Regions Financial (RF) 10-K 21 Feb 14 2013 FY Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
	Dec. 31, 2013	Feb. 13, 2014	Jun. 30, 2013
Document Entity Information [Abstract]	'	'	'
Document Type	'10-K	'	'
Amendment Flag	'false	'	'
Document Period End Date	31-Dec-13	'	'
Document Fiscal Year Focus	'2013	'	'
Document Fiscal Period Focus	'FY	'	'
Trading Symbol	'RF	'	'
Entity Registrant Name	'REGIONS FINANCIAL CORP	'	'
Entity Central Index Key	'0001281761	'	'
Current Fiscal Year End Date	'--12-31	'	'
Entity Well-known Seasoned Issuer	'Yes	'	'
Entity Current Reporting Status	'Yes	'	'
Entity Voluntary Filers	'No	'	'
Entity Filer Category	'Large Accelerated Filer	'	'
Entity Common Stock, Shares Outstanding	'	1,419,544,237	'
Entity Public Float	'	'	$12,912,878,195

CONSOLIDATED_BALANCE_SHEETS

CONSOLIDATED BALANCE SHEETS (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Assets	'		'
Cash and due from banks	$1,661		$1,979
Interest-bearing deposits in other banks	3,612		3,510
Trading account securities	111		116
Held-to-maturity Securities	2,353		10
Available-for-sale Securities	21,485		27,244
Loans held for sale	1,055		1,383
Loans, net of unearned income	74,609	[1]	73,995	[1]
Allowance for loan losses	-1,341		-1,919
Net loans	73,268		72,076
Other interest-earning assets	86		900
Premises and equipment, net	2,216		2,279
Interest receivable	313		344
Goodwill	4,816		4,816
Mortgage servicing rights	297		191
Other identifiable intangible assets	295		345
Other assets	5,828		6,154
Total assets	117,396		121,347
Deposits:	'		'
Non-interest-bearing	30,083		29,963
Interest-bearing Deposit Liabilities	62,370		65,511
Total deposits	92,453		95,474
Short-term borrowings:	'		'
Federal funds purchased and securities sold under agreements to repurchase	2,182		1,449
Other short-term borrowings	0		125
Total short-term borrowings	2,182		1,574
Long-term borrowings	4,830		5,861
Total borrowed funds	7,012		7,435
Other liabilities	2,163		2,939
Total liabilities	101,628		105,848
Stockholders' equity:	'		'
Preferred stock, authorized 10 million shares Series A, non-cumulative perpetual, par value $1.00 (liquidation preference $1,000.00) per share, including related surplus, net of discount; Issued—500,000 shares	450		482
Common stock, par value $.01 per share, Authorized 3 billion shares, Issued including treasury stock—1,419,006,360 and 1,454,626,952 shares, respectively	14		15
Additional paid-in capital	19,216		19,652
Retained earnings (deficit)	-2,216		-3,338
Treasury stock, at cost—41,285,676 and 41,287,460 shares, respectively	-1,377		-1,377
Accumulated Other Comprehensive Income (Loss), Net of Tax	-319		65
Total stockholders' equity	15,768		15,499
Total liabilities and stockholders' equity	$117,396		$121,347
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $576 million and $756 million at December 31, 2013 and 2012, respectively.

CONSOLIDATED_BALANCE_SHEETS_Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
Estimated fair value, securities held to maturity	$2,307	$11
Loans held for sale, at fair value	$429	$1,282
Preferred stock, authorized	10,000,000	10,000,000
Common stock, par value	$0.01	$0.01
Common stock, authorized	3,000,000,000	3,000,000,000
Common stock, issued	1,419,006,360	1,454,626,952
Treasury stock, shares	41,285,676	41,287,460
Series A Preferred Stock [Member] | Noncumulative Preferred Stock [Member]	'	'
Series A, non-cumulative perpetual, par value	$1	$1
Series A, non-cumulative perpetual, liquidation preference	$1,000	$1,000
Series A, non-cumulative perpetual, shares issued	500,000	500,000

CONSOLIDATED_STATEMENTS_OF_INC

CONSOLIDATED STATEMENTS OF INCOME (USD $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Interest income on:	'		'		'
Loans, including fees	$3,005		$3,178		$3,444
Securities - taxable	603		681		758
Loans held for sale	29		33		36
Trading account securities	3		2		1
Other interest-earning assets	6		9		13
Total interest income	3,646		3,903		4,252
Interest expense on:	'		'		'
Deposits	135		284		472
Short-term borrowings	2		2		-1
Long-term borrowings	247		317		371
Total interest expense	384		603		842
Net interest income	3,262		3,300		3,410
Provision for Loan and Lease Losses	138		213		1,530
Net interest income after provision for loan losses	3,124		3,087		1,880
Non-interest income:	'		'		'
Service charges on deposit accounts	978		985		1,168
Mortgage income	236		363		220
Investment management and trust fee income	196		195		199
Securities gains (losses), net	26		48		112
Other	583		509		444
Total non-interest income	2,019		2,100		2,143
Non-interest expense:	'		'		'
Salaries and employee benefits	1,818		1,763		1,604
Net occupancy expense	365		382		388
Furniture and equipment expense	280		261		275
Goodwill impairment	0		0		253
Other Noninterest Expense	1,093		1,120		1,342
Total non-interest expense	3,556		3,526		3,862
Income from continuing operations before income taxes	1,587		1,661		161
Income tax expense (benefit)	452		482		-28
Income from continuing operations	1,135		1,179		189
Discontinued operations:	'		'		'
Loss from discontinued operations before income taxes	-24		-99		-408
Income tax benefit	-11		-40		-4
Loss from discontinued operations, net of tax	-13		-59		-404
Net income	1,122		1,120		-215
Net income (loss) from continuing operations available to common shareholders	1,103		1,050		-25
Net income (loss) available to common shareholders	$1,090		$991		($429)
Weighted-average number of shares outstanding:	'		'		'
Basic	1,395		1,381		1,258
Diluted	1,410		1,387		1,258
Earnings (loss) per common share from continuing operations:	'		'		'
Basic	$0.79	[1]	$0.76	[1]	($0.02)	[1]
Diluted	$0.78	[1]	$0.76	[1]	($0.02)	[1]
Earnings (loss) per common share:	'		'		'
Basic	$0.78	[1]	$0.72	[1]	($0.34)	[1]
Diluted	$0.77	[1]	$0.71	[1]	($0.34)	[1]
Cash dividends declared, per share	$0.10		$0.04		$0.04
[1]	Certain per share amounts may not appear to reconcile due to rounding.

CONSOLIDATED_STATEMENTS_OF_COM

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Statement of Comprehensive Income [Abstract]	'	'	'
Net income	$1,122	$1,120	($215)
Other Comprehensive Income (Loss), Transfers from Available for Sale to Held to Maturity, Net of Tax	-68	0	0
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax	-4	0	0
Net change in unrealized losses on securities transferred to held to maturity, Net of Tax	-64	0	0
Other comprehensive income (loss), net of tax:	'	'	'
Unrealized holding gains (losses) arising during the period on securities available for sale (net of tax)	-441	145	317
Less: reclassification adjustments for securities gains realized in net income (net of tax)	17	31	73
Net change in unrealized gains (losses) on securities available for sale, net of tax	-458	114	244
Unrealized gains (losses) on derivative instruments designated as cash flow hedges:	'	'	'
Unrealized holding gains (losses) on derivatives arising during the period (net of tax)	-25	51	202
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	53	42	108
Net change in unrealized gains (losses) on derivative instruments, net of tax	-78	9	94
Defined benefit pension plans and other post employment benefits:	'	'	'
Net actuarial gains (losses) arising during the period (net of tax)	171	-36	-177
Less: reclassification adjustments for amortization of actuarial loss and prior service cost realized in net income, and other (net of tax)	-45	-47	-30
Net change from defined benefit pension plans, net of tax	216	11	-147
Other comprehensive income, net of tax	-384	134	191
Comprehensive income (loss)	$738	$1,254	($24)

CONSOLIDATED_STATEMENTS_OF_COM1

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (Parenthetical) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Other Comprehensive Income (Loss), Transfers from Available for Sale to Held to Maturity, Tax	($43)	$0	$0
Amortization of unrealized losses on securities transferred to held to maturity, tax	-3	0	0
Unrealized holding gains, tax benefit	-268	90	189
Reclassification adjustments for securities gains realized in net income, tax expense	9	17	39
Unrealized holding gains on derivatives, tax expenses	-15	31	123
Reclassification adjustments for gains realized in net income, tax expense	33	25	66
Net actuarial gains and losses arising during the period, tax expense	108	-19	-106
Amortization of actuarial loss and prior service cost realized in net income, and other, tax expense	($25)	($25)	($16)

