Contents
- 217.1 Purpose, applicability, reservations of authority, and timing.
- 217.10 Minimum capital requirements.
- 217.100 Purpose, applicability, and principle of conservatism.
- 217.101 Definitions.
- 217.102-217.120 -217.120 [Reserved]
- 217.11 Capital conservation buffer, countercyclical capital buffer amount, and GSIB surcharge.
- 217.12 Community bank leverage ratio framework.
- 217.121 Qualification process.
- 217.122 Qualification requirements.
- 217.123 Ongoing qualification.
- 217.124 Merger and acquisition transitional arrangements.
- 217.125-217.130 -217.130 [Reserved]
- 217.13-217.19 -217.19 [Reserved]
- 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 -217.140 [Reserved]
- 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 -217.150 [Reserved]
- 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 -217.160 [Reserved]
- 217.161 Qualification requirements for incorporation of operational risk mitigants.
- 217.162 Mechanics of risk-weighted asset calculation.
- 217.163-217.170 -217.170 [Reserved]
- 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 -217.200 [Reserved]
- 217.2 Definitions.
- 217.20 Capital components and eligibility criteria for regulatory capital instruments.
- 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.
- 217.21 Minority interest.
- 217.210 Standardized measurement method for specific risk.
- 217.211 Simplified supervisory formula approach (SSFA).
- 217.212 Market risk disclosures.
- 217.213-217.299 -217.299 [Reserved]
- 217.22 Regulatory capital adjustments and deductions.
- 217.23-217.29 -217.29 [Reserved]
- 217.3 Operational requirements for counterparty credit risk.
- 217.30 Applicability.
- 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 [Reserved]
- 217.305 Exposures related to the Paycheck Protection Program Lending Facility.
- 217.306 Building Block Approach (BBA) capital conservation buffer transition.
- 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.
- 217.39-217.40 -217.40 [Reserved]
- 217.4-217.9 -217.9 [Reserved]
- 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.
- 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 -217.50 [Reserved]
- 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.
- 217.51 Introduction and exposure measurement.
- 217.52 Simple risk-weight approach (SRWA).
- 217.53 Equity exposures to investment funds.
- 217.54-217.60 -217.60 [Reserved]
- 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.
- 217.61 Purpose and scope.
- 217.62 Disclosure requirements.
- 217.63 Disclosures by Board-regulated institutions described in § 217.61.
- 217.64-217.99 -217.99 [Reserved]
Contents
2,351 provisions, too many to show on one page. Open a part or section to read it with its history and connections, or search inside the text.
- 217.1 · Purpose, applicability, reservations of authority, and timing.
- 217.10 · Minimum capital requirements.
- 217.100 · Purpose, applicability, and principle of conservatism.
- 217.101 · Definitions.
- 217.102-217.120 · -217.120 [Reserved]
- 217.11 · Capital conservation buffer, countercyclical capital buffer amount, and GSIB surcharge.
- 217.12 · Community bank leverage ratio framework.
- 217.121 · Qualification process.
- 217.122 · Qualification requirements.
- 217.123 · Ongoing qualification.
- 217.124 · Merger and acquisition transitional arrangements.
- 217.125-217.130 · -217.130 [Reserved]
- 217.13-217.19 · -217.19 [Reserved]
- 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 · -217.140 [Reserved]
- 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 · -217.150 [Reserved]
- 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 · -217.160 [Reserved]
- 217.161 · Qualification requirements for incorporation of operational risk mitigants.
- 217.162 · Mechanics of risk-weighted asset calculation.
- 217.163-217.170 · -217.170 [Reserved]
- 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 · -217.200 [Reserved]
- 217.2 · Definitions.
- 217.20 · Capital components and eligibility criteria for regulatory capital instruments.
- 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.
- 217.21 · Minority interest.
- 217.210 · Standardized measurement method for specific risk.
- 217.211 · Simplified supervisory formula approach (SSFA).
- 217.212 · Market risk disclosures.
- 217.213-217.299 · -217.299 [Reserved]
- 217.22 · Regulatory capital adjustments and deductions.
- 217.23-217.29 · -217.29 [Reserved]
- 217.3 · Operational requirements for counterparty credit risk.
- 217.30 · Applicability.
- 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 · [Reserved]
- 217.305 · Exposures related to the Paycheck Protection Program Lending Facility.
- 217.306 · Building Block Approach (BBA) capital conservation buffer transition.
- 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.
- 217.39-217.40 · -217.40 [Reserved]
- 217.4-217.9 · -217.9 [Reserved]
- 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.
- 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 · -217.50 [Reserved]
- 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.
- 217.51 · Introduction and exposure measurement.
- 217.52 · Simple risk-weight approach (SRWA).
- 217.53 · Equity exposures to investment funds.
- 217.54-217.60 · -217.60 [Reserved]
- 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.
- 217.61 · Purpose and scope.
- 217.62 · Disclosure requirements.
- 217.63 · Disclosures by Board-regulated institutions described in § 217.61.
- 217.64-217.99 · -217.99 [Reserved]
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