Trustmark Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 5.55% (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: 5.55% (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 12.43% +5.93 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 | $1.95B | 1,952,935 | RCOAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $15.71B | 15,705,656 | RCOAA223 |
| Recomputed ratio | 12.43% | numerator / denominator | |
| Filed ratio | 12.43% | RCOAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +5.93 pp | $932.1M | capital that could be lost first |
Tier 1 risk-based capital ratio 12.43% +4.43 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 | $1.95B | 1,952,935 | RCOA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $15.71B | 15,705,656 | RCOAA223 |
| Recomputed ratio | 12.43% | numerator / denominator | |
| Filed ratio | 12.43% | RCOA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +4.43 pp | $696.5M | capital that could be lost first |
Total risk-based capital ratio 13.55% +3.55 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 | $2.13B | 2,128,658 | RCOA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $15.71B | 15,705,656 | RCOAA223 |
| Recomputed ratio | 13.55% | numerator / denominator | |
| Filed ratio | 13.55% | RCOA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +3.55 pp | $558.1M | capital that could be lost first |
Tier 1 leverage ratio 10.40% +5.40 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 | $1.95B | 1,952,935 | RCOA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $18.77B | 18,769,862 | RCOAA224 |
| Recomputed ratio | 10.40% | numerator / denominator | |
| Filed ratio | 10.40% | RCOA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +5.40 pp | $1.01B | 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 | 865,546 | 863,885 | 860,967 | 859,705 | 858,412 | 857,225 | RCOAP742 |
| Retained earnings | 1,408,267 | 1,381,403 | 1,368,141 | 1,349,585 | 1,327,677 | 1,304,337 | RCOAKW00 |
| Accumulated other comprehensive income | (42,282) | (27,436) | (13,625) | (19,380) | (30,489) | (48,702) | RCOAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 2,231,531 | 2,217,852 | 2,215,483 | 2,189,910 | 2,155,600 | 2,112,860 | RCOAP840 |
| Adjustments and deductions from common equity Tier 1 | (278,596) | (294,027) | (307,382) | (301,485) | (291,221) | (274,229) | P859 - P840 |
| Common equity Tier 1 capital | 1,952,935 | 1,923,825 | 1,908,101 | 1,888,425 | 1,864,379 | 1,838,631 | RCOAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCOAP865 |
| Tier 1 capital | 1,952,935 | 1,923,825 | 1,908,101 | 1,888,425 | 1,864,379 | 1,838,631 | RCOA8274 |
| Tier 2 capital | 175,723 | 186,434 | 185,022 | 190,764 | 190,207 | 187,848 | RCOA5311 |
| Allowance includable in Tier 2 capital | 175,723 | 186,434 | 185,022 | 190,764 | 190,207 | 187,848 | RCOA5310 |
| Total capital | 2,128,658 | 2,110,259 | 2,093,123 | 2,079,189 | 2,054,586 | 2,026,479 | RCOA3792 |
| Total risk-weighted assets | 15,705,656 | 15,678,088 | 15,481,219 | 15,260,428 | 15,212,611 | 15,022,089 | RCOAA223 |
| Average total assets for the leverage ratio | 18,769,862 | 18,594,802 | 18,408,792 | 18,246,746 | 18,122,327 | 17,876,353 | 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 | $669.9M | $24.1M | 3.60% | 0.15% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $3.12B | $563.7M | 18.09% | 3.59% | RC-R Part II, item 2.a, 2.b |
| Loans: residential mortgage | $3.39B | $1.88B | 55.47% | 11.97% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $31.8M | $47.8M | 150.00% | 0.30% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $34.6M | $48.6M | 140.37% | 0.31% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $10.76B | $10.15B | 94.32% | 64.60% | RC-R Part II, item 4.d, 5.d |
| Trading assets | $11.6M | $11.6M | 100.00% | 0.07% | RC-R Part II, item 7 |
| All other assets | $842.3M | $1.03B | 121.80% | 6.53% | RC-R Part II, item 8 |
| Off-balance-sheet commitments and letters of credit | $1.84B | $1.81B | 98.83% | 11.56% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $51.2M | $51.2M | 100.00% | 0.33% | RC-R Part II, item 20, 21 |
| Market risk and other approaches | NA | $91.5M | NA | 0.58% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $15.61B | ties to item 31 ($15.61B) |
|---|---|---|
| Risk-weighted assets before deductions | $15.71B | RCONB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $15.71B | 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 | 12.43% | 12.43% | 13.55% | 10.40% | 12.98% | 12.99% | 14.14% | 10.25% |
| 1Q26 | Risk-based | 12.27% | 12.27% | 13.46% | 10.35% | 13.06% | 13.07% | 14.31% | 10.26% |
| 4Q25 | Risk-based | 12.33% | 12.33% | 13.52% | 10.37% | 13.15% | 13.20% | 14.60% | 10.03% |
| 3Q25 | Risk-based | 12.37% | 12.37% | 13.62% | 10.35% | 13.29% | 13.29% | 14.49% | 10.31% |
| 2Q25 | Risk-based | 12.26% | 12.26% | 13.51% | 10.29% | 13.11% | 13.11% | 14.41% | 10.16% |
| 1Q25 | Risk-based | 12.24% | 12.24% | 13.49% | 10.29% | 13.16% | 13.16% | 14.34% | 10.10% |
| 4Q24 | Risk-based | 12.20% | 12.20% | 13.41% | 10.21% | 13.15% | 13.15% | 14.49% | 10.29% |
| 3Q24 | Risk-based | 12.00% | 12.00% | 13.19% | 9.90% | 13.25% | 13.25% | 14.44% | 10.08% |
| 2Q24 | Risk-based | 11.62% | 11.62% | 12.79% | 9.55% | 13.08% | 13.08% | 14.24% | 10.10% |
| 1Q24 | Risk-based | 10.62% | 10.62% | 11.73% | 8.87% | 12.76% | 12.76% | 13.98% | 9.86% |
| 4Q23 | Risk-based | 10.58% | 10.58% | 11.61% | 8.75% | 12.58% | 12.58% | 13.79% | 9.79% |
| 3Q23 | Risk-based | 10.43% | 10.43% | 11.44% | 8.63% | 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 |
|---|---|---|---|---|---|---|
| Trustmark Bank (this bank) | 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% |
| Bank of Hope | $18.99B | Risk-based | 12.65% | 12.65% | 13.65% | 10.82% |
| Stifel Bank and Trust | $19.62B | Risk-based | 10.97% | 10.97% | 11.77% | 7.07% |
| Apple Bank | $19.89B | Risk-based | 11.68% | 11.68% | 12.12% | 7.74% |
| ServisFirst Bank | $18.34B | Risk-based | 12.00% | 12.01% | 13.10% | 11.09% |
| Busey Bank | $18.15B | Risk-based | 14.65% | 14.65% | 15.63% | 12.38% |
| The Central Trust Bank | $20.31B | Risk-based | 12.69% | 12.69% | 13.89% | 7.94% |
| Third Federal Savings & Loan Association of Cleveland | $18.06B | Risk-based | 15.73% | 15.73% | 16.65% | 9.99% |
| Community Bank, N.A. | $17.45B | Risk-based | 11.72% | 11.73% | 12.54% | 7.86% |
| Peer 25th percentile | 11.72% | 11.73% | 12.54% | 7.86% | ||
| Peer median | 12.65% | 12.65% | 13.65% | 9.99% | ||
| Peer 75th percentile | 14.65% | 14.65% | 15.63% | 11.09% | ||
| This bank's percentile | 44 | 44 | 44 | 56 |
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/342634/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.