CONSOLIDATED_STATEMENTS_OF_CHA

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY (USD $)		Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-In Capital [Member]	Retained Earnings (Deficit) [Member]	Treasury Stock [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Cumulative Perpetual Preferred Stock [Member]	Non Cumulative Perpetual Preferred Stock [Member]
In Millions, except Share data, unless otherwise specified
BALANCE at Dec. 31, 2010		$16,734	$3,380	$13	$18,896	($3,893)	($1,402)	($260)	'	'
BALANCE (shares) at Dec. 31, 2010		'	4,000,000	1,256,000,000	'	'	'	'	'	'
Net income		-215	'	'	'	-215	'	'	'	'
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax		0	'	'	'	'	'	'	'	'
Net change in unrealized gains and losses on securities available for sale, net of tax and reclassification adjustment		244	'	'	'	'	'	244	'	'
Net change in unrealized gains and losses on derivative instruments, net of tax and reclassification adjustment		94	'	'	'	'	'	94	'	'
Net change from defined benefit pension plans, net of tax		-147	'	'	'	'	'	-147	'	'
Cash dividends declared		-51	'	'	-51	'	'	'	'	'
Preferred dividends		-175	'	'	'	'	'	'	-175	'
Preferred stock transactions:		'	'	'	'	'	'	'	'	'
Discount accretion		0	39	'	'	-39	'	'	'	'
Common stock transactions:		'	'	'	'	'	'	'	'	'
Net proceeds from issuance of 153 million shares of common stock, shares		'	'	0	'	'	'	'	'	'
Impact of stock transactions under compensation plans, net		15	'	'	10	0	5	'	'	'
Impact of stock transactions under compensation plans, net (shares)		'	'	3,000,000	'	'	'	'	'	'
BALANCE at Dec. 31, 2011		16,499	3,419	13	18,855	-4,322	-1,397	-69	'	'
BALANCE (shares) at Dec. 31, 2011		'	4,000,000	1,259,000,000	'	'	'	'	'	'
Net income		1,120	'	'	'	1,120	'	'	'	'
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax		0	'	'	'	'	'	'	'	'
Net change in unrealized gains and losses on securities available for sale, net of tax and reclassification adjustment		114	'	'	'	'	'	114	'	'
Net change in unrealized gains and losses on derivative instruments, net of tax and reclassification adjustment		9	'	'	'	'	'	9	'	'
Net change from defined benefit pension plans, net of tax		11	'	'	'	'	'	11	'	'
Cash dividends declared		-54	'	'	-54	'	'	'	'	'
Preferred dividends		'	'	'	'	'	'	'	-44	-4
Preferred stock transactions:		'	'	'	'	'	'	'	'	'
Discount accretion		'	10	'	'	-10	'	'	'	'
Repurchase of Series A preferred stock issued to the U.S. Treasury and associated accelerated accretion		-3,500	-3,429	'	'	-71	'	'	'	'
Repurchase of series A preferred stock issued to the U.S. Treasury and associated accelerated accretion (shares)		'	-4,000,000	'	'	'	'	'	'	'
Repurchase of warrant from the U.S. Treasury		-45	'	'	-45	'	'	'	'	'
Preferred Stock Issued During Period Value New Issues		486	486	'	'	'	'	'	'	'
Preferred Stock Issued During Period Shares New Issues		'	1,000,000	'	'	'	'	'	'	'
Common stock transactions:		'	'	'	'	'	'	'	'	'
Net proceeds from issuance of 153 million shares of common stock		875	'	2	873	'	'	'	'	'
Net proceeds from issuance of 153 million shares of common stock, shares		'	'	153,000,000	'	'	'	'	'	'
Impact of stock transactions under compensation plans, net		32	'	'	23	11	20	'	'	'
Impact of stock transactions under compensation plans, net (shares)		'	'	1,000,000	'	'	'	'	'	'
BALANCE at Dec. 31, 2012		15,499	482	15	19,652	-3,338	-1,377	65	'	'
BALANCE (shares) at Dec. 31, 2012		'	1,000,000	1,413,000,000	'	'	'	'	'	'
Net income		1,122	'	'	'	1,122	'	'	'	'
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax		4	'	'	'	'	'	4	'	'
Net change in unrealized gains and losses on securities available for sale, net of tax and reclassification adjustment		-458	'	'	'	'	'	-458	'	'
Net change in unrealized gains and losses on derivative instruments, net of tax and reclassification adjustment		-78	'	'	'	'	'	-78	'	'
Net change from defined benefit pension plans, net of tax		216	'	'	'	'	'	216	'	'
Cash dividends declared		-138	'	'	-138	'	'	'	'	'
Preferred dividends		-32	'	'	'	'	'	'	'	-32
Common stock transactions:		'	'	'	'	'	'	'	'	'
Net proceeds from issuance of 153 million shares of common stock, shares		'	'	0	'	'	'	'	'	'
Stock repurchased and retired during the period		-340	'	-1	-339	'	'	'	'	'
Stock repurchased and retired during the period, shares		-36,000,000	'	-36,000,000	'	'	'	'	'	'
Impact of stock transactions under compensation plans, net		41	'	'	41	'	'	'	'	'
Impact of stock transactions under compensation plans, net (shares)		'	'	1,000,000	'	'	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Losses on Securitites, Transfered to Held to Maturity	[1]	-68	'	'	'	'	'	-68	'	'
BALANCE at Dec. 31, 2013		$15,768	$450	$14	$19,216	($2,216)	($1,377)	($319)	'	'
BALANCE (shares) at Dec. 31, 2013		'	1,000,000	1,378,000,000	'	'	'	'	'	'
[1]	Represents unrealized losses on certain securities previously classified as available for sale securities that were transferred to held to maturity classification. Refer to Note 4 "Securities" for further details.

CONSOLIDATED_STATEMENTS_OF_CHA1

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS EQUITY (Parenthetical) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Cash dividends declared, per share	$0.10	$0.04	$0.04
Common Stock [Member]	'	'	'
Net proceeds from issuance of 153 million shares of common stock, shares	0	153,000,000	0
Non Cumulative Perpetual Preferred Stock [Member]	'	'	'
Preferred Stock Issued During Period Shares New Issues	0	500,000	0

CONSOLIDATED_STATEMENTS_OF_CAS

CONSOLIDATED STATEMENTS OF CASH FLOWS (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Operating activities:	'	'	'
Net income	$1,122	$1,120	($215)
Adjustments to reconcile net income to net cash from operating activities:	'	'	'
Provision for Loan and Lease Losses	138	213	1,530
Goodwill, Impairment Loss	0	0	745
Depreciation, amortization and accretion, net	645	717	683
Provision for losses on other real estate, net	18	22	124
Securities (gains) losses, net	-26	-48	-112
Gain on disposition of business	0	-19	0
Deferred Income Tax Expense (Benefit)	379	434	-23
Originations and purchases of loans held for sale	-4,075	-6,321	-3,460
Proceeds from sales of loans held for sale	5,051	6,002	4,767
(Gain) loss on sale of loans, net	-113	-165	-89
Gains (Losses) on Extinguishment of Debt	61	11	0
Gain (Loss) on Sale of Other Assets	-24	0	0
Net change in operating assets and liabilities:	'	'	'
Trading account securities	5	187	-150
Other interest-earning assets	814	-181	134
Interest receivable	31	14	60
Other assets	681	809	1,107
Other liabilities	-915	-353	-366
Other	7	-1	18
Net cash from operating activities	3,799	2,441	4,753
Investing activities:	'	'	'
Proceeds from sales of securities available for sale	3,828	2,571	7,859
Proceeds from maturities of securities held to maturity	76	5	9
Proceeds from maturities of securities available for sale	5,406	6,844	5,848
Purchases of securities available for sale	-7,050	-11,571	-14,592
Proceeds from sales of loans	193	887	1,488
Purchases of loans	-978	-882	-1,884
Payments to Acquire Mortgage Servicing Rights (MSR)	-28	0	0
Net change in loans	-1,386	2,478	2,132
Net purchases of premises and equipment	-186	-180	-201
Proceeds from disposition of business, net of cash transferred	0	855	0
Net cash from investing activities	-125	1,007	659
Financing activities:	'	'	'
Net change in deposits	-3,021	-153	1,013
Net change in short-term borrowings	608	-564	-870
Proceeds from Issuance of Long-term Debt	750	0	1,001
Payments on long-term borrowings	-1,717	-2,201	-6,004
Cash dividends on common stock	-138	-54	-51
Cash dividends on preferred stock	-32	-48	-175
Proceeds from Issuance of Preferred Stock	0	486	0
Net proceeds from issuance of common stock	0	875	0
Payments for Repurchase of Common Stock	-340	0	0
Payments for Repurchase of preferred stock and warrant issued to the U.S. Treasury	0	3,545	0
Net cash from financing activities	-3,890	-5,204	-5,086
Net change in cash and cash equivalents	-216	-1,756	326
Cash and cash equivalents at beginning of year	5,489	7,245	6,919
Cash and cash equivalents at end of period	$5,273	$5,489	$7,245

