First Financial Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 11.59% (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: 11.59% (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 18.36% +11.86 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 | $1.77B | 1,773,844 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $9.66B | 9,661,298 | RCOAA223 |
| Recomputed ratio | 18.36% | numerator / denominator | |
| Filed ratio | 18.36% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +11.86 pp | $1.15B | capital that could be lost first |
Tier 1 risk-based capital ratio 18.36% +10.36 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 | $1.77B | 1,773,844 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $9.66B | 9,661,298 | RCOAA223 |
| Recomputed ratio | 18.36% | numerator / denominator | |
| Filed ratio | 18.36% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +10.36 pp | $1.00B | capital that could be lost first |
Total risk-based capital ratio 19.59% +9.59 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 | $1.89B | 1,892,485 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $9.66B | 9,661,298 | RCOAA223 |
| Recomputed ratio | 19.59% | numerator / denominator | |
| Filed ratio | 19.59% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +9.59 pp | $926.4M | capital that could be lost first |
Tier 1 leverage ratio 11.61% +6.61 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 | $1.77B | 1,773,844 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $15.28B | 15,283,469 | RCOAA224 |
| Recomputed ratio | 11.61% | numerator / denominator | |
| Filed ratio | 11.61% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +6.61 pp | $1.01B | 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 | 632,220 | 631,714 | 631,208 | 630,698 | 630,274 | 629,820 | RCOAP742 |
| Retained earnings | 1,439,560 | 1,407,635 | 1,378,927 | 1,347,474 | 1,345,285 | 1,311,447 | RCOAKW00 |
| Accumulated other comprehensive income | (278,589) | (288,956) | (268,887) | (358,241) | (371,961) | (387,317) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 1,793,191 | 1,750,393 | 1,741,248 | 1,619,931 | 1,603,598 | 1,553,950 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (19,347) | (9,110) | (29,307) | 59,862 | 73,375 | 88,524 | P859 - P840 |
| Common equity Tier 1 capital | 1,773,844 | 1,741,283 | 1,711,941 | 1,679,793 | 1,676,973 | 1,642,474 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 1,773,844 | 1,741,283 | 1,711,941 | 1,679,793 | 1,676,973 | 1,642,474 | RCOA8274 |
| Tier 2 capital | 118,641 | 113,859 | 111,923 | 114,801 | 112,707 | 110,294 | RCOA5311 |
| Allowance includable in Tier 2 capital | 118,641 | 113,859 | 111,923 | 114,801 | 112,707 | 110,294 | RCOA5310 |
| Total capital | 1,892,485 | 1,855,142 | 1,823,864 | 1,794,594 | 1,789,680 | 1,752,768 | RCOA3792 |
| Total risk-weighted assets | 9,661,298 | 9,535,496 | 9,419,091 | 9,642,124 | 9,430,679 | 9,232,098 | RCOAA223 |
| Average total assets for the leverage ratio | 15,283,469 | 15,312,428 | 14,980,777 | 14,453,713 | 14,310,528 | 14,143,969 | 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 | $571.4M | $43.7M | 7.65% | 0.45% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $5.98B | $1.41B | 23.52% | 14.56% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $8.7M | $1.7M | 20.00% | 0.02% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $2.36B | $1.19B | 50.49% | 12.31% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $309K | $464K | 150.00% | 0.00% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $43.0M | $43.0M | 100.00% | 0.45% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $5.97B | $5.90B | 98.76% | 61.05% | RC-R Part II, item 4.d, 5.d |
| All other assets | $454.4M | $429.3M | 94.47% | 4.44% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $655.0M | $649.6M | 99.17% | 6.72% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Market risk and other approaches | NA | $1K | 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 | $9.66B | ties to item 31 ($9.66B) |
|---|---|---|
| Risk-weighted assets before deductions | $9.66B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $9.66B | 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 | 18.36% | 18.36% | 19.59% | 11.61% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 18.26% | 18.26% | 19.46% | 11.37% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 18.18% | 18.18% | 19.36% | 11.43% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 17.42% | 17.42% | 18.61% | 11.62% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 17.78% | 17.78% | 18.98% | 11.72% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 17.79% | 17.79% | 18.99% | 11.61% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 17.36% | 17.36% | 18.53% | 11.53% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 17.21% | 17.21% | 18.42% | 11.48% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 16.70% | 16.70% | 17.84% | 11.27% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 16.71% | 16.71% | 17.82% | 10.91% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 16.47% | 16.47% | 17.59% | 10.75% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 16.43% | 16.43% | 17.56% | 10.76% | 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 |
|---|---|---|---|---|---|---|
| First Financial Bank (this bank) | Risk-based | 18.36% | 18.36% | 19.59% | 11.61% | |
| Bell Bank | $15.18B | Risk-based | 11.33% | 11.33% | 12.42% | 9.98% |
| Nicolet National Bank | $15.39B | Risk-based | 11.08% | 11.08% | 12.20% | 9.64% |
| Dime Commercial Bank | $15.03B | Risk-based | 14.76% | 14.76% | 15.77% | 10.67% |
| Popular Bank | $15.03B | Risk-based | 14.32% | 14.32% | 15.14% | 11.80% |
| Sunflower Bank, N.A. | $15.65B | Risk-based | 12.98% | 12.98% | 13.69% | 10.27% |
| Bank of America California, N.A. | $14.81B | Risk-based | 39.00% | 39.00% | 39.28% | 12.41% |
| Safra National Bank of New York | $15.69B | Risk-based | 23.40% | 23.40% | 24.08% | 8.56% |
| Stifel Bank | $14.62B | Risk-based | 10.65% | 10.65% | 11.24% | 7.06% |
| Live Oak Banking Company | $15.96B | Risk-based | 10.46% | 10.46% | 11.72% | 7.99% |
| ConnectOne Bank | $14.40B | Risk-based | 12.31% | 12.31% | 13.20% | 10.81% |
| Peer 25th percentile | 11.14% | 11.14% | 12.25% | 8.83% | ||
| Peer median | 12.64% | 12.64% | 13.44% | 10.13% | ||
| Peer 75th percentile | 14.65% | 14.65% | 15.61% | 10.77% | ||
| This bank's percentile | 80 | 80 | 80 | 80 |
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/470050/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.