Third Federal Savings & Loan Association of Cleveland: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 8.65% (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: 8.65% (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 15.73% +9.23 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 | $1.76B | 1,760,464 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $11.19B | 11,189,204 | RCOAA223 |
| Recomputed ratio | 15.73% | numerator / denominator | |
| Filed ratio | 15.73% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +9.23 pp | $1.03B | capital that could be lost first |
Tier 1 risk-based capital ratio 15.73% +7.73 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 | $1.76B | 1,760,464 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $11.19B | 11,189,204 | RCOAA223 |
| Recomputed ratio | 15.73% | numerator / denominator | |
| Filed ratio | 15.73% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +7.73 pp | $865.3M | capital that could be lost first |
Total risk-based capital ratio 16.65% +6.65 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 | $1.86B | 1,862,507 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $11.19B | 11,189,204 | RCOAA223 |
| Recomputed ratio | 16.65% | numerator / denominator | |
| Filed ratio | 16.65% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +6.65 pp | $743.6M | capital that could be lost first |
Tier 1 leverage ratio 9.99% +4.99 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 | $1.76B | 1,760,464 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $17.62B | 17,623,933 | RCOAA224 |
| Recomputed ratio | 9.99% | numerator / denominator | |
| Filed ratio | 9.99% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.99 pp | $879.3M | 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 | 581,020 | 578,623 | 576,388 | 574,426 | 572,464 | 570,652 | RCOAP742 |
| Retained earnings | 1,200,385 | 1,170,114 | 1,146,948 | 1,199,332 | 1,173,727 | 1,152,899 | RCOAKW00 |
| Accumulated other comprehensive income | 8,628 | (8,768) | (21,184) | (21,160) | (15,906) | 913 | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 1,790,033 | 1,739,969 | 1,702,152 | 1,752,598 | 1,730,285 | 1,724,464 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (29,569) | (9,374) | 6,316 | 7,385 | 4,060 | (12,011) | P859 - P840 |
| Common equity Tier 1 capital | 1,760,464 | 1,730,595 | 1,708,468 | 1,759,983 | 1,734,345 | 1,712,453 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 1,760,464 | 1,730,595 | 1,708,468 | 1,759,983 | 1,734,345 | 1,712,453 | RCOA8274 |
| Tier 2 capital | 102,043 | 104,850 | 104,057 | 92,395 | 90,407 | 87,961 | RCOA5311 |
| Allowance includable in Tier 2 capital | 102,043 | 104,850 | 104,057 | 92,395 | 90,407 | 87,961 | RCOA5310 |
| Total capital | 1,862,507 | 1,835,445 | 1,812,525 | 1,852,378 | 1,824,752 | 1,800,414 | RCOA3792 |
| Total risk-weighted assets | 11,189,204 | 10,891,881 | 10,796,287 | 10,646,107 | 10,503,690 | 10,239,816 | RCOAA223 |
| Average total assets for the leverage ratio | 17,623,933 | 17,407,826 | 17,419,348 | 17,408,847 | 17,163,440 | 17,050,038 | 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 | $567.0M | $2.7M | 0.48% | 0.02% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $501.6M | $91.0M | 18.14% | 0.81% | RC-R Part II, item 2.a, 2.b |
| Loans: residential mortgage | $16.26B | $10.44B | 64.21% | 93.31% | RC-R Part II, item 4.a, 5.a |
| Loans: all other | $9.8M | $9.8M | 100.00% | 0.09% | RC-R Part II, item 4.d, 5.d |
| All other assets | $776.6M | $556.9M | 71.71% | 4.98% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $88.5M | $64.3M | 72.62% | 0.57% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Market risk and other approaches | NA | $23.5M | NA | 0.21% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $11.17B | ties to item 31 ($11.17B) |
|---|---|---|
| Risk-weighted assets before deductions | $11.19B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $11.19B | 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 | 15.73% | 15.73% | 16.65% | 9.99% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 15.89% | 15.89% | 16.85% | 9.94% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 15.82% | 15.82% | 16.79% | 9.81% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 16.53% | 16.53% | 17.40% | 10.11% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 16.51% | 16.51% | 17.37% | 10.10% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 16.72% | 16.72% | 17.58% | 10.04% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 16.74% | 16.74% | 17.59% | 9.96% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 17.17% | 17.17% | 17.91% | 10.11% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 17.33% | 17.33% | 18.06% | 9.96% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 17.40% | 17.40% | 18.13% | 9.79% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 17.22% | 17.22% | 17.96% | 9.77% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 17.15% | 17.15% | 17.87% | 9.82% | 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 |
|---|---|---|---|---|---|---|
| Third Federal Savings & Loan Association of Cleveland (this bank) | Risk-based | 15.73% | 15.73% | 16.65% | 9.99% | |
| Busey Bank | $18.15B | Risk-based | 14.65% | 14.65% | 15.63% | 12.38% |
| ServisFirst Bank | $18.34B | Risk-based | 12.00% | 12.01% | 13.10% | 11.09% |
| Community Bank, N.A. | $17.45B | Risk-based | 11.72% | 11.73% | 12.54% | 7.86% |
| Enterprise Bank & Trust | $17.36B | Risk-based | 12.07% | 12.07% | 13.11% | 9.92% |
| Northwest Bank | $17.21B | Risk-based | 12.79% | 12.79% | 14.04% | 9.84% |
| Bank of Hope | $18.99B | Risk-based | 12.65% | 12.65% | 13.65% | 10.82% |
| Trustmark Bank | $19.19B | Risk-based | 12.43% | 12.43% | 13.55% | 10.40% |
| FirstBank Puerto Rico | $19.22B | Risk-based | 15.96% | 16.71% | 17.97% | 11.54% |
| Toyota Financial Savings Bank | $16.79B | Risk-based | 14.40% | 14.40% | 15.26% | 11.06% |
| Peer 25th percentile | 12.07% | 12.07% | 13.11% | 9.92% | ||
| Peer median | 12.65% | 12.65% | 13.65% | 10.82% | ||
| Peer 75th percentile | 14.40% | 14.40% | 15.26% | 11.09% | ||
| This bank's percentile | 89 | 89 | 89 | 33 |
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/915878/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.