v3.26.1
Regulatory Capital (Tables)
 6 Months Ended
Jun. 30, 2026
Banking and Thrift, Other Disclosure [Abstract]  
Schedule of Regulatory Capital
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 CorporationState Street Bank
(Dollars in millions)Basel III Advanced Approaches June 30, 2026Basel III Standardized Approach June 30, 2026Basel III Advanced Approaches December 31, 2025Basel III Standardized Approach December 31, 2025Basel III Advanced Approaches June 30, 2026Basel III Standardized Approach June 30, 2026Basel III Advanced Approaches December 31, 2025Basel III Standardized Approach December 31, 2025
 Common shareholders' equity:
Common stock and related surplus$11,214 $11,214 $11,209 $11,209 $13,333 $13,333 $13,333 $13,333 
Retained earnings32,660 32,660 31,392 31,392 16,773 16,773 16,401 16,401 
Accumulated other comprehensive income (loss)(1,178)(1,178)(1,043)(1,043)(934)(934)(815)(815)
Treasury stock, at cost(17,987)(17,987)(17,276)(17,276)— — — — 
Total24,709 24,709 24,282 24,282 29,172 29,172 28,919 28,919 
Regulatory capital adjustments:
Goodwill and other intangible assets, net of associated deferred tax liabilities(8,764)(8,764)(8,921)(8,921)(8,168)(8,168)(8,342)(8,342)
Other adjustments(1)
(520)(520)(549)(549)(381)(381)(419)(419)
 Common equity tier 1 capital15,425 15,425 14,812 14,812 20,623 20,623 20,158 20,158 
Preferred stock3,559 3,559 3,559 3,559 — — — — 
 Tier 1 capital18,984 18,984 18,371 18,371 20,623 20,623 20,158 20,158 
Qualifying subordinated long-term debt1,691 1,691 1,872 1,872 521 521 524 524 
Adjusted allowance for credit losses22 175 18 203 23 175 18 203 
 Total capital$20,697 $20,850 $20,261 $20,446 $21,167 $21,319 $20,700 $20,885 
 Risk-weighted assets:
Credit risk(2)
$66,805 $140,668 $60,594 $125,138 $62,446 $137,393 $56,438 $121,747 
Operational risk(3)
46,950 NA51,638 NA46,575 NA50,025 NA
Market risk2,738 2,738 2,125 2,125 2,738 2,738 2,125 2,125 
Total risk-weighted assets$116,493 $143,406 $114,357 $127,263 $111,759 $140,131 $108,588 $123,872 
Adjusted quarterly average assets$357,537 $357,537 $332,978 $332,978 $352,636 $352,636 $328,034 $328,034 
Capital Ratios:
2026 Minimum Requirements(4)
2025 Minimum Requirements(4)
Common equity tier 1 capital8.0 %8.0 %13.2 %10.8 %13.0 %11.6 %18.5 %14.7 %18.6 %16.3 %
Tier 1 capital9.5 9.5 16.3 13.2 16.1 14.4 18.5 14.7 18.6 16.3 
Total capital11.5 11.5 17.8 14.5 17.7 16.1 18.9 15.2 19.1 16.9 
Tier 1 leverage(5)
4.0 4.0 5.3 5.3 5.5 5.5 5.8 5.8 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 September 30, 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