Capital and Regulatory Matters (Tables)

3 Months Ended

Mar. 31, 2026

Banking Regulation, Common Equity Tier 1 Risk-Based Capital [Abstract]

The following table presents actual and required capital ratios as of March 31, 2026 and December 31, 2025, for Cullen/Frost and Frost Bank under the Basel III Capital Rules. 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. See the 2025 Form 10-K for a more detailed discussion of the Basel III Capital Rules.


	Actual				Minimum Capital Required Plus Capital Conservation Buffer				Required to be Considered Well- Capitalized (1)
	Capital Amount		Ratio		Capital Amount		Ratio		Capital Amount		Ratio
March 31, 2026
Common Equity Tier 1 to Risk-Weighted Assets
Cullen/Frost	$	4,641,751	14.07	%	$	2,309,729	7.00	%	N/A		N/A
Frost Bank	4,755,250		14.43		2,307,292		7.00		$	2,142,485	6.50	%
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost	4,787,203		14.51		2,804,671		8.50		1,979,768		6.00
Frost Bank	4,755,250		14.43		2,801,712		8.50		2,636,905		8.00
Total Capital to Risk-Weighted Assets
Cullen/Frost	5,241,500		15.89		3,464,593		10.50		3,299,613		10.00
Frost Bank	5,089,547		15.44		3,460,938		10.50		3,296,131		10.00
Leverage Ratio
Cullen/Frost	4,787,203		9.13		2,098,118		4.00		N/A		N/A
Frost Bank	4,755,250		9.07		2,098,240		4.00		2,622,800		5.00

December 31, 2025
Common Equity Tier 1 to Risk-Weighted Assets
Cullen/Frost	$	4,601,579	14.06	%	$	2,291,102	7.00	%	N/A		N/A
Frost Bank	4,687,844		14.33		2,290,525		7.00		$	2,126,916	6.50	%
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost	4,747,031		14.50		2,782,053		8.50		1,963,802		6.00
Frost Bank	4,687,844		14.33		2,781,351		8.50		2,617,742		8.00
Total Capital to Risk-Weighted Assets
Cullen/Frost	5,220,324		15.95		3,436,653		10.50		3,273,003		10.00
Frost Bank	5,021,137		15.34		3,435,787		10.50		3,272,178		10.00
Leverage Ratio
Cullen/Frost	4,747,031		8.80		2,157,988		4.00		N/A		N/A
Frost Bank	4,687,844		8.69		2,158,485		4.00		2,698,106		5.00

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(1)“Well-capitalized” minimum Common Equity Tier 1 to Risk-Weighted Assets and Leverage Ratio thresholds are defined under the prompt corrective action regulations for insured depository institutions and do not formally apply to bank holding companies.