Dollar Bank, Federal Savings Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 8.45% (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: 8.45% (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 15.38% +8.88 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 | $1.38B | 1,383,250 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $8.99B | 8,991,972 | RCOAA223 |
| Recomputed ratio | 15.38% | numerator / denominator | |
| Filed ratio | 15.38% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +8.88 pp | $798.8M | capital that could be lost first |
Tier 1 risk-based capital ratio 15.38% +7.38 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 | $1.38B | 1,383,250 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $8.99B | 8,991,972 | RCOAA223 |
| Recomputed ratio | 15.38% | numerator / denominator | |
| Filed ratio | 15.38% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +7.38 pp | $663.9M | capital that could be lost first |
Total risk-based capital ratio 16.45% +6.45 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 | $1.48B | 1,479,443 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $8.99B | 8,991,972 | RCOAA223 |
| Recomputed ratio | 16.45% | numerator / denominator | |
| Filed ratio | 16.45% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +6.45 pp | $580.2M | capital that could be lost first |
Tier 1 leverage ratio 11.05% +6.05 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 | $1.38B | 1,383,250 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $12.52B | 12,518,138 | RCOAA224 |
| Recomputed ratio | 11.05% | numerator / denominator | |
| Filed ratio | 11.05% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +6.05 pp | $757.3M | 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 | 1,375,485 | 1,375,485 | 1,312,283 | 1,312,283 | 1,312,283 | 1,312,284 | RCOAP742 |
| Retained earnings | 42,993 | 23,477 | 67,875 | 54,750 | 37,661 | 23,248 | RCOAKW00 |
| Accumulated other comprehensive income | (103,460) | (99,226) | (95,479) | (109,217) | (123,929) | (137,792) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 1,315,018 | 1,299,736 | 1,284,679 | 1,257,816 | 1,226,015 | 1,197,740 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | 68,232 | 64,000 | 60,300 | 73,986 | 88,650 | 102,436 | P859 - P840 |
| Common equity Tier 1 capital | 1,383,250 | 1,363,736 | 1,344,979 | 1,331,802 | 1,314,665 | 1,300,176 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 1,383,250 | 1,363,736 | 1,344,979 | 1,331,802 | 1,314,665 | 1,300,176 | RCOA8274 |
| Tier 2 capital | 96,193 | 92,667 | 90,780 | 81,052 | 75,421 | 71,495 | RCOA5311 |
| Allowance includable in Tier 2 capital | 96,193 | 92,667 | 90,780 | 81,052 | 75,421 | 71,495 | RCOA5310 |
| Total capital | 1,479,443 | 1,456,403 | 1,435,759 | 1,412,854 | 1,390,086 | 1,371,671 | RCOA3792 |
| Total risk-weighted assets | 8,991,972 | 8,820,065 | 8,843,408 | 8,562,883 | 8,404,435 | 8,117,369 | RCOAA223 |
| Average total assets for the leverage ratio | 12,518,138 | 12,424,461 | 12,276,006 | 12,072,937 | 11,885,907 | 11,740,138 | 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 | $117.4M | $11.3M | 9.59% | 0.13% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $2.18B | $518.3M | 23.74% | 5.76% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $37.1M | $0 | 0.00% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $5.91B | $3.17B | 53.59% | 35.25% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $14.7M | $22.1M | 150.00% | 0.25% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $11.2M | $16.8M | 150.00% | 0.19% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $3.97B | $3.95B | 99.52% | 43.91% | RC-R Part II, item 4.d, 5.d |
| All other assets | $648.2M | $547.2M | 84.41% | 6.08% | RC-R Part II, item 8 |
| Securitization exposures at 1250% | $1.9M | $23.6M | 1250.00% | 0.26% | RC-R Part II, item 9, 10 |
| Off-balance-sheet commitments and letters of credit | $699.7M | $652.3M | 93.23% | 7.25% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $15.6M | $15.6M | 100.00% | 0.17% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $67.1M | NA | 0.75% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $8.92B | ties to item 31 ($8.92B) |
|---|---|---|
| Risk-weighted assets before deductions | $8.99B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $8.99B | 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 | 15.38% | 15.38% | 16.45% | 11.05% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 15.46% | 15.46% | 16.51% | 10.98% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 15.21% | 15.21% | 16.24% | 10.96% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 15.55% | 15.55% | 16.50% | 11.03% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 15.64% | 15.64% | 16.54% | 11.06% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 16.02% | 16.02% | 16.90% | 11.07% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 16.03% | 16.03% | 16.91% | 10.98% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 16.36% | 16.36% | 17.20% | 10.87% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 16.33% | 16.33% | 17.13% | 10.80% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 16.39% | 16.39% | 17.19% | 10.70% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 16.31% | 16.31% | 17.13% | 10.55% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 16.30% | 16.30% | 17.03% | 10.53% | 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 |
|---|---|---|---|---|---|---|
| Dollar Bank, Federal Savings Bank (this bank) | Risk-based | 15.38% | 15.38% | 16.45% | 11.05% | |
| PlainsCapital Bank | $12.68B | Risk-based | 12.50% | 12.50% | 13.47% | 9.73% |
| The Park National Bank | $12.61B | Risk-based | 12.24% | 12.24% | 13.54% | 10.33% |
| BancFirst | $12.80B | Risk-based | 17.11% | 17.37% | 18.56% | 10.63% |
| NBH Bank | $12.54B | Risk-based | 12.27% | 12.27% | 13.39% | 10.27% |
| Happen Bank, N.A. | $12.48B | Risk-based | 15.57% | 15.57% | 16.83% | 10.98% |
| First Bank | $13.03B | Risk-based | 14.69% | 14.69% | 15.94% | 11.50% |
| First Commonwealth Bank | $12.18B | Risk-based | 12.24% | 12.24% | 14.00% | 10.17% |
| Columbia Bank | $12.17B | Risk-based | 13.19% | 13.19% | 14.11% | 9.75% |
| Oriental Bank | $12.04B | Risk-based | 13.22% | 13.22% | 14.48% | 10.57% |
| Peer 25th percentile | 12.27% | 12.27% | 13.54% | 10.17% | ||
| Peer median | 13.19% | 13.19% | 14.11% | 10.33% | ||
| Peer 75th percentile | 14.69% | 14.69% | 15.94% | 10.63% | ||
| This bank's percentile | 78 | 78 | 78 | 89 |
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/961624/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.