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Capital

Community Bank Leverage Ratio

Also known as CBLR

The Community Bank Leverage Ratio (CBLR) is a simplified capital framework available to US community banks under $10B in assets. Banks that opt in and maintain a CBLR above 9% are deemed well-capitalized without computing the full set of risk-based capital ratios.

Formula

CBLR = Tier 1 Capital / Average Total Consolidated Assets

Identical numerator and denominator to the Tier 1 leverage ratio. The CBLR's distinction is regulatory: opt-in banks bypass the full Basel III risk-weighting and capital ratio calculations and report only a single number.

Why it matters

Created by the 2018 Economic Growth, Regulatory Relief, and Consumer Protection Act and finalized in 2020, the CBLR removed thousands of pages of risk-weighting calculations from small-bank quarterly reporting. Roughly 40% of eligible community banks elect into CBLR each quarter — when a bank opts in, its CET1 / Tier 1 / Total RBC ratios are blank on the call report.

How to interpret

A CBLR opt-in bank must maintain at least 9.0% to retain well-capitalized status. The grace-period rules let a bank fall to 8.0% for up to two quarters while it remediates. Banks reporting CBLR above 11-12% have a meaningful cushion; CBLR is uncorrelated with bank risk profile within that comfortable band.

Thresholds

RangeLabelInterpretation
≥ 11%StrongWell above the opt-in minimum.
9–11%AdequateMeets well-capitalized threshold.
8–9%Grace periodTwo-quarter window to restore 9%.
< 8%Opt-out forcedBank must revert to full risk-based framework.

Worked example

A typical $1.5B Midwest community bank with $135M of Tier 1 capital and $1.42B of average assets would report a CBLR of 9.5% — comfortably above the 9% floor. Its CET1, Tier 1 RBC, and Total RBC columns on the call report appear as null.

Frequently asked

Which banks can elect CBLR?

Banks under $10B in consolidated assets, with limited trading assets and limited off-balance-sheet exposures, and that meet the 9% leverage threshold.

Why are CET1 and Tier 1 RBC ratios missing for some banks?

Because the bank opted into CBLR. Once elected, the full risk-based ratios are not computed or reported until the bank opts out.

Is CBLR strictly safer than the full risk-based framework?

No — CBLR ignores asset risk weights entirely. A CBLR-elected bank with concentrated CRE or construction exposure could be riskier than its 9% leverage number suggests; analysts should still look at concentration ratios separately.

Direction: Higher is betterUnits: %Call report: Schedule RC-R Part IBrowse banks

Sources

  • 12 CFR §324.12 — Federal Deposit Insurance Corporation CBLR rule
  • FFIEC Call Report Schedule RC-R Part I — CBLR election flag

See CBLR across 4,335 US banks

BankRegReports ranks every FDIC-insured institution by CBLR, refreshed quarterly within 48 hours of FFIEC release.