We closely monitor economic conditions and loan performance trends to manage and evaluate our exposure to credit risk. Trends in delinquency rates may be a key indicator, among other considerations, of credit risk within the loan portfolios. The measurement of delinquency status is based on the contractual terms of each loan. Loans that are 30 days or more past due in terms of payment are considered delinquent. Loan delinquencies exclude loans held for sale and purchased impaired loans, but include government insured or guaranteed loans and loans accounted for under the fair value option.

The trends in nonperforming assets represent another key indicator of the potential for future credit losses. Nonperforming assets include nonperforming loans, OREO and foreclosed assets. Nonperforming loans are those loans accounted for at amortized cost that have deteriorated in credit quality to the extent that full collection of contractual principal and interest is not probable. Interest income is not recognized on these loans. Loans accounted for under the fair value option are reported as performing loans as these loans are accounted for at fair value. However, based upon the nonaccrual policies discussed within Note 1 Accounting Policies, interest income is not recognized. Additionally, certain government insured or guaranteed loans for which we expect to collect substantially all principal and interest are not reported as nonperforming loans and continue to accrue interest. Purchased impaired loans are excluded from nonperforming as we are currently accreting interest income over the expected life of the loans. See Note 6 Purchased Loans for further information.

See Note 1 Accounting Policies for additional delinquency, nonperforming, and charge-off information.

The following tables display the delinquency status of our loans and our nonperforming assets at June 30, 2013 and December 31, 2012, respectively.

Table 65: Age Analysis of Past Due Accruing Loans (a)

			Accruing
				Current or Less									90 Days											Fair Value Option
				Than 30 Days		30-59 Days			60-89 Days				Or More				Total Past			Nonperforming				Nonaccrual				Purchased				Total
In millions				Past Due		Past Due			Past Due				Past Due				Due (b)			Loans				Loans (c)				Impaired				Loans
June 30, 2013
	Commercial		$	86,009		$	85			$	53			$	31		$	169			$	521						$	231		$	86,930
	Commercial real estate			17,527			66				22							88				639							737			18,991
	Equipment lease financing			7,336			2				4							6				7										7,349
	Home equity (d )			32,707			76				29							105				1,131							2,473			36,416
	Residential real estate (d)(e)			8,464			230				108				1,376			1,714				962			$	301			3,336			14,777
	Credit card			4,052			27				19				33			79				4										4,135
	Other consumer (d )(f)			20,483			200				114				322			636				57							1			21,177
		Total	$	176,578		$	686			$	349			$	1,762		$	2,797			$	3,321			$	301		$	6,778		$	189,775
	Percentage of total loans			93.05	%		.36	%			.18	%			.93	%		1.47	%			1.75	%			.16	%		3.57	%		100.00	%
December 31, 2012
	Commercial		$	81,930		$	115			$	55			$	42		$	212			$	590						$	308		$	83,040
	Commercial real estate			16,735			100				57				15			172				807							941			18,655
	Equipment lease financing			7,214			17				1				2			20				13										7,247
	Home equity			32,174			117				58							175				951							2,620			35,920
	Residential real estate (e)			8,464			278				146				1,901			2,325				845			$	70			3,536			15,240
	Credit card			4,205			34				23				36			93				5										4,303
	Other consumer (f)			20,663			258				131				355			744				43							1			21,451
		Total	$	171,385		$	919			$	471			$	2,351		$	3,741			$	3,254			$	70		$	7,406		$	185,856
	Percentage of total loans			92.21	%		.49	%			.25	%			1.26	%		2.00	%			1.75	%			.05	%		3.99	%		100.00	%
(a)		Amounts in table represent recorded investment and exclude loans held for sale.
(b)		Past due loan amounts exclude purchased impaired loans, even if contractually past due (or if we do not expect to receive payment in full based on the original contractual terms), as we are currently accreting interest income over the expected life of the loans.
(c)		Consumer loans accounted for under the fair value option which we do not expect to collect substantially all principal and interest are subject to nonaccrual accounting and classification upon meeting any of our nonaccrual policies. Given that these loans are not accounted for at amortized cost, these loans have been excluded from the nonperforming loan population.
(d)		Pursuant to alignment with interagency supervisory guidance on practices for loans and lines of credit related to consumer lending in the first quarter of 2013, accruing consumer loans past due 30 - 59 days decreased $44 million, accruing consumer loans past due 60 - 89 days decreased $36 million and accruing consumer loans past due 90 days or more decreased $315 million, of which $295 million related to Residential real estate government insured loans. As part of this alignment, these loans were moved into nonaccrual status.
(e)		Past due loan amounts at June 30, 2013, include government insured or guaranteed Residential real estate mortgages, totaling $.1 billion for 30 to 59 days past due, $.1 billion for 60 to 89 days past due and $1.3 billion for 90 days or more past due. Past due loan amounts at December 31, 2012, include government insured or guaranteed Residential real estate mortgages, totaling $.1 billion for 30 to 59 days past due, $.1 billion for 60 to 89 days past due and $1.9 billion for 90 days or more past due.
(f)		Past due loan amounts at June 30, 2013, include government insured or guaranteed Other consumer loans, totaling $.1 billion for 30 to 59 days past due, $.1 billion for 60 to 89 days past due and $.3 billion for 90 days or more past due. Past due loan amounts at December 31, 2012, include government insured or guaranteed Other consumer loans, totaling $.2 billion for 30 to 59 days past due, $.1 billion for 60 to 89 days past due and $.3 billion for 90 days or more past due.

