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Capital and Regulatory Matters (Tables)
 12 Months Ended
Dec. 31, 2013
Regulatory Capital Requirements [Abstract]  
Actual and Required Capital Ratios
Year-end actual and required capital ratios for Cullen/Frost and Frost Bank were as follows:
 
Actual
 
Minimum Required
for Capital Adequacy
Purposes
 
Required to be
Considered Well
Capitalized
 
Capital
Amount
 
Ratio    
 
Capital
Amount
 
Ratio    
 
Capital
Amount
 
Ratio
2013
 
 
 
 
 
 
 
 
 
 
 
Total Capital to Risk-Weighted Assets
 
 
 
 
 
 
 
 
 
 
 
Cullen/Frost
$
2,110,774

 
15.79
%
 
$
1,069,150

 
8.00
%
 
$
1,336,437

 
10.00
%
Frost Bank
1,780,313

 
13.12

 
1,085,447

 
8.00

 
1,356,809

 
10.00
%
Tier 1 Capital to Risk-Weighted Assets
 
 
 
 
 
 
 
 
 
 
 
Cullen/Frost
1,958,336

 
14.65

 
534,575

 
4.00

 
801,862

 
6.00
%
Frost Bank
1,707,307

 
12.58

 
542,724

 
4.00

 
814,085

 
6.00
%
Leverage Ratio
 
 
 
 
 
 
 
 
 
 
 
Cullen/Frost
1,958,336

 
8.49

 
922,728

 
4.00

 
1,153,410

 
5.00
%
Frost Bank
1,707,307

 
7.42

 
920,107

 
4.00

 
1,150,134

 
5.00
%
2012
 
 
 
 
 
 
 
 
 
 
 
Total Capital to Risk-Weighted Assets
 
 
 
 
 
 
 
 
 
 
 
Cullen/Frost
$
1,947,974

 
15.11
%
 
$
1,031,526

 
8.00
%
 
$
1,289,408

 
10.00
%
Frost Bank
1,730,444

 
13.43

 
1,030,878

 
8.00

 
1,288,597

 
10.00
%
Tier 1 Capital to Risk-Weighted Assets
 
 
 
 
 
 
 
 
 
 
 
Cullen/Frost
1,763,521

 
13.68

 
515,763

 
4.00

 
773,645

 
6.00
%
Frost Bank
1,625,991

 
12.62

 
515,439

 
4.00

 
773,158

 
6.00
%
Leverage Ratio
 
 
 
 
 
 
 
 
 
 
 
Cullen/Frost
1,763,521

 
8.28

 
851,483

 
4.00

 
1,064,354

 
5.00
%
Frost Bank
1,625,991

 
7.64

 
850,954

 
4.00

 
1,063,693

 
5.00
%