Wells Fargo Bank South Central, N.A.: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 72.84% (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: 72.84% (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 80.53% +74.03 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 | $780.2M | 780,199 | RCFWP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $968.8M | 968,840 | RCFAA223 |
| Recomputed ratio | 80.53% | numerator / denominator | |
| Filed ratio | 80.53% | RCFAP793 | |
| Advanced approaches column | 279.70% | RCFWP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +74.03 pp | $717.2M | capital that could be lost first |
Tier 1 risk-based capital ratio 80.53% +72.53 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 | $780.2M | 780,199 | RCFA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $968.8M | 968,840 | RCFAA223 |
| Recomputed ratio | 80.53% | numerator / denominator | |
| Filed ratio | 80.53% | RCFA7206 | |
| Advanced approaches column | 279.70% | RCFW7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +72.53 pp | $702.7M | capital that could be lost first |
Total risk-based capital ratio 80.84% +70.84 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 | $783.2M | 783,175 | RCFA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $968.8M | 968,840 | RCFAA223 |
| Recomputed ratio | 80.84% | numerator / denominator | |
| Filed ratio | 80.84% | RCFA7205 | |
| Advanced approaches column | 280.03% | RCFW7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +70.84 pp | $686.3M | capital that could be lost first |
Tier 1 leverage ratio 29.69% +24.69 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 | $780.2M | 780,199 | RCFA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $2.63B | 2,627,666 | RCFAA224 |
| Recomputed ratio | 29.69% | numerator / denominator | |
| Filed ratio | 29.69% | RCFA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +24.69 pp | $648.8M | capital that could be lost first |
Supplementary leverage ratio 29.62%
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 | $780.2M | 780,199 | RCFA8274 |
|---|---|---|---|
| Divided by total leverage exposure | $2.63B | 2,633,661 | RCFAH015 |
| Recomputed ratio | 29.62% | numerator / denominator | |
| Filed ratio | 29.62% | RCFAH036 |
Amounts in the middle column are thousands of dollars as filed. Ratios are the standardized column of Schedule RC-R Part I. This bank also files the advanced approaches column; the lower of the two binds, and the standardized ratios shown here are the lower ones.
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 | 199,841 | 199,841 | 199,841 | 199,841 | 199,841 | 199,841 | RCFAP742 |
| Retained earnings | 580,358 | 570,119 | 558,452 | 651,235 | 638,284 | 622,100 | RCFAKW00 |
| Accumulated other comprehensive income | 0 | 0 | 0 | 0 | (409) | (1,789) | RCFAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 780,199 | 769,960 | 758,293 | 851,076 | 837,716 | 820,152 | RCFAP840 |
| Adjustments and deductions from common equity Tier 1 | 0 | 0 | 0 | 0 | 409 | 1,789 | P859 - P840 |
| Common equity Tier 1 capital | 780,199 | 769,960 | 758,293 | 851,076 | 838,125 | 821,941 | RCFWP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP865 |
| Tier 1 capital | 780,199 | 769,960 | 758,293 | 851,076 | 838,125 | 821,941 | RCFA8274 |
| Tier 2 capital | 2,976 | 3,243 | 2,848 | 2,733 | 3,766 | 3,274 | RCFA5311 |
| Allowance includable in Tier 2 capital | 2,976 | 3,243 | 2,848 | 2,733 | 3,766 | 3,274 | RCFA5310 |
| Total capital | 783,175 | 773,203 | 761,141 | 853,809 | 841,891 | 825,215 | RCFA3792 |
