Morgan Stanley Bank, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 10.71% (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: 10.71% (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 18.25% +11.75 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 | $41.09B | 41,091,000 | RCFWP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $225.17B | 225,165,090 | RCFAA223 |
| Recomputed ratio | 18.25% | numerator / denominator | |
| Filed ratio | 18.25% | RCFAP793 | |
| Advanced approaches column | 18.76% | RCFWP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +11.75 pp | $26.46B | capital that could be lost first |
Tier 1 risk-based capital ratio 18.25% +10.25 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 | $41.09B | 41,091,000 | RCFA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $225.17B | 225,165,090 | RCFAA223 |
| Recomputed ratio | 18.25% | numerator / denominator | |
| Filed ratio | 18.25% | RCFA7206 | |
| Advanced approaches column | 18.76% | RCFW7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +10.25 pp | $23.08B | capital that could be lost first |
Total risk-based capital ratio 18.71% +8.71 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 | $42.13B | 42,131,000 | RCFA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $225.17B | 225,165,090 | RCFAA223 |
| Recomputed ratio | 18.71% | numerator / denominator | |
| Filed ratio | 18.71% | RCFA7205 | |
| Advanced approaches column | 19.05% | RCFW7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +8.71 pp | $19.61B | capital that could be lost first |
Tier 1 leverage ratio 10.44% +5.44 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 | $41.09B | 41,091,000 | RCFA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $393.46B | 393,464,000 | RCFAA224 |
| Recomputed ratio | 10.44% | numerator / denominator | |
| Filed ratio | 10.44% | RCFA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +5.44 pp | $21.42B | capital that could be lost first |
Supplementary leverage ratio 7.03%
Tier 1 capital over total leverage exposure, which adds off-balance-sheet exposures to on-balance-sheet assets. Filed by advanced-approaches and Category III banks.
| Tier 1 capital | $41.09B | 41,091,000 | RCFA8274 |
|---|---|---|---|
| Divided by total leverage exposure | $584.22B | 584,224,000 | RCFAH015 |
| Recomputed ratio | 7.03% | numerator / denominator | |
| Filed ratio | 7.03% | RCFAH036 |
Amounts in the middle column are thousands of dollars as filed. Ratios are the standardized column of Schedule RC-R Part I. This bank also files the advanced approaches column; the lower of the two binds, and the standardized ratios shown here are the lower ones.
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 | 21,996,000 | 21,466,000 | 8,005,000 | 8,005,000 | 8,005,000 | 8,005,000 | RCFAP742 |
| Retained earnings | 20,221,000 | 21,235,000 | 18,592,000 | 19,163,000 | 18,079,000 | 16,911,000 | RCFAKW00 |
| Accumulated other comprehensive income | (1,585,000) | (746,000) | (1,021,000) | (1,183,000) | (1,436,000) | (1,458,000) | RCFAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 40,632,000 | 41,955,000 | 25,576,000 | 25,985,000 | 24,648,000 | 23,458,000 | RCFAP840 |
| Adjustments and deductions from common equity Tier 1 | 459,000 | 181,000 | (31,000) | (37,000) | (10,000) | 19,000 | P859 - P840 |
| Common equity Tier 1 capital | 41,091,000 | 42,136,000 | 25,545,000 | 25,948,000 | 24,638,000 | 23,477,000 | RCFWP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP865 |
| Tier 1 capital | 41,091,000 | 42,136,000 | 25,545,000 | 25,948,000 | 24,638,000 | 23,477,000 | RCFA8274 |
| Tier 2 capital | 1,040,000 | 1,074,000 | 878,000 | 942,000 | 993,000 | 891,000 | RCFA5311 |
| Allowance includable in Tier 2 capital | 1,040,000 | 1,074,000 | 878,000 | 942,000 | 993,000 | 891,000 | RCFA5310 |
| Total capital | 42,131,000 | 43,210,000 | 26,423,000 | 26,890,000 | 25,631,000 | 24,368,000 | RCFA3792 |
| Total risk-weighted assets | 225,165,090 | 215,614,205 | 125,915,604 | 131,231,204 | 120,339,620 | 113,835,400 | RCFAA223 |
