Quad City Bank and Trust Company: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 7.35% (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: 7.35% (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 14.29% +7.79 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 | $325.0M | 324,991 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $2.27B | 2,274,254 | RCOAA223 |
| Recomputed ratio | 14.29% | numerator / denominator | |
| Filed ratio | 14.29% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +7.79 pp | $177.2M | capital that could be lost first |
Tier 1 risk-based capital ratio 14.29% +6.29 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 | $325.0M | 324,991 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $2.27B | 2,274,254 | RCOAA223 |
| Recomputed ratio | 14.29% | numerator / denominator | |
| Filed ratio | 14.29% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +6.29 pp | $143.1M | capital that could be lost first |
Total risk-based capital ratio 15.35% +5.35 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 | $349.0M | 349,002 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $2.27B | 2,274,254 | RCOAA223 |
| Recomputed ratio | 15.35% | numerator / denominator | |
| Filed ratio | 15.35% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +5.35 pp | $121.6M | capital that could be lost first |
Tier 1 leverage ratio 11.01% +6.01 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 | $325.0M | 324,991 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $2.95B | 2,951,675 | RCOAA224 |
| Recomputed ratio | 11.01% | numerator / denominator | |
| Filed ratio | 11.01% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +6.01 pp | $177.4M | 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 | 70,594 | 70,594 | 70,594 | 70,594 | 70,594 | 70,594 | RCOAP742 |
| Retained earnings | 257,188 | 250,403 | 245,730 | 240,949 | 242,577 | 234,337 | RCOAKW00 |
| Accumulated other comprehensive income | (12,454) | (13,137) | (12,530) | (13,158) | (15,383) | (14,951) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 315,328 | 307,860 | 303,794 | 298,385 | 297,788 | 289,980 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | 9,663 | 10,346 | 9,739 | 10,367 | 12,592 | 12,160 | P859 - P840 |
| Common equity Tier 1 capital | 324,991 | 318,206 | 313,533 | 308,752 | 310,380 | 302,140 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 324,991 | 318,206 | 313,533 | 308,752 | 310,380 | 302,140 | RCOA8274 |
| Tier 2 capital | 24,011 | 26,692 | 28,681 | 28,353 | 29,081 | 29,697 | RCOA5311 |
| Allowance includable in Tier 2 capital | 24,011 | 26,692 | 28,681 | 28,353 | 29,081 | 29,697 | RCOA5310 |
| Total capital | 349,002 | 344,898 | 342,214 | 337,105 | 339,461 | 331,837 | RCOA3792 |
| Total risk-weighted assets | 2,274,254 | 2,468,286 | 2,388,384 | 2,469,396 | 2,369,203 | 2,373,927 | RCOAA223 |
| Average total assets for the leverage ratio | 2,951,675 | 2,907,584 | 2,942,765 | 2,764,033 | 2,652,335 | 2,612,724 | 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 | $231.5M | $39.1M | 16.88% | 1.72% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $359.3M | $168.6M | 46.92% | 7.41% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $198.2M | $39.6M | 20.00% | 1.74% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $298.7M | $170.9M | 57.23% | 7.52% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $2.4M | $3.6M | 150.00% | 0.16% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $8.1M | $12.2M | 150.00% | 0.54% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $1.59B | $1.56B | 98.35% | 68.61% | RC-R Part II, item 4.d, 5.d |
| All other assets | $113.5M | $107.2M | 94.42% | 4.71% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $218.1M | $164.6M | 75.46% | 7.24% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $10.7M | $3.4M | 32.16% | 0.15% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $4.7M | NA | 0.20% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $2.27B | does not tie to item 31 ($2.27B) |
|---|---|---|
| Risk-weighted assets before deductions | $2.27B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $2.27B | 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 | 14.29% | 14.29% | 15.35% | 11.01% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 12.89% | 12.89% | 13.97% | 10.94% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 13.13% | 13.13% | 14.33% | 10.65% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 12.50% | 12.50% | 13.65% | 11.17% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 13.10% | 13.10% | 14.33% | 11.70% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 12.73% | 12.73% | 13.98% | 11.56% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | 12.40% | 12.40% | 13.65% | 11.41% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | 11.97% | 11.97% | 13.23% | 11.19% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | 11.66% | 11.66% | 12.91% | 11.11% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | 11.52% | 11.52% | 12.77% | 11.15% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | 11.42% | 11.42% | 12.67% | 11.23% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | Risk-based | 11.65% | 11.65% | 12.90% | 11.10% | 12.78% | 12.79% | 13.93% | 10.03% |
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 |
|---|---|---|---|---|---|---|
| Quad City Bank and Trust Company (this bank) | Risk-based | 14.29% | 14.29% | 15.35% | 11.01% | |
| Avidia Bank | $2.77B | Risk-based | 15.47% | 15.47% | 16.61% | 12.37% |
| Sunrise Banks, N.A. | $2.78B | CBLR | NA | NA | NA | 10.18% |
| ION Bank | $2.78B | Risk-based | 15.75% | 15.75% | 16.82% | 11.91% |
| Citizens and Farmers Bank | $2.79B | Risk-based | 13.54% | 13.54% | 14.79% | 11.20% |
| Lead Bank | $2.76B | Risk-based | 20.33% | 20.33% | 21.60% | 7.40% |
| Orange Bank & Trust Company | $2.79B | Risk-based | 17.95% | 17.95% | 19.20% | 13.15% |
| Bank of New Hampshire | $2.80B | Risk-based | 13.75% | 13.75% | 15.00% | 12.08% |
| Open Bank | $2.75B | Risk-based | 12.10% | 12.10% | 13.35% | 10.15% |
| State Bank of Southern Utah | $2.74B | CBLR | NA | NA | NA | 12.04% |
| State Bank of the Lakes, N.A. | $2.81B | Risk-based | 10.75% | 10.75% | 11.37% | 9.05% |
| Peer 25th percentile | 13.18% | 13.18% | 14.43% | 10.16% | ||
| Peer median | 14.61% | 14.61% | 15.81% | 11.56% | ||
| Peer 75th percentile | 16.30% | 16.30% | 17.42% | 12.07% | ||
| This bank's percentile | 50 | 50 | 50 | 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/2142155/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.