---
kind: "section"
citation: "12 C.F.R. § 217.155"
title: "12"
number: "217.155"
heading: "Equity derivative contracts."
url: "https://uscodex.org/cfr/12/217.155"
---

# §217.155. Equity derivative contracts.

- (a) Under the IMA, in addition to holding risk-based capital against an equity derivative contract under this part, a Board-regulated institution must hold risk-based capital against the counterparty credit risk in the equity derivative contract by also treating the equity derivative contract as a wholesale exposure and computing a supplemental risk-weighted asset amount for the contract under [§ 217.132](/cfr/12/217.132.md).
- (b) Under the SRWA, a Board-regulated institution may choose not to hold risk-based capital against the counterparty credit risk of equity derivative contracts, as long as it does so for all such contracts. Where the equity derivative contracts are subject to a qualified master netting agreement, a Board-regulated institution using the SRWA must either include all or exclude all of the contracts from any measure used to determine counterparty credit risk exposure.

## Notes

### Authority

Authority: 12 U.S.C. 248(a), 321-338a, 481-486, 1462a, 1467a, 1818, 1828, 1831n, 1831o, 1831p-1, 1831w, 1835, 1844(b), 1851, 3904, 3906-3909, 4808, 5365, 5368, 5371, 5371 note, and sec. 4012, Pub. L. 116-136, 134 Stat. 281.

### Source

Source: Reg. Q, 78 FR 62157, 62285, Oct. 11, 2013, unless otherwise noted.