The Bank of New York Mellon: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 6.76% (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: 6.76% (RCFAH311).
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 14.56% +8.06 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 | $22.50B | 22,497,000 | RCFWP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $154.54B | 154,537,000 | RCFAA223 |
| Recomputed ratio | 14.56% | numerator / denominator | |
| Filed ratio | 14.56% | RCFAP793 | |
| Advanced approaches column | 16.15% | RCFWP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +8.06 pp | $12.45B | capital that could be lost first |
Tier 1 risk-based capital ratio 14.56% +6.56 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 | $22.50B | 22,497,000 | RCFA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $154.54B | 154,537,000 | RCFAA223 |
| Recomputed ratio | 14.56% | numerator / denominator | |
| Filed ratio | 14.56% | RCFA7206 | |
| Advanced approaches column | 16.15% | RCFW7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +6.56 pp | $10.13B | capital that could be lost first |
Total risk-based capital ratio 14.76% +4.76 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 | $22.81B | 22,810,000 | RCFA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $154.54B | 154,537,000 | RCFAA223 |
| Recomputed ratio | 14.76% | numerator / denominator | |
| Filed ratio | 14.76% | RCFA7205 | |
| Advanced approaches column | 16.18% | RCFW7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +4.76 pp | $7.36B | capital that could be lost first |
Tier 1 leverage ratio 6.20% +1.20 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 | $22.50B | 22,497,000 | RCFA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $362.93B | 362,928,000 | RCFAA224 |
| Recomputed ratio | 6.20% | numerator / denominator | |
| Filed ratio | 6.20% | RCFA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +1.20 pp | $4.35B | capital that could be lost first |
Supplementary leverage ratio 7.08%
Tier 1 capital over total leverage exposure, which adds off-balance-sheet exposures to on-balance-sheet assets. Filed by advanced-approaches and Category III banks.
| Tier 1 capital | $22.50B | 22,497,000 | RCFA8274 |
|---|---|---|---|
| Divided by total leverage exposure | $317.92B | 317,923,000 | RCFAH015 |
| Recomputed ratio | 7.08% | numerator / denominator | |
| Filed ratio | 7.08% | RCFAH036 |
Amounts in the middle column are thousands of dollars as filed. Ratios are the standardized column of Schedule RC-R Part I. This bank also files the advanced approaches column; the lower of the two binds, and the standardized ratios shown here are the lower ones.
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 | 14,412,000 | 14,247,000 | 14,078,000 | 13,989,000 | 13,883,000 | 13,804,000 | RCFAP742 |
| Retained earnings | 17,014,000 | 16,871,000 | 17,363,000 | 17,216,000 | 19,211,000 | 18,503,000 | RCFAKW00 |
| Accumulated other comprehensive income | (1,985,000) | (2,018,000) | (1,619,000) | (1,946,000) | (2,177,000) | (2,635,000) | RCFAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 29,441,000 | 29,100,000 | 29,822,000 | 29,259,000 | 30,917,000 | 29,672,000 | RCFAP840 |
| Adjustments and deductions from common equity Tier 1 | (6,944,000) | (6,952,000) | (6,976,000) | (6,990,000) | (7,016,000) | (6,924,000) | P859 - P840 |
| Common equity Tier 1 capital | 22,497,000 | 22,148,000 | 22,846,000 | 22,269,000 | 23,901,000 | 22,748,000 | RCFWP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP865 |
| Tier 1 capital | 22,497,000 | 22,148,000 | 22,846,000 | 22,269,000 | 23,901,000 | 22,748,000 | RCFA8274 |
| Tier 2 capital | 313,000 | 316,000 | 319,000 | 342,000 | 354,000 | 375,000 | RCFA5311 |
| Allowance includable in Tier 2 capital | 313,000 | 316,000 | 319,000 | 342,000 | 354,000 | 375,000 | RCFA5310 |
| Total capital | 22,810,000 | 22,464,000 | 23,165,000 | 22,611,000 | 24,255,000 | 23,123,000 | RCFA3792 |
| Total risk-weighted assets | 154,537,000 | 154,007,000 | 139,894,000 | 137,271,000 | 135,882,000 | 131,852,000 | RCFAA223 |
| Average total assets for the leverage ratio | 362,928,000 | 361,738,000 | 353,508,000 | 343,311,000 | 347,574,000 | 326,922,000 | RCFAA224 |