Summary_of_Significant_Account

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2013
Accounting Policies [Abstract]	'
Organization, Consolidation and Presentation of Financial Statements Disclosure [Text Block]	'
	SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
	Regions Financial Corporation (“Regions” or the “Company”) provides a full range of banking and bank-related services to individual and corporate customers through its subsidiaries and branch offices located primarily in Alabama, Arkansas, Florida, Georgia, Illinois, Indiana, Iowa, Kentucky, Louisiana, Mississippi, Missouri, North Carolina, South Carolina, Tennessee, Texas and Virginia. The Company is subject to competition from other financial institutions, is subject to the regulations of certain government agencies and undergoes periodic examinations by certain of those regulatory authorities.
	The accounting and reporting policies of Regions and the methods of applying those policies that materially affect the consolidated financial statements conform with accounting principles generally accepted in the United States (“GAAP”) and with general financial services industry practices. In preparing the financial statements, management is required to make estimates and assumptions that affect the reported amounts of assets and liabilities as of the balance sheet dates and revenues and expenses for the periods presented. Actual results could differ from the estimates and assumptions used in the consolidated financial statements including, but not limited to, the estimates and assumptions related to the allowance for credit losses, fair value measurements, intangibles, mortgage servicing rights and income taxes.
	Regions has evaluated all subsequent events for potential recognition and disclosure through the filing date of this Form 10-K.
	Certain amounts in prior period financial statements have been reclassified to conform to the current period presentation, except as otherwise noted. These reclassifications are immaterial and have no effect on net income (loss), comprehensive income (loss), total assets or total stockholders’ equity as previously reported.
	BASIS OF PRESENTATION AND PRINCIPLES OF CONSOLIDATION
	The consolidated financial statements include the accounts of Regions, its subsidiaries and certain variable interest entities (“VIEs”). Significant intercompany balances and transactions have been eliminated. Regions considers a voting rights entity to be a subsidiary and consolidates it if Regions has a controlling financial interest in the entity. VIEs are consolidated if Regions has the power to direct the significant activities of the VIE that impact financial performance and has the obligation to absorb losses or the right to receive benefits that could potentially be significant (i.e., Regions is considered to be the primary beneficiary). The assessment of whether or not Regions is the primary beneficiary of a VIE is performed on an on-going basis. Investments in companies which are not VIEs, or where Regions is not the primary beneficiary of a VIE but in which Regions has significant influence over the operating and financing decisions, are accounted for using the equity method of accounting. These investments are included in other assets in the consolidated balance sheets at cost, adjusted to reflect the Company’s portion of income, loss, or dividends to the investee. The maximum potential exposure to losses relative to investments in VIEs is generally limited to the sum of the outstanding balance, future funding commitments and any related loans to the entity. Loans to these entities are underwritten in substantially the same manner as are other loans and are generally secured. Refer to Note 2 for additional disclosures regarding Regions’ significant VIEs.
	Unconsolidated equity investments that do not meet the criteria to be accounted for under the equity method are accounted for under the cost method. Cost method investments are included in other assets in the consolidated balance sheets and dividends received or receivable from these investments are included as a component of other non-interest income in the consolidated statements of operations.
	DISCONTINUED OPERATIONS
	On January 11, 2012, Regions entered into an agreement to sell Morgan Keegan & Company, Inc. (“Morgan Keegan”) and related affiliates. The transaction closed on April 2, 2012. Results of operations for the entities sold are presented separately as discontinued operations for all periods presented on the consolidated statements of operations. Other expenses related to the transaction are also included in discontinued operations. See Note 3 and Note 23 for further discussion.
	CASH EQUIVALENTS AND CASH FLOWS
	Cash equivalents include cash and due from banks, interest-bearing deposits in other banks, and federal funds sold and securities purchased under agreements to resell. Cash flows from loans, either originated or acquired, are classified at that time according to management’s original intent to either sell or hold the loan for the foreseeable future. When management’s intent is to sell the loan, the cash flows of that loan are presented as operating cash flows. When management’s intent is to hold the loan for the foreseeable future, the cash flows of that loan are presented as investing cash flows.
	The following table summarizes supplemental cash flow information for the years ended December 31:
		2013		2012		2011
		(In millions)
	Cash paid (received) during the period for:
	Interest on deposits and borrowings	$	416	$	644	$	919
	Income taxes, net	54		80		(98		)
	Non-cash transfers:
	Loans held for sale and loans transferred to other real estate	227		297		532
	Loans transferred to loans held for sale(1)	712		341		973
	Loans held for sale transferred to loans	26		8		—
	Properties transferred to held for sale	6		—		51
	Reduction of indemnification reserves	—		51		—
	_________
	(1) During the fourth quarter of 2013, Regions transferred approximately $535 million of primarily accruing restructured residential first mortgage loans to loans held for sale.
	SECURITIES PURCHASED UNDER AGREEMENTS TO RESELL AND SECURITIES SOLD UNDER AGREEMENTS TO REPURCHASE
	Securities purchased under agreements to resell and securities sold under agreements to repurchase are treated as collateralized financing transactions. It is Regions’ policy to take possession of securities purchased under resell agreements either through direct delivery or a tri-party agreement.
	TRADING ACCOUNT SECURITIES
	Trading account securities, which are primarily held for employee benefit purposes as a funding mechanism for related liabilities, consist of debt and marketable equity securities and are carried at estimated fair value. See the “Fair Value Measurements” section below for discussion of determining fair value. Gains and losses, both realized and unrealized, related to continuing operations are included in other non-interest income.
	SECURITIES
	Management determines the appropriate accounting classification of debt and equity securities at the time of purchase, based on intent, and periodically re-evaluates such designations. Debt securities are classified as securities held to maturity when the Company has the intent and ability to hold the securities to maturity. Securities held to maturity are presented at amortized cost. Debt securities not classified as securities held to maturity or trading account securities and marketable equity securities not classified as trading account securities are classified as securities available for sale. Securities available for sale are presented at estimated fair value with changes in unrealized gains and losses, net of taxes, reported as a component of accumulated other comprehensive income (loss). See the “Fair Value Measurements” section below for discussion of determining fair value.
	The amortized cost of debt securities classified as securities held to maturity and securities available for sale is adjusted for amortization of premiums and accretion of discounts to maturity, or in the case of mortgage-backed securities, over the estimated life of the security, using the interest method. Such amortization or accretion is included in interest income on securities. Realized gains and losses are included in net securities gains (losses). The cost of securities sold is based on the specific identification method.
	The Company reviews its securities portfolio on a regular basis to determine if there are any conditions indicating that a security has other-than-temporary impairment. Factors considered in this determination include the length of time and the extent to which the market value has been below cost, the credit standing of the issuer, whether the Company expects to receive all scheduled principal and interest payments, Regions’ intent to sell and whether it is more likely than not that the Company will have to sell the security before its market value recovers. For debt securities, activity related to the credit loss component of other-than-temporary impairment is recognized in earnings, and the portion of other-than-temporary impairment related to all other factors is recognized in other accumulated comprehensive income (loss). Additionally, the Company recognizes impairment of available for sale equity securities when the cost basis is above the highest traded price within the past six months; the cost basis of the securities is adjusted to current fair value with the entire offset recorded in the statement of operations. Refer to Note 4 for further detail and information on securities.
	LOANS HELD FOR SALE
	Regions’ loans held for sale generally include commercial loans, investor real estate loans and residential real estate mortgage loans. Loans held for sale are recorded at either estimated fair value, if the fair value option is elected, or the lower of cost or estimated fair value. Regions has elected to account for residential real estate mortgages originated with the intent to sell at fair value. Intent is established for these 15 and 30-year conforming residential real estate mortgage loans when Regions enters into an interest rate lock commitment. Gains and losses on these residential mortgage loans held for sale for which the fair value option has been elected are included in mortgage income. Regions also transfers certain commercial, investor real estate, and residential real estate mortgage portfolio loans to held for sale when management has the intent to sell in the near term. These held for sale loans are recorded at the lower of cost or estimated fair value. At the time of transfer, write-downs on the loans are recorded as charge-offs and a new cost basis is established. Any subsequent lower of cost or market adjustment is determined on an individual loan basis and is recognized as a valuation allowance with any charges included in other non-interest expense. Gains and losses on the sale of these loans are included in other non-interest expense when realized. See the “Fair Value Measurements” section below for discussion of determining estimated fair value.
	LOANS
	Loans that management has the intent and ability to hold for the foreseeable future or until maturity or payoff are considered loans held for investment (or portfolio loans). Loans held for investment are carried at the principal amount outstanding, net of premiums, discounts, unearned income and deferred loan fees and costs. Regions' loan balance is comprised of commercial, investor real estate and consumer loans. Interest income on all types of loans is accrued based on the contractual interest rate and the principal amount outstanding, except for those loans classified as non-accrual. Premiums and discounts on purchased loans and non-refundable loan origination and commitment fees, net of direct costs of originating or acquiring loans, are deferred and recognized over the estimated lives of the related loans as an adjustment to the loans’ effective yield, which is included in interest income on loans. See Note 5 for further detail and information on loans.
	Regions engages in both direct and leveraged lease financing. The net investment in direct financing leases is the sum of all minimum lease payments and estimated residual values, less unearned income. Unearned income is recognized over the terms of the leases to produce a level yield. The net investment in leveraged leases is the sum of all lease payments (less non-recourse debt payments) and estimated residual values, less unearned income. Income from leveraged leases is recognized over the term of the leases based on the unrecovered equity investment.
	Regions determines past due or delinquency status of a loan based on contractual payment terms.
	Commercial and investor real estate loans are placed on non-accrual if any of the following conditions occur: 1) collection in full of contractual principal and interest is no longer reasonably assured (even if current as to payment status), 2) a partial charge-off has occurred, unless the loan has been brought current under its contractual terms (original or restructured terms) and the full originally contracted principal and interest is considered to be fully collectible, or 3) the loan is delinquent on any principal or interest for 90 days or more unless the obligation is secured by collateral having a net realizable value (estimated fair value less costs to sell) sufficient to fully discharge the obligation and the loan is in the legal process of collection. Factors considered regarding full collection include assessment of changes in borrower’s cash flow, valuation of underlying collateral, ability and willingness of guarantors to provide credit support, and other conditions.
	Charge-offs on commercial and investor real estate loans are primarily based on the facts and circumstances of the individual loan and occur when available information confirms the loan is not fully collectible and the loss is reasonably quantifiable. Factors considered in making these determinations are the borrower’s and any guarantor’s ability and willingness to pay, the status of the account in bankruptcy court (if applicable), and collateral value. Commercial and investor real estate loan relationships of $250,000 or less are subject to charge-off or charge down to net realizable value at 180 days past due, based on collateral value.
	Non-accrual and charge-off decisions for consumer loans are dictated by the Federal Financial Institutions Examination Council’s (“FFIEC”) Uniform Retail Credit Classification and Account Management Policy which establishes standards for the classification and treatment of consumer loans. Non-accrual status is driven by the charge-off process as follows. If a consumer loan secured by real estate in a first lien position (residential first mortgage or home equity) becomes 180 days past due, Regions evaluates the loan for non-accrual status and potential charge-off based on net loan to value exposure. For home equity loans in a second lien position, the evaluation is performed at 120 days past due. If a loan is secured by collateral having a net realizable value sufficient to fully discharge the obligation, then a partial write-down is not necessary and the loan remains on accrual status, provided it is in the process of legal collection. If a partial charge-off is necessary as a result of the evaluation, then the remaining balance is placed on non-accrual. Consumer loans not secured by real estate are charged-off in full at either 120 days past due for closed-end loans, 180 days past due for open-end loans other than credit cards or the end of the month in which the loan becomes 180 days past due for credit cards.