Table 66: Nonperforming Assets

				June 30			December 31
Dollars in millions					2013			2012
Nonperforming loans
	Commercial lending
		Commercial		$	521		$	590
		Commercial real estate			639			807
		Equipment lease financing			7			13
			Total commercial lending		1,167			1,410
	Consumer lending (a)
		Home equity (b)			1,131			951
		Residential real estate (b)			962			845
		Credit card			4			5
		Other consumer (b)			57			43
			Total consumer lending		2,154			1,844
Total nonperforming loans (c)					3,321			3,254
OREO and foreclosed assets
	Other real estate owned (OREO) (d)				432			507
	Foreclosed and other assets				25			33
			Total OREO and foreclosed assets		457			540
Total nonperforming assets				$	3,778		$	3,794
Nonperforming loans to total loans					1.75	%		1.75	%
Nonperforming assets to total loans, OREO and foreclosed assets					1.99			2.04
Nonperforming assets to total assets					1.24			1.24
(a)	Excludes most consumer loans and lines of credit, not secured by residential real estate, which are charged off after 120 to 180 days past due and are not placed on nonperforming status.
(b)	Pursuant to alignment with interagency supervisory guidance on practices for loans and lines of credit related to consumer lending in the first quarter of 2013, nonperforming home equity loans increased $214 million, nonperforming residential mortgage loans increased $187 million and nonperforming other consumer loans increased $25 million. Charge-offs have been taken on these loans where the fair value less costs to sell the collateral was less than the recorded investment of the loan and were $134 million.
(c)	Nonperforming loans exclude certain government insured or guaranteed loans, loans held for sale, loans accounted for under the fair value option and purchased impaired loans.
(d)	OREO excludes $311 million and $380 million at June 30, 2013 and December 31, 2012, respectively, related to residential real estate that was acquired by us upon foreclosure of serviced loans because they are insured by the Federal Housing Administration (FHA) or guaranteed by the Department of Veterans Affairs (VA).

Nonperforming loans also include certain loans whose terms have been restructured in a manner that grants a concession to a borrower experiencing financial difficulties. In accordance with applicable accounting guidance, these loans are considered TDRs. See Note 1 Accounting Policies and the TDR section of this Note 5 for additional information. For the six months ended June 30, 2013, $1.7 billion of loans held for sale, loans accounted for under the fair value option, pooled purchased impaired loans, as well as certain consumer government insured or guaranteed loans which were evaluated for TDR consideration, are not classified as TDRs. The comparable amount for the six months ended June 30, 2012 was $1.6 billion.

Total nonperforming loans in the nonperforming assets table above include TDRs of $1.5 billion at June 30, 2013 and $1.6 billion at December 31, 2012. TDRs returned to performing (accruing) status totaled $1.1 billion and $1.0 billion at June 30, 2013 and December 31, 2012, respectively, and are excluded from nonperforming loans. Generally, these loans have demonstrated a period of at least six months of consecutive performance under the restructured terms. Loans where borrowers have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligation to PNC are not returned to accrual status. At June 30, 2013 and December 31, 2012, remaining commitments to lend additional funds to debtors in a commercial or consumer TDR were immaterial.

We have two overall portfolio segments – Commercial Lending and Consumer Lending. Each of these two segments is comprised of multiple loan classes. Classes are characterized by similarities in initial measurement, risk attributes and the manner in which we monitor and assess credit risk. The commercial segment is comprised of the commercial, commercial real estate, equipment lease financing, and commercial purchased impaired loan classes. The consumer segment is comprised of the home equity, residential real estate, credit card, other consumer, and consumer purchased impaired loan classes. Asset quality indicators for each of these loan classes are discussed in more detail below.

For commercial loans, we monitor the performance of the borrower in a disciplined and regular manner based upon the level of credit risk inherent in the loan. To evaluate the level of credit risk, we assign an internal risk rating reflecting the borrower's PD and LGD. This two-dimensional credit risk rating methodology provides granularity in the risk monitoring process on an ongoing basis. These ratings are reviewed and updated on a risk-adjusted basis, generally at least once per year. Additionally, on an annual basis, we update PD rates related to each rating grade based upon internal historical data, augmented by market data. For small balance homogenous pools of commercial loans, mortgages and leases, we apply statistical modeling to assist in determining the probability of default within these pools. Further, on a periodic basis, we update our LGD estimates associated with each rating grade based upon historical data. The combination of the PD and LGD ratings assigned to a commercial loan, capturing both the combination of expectations of default and loss severity in event of default, reflects the relative estimated likelihood of loss for that loan at the reporting date. In general, loans with better PD and LGD tend to have a lower likelihood of loss compared to loans with worse PD and LGD which tend to have a higher likelihood of loss. The loss amount also considers exposure at date of default, which we also periodically update based upon historical data.

Based upon the amount of the lending arrangement and our risk rating assessment, we follow a formal schedule of written periodic review. On a quarterly basis, we conduct formal reviews of a market's or business unit's entire loan portfolio, focusing on those loans which we perceive to be of higher risk, based upon PDs and LGDs, or loans for which credit quality is weakening. If circumstances warrant, it is our practice to review any customer obligation and its level of credit risk more frequently. We attempt to proactively manage our loans by using various procedures that are customized to the risk of a given loan, including ongoing outreach, contact, and assessment of obligor financial conditions, collateral inspection and appraisal.

