Title 12, Part 217 — Capital Adequacy of Bank Holding Companies, Savings and Loan Holding Companies, and State Member Banks (Regulation Q)

Purpose, applicability, reservations of authority, and timing.

Definitions.

Operational requirements for counterparty credit risk.

§§ 217.4-217.9 [Reserved]

Minimum capital requirements.

Capital conservation buffer, countercyclical capital buffer amount, and GSIB surcharge.

Community bank leverage ratio framework.

§§ 217.13-217.19 [Reserved]

Capital components and eligibility criteria for regulatory capital instruments.

Minority interest.

Regulatory capital adjustments and deductions.

§§ 217.23-217.29 [Reserved]

Applicability.

Mechanics for calculating risk-weighted assets for general credit risk.

General risk weights.

Off-balance sheet exposures.

Derivative contracts.

Cleared transactions.

Guarantees and credit derivatives: substitution treatment.

Collateralized transactions.

Unsettled transactions.

§§ 217.39-217.40 [Reserved]

Operational requirements for securitization exposures.

Risk-weighted assets for securitization exposures.

Simplified supervisory formula approach (SSFA) and the gross-up approach.

Securitization exposures to which the SSFA and gross-up approach do not apply.

Recognition of credit risk mitigants for securitization exposures.

§§ 217.46-217.50 [Reserved]

Introduction and exposure measurement.

Simple risk-weight approach (SRWA).

Equity exposures to investment funds.

§§ 217.54-217.60 [Reserved]

Purpose and scope.

Disclosure requirements.

Disclosures by Board-regulated institutions described in § 217.61.

§§ 217.64-217.99 [Reserved]

Purpose, applicability, and principle of conservatism.

Definitions.

§§ 217.102-217.120 [Reserved]

Qualification process.

Qualification requirements.

Ongoing qualification.

Merger and acquisition transitional arrangements.

§§ 217.125-217.130 [Reserved]

Mechanics for calculating total wholesale and retail risk-weighted assets.

Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.

Cleared transactions.

Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.

Guarantees and credit derivatives: double default treatment.

Unsettled transactions.

§§ 217.137-217.140 [Reserved]

Operational criteria for recognizing the transfer of risk.

Risk-based capital requirement for securitization exposures.

Supervisory formula approach (SFA).

Simplified supervisory formula approach (SSFA).

Recognition of credit risk mitigants for securitization exposures.

§§ 217.146-217.150 [Reserved]

Introduction and exposure measurement.

Simple risk weight approach (SRWA).

Internal models approach (IMA).

Equity exposures to investment funds.

Equity derivative contracts.

§§ 217.156-217.160 [Reserved]

Qualification requirements for incorporation of operational risk mitigants.

Mechanics of risk-weighted asset calculation.

§§ 217.163-217.170 [Reserved]

Purpose and scope.

Disclosure requirements.

Disclosures by certain advanced approaches Board-regulated institutions and Category III Board-regulated institutions.

§§ 217.174-217.200 [Reserved]

Purpose, applicability, and reservation of authority.

Definitions.

Requirements for application of this subpart F.

Measure for market risk.

VaR-based measure.

Stressed VaR-based measure.

Specific risk.

Incremental risk.

Comprehensive risk.

Standardized measurement method for specific risk.

Simplified supervisory formula approach (SSFA).

Market risk disclosures.

§§ 217.213-217.299 [Reserved]

Transitions.

Current expected credit losses (CECL) transition.

Exposures Related the Money Market Mutual Fund Liquidity Facility.

Temporary exclusions from total leverage exposure.

Temporary changes to the community bank leverage ratio framework.

Exposures related to the Paycheck Protection Program Lending Facility.

Building Block Approach (BBA) capital conservation buffer transition.

Purpose and applicability.

Definitions.

Identification as a global systemically important BHC.

GSIB surcharge.

Method 1 score.

Method 2 score.

Short-term wholesale funding score.

The Board's Regulatory Capital Framework for Depository Institution Holding Companies Organized as Non-Stock Companies.

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.

Purpose, applicability, and reservations of authority.

Definitions.

BBA ratio and minimum requirements.

Capital conservation buffer.

Determination of building blocks.

Scaling parameters.

Capital requirements under the Building Block Approach.

Available capital resources under the Building Block Approach.