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Regulatory Capital (Tables)
 12 Months Ended
Dec. 31, 2025
Banking and Thrift, Other Disclosure [Abstract]  
Schedule of Regulatory Capital
The following table presents the regulatory capital structure, total RWA, related regulatory capital ratios and the minimum required regulatory capital ratios for us and State Street Bank as of the dates indicated.
State Street Corporation
State Street Bank
(Dollars in millions)Basel III Advanced Approaches December 31, 2025Basel III Standardized Approach December 31, 2025Basel III Advanced Approaches December 31, 2024Basel III Standardized Approach December 31, 2024Basel III Advanced Approaches December 31, 2025Basel III Standardized Approach December 31, 2025Basel III Advanced Approaches December 31, 2024Basel III Standardized Approach December 31, 2024
 Common shareholders’ equity:
Common stock and related surplus$11,209 $11,209 $11,226 $11,226 $13,333 $13,333 $13,333 $13,333 
Retained earnings31,392 31,392 29,582 29,582 16,401 16,401 15,977 15,977 
Accumulated other comprehensive income (loss)(1,043)(1,043)(2,100)(2,100)(815)(815)(1,805)(1,805)
Treasury stock, at cost(17,276)(17,276)(16,198)(16,198)— — — — 
Total24,282 24,282 22,510 22,510 28,919 28,919 27,505 27,505 
Regulatory capital adjustments:
Goodwill and other intangible assets, net of associated deferred tax liabilities(8,921)(8,921)(8,320)(8,320)(8,342)(8,342)(8,054)(8,054)
Other adjustments(1)
(549)(549)(391)(391)(419)(419)(278)(278)
 Common equity tier 1 capital14,812 14,812 13,799 13,799 20,158 20,158 19,173 19,173 
Preferred stock3,559 3,559 2,816 2,816 — — — — 
 Tier 1 capital18,371 18,371 16,615 16,615 20,158 20,158 19,173 19,173 
Qualifying subordinated long-term debt1,872 1,872 1,861 1,861 524 524 530 530 
Adjusted allowance for credit losses18 203 — 183 18 203 — 183 
 Total capital$20,261 $20,446 $18,476 $18,659 $20,700 $20,885 $19,703 $19,886 
 Risk-weighted assets:
Credit risk(2)
$60,594 $125,138 $63,252 $124,281 $56,438 $121,747 $57,883 $121,785 
Operational risk(3)
51,638 NA49,350 NA50,025 NA47,538 NA
Market risk2,125 2,125 2,000 2,000 2,125 2,125 2,000 2,000 
Total risk-weighted assets$114,357 $127,263 $114,602 $126,281 $108,588 $123,872 $107,421 $123,785 
Adjusted quarterly average assets$332,978 $332,978 $318,470 $318,470 $328,034 $328,034 $314,754 $314,754 
Capital Ratios:
2025 Minimum Requirements(4)
2024 Minimum Requirements(4)
Common equity tier 1 capital8.0 %8.0 %13.0 %11.6 %12.0 %10.9 %18.6 %16.3 %17.8 %15.5 %
Tier 1 capital9.5 9.5 16.1 14.4 14.5 13.2 18.6 16.3 17.8 15.5 
Total capital11.5 11.5 17.7 16.1 16.1 14.8 19.1 16.9 18.3 16.1 
Tier 1 leverage(5)
4.0 4.0 5.5 5.5 5.2 5.2 6.1 6.1 6.1 6.1 
(1) Other adjustments within CET1 capital primarily include disallowed deferred tax assets, cash flow hedges that are not recognized at fair value on the balance sheet, and the overfunded portion of our defined benefit pension plan obligation net of associated deferred tax liabilities.
(2) Under the advanced approaches, credit risk RWA includes a CVA which reflects the risk of potential fair value adjustments for credit risk reflected in our valuation of OTC derivative contracts. We used a simple CVA approach in conformity with the Basel III advanced approaches.
(3) 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 RWA under the advanced approaches depending on the severity of the loss event and its categorization among the seven Basel-defined UOMs.
(4) Minimum requirements include a CCB of 2.5% and a SCB of 2.5% for the advanced approaches and the standardized approach, respectively, a G-SIB surcharge of 1.0% and a countercyclical buffer of 0%.Our SCB requirement remains at 2.5% for the period from October 1, 2025 through September 30, 2026, based on the results of the 2025 supervisory stress test. Additionally, in February 2026 the Federal Reserve Board voted to maintain the current SCB requirements until 2027.
(5) State Street Bank is required to maintain a minimum Tier 1 leverage ratio of 5% as it is the insured depository institution subsidiary of State Street Corporation, a U.S. G-SIB.
NA Not applicable