We manage credit risk associated with our commercial real estate projects and commercial mortgage activities similar to commercial loans by analyzing PD and LGD. Additionally, risks connected with commercial real estate projects and commercial mortgage activities tend to be correlated to the loan structure and collateral location, project progress and business environment. As a result, these attributes are also monitored and utilized in assessing credit risk.

As with the commercial class, a formal schedule of periodic review is performed to also assess market/geographic risk and business unit/industry risk. Often as a result of these overviews, more in-depth reviews and increased scrutiny is placed on areas of higher risk, including adverse changes in risk ratings, deteriorating operating trends, and/or areas that concern management. These reviews are designed to assess risk and take actions to mitigate our exposure to such risks.

We manage credit risk associated with our equipment lease financing class similar to commercial loans by analyzing PD and LGD.

Based upon the dollar amount of the lease and of the level of credit risk, we follow a formal schedule of periodic review. Generally, this occurs on a quarterly basis, although we have established practices to review such credit risk more frequently if circumstances warrant. Our review process entails analysis of the following factors: equipment value/residual value, exposure levels, jurisdiction risk, industry risk, guarantor requirements, and regulatory compliance.

The credit impacts of purchased impaired loans are primarily determined through the estimation of expected cash flows. Commercial cash flow estimates are influenced by a number of credit related items, which include but are not limited to: estimated collateral value, receipt of additional collateral, secondary trading prices, circumstances of possible and/or ongoing liquidation, capital availability, business operations and payment patterns.

We attempt to proactively manage these factors by using various procedures that are customized to the risk of a given loan. These procedures include a review by our Special Asset Committee (SAC), ongoing outreach, contact, and assessment of obligor financial conditions, collateral inspection and appraisal.

Table 67: Commercial Lending Asset Quality Indicators (a)
					Criticized Commercial Loans
				Pass	Special									Total
In millions				Rated (b)	Mention (c)		Substandard (d)			Doubtful (e)				Loans
June 30, 2013
	Commercial		$	82,619	$	1,607		$	2,363		$	110	$	86,699
	Commercial real estate			16,344		399			1,382			129		18,254
	Equipment lease financing			7,169		99			79			2		7,349
	Purchased impaired loans			31		42			732			163		968
		Total commercial lending (f) (g)	$	106,163	$	2,147		$	4,556		$	404	$	113,270
December 31, 2012
	Commercial		$	78,048	$	1,939		$	2,600		$	145	$	82,732
	Commercial real estate			14,898		804			1,802			210		17,714
	Equipment lease financing			7,062		68			112			5		7,247
	Purchased impaired loans			49		60			852			288		1,249
		Total commercial lending (f)	$	100,057	$	2,871		$	5,366		$	648	$	108,942
(a)	Based upon PDs and LGDs.
(b)	Pass Rated loans include loans not classified as "Special Mention", "Substandard", or "Doubtful".
(c)	Special Mention rated loans have a potential weakness that deserves management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration
	of repayment prospects at some future date. These loans do not expose us to sufficient risk to warrant a more adverse classification at this time.
(d)	Substandard rated loans have a well-defined weakness or weaknesses that jeopardize the collection or liquidation of debt. They are characterized by the distinct possibility
	that we will sustain some loss if the deficiencies are not corrected.
(e)	Doubtful rated loans possess all the inherent weaknesses of a Substandard loan with the additional characteristics that the weakness makes collection or liquidation in full
	improbable due to existing facts, conditions, and values.
(f)	Loans are included above based on their contractual terms as "Pass", "Special Mention", "Substandard" or "Doubtful".
(g)	We began to refine our process for categorizing commercial loans in the second quarter of 2013 in order to apply a split rating classification to certain loans meeting threshold criteria. By assigning split classifications, a loan's exposure amount may be split into more than one classification category in the above table. This refinement is expected to be completed by the fourth quarter of 2013.

We use several credit quality indicators, including delinquency information, nonperforming loan information, updated credit scores, originated and updated LTV ratios, and geography, to monitor and manage credit risk within the home equity and residential real estate loan classes. We evaluate mortgage loan performance by source originators and loan servicers. A summary of asset quality indicators follows:

Delinquency/Delinquency Rates: We monitor trending of delinquency/delinquency rates for home equity and residential real estate loans. See the Asset Quality section of this Note 5 for additional information.

Nonperforming Loans: We monitor trending of nonperforming loans for home equity and residential real estate loans. See the Asset Quality section of this Note 5 for additional information.

Credit Scores: We use a national third-party provider to update FICO credit scores for home equity loans and lines of credit and residential real estate loans on at least a quarterly basis. The updated scores are incorporated into a series of credit management reports, which are utilized to monitor the risk in the loan classes.

LTV (inclusive of combined loan-to-value (CLTV) for first and subordinate lien positions): At least semi-annually, we update the property values of real estate collateral and calculate an updated LTV ratio. For open-end credit lines secured by real estate in regions experiencing significant declines in property values, more frequent valuations may occur. We examine LTV migration and stratify LTV into categories to monitor the risk in the loan classes.

Historically, we used, and we continue to use, a combination of original LTV and updated LTV for internal risk management reporting and risk management purposes (e.g., line management, loss mitigation strategies). In addition to the fact that estimated property values by their nature are estimates, given certain data limitations it is important to note that updated LTVs may be based upon management's assumptions (e.g., if an updated LTV is not provided by the third-party service provider, home price index (HPI) changes will be incorporated in arriving at management's estimate of updated LTV).

Geography: Geographic concentrations are monitored to evaluate and manage exposures. Loan purchase programs are sensitive to, and focused within, certain regions to manage geographic exposures and associated risks.