| Average total assets for the leverage ratio | 393,464,000 | 381,808,000 | 253,230,000 | 246,950,000 | 237,750,000 | 232,992,000 | RCFAA224 |
| Total leverage exposure | 584,224,000 | 566,452,000 | 337,102,000 | 334,139,000 | 318,654,000 | 309,402,000 | RCFAH015 |
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 | $78.88B | $286.2M | 0.36% | 0.13% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $82.30B | $5.71B | 6.94% | 2.54% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $8.92B | $5.87B | 65.74% | 2.61% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $3.46B | $1.78B | 51.39% | 0.79% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $38.0M | $57.0M | 150.00% | 0.03% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $518.0M | $777.0M | 150.00% | 0.35% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $49.16B | $34.92B | 71.04% | 15.51% | RC-R Part II, item 4.d, 5.d |
| Trading assets | $119.0M | $40.7M | 34.20% | 0.02% | RC-R Part II, item 7 |
| All other assets | $7.26B | $6.07B | 83.55% | 2.70% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $72.94B | $69.60B | 95.43% | 30.91% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $85.22B | $55.87B | 65.56% | 24.81% | RC-R Part II, item 20, 21 |
| Unsettled transactions | $155.0M | $668.8M | 431.45% | 0.30% | RC-R Part II, item 22 |
| Market risk and other approaches | NA | $43.51B | NA | 19.32% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $181.66B | ties to item 31 ($181.66B) |
|---|---|---|
| Risk-weighted assets before deductions | $225.17B | RCFDB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $225.17B | 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 | 18.25% | 18.25% | 18.71% | 10.44% | 13.63% | 13.73% | 14.82% | 9.14% |
| 1Q26 | Risk-based | 19.54% | 19.54% | 20.04% | 11.04% | 13.75% | 13.85% | 14.63% | 9.39% |
| 4Q25 | Risk-based | 20.29% | 20.29% | 20.98% | 10.09% | 15.01% | 15.02% | 16.07% | 9.33% |
| 3Q25 | Risk-based | 19.77% | 19.77% | 20.49% | 10.51% | 13.73% | 13.83% | 15.32% | 8.97% |
| 2Q25 | Risk-based | 20.47% | 20.47% | 21.30% | 10.36% | 13.76% | 13.94% | 15.59% | 9.21% |
| 1Q25 | Risk-based | 20.62% | 20.62% | 21.41% | 10.08% | 13.95% | 14.05% | 15.65% | 9.26% |
| 4Q24 | Risk-based | NA | NA | NA | 9.74% | 13.73% | 13.83% | 15.48% | 9.15% |
| 3Q24 | Risk-based | NA | NA | NA | 11.34% | 13.98% | 14.07% | 15.71% | 9.19% |
| 2Q24 | Risk-based | NA | NA | NA | 11.17% | 13.82% | 13.92% | 15.61% | 9.09% |
| 1Q24 | Risk-based | NA | NA | NA | 10.85% | 13.77% | 13.87% | 15.42% | 9.12% |
| 4Q23 | Risk-based | NA | NA | NA | 10.56% | 13.68% | 13.78% | 15.32% | 9.05% |
| 3Q23 | Risk-based | NA | NA | NA | 10.16% | 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, and for this advanced-approaches bank the risk-based ratios of quarters without served Schedule RC-R detail are withheld rather than shown from the advanced column. 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 |
|---|---|---|---|---|---|---|
| Morgan Stanley Bank, N.A. (this bank) | 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% |
| State Street Bank and Trust Company | $412.62B | Risk-based | 14.72% | 14.72% | 15.21% | 5.85% |
| TD Bank, N.A. | $342.80B | Risk-based | 16.16% | 16.16% | 17.41% | 10.32% |
| Fifth Third Bank, N.A. | $299.18B | Risk-based | 11.70% | 11.70% | 12.95% | 9.99% |
| Truist Bank | $548.35B | Risk-based | 12.11% | 12.11% | 13.62% | 9.82% |
| The Huntington National Bank | $283.07B | Risk-based | 11.82% | 12.02% | 13.84% | 9.30% |
| 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% |
| PNC Bank, N.A. | $609.77B | Risk-based | 11.20% | 11.20% | 12.82% | 8.98% |
| Peer 25th percentile | 11.89% | 12.04% | 13.67% | 7.23% | ||
| Peer median | 14.64% | 14.64% | 14.99% | 9.56% | ||
| Peer 75th percentile | 15.87% | 15.87% | 17.12% | 10.24% | ||
| 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/1456501/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.