The American National Bank of Texas: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 5.55% (2Q26), against the 2.50% a bank must hold above each risk-based minimum to pay dividends and discretionary bonuses without limits. The buffer is the smallest of the three cushions over the minimums; here the binding ratio is Total capital. The bank clears the requirement. Filed figure: 5.55% (RCOAH311).
What each ratio is made of, 2Q26
Open a ratio to see its numerator and denominator as filed, our recomputation, and how far it sits above each regulatory line.
Common equity Tier 1 ratio 12.30% +5.80 pp over well capitalized
Common equity Tier 1 is the loss-absorbing core: common stock, retained earnings and most of accumulated other comprehensive income, less goodwill, intangibles and other deductions. It is measured against risk-weighted assets.
| Common equity Tier 1 capital | $504.3M | 504,338 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.10B | 4,101,104 | RCOAA223 |
| Recomputed ratio | 12.30% | numerator / denominator | |
| Filed ratio | 12.30% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +5.80 pp | $237.8M | capital that could be lost first |
Tier 1 risk-based capital ratio 12.30% +4.30 pp over well capitalized
Tier 1 adds additional Tier 1 instruments, such as qualifying noncumulative perpetual preferred stock, to common equity Tier 1. Measured against risk-weighted assets.
| Tier 1 capital | $504.3M | 504,338 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.10B | 4,101,104 | RCOAA223 |
| Recomputed ratio | 12.30% | numerator / denominator | |
| Filed ratio | 12.30% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +4.30 pp | $176.2M | capital that could be lost first |
Total risk-based capital ratio 13.55% +3.55 pp over well capitalized
Total capital adds Tier 2, mostly qualifying subordinated debt and the allowance for credit losses up to 1.25% of risk-weighted assets, to Tier 1. Measured against risk-weighted assets.
| Total capital | $555.6M | 555,601 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.10B | 4,101,104 | RCOAA223 |
| Recomputed ratio | 13.55% | numerator / denominator | |
| Filed ratio | 13.55% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +3.55 pp | $145.5M | capital that could be lost first |
Tier 1 leverage ratio 8.84% +3.84 pp over well capitalized
Tier 1 capital over average total assets for the quarter, with no risk weighting. It caps how far a bank can grow on low-risk-weight assets.
| Tier 1 capital | $504.3M | 504,338 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $5.70B | 5,703,363 | RCOAA224 |
| Recomputed ratio | 8.84% | numerator / denominator | |
| Filed ratio | 8.84% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +3.84 pp | $219.2M | capital that could be lost first |
Amounts in the middle column are thousands of dollars as filed. Ratios are the standardized column of Schedule RC-R Part I.
The capital stack, $ thousands
From common equity to total capital, then the denominators the ratios divide by. Negatives in parentheses.
| Line | 2Q26 | 1Q26 | 4Q25 | 3Q25 | 2Q25 | 1Q25 | Source |
|---|---|---|---|---|---|---|---|
| Common stock plus related surplus, net of treasury stock | 138,443 | 138,443 | 138,443 | 138,443 | 138,443 | 138,443 | RCOAP742 |
| Retained earnings | 389,263 | 387,566 | 378,476 | 385,471 | 383,194 | 384,305 | RCOAKW00 |
| Accumulated other comprehensive income | (199,530) | (198,165) | (194,022) | (202,359) | (237,461) | (255,471) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 328,176 | 327,844 | 322,897 | 321,555 | 284,176 | 267,277 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | 176,162 | 174,796 | 170,644 | 178,982 | 214,085 | 232,095 | P859 - P840 |
| Common equity Tier 1 capital | 504,338 | 502,640 | 493,541 | 500,537 | 498,261 | 499,372 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 504,338 | 502,640 | 493,541 | 500,537 | 498,261 | 499,372 | RCOA8274 |
| Tier 2 capital | 51,263 | 51,025 | 50,815 | 49,006 | 47,740 | 48,018 | RCOA5311 |
| Allowance includable in Tier 2 capital | 51,263 | 51,025 | 50,815 | 49,006 | 47,740 | 48,018 | RCOA5310 |
| Total capital | 555,601 | 553,665 | 544,356 | 549,543 | 546,001 | 547,390 | RCOA3792 |
| Total risk-weighted assets | 4,101,104 | 4,144,986 | 4,145,666 | 4,114,346 | 4,033,790 | 3,980,217 | RCOAA223 |
| Average total assets for the leverage ratio | 5,703,363 | 5,840,948 | 5,741,189 | 5,715,270 | 5,726,064 | 5,749,736 | RCOAA224 |
Risk-weighted assets by exposure category, 2Q26
Each category's exposure is filed across the risk-weight columns of Schedule RC-R Part II; its risk-weighted assets are each allocation times its weight. The average risk weight says how much capital a dollar of that exposure consumes.