A combination of updated FICO scores, originated and updated LTV ratios and geographic location assigned to home equity loans and lines of credit and residential real estate loans is used to monitor the risk in the loan classes. Loans with higher FICO scores and lower LTVs tend to have a lower level of risk. Conversely, loans with lower FICO scores, higher LTVs, and in certain geographic locations tend to have a higher level of risk.

In the first quarter of 2013, we refined our process for the Home Equity and Residential Real Estate Asset Quality Indicators shown in the following tables. These refinements include, but are not limited to, improvements in the process for determining lien position and LTV in both Table 69: Home Equity and Residential Real Estate Asset Quality Indicators - Excluding Purchased Impaired Loans and Table 70: Home Equity and Residential Real Estate Asset Quality Indicators – Purchased Impaired Loans. Additionally, we are now presenting Table 69 at recorded investment as opposed to our prior presentation of outstanding balance. Table 70 continues to be presented at outstanding balance. Both the 2013 and 2012 period end balance disclosures are presented in the below tables using this refined process.

Table 69: Home Equity and Residential Real Estate Asset Quality Indicators – Excluding Purchased Impaired Loans (a) (b)

			Home Equity				Residential Real Estate
June 30, 2013 - in millions			1st Liens		2nd Liens				Total
Current estimated LTV ratios (c) (d)
	Greater than or equal to 125% and updated FICO scores:
		Greater than 660	$	455	$	2,446	$	778	$	3,679
		Less than or equal to 660 (e) (f)		74		492		245		811
		Missing FICO		1		10		26		37

	Greater than or equal to 100% to less than 125% and updated FICO scores:
		Greater than 660		1,057		3,308		1,212		5,577
		Less than or equal to 660 (e) (f)		162		560		244		966
		Missing FICO		2		6		34		42

	Greater than or equal to 90% to less than 100% and updated FICO scores:
		Greater than 660		1,076		2,095		838		4,009
		Less than or equal to 660		137		308		148		593
		Missing FICO		2		5		25		32

	Less than 90% and updated FICO scores:
		Greater than 660		12,360		7,151		4,994		24,505
		Less than or equal to 660		1,256		942		637		2,835
		Missing FICO		24		14		248		286
Total home equity and residential real estate loans			$	16,606	$	17,337	$	9,429	$	43,372

			Home Equity				Residential Real Estate
December 31, 2012 - in millions			1st Liens		2nd Liens				Total
Current estimated LTV ratios (c)
	Greater than or equal to 125% and updated FICO scores:
		Greater than 660	$	470	$	2,772	$	667	$	3,909
		Less than or equal to 660 (d) (e)		84		589		211		884
		Missing FICO		1		10		19		30

	Greater than or equal to 100% to less than 125% and updated FICO scores:
		Greater than 660		1,027		3,636		1,290		5,953
		Less than or equal to 660 (d) (e)		159		641		253		1,053
		Missing FICO		3		6		45		54

	Greater than or equal to 90% to less than 100% and updated FICO scores:
		Greater than 660		1,056		2,229		1,120		4,405
		Less than or equal to 660		130		319		164		613
		Missing FICO		1		5		23		29

	Less than 90% and updated FICO scores:
		Greater than 660		10,736		7,255		4,701		22,692
		Less than or equal to 660		1,214		921		621		2,756
		Missing FICO		23		13		269		305

	Missing LTV and updated FICO scores:
		Missing FICO						42		42
Total home equity and residential real estate loans			$	14,904	$	18,396	$	9,425	$	42,725
(a)	Excludes purchased impaired loans of approximately $5.8 billion and $6.2 billion in recorded investment, certain government insured or guaranteed residential real estate mortgages of approximately $2.0 billion and $2.3 billion, and loans held for sale at June 30, 2013 and December 31, 2012, respectively. See the Home Equity and Residential Real Estate Asset Quality Indicators - Purchased Impaired Loans table below for additional information on purchased impaired loans.
(b)	Amounts shown represent recorded investment.
(c)	Based upon updated LTV (inclusive of combined loan-to-value (CLTV) for first and subordinate lien positions). Updated LTV are estimated using modeled property values. These ratios are updated at least semi-annually. The related estimates and inputs are based upon an approach that uses a combination of third-party automated valuation models (AVMs), HPI indices, property location, internal and external balance information, origination data and management assumptions. In cases where we are in an originated second lien position, we generally utilize origination balances provided by a third-party which do not include an amortization assumption when calculating updated LTV. Accordingly, the results of these calculations do not represent actual appraised loan level collateral or updated LTV based upon a current first lien balance, and as such, are necessarily imprecise and subject to change as we enhance our methodology. In the second quarter of 2013, we enhanced our CLTV determination process by further refining the data and correcting certain methodological inconsistencies. As a result, the amounts in the December 31, 2012 table above have been updated.
(d)	Higher risk loans are defined as loans with both an updated FICO score of less than or equal to 660 and an updated LTV greater than or equal to 100%.
(e)	The following states have the highest percentage of higher risk loans at June 30, 2013: New Jersey 13%, Illinois 12%, Pennsylvania 11%, Ohio 10%, Florida 9%, California 6%, Michigan 6% and Maryland 6%. The remainder of the states have lower than 4% of the high risk loans individually, and collectively they represent approximately 27% of the higher risk loans. The following states had the highest percentage of higher risk loans at December 31, 2012: New Jersey 14%, Illinois 11%, Pennsylvania 11%, Ohio 10%, Florida 9%, California 6%, Maryland 6%, and Michigan 5%. The remainder of the states have lower than 4% of the high risk loans individually, and collectively they represent approximately 28% of the higher risk loans.

