EX-99.1

Barclays Americas Select

Conference

May 21, 2013

Grayson Hall

Chief Executive Officer

Exhibit 99.1

Why Regions?

Competitive Position

•

Strong presence in high-growth markets

•

Competitive product set

Proven Track Record

•

Stable net interest margin

•

Commitment to positive operating leverage

•

Disciplined expense management

Opportunity for

Outperformance

•

Business plans to support growth

•

Significant credit leverage remains

•

Low loan to deposit ratio

Moving Forward

•

Creating shared value for our customers, communities,

associates and shareholders

Regions Branches

Deposit Market Share

Regions Insurance Group

A leading southeastern banking franchise

Company Snapshot

March 2013

Associates

23,466

Assets

$120B

Loans

$74B

Deposits

$94B

Branches

1,709

ATMs

2,048

Market Cap*

$12.7B

* As of May 14, 2013

Birmingham, Alabama

Top 10 MSAs

Deposits

Market

Rank

’12-’17E

Population

Growth

Birmingham, AL

$10.1

Nashville, TN

$7.0

Tampa, FL

$5.0

Miami, FL

$4.0

Memphis, TN

$3.9

Atlanta, GA

$3.3

St. Louis, MO

$3.0

Jackson, MS

$2.9

New Orleans, LA

$2.4

Mobile, AL

$2.3

1.7%

7.6%

3.4%

1.4%

3.5%

3.7%

7.6%

2.2%

5.3%

2.0%

($ in billions)

National Average: 3.5%

Source: SNL Financial

Attractive geographic footprint

Characterized by leading competitive positions in high-growth markets

9.0 and above

8.0 to 8.9

7.0 to 7.9

6.0 to 6.9

5.9 or less

Projected Population Growth (%)

Rank

Name

Market Share

Bank of America

11.1%

Wells Fargo

9.9%

Regions

9.4%

SunTrust

6.7%

JPMorgan Chase

3.8%

BB&T

3.0%

Capital One

2.2%

First Horizon

2.0%

Hancock

1.7%

Citi

1.6%

Source: SNL Financial

Note: Core Markets include Alabama, Florida, Louisiana, Mississippi, Arkansas, and Tennessee

Weighted

Average

Deposit

Market

in Regions’

Core Markets

Well-positioned relative to competitors

National Deposit Market Share

Rank

Name

Market Share

Bank of America

12.3%

Wells Fargo

10.7%

JPMorgan Chase

10.4%

Citi

4.9%

U.S. Bancorp

2.8%

PNC

2.5%

Capital One

2.4%

Toronto Dominion

2.0%

BB&T

1.7%

SunTrust

1.6%

Regions

1.3%

Balance Sheet

1Q13

1Q11

Improvement

Deposit Costs

(1)

0.18%

0.59%

41 bps

Total Funding Costs

(1)

0.45%

0.86%

41 bps

Time Deposits as % of Total Deposits

13%

24%

Low-Cost Deposits

$81.9B

$73.7B

11%

Profitability

Mortgage Revenue

$72MM

$45MM

60%

Net Interest Margin

(1)

3.13%

3.09%

4 bps

Efficiency Ratio

(2)

64.9%

68.3%

340 bps

Credit Risk Profile

Non-Performing Assets

$1.8B

$3.9B

54%

Net Charge-Offs

$180MM

$481MM

63%

Allowance for Loan Losses / Loans

2.37%

3.92%

155 bps

Capital and Liquidity

Tier 1 Common Ratio

(2)

11.2%

7.9%

330 bps

Loan to Deposit Ratio

79%

84%

More liquid

Stronger company today

(1)

From continuing operations

(2)

Non-GAAP -

see appendix for reconciliation

1100 bps

Loan trends

Total Loan Balances

(1)

($ in millions)

(1)

Ending balances

46,421

46,324

45,705

44,793

45,061

30,299

29,878

29,554

29,202

28,875

$76,720

$76,202

$75,259

$73,995

$73,936

1Q12

2Q12

3Q12

4Q12

1Q13

Commercial and Investor Real Estate

Consumer Lending

Net interest margin stable as peers decline

Note: Peer banks include BBT, CMA, FHN, FITB, HBAN, KEY, MTB, PNC, STI, USB, WFC, ZION

Source: SNL Financial

Net Interest Margin vs. Peers

43 bps

Variance

26 bps

Variance

3.52%

3.51%

3.47%

3.44%

3.39%

3.09%

3.16%

3.08%

3.10%

3.13%

1Q12

2Q12

3Q12

4Q12

1Q13

Peer Average

Regions

Deposit trends

Deposit Balances

(1)

and Deposit Costs

($ in millions)

