Source: https://www.law.cornell.edu/cfr/text/12/217.151
Timestamp: 2019-05-20 04:42:50
Document Index: 562901135

Matched Legal Cases: ['§ 217', '§ 217', '§ 217', '§ 217', '§ 217', '§ 217', '§ 217', '§ 217', '§ 217']

12 CFR § 217.151 - Introduction and exposure measurement. | CFR | US Law | LII / Legal Information Institute
Section 217.151. Introduction and exposure measurement.
12 CFR § 217.151 - Introduction and exposure measurement.
§ 217.151 Introduction and exposure measurement.
(1) To calculate its risk-weighted asset amounts for equity exposures that are not equity exposures to investment funds, a Board-regulated institution may apply either the Simple Risk Weight Approach (SRWA) in § 217.152 or, if it qualifies to do so, the Internal Models Approach (IMA) in § 217.153. A Board-regulated institution must use the look-through approaches provided in § 217.154 to calculate its risk-weighted asset amounts for equity exposures to investment funds.
(2) A Board-regulated institution must treat an investment in a separate account (as defined in § 217.2), as if it were an equity exposure to an investment fund as provided in § 217.154.
(3)Stable value protection.
(iii) A Board-regulated institution that provides stable value protection must treat the exposure as an equity derivative with an adjusted carrying value determined as the sum of § 217.151(b)(1) and (2).
(b)Adjusted carrying value. For purposes of this subpart, the adjusted carrying value of an equity exposure is: