Many of the ones commonly considered to be “law enforcement agencies” per se are listed at https://en.wikipedia.org/wiki/Federal_law_enforcement_in_the... but there are many other federal agencies which might also be considered “law enforcement” under a broader interpretation of that term.
Different agencies have different focus, different mandate, different institutional powers, etc.
Arguably the functions established for the CFPB to perform could be undertaken by some other institution. But the point of the legislation and its implementation (which Warren and others worked very carefully on) was creating a semi-autonomous institution solely focused on consumer financial protection.
During the Obama years the CFPB was pretty effective, despite unified and extreme opposition from GOP politicians. (Its effectiveness explains why some folks were eager to see it defanged.)