(1)

Average balances

77,008

78,688

79,073

80,585

80,960

19,053

17,175

15,536

14,220

12,904

$96,061

$95,863

$94,609

$94,805

$93,864

37 bps

32 bps

28 bps

22 bps

18 bps

1Q12

2Q12

3Q12

4Q12

1Q13

Low Cost Deposits

Time Deposits + Other

Deposit Costs

Expense

control

–

culture,

not

campaign

Total Expenses 1Q13 vs. 1Q12 % Change

Non-Interest Expense

(1)

/ Average Assets

2.7%

2.9%

3.0%

3.1%

3.2%

3.6%

3.9%

Bank

#10

Bank

#11

Bank

#12

Bank

#13

-25%

-11%

-8%

-6%

-4%

Bank

#10

Bank

#11

Bank

#12

Bank

#13

Peer banks include: BBT, CMA, FHN, FITB, HBAN, KEY, MTB, PNC, STI, USB, WFC, ZION

Source: SNL Financial

(1) 1Q13 Adjusted to exclude non-core items, ratios are annualized – See appendix for reconciliation

Continued asset quality improvement

Significant credit leverage remains

Note: Peer banks include BBT, CMA, FHN, FITB, HBAN, KEY, MTB, PNC, STI, USB, WFC, ZION

Source: SNL Financial

46% decrease Y-O-Y

Allowance for Loan Losses / Total Loans

Net Charge-Offs and Ratio

($ in millions)

$332

$265

$262

$180

1.73%

1.39%

1.38%

0.96%

0.99%

1Q12

2Q12

3Q12

4Q12

1Q13

Net Charge-Offs

Net Charge-Offs as % of Average Loans

2.22%

1.81%

3.30%

2.37%

1Q12

2Q12

3Q12

4Q12

1Q13

Peer Group Median

Regions

Strong capital and solid liquidity

(1) Non-GAAP –

See appendix for reconciliation

Note: Peer banks include BBT, CMA, FHN, FITB, HBAN, KEY, MTB, PNC, STI, USB, WFC, ZION

Source: SNL Financial

Estimated Basel III

(1)

at the end of

1Q13 was 9.1%

Loan to Deposit Ratio

Tier 1 Common Ratio

(1)

9.6%

10.0%

10.5%

10.8%

11.2%

9.6%

9.8%

9.9%

10.0%

10.1%

1Q12

2Q12

3Q12

4Q12

1Q13

Regions

Peer Median

79%

80%

79%

78%

79%

87%

88%

1Q12

2Q12

3Q12

4Q12

1Q13

Regions

Peer Median

Consumer Services

Business Services

Wealth Management

Create shared value

Going to market as One bank, One team, One Regions

Providing service quality that creates exceptional loyalty and retention

•

Grow households

•

Grow quality earning assets

•

Leverage NOW Banking

•

Grow credit cards, mortgage

and indirect lending

•

Leverage technology to

improve sales and efficiency

•

Maintain disciplined focus on

specialized industries:

•

Healthcare

•

Restaurant

•

Transportation

•

Technology & Defense

•

Energy

•

Appropriate loan growth in

conjunction with our risk

appetite

•

Grow trust assets under

management

•

Branch-based Financial

Consultants

•

Expand service and product

offerings

•

Insurance services

Key focus areas for 2013

Understanding customer needs through a full and detailed 360° view

Moving forward in 2013

•

Through , maximize opportunities to deepen quality customer

relationships

•

Grow households

•

Positioned for continued increases in loan production

•

Indirect auto portfolio

•

Commercial and Industrial

•

Credit card

•

Retention of 15-year fixed rate mortgages

•

Continue to leverage NOW Banking suite of products

•

Improve efficiency through investments in technology

•

Further enhancements to lower-cost delivery channels

•

Enhanced services and technology platforms within Wealth Management

•

Continue to seek opportunities to reduce expenses

•

Commitment to positive operating leverage

Appendix

Forward-looking statements

This presentation may include forward-looking statements which reflect Regions’ current views with respect to future events and financial performance. The Private Securities Litigation Reform Act of 1995 (“the Act”) provides a “safe

harbor” for forward-looking statements which are identified as such and are accompanied by the identification of important factors that could cause actual results to differ materially from the forward-looking statements. For these

statements, we, together with our subsidiaries, unless the context implies otherwise, claim the protection afforded by the safe harbor in the Act. Forward-looking statements are not based on historical information, but rather are

related to future operations, strategies, financial results or other developments. Forward-looking statements are based on management’s expectations as well as certain assumptions and estimates made by, and information available

to, management at the time the statements are made. Those statements are based on general assumptions and are subject to various risks, uncertainties and other factors that may cause actual results to differ materially from the

views, beliefs and projections expressed in such statements. These risks, uncertainties and other factors include, but are not limited to, those described below:

