TD Bank, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 9.41% (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: 9.41% (RCFAH311).
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 16.16% +9.66 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 | $34.20B | 34,202,551 | RCFAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $211.62B | 211,620,763 | RCFAA223 |
| Recomputed ratio | 16.16% | numerator / denominator | |
| Filed ratio | 16.16% | RCFAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +9.66 pp | $20.45B | capital that could be lost first |
Tier 1 risk-based capital ratio 16.16% +8.16 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 | $34.20B | 34,202,551 | RCFA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $211.62B | 211,620,763 | RCFAA223 |
| Recomputed ratio | 16.16% | numerator / denominator | |
| Filed ratio | 16.16% | RCFA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +8.16 pp | $17.27B | capital that could be lost first |
Total risk-based capital ratio 17.41% +7.41 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 | $36.85B | 36,852,048 | RCFA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $211.62B | 211,620,763 | RCFAA223 |
| Recomputed ratio | 17.41% | numerator / denominator | |
| Filed ratio | 17.41% | RCFA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +7.41 pp | $15.69B | capital that could be lost first |
Tier 1 leverage ratio 10.32% +5.32 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 | $34.20B | 34,202,551 | RCFA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $331.37B | 331,366,659 | RCFAA224 |
| Recomputed ratio | 10.32% | numerator / denominator | |
| Filed ratio | 10.32% | RCFA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +5.32 pp | $17.63B | capital that could be lost first |
Supplementary leverage ratio 9.10%
Tier 1 capital over total leverage exposure, which adds off-balance-sheet exposures to on-balance-sheet assets. Filed by advanced-approaches and Category III banks.
| Tier 1 capital | $34.20B | 34,202,551 | RCFA8274 |
|---|---|---|---|
| Divided by total leverage exposure | $375.66B | 375,656,590 | RCFAH015 |
| Recomputed ratio | 9.10% | numerator / denominator | |
| Filed ratio | 9.10% | RCFAH036 |
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 | 29,002,753 | 34,002,752 | 34,002,753 | 34,002,753 | 34,002,753 | 34,002,775 | RCFAP742 |
| Retained earnings | 17,921,066 | 17,125,953 | 16,497,565 | 16,565,454 | 16,585,312 | 16,416,022 | RCFAKW00 |
| Accumulated other comprehensive income | (1,229,412) | (1,100,018) | (772,234) | (1,334,493) | (1,950,707) | (2,262,251) | RCFAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 45,694,407 | 50,028,687 | 49,728,084 | 49,233,714 | 48,637,358 | 48,156,546 | RCFAP840 |
| Adjustments and deductions from common equity Tier 1 | (11,491,856) | (11,591,261) | (11,921,736) | (11,464,076) | (10,816,488) | (10,481,047) | P859 - P840 |
| Common equity Tier 1 capital | 34,202,551 | 38,437,426 | 37,806,348 | 37,769,638 | 37,820,870 | 37,675,499 | RCFAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP865 |
| Tier 1 capital | 34,202,551 | 38,437,426 | 37,806,348 | 37,769,638 | 37,820,870 | 37,675,499 | RCFA8274 |
| Tier 2 capital | 2,649,497 | 2,632,571 | 2,614,563 | 2,632,014 | 2,651,728 | 2,695,789 | RCFA5311 |
| Allowance includable in Tier 2 capital | 2,649,497 | 2,632,571 | 2,614,563 | 2,632,014 | 2,651,728 | 2,695,789 | RCFA5310 |
| Total capital | 36,852,048 | 41,069,997 | 40,420,911 | 40,401,652 | 40,472,598 | 40,371,288 | RCFA3792 |
| Total risk-weighted assets | 211,620,763 | 210,255,706 | 208,816,568 | 210,239,693 | 211,841,054 | 215,356,782 | RCFAA223 |
| Average total assets for the leverage ratio | 331,366,659 | 334,246,741 | 333,807,083 | 339,324,542 | 348,760,406 | 358,760,126 | RCFAA224 |
| Total leverage exposure | 375,656,590 | 378,465,927 | 378,899,286 | 385,204,628 | 396,685,680 | 408,010,856 | RCFAH015 |
