Simmons Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 3.69% (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: 3.69% (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 10.44% +3.94 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 | $2.16B | 2,164,064 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $20.72B | 20,720,245 | RCOAA223 |
| Recomputed ratio | 10.44% | numerator / denominator | |
| Filed ratio | 10.44% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +3.94 pp | $817.2M | capital that could be lost first |
Tier 1 risk-based capital ratio 10.44% +2.44 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 | $2.16B | 2,164,064 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $20.72B | 20,720,245 | RCOAA223 |
| Recomputed ratio | 10.44% | numerator / denominator | |
| Filed ratio | 10.44% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +2.44 pp | $506.4M | capital that could be lost first |
Total risk-based capital ratio 11.69% +1.69 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 | $2.42B | 2,423,127 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $20.72B | 20,720,245 | RCOAA223 |
| Recomputed ratio | 11.69% | numerator / denominator | |
| Filed ratio | 11.69% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +1.69 pp | $351.1M | capital that could be lost first |
Tier 1 leverage ratio 9.18% +4.18 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 | $2.16B | 2,164,064 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $23.57B | 23,573,231 | RCOAA224 |
| Recomputed ratio | 9.18% | numerator / denominator | |
| Filed ratio | 9.18% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.18 pp | $985.4M | 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 | 3,380,954 | 3,380,954 | 3,380,954 | 3,380,954 | 3,380,954 | 3,380,954 | RCOAP742 |
| Retained earnings | 150,695 | 133,568 | 109,761 | 24,993 | 576,916 | 561,074 | RCOAKW00 |
| Accumulated other comprehensive income | (294,737) | (314,365) | (293,129) | (313,483) | (380,900) | (367,710) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 3,236,912 | 3,200,157 | 3,197,586 | 3,092,464 | 3,576,970 | 3,574,318 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (1,072,848) | (1,056,063) | (1,080,143) | (1,062,638) | (1,002,233) | (1,018,257) | P859 - P840 |
| Common equity Tier 1 capital | 2,164,064 | 2,144,094 | 2,117,443 | 2,029,826 | 2,574,737 | 2,556,061 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 2,164,064 | 2,144,094 | 2,117,443 | 2,029,826 | 2,574,737 | 2,556,061 | RCOA8274 |
| Tier 2 capital | 259,063 | 255,537 | 250,006 | 247,998 | 257,234 | 257,096 | RCOA5311 |
| Allowance includable in Tier 2 capital | 259,063 | 255,537 | 250,006 | 247,998 | 257,234 | 257,096 | RCOA5310 |
| Total capital | 2,423,127 | 2,399,631 | 2,367,449 | 2,277,824 | 2,831,971 | 2,813,157 | RCOA3792 |
| Total risk-weighted assets | 20,720,245 | 20,520,615 | 20,055,770 | 19,804,201 | 20,553,604 | 20,543,783 | RCOAA223 |
| Average total assets for the leverage ratio | 23,573,231 | 23,445,058 | 23,182,980 | 23,919,013 | 25,561,186 | 25,574,993 | 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 | $589.6M | $9.7M | 1.65% | 0.05% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $3.52B | $929.0M | 26.36% | 4.48% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $6.2M | $1.2M | 20.00% | 0.01% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $2.61B | $1.42B | 54.45% | 6.86% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $4.5M | $6.7M | 150.00% | 0.03% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $166.0M | $244.6M | 147.34% | 1.18% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $15.30B | $14.89B | 97.35% | 71.85% | RC-R Part II, item 4.d, 5.d |
| Trading assets | $14.5M | $0 | 0.00% | 0.00% | RC-R Part II, item 7 |
| All other assets | $1.76B | $1.62B | 92.36% | 7.82% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $1.55B | $1.55B | 100.00% | 7.47% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $37.9M | $19.6M | 51.67% | 0.09% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $31.1M | NA | 0.15% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $20.69B | ties to item 31 ($20.69B) |
|---|---|---|
| Risk-weighted assets before deductions | $20.73B | RCONB704 |
| Less: excess allowance for credit losses | $4.8M | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $20.72B | 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 | 10.44% | 10.44% | 11.69% | 9.18% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 10.45% | 10.45% | 11.69% | 9.15% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 10.56% | 10.56% | 11.80% | 9.13% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 10.25% | 10.25% | 11.50% | 8.49% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 12.53% | 12.53% | 13.78% | 10.07% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 12.44% | 12.44% | 13.69% | 9.99% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 12.59% | 12.59% | 13.68% | 9.90% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 12.31% | 12.31% | 13.38% | 9.77% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 12.22% | 12.22% | 13.27% | 9.66% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 12.19% | 12.19% | 13.22% | 9.64% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 12.96% | 12.96% | 13.79% | 10.05% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 12.82% | 12.82% | 13.62% | 9.93% | 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 |
|---|---|---|---|---|---|---|
| Simmons Bank (this bank) | 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% |
| Rockland Trust Company | $24.97B | Risk-based | 14.86% | 14.86% | 15.85% | 11.83% |
| TriState Capital Bank | $24.26B | Risk-based | 18.45% | 18.45% | 19.10% | 7.41% |
| 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% |
| Bank of Hawaii | $23.81B | Risk-based | 13.92% | 13.92% | 14.96% | 8.38% |
| First Interstate Bank | $25.79B | Risk-based | 14.32% | 14.32% | 15.46% | 9.42% |
| First Hawaiian Bank | $23.65B | Risk-based | 13.23% | 13.23% | 14.48% | 9.44% |
| OceanFirst Bank, N.A. | $23.17B | Risk-based | 12.96% | 12.96% | 13.91% | 12.62% |
| Peer 25th percentile | 13.41% | 13.41% | 14.60% | 8.64% | ||
| Peer median | 14.15% | 14.15% | 15.31% | 9.98% | ||
| Peer 75th percentile | 14.85% | 14.85% | 16.03% | 11.75% | ||
| This bank's percentile | 0 | 0 | 0 | 30 |
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/663245/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.