› The Dodd-Frank Wall Street Reform and Consumer Protection Act (the “Dodd-Frank Act”) became law in July 2010, and a number of legislative, regulatory and tax proposals remain pending. Future and proposed rules, including

those that are part of the Basel III process are expected to require banking institutions to increase levels of capital and to meet more stringent liquidity requirements. All of the foregoing may have significant effects on Regions and the

financial services industry, the exact nature and extent of which cannot be determined at this time.

› Possible additional loan losses, impairment of goodwill and other intangibles, and adjustment of valuation allowances on deferred tax assets and the impact on earnings and capital.

› Possible changes in interest rates may increase funding costs and reduce earning asset yields, thus reducing margins. Increases in benchmark interest rates could also increase debt service requirements for customers whose terms

include a variable interest rate, which may negatively impact the ability of borrowers to pay as contractually obligated.

› Possible changes in general economic and business conditions in the United States in general and in the communities Regions serves in particular, including any prolonging or worsening of the current challenging economic

conditions including unemployment levels.

› Possible changes in the creditworthiness of customers and the possible impairment of the collectability of loans.

› Possible changes in trade, monetary and fiscal policies, laws and regulations and other activities of governments, agencies, and similar organizations, may have an adverse effect on business.

› Possible regulations issued by the Consumer Financial Protection Bureau or other regulators which might adversely impact Regions' business model or products and services.

› Possible stresses in the financial and real estate markets, including possible deterioration in property values.

› Regions' ability to manage fluctuations in the value of assets and liabilities and off-balance sheet exposure so as to maintain sufficient capital and liquidity to support Regions' business.

› Regions' ability to expand into new markets and to maintain profit margins in the face of competitive pressures.

› Regions' ability to develop competitive new products and services in a timely manner and the acceptance of such products and services by Regions' customers and potential customers.

› Regions' ability to keep pace with technological changes.

›

Regions' ability to effectively identify and manage credit risk, interest rate risk, market risk, operational risk, legal risk, liquidity risk, reputational risk, counterparty risk, international risk, and regulatory and compliance risk.

› Regions’ ability to ensure adequate capitalization which is impacted by inherent uncertainties in forecasting credit losses.

› The cost and other effects of material contingencies, including litigation contingencies, and any adverse judicial, administrative or arbitral rulings or proceedings.

› The effects of increased competition from both banks and non-banks.

› The effects of geopolitical instability and risks such as terrorist attacks.

› Regions ability to identify and address data security breaches.

› Possible changes in consumer and business spending and saving habits could affect Regions' ability to increase assets and to attract deposits.

› The effects of weather and natural disasters such as floods, droughts, wind, tornados and hurricanes, and the effects of man-made disasters.

› Possible downgrades in ratings issued by rating agencies.

› Possible changes in the speed of loan prepayments by Regions’ customers and loan origination or sales volumes.

› Possible acceleration of prepayments on mortgage-backed securities due to low interest rates and the related acceleration of premium amortization on those securities.

› The effects of problems encountered by larger or similar financial institutions that adversely affect Regions or the banking industry generally.

› Regions’ ability to receive dividends from its subsidiaries.

› The effects of the failure of any component of Regions’ business infrastructure which is provided by a third party.

› Changes in accounting policies or procedures as may be required by the Financial Accounting Standards Board or other regulatory agencies.

› The effects of any damage to Regions reputation resulting from developments related to any of the items identified above.

The foregoing list of factors is not exhaustive. For discussion of these and other factors that may cause actual results to differ from expectations, look under the captions “Forward-Looking Statements” and “Risk Factors" of Regions'

Annual Report on Form 10-K for the year ended December 31, 2012, and the caption "Forward-Looking Statements" of Regions' Quarterly Report on Form 10-Q for the quarter ended March 31, 2013, as filed with the Securities and

Exchange Commission.

The words "believe," "expect," "anticipate," "project," and similar expressions often signify forward-looking statements. You should not place undue reliance on any forward-looking statements, which speak only as of the date made.

