BankUnited, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 5.90% (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: 5.90% (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 13.01% +6.51 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 | $3.32B | 3,321,226 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $25.52B | 25,523,196 | RCOAA223 |
| Recomputed ratio | 13.01% | numerator / denominator | |
| Filed ratio | 13.01% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +6.51 pp | $1.66B | capital that could be lost first |
Tier 1 risk-based capital ratio 13.01% +5.01 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 | $3.32B | 3,321,226 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $25.52B | 25,523,196 | RCOAA223 |
| Recomputed ratio | 13.01% | numerator / denominator | |
| Filed ratio | 13.01% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +5.01 pp | $1.28B | capital that could be lost first |
Total risk-based capital ratio 13.90% +3.90 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 | $3.55B | 3,546,605 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $25.52B | 25,523,196 | RCOAA223 |
| Recomputed ratio | 13.90% | numerator / denominator | |
| Filed ratio | 13.90% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +3.90 pp | $994.3M | capital that could be lost first |
Tier 1 leverage ratio 9.43% +4.43 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 | $3.32B | 3,321,226 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $35.23B | 35,232,525 | RCOAA224 |
| Recomputed ratio | 9.43% | numerator / denominator | |
| Filed ratio | 9.43% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.43 pp | $1.56B | 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 | 1,605,384 | 1,605,384 | 1,605,384 | 1,605,384 | 1,605,384 | 1,605,384 | RCOAP742 |
| Retained earnings | 1,793,060 | 1,789,586 | 1,751,161 | 1,796,725 | 1,761,971 | 1,831,631 | RCOAKW00 |
| Accumulated other comprehensive income | (216,941) | (203,079) | (189,595) | (205,158) | (231,243) | (236,234) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 3,181,503 | 3,191,891 | 3,166,950 | 3,196,951 | 3,136,112 | 3,200,781 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | 139,723 | 125,872 | 112,361 | 127,485 | 153,410 | 158,223 | P859 - P840 |
| Common equity Tier 1 capital | 3,321,226 | 3,317,763 | 3,279,311 | 3,324,436 | 3,289,522 | 3,359,004 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 3,321,226 | 3,317,763 | 3,279,311 | 3,324,436 | 3,289,522 | 3,359,004 | RCOA8274 |
| Tier 2 capital | 225,379 | 216,232 | 227,732 | 227,100 | 230,181 | 227,231 | RCOA5311 |
| Allowance includable in Tier 2 capital | 225,379 | 216,232 | 227,732 | 227,100 | 230,181 | 227,231 | RCOA5310 |
| Total capital | 3,546,605 | 3,533,995 | 3,507,043 | 3,551,536 | 3,519,703 | 3,586,235 | RCOA3792 |
| Total risk-weighted assets | 25,523,196 | 25,738,187 | 25,763,300 | 25,195,007 | 25,389,043 | 25,040,364 | RCOAA223 |
| Average total assets for the leverage ratio | 35,232,525 | 35,248,946 | 35,379,085 | 35,123,820 | 35,455,964 | 35,252,128 | 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 | $367.9M | $947K | 0.26% | 0.00% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $3.47B | $463.8M | 13.36% | 1.82% | RC-R Part II, item 2.a, 2.b |
| Loans: residential mortgage | $7.05B | $3.34B | 47.32% | 13.07% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $66.7M | $100.1M | 150.00% | 0.39% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $201.8M | $261.6M | 129.66% | 1.03% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $16.62B | $16.46B | 99.06% | 64.49% | RC-R Part II, item 4.d, 5.d |
| All other assets | $1.19B | $929.1M | 78.02% | 3.64% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $2.57B | $2.58B | 100.10% | 10.10% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $135.2M | $98.9M | 73.15% | 0.39% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $1.30B | NA | 5.08% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $24.23B | ties to item 31 ($24.23B) |
|---|---|---|
| Risk-weighted assets before deductions | $25.52B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $25.52B | 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 | 13.01% | 13.01% | 13.90% | 9.43% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 12.89% | 12.89% | 13.73% | 9.41% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 12.73% | 12.73% | 13.61% | 9.27% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 13.19% | 13.19% | 14.10% | 9.46% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 12.96% | 12.96% | 13.86% | 9.28% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 13.41% | 13.41% | 14.32% | 9.53% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 13.70% | 13.70% | 14.59% | 9.67% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 13.63% | 13.63% | 14.55% | 9.59% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 13.46% | 13.46% | 14.36% | 9.55% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 13.41% | 13.41% | 14.30% | 9.32% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 13.09% | 13.09% | 13.89% | 9.11% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 13.17% | 13.17% | 13.93% | 9.08% | 12.66% | 12.67% | 13.78% | 9.78% |
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 |
|---|---|---|---|---|---|---|
| BankUnited, N.A. (this bank) | Risk-based | 13.01% | 13.01% | 13.90% | 9.43% | |
| Banc of California | $34.90B | Risk-based | 12.68% | 12.68% | 13.74% | 9.64% |
| Commerce Bank | $35.02B | Risk-based | 15.11% | 15.11% | 15.92% | 11.43% |
| First National Bank of Omaha | $34.20B | Risk-based | 12.64% | 12.64% | 13.92% | 10.83% |
| United Bank | $33.64B | Risk-based | 13.69% | 13.69% | 14.91% | 11.60% |
| Texas Capital Bank | $33.62B | Risk-based | 12.35% | 12.35% | 13.53% | 10.67% |
| Hancock Whitney Bank | $36.33B | Risk-based | 12.86% | 12.86% | 14.06% | 10.59% |
| Fulton Bank, N.A. | $32.56B | Risk-based | 13.03% | 13.21% | 14.46% | 10.20% |
| TD Bank USA, N.A. | $32.13B | Risk-based | 31.20% | 31.20% | 32.53% | 11.56% |
| Atlantic Union Bank | $38.02B | Risk-based | 13.02% | 13.02% | 13.99% | 11.45% |
| Glacier Bank | $31.58B | Risk-based | 12.99% | 12.99% | 14.21% | 10.10% |
| Peer 25th percentile | 12.73% | 12.73% | 13.94% | 10.30% | ||
| Peer median | 13.00% | 13.00% | 14.14% | 10.75% | ||
| Peer 75th percentile | 13.53% | 13.57% | 14.80% | 11.44% | ||
| This bank's percentile | 50 | 50 | 20 | 0 |
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/3938186/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.