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Regulatory and Capital Requirements
 12 Months Ended
Dec. 31, 2025
Financial Services, Banking and Thrift [Abstract]  
Regulatory and Capital Requirements
REGULATORY AND CAPITAL REQUIREMENTS (Note 16)
Valley’s primary source of cash is dividends from the Bank. Valley National Bank, a national banking association, is subject to certain restrictions on the amount of dividends that it may declare without prior regulatory approval. In addition, the dividends declared cannot be in excess of the amount which would cause the subsidiary bank to fall below the minimum required for capital adequacy purposes.
Valley and Valley National Bank are subject to the regulatory capital requirements administered by the Federal Reserve and the OCC. Failure to meet minimum capital requirements can initiate certain mandatory and possible additional discretionary actions by regulators that, if undertaken, could have a direct significant impact on Valley’s consolidated financial statements. Under capital adequacy guidelines Valley and Valley National Bank must meet specific capital guidelines that involve quantitative measures of Valley’s assets, liabilities and certain off-balance sheet items as calculated under regulatory accounting practices. Capital amounts and classification are also subject to qualitative judgments by the regulators about components, risk weightings and other factors.
Quantitative measures established by regulation to ensure capital adequacy require Valley and Valley National Bank to maintain minimum amounts and ratios of common equity Tier 1 capital, total and Tier 1 capital to risk-weighted assets, and Tier 1 capital to average assets, as defined in the regulations.
Valley and the Bank are required to maintain minimum ratios, including a 2.5 percent capital conservation buffer, of (i) CET1 to risk-weighted assets of 7.0 percent or greater, (ii) Tier 1 capital to risk-weighted assets of 8.5 percent or greater, and (iii) total capital to risk-weighted assets of 10.5 percent or greater, as well as a minimum leverage ratio of 4.0 percent for capital adequacy purposes. As of December 31, 2025 and 2024, Valley and Valley National Bank exceeded all capital adequacy requirements (see table below).
The following table presents Valley’s and Valley National Bank’s actual capital positions and ratios under the Basel III risk-based capital guidelines at December 31, 2025 and 2024:
 ActualMinimum Capital
Requirements		To Be Well
Capitalized Under
Prompt Corrective
Action Provision
 AmountRatioAmountRatioAmountRatio
 ($ in thousands)
As of December 31, 2025
Total Risk-based Capital
Valley$6,965,724 13.77 %$5,311,534 10.50 %N/AN/A
Valley National Bank6,841,494 13.54 5,306,493 10.50 $5,053,803 10.00 %
Common Equity Tier 1 Capital
Valley5,558,508 10.99 3,541,023 7.00 N/AN/A
Valley National Bank6,297,558 12.46 3,537,662 7.00 3,284,972 6.50 
Tier 1 Risk-based Capital
Valley5,912,750 11.69 4,299,813 8.50 N/AN/A
Valley National Bank6,297,558 12.46 4,295,733 8.50 4,043,042 8.00 
Tier 1 Leverage Capital
Valley5,912,750 9.63 2,455,946 4.00 N/AN/A
Valley National Bank6,297,558 10.27 2,453,670 4.00 3,067,088 5.00 
As of December 31, 2024
Total Risk-based Capital
Valley$6,703,186 13.87 %$5,076,004 10.50 %N/AN/A
Valley National Bank6,535,892 13.53 5,071,696 10.50 $4,830,187 10.00 %
Common Equity Tier 1 Capital
Valley5,230,632 10.82 3,384,002 7.00 N/AN/A
Valley National Bank6,041,434 12.51 3,381,131 7.00 3,139,621 6.50 
Tier 1 Risk-based Capital
Valley5,584,699 11.55 4,109,146 8.50 N/AN/A
Valley National Bank6,041,434 12.51 4,105,659 8.50 3,864,149 8.00 
Tier 1 Leverage Capital
Valley5,584,699 9.16 2,438,649 4.00 N/AN/A
Valley National Bank6,041,434 9.91 2,438,511 4.00 3,048,139 5.00