We assume no obligation to update or revise any forward-looking statements that are made from time to time.

Non-GAAP reconciliation: Tier 1 common

($ amounts in millions)

3/31/13

12/31/12

9/30/12

6/30/12

3/31/12

As of

TIER

COMMON

RISK-BASED

RATIO

CONSOLIDATED

Stockholders' equity (GAAP)

15,740

15,499

14,901

14,455

17,534

Accumulated other comprehensive (income) loss

(65)

(202)

(54)

Non-qualifying goodwill and intangibles

(4,819)

(4,826)

(4,836)

(4,852)

(4,881)

Disallowed deferred tax assets

(35)

(238)

(336)

(345)

Disallowed servicing assets

(37)

(33)

(36)

Qualifying non-controlling interests

Qualifying trust preferred securities

501

846

Tier 1 capital (regulatory)

11,490

11,134

10,531

10,118

13,270

Qualifying non-controlling interests

(93)

(92)

Qualifying trust preferred securities

(501)

(846)

Preferred stock

(474)

(482)

(3,429)

Tier 1 common equity (non-GAAP)

10,422

10,058

9,592

9,180

8,903

Risk-weighted assets (regulatory)

92,787

92,811

91,723

91,779

92,546

Tier 1 common risk-based ratio (non-GAAP)

A/B

11.2%

10.8%

10.5%

10.0%

9.6%

The following table provides calculations of Tier 1 capital (regulatory) and "Tier 1 common equity" (non-GAAP). Traditionally, the Federal Reserve and other banking regulatory

bodies have assessed a bank's capital adequacy based on Tier 1 capital, the calculation of which is prescribed in amount by federal banking regulations. In connection with the

Company's Comprehensive Capital Analysis and Review ("CCAR"), these regulators are supplementing their assessment of the capital adequacy of a bank based on a variation of

Tier 1 capital, known as Tier 1 common equity. While not prescribed in amount by federal banking regulations, analysts and banking regulators have assessed Regions' capital

adequacy using the Tier 1 common equity measure. Because Tier 1 common equity is not formally defined by GAAP or prescribed in any amount by federal banking regulations,

this measure is considered to be a non-GAAP financial measure and other entities may calculate it differently than Regions' disclosed calculations. Since analysts and banking

regulators may assess Regions' capital adequacy using Tier 1 common equity, management believes that it is useful to provide investors the ability to assess Regions' capital

adequacy on this same basis.

Tier 1 common equity is often expressed as a percentage of risk-weighted assets. Under the risk-based capital framework, a company's balance sheet assets and credit equivalent

amounts of off-balance sheet items are assigned to one of four broad risk categories. The aggregated dollar amount in each category is then multiplied by the risk-weighted

category. The resulting weighted values from each of the four categories are added together and this sum is the risk-weighted assets total that, as adjusted, comprises the

denominator of certain risk-based capital ratios. Tier 1 capital is then divided by this denominator (risk-weighted assets) to determine the Tier 1 capital ratio. Adjustments are made

to Tier 1 capital to arrive at Tier 1 common equity (non-GAAP). Tier 1 common equity (non-GAAP) is also divided by the risk-weighted assets to determine the Tier 1 common

equity ratio (non-GAAP). The amounts disclosed as risk-weighted assets are calculated consistent with banking regulatory requirements.

income / expense, fee income ratios and

efficiency ratios

($ amounts in millions)

3/31/13

12/31/12

9/30/12

6/30/12

3/31/12

Continuing Operations

Non-interest expense (GAAP)

842

902

869

842

913

(60)

-6.7%

(71)

-7.8%

Adjustments:

REIT investment early termination costs

(42)

-100.0%

Loss on early extinguishment of debt

(11)

-100.0%

Securities impairment, net

(2)

Adjusted non-interest expense (non-GAAP)

842

849

869

840

913

(7)

-0.8%

(71)

-7.8%

Net interest income (GAAP)

798

818

817

838

827

(20)

-2.4%

(29)

-3.5%

Taxable-equivalent adjustment

8.3%

Net interest income, taxable-equivalent basis

811

831

830

850

839

(20)

-2.4%

(28)

-3.3%

Non-interest income (GAAP)

501

536

533

507

524

(35)

-6.5%

(23)

-4.4%

Adjustments:

Securities gains, net

(15)

(12)

(3)

25.0%

(3)

25.0%

Leveraged lease termination gains, net

(7)

-100.0%

Adjusted non-interest income (non-GAAP)

