Regulatory Capital (Tables)

3 Months Ended

Mar. 31, 2026

Banking and Thrift, Other Disclosure [Abstract]

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 March 31, 2026			Basel III Standardized Approach March 31, 2026			Basel III Advanced Approaches December 31, 2025			Basel III Standardized Approach December 31, 2025			Basel III Advanced Approaches March 31, 2026			Basel III Standardized Approach March 31, 2026			Basel III Advanced Approaches December 31, 2025			Basel III Standardized Approach December 31, 2025
Common shareholders' equity:
Common stock and related surplus					$	11,205		$	11,205		$	11,209		$	11,209		$	13,333		$	13,333		$	13,333		$	13,333
Retained earnings					31,864			31,864			31,392			31,392			16,418			16,418			16,401			16,401
Accumulated other comprehensive income (loss)					(1,282)			(1,282)			(1,043)			(1,043)			(1,040)			(1,040)			(815)			(815)
Treasury stock, at cost					(17,604)			(17,604)			(17,276)			(17,276)			—			—			—			—
Total					24,183			24,183			24,282			24,282			28,711			28,711			28,919			28,919
Regulatory capital adjustments:
Goodwill and other intangible assets, net of associated deferred tax liabilities					(8,845)			(8,845)			(8,921)			(8,921)			(8,242)			(8,242)			(8,342)			(8,342)
Other adjustments(1)					(540)			(540)			(549)			(549)			(404)			(404)			(419)			(419)
Common equity tier 1 capital					14,798			14,798			14,812			14,812			20,065			20,065			20,158			20,158
Preferred stock					3,559			3,559			3,559			3,559			—			—			—			—


Tier 1 capital					18,357			18,357			18,371			18,371			20,065			20,065			20,158			20,158
Qualifying subordinated long-term debt					1,698			1,698			1,872			1,872			523			523			524			524

Allowance for credit losses					30			179			18			203			30			179			18			203

Total capital					$	20,085		$	20,234		$	20,261		$	20,446		$	20,618		$	20,767		$	20,700		$	20,885
Risk-weighted assets:
Credit risk(2)					$	65,126		$	137,626		$	60,594		$	125,138		$	60,963		$	134,313		$	56,438		$	121,747
Operational risk(3)					51,000			NA			51,638			NA			49,988			NA			50,025			NA
Market risk					2,185			2,185			2,125			2,125			2,185			2,185			2,125			2,125
Total risk-weighted assets					$	118,311		$	139,811		$	114,357		$	127,263		$	113,136		$	136,498		$	108,588		$	123,872

Adjusted quarterly average assets					$	342,329		$	342,329		$	332,978		$	332,978		$	337,440		$	337,440		$	328,034		$	328,034

Capital Ratios:	2026 Minimum Requirements(4)		2025 Minimum Requirements(4)
Common equity tier 1 capital	8.0	%	8.0	%	12.5		%	10.6		%	13.0		%	11.6		%	17.7		%	14.7		%	18.6		%	16.3		%
Tier 1 capital	9.5		9.5		15.5			13.1			16.1			14.4			17.7			14.7			18.6			16.3
Total capital	11.5		11.5		17.0			14.5			17.7			16.1			18.2			15.2			19.1			16.9
Tier 1 leverage(5)	4.0		4.0		5.4			5.4			5.5			5.5			5.9			5.9			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 over-the-counter 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