The Fidelity State Bank and Trust Company: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 146.34% (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: 146.34% (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 153.07% +146.57 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 | $46.4M | 46,392 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $30.3M | 30,307 | RCOAA223 |
| Recomputed ratio | 153.07% | numerator / denominator | |
| Filed ratio | 153.07% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +146.57 pp | $44.4M | capital that could be lost first |
Tier 1 risk-based capital ratio 153.07% +145.07 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 | $46.4M | 46,392 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $30.3M | 30,307 | RCOAA223 |
| Recomputed ratio | 153.07% | numerator / denominator | |
| Filed ratio | 153.07% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +145.07 pp | $44.0M | capital that could be lost first |
Total risk-based capital ratio 154.34% +144.34 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 | $46.8M | 46,775 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $30.3M | 30,307 | RCOAA223 |
| Recomputed ratio | 154.34% | numerator / denominator | |
| Filed ratio | 154.34% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +144.34 pp | $43.7M | capital that could be lost first |
Tier 1 leverage ratio 23.58% +18.58 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 | $46.4M | 46,392 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $196.7M | 196,712 | RCOAA224 |
| Recomputed ratio | 23.58% | numerator / denominator | |
| Filed ratio | 23.58% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +18.58 pp | $36.6M | 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 | 4,200 | 4,200 | 4,200 | 4,200 | 4,200 | 4,200 | RCOAP742 |
| Retained earnings | 42,192 | 41,268 | 40,027 | 40,321 | 39,439 | 38,389 | RCOAKW00 |
| Accumulated other comprehensive income | (494) | (117) | 290 | 294 | (208) | (508) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 45,898 | 45,351 | 44,517 | 44,815 | 43,431 | 42,081 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | 494 | 117 | (290) | (294) | 208 | 508 | P859 - P840 |
| Common equity Tier 1 capital | 46,392 | 45,468 | 44,227 | 44,521 | 43,639 | 42,589 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 46,392 | 45,468 | 44,227 | 44,521 | 43,639 | 42,589 | RCOA8274 |
| Tier 2 capital | 383 | 377 | 387 | 385 | 393 | 388 | RCOA5311 |
| Allowance includable in Tier 2 capital | 383 | 377 | 387 | 385 | 393 | 388 | RCOA5310 |
| Total capital | 46,775 | 45,845 | 44,614 | 44,906 | 44,032 | 42,977 | RCOA3792 |
| Total risk-weighted assets | 30,307 | 29,817 | 30,560 | 30,420 | 31,029 | 30,632 | RCOAA223 |
| Average total assets for the leverage ratio | 196,712 | 206,781 | 203,982 | 201,076 | 194,156 | 196,324 | 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 | $80.2M | $377K | 0.47% | 1.23% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $88.3M | $1.5M | 1.67% | 4.80% | RC-R Part II, item 2.a, 2.b |
| Loans: residential mortgage | $875K | $871K | 99.54% | 2.84% | RC-R Part II, item 4.a, 5.a |
| Loans: all other | $19.6M | $18.4M | 93.92% | 60.21% | RC-R Part II, item 4.d, 5.d |
| All other assets | $7.0M | $5.8M | 82.99% | 19.03% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $3.3M | $3.3M | 100.00% | 10.61% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Market risk and other approaches | NA | $392K | NA | 1.28% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $30.3M | does not tie to item 31 ($30.6M) |
|---|---|---|
| Risk-weighted assets before deductions | $30.6M | RCONB704 |
| Less: excess allowance for credit losses | $336K | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $30.3M | 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 | 153.07% | 153.07% | 154.34% | 23.58% | 15.12% | 15.12% | 16.26% | 10.99% |
| 1Q26 | Risk-based | 152.49% | 152.49% | 153.75% | 21.99% | 14.98% | 15.01% | 16.09% | 10.86% |
| 4Q25 | Risk-based | 144.72% | 144.72% | 145.99% | 21.68% | 14.89% | 14.90% | 16.02% | 10.79% |
| 3Q25 | Risk-based | 146.35% | 146.35% | 147.62% | 22.14% | 14.82% | 14.86% | 15.98% | 10.87% |
| 2Q25 | Risk-based | 140.64% | 140.64% | 141.91% | 22.48% | 14.75% | 14.79% | 15.93% | 10.80% |
| 1Q25 | Risk-based | 139.03% | 139.03% | 140.30% | 21.69% | 14.77% | 14.82% | 15.94% | 10.70% |
| 4Q24 | Risk-based | NA | NA | NA | 21.23% | 14.67% | 14.74% | 15.75% | 10.61% |
| 3Q24 | Risk-based | NA | NA | NA | 21.94% | 14.69% | 14.72% | 15.80% | 10.69% |
| 2Q24 | Risk-based | NA | NA | NA | 21.01% | 14.55% | 14.57% | 15.69% | 10.61% |
| 1Q24 | Risk-based | NA | NA | NA | 20.49% | 14.58% | 14.60% | 15.70% | 10.54% |
| 4Q23 | Risk-based | NA | NA | NA | 20.22% | 14.42% | 14.45% | 15.56% | 10.55% |
| 3Q23 | Risk-based | NA | NA | NA | 19.86% | 14.65% | 14.67% | 15.79% | 10.60% |
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 Fidelity State Bank and Trust Company (this bank) | Risk-based | 153.07% | 153.07% | 154.34% | 23.58% | |
| Citizens State Bank | $194.7M | CBLR | NA | NA | NA | 12.45% |
| Central Federal Savings and Loan Association | $194.6M | CBLR | NA | NA | NA | 10.32% |
| First National Bank of Absecon | $195.0M | CBLR | NA | NA | NA | 10.21% |
| Great Rivers Bank | $194.6M | Risk-based | 12.45% | 12.45% | 13.47% | 11.20% |
| The Seiling State Bank | $195.0M | Risk-based | 13.74% | 13.74% | 15.00% | 10.54% |
| Community Bank of Elmhurst | $194.5M | Risk-based | 15.24% | 15.24% | 16.50% | 9.94% |
| Bank of Cave City | $194.4M | Risk-based | 20.62% | 20.62% | 21.80% | 8.38% |
| Mount Vernon Bank and Trust Company | $195.5M | CBLR | NA | NA | NA | 13.03% |
| Integro Bank | $195.6M | CBLR | NA | NA | NA | 9.93% |
| Adrian Bank | $195.6M | CBLR | NA | NA | NA | 12.56% |
| Peer 25th percentile | 13.42% | 13.42% | 14.61% | 10.01% | ||
| Peer median | 14.49% | 14.49% | 15.75% | 10.43% | ||
| Peer 75th percentile | 16.59% | 16.59% | 17.82% | 12.14% | ||
| 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/638850/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.