	When loans are placed on non-accrual status, the accrual of interest, amortization of loan premium, accretion of loan discount and amortization/accretion of deferred net loan fees/costs are discontinued. When a commercial or investor real estate loan is placed on non-accrual status, uncollected interest accrued in the current year is reversed and charged to interest income. Uncollected interest accrued from prior years on commercial and investor real estate loans placed on non-accrual status in the current year is charged against the allowance for loan losses. When a consumer loan is placed on non-accrual status, all uncollected interest accrued is reversed and charged to interest income due to immateriality. Interest collections on non-accrual loans are applied as principal reductions.
	All loans on non-accrual status may be returned to accrual status and interest accrual resumed if both of the following conditions are met: 1) the loan is brought contractually current as to both principal and interest, and 2) future payments are reasonably expected to continue being received in accordance with the terms of the loan and repayment ability can be reasonably demonstrated.
	ALLOWANCE FOR CREDIT LOSSES
	Regions' allowance for credit losses (“allowance”) consists of two components: the allowance for loan and lease losses, which is recorded as a contra-asset to loans, and the reserve for unfunded credit commitments, which is recorded in other liabilities. The allowance is reduced by actual losses (charge-offs) and increased by recoveries, if any. Regions charges losses against the allowance in the period the loss is confirmed. All adjustments to the allowance for loan losses are charged directly to expense through the provision for loan losses. All adjustments to the reserve for unfunded credit commitments are recorded in other non-interest expense.
	The allowance is maintained at a level believed appropriate by management to absorb probable credit losses inherent in the loan and unfunded credit commitment portfolios in accordance with GAAP and regulatory guidelines. Management’s determination of the appropriateness of the allowance is a quarterly process and is based on an evaluation and rating of the loan portfolio segments, historical loan loss experience, current economic conditions, collateral values of properties securing loans, levels of problem loans, volume, growth, quality and composition of the loan portfolio segments, regulatory guidance, and other relevant factors. Changes in any of these, or other factors, or the availability of new information, could require that the allowance be adjusted in future periods. Actual losses could vary from management’s estimates. Management attributes portions of the allowance to loans that it evaluates and determines to be impaired and to groups of loans that it evaluates collectively. However, the entire allowance is available to cover all charge-offs that arise from the loan portfolio.
	CALCULATION OF ALLOWANCE FOR CREDIT LOSSES
	Commercial and Investor Real Estate Components
	Impaired Loans
	Loans deemed to be impaired include non-accrual loans, excluding consumer loans, and all troubled debt restructurings (“TDRs”). Regions considers the current value of collateral, credit quality of any guarantees, guarantor’s liquidity and willingness to cooperate, the loan structure, and other factors when evaluating whether an individual loan is impaired. Other factors may include the industry and geographic region of the borrower, size and financial condition of the borrower, cash flow and leverage of the borrower and Regions’ evaluation of the borrower’s management. For non-accrual commercial and investor real estate loans (including TDRs) equal to or greater than $2.5 million, the allowance for loan losses is based on a note-level evaluation considering the facts and circumstances specific to each borrower. For these loans, Regions measures the level of impairment based on the present value of the estimated projected cash flows, the estimated value of the collateral or, if available, the observable market price. Regions generally uses the estimated projected cash flow method to measure impairment. For commercial and investor real estate accruing TDRs and non-accruing TDRs less than $2.5 million, the allowance for loan losses is based on a discounted cash flow analysis performed at the note level, where projected cash flows reflect credit losses based on statistical information (including historical default information) derived from loans with similar risk characteristics (e.g., credit quality indicator and product type) using probability of default (“PD”) and loss-given default (“LGD”) as described in the following paragraph. Beginning in the third quarter of 2013, for non-accrual commercial and investor real estate loans less than $2.5 million, the allowance for loan losses is based on the same discounted cash flow analysis as the accruing and non-accruing TDRs less than $2.5 million. This change in the estimation process did not have a material impact to the overall level of the allowance for loan losses or the provision for loan losses.
	Non-Impaired Loans
	For all other commercial and investor real estate loans, the allowance for loan losses is calculated at a pool level based on credit quality indicators and product type. Statistically determined PDs and LGDs are calculated based on historical default and loss information for similar loans. The historical default and loss information is measured over a relevant period for each loan pool. The pool level allowance is calculated using the PD and LGD estimates and is adjusted as appropriate based on additional analysis of long-term average loss experience compared to previously forecasted losses, external loss data and other risks identified from current economic conditions and credit quality trends. Various one year PD measurements are used in conjunction with life-of-loan LGD measurements to estimate incurred losses. As a result, losses are effectively covered over a two to three year period for loans that are currently in default and those estimated to default within the next twelve months.
	Consumer Components
	For consumer loans, the classes are segmented into pools of loans with similar risk characteristics. For most consumer loan pools, historical losses are the primary factor in establishing the allowance allocated to each pool. The twelve month loss rate is the basis for the allocation and it may be adjusted based on deteriorating trends, portfolio growth, or other factors determined by management to be relevant.
	The allowance for loan losses for the residential first mortgage non-TDR pool is calculated based on a twelve-month historical loss rate segmented based on the following risk characteristics: past due and accrual status and further by geography, property use and amortization type for accruing, non-past due loans. The residential first mortgage non-TDR pool was segmented at this more granular level beginning in the first quarter of 2013 as part of the Company’s ongoing efforts to enhance the allowance calculation. The allowance for loan losses for residential first mortgage TDRs is calculated based on a discounted cash flow analysis on pools of homogeneous loans. Cash flows are projected using the restructured terms and then discounted at the original note rate. The projected cash flows assume a default rate, which is based on historical performance of residential first mortgage TDRs. The allowance for loan losses for the home equity pool is calculated based on a twelve-month historical loss rate segmented based on the following risk characteristics: lien position, TDR status, geography, nonaccrual and past due status, and refreshed FICO scores for accruing, non-past due loans. The home equity pool was segmented at this more granular level beginning in the first quarter of 2012 as part of the Company’s ongoing efforts to enhance the allowance calculation and in response to regulatory guidance issued during the first quarter of 2012.
	Qualitative Factors
	While quantitative allowance methodologies strive to reflect all risk factors, any estimate involves assumptions and uncertainties resulting in some level of imprecision. Imprecision exists in the estimation process due to the inherent time lag of obtaining information and variations between estimates and actual outcomes. Regions adjusts the allowance in consideration of quantitative and qualitative factors which may not be directly measured in the note-level or pooled calculations, including, but not limited to:
	•	Credit quality trends,
	•	Loss experience in particular portfolios,
	•	Macroeconomic factors such as unemployment or real estate prices,
	•	Changes in risk selection and underwriting standards,
•	Shifts in credit quality of consumer customers which is not yet reflected in the historical data.
Reserve for Unfunded Credit Commitments
In order to estimate a reserve for unfunded commitments, Regions uses a process consistent with that used in developing the allowance for loan losses. In the second quarter of 2012, the Company refined the methodology for estimation of the reserve for unfunded credit commitments. Before the change, the Company based the reserve for unfunded credit commitments on an analysis of the overall probability of funding and historical losses. Beginning with the second quarter of 2012, the reserve is based on an exposure at default (“EAD”) multiplied by a PD multiplied by an LGD. The EAD is estimated based on an analysis of historical funding patterns for defaulted loans in various categories. The PD and LGD align with the statistically-calculated parameters used to calculate the allowance for loan losses for various pools, which are based on credit quality indicators and product type. The methodology applies to commercial and investor real estate credit commitments and standby letters of credit that are not unconditionally cancellable.
Refer to Note 6 for further discussion regarding the calculation of the allowance for credit losses.
TROUBLED DEBT RESTRUCTURINGS
TDRs are loans in which the borrower is experiencing financial difficulty at the time of restructuring, and Regions has granted a concession to the borrower. TDRs are undertaken in order to improve the likelihood of recovery on the loan and may take the form of modifications made with the stated interest rate lower than the current market rate for new debt with similar risk, other modifications to the structure of the loan that fall outside of normal underwriting policies and procedures, or in limited circumstances forgiveness of principal and interest. TDRs can involve loans remaining on nonaccrual, moving to nonaccrual, or continuing on accrual status, depending on the individual facts and circumstances of the borrower. All loans with the TDR designation are considered to be impaired, even if they are accruing. See the “Calculation of Allowance For Credit Losses” section above for Regions’ allowance for loan losses methodology as related to TDRs.
Under the clarified guidance issued in April 2011, a modification is refutably considered to be a concession if the borrower could not access similar financing at market terms, even if Regions concludes that the borrower will ultimately pay all contractual amounts owed. As a result of the new clarification, the amount of Regions’ reported TDRs increased in the third quarter of 2011. Regions’ original maturities of loans being modified are relatively short (2-3 years), and the renewed term is typically comparable to the original maturity. Accordingly, Regions considers these modifications to be significant delays in the payment. Also, extensions are considered for TDR determinations because the renewed term is significant to the term of the original note.
Modification Activity: Commercial and Investor Real Estate Portfolio Segments
Regions regularly modifies commercial and investor real estate loans in order to facilitate a workout strategy. Typical modifications include workout accommodations, such as renewals and forbearances. Also, for smaller-dollar commercial customers, Regions may periodically grant interest rate and other term concessions, similar to those under the consumer program as described below
Modification Activity: Consumer Portfolio Segment
Regions works to meet the individual needs of consumer borrowers to stem foreclosure through the Customer Assistance Program (“CAP”). Regions designed the program to allow for customer-tailored modifications with the goal of keeping customers in their homes and avoiding foreclosure where possible. Modification may be offered to any borrower experiencing financial hardship—regardless of the borrower’s payment status. Under the CAP, Regions may offer a short-term deferral, a term extension, an interest rate reduction, a new loan product, or a combination of these options. For loans restructured under the CAP, Regions expects to collect the original contractually due principal. The gross original contractual interest may be collectible, depending on the terms modified. The length of the CAP modifications ranges from temporary payment deferrals of three months to term extensions for the life of the loan. All such modifications are considered TDRs regardless of the term because they are concessionary in nature and because the customer documents a hardship in order to participate.
Modified loans are subject to policies governing accrual/non-accrual evaluation consistent with all other loans of the same product type as discussed in the "Loans" section above. Because the CAP program was designed to evaluate potential participants as early as possible in the life cycle of the troubled loan, many of the modifications are finalized without the borrower ever reaching the applicable number of days past due, and with the loans having never been placed on non-accrual. Accordingly, given the positive impact of the restructuring on the likelihood of recovery of cash flows due under the modified terms, accrual status continues to be appropriate for these loans.
If loans characterized as TDRs perform according to the restructured terms for a satisfactory period of time (generally six consecutive months), the TDR designation may be removed in a new calendar year if the loan yields a market rate. The market rate assessment must be made at the date of the modification considering the terms that would be offered to a new borrower with a similar credit profile. Given the types of concessions currently being granted under the CAP as described above, Regions does not expect that the market rate condition will be widely achieved; accordingly, Regions expects loans modified through the CAP to remain identified as TDRs for the remaining term of the loan.
PREMISES AND EQUIPMENT
Premises and equipment are stated at cost, less accumulated depreciation and amortization, as applicable. Land is carried at cost. Depreciation expense is computed using the straight-line method over the estimated useful lives of the assets. Leasehold improvements are amortized using the straight-line method over the estimated useful lives of the improvements (or the terms of the leases, if shorter). Generally, premises and leasehold improvements are depreciated or amortized over 7-40 years. Furniture and equipment are generally depreciated or amortized over 3-10 years. Premises and equipment are evaluated for impairment whenever events or circumstances indicate that the carrying value of the asset may not be recoverable. Maintenance and repairs are charged to non-interest expense in the consolidated statements of operations. Improvements that extend the useful life of the asset are capitalized to the carrying value and depreciated. See Note 8 for detail of premises and equipment.
