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REGULATORY MATTERS AND CAPITAL ADEQUACY (Tables)
 6 Months Ended
Jun. 30, 2026
Regulated Operations [Abstract]  
Schedule of Actual Capital Ratios And Minimum Ratios
The following table provides the actual capital ratios and minimum ratios for the Company, as well as each Bank, as of the periods presented:
Ratio/Dollar Value
Minimum Ratio for
Capital Adequacy
Purposes *
Minimum Ratio to be
Well Capitalized under
Prompt Corrective
Action Provisions
(Millions, except percentages)June 30, 2026December 31, 2025
Total Company
Common equity tier 1 capital ratio (1)
12.9 %13.0 %4.5 %N/A
Tier 1 capital ratio (2)
13.9 13.4 6.0 N/A
Total risk-based capital ratio (3)
17.1 16.8 8.0 N/A
Tier 1 leverage capital ratio (4)
12.3 12.4 4.0 N/A
Total risk-weighted assets (5)
$19,329 $19,755 
Comenity Bank
Common equity tier 1 capital ratio (1)
15.5 %15.1 %4.5 %6.5 %
Tier 1 capital ratio (2)
15.5 15.1 6.0 8.0 
Total risk-based capital ratio (3)
16.9 16.5 8.0 10.0 
Tier 1 leverage capital ratio (4)
13.4 14.1 4.0 5.0 
Comenity Capital Bank
Common equity tier 1 capital ratio (1)
12.5 %13.5 %4.5 %6.5 %
Tier 1 capital ratio (2)
14.2 14.1 6.0 8.0 
Total risk-based capital ratio (3)
17.7 17.5 8.0 10.0 
Tier 1 leverage capital ratio (4)
12.8 13.2 4.0 5.0 
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*The listed capital adequacy ratios exclude the Capital Conservation Buffer.
(1)Common equity tier 1 capital ratio represents tier 1 capital reduced by Preferred stock, divided by total risk-weighted assets. In the calculation of tier 1 capital, we follow the Basel III Standardized Approach and therefore Total stockholders’ equity has been reduced by Goodwill and intangible assets, net.
(2)Tier 1 capital ratio represents tier 1 capital divided by total risk-weighted assets. In the calculation of tier 1 capital, we follow the Basel III Standardized Approach and therefore Total stockholders’ equity has been reduced, primarily by Goodwill and intangible assets, net. For us, tier 1 capital is primarily comprised of CET1 capital and Preferred stock.
(3)Total risk-based capital ratio represents total capital divided by total risk-weighted assets. In the calculation of total capital, we follow the Basel III Standardized Approach and therefore tier 1 capital has been increased by tier 2 capital, which for us is comprised of subordinated notes, as well as the allowable portion of the Allowance for credit losses.
(4)Tier 1 leverage capital ratio represents tier 1 capital divided by total average assets, after certain adjustments.
(5)Total risk-weighted assets are generally measured by allocating assets, and specified off-balance sheet exposures, to various risk categories as defined by the Basel III Standardized Approach.