The Huntington National Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 5.84% (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: 5.84% (RCFAH311).
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 11.82% +5.32 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 | $25.20B | 25,197,415 | RCFAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $213.21B | 213,210,756 | RCFAA223 |
| Recomputed ratio | 11.82% | numerator / denominator | |
| Filed ratio | 11.82% | RCFAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +5.32 pp | $11.34B | capital that could be lost first |
Tier 1 risk-based capital ratio 12.02% +4.02 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 | $25.62B | 25,622,044 | RCFA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $213.21B | 213,210,756 | RCFAA223 |
| Recomputed ratio | 12.02% | numerator / denominator | |
| Filed ratio | 12.02% | RCFA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +4.02 pp | $8.57B | capital that could be lost first |
Total risk-based capital ratio 13.84% +3.84 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 | $29.50B | 29,501,719 | RCFA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $213.21B | 213,210,756 | RCFAA223 |
| Recomputed ratio | 13.84% | numerator / denominator | |
| Filed ratio | 13.84% | RCFA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +3.84 pp | $8.18B | capital that could be lost first |
Tier 1 leverage ratio 9.30% +4.30 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 | $25.62B | 25,622,044 | RCFA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $275.64B | 275,637,141 | RCFAA224 |
| Recomputed ratio | 9.30% | numerator / denominator | |
| Filed ratio | 9.30% | RCFA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.30 pp | $11.84B | 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 | 29,454,829 | 29,411,673 | 20,259,877 | 18,425,865 | 18,399,531 | 18,371,313 | RCFAP742 |
| Retained earnings | 6,024,465 | 5,772,474 | 5,142,634 | 4,524,017 | 3,836,332 | 3,877,545 | RCFAKW00 |
| Accumulated other comprehensive income | (2,194,678) | (2,040,426) | (1,889,463) | (2,051,241) | (2,225,709) | (2,412,736) | RCFAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 33,284,616 | 33,143,721 | 23,513,048 | 20,898,641 | 20,010,154 | 19,836,122 | RCFAP840 |
| Adjustments and deductions from common equity Tier 1 | (8,087,201) | (8,225,563) | (4,086,727) | (3,353,114) | (3,158,598) | (2,932,853) | P859 - P840 |
| Common equity Tier 1 capital | 25,197,415 | 24,918,158 | 19,426,321 | 17,545,527 | 16,851,556 | 16,903,269 | RCFAP859 |
| Additional Tier 1 capital | 424,629 | 428,940 | 1,199,229 | 1,201,321 | 1,206,374 | 1,214,759 | RCFAP865 |
| Tier 1 capital | 25,622,044 | 25,347,098 | 20,625,550 | 18,746,848 | 18,057,930 | 18,118,028 | RCFA8274 |
| Tier 2 capital | 3,879,675 | 3,800,929 | 2,539,690 | 2,414,151 | 2,522,549 | 2,503,127 | RCFA5311 |
| Allowance includable in Tier 2 capital | 2,667,675 | 2,588,929 | 2,077,690 | 1,877,041 | 1,856,186 | 1,803,886 | RCFA5310 |
| Total capital | 29,501,719 | 29,148,027 | 23,165,240 | 21,160,999 | 20,580,479 | 20,621,155 | RCFA3792 |
| Total risk-weighted assets | 213,210,756 | 206,904,227 | 165,701,462 | 149,577,639 | 147,928,056 | 143,737,475 | RCFAA223 |
| Average total assets for the leverage ratio | 275,637,141 | 247,635,238 | 214,219,451 | 205,660,752 | 204,146,141 | 201,644,455 | RCFAA224 |