Regions enters into lease transactions for the right to use assets. These leases vary in term and, from time to time, include incentives and/or rent escalations. Examples of incentives include periods of “free” rent and leasehold improvement incentives. Regions recognizes incentives and escalations on a straight-line basis over the lease term as a reduction of or increase to rent expense, as applicable, within net occupancy expense in the consolidated statements of operations.
INTANGIBLE ASSETS
Intangible assets include goodwill, which is the excess of cost over the fair value of net assets of acquired businesses, and other identifiable intangible assets. Other identifiable intangible assets include the following: 1) core deposit intangible assets, which are amounts recorded related to the value of acquired indeterminate-maturity deposits, 2) amounts capitalized related to the value of acquired customer relationships, and 3) amounts recorded related to employment agreements with certain individuals of acquired entities. Core deposit intangibles and most other identifiable intangibles are amortized on an accelerated basis over their expected useful lives.
The Company’s goodwill is tested for impairment on an annual basis in the fourth quarter, or more often if events or circumstances indicate that there may be impairment. Regions assesses the following indicators of goodwill impairment for each reporting period:
•	Recent operating performance,
•	Changes in market capitalization,
•	Regulatory actions and assessments,
•	Changes in the business climate (including legislation, legal factors and competition),
•	Company-specific factors (including changes in key personnel, asset impairments, and business dispositions), and
•	Trends in the banking industry.
Adverse changes in the economic environment, declining operations, or other factors could result in a decline in the implied fair value of goodwill. A goodwill impairment test includes two steps. Step One, used to identify potential impairment, compares the estimated fair value of a reporting unit with its carrying amount, including goodwill. If the estimated fair value of a reporting unit exceeds its carrying amount, goodwill of the reporting unit is considered not impaired. If the carrying amount of a reporting unit exceeds its estimated fair value, the second step of the goodwill impairment test is performed to measure the amount of impairment loss, if any. Step Two of the goodwill impairment test compares the implied estimated fair value of reporting unit goodwill with the carrying amount of that goodwill. If the carrying amount of goodwill for that reporting unit exceeds the implied fair value of that unit’s goodwill, an impairment loss is recognized in other non-interest expense in an amount equal to that excess.
For purposes of performing Step One of the goodwill impairment test, Regions uses both income and market approaches to value its reporting units. The income approach, which is the primary valuation approach, consists of discounting projected long-term future cash flows, which are derived from internal forecasts and economic expectations for the respective reporting units. The significant inputs to the income approach include expected future cash flows, the long-term target equity ratios, and the discount rate.
Regions utilizes the capital asset pricing model (“CAPM”) in order to derive the base discount rate. The inputs to the CAPM include the 20-year risk-free rate, 5-year beta for a select peer set, and the market risk premium based on published data. Once the output of the CAPM is determined, a size premium is added (also based on a published source) as well as a company-specific risk premium (based on business model and market perception of risk) for each reporting unit.
Regions uses the guideline public company method and the guideline transaction method as the two market approaches. The public company method applies a value multiplier derived from each reporting unit’s peer group to tangible book value (for Business Services and Consumer Services) or price to earnings (for Wealth Management) ratios and an implied control premium to the respective reporting unit. The control premium is evaluated and compared to similar financial services transactions considering the absolute and relative potential revenue synergies and cost savings. The transaction method applies a value multiplier to a financial metric of the reporting unit based on comparable observed purchase transactions in the financial services industry for the reporting unit (where available).
For purposes of performing Step Two of the goodwill impairment test, if applicable, Regions compares the implied estimated fair value of the reporting unit goodwill with the carrying amount of that goodwill. In order to determine the implied estimated fair value, a full purchase price allocation would be performed in the same manner as if a business combination had occurred. As part of the Step Two analysis, Regions estimates the fair value of all of the assets and liabilities of the reporting unit, including unrecognized assets and liabilities. The related valuation methodologies for certain material financial assets and liabilities are discussed in the “Fair Value Measurements” section below.
Other identifiable intangible assets, primarily core deposit intangibles and purchased credit card relationships, are reviewed at least annually (usually in the fourth quarter) for events or circumstances that could impact the recoverability of the intangible asset. These events could include loss of core deposits, significant losses of credit card accounts and/or balances, increased competition or adverse changes in the economy. To the extent other identifiable intangible assets are deemed unrecoverable, impairment losses are recorded in other non-interest expense and reduce the carrying amount of the asset.
Refer to Note 9 for further detail and discussion of the results of the goodwill and other identifiable intangibles impairment tests.
ACCOUNTING FOR TRANSFERS AND SERVICING OF FINANCIAL ASSETS
Regions accounts for transfers of financial assets as sales when control over the transferred assets is surrendered. Control is generally considered to have been surrendered when 1) the transferred assets are legally isolated from the Company or its consolidated affiliates, even in bankruptcy or other receivership, 2) the transferee has the right to pledge or exchange the assets with no conditions that constrain the transferee and provide more than a trivial benefit to the Company, and 3) the Company does not maintain the obligation or unilateral ability to reclaim or repurchase the assets. If these sale criteria are met, the transferred assets are removed from the Company’s balance sheet and a gain or loss on sale is recognized. If not met, the transfer is recorded as a secured borrowing, and the assets remain on the Company’s balance sheet, the proceeds from the transaction are recognized as a liability, and gain or loss on sale is deferred until the sale criterion are achieved.
Regions has elected to account for its servicing assets using the fair value measurement method. Under the fair value measurement method, servicing assets are measured at estimated fair value each period with changes in fair value recorded as a component of mortgage income. The fair value of mortgage servicing rights is calculated using various assumptions including future cash flows, market discount rates, expected prepayment rates, servicing costs and other factors. A significant change in prepayments of mortgages in the servicing portfolio could result in significant changes in the valuation adjustments, thus creating potential volatility in the carrying amount of mortgage servicing rights. The valuation method relies on an option-adjusted spread ("OAS") to consider prepayment risk and equate the asset's discounted cash flows to its market price. See the “Fair Value Measurements” section below for additional discussion regarding determination of fair value.
Refer to Note 7 for further information on servicing of financial assets.
FORECLOSED PROPERTY AND OTHER REAL ESTATE
Other real estate and certain other assets acquired in satisfaction of indebtedness (“foreclosure”) are carried in other assets at the lower of the recorded investment in the loan or estimated fair value less estimated costs to sell the property. At the date of transfer, when the recorded investment in the loan exceeds the property’s estimated fair value less costs to sell, write-downs are recorded as estimated charge-offs against the allowance. Regions allows a period of up to 60 days after the date of transfer to record finalized write-downs as charge-offs against the allowance in order to properly accumulate all related invoices and updated valuation information, if necessary. Subsequent to transfer, Regions obtains valuations from professional valuation experts and/or third party appraisers on at least an annual basis. See the “Fair Value Measurements” section below for additional discussion regarding determination of fair value. Subsequent to transfer and the additional 60 days, any further write-downs are recorded as other non-interest expense. Gain or loss on the sale of foreclosed property and other real estate is included in other non-interest expense. At December 31, 2013 and 2012, the carrying values of foreclosed properties were approximately $136 million and $149 million, respectively.
From time to time, assets classified as premises and equipment are transferred to held for sale for various reasons. These assets are carried in other assets at the lower of the recorded investment in the asset or fair value less estimated cost to sell based upon the property’s appraised value at the date of transfer. Any write-downs of property held for sale are recorded as other non-interest expense. At December 31, 2013 and 2012, the carrying values of premises and equipment held for sale were approximately $22 million and $20 million, respectively.
DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES
The Company enters into derivative financial instruments to manage interest rate risk, facilitate asset/liability management strategies and manage other exposures. These instruments primarily include interest rate swaps, options on interest rate swaps, interest rate caps and floors, Eurodollar futures, forward rate contracts and forward sale commitments. All derivative financial instruments are recognized on the consolidated balance sheets as other assets or other liabilities, as applicable, at estimated fair value. Regions enters into master netting agreements with counterparties and/or requires collateral to cover exposures. In at least some cases, counterparties post collateral at a zero threshold regardless of credit rating.
Interest rate swaps are agreements to exchange interest payments based upon notional amounts. Interest rate swaps subject Regions to market risk associated with changes in interest rates, as well as the credit risk that the counterparty will fail to perform. Option contracts involve rights to buy or sell financial instruments on a specified date or over a period at a specified price. These rights do not have to be exercised. Some option contracts such as interest rate floors, involve the exchange of cash based on changes in specified indices. Interest rate floors are contracts to hedge interest rate declines based on a notional amount. Interest rate floors subject Regions to market risk associated with changes in interest rates, as well as the credit risk that the counterparty will fail to perform. Forward rate contracts are commitments to buy or sell financial instruments at a future date at a specified price or yield. Regions primarily enters into forward rate contracts on marketable instruments, which expose Regions to market risk associated with changes in the value of the underlying financial instrument, as well as the credit risk that the counterparty will fail to perform. Eurodollar futures are futures contracts on Eurodollar deposits. Eurodollar futures subject Regions to market risk associated with changes in interest rates. Because futures contracts are cash settled daily, there is minimal credit risk associated with Eurodollar futures. Forward sale commitments are sales of securities at a specified price at a future date. Forward sale commitments subject Regions to market risk associated with changes in interest rates, as well as the credit risk that the counterparty will fail to perform.
Derivative financial instruments that qualify for hedge accounting are designated, based on the exposure being hedged, as either fair value or cash flow hedges.
Fair value hedge relationships mitigate exposure to the change in fair value of an asset, liability or firm commitment. Under the fair value hedging model, gains or losses attributable to the change in fair value of the derivative instrument, as well as the gains and losses attributable to the change in fair value of the hedged item, are recognized in other non-interest expense in the period in which the change in fair value occurs. Hedge ineffectiveness is recognized as other non-interest expense to the extent the changes in fair value of the derivative do not offset the changes in fair value of the hedged item. The corresponding adjustment to the hedged asset or liability is included in the basis of the hedged item, while the corresponding change in the fair value of the derivative instrument is recorded as an adjustment to other assets or other liabilities, as applicable.
Cash flow hedge relationships mitigate exposure to the variability of future cash flows or other forecasted transactions. For cash flow hedge relationships, the effective portion of the gain or loss related to the derivative instrument is recognized as a component of accumulated other comprehensive income (loss). Ineffectiveness is measured by comparing the change in fair value of the respective derivative instrument and the change in fair value of a “perfectly effective” hypothetical derivative instrument. Ineffectiveness will be recognized in earnings only if it results from an overhedge. The ineffective portion of the gain or loss related to the derivative instrument, if any, is recognized in earnings as other non-interest expense during the period of change. Amounts recorded in accumulated other comprehensive income (loss) are recognized in earnings in the period or periods during which the hedged item impacts earnings.
The Company formally documents all hedging relationships between hedging instruments and the hedged items, as well as its risk management objective and strategy for entering into various hedge transactions. The Company performs periodic assessments to determine whether the hedging relationship has been highly effective in offsetting changes in fair values or cash flows of hedged items and whether the relationship is expected to continue to be highly effective in the future.
When a hedge is terminated or hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, or because it is probable that the forecasted transaction will not occur by the end of the specified time period, the derivative will continue to be recorded as an other asset or other liability in the consolidated balance sheets at its estimated fair value, with changes in fair value recognized in capital markets fee income and other. Any asset or liability that was recorded pursuant to recognition of the firm commitment is removed from the consolidated balance sheets and recognized in other non-interest expense. Gains and losses that were unrecognized and accumulated in accumulated other comprehensive income (loss) pursuant to the hedge of a forecasted transaction are recognized immediately in other non-interest expense.