486

524

521

488

505

(38)

-7.3%

(19)

-3.8%

Adjusted total revenue (non-GAAP)

1,297

1,355

1,351

1,338

1,344

(58)

-4.3%

(47)

-3.5%

Adjusted fee income ratio (non-GAAP)

B/C

37.5%

38.7%

38.6%

36.5%

37.6%

Adjusted efficiency ratio (non-GAAP)

A/C

64.9%

62.7%

64.3%

62.8%

67.9%

Quarter Ended

1Q13 vs. 4Q12

1Q13 vs. 1Q12

Non-GAAP reconciliation: non-interest

The table below presents computations of the efficiency ratio (non-GAAP), which is a measure of productivity, generally calculated as non-interest expense divided by total revenue. The table also shows the fee income

ratio (non-GAAP), generally calculated as non-interest income divided by total revenue. Management uses these ratios to monitor performance and believes these measures provide meaningful information to investors.

Non-interest expense (GAAP) is presented excluding certain adjustments to arrive at adjusted non-interest expense (non-GAAP), which is the numerator for the efficiency ratio. Non-interest income (GAAP) is presented

excluding certain adjustments to arrive at adjusted non-interest income (non-GAAP), which is the numerator for the fee income ratio. Net interest income on a taxable-equivalent basis and non-interest income are added

together to arrive at total revenue. Adjustments are made to arrive at adjusted total revenue (non-GAAP), which is the denominator for the fee income and efficiency ratios. Regions believes that the exclusion of these

adjustments provides a meaningful base for period-to-period comparisons, which management believes will assist investors in analyzing the operating results of the Company and predicting future performance. These

non-GAAP financial measures are also used by management to assess the performance of Regions' business. It is possible that the activities related to the adjustments may recur; however, management does not

consider the activities related to the adjustments to be indications of ongoing operations. Regions believes that presentation of these non-GAAP financial measures will permit investors to assess the performance of the

Company on the same basis as that applied by management.

Non-GAAP reconciliation: Basel III

(1)

Under

Basel

III,

regulatory

capital

must

reduced

purchased

credit

card

relationship

intangible

assets.

These

assets

are partially allowed in Basel I capital.

(2)

Regions continues to develop systems and internal controls to precisely calculate risk-weighted assets as required by

Basel III. The amount included above is a reasonable approximation, based on our understanding of the requirements.

Estimate based on June

2012 U.S. Notices of

Proposed Rulemaking

($ amounts in millions)

3/31/13

Stockholders' equity (GAAP)

15,740

Non-qualifying goodwill and intangibles

(1)

(4,956)

Adjustments, including other comprehensive income related to cash flow hedges, disallowed deferred

tax assets,

threshold deductions and other adjustments

(301)

Non-Common Tier 1

(474)

Basel III Tier 1 Common (non-GAAP)

10,009

Basel I risk-weighted assets

92,787

Basel III risk-weighted assets

(2)

109,728

Basel III Tier 1 Common Ratio

9.1%

The following table provides calculations of Tier 1 common, based on Regions’ current understanding of Basel III requirements, as proposed by the U.S. Notices of

Proposed Rulemaking released in June 2012. Regions currently calculates its risk-based capital ratios under guidelines adopted by the Federal Reserve based on the

1988 Capital Accord (“Basel I”) of the Basel Committee on Banking Supervision (the “Basel Committee”). In December 2010, the Basel Committee released its final

framework for Basel III, which will strengthen international capital and liquidity regulation. In June 2012, U.S. Regulators released three separate Notices of Proposed

Rulemaking covering U.S. implementation of the Basel III framework. When implemented by U.S. bank regulatory agencies and fully phased-in, Basel III will change

capital requirements and place greater emphasis on common equity. The Federal Reserve has announced a delay in the implementation date of the final rules.

However, when implemented there will be a phase in period of up to 6 years. The calculations provided below are estimates, based on Regions’ current understanding

of the framework, including the Company’s reading of the requirements, and informal feedback received through the regulatory process. Regions’ understanding of the

framework is evolving and will likely change as the regulations are finalized. Because the Basel III implementation regulations are not formally defined by GAAP and

have not yet been finalized and codified, these measures are considered to be non-GAAP financial measures, and other entities may calculate them differently from

Regions’ disclosed calculations. Since analysts and banking regulators may assess Regions’ capital adequacy using the Basel III framework, we believe that it is useful

to provide investors the ability to assess Regions’ capital adequacy on the same basis.