| Total risk-weighted assets | 968,840 | 1,013,241 | 1,057,334 | 1,255,202 | 1,312,693 | 1,496,971 | RCFAA223 |
| Average total assets for the leverage ratio | 2,627,666 | 2,749,219 | 3,197,952 | 3,633,799 | 4,018,663 | 4,416,704 | RCFAA224 |
| Total leverage exposure | 2,633,661 | 2,755,214 | 3,203,947 | 3,640,075 | 4,025,448 | 4,424,229 | 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 | $840.7M | $88.3M | 10.50% | 9.11% | RC-R Part II, item 1 |
| Loans: residential mortgage | $1.71B | $875.4M | 51.15% | 90.36% | RC-R Part II, item 4.a, 5.a |
| Loans: all other | $33K | $33K | 100.00% | 0.00% | RC-R Part II, item 4.d, 5.d |
| All other assets | $46.8M | $5.1M | 10.97% | 0.53% | RC-R Part II, item 8 |
| Market risk and other approaches | NA | $200 | 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 | $968.8M | ties to item 31 ($968.8M) |
|---|---|---|
| Risk-weighted assets before deductions | $968.8M | RCFDB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $968.8M | 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 | 80.53% | 80.53% | 80.84% | 29.69% | 13.52% | 13.55% | 14.66% | 10.52% |
| 1Q26 | Risk-based | 75.99% | 75.99% | 76.31% | 28.01% | 13.45% | 13.46% | 14.59% | 10.46% |
| 4Q25 | Risk-based | 71.72% | 71.72% | 71.99% | 23.71% | 13.36% | 13.37% | 14.44% | 10.38% |
| 3Q25 | Risk-based | 67.80% | 67.80% | 68.02% | 23.42% | 13.38% | 13.39% | 14.51% | 10.37% |
| 2Q25 | Risk-based | 63.85% | 63.85% | 64.13% | 20.86% | 13.21% | 13.21% | 14.27% | 10.30% |
| 1Q25 | Risk-based | 54.91% | 54.91% | 55.13% | 18.61% | 13.15% | 13.17% | 14.26% | 10.24% |
| 4Q24 | Risk-based | NA | NA | NA | 19.53% | 13.02% | 13.05% | 14.10% | 10.07% |
| 3Q24 | Risk-based | NA | NA | NA | 20.64% | 12.97% | 13.02% | 14.13% | 10.12% |
| 2Q24 | Risk-based | NA | NA | NA | 20.41% | 12.93% | 12.94% | 14.06% | 10.10% |
| 1Q24 | Risk-based | NA | NA | NA | 19.90% | 12.90% | 12.91% | 14.02% | 10.06% |
| 4Q23 | Risk-based | NA | NA | NA | 19.81% | 12.81% | 12.82% | 13.92% | 10.01% |
| 3Q23 | Risk-based | NA | NA | NA | 19.27% | 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, and for this advanced-approaches bank the risk-based ratios of quarters without served Schedule RC-R detail are withheld rather than shown from the advanced column. 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 |
|---|---|---|---|---|---|---|
| Wells Fargo Bank South Central, N.A. (this bank) | Risk-based | 80.53% | 80.53% | 80.84% | 29.69% | |
| Meridian Bank | $2.59B | CBLR | NA | NA | NA | 9.72% |
| State Bank of Texas | $2.59B | CBLR | NA | NA | NA | 15.71% |
| First National Bank | $2.59B | Risk-based | 13.42% | 13.42% | 14.68% | 11.12% |
| KS Statebank | $2.60B | CBLR | NA | NA | NA | 12.97% |
| Dedham Institution for Savings | $2.60B | Risk-based | 13.93% | 13.93% | 14.69% | 11.39% |
| Fidelity Bank & Trust | $2.60B | Risk-based | 10.67% | 10.67% | 11.72% | 8.98% |
| Extraco Banks, N.A. | $2.57B | Risk-based | 15.88% | 15.88% | 17.14% | 8.67% |
| Cornerstone Bank | $2.57B | Risk-based | 11.84% | 11.84% | 12.31% | 9.22% |
| North Shore Bank | $2.61B | CBLR | NA | NA | NA | 14.45% |
| Republic Bank of Chicago | $2.61B | CBLR | NA | NA | NA | 12.57% |
| Peer 25th percentile | 11.84% | 11.84% | 12.31% | 9.35% | ||
| Peer median | 13.42% | 13.42% | 14.68% | 11.26% | ||
| Peer 75th percentile | 13.93% | 13.93% | 14.69% | 12.87% | ||
| This bank's percentile | 100 | 100 | 100 | 100 |
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/2362458/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.