| Category | Exposure | Risk-weighted | Avg weight | Share of RWA | Source |
|---|---|---|---|---|---|
| Cash and balances due | $119.2M | $5.8M | 4.85% | 0.14% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $1.99B | $491.9M | 24.78% | 11.99% | RC-R Part II, item 2.a, 2.b |
| Loans: residential mortgage | $883.7M | $604.2M | 68.37% | 14.73% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $28.8M | $43.2M | 150.00% | 1.05% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $1.5M | $2.2M | 150.00% | 0.05% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $2.49B | $2.31B | 92.75% | 56.24% | RC-R Part II, item 4.d, 5.d |
| All other assets | $237.9M | $319.6M | 134.34% | 7.79% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $309.1M | $293.1M | 94.82% | 7.15% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $229K | $114K | 50.00% | 0.00% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $34.6M | NA | 0.84% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $4.07B | ties to item 31 ($4.07B) |
|---|---|---|
| Risk-weighted assets before deductions | $4.10B | RCONB704 |
| Less: excess allowance for credit losses | $14K | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $4.10B | RCONG641, ties |
12 quarters against the asset-tier median
| Quarter | Framework | CET1 | Tier 1 | Total capital | Leverage | Tier median CET1 | Tier median Tier 1 | Tier median Total capital | Tier median Leverage |
|---|---|---|---|---|---|---|---|---|---|
| 2Q26 | Risk-based | 12.30% | 12.30% | 13.55% | 8.84% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 12.13% | 12.13% | 13.36% | 8.61% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 11.90% | 11.90% | 13.13% | 8.60% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 12.17% | 12.17% | 13.36% | 8.76% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 12.35% | 12.35% | 13.54% | 8.70% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 12.55% | 12.55% | 13.75% | 8.69% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | 12.60% | 12.60% | 13.79% | 8.52% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | 13.15% | 13.15% | 14.30% | 8.72% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | 13.01% | 13.01% | 14.11% | 8.48% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | 12.94% | 12.94% | 14.09% | 8.07% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | 12.75% | 12.75% | 13.93% | 8.05% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | Risk-based | 12.36% | 12.36% | 13.55% | 8.20% | 12.78% | 12.79% | 13.93% | 10.03% |
NA means not filed for that quarter: a community bank leverage ratio filer files no risk-based ratios. Tier medians are the served benchmark for banks in the same asset tier.
Against similar banks, 2Q26
| Bank | Assets | Framework | CET1 | Tier 1 | Total capital | Leverage |
|---|---|---|---|---|---|---|
| The American National Bank of Texas (this bank) | Risk-based | 12.30% | 12.30% | 13.55% | 8.84% | |
| Northfield Bank | $5.50B | CBLR | NA | NA | NA | 13.13% |
| Great Southern Bank | $5.53B | Risk-based | 13.22% | 13.22% | 14.47% | 11.25% |
| First Internet Bank of Indiana | $5.53B | Risk-based | 10.84% | 10.84% | 12.09% | 7.57% |
| Coastal Community Bank | $5.45B | Risk-based | 10.97% | 10.97% | 12.27% | 9.13% |
| Institution for Savings in Newburyport and Its Vicinity | $5.56B | Risk-based | 16.21% | 16.21% | 16.56% | 12.66% |
| Green Dot Bank | $5.44B | Risk-based | 31.97% | 31.97% | 32.43% | 8.59% |
| Peoples Security Bank and Trust Company | $5.43B | Risk-based | 12.75% | 12.75% | 13.74% | 10.46% |
| Broadway National Bank | $5.42B | Risk-based | 16.72% | 16.72% | 17.73% | 10.93% |
| Stride Bank, N.A. | $5.42B | Risk-based | 18.76% | 18.76% | 19.84% | 8.37% |
| The Canandaigua National Bank and Trust Company | $5.41B | Risk-based | 12.34% | 12.34% | 13.38% | 9.01% |
| Peer 25th percentile | 12.34% | 12.34% | 13.38% | 8.69% | ||
| Peer median | 13.22% | 13.22% | 14.47% | 9.79% | ||
| Peer 75th percentile | 16.72% | 16.72% | 17.73% | 11.17% | ||
| This bank's percentile | 22 | 22 | 33 | 30 |
Peer ratios use the same basis as this bank: the standardized column of Schedule RC-R where served, the filed summary otherwise. Similar banks are the nearest banks by size in the same asset tier.
Source: FFIEC Call Report Schedule RC-R, Parts I and II, as filed. Well capitalized means at least 6.5% CET1, 8% Tier 1, 10% total capital and 5% leverage under the prompt corrective action rules; a community bank leverage ratio filer must instead hold the leverage ratio its framework requires. The same figures are in the API at /api/v1/banks/599764/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.