Capital and Regulatory Matters (Tables)

12 Months Ended

Dec. 31, 2015

Regulatory Capital Requirements [Abstract]

Actual and Required Capital Ratios

	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
2015
Common Equity Tier 1 to Risk-Weighted Assets
Cullen/Frost	$	1,986,200	11.37	%	$	786,344	4.50	%	$	1,222,837	7.00	%	$	1,135,830	6.50	%
Frost Bank	2,131,360		12.24		783,727		4.50		1,218,766		7.00		1,132,049		6.50
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost	2,163,936		12.38		1,048,458		6.00		1,484,874		8.50		1,397,944		8.00
Frost Bank	2,131,360		12.24		1,044,969		6.00		1,479,930		8.50		1,393,292		8.00
Total Capital to Risk-Weighted Assets
Cullen/Frost	2,419,545		13.85		1,397,944		8.00		1,834,256		10.50		1,747,430		10.00
Frost Bank	2,267,219		13.02		1,393,292		8.00		1,828,149		10.50		1,741,615		10.00
Leverage Ratio
Cullen/Frost	2,163,936		7.79		1,111,325		4.00		1,111,117		4.00		1,389,156		5.00
Frost Bank	2,131,360		7.68		1,110,143		4.00		1,109,935		4.00		1,387,679		5.00

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
2014
Total Capital to Risk-Weighted Assets
Cullen/Frost	$	2,325,818	14.55	%	$	1,278,797	8.00	%	$	1,598,496	10.00	%
Frost Bank	2,071,012		12.99		1,275,858		8.00		1,594,823		10.00
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost	2,186,276		13.68		639,398		4.00		959,098		6.00
Frost Bank	1,979,415		12.41		637,929		4.00		956,894		6.00
Leverage Ratio
Cullen/Frost	2,186,276		8.16		1,072,035		4.00		1,340,043		5.00
Frost Bank	1,979,415		7.40		1,070,109		4.00		1,337,636		5.00