The Bank of New York Mellon Trust Company, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 276.22% (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: 276.22% (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 283.37% +276.87 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 | $453.6M | 453,645 | RCFWP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $160.1M | 160,092 | RCFAA223 |
| Recomputed ratio | 283.37% | numerator / denominator | |
| Filed ratio | 283.37% | RCFAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +276.87 pp | $443.2M | capital that could be lost first |
Tier 1 risk-based capital ratio 283.37% +275.37 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 | $453.6M | 453,645 | RCFA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $160.1M | 160,092 | RCFAA223 |
| Recomputed ratio | 283.37% | numerator / denominator | |
| Filed ratio | 283.37% | RCFA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +275.37 pp | $440.8M | capital that could be lost first |
Total risk-based capital ratio 284.22% +274.22 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 | $455.0M | 455,014 | RCFA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $160.1M | 160,092 | RCFAA223 |
| Recomputed ratio | 284.22% | numerator / denominator | |
| Filed ratio | 284.22% | RCFA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +274.22 pp | $439.0M | capital that could be lost first |
Tier 1 leverage ratio 63.50% +58.50 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 | $453.6M | 453,645 | RCFA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $714.4M | 714,446 | RCFAA224 |
| Recomputed ratio | 63.50% | numerator / denominator | |
| Filed ratio | 63.50% | RCFA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +58.50 pp | $417.9M | capital that could be lost first |
Supplementary leverage ratio 63.50%
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 | $453.6M | 453,645 | RCFA8274 |
|---|---|---|---|
| Divided by total leverage exposure | $714.4M | 714,446 | RCFAH015 |
| Recomputed ratio | 63.50% | numerator / denominator | |
| Filed ratio | 63.50% | RCFAH036 |
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 | 109,850 | 109,609 | 109,284 | 108,987 | 108,683 | 108,496 | RCFAP742 |
| Retained earnings | 997,100 | 1,003,857 | 972,372 | 965,002 | 957,483 | 958,504 | RCFAKW00 |
| Accumulated other comprehensive income | (1) | (15) | 15 | 46 | 10 | (4) | RCFAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 1,106,949 | 1,113,451 | 1,081,671 | 1,074,035 | 1,066,176 | 1,066,996 | RCFAP840 |
| Adjustments and deductions from common equity Tier 1 | (653,304) | (653,304) | (653,304) | (653,305) | (653,305) | (653,305) | P859 - P840 |
| Common equity Tier 1 capital | 453,645 | 460,147 | 428,367 | 420,730 | 412,871 | 413,691 | RCFWP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP865 |
| Tier 1 capital | 453,645 | 460,147 | 428,367 | 420,730 | 412,871 | 413,691 | RCFA8274 |
| Tier 2 capital | 1,369 | 1,561 | 1,684 | 1,254 | 963 | 763 | RCFA5311 |
| Allowance includable in Tier 2 capital | 1,369 | 1,561 | 1,684 | 1,254 | 963 | 763 | RCFA5310 |
| Total capital | 455,014 | 461,708 | 430,051 | 421,984 | 413,834 | 414,454 | RCFA3792 |
| Total risk-weighted assets | 160,092 | 140,013 | 150,282 | 142,413 | 137,866 | 127,182 | RCFAA223 |
| Average total assets for the leverage ratio | 714,446 | 697,078 | 670,039 | 663,993 | 652,765 | 639,952 | RCFAA224 |
| Total leverage exposure | 714,446 | 697,078 | 670,039 | 663,993 | 652,765 | 639,952 | 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 | $380.3M | $23.2M | 6.10% | 14.49% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $523K | $0 | 0.00% | 0.00% | RC-R Part II, item 2.a, 2.b |
| All other assets | $139.0M | $136.9M | 98.50% | 85.51% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $3.3M | $0 | 0.00% | 0.00% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Market risk and other approaches | NA | $400 | NA | 0.00% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $160.1M | ties to item 31 ($160.1M) |
|---|---|---|
| Risk-weighted assets before deductions | $160.1M | RCFDB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $160.1M | 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 | 283.37% | 283.37% | 284.22% | 63.50% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 328.65% | 328.65% | 329.76% | 66.01% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 285.04% | 285.04% | 286.16% | 63.93% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 295.43% | 295.43% | 296.31% | 63.36% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 299.47% | 299.47% | 300.17% | 63.25% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 325.27% | 325.27% | 325.87% | 64.64% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | NA | NA | NA | 58.93% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | NA | NA | NA | 57.60% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | NA | NA | NA | 56.33% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | NA | NA | NA | 58.74% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | NA | NA | NA | 59.78% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | Risk-based | NA | NA | NA | 48.27% | 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 Bank of New York Mellon Trust Company, N.A. (this bank) | Risk-based | 283.37% | 283.37% | 284.22% | 63.50% | |
| Community Financial Services Bank | $1.37B | Risk-based | 13.52% | 13.52% | 14.77% | 10.33% |
| The City National Bank of Sulphur Springs | $1.37B | Risk-based | 13.75% | 13.75% | 15.00% | 9.78% |
| Texas Security Bank | $1.38B | Risk-based | 13.35% | 13.35% | 14.55% | 9.57% |
| Southstar Bank, S.S.B. | $1.37B | CBLR | NA | NA | NA | 13.28% |
| Ballston Spa National Bank | $1.37B | Risk-based | 12.52% | 12.52% | 14.66% | 8.74% |
| Truxton Trust Company | $1.37B | Risk-based | 14.02% | 14.02% | 14.92% | 9.27% |
| First National Bank of Tennessee | $1.38B | CBLR | NA | NA | NA | 11.55% |
| County National Bank | $1.36B | Risk-based | 11.01% | 11.01% | 12.16% | 9.34% |
| FM Bank and Trust | $1.36B | Risk-based | 10.42% | 10.42% | 11.67% | 8.62% |
| First American Bank and Trust | $1.38B | Risk-based | 24.75% | 24.75% | 26.00% | 13.81% |
| Peer 25th percentile | 12.15% | 12.15% | 13.96% | 9.28% | ||
| Peer median | 13.44% | 13.44% | 14.72% | 9.67% | ||
| Peer 75th percentile | 13.82% | 13.82% | 14.94% | 11.25% | ||
| This bank's percentile | 100 | 100 | 100 | 100 |
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/398668/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.