Morgan Stanley Private Bank, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 17.58% (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: 17.58% (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 24.99% +18.49 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 | $16.64B | 16,645,000 | RCFWP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $66.59B | 66,594,100 | RCFAA223 |
| Recomputed ratio | 24.99% | numerator / denominator | |
| Filed ratio | 24.99% | RCFAP793 | |
| Advanced approaches column | 46.18% | RCFWP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +18.49 pp | $12.32B | capital that could be lost first |
Tier 1 risk-based capital ratio 24.99% +16.99 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 | $16.64B | 16,645,000 | RCFA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $66.59B | 66,594,100 | RCFAA223 |
| Recomputed ratio | 24.99% | numerator / denominator | |
| Filed ratio | 24.99% | RCFA7206 | |
| Advanced approaches column | 46.18% | RCFW7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +16.99 pp | $11.32B | capital that could be lost first |
Total risk-based capital ratio 25.58% +15.58 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 | $17.03B | 17,034,000 | RCFA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $66.59B | 66,594,100 | RCFAA223 |
| Recomputed ratio | 25.58% | numerator / denominator | |
| Filed ratio | 25.58% | RCFA7205 | |
| Advanced approaches column | 46.66% | RCFW7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +15.58 pp | $10.37B | capital that could be lost first |
Tier 1 leverage ratio 6.65% +1.65 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 | $16.64B | 16,645,000 | RCFA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $250.30B | 250,298,000 | RCFAA224 |
| Recomputed ratio | 6.65% | numerator / denominator | |
| Filed ratio | 6.65% | RCFA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +1.65 pp | $4.13B | capital that could be lost first |
Supplementary leverage ratio 6.48%
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 | $16.64B | 16,645,000 | RCFA8274 |
|---|---|---|---|
| Divided by total leverage exposure | $256.84B | 256,844,000 | RCFAH015 |
| Recomputed ratio | 6.48% | numerator / denominator | |
| Filed ratio | 6.48% | 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 | 12,144,000 | 12,144,000 | 12,144,000 | 12,144,000 | 12,144,000 | 12,144,000 | RCFAP742 |
| Retained earnings | 5,254,000 | 6,673,000 | 5,932,000 | 6,291,000 | 5,634,000 | 6,104,000 | RCFAKW00 |
| Accumulated other comprehensive income | (449,000) | (392,000) | (355,000) | (401,000) | (469,000) | (501,000) | RCFAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 16,949,000 | 18,425,000 | 17,721,000 | 18,034,000 | 17,309,000 | 17,747,000 | RCFAP840 |
| Adjustments and deductions from common equity Tier 1 | (304,000) | (373,000) | (423,000) | (421,000) | (430,000) | (429,000) | P859 - P840 |
| Common equity Tier 1 capital | 16,645,000 | 18,052,000 | 17,298,000 | 17,613,000 | 16,879,000 | 17,318,000 | RCFWP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP865 |
| Tier 1 capital | 16,645,000 | 18,052,000 | 17,298,000 | 17,613,000 | 16,879,000 | 17,318,000 | RCFA8274 |
| Tier 2 capital | 389,000 | 364,000 | 367,000 | 394,000 | 409,000 | 385,000 | RCFA5311 |
| Allowance includable in Tier 2 capital | 389,000 | 364,000 | 367,000 | 394,000 | 409,000 | 385,000 | RCFA5310 |
| Total capital | 17,034,000 | 18,416,000 | 17,665,000 | 18,007,000 | 17,288,000 | 17,703,000 | RCFA3792 |
| Total risk-weighted assets | 66,594,100 | 66,522,100 | 66,375,200 | 65,632,300 | 65,567,900 | 65,473,900 | RCFAA223 |
| Average total assets for the leverage ratio | 250,298,000 | 256,357,000 | 247,543,000 | 232,265,000 | 224,448,000 | 219,856,000 | RCFAA224 |
| Total leverage exposure | 256,844,000 | 263,174,000 | 254,197,000 | 239,054,000 | 231,465,000 | 226,667,000 | 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 | $17.18B | $61.6M | 0.36% | 0.09% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $39.70B | $4.26B | 10.73% | 6.39% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $12.0M | $12.0M | 100.00% | 0.02% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $75.63B | $37.99B | 50.23% | 57.04% | RC-R Part II, item 4.a, 5.a |
| Loans: past due and nonaccrual | $232.0M | $348.0M | 150.00% | 0.52% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $16.06B | $14.87B | 92.63% | 22.33% | RC-R Part II, item 4.d, 5.d |
| All other assets | $4.36B | $3.60B | 82.40% | 5.40% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $3.83B | $2.75B | 71.80% | 4.13% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $523.0M | $314.2M | 60.08% | 0.47% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $2.40B | NA | 3.60% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $64.20B | ties to item 31 ($64.20B) |
|---|---|---|
| Risk-weighted assets before deductions | $66.59B | RCFDB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $66.59B | 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 | 24.99% | 24.99% | 25.58% | 6.65% | 13.63% | 13.73% | 14.82% | 9.14% |
| 1Q26 | Risk-based | 27.14% | 27.14% | 27.68% | 7.04% | 13.75% | 13.85% | 14.63% | 9.39% |
| 4Q25 | Risk-based | 26.06% | 26.06% | 26.61% | 6.99% | 15.01% | 15.02% | 16.07% | 9.33% |
| 3Q25 | Risk-based | 26.84% | 26.84% | 27.44% | 7.58% | 13.73% | 13.83% | 15.32% | 8.97% |
| 2Q25 | Risk-based | 25.74% | 25.74% | 26.37% | 7.52% | 13.76% | 13.94% | 15.59% | 9.21% |
| 1Q25 | Risk-based | 26.45% | 26.45% | 27.04% | 7.88% | 13.95% | 14.05% | 15.65% | 9.26% |
| 4Q24 | Risk-based | NA | NA | NA | 7.72% | 13.73% | 13.83% | 15.48% | 9.15% |
| 3Q24 | Risk-based | NA | NA | NA | 8.26% | 13.98% | 14.07% | 15.71% | 9.19% |
| 2Q24 | Risk-based | NA | NA | NA | 8.08% | 13.82% | 13.92% | 15.61% | 9.09% |
| 1Q24 | Risk-based | NA | NA | NA | 7.75% | 13.77% | 13.87% | 15.42% | 9.12% |
| 4Q23 | Risk-based | NA | NA | NA | 7.48% | 13.68% | 13.78% | 15.32% | 9.05% |
| 3Q23 | Risk-based | NA | NA | NA | 7.98% | 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 Private Bank, N.A. (this bank) | Risk-based | 24.99% | 24.99% | 25.58% | 6.65% | |
| Charles Schwab Bank, SSB | $250.83B | Risk-based | 30.14% | 30.14% | 30.19% | 10.65% |
| BMO Bank N.A. | $254.97B | Risk-based | 14.97% | 14.99% | 16.24% | 11.29% |
| The Huntington National Bank | $283.07B | 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% |
| 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 | 11.89% | 12.04% | 13.67% | 9.06% | ||
| Peer median | 14.64% | 14.64% | 14.99% | 9.90% | ||
| Peer 75th percentile | 15.87% | 15.87% | 17.12% | 10.41% | ||
| This bank's percentile | 90 | 90 | 90 | 20 |
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/2489805/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.