Derivative contracts related to continuing operations that do not qualify for hedge accounting are classified as other assets or liabilities with gains and losses related to the change in fair value recognized in capital markets fee income and other or mortgage income, as applicable, in the statements of operations during the period. These positions, as well as non-derivative instruments, are used to mitigate economic and accounting volatility related to customer derivative transactions, the mortgage pipeline and the fair value of of mortgage servicing rights. Derivative contracts that were related to Morgan Keegan activities are included in discontinued operations.
Regions enters into interest rate lock commitments, which are commitments to originate mortgage loans whereby the interest rate on the loan is determined prior to funding and the customers have locked into that interest rate. Accordingly, such commitments are recorded at estimated fair value with changes in fair value recorded in mortgage income. Regions also has corresponding forward sale commitments related to these interest rate lock commitments, which are recorded at fair value with changes in fair value recorded in mortgage income. See the “Fair Value Measurements” section below for additional information related to the valuation of interest rate lock commitments.
Regions enters into various derivative agreements with customers desiring protection from possible future market fluctuations. Regions manages the market risk associated with these derivative agreements in a trading portfolio. The contracts in this portfolio do not qualify for hedge accounting and are marked-to-market through earnings and included in other assets and other liabilities.
Concurrent with the election to use fair value measurement for mortgage servicing rights, Regions began using various derivative instruments to mitigate the impact of changes in the fair value of mortgage servicing rights in the statements of operations. This effort may involve the use of various derivative instruments, including, but not limited to, forwards, futures, swaps and options. These derivatives are carried at estimated fair value, with changes in fair value reported in mortgage income.
Refer to Note 20 for further discussion and details of derivative financial instruments and hedging activities.
INCOME TAXES
The Company accounts for income taxes using the asset and liability method, which requires the recognition of deferred tax assets and liabilities for expected future tax consequences. Under this method, deferred tax assets and liabilities are determined by applying the federal and state tax rates to the differences between financial statement carrying amounts and the corresponding tax bases of assets and liabilities. Deferred tax assets are also recorded for any tax attributes, such as tax credit and net operating loss carryforwards. The net balance of deferred tax assets and liabilities is reported in other assets in the consolidated balance sheets. Any effect of a change in federal and state tax rates on deferred tax assets and liabilities is recognized in income tax expense in the period that includes the enactment date. The Company reflects the expected amount of income tax to be paid or refunded during the year as current income tax expense or benefit, as applicable.
The Company evaluates the realization of deferred tax assets based on all positive and negative evidence available at the balance sheet date. Realization of deferred tax assets is based on the Company’s judgments about relevant factors affecting their realization, including taxable income within any applicable carryback periods, future projected taxable income, reversal of taxable temporary differences and other tax-planning strategies to maximize realization of the deferred tax assets. A valuation allowance is recorded for any deferred tax assets that are not more-likely-than-not to be realized.
Income tax benefits generated from uncertain tax positions are accounted for using the recognition and cumulative-probability measurement thresholds. Based on the technical merits, if a tax benefit is not more-likely-than-not of being sustained upon examination, the Company records a liability for the recognized income tax benefit. If a tax benefit is more-likely-than-not of being sustained based on the technical merits, the Company utilizes the cumulative probability measurement and records an income tax benefit equivalent to the largest amount of tax benefit that is greater than 50 percent likely to be realized upon ultimate settlement with a taxing authority. The Company recognizes interest expense, interest income and penalties related to unrecognized tax benefits within current income tax expense.
Refer to Note 19 for further discussion regarding income taxes.
TREASURY STOCK
The purchase of the Company’s common stock is recorded at cost. At the date of retirement or subsequent reissuance, treasury stock is reduced by the cost of such stock with differences recorded in additional paid-in capital or retained earnings, as applicable.
SHARE-BASED PAYMENTS
Regions sponsors stock plans which most commonly include restricted stock (i.e., unvested common stock), restricted stock units, performance stock units and stock options. The Company accounts for share-based payments under the fair value recognition provisions whereby compensation cost is measured based on the estimated fair value of the award at the grant date and is recognized in the consolidated financial statements on a straight-line basis over the requisite service period for service-based awards. The fair value of restricted stock, restricted stock units or performance stock units is determined based on the closing price of Regions’ common stock on the date of grant. Historical data is also used to estimate future employee attrition, which is used to calculate an expected forfeiture rate. The fair value of stock options where vesting is based on service is estimated at the date of grant using a Black-Scholes option pricing model and related assumptions. Expected volatility considers implied volatility from traded options on the Company’s stock and, primarily, historical volatility of the Company’s stock. Regions considers historical data to estimate future option exercise behavior, which is used to derive an option’s expected term. The expected term represents the period of time that options are expected to be outstanding from the grant date. Historical data is also used to estimate future employee attrition, which is used to calculate an expected forfeiture rate. Groups of employees that have similar historical exercise behavior are reviewed and considered for valuation purposes. The risk-free rate is based on the U.S. Treasury yield curve in effect at the time of grant and the weighted-average expected life of the grant. Regions issues new common shares to settle stock options.
See Note 16 for further discussion and details of share-based payments.
REVENUE RECOGNITION
The largest source of revenue for Regions is interest income. Interest income is recognized using the interest method driven by nondiscretionary formulas based on written contracts, such as loan agreements or securities contracts. Credit-related fees, including letter of credit fees, finance charges and fees related to credit cards are recognized in non-interest income when earned. Regions recognizes commission revenue and exchange and clearance fees on a trade-date basis. Other types of non-interest revenues, such as service charges on deposits, interchange income on credit cards and trust revenues, are accrued and recognized into income as services are provided and the amount of fees earned are reasonably determinable.
PER SHARE AMOUNTS
Earnings (loss) per common share computations are based upon the weighted-average number of shares outstanding during the period. Diluted earnings (loss) per common share computations are based upon the weighted-average number of shares outstanding during the period, plus the effect of outstanding stock options and stock performance awards if dilutive. If applicable, the diluted earnings (loss) per common share computation also assumes conversion of any outstanding convertible preferred stock and warrants, unless such an assumed conversion would be antidilutive. Refer to Note 15 for additional information.
FAIR VALUE MEASUREMENTS
Fair value guidance establishes a framework for using fair value to measure assets and liabilities and defines fair value as the price that would be received to sell an asset or paid to transfer a liability (an exit price) as opposed to the price that would be paid to acquire the asset or received to assume the liability (an entry price). A fair value measure should reflect the assumptions that market participants would use in pricing the asset or liability, including the assumptions about the risk inherent in a particular valuation technique, the effect of a restriction on the sale or use of an asset and the risk of nonperformance. Required disclosures include stratification of balance sheet amounts measured at fair value based on inputs the Company uses to derive fair value measurements. These strata include:
•	Level 1 valuations, where the valuation is based on quoted market prices for identical assets or liabilities traded in active markets (which include exchanges and over-the-counter markets with sufficient volume),
•	Level 2 valuations, where the valuation is based on quoted market prices for similar instruments traded in active markets, quoted prices for identical or similar instruments in markets that are not active and model-based valuation techniques for which all significant assumptions are observable in the market, and
•	Level 3 valuations, where the valuation is generated from model-based techniques that use significant assumptions not observable in the market, but observable based on Company-specific data. These unobservable assumptions reflect the Company’s own estimates for assumptions that market participants would use in pricing the asset or liability. Valuation techniques typically include option pricing models, discounted cash flow models and similar techniques, but may also include the use of market prices of assets or liabilities that are not directly comparable to the subject asset or liability.
ITEMS MEASURED AT FAIR VALUE ON A RECURRING BASIS
Trading account securities, securities available for sale, certain mortgage loans held for sale, mortgage servicing rights, derivative assets and derivative liabilities are recorded at fair value on a recurring basis. Below is a description of valuation methodologies for these assets and liabilities.
Trading account securities and securities available for sale consist of U.S. Treasuries, obligations of states and political subdivisions, mortgage-backed securities (including agency securities), other debt securities and equity securities.
•	U.S. Treasuries are valued based on quoted market prices of identical assets on active exchanges (Level 1 measurements as described above) and also using data from third-party pricing services for similar securities as applicable. Pricing from these third party services is generally based on a market approach using observable inputs such as benchmark yields, reported trades, broker/dealer quotes, benchmark securities, bid and offers. These valuations are Level 2 measurements.
•	Mortgage-backed securities are valued primarily using data from third-party pricing services for similar securities as applicable. Pricing from these third-party services is generally based on a market approach using observable inputs such as benchmark yields, reported trades, broker/dealer quotes, benchmark securities, to be announced (“TBA”) prices, issuer spreads, bids and offers, monthly payment information, and collateral performance, as applicable. These valuations are Level 2 measurements. Where such comparable data is not available, the Company develops valuations based on assumptions that are not readily observable in the market place; these valuations are Level 3 measurements.
•	Obligations of states and political subdivisions are generally based on data from third-party pricing services. The valuations are based on a market approach using observable inputs such as benchmark yields, Municipal Securities Rulemaking Board (“MSRB”) reported trades, material event notices and new issue data. These valuations are Level 2 measurements. Where such comparable data is not available, the Company develops valuations based on assumptions that are not readily observable in the market place; these valuations are Level 3 measurements.
•	Other debt securities are valued based on Level 1, 2 and 3 measurements, depending on pricing methodology selected and are valued primarily using data from third-party pricing services. Pricing from these third-party pricing services is generally based on a market approach using observable inputs such as benchmark yields, reported trades, broker/dealer quotes, issuer spreads, benchmark securities, bids and offers, and Trade Reporting and Compliance Engine (“TRACE”) reported trades.
•	Equity securities are valued based on quoted market prices of identical assets on active exchanges; these valuations are Level 1 measurements.
Regions’ trading account securities and the majority of securities available for sale are valued using third-party pricing services. To validate pricing related to investment securities held in the trading account securities portfolios, pricing received from third-party pricing services is compared to available market data for reasonableness and/or pricing information from other third-party pricing services.
To validate pricing related to liquid investment securities, which represent the vast majority of the available for sale portfolio (e.g., mortgage-backed securities), Regions compares price changes received from the pricing service to overall changes in market factors in order to validate the pricing received. To validate pricing received on less liquid investment securities in the available for sale portfolio, Regions receives pricing from third-party brokers/dealers on a sample of securities that are then compared to the pricing received. The pricing service uses standard observable inputs when available, for example: benchmark yields, reported trades, broker-dealer quotes, issuer spreads, benchmark securities, and bids and offers, among others. For certain security types, additional inputs may be used, or some inputs may not be applicable. It is not customary for Regions to adjust the pricing received for the available for sale portfolio. In the event that prices are adjusted, Regions classifies the measurement as a Level 3 measurement.
Mortgage loans held for sale consist of residential first mortgage loans held for sale that are valued based on traded market prices of similar assets where available and/or discounted cash flows at market interest rates, adjusted for securitization activities that include servicing value and market conditions, a Level 2 measurement. Regions has elected to measure certain mortgage loans held for sale at fair value by applying the fair value option (see additional discussion under the “Fair Value Option” section in Note 21).
