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Capital

Tier 1 Leverage Ratio

Also known as Leverage Ratio

The Tier 1 Leverage Ratio measures Tier 1 capital against average total assets — unlike the risk-based capital ratios, it does not weight assets by their risk. It is the simple backstop that prevents banks from gaming the risk-based system.

Formula

Leverage Ratio = Tier 1 Capital / Average Total Consolidated Assets

Average Total Consolidated Assets is the quarterly average of month-end total assets, less deductions corresponding to those removed from Tier 1 (goodwill, certain DTAs, MSAs above limits). Unlike RWA, every dollar of asset counts equally.

Why it matters

The leverage ratio prevents the situation where a bank can show 12% CET1 but be 50× levered on a simple-asset basis because most of its assets are low-risk-weighted government securities. The minimum is 4% for most banks; G-SIBs face a 5% supplementary leverage ratio (SLR) that includes off-balance-sheet exposures.

How to interpret

Most US community banks report leverage ratios between 8% and 12%. Ratios below 5% warrant attention — the bank is heavily levered and thinly capitalized in absolute terms regardless of asset mix. The metric is most useful as a comparison to CET1: a wide gap (e.g., 15% CET1 vs 6% leverage) indicates an asset mix tilted toward low-risk-weighted securities or government-backed loans.

Thresholds

RangeLabelInterpretation
≥ 9%Well capitalizedComfortable simple-leverage cushion.
6–9%AdequateNormal range for community banks.
4–6%WatchWithin regulatory minimums but limited cushion.
< 4%ConcernBelow 4% minimum — triggers PCA.

Worked example

Truist Bank reported a Tier 1 Leverage ratio of 8.9% in Q4 2025, against a CET1 of 11.5% — a 260bp gap reflecting its mix of risk-weighted commercial and CRE loans relative to a more conservative comparable like a Treasury-heavy community bank, where the two ratios would converge.

Frequently asked

Why have both leverage and risk-based capital ratios?

Risk-based capital correctly differentiates between holding $1 billion of US Treasuries vs $1 billion of subprime credit card receivables. Leverage prevents gaming the risk weights — both checks together prevent both undercapitalized risk-takers and reckless leverage stackers.

Are mortgage servicing rights in the leverage calculation?

Most mortgage servicing assets are deducted from Tier 1 capital up to threshold limits, so they're effectively excluded from both the numerator and (proportionally) the denominator.

Direction: Higher is betterUnits: %Call report: Schedule RC-RBrowse banks

Sources

  • FFIEC Call Report Schedule RC-R Part I, Item 39
  • 12 CFR Part 217 Subpart B

See Leverage Ratio across 4,394 US banks

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