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Regulatory Capital Matters | 6 Months Ended
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Jun. 30, 2025
Regulatory Capital Requirements under Banking Regulations [Abstract] |
Regulatory Capital Matters | Regulatory Capital Matters Banks and bank holding companies are subject to regulatory capital requirements administered by federal banking agencies. Capital adequacy guidelines and, additionally for banks, prompt corrective action regulations involve quantitative measures of assets, liabilities, and certain off-balance sheet items calculated under regulatory accounting practices. Capital amounts and classifications are also subject to qualitative judgments by regulators. Failure to meet capital requirements can initiate regulatory action. Under the Basel III rules, the Parent Company and the Bank must hold a capital conservation buffer above the adequately capitalized risk-based capital ratios. The fully phased in capital conservation buffer is 2.50% for all periods presented. The net unrealized gain or loss on available for sale securities is not included in computing regulatory capital. As of June 30, 2025, both the Parent Company and the Bank met all capital adequacy requirements to which they were subject. Prompt corrective action regulations provide five classifications: well-capitalized, adequately capitalized, undercapitalized, significantly undercapitalized, and critically undercapitalized, although these terms are not used to represent overall financial condition. If adequately capitalized, regulatory approval is required to accept brokered deposits. If undercapitalized, capital distributions are limited, as is asset growth and expansion, and capital restoration plans are required. As of June 30, 2025 and December 31, 2024, the most recent regulatory notifications categorized the Bank as well-capitalized under the regulatory framework for prompt corrective action. There are no conditions or events since that notification that management believes have changed the Bank’s category. Actual and required capital amounts for the Parent Company are as follows as of:
| Actual |  | For Capital Adequacy Purposes |  | To be Well- Capitalized under Prompt Corrective Action Provisions
| Amount |  | Ratio |  | Amount |  | Ratio |  | Amount |  | Ratio
June 30, 2025 |  |  |  |  |  |  |  |  |  |  |
Total risk-based capital to risk-weighted assets: | $ | 1,174,502 |  |  | 15.94 | % |  | $ | 589,412 |  |  | 8.00 | % |  | N/A |  | N/A
Tier 1 risk-based capital to risk-weighted assets: | $ | 1,015,386 |  |  | 13.78 | % |  | $ | 442,059 |  |  | 6.00 | % |  | N/A |  | N/A
Common Equity Tier 1 (CET 1) to risk-weighted assets: | $ | 1,015,386 |  |  | 13.78 | % |  | $ | 331,545 |  |  | 4.50 | % |  | N/A |  | N/A
Tier 1 leverage capital to average assets: | $ | 1,015,386 |  |  | 12.39 | % |  | $ | 327,921 |  |  | 4.00 | % |  | N/A |  | N/A
December 31, 2024 |  |  |  |  |  |  |  |  |  |  |
Total risk-based capital to risk-weighted assets: | $ | 1,128,334 |  |  | 15.42 | % |  | $ | 585,567 |  |  | 8.00 | % |  | N/A |  | N/A
Tier 1 risk-based capital to risk-weighted assets: | $ | 964,517 |  |  | 13.18 | % |  | $ | 439,175 |  |  | 6.00 | % |  | N/A |  | N/A
Common Equity Tier 1 (CET 1) to risk-weighted assets: | $ | 964,517 |  |  | 13.18 | % |  | $ | 329,381 |  |  | 4.50 | % |  | N/A |  | N/A
Tier 1 leverage capital to average assets: | $ | 964,517 |  |  | 12.11 | % |  | $ | 318,646 |  |  | 4.00 | % |  | N/A |  | N/A
Actual and required capital amounts for the Bank are as follows as of:
| Actual |  | For Capital Adequacy Purposes |  | To be Well- Capitalized under Prompt Corrective Action Provisions
| Amount |  | Ratio |  | Amount |  | Ratio |  | Amount |  | Ratio
June 30, 2025 |  |  |  |  |  |  |  |  |  |  |
Total risk-based capital to risk-weighted assets: | $ | 1,069,097 |  |  | 14.53 | % |  | $ | 588,464 |  |  | 8.00 | % |  | $ | 735,580 |  |  | 10.00 | %
Tier 1 risk-based capital to risk-weighted assets: | $ | 986,047 |  |  | 13.41 | % |  | $ | 441,348 |  |  | 6.00 | % |  | $ | 588,464 |  |  | 8.00 | %
Common Equity Tier 1 (CET 1) to risk-weighted assets: | $ | 986,047 |  |  | 13.41 | % |  | $ | 331,011 |  |  | 4.50 | % |  | $ | 478,127 |  |  | 6.50 | %
Tier 1 leverage capital to average assets: | $ | 986,047 |  |  | 12.03 | % |  | $ | 327,882 |  |  | 4.00 | % |  | $ | 409,853 |  |  | 5.00 | %
December 31, 2024 |  |  |  |  |  |  |  |  |  |  |
Total risk-based capital to risk-weighted assets: | $ | 1,018,866 |  |  | 13.94 | % |  | $ | 584,594 |  |  | 8.00 | % |  | $ | 730,742 |  |  | 10.00 | %
Tier 1 risk-based capital to risk-weighted assets: | $ | 930,890 |  |  | 12.74 | % |  | $ | 438,445 |  |  | 6.00 | % |  | $ | 584,594 |  |  | 8.00 | %
Common Equity Tier 1 (CET 1) to risk-weighted assets: | $ | 930,890 |  |  | 12.74 | % |  | $ | 328,834 |  |  | 4.50 | % |  | $ | 474,982 |  |  | 6.50 | %
Tier 1 leverage capital to average assets: | $ | 930,890 |  |  | 11.69 | % |  | $ | 318,647 |  |  | 4.00 | % |  | $ | 398,308 |  |  | 5.00 | %

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- Definition Regulatory Capital Requirements under Banking Regulations + References No definition available. + Details
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- Definition The entire disclosure for regulatory capital requirement for depository and lending institutions. Institutions include, but not are not limited to, finance company, insured depository institution, bank holding company, savings and loan association holding company, bank and savings institution not federally insured, mortgage company, foreign financial institution and credit union. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 942 -SubTopic 505 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (a)(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 1 -Subparagraph (a)(2) -Publisher FASB -URI https://asc.fasb.org/1943274/2147477270/942-505-50-1 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 942 -SubTopic 505 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org/1943274/2147477270/942-505-50-1 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 942 -SubTopic 505 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (c)(2) -Publisher FASB -URI https://asc.fasb.org/1943274/2147477270/942-505-50-1 Reference 5: http://www.xbrl.org/2003/role/disclosureRef -Topic 942 -SubTopic 505 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (e) -Publisher FASB -URI https://asc.fasb.org/1943274/2147477270/942-505-50-1 Reference 6: http://www.xbrl.org/2003/role/disclosureRef -Topic 942 -SubTopic 505 -Name Accounting Standards Codification -Section 50 -Paragraph 1D -Publisher FASB -URI https://asc.fasb.org/1943274/2147477270/942-505-50-1D Reference 7: http://www.xbrl.org/2003/role/disclosureRef -Topic 942 -SubTopic 505 -Name Accounting Standards Codification -Section 50 -Paragraph 1A -Publisher FASB -URI https://asc.fasb.org/1943274/2147477270/942-505-50-1A Reference 8: http://www.xbrl.org/2003/role/disclosureRef -Topic 942 -SubTopic 505 -Name Accounting Standards Codification -Section 50 -Paragraph 1F -Publisher FASB -URI https://asc.fasb.org/1943274/2147477270/942-505-50-1F + Details
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