City National Bank of West Virginia: Regulatory Capital and Risk-Weighted Assets
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As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 7.48% (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: 7.48% (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 15.01% +8.51 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 | $646.0M | 646,021 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.31B | 4,305,160 | RCOAA223 |
| Recomputed ratio | 15.01% | numerator / denominator | |
| Filed ratio | 15.01% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +8.51 pp | $366.2M | capital that could be lost first |
Tier 1 risk-based capital ratio 15.01% +7.01 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 | $646.0M | 646,021 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.31B | 4,305,160 | RCOAA223 |
| Recomputed ratio | 15.01% | numerator / denominator | |
| Filed ratio | 15.01% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +7.01 pp | $301.6M | capital that could be lost first |
Total risk-based capital ratio 15.48% +5.48 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 | $666.4M | 666,392 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $4.31B | 4,305,160 | RCOAA223 |
| Recomputed ratio | 15.48% | numerator / denominator | |
| Filed ratio | 15.48% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +5.48 pp | $235.9M | capital that could be lost first |
Tier 1 leverage ratio 9.65% +4.65 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 | $646.0M | 646,021 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $6.69B | 6,694,695 | RCOAA224 |
| Recomputed ratio | 9.65% | numerator / denominator | |
| Filed ratio | 9.65% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.65 pp | $311.3M | 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 | 464,161 | 463,240 | 462,381 | 461,463 | 460,555 | 459,717 | RCOAP742 |
| Retained earnings | 336,222 | 302,645 | 270,389 | 362,162 | 326,866 | 292,639 | RCOAKW00 |
| Accumulated other comprehensive income | (81,841) | (80,886) | (76,270) | (83,824) | (95,081) | (99,684) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 718,542 | 684,999 | 656,500 | 739,801 | 692,340 | 652,672 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (72,521) | (74,232) | (79,573) | (72,607) | (61,902) | (57,882) | P859 - P840 |
| Common equity Tier 1 capital | 646,021 | 610,767 | 576,927 | 667,194 | 630,438 | 594,790 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 646,021 | 610,767 | 576,927 | 667,194 | 630,438 | 594,790 | RCOA8274 |
| Tier 2 capital | 20,371 | 19,717 | 19,866 | 19,683 | 19,747 | 21,679 | RCOA5311 |
| Allowance includable in Tier 2 capital | 20,371 | 19,717 | 19,866 | 19,683 | 19,747 | 21,679 | RCOA5310 |
| Total capital | 666,392 | 630,484 | 596,793 | 686,877 | 650,185 | 616,469 | RCOA3792 |
| Total risk-weighted assets | 4,305,160 | 4,278,990 | 4,298,734 | 4,213,737 | 4,173,852 | 4,134,803 | RCOAA223 |
| Average total assets for the leverage ratio | 6,694,695 | 6,616,303 | 6,645,036 | 6,551,667 | 6,547,328 | 6,470,068 | 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 | $265.8M | $17.9M | 6.72% | 0.41% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $1.57B | $343.4M | 21.82% | 7.98% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $377.6M | $0 | 0.00% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $2.18B | $1.09B | 49.78% | 25.24% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $42.4M | $63.6M | 150.00% | 1.48% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $6.3M | $9.4M | 150.00% | 0.22% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $2.27B | $2.27B | 100.00% | 52.82% | RC-R Part II, item 4.d, 5.d |
| All other assets | $362.1M | $340.2M | 93.96% | 7.90% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $125.2M | $125.2M | 100.00% | 2.91% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $47.7M | $23.8M | 50.00% | 0.55% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $20.8M | NA | 0.48% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $4.28B | ties to item 31 ($4.28B) |
|---|---|---|
| Risk-weighted assets before deductions | $4.31B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $4.31B | 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 | 15.01% | 15.01% | 15.48% | 9.65% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 14.27% | 14.27% | 14.73% | 9.23% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 13.42% | 13.42% | 13.88% | 8.68% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 15.83% | 15.83% | 16.30% | 10.18% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 15.10% | 15.10% | 15.58% | 9.63% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 14.38% | 14.38% | 14.91% | 9.19% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | 13.55% | 13.55% | 14.05% | 8.72% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | 16.00% | 16.00% | 16.52% | 10.17% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | 15.17% | 15.17% | 15.72% | 9.68% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | 14.60% | 14.60% | 15.14% | 9.42% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | 13.79% | 13.79% | 14.32% | 8.94% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | CBLR | NA | NA | NA | 9.61% | 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 |
|---|---|---|---|---|---|---|
| City National Bank of West Virginia (this bank) | Risk-based | 15.01% | 15.01% | 15.48% | 9.65% | |
| INTRUST Bank, N.A. | $6.76B | Risk-based | 13.66% | 13.66% | 14.62% | 10.76% |
| Third Coast Bank | $6.73B | Risk-based | 12.10% | 12.10% | 12.91% | 11.44% |
| Heartland Bank and Trust Company | $6.72B | Risk-based | 14.75% | 14.75% | 15.80% | 11.94% |
| Hinsdale Bank & Trust Company, N.A. | $6.80B | Risk-based | 10.60% | 10.60% | 11.34% | 9.20% |
| Alpine Bank | $6.69B | Risk-based | 15.21% | 15.21% | 16.42% | 11.02% |
| First National Bank of America | $6.82B | Risk-based | 15.28% | 15.28% | 16.54% | 8.13% |
| Midland States Bank | $6.69B | Risk-based | 13.59% | 13.59% | 14.84% | 10.08% |
| First Bank | $6.65B | Risk-based | 13.06% | 13.06% | 13.98% | 9.67% |
| Old Second National Bank | $6.86B | Risk-based | 13.72% | 13.72% | 14.77% | 12.05% |
| SMBC Manubank | $6.60B | Risk-based | 23.92% | 23.92% | 24.05% | 9.63% |
| Peer 25th percentile | 13.19% | 13.19% | 14.14% | 9.64% | ||
| Peer median | 13.69% | 13.69% | 14.81% | 10.42% | ||
| Peer 75th percentile | 15.09% | 15.09% | 16.26% | 11.33% | ||
| This bank's percentile | 70 | 70 | 60 | 30 |
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/1011526/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.