Capital and Regulatory Matters (Tables)

6 Months Ended

Jun. 30, 2015

Cullen/Frost and Frost Bank under the Basel III Capital Rules. The minimum required capital amounts presented include the minimum required capital levels as of June 30, 2015 based on the phase-in provisions of the Basel III Capital Rules and the minimum required capital levels as of January 1, 2019 when the Basel III Capital Rules have been fully phased-in. Capital levels required to be considered well capitalized are based upon prompt corrective action regulations, as amended to reflect the changes under the Basel III Capital Rules.



	Actual				Minimum Capital Required - Basel III Phase-In Schedule				Minimum Capital Required - Basel III Fully Phased-In				Required to be Considered Well Capitalized
	Capital Amount		Ratio		Capital Amount		Ratio		Capital Amount		Ratio		Capital Amount		Ratio
June 30, 2015
Common Equity Tier 1 to Risk-Weighted Assets
Cullen/Frost	$	1,996,899	11.70	%	$	768,340	4.50	%	$	1,194,771	7.00	%	$	1,109,824	6.50	%
Frost Bank	2,064,681		12.13		765,916		4.50		1,191,002		7.00		1,106,324		6.50
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost	2,174,635		12.74		1,024,453		6.00		1,450,793		8.50		1,365,937		8.00
Frost Bank	2,064,681		12.13		1,021,222		6.00		1,446,216		8.50		1,361,629		8.00
Total Capital to Risk-Weighted Assets
Cullen/Frost	2,400,992		14.06		1,365,937		8.00		1,792,156		10.50		1,707,421		10.00
Frost Bank	2,171,288		12.76		1,361,629		8.00		1,786,503		10.50		1,702,037		10.00
Leverage Ratio
Cullen/Frost	2,174,635		8.07		1,077,693		4.00		1,077,451		4.00		1,347,116		5.00
Frost Bank	2,064,681		7.67		1,076,815		4.00		1,076,573		4.00		1,346,019		5.00

Year end schedule of compliance with regulatory capital requirements under banking regulations [Table Text Block]

The following table presents actual and required capital ratios as of December 31, 2014 for Cullen/Frost and Frost Bank under the regulatory capital rules then in effect.



	Actual				Minimum Required for Capital Adequacy Purposes				Required to be Considered Well Capitalized
	Capital Amount		Ratio		Capital Amount		Ratio		Capital Amount		Ratio
December 31, 2014
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost	$	2,185,558	13.67	%	$	639,398	4.00	%	$	959,098	6.00	%
Frost Bank	1,978,697		12.41		637,929		4.00		956,894		6.00
Total Capital to Risk-Weighted Assets
Cullen/Frost	2,325,100		14.55		1,278,797		8.00		1,598,496		10.00
Frost Bank	2,070,293		12.98		1,275,858		8.00		1,594,823		10.00
Leverage Ratio
Cullen/Frost	2,185,558		8.16		1,072,035		4.00		1,340,043		5.00
Frost Bank	1,978,697		7.40		1,070,109		4.00		1,337,636		5.00