Table 70: Home Equity and Residential Real Estate Asset Quality Indicators – Purchased Impaired Loans (a)

			Home Equity (b) (c)				Residential Real Estate (b) (c)
June 30, 2013 - in millions			1st Liens		2nd Liens				Total
Current estimated LTV ratios (d)
	Greater than or equal to 125% and updated FICO scores:
		Greater than 660	$	15	$	673	$	488	$	1,176
		Less than or equal to 660		16		316		391		723
		Missing FICO				17		31		48

	Greater than or equal to 100% to less than 125% and updated FICO scores:
		Greater than 660		23		550		390		963
		Less than or equal to 660		18		246		323		587
		Missing FICO		1		16		18		35

	Greater than or equal to 90% to less than 100% and updated FICO scores:
		Greater than 660		12		145		217		374
		Less than or equal to 660		13		89		162		264
		Missing FICO				7		11		18

	Less than 90% and updated FICO scores:
		Greater than 660		92		189		626		907
		Less than or equal to 660		135		169		599		903
		Missing FICO		1		8		38		47

	Missing LTV and updated FICO scores:
		Greater than 660		2				19		21
		Less than or equal to 660		1				17		18
		Missing FICO				3		7		10
Total home equity and residential real estate loans			$	329	$	2,428	$	3,337	$	6,094

			Home Equity (b) (c )				Residential Real Estate (b) (c)
December 31, 2012 - in millions			1st Liens		2nd Liens				Total
Current estimated LTV ratios (d)
	Greater than or equal to 125% and updated FICO scores:
		Greater than 660	$	17	$	791	$	597	$	1,405
		Less than or equal to 660		17		405		498		920
		Missing FICO				23		46		69

	Greater than or equal to 100% to less than 125% and updated FICO scores:
		Greater than 660		26		552		435		1,013
		Less than or equal to 660		20		269		383		672
		Missing FICO				18		23		41

	Greater than or equal to 90% to less than 100% and updated FICO scores:
		Greater than 660		14		140		216		370
		Less than or equal to 660		14		99		182		295
		Missing FICO				7		11		18

	Less than 90% and updated FICO scores:
		Greater than 660		86		174		589		849
		Less than or equal to 660		142		163		598		903
		Missing FICO		2		8		39		49

	Missing LTV and updated FICO scores:
		Greater than 660						18		18
		Less than or equal to 660						7		7
		Missing FICO						9		9
Total home equity and residential real estate loans			$	338	$	2,649	$	3,651	$	6,638
(a)	Amounts shown represent outstanding balance. See Note 6 Purchased Loans for additional information.
(b)	For the estimate of cash flows utilized in our purchased impaired loan accounting, other assumptions and estimates are made, including amortization of first lien balances, pre-payment rates, etc., which are not reflected in this table.
(c)	The following states have the highest percentage of loans at June 30, 2013: California 18%, Florida 15%, Illinois 11%, Ohio 7%, North Carolina 6%, Michigan 5%, and Georgia 4%, respectively. The remainder of the states have lower than a 4% concentration of purchased impaired loans individually, and collectively they represent approximately 34% of the purchased impaired portfolio. The following states have the highest percentage of loans at December 31, 2012: California 18%, Florida 15%, Illinois 12%, Ohio 7%, North Carolina 6% and Michigan 5% The remainder of the states have lower than a 4% concentration of purchased impaired loans individually, and collectively they represent approximately 37% of the purchased impaired portfolio.
(d)	Based upon updated LTV (inclusive of combined loan-to-value (CLTV) for first and subordinate lien positions). Updated LTV are estimated using modeled property values. These ratios are updated at least semi-annually. The related estimates and inputs are based upon an approach that uses a combination of third-party automated valuation models (AVMs), HPI indices, property location, internal and external balance information, origination data and management assumptions. In cases where we are in an originated second lien position, we generally utilize origination balances provided by a third-party which do not include an amortization assumption when calculating updated LTV. Accordingly, the results of these calculations do not represent actual appraised loan level collateral or updated LTV based upon a current first lien balance, and as such, are necessarily imprecise and subject to change as we enhance our methodology. In the second quarter of 2013, we enhanced our CLTV determination process by further refining the data and correcting certain methodological inconsistencies. As a result, the amounts in the December 31, 2012 table above have been updated.

We monitor a variety of asset quality information in the management of the credit card and other consumer loan classes. Other consumer loan classes include education, automobile, and other secured and unsecured lines and loans. Along with the trending of delinquencies and losses for each class, FICO credit score updates are generally obtained on a monthly basis, as well as a variety of credit bureau attributes. Loans with high FICO scores tend to have a lower likelihood of loss. Conversely, loans with low FICO scores tend to have a higher likelihood of loss.

Estimates of the expected cash flows primarily determine the credit impacts of consumer purchased impaired loans. Consumer cash flow estimates are influenced by a number of credit related items, which include, but are not limited to: estimated real estate values, payment patterns, updated FICO scores, the current economic environment, updated LTV ratios and the date of origination. These key factors are monitored to help ensure that concentrations of risk are mitigated and cash flows are maximized.

