12 CFR 217; as amended
effective January 1, 2024
Subpart A—General
Provisions
*
- Section
-
Purpose, applicability,
reservations of authority, and timing
-
Definitions
-
Operational requirements
for counterparty credit risk
-
[Reserved]
- Subpart B—Capital Ratio Requirements and Buffers
- Section
-
Minimum capital requirements
-
Capital conservation buffer,
countercyclical capital buffer amount, and GSIB surcharge
-
Community bank leverage
ratio framework
-
[Reserved]
- Subpart C—Definition of Capital
- Subpart D—Risk-Weighted Assets—Standardized
Approach
- Section
-
Applicability
- Risk-Weighted Assets for General Credit Risk
-
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
- Risk-Weighted Assets for Unsettled Transactions
-
Unsettled transactions
-
[Reserved]
- Risk-Weighted Assets for Securitization Exposures
-
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
-
[Reserved]
- Risk-Weighted Assets for Equity Exposures
-
Introduction and exposure
measurement
-
Simple risk-weight approach
(SRWA)
-
Equity exposures to investment
funds
-
[Reserved]
- Disclosures
-
Purpose and scope
-
Disclosure requirements
-
Disclosures by Board-regulated
institutions described in section 217.61
-
[Reserved]
- Subpart E—Risk-Weighted Assets—Internal
Ratings-Based and Advanced Measurement Approaches
- Section
-
Purpose, applicability,
and principle of conservatism
-
Definitions
-
[Reserved]
- Qualification
-
Qualification process
-
Qualification requirements
-
Ongoing qualification
-
Merger and acquisition transitional
arrangements
-
[Reserved]
- Risk-Weighted Assets for General Credit Risk
-
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
-
[Reserved]
- Risk-Weighted Assets for Securitization Exposures
-
Operational criteria for
recognizing the transfer of risk
-
Risk-weighted assets for
securitization exposures
-
Supervisory formula approach
(SFA)
-
Simplified supervisory formula
approach (SSFA)
-
Recognition of credit risk
mitigants for securitization exposures
-
[Reserved]
- Risk-Weighted Assets for Equity Exposures
-
Introduction and exposure
measurement
-
Simple risk weight approach
(SRWA)
-
Internal models approach
(IMA)
-
Equity exposures to investment
funds
-
Equity derivative contracts
-
[Reserved]
- Risk-Weighted Assets for Operational Risk
-
Qualification requirements
for incorporation of operational risk mitigants
-
Mechanics of risk-weighted
asset calculation
-
[Reserved]
- Disclosures
-
Purpose and scope
-
Disclosure requirements
-
Disclosures by certain advanced
approaches Board-regulated institutions and Category III Board-regulated
institutions
-
[Reserved]
- Subpart F—Risk-Weighted Assets—Market
Risk
- Section
-
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
-
[Reserved]
- Subpart G—Transition Provisions
- Section
-
Transitions
-
Current expected credit
losses (CECL) transition
-
Exposures related to 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
- Subpart H—Risk-Based Capital Surcharge for
Global Systemically Important Bank Holding Companies
- Section
-
Purpose and applicability
-
Definitions
-
Identification as a global
systemically important BHC
-
GSIB surcharge
-
Method 1 score
-
Method 2 score
-
Short-term wholesale funding
score
- Appendix to subpart H—Calibrating
the GSIB surcharge
- Subpart I—Application of Capital Rules
- Section
-
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
- Subpart J—Risk-Based Capital Requirements for
Board-Regulated Institutions Significantly Engaged in Insurance Activities
- Section
-
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
AUTHORITY: 12 U.S.C.
248(a), 321-338a, 481-486, 1462a, 1467a, 1818, 1828, 1831n, 1831o,
1831p-l, 1831w, 1835, 1844(b), 1851, 3904, 3906-3909, 4808, 5365,
5368, 5371, and 5371 note; Pub. L. 116-136, 134 Stat. 281.
