Rockland Trust Company: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 7.85% (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: 7.85% (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 14.86% +8.36 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 | $2.78B | 2,775,808 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $18.69B | 18,686,030 | RCOAA223 |
| Recomputed ratio | 14.86% | numerator / denominator | |
| Filed ratio | 14.86% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +8.36 pp | $1.56B | capital that could be lost first |
Tier 1 risk-based capital ratio 14.86% +6.86 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 | $2.78B | 2,775,808 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $18.69B | 18,686,030 | RCOAA223 |
| Recomputed ratio | 14.86% | numerator / denominator | |
| Filed ratio | 14.86% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +6.86 pp | $1.28B | capital that could be lost first |
Total risk-based capital ratio 15.85% +5.85 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 | $2.96B | 2,961,678 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $18.69B | 18,686,030 | RCOAA223 |
| Recomputed ratio | 15.85% | numerator / denominator | |
| Filed ratio | 15.85% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +5.85 pp | $1.09B | capital that could be lost first |
Tier 1 leverage ratio 11.83% +6.83 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 | $2.78B | 2,775,808 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $23.46B | 23,455,418 | RCOAA224 |
| Recomputed ratio | 11.83% | numerator / denominator | |
| Filed ratio | 11.83% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +6.83 pp | $1.60B | 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 | 3,367,814 | 3,364,494 | 3,362,178 | 3,360,284 | 2,723,253 | 2,720,305 | RCOAP742 |
| Retained earnings | 584,972 | 579,468 | 553,233 | 511,050 | 504,969 | 498,248 | RCOAKW00 |
| Accumulated other comprehensive income | (58,666) | (49,298) | (39,754) | (47,562) | (58,082) | (70,202) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 3,894,120 | 3,894,664 | 3,875,657 | 3,823,772 | 3,170,140 | 3,148,351 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (1,118,312) | (1,132,787) | (1,147,530) | (1,140,645) | (922,707) | (911,597) | P859 - P840 |
| Common equity Tier 1 capital | 2,775,808 | 2,761,877 | 2,728,127 | 2,683,127 | 2,247,433 | 2,236,754 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 2,775,808 | 2,761,877 | 2,728,127 | 2,683,127 | 2,247,433 | 2,236,754 | RCOA8274 |
| Tier 2 capital | 185,870 | 179,642 | 178,118 | 175,316 | 137,883 | 138,116 | RCOA5311 |
| Allowance includable in Tier 2 capital | 185,870 | 179,642 | 178,118 | 175,316 | 137,883 | 138,116 | RCOA5310 |
| Total capital | 2,961,678 | 2,941,519 | 2,906,245 | 2,858,443 | 2,385,316 | 2,374,870 | RCOA3792 |
| Total risk-weighted assets | 18,686,030 | 18,695,978 | 18,801,617 | 18,734,662 | 14,641,034 | 14,609,950 | RCOAA223 |
| Average total assets for the leverage ratio | 23,455,418 | 23,560,908 | 23,828,147 | 23,809,607 | 18,810,163 | 18,565,600 | 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 | $1.00B | $28.9M | 2.89% | 0.15% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $3.38B | $584.8M | 17.31% | 3.13% | RC-R Part II, item 2.a, 2.b |
| Loans: residential mortgage | $5.16B | $2.59B | 50.28% | 13.88% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $49.5M | $74.3M | 150.00% | 0.40% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $74.5M | $111.8M | 150.00% | 0.60% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $13.13B | $13.05B | 99.34% | 69.82% | RC-R Part II, item 4.d, 5.d |
| Trading assets | $4.8M | $10.4M | 215.93% | 0.06% | RC-R Part II, item 7 |
| All other assets | $1.14B | $1.11B | 96.69% | 5.92% | RC-R Part II, item 8 |
| Securitization exposures at 1250% | $1.5M | $18.8M | 1250.00% | 0.10% | RC-R Part II, item 9, 10 |
| Off-balance-sheet commitments and letters of credit | $1.07B | $1.01B | 94.70% | 5.43% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $69.8M | $28.9M | 41.44% | 0.15% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $65.6M | NA | 0.35% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $18.62B | ties to item 31 ($18.62B) |
|---|---|---|
| Risk-weighted assets before deductions | $18.69B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $18.69B | 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 | 14.86% | 14.86% | 15.85% | 11.83% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 14.77% | 14.77% | 15.73% | 11.72% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 14.51% | 14.51% | 15.46% | 11.45% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 14.32% | 14.32% | 15.26% | 11.27% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 15.35% | 15.35% | 16.29% | 11.95% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 15.31% | 15.31% | 16.26% | 12.05% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 14.46% | 14.46% | 15.43% | 11.18% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 14.53% | 14.53% | 15.48% | 11.19% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 14.51% | 14.51% | 15.52% | 11.17% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 14.40% | 14.40% | 15.38% | 11.12% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 14.37% | 14.37% | 15.31% | 11.10% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 14.28% | 14.28% | 15.21% | 11.01% | 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 |
|---|---|---|---|---|---|---|
| Rockland Trust Company (this bank) | Risk-based | 14.86% | 14.86% | 15.85% | 11.83% | |
| Simmons Bank | $24.73B | Risk-based | 10.44% | 10.44% | 11.69% | 9.18% |
| Cathay Bank | $24.64B | Risk-based | 13.98% | 13.98% | 15.16% | 11.52% |
| Centennial Bank | $24.55B | Risk-based | 14.83% | 14.83% | 16.09% | 12.61% |
| Ameriprise Bank, FSB | $25.48B | Risk-based | 30.38% | 30.38% | 30.57% | 7.38% |
| Provident Bank | $25.65B | Risk-based | 12.09% | 12.09% | 12.99% | 10.53% |
| TriState Capital Bank | $24.26B | Risk-based | 18.45% | 18.45% | 19.10% | 7.41% |
| First Interstate Bank | $25.79B | Risk-based | 14.32% | 14.32% | 15.46% | 9.42% |
| Bank of Hawaii | $23.81B | Risk-based | 13.92% | 13.92% | 14.96% | 8.38% |
| First Hawaiian Bank | $23.65B | Risk-based | 13.23% | 13.23% | 14.48% | 9.44% |
| Customers Bank | $26.50B | Risk-based | 13.55% | 13.55% | 14.53% | 9.34% |
| Peer 25th percentile | 13.31% | 13.31% | 14.49% | 8.58% | ||
| Peer median | 13.95% | 13.95% | 15.06% | 9.38% | ||
| Peer 75th percentile | 14.70% | 14.70% | 15.93% | 10.26% | ||
| This bank's percentile | 80 | 80 | 70 | 90 |
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/613008/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.