| Total leverage exposure | 317,923,000 | 307,143,000 | 298,058,000 | 290,517,000 | 291,360,000 | 281,695,000 | RCFAH015 |
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 | $152.39B | $7.50B | 4.92% | 4.85% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $142.87B | $14.25B | 9.97% | 9.22% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $76.47B | $47.99B | 62.75% | 31.05% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $3.21B | $1.68B | 52.26% | 1.09% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $34.0M | $51.0M | 150.00% | 0.03% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $5.0M | $7.5M | 150.00% | 0.00% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $43.40B | $26.03B | 59.97% | 16.84% | RC-R Part II, item 4.d, 5.d |
| All other assets | $20.37B | $19.35B | 94.99% | 12.52% | RC-R Part II, item 8 |
| Securitization exposures at 1250% | $14.0M | $175.0M | 1250.00% | 0.11% | RC-R Part II, item 9, 10 |
| Off-balance-sheet commitments and letters of credit | $18.44B | $16.99B | 92.13% | 10.99% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $20.13B | $13.07B | 64.93% | 8.46% | RC-R Part II, item 20, 21 |
| Unsettled transactions | $1.12B | $158.8M | 14.20% | 0.10% | RC-R Part II, item 22 |
| Market risk and other approaches | NA | $7.30B | NA | 4.72% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $147.24B | ties to item 31 ($147.24B) |
|---|---|---|
| Risk-weighted assets before deductions | $154.54B | RCFDB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $154.54B | RCFDG641, 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 | 14.56% | 14.56% | 14.76% | 6.20% | 13.63% | 13.73% | 14.82% | 9.14% |
| 1Q26 | Risk-based | 14.38% | 14.38% | 14.59% | 6.12% | 13.75% | 13.85% | 14.63% | 9.39% |
| 4Q25 | Risk-based | 16.33% | 16.33% | 16.56% | 6.46% | 15.01% | 15.02% | 16.07% | 9.33% |
| 3Q25 | Risk-based | 16.22% | 16.22% | 16.47% | 6.49% | 13.73% | 13.83% | 15.32% | 8.97% |
| 2Q25 | Risk-based | 17.59% | 17.59% | 17.85% | 6.88% | 13.76% | 13.94% | 15.59% | 9.21% |
| 1Q25 | Risk-based | 17.25% | 17.25% | 17.54% | 6.96% | 13.95% | 14.05% | 15.65% | 9.26% |
| 4Q24 | Risk-based | NA | NA | NA | 6.31% | 13.73% | 13.83% | 15.48% | 9.15% |
| 3Q24 | Risk-based | NA | NA | NA | 6.65% | 13.98% | 14.07% | 15.71% | 9.19% |
| 2Q24 | Risk-based | NA | NA | NA | 6.41% | 13.82% | 13.92% | 15.61% | 9.09% |
| 1Q24 | Risk-based | NA | NA | NA | 6.53% | 13.77% | 13.87% | 15.42% | 9.12% |
| 4Q23 | Risk-based | NA | NA | NA | 6.65% | 13.68% | 13.78% | 15.32% | 9.05% |
| 3Q23 | Risk-based | NA | NA | NA | 6.61% | 13.62% | 13.62% | 15.29% | 9.10% |
NA means not filed for that quarter: a community bank leverage ratio filer files no risk-based ratios, and for this advanced-approaches bank the risk-based ratios of quarters without served Schedule RC-R detail are withheld rather than shown from the advanced column. 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 Bank of New York Mellon (this bank) | Risk-based | 14.56% | 14.56% | 14.76% | 6.20% | |
| Morgan Stanley Bank, N.A. | $419.32B | Risk-based | 18.25% | 18.25% | 18.71% | 10.44% |
| State Street Bank and Trust Company | $412.62B | Risk-based | 14.72% | 14.72% | 15.21% | 5.85% |
| TD Bank, N.A. | $342.80B | Risk-based | 16.16% | 16.16% | 17.41% | 10.32% |
| Truist Bank | $548.35B | Risk-based | 12.11% | 12.11% | 13.62% | 9.82% |
| Fifth Third Bank, N.A. | $299.18B | Risk-based | 11.70% | 11.70% | 12.95% | 9.99% |
| The Huntington National Bank | $283.07B | Risk-based | 11.82% | 12.02% | 13.84% | 9.30% |
| BMO Bank N.A. | $254.97B | Risk-based | 14.97% | 14.99% | 16.24% | 11.29% |
| Charles Schwab Bank, SSB | $250.83B | Risk-based | 30.14% | 30.14% | 30.19% | 10.65% |
| Morgan Stanley Private Bank, N.A. | $250.43B | Risk-based | 24.99% | 24.99% | 25.58% | 6.65% |
| PNC Bank, N.A. | $609.77B | Risk-based | 11.20% | 11.20% | 12.82% | 8.98% |
| Peer 25th percentile | 11.89% | 12.04% | 13.67% | 9.06% | ||
| Peer median | 14.85% | 14.85% | 15.73% | 9.90% | ||
| Peer 75th percentile | 17.73% | 17.73% | 18.39% | 10.41% | ||
| This bank's percentile | 40 | 40 | 40 | 10 |
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/541101/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.