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 | $17.07B | $672.6M | 3.94% | 0.32% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $51.79B | $5.29B | 10.21% | 2.48% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $1.1M | $1.1M | 100.00% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $47.85B | $32.20B | 67.30% | 15.09% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $394.8M | $592.2M | 150.00% | 0.28% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $1.17B | $1.76B | 150.00% | 0.82% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $128.92B | $125.17B | 97.08% | 58.64% | RC-R Part II, item 4.d, 5.d |
| All other assets | $15.75B | $15.27B | 96.96% | 7.16% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $27.83B | $27.72B | 99.61% | 12.99% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $1.55B | $1.10B | 71.12% | 0.52% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $3.66B | NA | 1.72% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $209.78B | ties to item 31 ($209.78B) |
|---|---|---|
| Risk-weighted assets before deductions | $213.44B | RCFDB704 |
| Less: excess allowance for credit losses | $229.8M | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $213.21B | RCFDG641, 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 | 11.82% | 12.02% | 13.84% | 9.30% | 13.63% | 13.73% | 14.82% | 9.14% |
| 1Q26 | Risk-based | 12.04% | 12.25% | 14.09% | 10.24% | 13.75% | 13.85% | 14.63% | 9.39% |
| 4Q25 | Risk-based | 11.72% | 12.45% | 13.98% | 9.63% | 15.01% | 15.02% | 16.07% | 9.33% |
| 3Q25 | Risk-based | 11.73% | 12.53% | 14.15% | 9.12% | 13.73% | 13.83% | 15.32% | 8.97% |
| 2Q25 | Risk-based | 11.39% | 12.21% | 13.91% | 8.85% | 13.76% | 13.94% | 15.59% | 9.21% |
| 1Q25 | Risk-based | 11.76% | 12.60% | 14.35% | 8.99% | 13.95% | 14.05% | 15.65% | 9.26% |
| 4Q24 | Risk-based | 11.55% | 12.39% | 14.13% | 8.94% | 13.73% | 13.83% | 15.48% | 9.15% |
| 3Q24 | Risk-based | 10.17% | 11.02% | 12.51% | 8.00% | 13.98% | 14.07% | 15.71% | 9.19% |
| 2Q24 | Risk-based | 10.32% | 11.19% | 12.90% | 8.09% | 13.82% | 13.92% | 15.61% | 9.09% |
| 1Q24 | Risk-based | 10.38% | 11.25% | 12.86% | 8.34% | 13.77% | 13.87% | 15.42% | 9.12% |
| 4Q23 | Risk-based | 10.60% | 11.47% | 13.09% | 8.51% | 13.68% | 13.78% | 15.32% | 9.05% |
| 3Q23 | Risk-based | 10.36% | 11.22% | 12.89% | 8.53% | 13.62% | 13.62% | 15.29% | 9.10% |
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 Huntington National Bank (this bank) | Risk-based | 11.82% | 12.02% | 13.84% | 9.30% | |
| Fifth Third Bank, N.A. | $299.18B | Risk-based | 11.70% | 11.70% | 12.95% | 9.99% |
| BMO Bank N.A. | $254.97B | Risk-based | 14.97% | 14.99% | 16.24% | 11.29% |
| Charles Schwab Bank, SSB | $250.83B | Risk-based | 30.14% | 30.14% | 30.19% | 10.65% |
| Morgan Stanley Private Bank, N.A. | $250.43B | Risk-based | 24.99% | 24.99% | 25.58% | 6.65% |
| TD Bank, N.A. | $342.80B | Risk-based | 16.16% | 16.16% | 17.41% | 10.32% |
| State Street Bank and Trust Company | $412.62B | Risk-based | 14.72% | 14.72% | 15.21% | 5.85% |
| Morgan Stanley Bank, N.A. | $419.32B | Risk-based | 18.25% | 18.25% | 18.71% | 10.44% |
| The Bank of New York Mellon | $425.12B | Risk-based | 14.56% | 14.56% | 14.76% | 6.20% |
| Truist Bank | $548.35B | Risk-based | 12.11% | 12.11% | 13.62% | 9.82% |
| PNC Bank, N.A. | $609.77B | Risk-based | 11.20% | 11.20% | 12.82% | 8.98% |
| Peer 25th percentile | 12.72% | 12.72% | 13.91% | 7.23% | ||
| Peer median | 14.85% | 14.85% | 15.73% | 9.90% | ||
| Peer 75th percentile | 17.73% | 17.73% | 18.39% | 10.41% | ||
| This bank's percentile | 20 | 20 | 30 | 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/12311/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.