St. Charles Bank & Trust Company, N.A.: 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 11.07% +4.57 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 | $341.0M | 340,968 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $3.08B | 3,080,253 | RCOAA223 |
| Recomputed ratio | 11.07% | numerator / denominator | |
| Filed ratio | 11.07% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +4.57 pp | $140.8M | capital that could be lost first |
Tier 1 risk-based capital ratio 11.07% +3.07 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 | $341.0M | 340,968 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $3.08B | 3,080,253 | RCOAA223 |
| Recomputed ratio | 11.07% | numerator / denominator | |
| Filed ratio | 11.07% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +3.07 pp | $94.5M | 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 | $360.2M | 360,177 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $3.08B | 3,080,253 | 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 | $52.2M | capital that could be lost first |
Tier 1 leverage ratio 9.64% +4.64 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 | $341.0M | 340,968 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $3.54B | 3,538,400 | RCOAA224 |
| Recomputed ratio | 9.64% | numerator / denominator | |
| Filed ratio | 9.64% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.64 pp | $164.0M | 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 | 166,233 | 166,064 | 165,908 | 165,799 | 165,643 | 165,498 | RCOAP742 |
| Retained earnings | 217,939 | 204,248 | 192,365 | 181,248 | 168,979 | 157,118 | RCOAKW00 |
| Accumulated other comprehensive income | (16,786) | (15,154) | (10,871) | (11,647) | (15,224) | (15,482) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 367,386 | 355,158 | 347,402 | 335,400 | 319,398 | 307,134 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (26,418) | (28,070) | (32,374) | (31,620) | (28,074) | (27,845) | P859 - P840 |
| Common equity Tier 1 capital | 340,968 | 327,088 | 315,028 | 303,780 | 291,324 | 279,289 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 340,968 | 327,088 | 315,028 | 303,780 | 291,324 | 279,289 | RCOA8274 |
| Tier 2 capital | 19,209 | 20,795 | 19,937 | 18,032 | 18,825 | 21,230 | RCOA5311 |
| Allowance includable in Tier 2 capital | 19,209 | 20,795 | 19,937 | 18,032 | 18,825 | 21,230 | RCOA5310 |
| Total capital | 360,177 | 347,883 | 334,965 | 321,812 | 310,149 | 300,519 | RCOA3792 |
| Total risk-weighted assets | 3,080,253 | 3,010,209 | 2,927,580 | 2,747,393 | 2,734,108 | 2,653,062 | RCOAA223 |
| Average total assets for the leverage ratio | 3,538,400 | 3,485,373 | 3,331,892 | 3,211,761 | 3,073,151 | 2,867,120 | 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 | $126.9M | $3.9M | 3.11% | 0.13% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $678.4M | $144.7M | 21.33% | 4.70% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $4K | $800 | 20.00% | 0.00% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $268.6M | $142.5M | 53.06% | 4.63% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $389K | $584K | 150.00% | 0.02% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $18.9M | $28.3M | 150.00% | 0.92% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $2.47B | $2.44B | 98.64% | 79.09% | RC-R Part II, item 4.d, 5.d |
| All other assets | $116.9M | $103.6M | 88.64% | 3.36% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $226.6M | $219.1M | 96.69% | 7.11% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $3.7M | $1.3M | 36.55% | 0.04% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $700 | NA | 0.00% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $3.08B | ties to item 31 ($3.08B) |
|---|---|---|
| Risk-weighted assets before deductions | $3.08B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $3.08B | 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 | 11.07% | 11.07% | 11.69% | 9.64% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 10.87% | 10.87% | 11.56% | 9.38% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 10.76% | 10.76% | 11.44% | 9.45% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 11.06% | 11.06% | 11.71% | 9.46% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 10.66% | 10.66% | 11.34% | 9.48% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 10.53% | 10.53% | 11.33% | 9.74% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | 10.42% | 10.42% | 11.22% | 9.33% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | 10.48% | 10.48% | 11.31% | 9.40% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | 10.54% | 10.54% | 11.31% | 9.70% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | 11.01% | 11.01% | 11.77% | 9.74% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | 10.70% | 10.70% | 11.49% | 9.53% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | Risk-based | 10.64% | 10.64% | 11.42% | 9.31% | 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 |
|---|---|---|---|---|---|---|
| St. Charles Bank & Trust Company, N.A. (this bank) | Risk-based | 11.07% | 11.07% | 11.69% | 9.64% | |
| Macatawa Bank, N.A. | $3.69B | Risk-based | 11.37% | 11.37% | 12.14% | 10.74% |
| D.L. Evans Bank | $3.70B | CBLR | NA | NA | NA | 10.38% |
| Encore Bank | $3.70B | Risk-based | 11.83% | 11.83% | 13.08% | 9.43% |
| Cornerstone Capital Bank, SSB | $3.67B | CBLR | NA | NA | NA | 10.26% |
| Frandsen Bank & Trust | $3.66B | Risk-based | 13.89% | 13.89% | 15.14% | 10.02% |
| Parkway Bank and Trust Company | $3.66B | Risk-based | 12.59% | 12.59% | 13.75% | 11.50% |
| Bank of the Sierra | $3.72B | CBLR | NA | NA | NA | 12.25% |
| First Premier Bank | $3.64B | Risk-based | 19.95% | 19.95% | 21.18% | 13.67% |
| First Community Bank | $3.63B | Risk-based | 10.61% | 10.61% | 11.59% | 9.04% |
| Village Bank & Trust, N.A. | $3.63B | Risk-based | 10.97% | 10.97% | 11.88% | 9.53% |
| Peer 25th percentile | 11.17% | 11.17% | 12.01% | 9.65% | ||
| Peer median | 11.83% | 11.83% | 13.08% | 10.32% | ||
| Peer 75th percentile | 13.24% | 13.24% | 14.44% | 11.31% | ||
| This bank's percentile | 29 | 29 | 14 | 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/428547/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.