The following table presents the regulatory capital structure, total risk-weighted assets, related regulatory capital ratios and the minimum required regulatory capital ratios for State Street and State Street Bank as of the dates indicated. As a result of changes in the methodologies used to calculate our regulatory capital ratios from period to period as the provisions of the Basel III final rule are phased in, the ratios presented in the table for each period-end are not directly comparable. Refer to the footnotes following the table.



					State Street												State Street Bank
(In millions)					Basel III Advanced Approaches September 30, 2017⁽¹⁾			Basel III Standardized Approach September 30, 2017⁽²⁾			Basel III Advanced Approaches December 31, 2016⁽¹⁾			Basel III Standardized Approach December 31, 2016⁽²⁾			Basel III Advanced Approaches September 30, 2017⁽¹⁾			Basel III Standardized Approach September 30, 2017⁽²⁾			Basel III Advanced Approaches December 31, 2016⁽¹⁾			Basel III Standardized Approach December 31, 2016⁽²⁾
Common shareholders' equity:
Common stock and related surplus					$	10,307		$	10,307		$	10,286		$	10,286		$	11,382		$	11,382		$	11,376		$	11,376
Retained earnings					18,675			18,675			17,459			17,459			12,286			12,286			12,285			12,285
Accumulated other comprehensive income (loss)					(985		)	(985		)	(1,936		)	(1,936		)	(808		)	(808		)	(1,648		)	(1,648		)
Treasury stock, at cost					(8,697		)	(8,697		)	(7,682		)	(7,682		)	—			—			—			—
Total					19,300			19,300			18,127			18,127			22,860			22,860			22,013			22,013
Regulatory capital adjustments:
Goodwill and other intangible assets, net of associated deferred tax liabilities⁽³⁾					(6,739		)	(6,739		)	(6,348		)	(6,348		)	(6,447		)	(6,447		)	(6,060		)	(6,060		)
Other adjustments					(122		)	(122		)	(155		)	(155		)	(90		)	(90		)	(148		)	(148		)
Common equity tier 1 capital					12,439			12,439			11,624			11,624			16,323			16,323			15,805			15,805
Preferred stock					3,196			3,196			3,196			3,196			—			—			—			—
Trust preferred capital securities subject to phase-out from tier 1 capital					—			—			—			—			—			—			—			—
Other adjustments					(29		)	(29		)	(103		)	(103		)	—			—			—			—
Tier 1 capital					15,606			15,606			14,717			14,717			16,323			16,323			15,805			15,805
Qualifying subordinated long-term debt					1,072			1,072			1,172			1,172			1,076			1,076			1,179			1,179
Trust preferred capital securities phased out of tier 1 capital					—			—			—			—			—			—			—			—
ALLL and other					5			79			19			77			—			79			15			77
Other adjustments					1			1			1			1			—			—			—			—
Total capital					$	16,684		$	16,758		$	15,909		$	15,967		$	17,399		$	17,478		$	16,999		$	17,061
Risk-weighted assets:
Credit risk					$	50,197		$	106,377		$	50,900		$	98,125		$	47,282		$	103,024		$	47,383		$	94,413
Operational risk⁽⁴⁾					45,795			NA			44,579			NA			45,270			NA			44,043			NA
Market risk⁽⁵⁾					3,005			1,203			3,822			1,751			3,005			1,203			3,822			1,751
Total risk-weighted assets					$	98,997		$	107,580		$	99,301		$	99,876		$	95,557		$	104,227		$	95,248		$	96,164
Adjusted quarterly average assets					$	211,396		$	211,396		$	226,310		$	226,310		$	208,308		$	208,308		$	222,584		$	222,584

Capital Ratios:	2017 Minimum Requirements Including Capital Conservation Buffer and G-SIB Surcharge⁽⁶⁾		2016 Minimum Requirements Including Capital Conservation Buffer and G-SIB Surcharge⁽⁷⁾
Common equity tier 1 capital	6.5	%	5.5	%	12.6		%	11.6		%	11.7		%	11.6		%	17.1		%	15.7		%	16.6		%	16.4		%
Tier 1 capital	8.0		7.0		15.8			14.5			14.8			14.7			17.1			15.7			16.6			16.4
Total capital	10.0		9.0		16.9			15.6			16.0			16.0			18.2			16.8			17.8			17.7
Tier 1 leverage	4.0		4.0		7.4			7.4			6.5			6.5			7.8			7.8			7.1			7.1

⁽¹⁾Common equity tier 1 capital, tier 1 capital and total capital ratios as of September 30, 2017 and December 31, 2016 were calculated in conformity with the advanced approaches provisions of the Basel III final rule. Tier 1 leverage ratio as of September 30, 2017 and December 31, 2016 were calculated in conformity with the Basel III final rule.

⁽²⁾Common equity tier 1 capital, tier 1 capital and total capital ratios as of September 30, 2017 and December 31, 2016 were calculated in conformity with the standardized approach provisions of the Basel III final rule. Tier 1 leverage ratio as of September 30, 2017 and December 31, 2016 were calculated in conformity with the Basel III final rule.

⁽³⁾Amounts for State Street and State Street Bank as of September 30, 2017 consisted of goodwill, net of associated deferred tax liabilities, and 80% of other intangible assets, net of associated deferred tax liabilities. Amounts for State Street and State Street Bank as of December 31, 2016 consisted of goodwill, net of deferred tax liabilities and 60% of other intangible assets, net of associated deferred tax liabilities. Intangible assets, net of associated deferred tax liabilities is phased in as a deduction from capital, in conformity with the Basel III final rule.

⁽⁴⁾Under the current advanced approaches rules and regulatory guidance concerning operational risk models, RWA attributable to operational risk can vary substantially from period-to-period, without direct correlation to the effects of a particular loss event on our results of operations and financial condition and impacting dates and periods that may differ from the dates and periods as of and during which the loss event is reflected in our financial statements, with the timing and categorization dependent on the processes for model updates and, if applicable, model revalidation and regulatory review and related supervisory processes. An individual loss event can have a significant effect on the output of our operational risk RWA under the advanced approaches depending on the severity of the loss event and its categorization among the seven Basel-defined UOMs.

⁽⁵⁾Market risk risk-weighted assets reported in conformity with the Basel III advanced approaches included a CVA which reflected the risk of potential fair value adjustments for credit risk reflected in our valuation of over-the-counter derivative contracts. The CVA was not provided for in the final market risk capital rule; however, it was required by the advanced approaches provisions of the Basel III final rule. We used a simple CVA approach in conformity with the Basel III advanced approaches.

⁽⁶⁾Minimum requirements will be phased in up to full implementation beginning on January 1, 2019; minimum requirements listed are as of September 30, 2017.

⁽⁷⁾Minimum requirements will be phased in up to full implementation beginning on January 1, 2019; minimum requirements listed are as of December 31, 2016.

^NA Not applicable