The following table presents regulatory capital information for Wells Fargo & Company and the Bank using Basel III, which increased minimum required capital ratios, and introduced a minimum Common Equity Tier 1 (CET1) ratio. Beginning second quarter 2015, our capital ratios were calculated in accordance with the Basel III Standardized and Advanced Approaches. Consistent with the Collins Amendment to the Dodd-Frank Act, we must report the lower of our CET1, tier 1 and total capital ratios calculated under the Standardized Approach and under the Advanced Approach in the assessment of our capital adequacy. The information presented for 2015 reflects the transition to determining risk-weighted assets (RWAs) under the Basel III Standardized Approach with Transition Requirements from RWAs determined using general risk-based capital rules (General Approach) effective in 2014. The Standardized and General Approaches each apply assigned risk weights to broad risk categories but many of the risk categories and/or weights were changed by Basel III for the Standardized Approach and will generally result in higher risk-weighted assets than from those prescribed for the General Approach. The Basel III revised definition of capital, and changes are being phased-in effective January 1, 2014, through the end of 2021.

The Bank is an approved seller/servicer of mortgage loans and is required to maintain minimum levels of shareholders’ equity, as specified by various agencies, including the United States Department of Housing and Urban Development, GNMA, FHLMC and FNMA. At June 30, 2015, the Bank met these requirements. Other subsidiaries, including the Company’s insurance and broker-dealer subsidiaries, are also subject to various minimum capital levels, as defined by applicable industry regulations. The minimum capital levels for these subsidiaries, and related restrictions, are not significant to our consolidated operations.



				Wells Fargo & Company				Wells Fargo Bank, N.A.
	Advanced Approach			Standardized Approach		General Approach	Advanced Approach	Standardized Approach	General Approach	Advanced & Standardized Approach Minimum capital ratios (1)
(in billions, except ratios)	Jun 30, 2015			Jun 30, 2015		Dec 31, 2014	Jun 30, 2015	Jun 30, 2015	Dec 31, 2014	Jun 30, 2015
Regulatory capital:
Common equity tier 1	$	140.9		$	140.9	137.1	122.9	122.9	119.9
Tier 1	160.4			160.4		154.7	122.9	122.9	119.9
Total	187.4			198.0		192.9	136.7	146.2	144.0
Assets:
Risk-weighted	$	1,297.1		$	1,306.1	1,242.5	1,118.0	1,192.0	1,142.5
Adjusted average (2)	1,697.5			1,697.4		1,637.0	1,535.8	1,535.8	1,487.6
Regulatory capital ratios:
Common equity tier 1 capital	10.86		%	10.78		11.04	10.99	10.31	10.49	4.50
Tier 1 capital	12.37			12.28		12.45	10.99	10.31	10.49	6.00
Total capital	14.45			15.16		15.53	12.23	12.26	12.61	8.00
Tier 1 leverage (2)	9.45			9.45		9.45	8.00	8.00	8.06	4.00


(1)	As defined by the regulations issued by the Federal Reserve, OCC and FDIC, which apply to Wells Fargo & Company and Wells Fargo Bank, N.A..

(2)

The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items. The minimum leverage ratio guideline is 3% for banking organizations that do not anticipate significant growth and that have well-diversified risk, excellent asset quality, high liquidity, good earnings, effective management and monitoring of market risk and, in general, are considered top-rated, strong banking organizations.