Table 71: Credit Card and Other Consumer Loan Classes Asset Quality Indicators

		Credit Card (a)				Other Consumer (b)
				% of Total Loans				% of Total Loans
				Using FICO				Using FICO
Dollars in millions			Amount	Credit Metric			Amount	Credit Metric
June 30, 2013
	FICO score greater than 719	$	2,178	53	%	$	7,709	63	%
	650 to 719		1,153	28			3,225	25
	620 to 649		180	4			467	4
	Less than 620		240	6			554	5
	No FICO score available or required (c)		384	9			351	3
Total loans using FICO credit metric			4,135	100	%		12,306	100	%
	Consumer loans using other internal credit metrics (b)						8,871
Total loan balance		$	4,135			$	21,177
Weighted-average updated FICO score (d)				727				741
December 31, 2012
	FICO score greater than 719	$	2,247	52	%	$	7,006	60	%
	650 to 719		1,169	27			2,896	25
	620 to 649		188	5			459	4
	Less than 620		271	6			602	5
	No FICO score available or required (c)		428	10			741	6
Total loans using FICO credit metric			4,303	100	%		11,704	100	%
	Consumer loans using other internal credit metrics (b)						9,747
Total loan balance		$	4,303			$	21,451
Weighted-average updated FICO score (d)				726				739
(a)	At June 30, 2013, we had $33 million of credit card loans that are higher risk (i.e., loans with both updated FICO scores less than 660 and in late stage (90+ days)
	delinquency status). The majority of the June 30, 2013 balance related to higher risk credit card loans is geographically distributed throughout the following areas: Ohio
	19%, Pennsylvania 15%, Michigan 12%, Illinois 7%, Indiana 6%, Florida 5%, New Jersey 5% and Kentucky 5%. All other states have less than 4% individually and
	make up the remainder of the balance. At December 31, 2012, we had $36 million of credit card loans that are higher risk. The majority of the December 31,
	2012 balance related to higher risk credit card loans is geographically distributed throughout the following areas: Ohio 18%, Pennsylvania 14%, Michigan 12%, Illinois 8%,
	Indiana 6%, Florida 6%, New Jersey 5%, Kentucky 4% and North Carolina 4%. All other states have less than 3% individually and make up the remainder of the balance.
(b)	Other consumer loans for which updated FICO scores are used as an asset quality indicator include non-government guaranteed or insured education loans, automobile
	loans and other secured and unsecured lines and loans. Other consumer loans for which other internal credit metrics are used as an asset quality indicator include primarily
	government guaranteed or insured education loans, as well as consumer loans to high net worth individuals. Other internal credit metrics may include delinquency status,
	geography or other factors.
(c)	Credit card loans and other consumer loans with no FICO score available or required refers to new accounts issued to borrowers with limited credit history, accounts for
	which we cannot obtain an updated FICO (e.g., recent profile changes), cards issued with a business name, and/or cards secured by collateral. Management proactively
	assesses the risk and size of this loan portfolio and, when necessary, takes actions to mitigate the credit risk.
(d)	Weighted-average updated FICO score excludes accounts with no FICO score available or required.

A TDR is a loan whose terms have been restructured in a manner that grants a concession to a borrower experiencing financial difficulties. TDRs result from borrowers that have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligations to PNC. Additionally, TDRs result from our loss mitigation activities, and include rate reductions, principal forgiveness, postponement/reduction of scheduled amortization, and extensions, which are intended to minimize economic loss and to avoid foreclosure or repossession of collateral. In those situations where principal is forgiven, the amount of such principal forgiveness is immediately charged off.

Some TDRs may not ultimately result in the full collection of principal and interest, as restructured, and result in potential incremental losses. These potential incremental losses have been factored into our overall ALLL estimate. The level of any subsequent defaults will likely be affected by future economic conditions. Once a loan becomes a TDR, it will continue to be reported as a TDR until it is ultimately repaid in full, the collateral is foreclosed upon, or it is fully charged off. We held specific reserves in the ALLL of $.5 billion and $.6 billion at June 30, 2013 and December 31, 2012, respectively, for the total TDR portfolio.

Table 72: Summary of Troubled Debt Restructurings

			June 30		Dec. 31
In millions			2013		2012
Total consumer lending		$	2,243	$	2,318
Total commercial lending			599		541
	Total TDRs	$	2,842	$	2,859
Nonperforming		$	1,531	$	1,589
Accruing (a)			1,103		1,037
Credit card (b)			208		233
	Total TDRs	$	2,842	$	2,859
(a)	Accruing loans have demonstrated a period of at least six months of performance under the restructured terms and are excluded from nonperforming loans. Loans where borrowers have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligation to PNC are not returned to accrual status.
(b)	Includes credit cards and certain small business and consumer credit agreements whose terms have been restructured and are TDRs. However, since our policy is to exempt these loans from being placed on nonaccrual status as permitted by regulatory guidance as generally these loans are directly charged off in the period that they become 180 days past due, these loans are excluded from nonperforming loans.

Table 73: Financial Impact and TDRs by Concession Type quantifies the number of loans that were classified as TDRs as well as the change in the recorded investments as a result of the TDR classification during the three and six months ended June 30, 2013 and 2012. Additionally, the table provides information about the types of TDR concessions. The Principal Forgiveness TDR category includes principal forgiveness and accrued interest forgiveness. These types of TDRs result in a write down of the recorded investment and a charge-off if such action has not already taken place. The Rate Reduction TDR category includes reduced interest rate and interest deferral. The TDRs within this category would result in reductions to future interest income. The Other TDR category primarily includes consumer borrowers that have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligation to PNC, as well as postponement/reduction of scheduled amortization and contractual extensions for both consumer and commercial borrowers.

