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The percentage by which the company's Common Equity Tier 1 Risk Based Capital must exceeds the minimum required for no restrictions in the first year of transition period under Basel III rule.

No definition available.

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Common Equity Tier 1 capital divided by risk weighted assets as defined by new Basel III rule.

No definition available.

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Minimun common equity tier 1 capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule.

No definition available.

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the four major risk weigthings categories under the current regulatoty capital rules.

No definition available.

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Minimum Tier 1 capital to average assets for capital adequacy purposes as required by Basel III rule.

No definition available.

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Minimum Tier 1 capital to average assets for capital adequacy purposes for institutions with composite rate of 1.

No definition available.

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Maximun percentage of trust preferred securities allowed in Tier 1 Capital.

No definition available.

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Risk-weight percent applied to assets as calculated in accordance with U.S. Federal regulatory capital standards.

No definition available.

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Composite Supervisory Rating by FDIC

No definition available.

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Threshold for individual deductions of mortagage servicing rights, deferred tax assets and other items from common equity tier 1 capital introduced by Basel III.

No definition available.

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Threshold for aggregate deductions of mortagage servicing rights, deferred tax assets and other items from common equity tier 1 capital introduced by Basel III.

No definition available.

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Tier 1 common equity ratio required to be categorized as well capitalized as defined in the regulatory framework for prompt corrective action.

No definition available.

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New total tier 1 capital plus tier 2 capital to risk weight assets ratio introduced by Basel III rules.

No definition available.

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Minimun Total capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule.

No definition available.

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Minimum Tier 1 capital divided by risk weighted assets for capital adequacy purposes as defined by new Basel III rule.

No definition available.

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Minimun Tier 1 capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule.

No definition available.

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Trust which has issued trust-preferred securities. In order to issue trust preferred securities, a sponsor forms a trust by investing a nominal amount of cash to purchase all of the voting common stock of the trust. The trust issues nonvoting, mandatorily redeemable preferred securities to outside investors in exchange for cash. The proceeds received from the issuance of the preferred securities, together with the cash received for issuing the common stock to the sponsor, is then loaned to the sponsor in exchange for a note which has the same terms as the trust preferred securities. Trust preferred securities possesses characteristics of both equity and debt issues and are generally issued by bank holding companies.

No definition available.

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The Total risk based capital ratio (total capital divided by risk weighted assets) required to be categorized as "well capitalized", in the regulatory framework for prompt corrective action.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 505

-Section 50

-Paragraph 1

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

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Total Capital divided by risk weighted assets as defined in the regulations.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 505

-Section 50

-Paragraph 1H

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=35709795&loc=d3e65071-112826

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 505

-Section 50

-Paragraph 1

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

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Maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 21

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=35750535&loc=d3e13537-108611

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The amount of Tier 1 Leverage Capital required to be categorized as well capitalized divided by average assets as defined in the regulatory framework for prompt corrective action.

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Tier 1 Leverage Capital divided by average assets as defined in the regulations.

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The Tier 1 capital ratio (Tier 1 capital divided by risk weighted assets) required to be categorized as "well capitalized" under the regulatory framework for prompt corrective action.

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Tier 1 capital divided by risk weighted assets as defined by regulations.

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