MidFirst Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 11.48% (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: 11.48% (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 18.23% +11.73 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 | $3.83B | 3,829,346 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $21.01B | 21,008,243 | RCOAA223 |
| Recomputed ratio | 18.23% | numerator / denominator | |
| Filed ratio | 18.23% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +11.73 pp | $2.46B | capital that could be lost first |
Tier 1 risk-based capital ratio 18.23% +10.23 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 | $3.83B | 3,829,346 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $21.01B | 21,008,243 | RCOAA223 |
| Recomputed ratio | 18.23% | numerator / denominator | |
| Filed ratio | 18.23% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +10.23 pp | $2.15B | capital that could be lost first |
Total risk-based capital ratio 19.48% +9.48 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 | $4.09B | 4,091,955 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $21.01B | 21,008,243 | RCOAA223 |
| Recomputed ratio | 19.48% | numerator / denominator | |
| Filed ratio | 19.48% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +9.48 pp | $1.99B | capital that could be lost first |
Tier 1 leverage ratio 9.01% +4.01 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 | $3.83B | 3,829,346 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $42.48B | 42,478,028 | RCOAA224 |
| Recomputed ratio | 9.01% | numerator / denominator | |
| Filed ratio | 9.01% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.01 pp | $1.71B | 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 | 191,375 | 191,375 | 191,375 | 191,375 | 191,375 | 191,375 | RCOAP742 |
| Retained earnings | 3,720,052 | 3,717,759 | 3,626,367 | 3,520,666 | 3,458,396 | 3,422,704 | RCOAKW00 |
| Accumulated other comprehensive income | 277,949 | 175,534 | 92,202 | 45,744 | 61,768 | 185,806 | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 4,189,376 | 4,084,668 | 3,909,944 | 3,757,785 | 3,711,539 | 3,799,885 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (360,030) | (258,361) | (175,776) | (130,119) | (146,964) | (271,827) | P859 - P840 |
| Common equity Tier 1 capital | 3,829,346 | 3,826,307 | 3,734,168 | 3,627,666 | 3,564,575 | 3,528,058 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 3,829,346 | 3,826,307 | 3,734,168 | 3,627,666 | 3,564,575 | 3,528,058 | RCOA8274 |
| Tier 2 capital | 262,609 | 259,658 | 245,552 | 247,113 | 244,720 | 240,439 | RCOA5311 |
| Allowance includable in Tier 2 capital | 262,609 | 259,658 | 245,552 | 247,113 | 244,720 | 240,439 | RCOA5310 |
| Total capital | 4,091,955 | 4,085,965 | 3,979,720 | 3,874,779 | 3,809,295 | 3,768,497 | RCOA3792 |
| Total risk-weighted assets | 21,008,243 | 20,766,222 | 20,154,457 | 20,280,058 | 20,091,130 | 19,744,174 | RCOAA223 |
| Average total assets for the leverage ratio | 42,478,028 | 42,063,832 | 41,325,018 | 40,955,663 | 40,233,335 | 39,419,055 | 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 | $606.2M | $19.3M | 3.18% | 0.09% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $6.23B | $57.6M | 0.92% | 0.27% | RC-R Part II, item 2.a, 2.b |
| Loans: residential mortgage | $21.24B | $6.09B | 28.65% | 28.97% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $2.5M | $3.8M | 150.00% | 0.02% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $146.1M | $219.1M | 150.00% | 1.04% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $12.14B | $11.32B | 93.27% | 53.88% | RC-R Part II, item 4.d, 5.d |
| All other assets | $2.34B | $1.46B | 62.41% | 6.95% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $1.66B | $1.66B | 100.00% | 7.90% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $114.8M | $23.3M | 20.29% | 0.11% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $161.7M | NA | 0.77% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $20.85B | ties to item 31 ($20.85B) |
|---|---|---|
| Risk-weighted assets before deductions | $21.01B | RCONB704 |
| Less: excess allowance for credit losses | $469K | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $21.01B | 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 | 18.23% | 18.23% | 19.48% | 9.01% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 18.43% | 18.43% | 19.68% | 9.10% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 18.53% | 18.53% | 19.75% | 9.04% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 17.89% | 17.89% | 19.11% | 8.86% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 17.74% | 17.74% | 18.96% | 8.86% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 17.87% | 17.87% | 19.09% | 8.95% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 17.76% | 17.76% | 18.94% | 8.78% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 17.79% | 17.79% | 18.97% | 8.77% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 17.60% | 17.60% | 18.78% | 8.90% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 17.86% | 17.86% | 19.04% | 8.99% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 17.75% | 17.75% | 18.90% | 8.93% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 17.27% | 17.27% | 18.41% | 8.72% | 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 |
|---|---|---|---|---|---|---|
| MidFirst Bank (this bank) | Risk-based | 18.23% | 18.23% | 19.48% | 9.01% | |
| Barclays Bank Delaware | $43.45B | Risk-based | 13.69% | 15.70% | 17.04% | 10.76% |
| Prosperity Bank | $43.88B | Risk-based | 15.24% | 15.24% | 16.46% | 10.64% |
| Bank OZK | $41.70B | Risk-based | 11.80% | 12.56% | 14.83% | 13.96% |
| Deutsche Bank Trust Company Americas | $40.53B | Risk-based | 57.52% | 57.52% | 57.71% | 25.79% |
| Raymond James Bank | $45.60B | Risk-based | 15.13% | 15.13% | 16.39% | 8.00% |
| EverBank, N.A. | $46.69B | Risk-based | 13.04% | 13.04% | 13.98% | 9.05% |
| Atlantic Union Bank | $38.02B | Risk-based | 13.02% | 13.02% | 13.99% | 11.45% |
| Hancock Whitney Bank | $36.33B | Risk-based | 12.86% | 12.86% | 14.06% | 10.59% |
| Commerce Bank | $35.02B | Risk-based | 15.11% | 15.11% | 15.92% | 11.43% |
| Banc of California | $34.90B | Risk-based | 12.68% | 12.68% | 13.74% | 9.64% |
| Peer 25th percentile | 12.90% | 12.90% | 14.01% | 9.88% | ||
| Peer median | 13.36% | 14.08% | 15.37% | 10.70% | ||
| Peer 75th percentile | 15.13% | 15.22% | 16.44% | 11.44% | ||
| This bank's percentile | 90 | 90 | 90 | 10 |
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/595270/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.