Mortgage servicing rights consist of residential mortgage servicing rights and are valued using an option-adjusted spread valuation approach, a Level 3 measurement. The underlying assumptions and estimated values are periodically corroborated by values received from an independent third party. See Note 7 for information regarding the servicing of financial assets and additional details regarding the assumptions relevant to this valuation.
Derivative assets and liabilities, which primarily consist of interest rate contracts that include futures, options and swaps, are included in other assets and other liabilities (as applicable) on the consolidated balance sheets. Interest rate swaps are predominantly traded in over-the-counter markets and, as such, values are determined using widely accepted discounted cash flow models, which are Level 2 measurements. These discounted cash flow models use projections of future cash payments/receipts that are discounted at mid-market rates. The assumed cash flows are sourced from an assumed yield curve, which is consistent with industry standards and conventions. These valuations are adjusted for the unsecured credit risk at the reporting date, which considers collateral posted and the impact of master netting agreements. For options and futures contracts traded in over-the-counter markets, values are determined using discounted cash flow analyses and option pricing models based on market rates and volatilities, which are Level 2 measurements. Interest rate lock commitments on loans intended for sale, treasury locks and credit derivatives are valued using option pricing models that incorporate significant unobservable inputs, and therefore are Level 3 measurements.
ITEMS MEASURED AT FAIR VALUE ON A NON-RECURRING BASIS
From time to time, certain assets may be recorded at fair value on a non-recurring basis. These non-recurring fair value adjustments typically are a result of the application of lower of cost or fair value accounting or a write-down occurring during the period. For example, if the fair value of an asset in these categories falls below its cost basis, it is considered to be at fair value at the end of the period of the adjustment. In periods where there is no adjustment, the asset is generally not considered to be at fair value. The following is a description of the valuation methodologies used for certain assets that are recorded at fair value.
Foreclosed property and other real estate is carried in other assets at the lower of the recorded investment in the loan or fair value less estimated costs to sell the property. The fair value for foreclosed property that is based on either observable transactions of similar instruments or formally committed sale prices is classified as a Level 2 measurement. If no formally committed sale price is available, Regions also obtains valuations from professional valuation experts and/or third party appraisers. Updated valuations are obtained on at least an annual basis. Foreclosed property exceeding established dollar thresholds is valued based on appraisals. Appraisals are performed by third-parties with appropriate professional certifications and conform to generally accepted appraisal standards as evidenced by the Uniform Standards of Professional Appraisal Practice. Regions’ policies related to appraisals conform to regulations established by the Financial Institutions Reform, Recovery and Enforcement Act of 1989 and other regulatory guidance. Professional valuations are considered Level 2 measurements because they are based largely on observable inputs. Regions has a centralized appraisal review function that is responsible for reviewing all appraisals for compliance with banking regulations and guidelines as well as appraisal standards. Based on these reviews, Regions may make adjustments to the market value conclusions determined in the appraisals of real estate (either as other real estate or loans held for sale) when the appraisal review function determines that the valuation is based on inappropriate assumptions or where the conclusion is not sufficiently supported by the market data presented in the appraisal. Adjustments to the market value conclusions are discussed with the professional valuation experts and/or third party appraisers; the magnitude of the adjustments that are not mutually agreed upon is insignificant. In either event, adjustments, if made, must be based on sufficient information available to support an alternate opinion of market value. An estimated standard discount factor, which is updated at least annually, is applied to the appraisal amount for certain commercial and investor real estate properties when the recorded investment in the loan is transferred into foreclosed property. Internally adjusted valuations are considered Level 3 measurements as management uses assumptions that may not be observable in the market.
Loans held for sale for which the fair value option has not been elected are recorded at the lower of cost or fair value and therefore are reported at fair value on a non-recurring basis. The fair values for commercial loans held for sale that are based on formally committed loan sale prices or valuations performed using observable inputs are classified as a Level 2 measurement. If no formally committed sales price is available, a professional valuation is obtained, consistent with the process described above for foreclosed property and other real estate.
Certain residential first mortgage loans were transferred to held for sale status late in the fourth quarter of 2013. These loans were written down to their estimated fair value upon transfer based on estimated third-party valuations utilizing recent sales data for similar transactions. Broker opinion statements were also obtained as additional evidence to support the estimated third-party valuations. The discounts taken were intended to represent the perspective of a market participant, considering among other things, required investor returns which include liquidity discounts reflected in similar bulk transactions. These unobservable inputs are considered Level 3 measurements.
FAIR VALUE OF FINANCIAL INSTRUMENTS
The following methods and assumptions were used by the Company in estimating fair values of financial instruments that are not disclosed above:
Cash and cash equivalents: The carrying amounts reported in the consolidated balance sheets and cash flows approximate the estimated fair values. Because these amounts generally relate to either currency or highly liquid assets, these are considered Level 1 valuations.
Securities held to maturity: The fair values of securities held to maturity are estimated in the same manner as the corresponding securities available for sale, which are measured at fair value on a recurring basis.
Loans, (excluding leases), net of unearned income and allowance for loan losses: A discounted cash flow method under the income approach is utilized to estimate the fair value of the loan portfolio. The discounted cash flow method relies upon assumptions about the amount and timing of principal and interest payments, principal prepayments, and estimates of principal defaults, loss given default, and current market rates (excluding credit). The loan portfolio is aggregated into categories based on loan type and credit quality. For each loan category, weighted average statistics, such as coupon rate, age, and remaining term are calculated. These are Level 3 valuations.
Other interest-earning assets: The carrying amounts reported in the consolidated balance sheets approximate the estimated fair values. While these instruments are not actively traded in the market, the majority of the inputs required to value them are actively quoted and can be validated through external sources. Accordingly, these are Level 2 valuations.
Deposits: The fair value of non-interest-bearing demand accounts, interest-bearing transaction accounts, savings accounts, money market accounts and certain other time deposit accounts is the amount payable on demand at the reporting date (i.e., the carrying amount). Fair values for certificates of deposit are estimated by using discounted cash flow analyses, based on market spreads to benchmark rates. These are Level 2 valuations.
Short-term and long-term borrowings: The carrying amounts of short-term borrowings reported in the consolidated balance sheets approximate the estimated fair values, and are considered Level 2 measurements as similar instruments are traded in active markets. The fair values of certain long-term borrowings are estimated using quoted market prices of identical instruments and are considered Level 1 measurements. If identical instruments are not available, fair values are estimated using quoted market prices for similar instruments and are considered Level 2 valuations. Otherwise, valuations are based on a combination of non-binding broker quotes and quoted prices for identical instruments in non-active markets and are considered Level 3 valuations.
Loan commitments and letters of credit: The estimated fair values for these off-balance sheet instruments are based on probabilities of funding to project future loan fundings, which are discounted using the loan methodology described above. The premiums/discounts are adjusted for the time value of money over the average remaining life of the commitments and the opportunity cost associated with regulatory requirements. Because the probabilities of funding and loan valuations are not observable in the market and are considered Company specific inputs, these are Level 3 valuations.
Indemnification obligation: The estimated fair value of the indemnification obligation was determined through the use of a present value calculation that takes into account the future cash flows that a market participant would expect to receive from holding the indemnification liability as an asset. Regions performed a probability-weighted cash flow analysis and discounted the result at a credit-adjusted risk free rate. Because the future cash flows and probability weights are Company-specific inputs, this is a Level 3 valuation.
See Note 21 for additional information related to fair value measurements.
RECENT ACCOUNTING PRONOUNCEMENTS AND ACCOUNTING CHANGES
In December 2011, the Financial Accounting Standards Board ("FASB") issued new accounting guidance that eliminates offsetting of financial instruments disclosure differences between GAAP and International Financial Reporting Standards ("IFRS"). New disclosures are required for recognized financial instruments, such as derivatives, repurchase agreements, and reverse repurchase agreements, that are either (1) offset on the balance sheet in accordance with the FASB's offsetting guidance or (2) subject to an enforceable master netting arrangement or similar agreement, regardless of whether they are offset in accordance with the FASB's offsetting guidance. The objective of the new disclosure requirements is to enable users of the financial statements to evaluate the effect or potential effect of netting arrangements on an entity's financial position, including the effect or potential effect of rights of setoff associated with certain financial instruments and derivative instruments. This amended guidance was applied retrospectively and was effective for fiscal years, and interim periods within those years, beginning on or after January 1, 2013. Regions adopted this guidance beginning with first quarter 2013 financial reporting. See Notes 11 and 20 for the newly-required disclosures.
In July 2012, the FASB issued new accounting guidance related to the impairment of indefinite-lived intangible assets. The guidance simplifies how entities test indefinite-lived intangible assets, other than goodwill, and is similar to the new qualitative impairment test for goodwill. The guidance allows entities to elect to first perform qualitative tests to determine the likelihood that the indefinite-lived intangible asset's fair value is less than its carrying value. If it is determined that it is more likely than not that the fair value of the indefinite-lived intangible asset is less than its carrying amount, the entity would then perform the first step of the impairment test. The guidance was effective for annual and interim impairment tests performed for fiscal years beginning after September 15, 2012. Regions adopted this guidance beginning with the first quarter 2013 financial reporting. The guidance did not have a material impact upon adoption.
In February 2013, the FASB issued new accounting guidance related to disclosure of significant amounts reclassified out of accumulated other comprehensive income by component and the respective line items of net income. The guidance was effective for fiscal periods beginning after December 15, 2012. Regions adopted this guidance beginning with the first quarter 2013 financial reporting. See Note 14 for the newly-required disclosure.
In July 2013, the FASB issued new accounting guidance to include the Fed Funds Effective Swap Rate as an appropriate benchmark interest rate in the accounting for fair value and cash flow hedges in the United States. The guidance is effective prospectively for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. The amended guidance did not have a material impact upon adoption.
FUTURE APPLICATION OF ACCOUNTING STANDARDS
In January 2014, the FASB issued new accounting guidance related to the accounting for investments in qualified affordable housing projects. The guidance allows the holder of low income housing tax credit ("LIHTC") investments to apply a proportional amortization method that would recognize the cost of the investment as a part of income tax expense, provided that the investment meets certain criteria. The guidance is silent regarding statement of financial position classification, although it would not be appropriate to classify the investment as a deferred tax asset. The decision to apply the proportional amortization method is an accounting policy election. Entities may also elect to continue to account for these investments using the equity method. The guidance will be applied retrospectively and is effective for fiscal years, and interim periods within those years, beginning after December 15, 2014. Early adoption is permitted. Regions is in the process of reviewing the potential impact the adoption of this guidance will have to its consolidated financial statements.
In January 2014, the FASB issued new accounting guidance regarding the reclassification of residential real estate collateralized consumer mortgage loans upon foreclosures. The guidance requires reclassification of a consumer mortgage loan to other real estate owned upon obtaining legal title to the residential property, which could occur either through foreclosure or through a deed in lieu of foreclosure or similar legal agreement. The existence of a borrower redemption right will not prevent the lender from reclassifying a loan to real estate once the lender obtains legal title to the property. In addition, entities are required to disclose the amount of foreclosed residential real estate properties and the recorded investment in residential real estate mortgage loans in the process of foreclosure on both an interim and annual basis. The guidance may be applied prospectively or on a modified retrospective basis in fiscal years, and interim periods within those fiscal years, beginning after December 15, 2014. Early adoption is permitted. Regions is in the process of reviewing the potential impact the adoption of this guidance will have to its consolidated financial statements.

