Capital and Regulatory Matters (Tables)

9 Months Ended

Sep. 30, 2026

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

The following table presents actual and required capital ratios as of September 30, 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
September 30, 2026
Common Equity Tier 1 to Risk-Weighted Assets
Cullen/Frost	$	4,769,878	13.76	%	$	2,426,092	7.00	%	N/A		N/A
Frost Bank	4,889,632		14.12		2,424,671		7.00		$	2,251,480	6.50	%
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost	4,915,330		14.18		2,945,969		8.50		2,079,508		6.00
Frost Bank	4,889,632		14.12		2,944,243		8.50		2,771,053		8.00
Total Capital to Risk-Weighted Assets
Cullen/Frost	5,373,593		15.50		3,639,139		10.50		3,465,846		10.00
Frost Bank	5,227,895		15.09		3,637,007		10.50		3,463,816		10.00
Leverage Ratio
Cullen/Frost	4,915,330		8.98		2,189,509		4.00		N/A		N/A
Frost Bank	4,889,632		8.93		2,190,142		4.00		2,737,678		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.