Barrington Bank & Trust Company, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 3.53% (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: 3.53% (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 10.91% +4.41 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 | $500.6M | 500,599 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.59B | 4,589,838 | RCOAA223 |
| Recomputed ratio | 10.91% | numerator / denominator | |
| Filed ratio | 10.91% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +4.41 pp | $202.3M | capital that could be lost first |
Tier 1 risk-based capital ratio 10.91% +2.91 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 | $500.6M | 500,599 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.59B | 4,589,838 | RCOAA223 |
| Recomputed ratio | 10.91% | numerator / denominator | |
| Filed ratio | 10.91% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +2.91 pp | $133.4M | capital that could be lost first |
Total risk-based capital ratio 11.53% +1.53 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 | $529.3M | 529,348 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.59B | 4,589,838 | RCOAA223 |
| Recomputed ratio | 11.53% | numerator / denominator | |
| Filed ratio | 11.53% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +1.53 pp | $70.4M | capital that could be lost first |
Tier 1 leverage ratio 10.08% +5.08 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 | $500.6M | 500,599 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $4.97B | 4,966,072 | RCOAA224 |
| Recomputed ratio | 10.08% | numerator / denominator | |
| Filed ratio | 10.08% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +5.08 pp | $252.3M | 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 | 208,394 | 208,156 | 207,906 | 207,616 | 207,361 | 207,092 | RCOAP742 |
| Retained earnings | 344,285 | 332,244 | 332,904 | 348,931 | 332,073 | 318,180 | RCOAKW00 |
| Accumulated other comprehensive income | (24,862) | (23,755) | (21,080) | (22,602) | (27,798) | (28,432) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 527,817 | 516,645 | 519,730 | 533,945 | 511,636 | 496,840 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (27,218) | (26,577) | (27,936) | (21,670) | (22,406) | (27,800) | P859 - P840 |
| Common equity Tier 1 capital | 500,599 | 490,068 | 491,794 | 512,275 | 489,230 | 469,040 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 500,599 | 490,068 | 491,794 | 512,275 | 489,230 | 469,040 | RCOA8274 |
| Tier 2 capital | 28,749 | 29,061 | 27,631 | 25,199 | 24,000 | 22,830 | RCOA5311 |
| Allowance includable in Tier 2 capital | 28,749 | 29,061 | 27,631 | 25,199 | 24,000 | 22,830 | RCOA5310 |
| Total capital | 529,348 | 519,129 | 519,425 | 537,474 | 513,230 | 491,870 | RCOA3792 |
| Total risk-weighted assets | 4,589,838 | 4,517,078 | 4,499,754 | 4,539,302 | 4,406,673 | 4,217,188 | RCOAA223 |
| Average total assets for the leverage ratio | 4,966,072 | 4,685,525 | 4,717,951 | 4,722,108 | 4,489,089 | 4,323,582 | 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 | $289.1M | $3.1M | 1.07% | 0.07% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $524.2M | $105.9M | 20.19% | 2.31% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $64.0M | $12.8M | 20.00% | 0.28% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $1.05B | $522.8M | 49.80% | 11.39% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $12.5M | $18.7M | 150.00% | 0.41% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $9.2M | $13.8M | 150.00% | 0.30% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $2.83B | $2.80B | 99.04% | 61.01% | RC-R Part II, item 4.d, 5.d |
| All other assets | $377.0M | $605.3M | 160.55% | 13.19% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $292.8M | $287.9M | 98.35% | 6.27% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $17.0M | $1.3M | 7.43% | 0.03% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $218.1M | NA | 4.75% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $4.37B | ties to item 31 ($4.37B) |
|---|---|---|
| Risk-weighted assets before deductions | $4.59B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $4.59B | 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 | 10.91% | 10.91% | 11.53% | 10.08% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 10.85% | 10.85% | 11.49% | 10.46% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 10.93% | 10.93% | 11.54% | 10.42% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 11.29% | 11.29% | 11.84% | 10.85% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 11.10% | 11.10% | 11.65% | 10.90% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 11.12% | 11.12% | 11.66% | 10.85% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | 10.96% | 10.96% | 11.43% | 10.66% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | 11.34% | 11.34% | 11.81% | 11.03% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | 11.10% | 11.10% | 11.58% | 10.53% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | 10.56% | 10.56% | 11.03% | 10.64% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | 11.15% | 11.15% | 11.57% | 10.80% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | Risk-based | 11.22% | 11.22% | 11.67% | 10.67% | 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 |
|---|---|---|---|---|---|---|
| Barrington Bank & Trust Company, N.A. (this bank) | Risk-based | 10.91% | 10.91% | 11.53% | 10.08% | |
| Southern Bank | $5.19B | Risk-based | 12.12% | 12.12% | 13.37% | 10.45% |
| Vantage Bank Texas | $5.14B | Risk-based | 10.13% | 10.13% | 11.38% | 9.02% |
| First National Bank Alaska | $5.12B | Risk-based | 18.52% | 18.52% | 19.25% | 11.95% |
| Northeast Bank | $5.23B | Risk-based | 13.46% | 13.46% | 14.71% | 11.90% |
| Community Bank of Mississippi | $5.09B | Risk-based | 13.15% | 13.15% | 14.40% | 8.32% |
| Alerus Financial, N.A. | $5.28B | Risk-based | 10.92% | 10.92% | 12.11% | 9.26% |
| Leader Bank, N.A. | $5.28B | Risk-based | 19.80% | 19.80% | 21.06% | 11.58% |
| Southern Bank and Trust Company | $5.30B | Risk-based | 12.68% | 12.68% | 13.63% | 9.63% |
| Community West Bank | $5.02B | Risk-based | 12.55% | 12.55% | 13.79% | 10.98% |
| Peer 25th percentile | 12.12% | 12.12% | 13.37% | 9.26% | ||
| Peer median | 12.68% | 12.68% | 13.79% | 10.45% | ||
| Peer 75th percentile | 13.46% | 13.46% | 14.71% | 11.58% | ||
| This bank's percentile | 11 | 11 | 11 | 44 |
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/2508751/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.