1.20.6.3.2SECTION 252.51
   252.51 Authority and purpose.
12:4.0.1.1.20.6.3.3SECTION 252.52
   252.52 Definitions.
12:4.0.1.1.20.6.3.4SECTION 252.53
   252.53 Applicability.
12:4.0.1.1.20.6.3.5SECTION 252.54
   252.54 Stress test.
12:4.0.1.1.20.6.3.6SECTION 252.55
   252.55 [Reserved]
12:4.0.1.1.20.6.3.7SECTION 252.56
   252.56 Methodologies and practices.
12:4.0.1.1.20.6.3.8SECTION 252.57
   252.57 Reports of stress test results.
12:4.0.1.1.20.6.3.9SECTION 252.58
   252.58 Disclosure of stress test results.
12:4.0.1.1.20.7SUBPART G
Subpart G - External Long-term Debt Requirement, External Total Loss-absorbing Capacity Requirement and Buffer, and Restrictions on Corporate Practices for U.S. Global Systemically Important Banking Organizations
12:4.0.1.1.20.7.3.1SECTION 252.60
   252.60 Applicability.
12:4.0.1.1.20.7.3.2SECTION 252.61
   252.61 Definitions.
12:4.0.1.1.20.7.3.3SECTION 252.62
   252.62 External long-term debt requirement.
12:4.0.1.1.20.7.3.4SECTION 252.63
   252.63 External total loss-absorbing capacity requirement and buffer.
12:4.0.1.1.20.7.3.5SECTION 252.64
   252.64 Restrictions on corporate practices of U.S. global systemically important banking organizations.
12:4.0.1.1.20.7.3.6SECTION 252.65
   252.65 Disclosure requirements.
12:4.0.1.1.20.8SUBPART H
Subpart H - Single-Counterparty Credit Limits
12:4.0.1.1.20.8.3.1SECTION 252.70
   252.70 Applicability and general provisions.
12:4.0.1.1.20.8.3.2SECTION 252.71
   252.71 Definitions.
12:4.0.1.1.20.8.3.3SECTION 252.72
   252.72 Credit exposure limits.
12:4.0.1.1.20.8.3.4SECTION 252.73
   252.73 Gross credit exposure.
12:4.0.1.1.20.8.3.5SECTION 252.74
   252.74 Net credit exposure.
12:4.0.1.1.20.8.3.6SECTION 252.75
   252.75 Investments in and exposures to securitization vehicles, investment funds, and other special purpose vehicles that are not subsidiaries of the covered company.
12:4.0.1.1.20.8.3.7SECTION 252.76
   252.76 Aggregation of exposures to more than one counterparty due to economic interdependence or control relationships.
12:4.0.1.1.20.8.3.8SECTION 252.77
   252.77 Exemptions.
12:4.0.1.1.20.8.3.9SECTION 252.78
   252.78 Compliance.
12:4.0.1.1.20.9SUBPART I
Subpart I - Requirements for Qualified Financial Contracts of Global Systemically Important Banking Organizations
12:4.0.1.1.20.9.3.1SECTION 252.81
   252.81 Definitions.
12:4.0.1.1.20.9.3.2SECTION 252.82
   252.82 Applicability.
12:4.0.1.1.20.9.3.3SECTION 252.83
   252.83 U.S. Special Resolution Regimes.
12:4.0.1.1.20.9.3.4SECTION 252.84
   252.84 Insolvency proceedings.
12:4.0.1.1.20.9.3.5SECTION 252.85
   252.85 Approval of enhanced creditor protection conditions.
12:4.0.1.1.20.9.3.6SECTION 252.86
   252.86 Foreign bank multi-branch master agreements.
12:4.0.1.1.20.9.3.7SECTION 252.87
   252.87 Identification of global systemically important foreign banking organizations.
12:4.0.1.1.20.9.3.8SECTION 252.88
   252.88 Exclusion of certain QFCs.
12:4.0.1.1.20.10SUBPART J
Subparts J-L [Reserved]
12:4.0.1.1.20.11SUBPART M
Subpart M - Risk Committee Requirement for Foreign Banking Organizations With Total Consolidated Assets of at Least $50 Billion but Less Than $100 Billion
12:4.0.1.1.20.11.3.1SECTION 252.130
   252.130 [Reserved]
12:4.0.1.1.20.11.3.2SECTION 252.131
   252.131 Applicability.
12:4.0.1.1.20.11.3.3SECTION 252.132
   252.132 Risk-committee requirements for foreign banking organizations with total consolidated assets of $50 billion or more but less than $100 billion.
12:4.0.1.1.20.12SUBPART N
Subpart N - Enhanced Prudential Standards for Foreign Banking Organizations With Total Consolidated Assets of $100 Billion or More and Combined U.S. Assets of Less Than $100 Billion
12:4.0.1.1.20.12.3.1SECTION 252.140
   252.140 Scope.
12:4.0.1.1.20.12.3.2SECTION 252.142
   252.142 Applicability.
12:4.0.1.1.20.12.3.3SECTION 252.143
   252.143 Risk-based and leverage capital requirements for foreign banking organizations with total consolidated assets of $250 billion or more and combined U.S. assets of less than $100 billion.
12:4.0.1.1.20.12.3.4SECTION 252.144
   252.144 Risk-management and risk-committee requirements for foreign banking organizations with total consolidated assets of $100 billion or more but combined U.S. assets of less than $100 billion.
12:4.0.1.1.20.12.3.5SECTION 252.145
   252.145 Liquidity risk-management requirements for foreign banking organizations with total consolidated assets of $250 billion or more and combined U.S. assets of less than $100 billion.
