Prosperity Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 8.46% (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: 8.46% (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 15.24% +8.74 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 | $4.21B | 4,205,773 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $27.59B | 27,591,489 | RCOAA223 |
| Recomputed ratio | 15.24% | numerator / denominator | |
| Filed ratio | 15.24% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +8.74 pp | $2.41B | capital that could be lost first |
Tier 1 risk-based capital ratio 15.24% +7.24 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 | $4.21B | 4,205,773 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $27.59B | 27,591,489 | RCOAA223 |
| Recomputed ratio | 15.24% | numerator / denominator | |
| Filed ratio | 15.24% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +7.24 pp | $2.00B | capital that could be lost first |
Total risk-based capital ratio 16.46% +6.46 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 | $4.54B | 4,542,164 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $27.59B | 27,591,489 | RCOAA223 |
| Recomputed ratio | 16.46% | numerator / denominator | |
| Filed ratio | 16.46% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +6.46 pp | $1.78B | capital that could be lost first |
Tier 1 leverage ratio 10.64% +5.64 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 | $4.21B | 4,205,773 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $39.54B | 39,538,024 | RCOAA224 |
| Recomputed ratio | 10.64% | numerator / denominator | |
| Filed ratio | 10.64% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +5.64 pp | $2.23B | 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 | 6,000,408 | 6,000,409 | 5,338,890 | 5,338,890 | 5,338,890 | 5,338,890 | RCOAP742 |
| Retained earnings | 2,108,713 | 2,018,254 | 2,031,153 | 2,084,746 | 2,019,590 | 1,938,042 | RCOAKW00 |
| Accumulated other comprehensive income | (251) | 35 | (296) | (1,570) | (1,309) | (1,085) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 8,108,870 | 8,018,698 | 7,369,747 | 7,422,066 | 7,357,171 | 7,275,847 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (3,903,097) | (3,906,218) | (3,539,616) | (3,541,177) | (3,544,284) | (3,547,362) | P859 - P840 |
| Common equity Tier 1 capital | 4,205,773 | 4,112,480 | 3,830,131 | 3,880,889 | 3,812,887 | 3,728,485 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 4,205,773 | 4,112,480 | 3,830,131 | 3,880,889 | 3,812,887 | 3,728,485 | RCOA8274 |
| Tier 2 capital | 336,391 | 326,355 | 290,431 | 294,050 | 296,448 | 293,261 | RCOA5311 |
| Allowance includable in Tier 2 capital | 336,391 | 326,355 | 290,431 | 294,050 | 296,448 | 293,261 | RCOA5310 |
| Total capital | 4,542,164 | 4,438,835 | 4,120,562 | 4,174,939 | 4,109,335 | 4,021,746 | RCOA3792 |
| Total risk-weighted assets | 27,591,489 | 27,806,490 | 23,201,931 | 23,492,965 | 23,685,454 | 23,426,425 | RCOAA223 |
| Average total assets for the leverage ratio | 39,538,024 | 38,310,154 | 34,122,739 | 34,621,448 | 34,858,953 | 35,409,231 | 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 | $1.69B | $40.0M | 2.36% | 0.14% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $12.34B | $2.41B | 19.56% | 8.75% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $199.8M | $39K | 0.02% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $9.30B | $5.08B | 54.57% | 18.40% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $2.45B | $3.68B | 149.94% | 13.33% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $61.3M | $91.9M | 150.00% | 0.33% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $13.21B | $12.95B | 98.00% | 46.92% | RC-R Part II, item 4.d, 5.d |
| All other assets | $1.14B | $1.05B | 92.19% | 3.81% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $1.98B | $2.20B | 111.19% | 7.97% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $1.4M | $905K | 63.66% | 0.00% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $94.5M | NA | 0.34% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $27.50B | ties to item 31 ($27.50B) |
|---|---|---|
| Risk-weighted assets before deductions | $27.59B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $27.59B | 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 | 15.24% | 15.24% | 16.46% | 10.64% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 14.79% | 14.79% | 15.96% | 10.73% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 16.51% | 16.51% | 17.76% | 11.22% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 16.52% | 16.52% | 17.77% | 11.21% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 16.10% | 16.10% | 17.35% | 10.94% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 15.92% | 15.92% | 17.17% | 10.53% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 16.36% | 16.36% | 17.62% | 10.78% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 15.79% | 15.79% | 17.04% | 10.48% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 15.35% | 15.35% | 16.60% | 10.24% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 15.69% | 15.69% | 16.94% | 10.33% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 15.48% | 15.48% | 16.50% | 10.35% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 14.92% | 14.92% | 16.00% | 9.99% | 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 |
|---|---|---|---|---|---|---|
| Prosperity Bank (this bank) | Risk-based | 15.24% | 15.24% | 16.46% | 10.64% | |
| Barclays Bank Delaware | $43.45B | Risk-based | 13.69% | 15.70% | 17.04% | 10.76% |
| MidFirst Bank | $42.83B | Risk-based | 18.23% | 18.23% | 19.48% | 9.01% |
| Raymond James Bank | $45.60B | Risk-based | 15.13% | 15.13% | 16.39% | 8.00% |
| Bank OZK | $41.70B | Risk-based | 11.80% | 12.56% | 14.83% | 13.96% |
| EverBank, N.A. | $46.69B | Risk-based | 13.04% | 13.04% | 13.98% | 9.05% |
| Deutsche Bank Trust Company Americas | $40.53B | Risk-based | 57.52% | 57.52% | 57.71% | 25.79% |
| Atlantic Union Bank | $38.02B | Risk-based | 13.02% | 13.02% | 13.99% | 11.45% |
| First National Bank of Pennsylvania | $50.80B | Risk-based | 11.40% | 11.60% | 13.62% | 9.43% |
| Hancock Whitney Bank | $36.33B | Risk-based | 12.86% | 12.86% | 14.06% | 10.59% |
| Associated Bank, N.A. | $51.76B | Risk-based | 10.23% | 10.23% | 11.98% | 8.40% |
| Peer 25th percentile | 12.07% | 12.63% | 13.98% | 9.02% | ||
| Peer median | 13.03% | 13.03% | 14.44% | 10.01% | ||
| Peer 75th percentile | 14.77% | 15.56% | 16.88% | 11.27% | ||
| This bank's percentile | 80 | 70 | 70 | 60 |
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/664756/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.