Certain Regulatory Requirements and Capital Ratios (Tables)

12 Months Ended

Dec. 31, 2015


The following table presents capital and risk-based capital and leverage ratios for the Bancorp and its banking subsidiary at December 31:

		2015				2014
		Basel III Transitional^(a)				Basel I^(b)
($ in millions)		Amount	Ratio			Amount	Ratio
CET1 capital (to risk-weighted assets):
Fifth Third Bancorp	$	11,917	9.82	%		N/A	N/A
Fifth Third Bank		14,216	11.92			N/A	N/A
Tier I risk-based capital (to risk-weighted assets):
Fifth Third Bancorp		13,260	10.93		$	12,764	10.83	%
Fifth Third Bank		14,216	11.92			13,760	11.85
Total risk-based capital (to risk-weighted assets):
Fifth Third Bancorp		17,134	14.13			16,895	14.33
Fifth Third Bank		15,642	13.12			15,213	13.10
Tier I leverage (to average assets):
Fifth Third Bancorp		13,260	9.54			12,764	9.66
Fifth Third Bank		14,216	10.43			13,760	10.58

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.
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.