12:4.0.1.1.20.12.3.6SECTION 252.146
   252.146 Capital stress testing requirements for foreign banking organizations with total consolidated assets of $100 billion or more and combined U.S. assets of less than $100 billion.
12:4.0.1.1.20.12.3.7SECTION 252.147
   252.147 U.S. intermediate holding company requirement for foreign banking organizations with combined U.S. assets of less than $100 billion and U.S. non-branch assets of $50 billion or more.
12:4.0.1.1.20.13SUBPART O
Subpart O - Enhanced Prudential Standards for Foreign Banking Organizations With Total Consolidated Assets of $100 Billion or More and Combined U.S. Assets of $100 Billion or More
12:4.0.1.1.20.13.3.1SECTION 252.150
   252.150 Scope.
12:4.0.1.1.20.13.3.2SECTION 252.151
   252.151 [Reserved]
12:4.0.1.1.20.13.3.3SECTION 252.152
   252.152 Applicability.
12:4.0.1.1.20.13.3.4SECTION 252.153
   252.153 U.S. intermediate holding company requirement for foreign banking organizations with combined U.S. assets of $100 billion or more and U.S. non-branch assets of $50 billion or more.
12:4.0.1.1.20.13.3.5SECTION 252.154
   252.154 Risk-based and leverage capital requirements for foreign banking organizations with combined U.S. assets of $100 billion or more.
12:4.0.1.1.20.13.3.6SECTION 252.155
   252.155 Risk-management and risk-committee requirements for foreign banking organizations with combined U.S. assets of $100 billion or more.
12:4.0.1.1.20.13.3.7SECTION 252.156
   252.156 Liquidity risk-management requirements for foreign banking organizations with combined U.S. assets of $100 billion or more.
12:4.0.1.1.20.13.3.8SECTION 252.157
   252.157 Liquidity stress testing and buffer requirements for foreign banking organizations with combined U.S. assets of $100 billion or more.
12:4.0.1.1.20.13.3.9SECTION 252.158
   252.158 Capital stress testing requirements for foreign banking organizations with combined U.S. assets of $100 billion or more.
12:4.0.1.1.20.14SUBPART P
Subpart P - Covered IHC Long-Term Debt Requirement, Covered IHC Total Loss absorbing Capacity Requirement and Buffer, and Restrictions on Corporate Practices for Intermediate Holding Companies of Global Systemically Important Foreign Banking Organizations
12:4.0.1.1.20.14.3.1SECTION 252.160
   252.160 Applicability.
12:4.0.1.1.20.14.3.2SECTION 252.161
   252.161 Definitions.
12:4.0.1.1.20.14.3.3SECTION 252.162
   252.162 Covered IHC long-term debt requirement.
12:4.0.1.1.20.14.3.4SECTION 252.163
   252.163 Internal debt conversion order.
12:4.0.1.1.20.14.3.5SECTION 252.164
   252.164 Identification as a resolution Covered IHC or a non-resolution Covered IHC.
12:4.0.1.1.20.14.3.6SECTION 252.165
   252.165 Covered IHC total loss-absorbing capacity requirement and buffer.
12:4.0.1.1.20.14.3.7SECTION 252.166
   252.166 Restrictions on corporate practices of intermediate holding companies of global systemically important foreign banking organizations.
12:4.0.1.1.20.14.3.8SECTION 252.167
   252.167 Disclosure requirements for resolution Covered IHCs.
12:4.0.1.1.20.15SUBPART Q
Subpart Q - Single-Counterparty Credit Limits
12:4.0.1.1.20.15.3.1SECTION 252.170
   252.170 Applicability and general provisions.
12:4.0.1.1.20.15.3.2SECTION 252.171
   252.171 Definitions.
12:4.0.1.1.20.15.3.3SECTION 252.172
   252.172 Credit exposure limits.
12:4.0.1.1.20.15.3.4SECTION 252.173
   252.173 Gross credit exposure.
12:4.0.1.1.20.15.3.5SECTION 252.174
   252.174 Net credit exposure.
12:4.0.1.1.20.15.3.6SECTION 252.175
   252.175 Investments in and exposures to securitization vehicles, investment funds, and other special purpose vehicles that are not affiliates of the covered foreign entity.
12:4.0.1.1.20.15.3.7SECTION 252.176
   252.176 Aggregation of exposures to more than one counterparty due to economic interdependence or control relationships.
12:4.0.1.1.20.15.3.8SECTION 252.177
   252.177 Exemptions.
12:4.0.1.1.20.15.3.9SECTION 252.178
   252.178 Compliance.
12:4.0.1.1.20.16SUBPART R
Subparts R-T [Reserved]
12:4.0.1.1.20.17SUBPART U
Subpart U - Debt-to-Equity Limits for U.S. Bank Holding Companies and Foreign Banking Organizations
12:4.0.1.1.20.17.3.1SECTION 252.220
   252.220 Debt-to-equity limits for U.S. bank holding companies.
12:4.0.1.1.20.17.3.2SECTION 252.221
   252.221 Debt-to-equity limits for foreign banking organizations.
12:4.0.1.1.20.18SUBPART 0
12:4.0.1.1.20.19.3.1.11APPENDIX Appendix A
   Appendix A to Part 252 - Policy Statement on the Scenario Design Framework for Stress Testing
12:4.0.1.1.20.19.3.1.12APPENDIX Appendix B
   Appendix B to Part 252 - Stress Testing Policy Statement