Computershare Trust Company, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 121.29% (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: 121.29% (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 129.29% +122.79 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 | $347.9M | 347,923 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $269.1M | 269,094 | RCOAA223 |
| Recomputed ratio | 129.29% | numerator / denominator | |
| Filed ratio | 129.29% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +122.79 pp | $330.4M | capital that could be lost first |
Tier 1 risk-based capital ratio 129.29% +121.29 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 | $347.9M | 347,923 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $269.1M | 269,094 | RCOAA223 |
| Recomputed ratio | 129.29% | numerator / denominator | |
| Filed ratio | 129.29% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +121.29 pp | $326.4M | capital that could be lost first |
Total risk-based capital ratio 129.29% +119.29 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 | $347.9M | 347,923 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $269.1M | 269,094 | RCOAA223 |
| Recomputed ratio | 129.29% | numerator / denominator | |
| Filed ratio | 129.29% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +119.29 pp | $321.0M | capital that could be lost first |
Tier 1 leverage ratio 55.33% +50.33 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 | $347.9M | 347,923 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $628.8M | 628,819 | RCOAA224 |
| Recomputed ratio | 55.33% | numerator / denominator | |
| Filed ratio | 55.33% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +50.33 pp | $316.5M | 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 | 750,000 | 851,376 | 851,376 | 851,376 | 851,376 | 851,376 | RCOAP742 |
| Retained earnings | 84,269 | 89,648 | 87,117 | 99,341 | 99,908 | 80,335 | RCOAKW00 |
| Accumulated other comprehensive income | 0 | 0 | 0 | 0 | 0 | 0 | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 834,269 | 941,024 | 938,493 | 950,717 | 951,284 | 931,711 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (486,346) | (499,183) | (511,986) | (524,907) | (537,911) | (549,995) | P859 - P840 |
| Common equity Tier 1 capital | 347,923 | 441,841 | 426,507 | 425,810 | 413,373 | 381,716 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 347,923 | 441,841 | 426,507 | 425,810 | 413,373 | 381,716 | RCOA8274 |
| Tier 2 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOA5311 |
| Allowance includable in Tier 2 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOA5310 |
| Total capital | 347,923 | 441,841 | 426,507 | 425,810 | 413,373 | 381,716 | RCOA3792 |
| Total risk-weighted assets | 269,094 | 258,732 | 230,242 | 233,861 | 236,254 | 226,867 | RCOAA223 |
| Average total assets for the leverage ratio | 628,819 | 629,580 | 606,742 | 611,403 | 581,911 | 553,756 | 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 | $345.7M | $69.1M | 20.00% | 25.69% | RC-R Part II, item 1 |
| All other assets | $190.8M | $200.0M | 104.80% | 74.31% | RC-R Part II, item 8 |
| Market risk and other approaches | NA | $900 | 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 | $269.1M | ties to item 31 ($269.1M) |
|---|---|---|
| Risk-weighted assets before deductions | $269.1M | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $269.1M | 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 | 129.29% | 129.29% | 129.29% | 55.33% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 170.77% | 170.77% | 170.77% | 70.18% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 185.24% | 185.24% | 185.24% | 70.29% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 182.08% | 182.08% | 182.08% | 69.64% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 174.97% | 174.97% | 174.97% | 71.04% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 168.26% | 168.26% | 168.26% | 68.93% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | NA | NA | NA | 67.10% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | NA | NA | NA | 69.67% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | NA | NA | NA | 71.29% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | NA | NA | NA | 60.99% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | NA | NA | NA | 71.12% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | Risk-based | NA | NA | NA | 57.98% | 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 |
|---|---|---|---|---|---|---|
| Computershare Trust Company, N.A. (this bank) | Risk-based | 129.29% | 129.29% | 129.29% | 55.33% | |
| Bank of the James | $1.03B | Risk-based | 11.80% | 11.80% | 12.66% | 9.38% |
| R Bank | $1.03B | Risk-based | 12.04% | 12.04% | 13.17% | 9.01% |
| Security State Bank | $1.03B | Risk-based | 11.96% | 11.96% | 12.84% | 10.23% |
| First Federal Savings and Loan Association of Greene County | $1.03B | Risk-based | 31.68% | 31.68% | 32.08% | 15.37% |
| Royal Banks of Missouri | $1.03B | Risk-based | 12.07% | 12.07% | 12.60% | 10.93% |
| Grand Savings Bank | $1.03B | CBLR | NA | NA | NA | 11.97% |
| Brannen Bank | $1.03B | Risk-based | 14.94% | 14.94% | 15.95% | 6.07% |
| American Pride Bank | $1.03B | CBLR | NA | NA | NA | 14.08% |
| Sturgis Bank & Trust Company | $1.03B | Risk-based | 12.11% | 12.11% | 13.34% | 8.63% |
| The Freedom Bank of Virginia | $1.04B | Risk-based | 13.66% | 13.66% | 14.63% | 11.06% |
| Peer 25th percentile | 12.02% | 12.02% | 12.79% | 9.10% | ||
| Peer median | 12.09% | 12.09% | 13.25% | 10.58% | ||
| Peer 75th percentile | 13.98% | 13.98% | 14.96% | 11.74% | ||
| 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/2600039/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.