Glacier Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 6.21% (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: 6.21% (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 12.99% +6.49 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 | $3.05B | 3,054,537 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $23.52B | 23,517,319 | RCOAA223 |
| Recomputed ratio | 12.99% | numerator / denominator | |
| Filed ratio | 12.99% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +6.49 pp | $1.53B | capital that could be lost first |
Tier 1 risk-based capital ratio 12.99% +4.99 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 | $3.05B | 3,054,537 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $23.52B | 23,517,319 | RCOAA223 |
| Recomputed ratio | 12.99% | numerator / denominator | |
| Filed ratio | 12.99% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +4.99 pp | $1.17B | capital that could be lost first |
Total risk-based capital ratio 14.21% +4.21 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 | $3.34B | 3,342,936 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $23.52B | 23,517,319 | RCOAA223 |
| Recomputed ratio | 14.21% | numerator / denominator | |
| Filed ratio | 14.21% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +4.21 pp | $991.2M | capital that could be lost first |
Tier 1 leverage ratio 10.10% +5.10 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 | $3.05B | 3,054,537 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $30.24B | 30,240,955 | RCOAA224 |
| Recomputed ratio | 10.10% | numerator / denominator | |
| Filed ratio | 10.10% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +5.10 pp | $1.54B | 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 | 3,495,638 | 3,493,419 | 3,490,050 | 2,899,652 | 2,898,477 | 2,668,988 | RCOAP742 |
| Retained earnings | 1,001,756 | 944,536 | 876,824 | 899,180 | 881,939 | 868,957 | RCOAKW00 |
| Accumulated other comprehensive income | (171,294) | (176,049) | (167,110) | (192,890) | (238,655) | (263,111) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 4,326,100 | 4,261,906 | 4,199,764 | 3,605,942 | 3,541,761 | 3,274,834 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (1,271,563) | (1,270,444) | (1,283,021) | (968,295) | (925,423) | (817,896) | P859 - P840 |
| Common equity Tier 1 capital | 3,054,537 | 2,991,462 | 2,916,743 | 2,637,647 | 2,616,338 | 2,456,938 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 3,054,537 | 2,991,462 | 2,916,743 | 2,637,647 | 2,616,338 | 2,456,938 | RCOA8274 |
| Tier 2 capital | 288,399 | 287,699 | 284,711 | 255,728 | 250,942 | 232,306 | RCOA5311 |
| Allowance includable in Tier 2 capital | 288,399 | 287,699 | 284,711 | 255,728 | 250,942 | 232,306 | RCOA5310 |
| Total capital | 3,342,936 | 3,279,161 | 3,201,454 | 2,893,375 | 2,867,280 | 2,689,244 | RCOA3792 |
| Total risk-weighted assets | 23,517,319 | 23,211,750 | 23,020,440 | 20,972,725 | 20,731,063 | 19,325,468 | RCOAA223 |
| Average total assets for the leverage ratio | 30,240,955 | 30,512,115 | 31,262,747 | 28,112,080 | 27,640,829 | 27,084,128 | 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 | $1.06B | $43.5M | 4.12% | 0.18% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $6.72B | $1.47B | 21.83% | 6.23% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $2.27B | $0 | 0.00% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $4.36B | $2.78B | 63.74% | 11.82% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $39.3M | $59.0M | 150.00% | 0.25% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $66.9M | $93.3M | 139.44% | 0.40% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $16.94B | $15.86B | 93.63% | 67.44% | RC-R Part II, item 4.d, 5.d |
| All other assets | $1.40B | $1.39B | 98.85% | 5.91% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $1.73B | $1.73B | 100.00% | 7.37% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $10.2M | $2.1M | 20.09% | 0.01% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $90.6M | NA | 0.39% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $23.43B | ties to item 31 ($23.43B) |
|---|---|---|
| Risk-weighted assets before deductions | $23.52B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $23.52B | 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 | 12.99% | 12.99% | 14.21% | 10.10% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 12.89% | 12.89% | 14.13% | 9.80% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 12.67% | 12.67% | 13.91% | 9.33% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 12.58% | 12.58% | 13.80% | 9.38% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 12.62% | 12.62% | 13.83% | 9.47% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 12.71% | 12.71% | 13.92% | 9.07% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 12.46% | 12.46% | 13.59% | 8.77% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 12.50% | 12.50% | 13.61% | 8.90% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 12.69% | 12.69% | 13.78% | 9.09% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 12.77% | 12.77% | 13.86% | 8.88% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 13.01% | 13.01% | 14.07% | 8.81% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 12.78% | 12.78% | 13.82% | 8.79% | 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 |
|---|---|---|---|---|---|---|
| Glacier Bank (this bank) | Risk-based | 12.99% | 12.99% | 14.21% | 10.10% | |
| Eastern Bank | $31.13B | Risk-based | 12.07% | 12.07% | 13.07% | 10.15% |
| TD Bank USA, N.A. | $32.13B | Risk-based | 31.20% | 31.20% | 32.53% | 11.56% |
| BNY Mellon, N.A. | $30.62B | Risk-based | 15.96% | 15.96% | 17.86% | 6.52% |
| Fulton Bank, N.A. | $32.56B | Risk-based | 13.03% | 13.21% | 14.46% | 10.20% |
| Texas Capital Bank | $33.62B | Risk-based | 12.35% | 12.35% | 13.53% | 10.67% |
| United Bank | $33.64B | Risk-based | 13.69% | 13.69% | 14.91% | 11.60% |
| City National Bank of Florida | $29.11B | Risk-based | 14.65% | 14.65% | 15.75% | 11.38% |
| United Community Bank | $28.99B | Risk-based | 12.09% | 12.09% | 12.93% | 9.52% |
| First National Bank of Omaha | $34.20B | Risk-based | 12.64% | 12.64% | 13.92% | 10.83% |
| Peer 25th percentile | 12.35% | 12.35% | 13.53% | 10.15% | ||
| Peer median | 13.03% | 13.21% | 14.46% | 10.67% | ||
| Peer 75th percentile | 14.65% | 14.65% | 15.75% | 11.38% | ||
| This bank's percentile | 44 | 44 | 44 | 22 |
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/2634191/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.