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 | $21.41B | $524.3M | 2.45% | 0.25% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $95.32B | $9.82B | 10.31% | 4.63% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $58.2M | $58.2M | 100.00% | 0.03% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $43.55B | $25.26B | 58.01% | 11.92% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $5.2M | $7.8M | 150.00% | 0.00% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $1.29B | $1.81B | 139.86% | 0.85% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $121.31B | $113.67B | 93.70% | 53.63% | RC-R Part II, item 4.d, 5.d |
| Trading assets | $19.5M | $19.5M | 100.00% | 0.01% | RC-R Part II, item 7 |
| All other assets | $14.63B | $15.49B | 105.85% | 7.31% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $41.63B | $34.50B | 82.88% | 16.28% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $1.07B | $48.1M | 4.50% | 0.02% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $10.74B | NA | 5.07% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $201.22B | ties to item 31 ($201.22B) |
|---|---|---|
| Risk-weighted assets before deductions | $211.96B | RCFDB704 |
| Less: excess allowance for credit losses | $339.0M | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $211.62B | RCFDG641, 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 | 16.16% | 16.16% | 17.41% | 10.32% | 13.63% | 13.73% | 14.82% | 9.14% |
| 1Q26 | Risk-based | 18.28% | 18.28% | 19.53% | 11.50% | 13.75% | 13.85% | 14.63% | 9.39% |
| 4Q25 | Risk-based | 18.11% | 18.11% | 19.36% | 11.33% | 15.01% | 15.02% | 16.07% | 9.33% |
| 3Q25 | Risk-based | 17.96% | 17.96% | 19.22% | 11.13% | 13.73% | 13.83% | 15.32% | 8.97% |
| 2Q25 | Risk-based | 17.85% | 17.85% | 19.11% | 10.84% | 13.76% | 13.94% | 15.59% | 9.21% |
| 1Q25 | Risk-based | 17.49% | 17.49% | 18.75% | 10.50% | 13.95% | 14.05% | 15.65% | 9.26% |
| 4Q24 | Risk-based | 16.94% | 16.94% | 18.19% | 9.94% | 13.73% | 13.83% | 15.48% | 9.15% |
| 3Q24 | Risk-based | 16.95% | 16.95% | 18.20% | 10.23% | 13.98% | 14.07% | 15.71% | 9.19% |
| 2Q24 | Risk-based | 17.70% | 17.70% | 18.96% | 10.93% | 13.82% | 13.92% | 15.61% | 9.09% |
| 1Q24 | Risk-based | 17.53% | 17.53% | 18.78% | 10.91% | 13.77% | 13.87% | 15.42% | 9.12% |
| 4Q23 | Risk-based | 17.78% | 17.78% | 19.03% | 11.01% | 13.68% | 13.78% | 15.32% | 9.05% |
| 3Q23 | Risk-based | 18.04% | 18.04% | 19.11% | 10.93% | 13.62% | 13.62% | 15.29% | 9.10% |
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 |
|---|---|---|---|---|---|---|
| TD Bank, N.A. (this bank) | Risk-based | 16.16% | 16.16% | 17.41% | 10.32% | |
| Fifth Third Bank, N.A. | $299.18B | Risk-based | 11.70% | 11.70% | 12.95% | 9.99% |
| The Huntington National Bank | $283.07B | Risk-based | 11.82% | 12.02% | 13.84% | 9.30% |
| State Street Bank and Trust Company | $412.62B | Risk-based | 14.72% | 14.72% | 15.21% | 5.85% |
| Morgan Stanley Bank, N.A. | $419.32B | Risk-based | 18.25% | 18.25% | 18.71% | 10.44% |
| The Bank of New York Mellon | $425.12B | Risk-based | 14.56% | 14.56% | 14.76% | 6.20% |
| BMO Bank N.A. | $254.97B | Risk-based | 14.97% | 14.99% | 16.24% | 11.29% |
| Charles Schwab Bank, SSB | $250.83B | Risk-based | 30.14% | 30.14% | 30.19% | 10.65% |
| Morgan Stanley Private Bank, N.A. | $250.43B | Risk-based | 24.99% | 24.99% | 25.58% | 6.65% |
| Truist Bank | $548.35B | Risk-based | 12.11% | 12.11% | 13.62% | 9.82% |
| PNC Bank, N.A. | $609.77B | Risk-based | 11.20% | 11.20% | 12.82% | 8.98% |
| Peer 25th percentile | 11.89% | 12.04% | 13.67% | 7.23% | ||
| Peer median | 14.64% | 14.64% | 14.99% | 9.56% | ||
| Peer 75th percentile | 17.43% | 17.44% | 18.09% | 10.33% | ||
| This bank's percentile | 70 | 70 | 70 | 70 |
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/497404/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.