XML 231 R202.htm IDEA: XBRL DOCUMENT v3.3.1.900
Capital and Risk-Based Capital and Leverage Ratios for the Bancorp and its Significant Subsidiary Banks (Detail) - USD ($)
$ in Millions
Dec. 31, 2015
Dec. 31, 2014
[2]
Fifth Third Bancorp    
Risk Based Ratios    
CET1 capital (to risk-weighted assets) [1] 9.82%  
Tier I risk-based capital (to risk-weighted assets) 10.93% [1] 10.83%
Total risk-based capital (to risk-weighted assets) 14.13% [1] 14.33%
Tier I leverage (to average assets) 9.54% [1] 9.66%
Risk Based Capital    
CET1 capital (to risk-weighted assets) [1] $ 11,917  
Tier I risk-based capital (to risk-weighted assets) 13,260 [1] $ 12,764
Total risk-based capital (to risk weighted assets) 17,134 [1] 16,895
Tier I leverage (to average assets) $ 13,260 [1] $ 12,764
Fifth Third Bank    
Risk Based Ratios    
CET1 capital (to risk-weighted assets) [1] 11.92%  
Tier I risk-based capital (to risk-weighted assets) 11.92% [1] 11.85%
Total risk-based capital (to risk-weighted assets) 13.12% [1] 13.10%
Tier I leverage (to average assets) 10.43% [1] 10.58%
Risk Based Capital    
CET1 capital (to risk-weighted assets) [1] $ 14,216  
Tier I risk-based capital (to risk-weighted assets) 14,216 [1] $ 13,760
Total risk-based capital (to risk weighted assets) 15,642 [1] 15,213
Tier I leverage (to average assets) $ 14,216 [1] $ 13,760
[1] Under the U.S. banking agencies’ Basel III Final Rule, assets and credit equivalent amounts of off-balance sheet exposures are calculated according to the standardized approach for risk-weighted assets. The resulting weighted values are added together resulting in the total risk-weighted assets.
[2] These capital amounts and ratios were calculated under the Supervisory Agencies general risk-based capital rules (Basel I) which were in effect prior to January 1, 2015.