The Central Trust Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 5.89% (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: 5.89% (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 12.69% +6.19 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 | $1.60B | 1,598,904 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $12.60B | 12,600,701 | RCOAA223 |
| Recomputed ratio | 12.69% | numerator / denominator | |
| Filed ratio | 12.69% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +6.19 pp | $779.9M | capital that could be lost first |
Tier 1 risk-based capital ratio 12.69% +4.69 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 | $1.60B | 1,598,904 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $12.60B | 12,600,701 | RCOAA223 |
| Recomputed ratio | 12.69% | numerator / denominator | |
| Filed ratio | 12.69% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +4.69 pp | $590.8M | capital that could be lost first |
Total risk-based capital ratio 13.89% +3.89 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 | $1.75B | 1,749,693 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $12.60B | 12,600,701 | RCOAA223 |
| Recomputed ratio | 13.89% | numerator / denominator | |
| Filed ratio | 13.89% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +3.89 pp | $489.6M | capital that could be lost first |
Tier 1 leverage ratio 7.94% +2.94 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 | $1.60B | 1,598,904 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $20.13B | 20,134,159 | RCOAA224 |
| Recomputed ratio | 7.94% | numerator / denominator | |
| Filed ratio | 7.94% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +2.94 pp | $592.2M | 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 | 868,557 | 868,557 | 868,557 | 868,557 | 868,557 | 868,557 | RCOAP742 |
| Retained earnings | 1,045,971 | 1,042,999 | 1,041,899 | 1,102,173 | 1,093,450 | 1,090,537 | RCOAKW00 |
| Accumulated other comprehensive income | (86,219) | (74,320) | (36,124) | (54,320) | (78,611) | (99,960) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 1,828,309 | 1,837,236 | 1,874,332 | 1,916,410 | 1,883,396 | 1,859,134 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (229,405) | (242,292) | (281,477) | (264,263) | (240,955) | (220,589) | P859 - P840 |
| Common equity Tier 1 capital | 1,598,904 | 1,594,944 | 1,592,855 | 1,652,147 | 1,642,441 | 1,638,545 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 1,598,904 | 1,594,944 | 1,592,855 | 1,652,147 | 1,642,441 | 1,638,545 | RCOA8274 |
| Tier 2 capital | 150,789 | 150,268 | 150,033 | 149,859 | 149,926 | 153,721 | RCOA5311 |
| Allowance includable in Tier 2 capital | 150,789 | 150,268 | 150,033 | 149,859 | 149,926 | 153,721 | RCOA5310 |
| Total capital | 1,749,693 | 1,745,212 | 1,742,888 | 1,802,006 | 1,792,367 | 1,792,266 | RCOA3792 |
| Total risk-weighted assets | 12,600,701 | 12,348,979 | 12,365,572 | 12,175,477 | 12,202,019 | 12,297,209 | RCOAA223 |
| Average total assets for the leverage ratio | 20,134,159 | 20,211,736 | 19,407,159 | 18,851,068 | 19,053,502 | 18,993,412 | 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 | $768.4M | $36.0M | 4.69% | 0.29% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $7.14B | $1.09B | 15.26% | 8.64% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $835.3M | $179K | 0.02% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $3.73B | $2.22B | 59.62% | 17.65% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $48.0M | $71.9M | 150.00% | 0.57% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $32.2M | $48.3M | 150.00% | 0.38% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $7.89B | $7.68B | 97.28% | 60.92% | RC-R Part II, item 4.d, 5.d |
| All other assets | $604.7M | $589.7M | 97.52% | 4.68% | RC-R Part II, item 8 |
| Securitization exposures at 1250% | $314K | $3.9M | 1250.00% | 0.03% | RC-R Part II, item 9, 10 |
| Off-balance-sheet commitments and letters of credit | $896.2M | $847.8M | 94.59% | 6.73% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $11.2M | $4.2M | 37.16% | 0.03% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $9.4M | NA | 0.07% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $12.59B | ties to item 31 ($12.59B) |
|---|---|---|
| Risk-weighted assets before deductions | $12.60B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $12.60B | 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 | 12.69% | 12.69% | 13.89% | 7.94% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 12.92% | 12.92% | 14.13% | 7.89% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 12.88% | 12.88% | 14.09% | 8.21% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 13.57% | 13.57% | 14.80% | 8.76% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 13.46% | 13.46% | 14.69% | 8.62% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 13.32% | 13.32% | 14.57% | 8.63% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 12.56% | 12.56% | 13.81% | 8.33% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 12.71% | 12.71% | 13.96% | 8.52% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 12.50% | 12.50% | 13.74% | 8.36% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 12.43% | 12.43% | 13.68% | 8.17% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 12.24% | 12.24% | 13.48% | 8.16% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 12.16% | 12.16% | 13.41% | 8.18% | 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 |
|---|---|---|---|---|---|---|
| The Central Trust Bank (this bank) | Risk-based | 12.69% | 12.69% | 13.89% | 7.94% | |
| Apple Bank | $19.89B | Risk-based | 11.68% | 11.68% | 12.12% | 7.74% |
| Stifel Bank and Trust | $19.62B | Risk-based | 10.97% | 10.97% | 11.77% | 7.07% |
| Merchants Bank of Indiana | $21.17B | Risk-based | 11.76% | 11.76% | 12.18% | 11.28% |
| Citizens Business Bank, N.A. | $21.18B | Risk-based | 14.33% | 14.33% | 14.94% | 11.41% |
| Mechanics Bank | $21.25B | Risk-based | 15.48% | 15.48% | 16.74% | 9.38% |
| First Merchants Bank | $21.32B | Risk-based | 11.50% | 11.50% | 12.75% | 9.96% |
| Seacoast National Bank | $21.34B | Risk-based | 13.55% | 13.55% | 14.80% | 9.84% |
| FirstBank Puerto Rico | $19.22B | Risk-based | 15.96% | 16.71% | 17.97% | 11.54% |
| Trustmark Bank | $19.19B | Risk-based | 12.43% | 12.43% | 13.55% | 10.40% |
| Optum Bank, Inc. | $21.43B | Risk-based | 17.86% | 17.86% | 18.66% | 13.22% |
| Peer 25th percentile | 11.70% | 11.70% | 12.33% | 9.49% | ||
| Peer median | 12.99% | 12.99% | 14.18% | 10.18% | ||
| Peer 75th percentile | 15.20% | 15.20% | 16.29% | 11.38% | ||
| This bank's percentile | 50 | 50 | 50 | 20 |
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/853952/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.