Crystal Lake Bank & Trust Company, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 3.63% (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: 3.63% (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 10.79% +4.29 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 | $211.3M | 211,318 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $1.96B | 1,958,342 | RCOAA223 |
| Recomputed ratio | 10.79% | numerator / denominator | |
| Filed ratio | 10.79% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +4.29 pp | $84.0M | capital that could be lost first |
Tier 1 risk-based capital ratio 10.79% +2.79 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 | $211.3M | 211,318 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $1.96B | 1,958,342 | RCOAA223 |
| Recomputed ratio | 10.79% | numerator / denominator | |
| Filed ratio | 10.79% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +2.79 pp | $54.7M | capital that could be lost first |
Total risk-based capital ratio 11.63% +1.63 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 | $227.8M | 227,805 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $1.96B | 1,958,342 | RCOAA223 |
| Recomputed ratio | 11.63% | numerator / denominator | |
| Filed ratio | 11.63% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +1.63 pp | $32.0M | 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 | $211.3M | 211,318 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $2.19B | 2,188,775 | 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 | $101.9M | 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 | 70,294 | 70,180 | 70,077 | 69,970 | 69,900 | 69,791 | RCOAP742 |
| Retained earnings | 141,024 | 142,289 | 134,355 | 126,547 | 116,835 | 108,306 | RCOAKW00 |
| Accumulated other comprehensive income | (11,255) | (10,061) | (8,255) | (8,940) | (10,427) | (10,853) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 200,063 | 202,408 | 196,177 | 187,577 | 176,308 | 167,244 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | 11,255 | 10,061 | 8,255 | 8,940 | 10,427 | 10,853 | P859 - P840 |
| Common equity Tier 1 capital | 211,318 | 212,469 | 204,432 | 196,517 | 186,735 | 178,097 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 211,318 | 212,469 | 204,432 | 196,517 | 186,735 | 178,097 | RCOA8274 |
| Tier 2 capital | 16,487 | 14,748 | 14,329 | 13,651 | 14,017 | 13,785 | RCOA5311 |
| Allowance includable in Tier 2 capital | 16,487 | 14,748 | 14,329 | 13,651 | 14,017 | 13,785 | RCOA5310 |
| Total capital | 227,805 | 227,217 | 218,761 | 210,168 | 200,752 | 191,882 | RCOA3792 |
| Total risk-weighted assets | 1,958,342 | 1,812,514 | 1,777,197 | 1,741,178 | 1,724,151 | 1,645,809 | RCOAA223 |
| Average total assets for the leverage ratio | 2,188,775 | 2,087,094 | 2,005,323 | 1,983,308 | 1,864,533 | 1,811,957 | 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 | $37.1M | $1.3M | 3.51% | 0.07% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $425.1M | $94.6M | 22.25% | 4.83% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $4K | $800 | 20.00% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $198.6M | $105.0M | 52.86% | 5.36% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $2.4M | $3.6M | 150.00% | 0.18% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $5.6M | $8.4M | 150.00% | 0.43% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $1.55B | $1.54B | 99.24% | 78.41% | RC-R Part II, item 4.d, 5.d |
| All other assets | $67.9M | $58.3M | 85.93% | 2.98% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $148.8M | $147.3M | 99.03% | 7.52% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $5.7M | $3.2M | 55.79% | 0.16% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $1.0M | NA | 0.05% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $1.96B | ties to item 31 ($1.96B) |
|---|---|---|
| Risk-weighted assets before deductions | $1.96B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $1.96B | 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 | 10.79% | 10.79% | 11.63% | 9.65% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 11.72% | 11.72% | 12.54% | 10.18% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 11.50% | 11.50% | 12.31% | 10.19% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 11.29% | 11.29% | 12.07% | 9.91% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 10.83% | 10.83% | 11.64% | 10.02% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 10.82% | 10.82% | 11.66% | 9.83% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | 11.06% | 11.06% | 11.79% | 9.84% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | 11.07% | 11.07% | 11.80% | 9.78% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | 10.60% | 10.60% | 11.42% | 9.62% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | 11.37% | 11.37% | 12.20% | 10.13% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | 11.87% | 11.87% | 12.65% | 10.01% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | Risk-based | 11.33% | 11.33% | 11.98% | 10.01% | 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 |
|---|---|---|---|---|---|---|
| Crystal Lake Bank & Trust Company, N.A. (this bank) | Risk-based | 10.79% | 10.79% | 11.63% | 9.65% | |
| South Central Bank, Inc. | $2.26B | Risk-based | 12.08% | 12.08% | 13.12% | 9.88% |
| Waterstone Bank | $2.25B | Risk-based | 18.66% | 18.66% | 19.68% | 15.43% |
| Bank of Tennessee | $2.25B | Risk-based | 11.31% | 11.31% | 12.29% | 9.63% |
| The Bank of Princeton | $2.25B | Risk-based | 13.60% | 13.60% | 14.67% | 11.69% |
| Falcon International Bank | $2.25B | Risk-based | 19.86% | 19.86% | 20.95% | 13.44% |
| American Bank & Trust | $2.25B | Risk-based | 15.24% | 15.24% | 16.33% | 11.28% |
| Five Points Bank | $2.24B | Risk-based | 13.48% | 13.48% | 14.68% | 10.30% |
| Regent Bank | $2.24B | Risk-based | 9.93% | 9.93% | 11.07% | 9.85% |
| Plumas Bank | $2.28B | CBLR | NA | NA | NA | 11.77% |
| Golden Bank, N.A. | $2.28B | Risk-based | 15.60% | 15.60% | 16.85% | 13.74% |
| Peer 25th percentile | 12.08% | 12.08% | 13.12% | 9.98% | ||
| Peer median | 13.60% | 13.60% | 14.68% | 11.49% | ||
| Peer 75th percentile | 15.60% | 15.60% | 16.85% | 13.02% | ||
| This bank's percentile | 11 | 11 | 11 | 10 |
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/2624400/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.