First Interstate Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 7.46% (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: 7.46% (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 14.32% +7.82 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 | $2.37B | 2,369,376 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $16.55B | 16,548,766 | RCOAA223 |
| Recomputed ratio | 14.32% | numerator / denominator | |
| Filed ratio | 14.32% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +7.82 pp | $1.29B | capital that could be lost first |
Tier 1 risk-based capital ratio 14.32% +6.32 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 | $2.37B | 2,369,376 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $16.55B | 16,548,766 | RCOAA223 |
| Recomputed ratio | 14.32% | numerator / denominator | |
| Filed ratio | 14.32% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +6.32 pp | $1.05B | capital that could be lost first |
Total risk-based capital ratio 15.46% +5.46 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 | $2.56B | 2,558,614 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $16.55B | 16,548,766 | RCOAA223 |
| Recomputed ratio | 15.46% | numerator / denominator | |
| Filed ratio | 15.46% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +5.46 pp | $903.7M | capital that could be lost first |
Tier 1 leverage ratio 9.42% +4.42 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 | $2.37B | 2,369,376 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $25.14B | 25,142,157 | RCOAA224 |
| Recomputed ratio | 9.42% | numerator / denominator | |
| Filed ratio | 9.42% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.42 pp | $1.11B | 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 | 3,165,194 | 3,165,194 | 3,165,194 | 3,165,194 | 3,165,194 | 3,165,194 | RCOAP742 |
| Retained earnings | 289,418 | 298,351 | 384,258 | 426,453 | 442,037 | 427,283 | RCOAKW00 |
| Accumulated other comprehensive income | (203,463) | (195,676) | (178,138) | (204,110) | (232,904) | (267,496) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 3,251,149 | 3,267,869 | 3,371,314 | 3,387,537 | 3,374,327 | 3,324,981 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (881,773) | (892,234) | (912,510) | (889,764) | (864,003) | (832,754) | P859 - P840 |
| Common equity Tier 1 capital | 2,369,376 | 2,375,635 | 2,458,804 | 2,497,773 | 2,510,324 | 2,492,227 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 2,369,376 | 2,375,635 | 2,458,804 | 2,497,773 | 2,510,324 | 2,492,227 | RCOA8274 |
| Tier 2 capital | 189,238 | 202,076 | 197,828 | 212,850 | 215,040 | 221,148 | RCOA5311 |
| Allowance includable in Tier 2 capital | 189,238 | 202,076 | 197,828 | 212,850 | 215,040 | 221,148 | RCOA5310 |
| Total capital | 2,558,614 | 2,577,711 | 2,656,632 | 2,710,623 | 2,725,364 | 2,713,375 | RCOA3792 |
| Total risk-weighted assets | 16,548,766 | 17,027,431 | 17,404,029 | 18,173,326 | 18,804,867 | 19,914,624 | RCOAA223 |
| Average total assets for the leverage ratio | 25,142,157 | 25,477,373 | 26,039,793 | 26,341,710 | 26,974,527 | 27,567,185 | 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 | $1.17B | $63.0M | 5.40% | 0.38% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $8.25B | $1.61B | 19.49% | 9.71% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $455.2M | $12K | 0.00% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $3.15B | $1.98B | 62.91% | 11.98% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $22.3M | $33.5M | 150.00% | 0.20% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $140.3M | $210.5M | 150.00% | 1.27% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $10.97B | $10.72B | 97.76% | 64.80% | RC-R Part II, item 4.d, 5.d |
| All other assets | $1.25B | $1.15B | 91.99% | 6.96% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $658.1M | $658.1M | 100.00% | 3.98% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $50.7M | $50.7M | 100.00% | 0.31% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $67.2M | NA | 0.41% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $16.48B | ties to item 31 ($16.48B) |
|---|---|---|
| Risk-weighted assets before deductions | $16.55B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $16.55B | 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 | 14.32% | 14.32% | 15.46% | 9.42% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 13.95% | 13.95% | 15.14% | 9.32% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 14.13% | 14.13% | 15.26% | 9.44% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 13.74% | 13.74% | 14.92% | 9.48% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 13.35% | 13.35% | 14.49% | 9.31% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 12.51% | 12.51% | 13.62% | 9.04% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 12.12% | 12.12% | 13.10% | 8.68% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 11.78% | 11.78% | 12.83% | 8.52% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 11.45% | 11.45% | 12.52% | 8.37% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 11.29% | 11.29% | 12.38% | 8.22% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 11.01% | 11.01% | 12.04% | 8.16% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 11.41% | 11.41% | 12.43% | 8.50% | 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 Interstate Bank (this bank) | Risk-based | 14.32% | 14.32% | 15.46% | 9.42% | |
| Provident Bank | $25.65B | Risk-based | 12.09% | 12.09% | 12.99% | 10.53% |
| Ameriprise Bank, FSB | $25.48B | Risk-based | 30.38% | 30.38% | 30.57% | 7.38% |
| Customers Bank | $26.50B | Risk-based | 13.55% | 13.55% | 14.53% | 9.34% |
| Charles Schwab Premier Bank, SSB | $26.58B | Risk-based | 49.32% | 49.32% | 49.32% | 10.90% |
| Rockland Trust Company | $24.97B | Risk-based | 14.86% | 14.86% | 15.85% | 11.83% |
| Simmons Bank | $24.73B | Risk-based | 10.44% | 10.44% | 11.69% | 9.18% |
| Cathay Bank | $24.64B | Risk-based | 13.98% | 13.98% | 15.16% | 11.52% |
| Renasant Bank | $26.99B | Risk-based | 12.41% | 12.41% | 13.67% | 10.72% |
| Centennial Bank | $24.55B | Risk-based | 14.83% | 14.83% | 16.09% | 12.61% |
| TriState Capital Bank | $24.26B | Risk-based | 18.45% | 18.45% | 19.10% | 7.41% |
| Peer 25th percentile | 12.70% | 12.70% | 13.88% | 9.22% | ||
| Peer median | 14.40% | 14.40% | 15.51% | 10.63% | ||
| Peer 75th percentile | 17.55% | 17.55% | 18.34% | 11.36% | ||
| This bank's percentile | 50 | 50 | 50 | 40 |
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/659855/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.