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Capital and Regulatory Matters (Tables)

3 Months Ended

Mar. 31, 2025

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

Actual and Required Capital Ratios

The following table presents actual and required capital ratios as of March 31, 2025 and December 31, 2024, 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 2024 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
March 31, 2025
Common Equity Tier 1 to Risk-Weighted Assets
Cullen/Frost			$	4,423,024					13.84		%				$	2,236,366					7.00		%				N/A						N/A
Frost Bank			4,450,865						13.95						2,233,945						7.00						$	2,074,377					6.50		%
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost			4,568,476						14.30						2,715,587						8.50						1,916,885						6.00
Frost Bank			4,450,865						13.95						2,712,647						8.50						2,553,080						8.00
Total Capital to Risk-Weighted Assets
Cullen/Frost			5,034,220						15.76						3,354,549						10.50						3,194,809						10.00
Frost Bank			4,776,609						14.97						3,350,917						10.50						3,191,350						10.00
Leverage Ratio
Cullen/Frost			4,568,476						8.84						2,067,094						4.00						N/A						N/A
Frost Bank			4,450,865						8.61						2,066,789						4.00						2,583,486						5.00
December 31, 2024
Common Equity Tier 1 to Risk-Weighted Assets
Cullen/Frost			$	4,343,666					13.62		%				$	2,232,822					7.00		%				N/A						N/A
Frost Bank			4,387,862						13.76						2,231,710						7.00						$	2,072,302					6.50		%
Tier 1 Capital to Risk-Weighted Assets
Cullen/Frost			4,489,118						14.07						2,711,283						8.50						1,913,847						6.00
Frost Bank			4,387,862						13.76						2,709,934						8.50						2,550,526						8.00
Total Capital to Risk-Weighted Assets
Cullen/Frost			4,954,136						15.53						3,349,232						10.50						3,189,745						10.00
Frost Bank			4,692,880						14.72						3,347,565						10.50						3,188,157						10.00
Leverage Ratio
Cullen/Frost			4,489,118						8.63						2,079,715						4.00						N/A						N/A
Frost Bank			4,387,862						8.44						2,079,965						4.00						2,599,956						5.00

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(1)“Well-capitalized” minimum Common Equity Tier 1 to Risk-Weighted Assets and Leverage Ratio are not formally defined under applicable banking regulations for bank holding companies.

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- References

No definition available.

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- Definition

Tabular disclosure of the capital amounts and ratios as of the balance sheet date, indicating whether the entity or entities are in compliance with regulatory capital requirements, by entity.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 942
-SubTopic 505
-Name Accounting Standards Codification
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147477270/942-505-50-1

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 942
-SubTopic 505
-Name Accounting Standards Codification
-Section 50
-Paragraph 1B
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147477270/942-505-50-1B

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