In some cases, there have been multiple concessions granted on one loan. This is most common within the commercial loan portfolio. When there have been multiple concessions granted in the commercial loan portfolio, the principal forgiveness TDR was prioritized for purposes of determining the inclusion in the table below. For example, if there is principal forgiveness in conjunction with lower interest rate and postponement of amortization, the type of concession will be reported as Principal Forgiveness. Second in priority would be rate reduction. For example, if there is an interest rate reduction in conjunction with postponement of amortization, the type of concession will be reported as a Rate Reduction. In the event that multiple concessions are granted on a consumer loan, concessions resulting from discharge from personal liability through Chapter 7 bankruptcy without formal affirmation of the loan obligation to PNC would be prioritized and included in the Other type of concession in the table below. After that, consumer loan concessions would follow the previously discussed priority of concessions for the commercial loan portfolio.

Table 73: Financial Impact and TDRs by Concession Type (a)

				Pre-TDR		Post-TDR Recorded Investment (c)
During the three months ended June 30, 2013		Number		Recorded			Principal		Rate
Dollars in millions		of Loans		Investment (b)			Forgiveness		Reduction		Other		Total
Commercial lending
	Commercial		47	$	48		$	4	$	2	$	28	$	34
	Commercial real estate		30		50			6		2		27		35
	Equipment lease financing		5		23					11		1		12
Total commercial lending			82		121			10		15		56		81
Consumer lending
	Home equity		1,410		98					43		39		82
	Residential real estate		285		32					7		25		32
	Credit card		2,288		18					17				17
	Other consumer		783		9					1		6		7
Total consumer lending			4,766		157					68		70		138
	Total TDRs		4,848	$	278		$	10	$	83	$	126	$	219
During the three months ended June 30, 2012
Dollars in millions
Commercial lending
	Commercial		33	$	102		$	1	$	40	$	42	$	83
	Commercial real estate		13		26			8		5		9		22
	Equipment lease financing		1		3			1						1
Total commercial lending			47		131			10		45		51		106
Consumer lending
	Home equity		1,083		69					60		8		68
	Residential real estate		200		41					18		20		38
	Credit card		2,268		17					16				16
	Other consumer		61		1							1		1
Total consumer lending			3,612		128					94		29		123
	Total TDRs		3,659	$	259		$	10	$	139	$	80	$	229

				Pre-TDR		Post-TDR Recorded Investment (c)
During the six months ended June 30, 2013		Number		Recorded			Principal		Rate
Dollars in millions		of Loans		Investment (b)			Forgiveness		Reduction		Other		Total
Commercial lending
	Commercial		78	$	86		$	4	$	4	$	50	$	58
	Commercial real estate		65		183			12		42		102		156
	Equipment lease financing		7		29					11		2		13
Total commercial lending			150		298			16		57		154		227
Consumer lending
	Home equity		3,715		217					82		88		170
	Residential real estate		609		78					19		58		77
	Credit card		4,663		35					33				33
	Other consumer		1,425		19					1		15		16
Total consumer lending			10,412		349					135		161		296
	Total TDRs		10,562	$	647		$	16	$	192	$	315	$	523
During the six months ended June 30, 2012
Dollars in millions
Commercial lending
	Commercial		137	$	128		$	3	$	44	$	53	$	100
	Commercial real estate		34		100			17		43		29		89
	Equipment lease financing		6		18			1				11		12
Total commercial lending			177		246			21		87		93		201
Consumer lending
	Home equity		2,186		143					112		30		142
	Residential real estate		382		74					29		42		71
	Credit card		4,651		35					33				33
	Other consumer		413		10					1		9		10
Total consumer lending			7,632		262					175		81		256
	Total TDRs		7,809	$	508		$	21	$	262	$	174	$	457
(a)	Impact of partial charge-offs at TDR date are included in this table.
(b)	Represents the recorded investment of the loans as of the quarter end prior to TDR designation, and excludes immaterial amounts of accrued interest receivable.
(c)	Represents the recorded investment of the TDRs as of the quarter end the TDR occurs, and excludes immaterial amounts of accrued interest receivable.

TDRs may result in charge-offs and interest income not being recognized. At or around the time of modification, the amount of principal balance of the TDRs charged off during the three and six months ended June 30, 2013 was not material. A financial effect of rate reduction TDRs is that interest income is not recognized. Interest income not recognized that otherwise would have been earned in the three and six months ended June 30, 2013 and 2012, respectively, related to both commercial TDRs and consumer TDRs was not material.

After a loan is determined to be a TDR, we continue to track its performance under its most recent restructured terms. In Table 74: TDRs which have Subsequently Defaulted, we consider a TDR to have subsequently defaulted when it becomes 60 days past due after the most recent date the loan was restructured. The following table presents the recorded investment of loans that were classified as TDRs or were subsequently modified during each 12-month period prior to the reporting periods preceding April 1, 2013, January 1, 2013, April 1, 2012 and January 1, 2012, respectively, and subsequently defaulted during these reporting periods.

Table 74: TDRs which have Subsequently Defaulted

During the three months ended June 30, 2013
Dollars in millions		Number of Contracts		Recorded Investment
Commercial lending
	Commercial		11	$	8
	Commercial real estate		12		21
Total commercial lending (a)			23		29
Consumer lending
	Home equity		402		26
	Residential real estate		251		35
	Credit card		1,225		9
	Other consumer		55		1
Total consumer lending			1,933		71
	Total TDRs		1,956	$	100
During the three months ended June 30, 2012
Dollars in millions		Number of Contracts		Recorded Investment
Commercial lending
	Commercial		27	$	5
	Commercial real estate		15		35
	Equipment lease financing		5		11
Total commercial lending			47		51
Consumer lending
	Home equity		161		14
	Residential real estate		144		23
	Credit card		2,114		15
	Other consumer		39		1
Total consumer lending			2,458		53
	Total TDRs		2,505	$	104

During the six months ended June 30, 2013
Dollars in millions		Number of Contracts		Recorded Investment
Commercial lending
	Commercial		26	$	18
	Commercial real estate		18		31
Total commercial lending (a)			44		49
Consumer lending
	Home equity		565		37
	Residential real estate		353		49
	Credit card		2,373		18
	Other consumer		88		2
Total consumer lending			3,379		106
	Total TDRs		3,423	$	155
During the six months ended June 30, 2012
Dollars in millions		Number of Contracts		Recorded Investment
Commercial lending
	Commercial		58	$	15
	Commercial real estate		23		40
	Equipment lease financing		5		11
Total commercial lending			86		66
Consumer lending
	Home equity		366		33
	Residential real estate		307		46
	Credit card		2,815		20
	Other consumer		76		3
Total consumer lending			3,564		102
	Total TDRs		3,650	$	168
(a)	During the three and six months ended June 30, 2013, there were no loans classified as TDRs in the Equipment lease financing loan class that have subsequently defaulted.

The impact to the ALLL for commercial lending TDRs is the effect of moving to the specific reserve methodology from the quantitative reserve methodology for those loans that were not already put on nonaccrual status. There is an impact to the ALLL as a result of the concession made, which generally results in the expectation of fewer future cash flows. The decline in expected cash flows, consideration of collateral value, and/or the application of a present value discount rate, when compared to the recorded investment, results in a charge-off or increased ALLL. As TDRs are individually evaluated under the specific reserve methodology, which builds in expectations of future performance, subsequent defaults do not generally have a significant additional impact to the ALLL.

For consumer lending TDRs, except TDRs resulting from borrowers that have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligations to PNC, the ALLL is calculated using a discounted cash flow model, which leverages subsequent default, prepayment, and severity rate assumptions based upon historically observed data. Similar to the commercial lending specific reserve methodology, the reduced expected cash flows resulting from the concessions granted impact the consumer lending ALLL. The decline in expected cash flows due to the application of a present value discount rate or the consideration of collateral value, when compared to the recorded investment, results in increased ALLL or a charge-off. See Note 1 Accounting Policies for information on how the ALLL is determined for loans where borrowers have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligation to PNC.

Impaired loans include commercial nonperforming loans and consumer and commercial TDRs, regardless of nonperforming status. Excluded from impaired loans are nonperforming leases, loans held for sale, loans accounted for under the fair value option, smaller balance homogeneous type loans and purchased impaired loans. See Note 6 Purchased Loans for additional information. Nonperforming equipment lease financing loans of $7 million and $12 million at June 30, 2013, and December 31, 2012, respectively, are excluded from impaired loans pursuant to authoritative lease accounting guidance. We did not recognize any interest income on impaired loans that have not returned to performing status, while they were impaired during the six months ended June 30, 2013 and June 30, 2012. The following table provides further detail on impaired loans individually evaluated for impairment and the associated ALLL. Certain commercial impaired loans do not have a related ALLL as the valuation of these impaired loans exceeded the recorded investment.

Table 75: Impaired Loans

			Unpaid							Average
			Principal		Recorded		Associated			Recorded
In millions			Balance		Investment (a)		Allowance (b)			Investment (a)
June 30, 2013
	Impaired loans with an associated allowance
		Commercial	$	636	$	444		$	117	$	475
		Commercial real estate		702		481			111		548
		Home equity		1,033		1,012			354		1,014
		Residential real estate		589		479			86		589
		Credit card		209		208			39		202
		Other consumer		64		53			3		73
	Total impaired loans with an associated allowance		$	3,233	$	2,677		$	710	$	2,901
	Impaired loans without an associated allowance
		Commercial	$	376	$	155				$	141
		Commercial real estate		531		359					363
		Home equity		292		118					107
		Residential real estate		395		373					279
	Total impaired loans without an associated allowance		$	1,594	$	1,005				$	890
	Total impaired loans		$	4,827	$	3,682		$	710	$	3,791
December 31, 2012
	Impaired loans with an associated allowance
		Commercial	$	824	$	523		$	150	$	653
		Commercial real estate		851		594			143		778
		Home equity		1,070		1,013			328		851
		Residential real estate		778		663			168		700
		Credit card		204		204			48		227
		Other consumer		104		86			3		63
	Total impaired loans with an associated allowance		$	3,831	$	3,083		$	840	$	3,272
	Impaired loans without an associated allowance
		Commercial	$	362	$	126				$	157
		Commercial real estate		562		355					400
		Home equity		169		121					40
		Residential real estate		316		231					77
	Total impaired loans without an associated allowance		$	1,409	$	833				$	674
	Total impaired loans		$	5,240	$	3,916		$	840	$	3,946
(a)	Recorded investment in a loan includes the unpaid principal balance plus accrued interest and net accounting adjustments, less any charge-offs. Recorded investment does not
	include any associated valuation allowance. Average recorded investment is for the six months ended June 30, 2013, and the year ended December 31, 2012, respectively.
(b)	Associated allowance amounts include $.5 billion and $.6 billion for TDRs at June 30, 2013, and December 31, 2012, respectively.