Variable_Interest_Entities_Var

Variable Interest Entities Variable Interest Entities	12 Months Ended
	Dec. 31, 2013
Disclosure Variable Interest Entities Schedule Of Equity Method Investments [Abstract]	'
Equity Method Investments and Joint Ventures Disclosure [Text Block]	'
	VARIABLE INTEREST ENTITIES
	Regions is involved in various entities that are considered to be VIEs, as defined by authoritative accounting literature. Generally, a VIE is a corporation, partnership, trust or other legal structure that either does not have equity investors with substantive voting rights or has equity investors that do not provide sufficient financial resources for the entity to support its activities. The following discusses the VIEs in which Regions has a significant interest.
	Regions owned the common stock of subsidiary business trusts, which had issued mandatorily redeemable preferred capital securities (“trust preferred securities”) in the aggregate of approximately $1 billion at the time of issuance. The aggregate principal amount of trust preferred securities outstanding at December 31, 2012 was approximately $498 million. These trusts met the definition of a VIE of which Regions was not the primary beneficiary; the trusts’ only assets were junior subordinated debentures issued by Regions, which were acquired by the trusts using the proceeds from the issuance of the trust preferred securities and common stock. These junior subordinated debentures were all redeemed during 2013. Prior to the redemption, these junior subordinated debentures were included in long-term borrowings and Regions’ equity interests in the business trusts were included in other assets. Interest expense on the junior subordinated debentures was reported in interest expense on long-term borrowings.
	Regions periodically invests in various limited partnerships that sponsor affordable housing projects, which are funded through a combination of debt and equity. These partnerships meet the definition of a VIE. Due to the nature of the management activities of the general partner, Regions is not the primary beneficiary of these partnerships and accounts for these investments in other assets on the consolidated balance sheets using the equity method. Regions reports its equity share of the partnership gains and losses as an adjustment to non-interest income. Regions reports its commitments to make future investments in other liabilities on the consolidated balance sheets. The Company also receives tax credits, which are reported as a reduction of income tax expense (or increase to income tax benefit). Additionally, Regions has short-term construction loans or letters of credit commitments with certain limited partnerships. The funded portion of the short-term loans and letters of credit is classified as commercial and industrial loans or investor real estate construction loans, as applicable, on the consolidated balance sheets. Regions also has long-term mortgage loans with certain limited partnerships. These long-term loans are classified as investor real estate mortgage loans in Note 5.
	A summary of Regions’ equity method investments and related loans and letters of credit, representing Regions’ maximum exposure to loss as of December 31 is as follows:
		2013		2012
		(In millions)
	Equity method investments included in other assets	$	863	$	774
	Unfunded commitments included in other liabilities	267		197
	Short-term construction loans and letters of credit commitments	227		165
	Funded portion of short-term loans and letters of credit	110		82

Discontinued_Operations

Discontinued Operations	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Discontinued Operations	'
	DISCONTINUED OPERATIONS
	On January 11, 2012, Regions entered into a stock purchase agreement to sell Morgan Keegan and related affiliates to Raymond James Financial, Inc. (“Raymond James”). The transaction closed on April 2, 2012. Regions Investment Management, Inc. (formerly known as Morgan Asset Management, Inc.) and Regions Trust were not included in the sale. In connection with the closing of the sale, Regions agreed to indemnify Raymond James for all litigation matters related to pre-closing activities. See Note 23 for related disclosure.
	The following table represents the condensed results of operations for discontinued operations:
		Year Ended December 31
		2013			2012			2011
		(In millions, except per share data)
	Interest income	$	—		$	8		$	37
	Interest expense	—			1			6
	Net interest income	—			7			31
	Non-interest income:
	Brokerage, investment banking and capital markets	—			233			938
	Gain on sale	—			19			—
	Other	—			12			57
	Total non-interest income	—			264			995
	Non-interest expense:
	Salaries and employee benefits	—			171			644
	Net occupancy expense	—			9			36
	Furniture and equipment expense	—			8			30
	Goodwill impairment	—			—			492
	Professional and legal expenses	23			152			93
	Other	1			30			139
	Total non-interest expense	24			370			1,434
	Income (loss) from discontinued operations before income taxes	(24		)	(99		)	(408		)
	Income tax expense (benefit)	(11		)	(40		)	(4		)
	Income (loss) from discontinued operations, net of tax	$	(13	)	$	(59	)	$	(404	)
	Earnings (loss) per common share from discontinued operations:
	Basic	$	(0.01	)	$	(0.04	)	$	(0.32	)
	Diluted	$	(0.01	)	$	(0.04	)	$	(0.32	)

Securities

Securities	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Securities	'
	SECURITIES
	The amortized cost, gross unrealized gains and losses, and estimated fair value of securities held to maturity and securities available for sale are as follows:
		31-Dec-13
						Recognized in OCI (1)											Not recognized in OCI
		Amortized				Gross Unrealized Gains				Gross Unrealized Losses			Carrying Value				Gross			Gross				Estimated
		Cost															Unrealized			Unrealized				Fair
																	Gains			Losses				Value
		(In millions)
	Securities held to maturity:
	U.S. Treasury securities	$	1			$	—			$	—		$	1			$	—		$	—			$	1
	Federal agency securities	351				—				(15		)	336				—			(3		)		333
	Mortgage-backed securities:
	Residential agency	1,878				—				(81		)	1,797				—			(37		)		1,760
	Commercial agency	227				—				(8		)	219				—			(6		)		213
		$	2,457			$	—			$	(104	)	$	2,353			$	—		$	(46	)		$	2,307
	Securities available for sale:
	U.S. Treasury securities	$	56			$	—			$	—		$	56										$	56
	Federal agency securities	88				1				—			89											89
	Obligations of states and political subdivisions	5				—				—			5											5
	Mortgage-backed securities:
	Residential agency	15,664				183				(170		)	15,677											15,677
	Residential non-agency	8				1				—			9											9
	Commercial agency	947				4				(16		)	935											935
	Commercial non-agency	1,232				12				(33		)	1,211											1,211
	Corporate and other debt securities	2,855				44				(72		)	2,827											2,827
	Equity securities	664				12				—			676											676
		$	21,519			$	257			$	(291	)	$	21,485										$	21,485
	_________
	-1	The gross unrealized losses recognized in other comprehensive income (OCI) on held to maturity securities resulted from a transfer of available for sale securities to held to maturity in the second quarter of 2013.
		December 31, 2012
		Amortized				Gross Unrealized Gains				Gross Unrealized Losses			Estimated
		Cost											Fair
													Value
		(In millions)
	Securities held to maturity:
	U.S. Treasury securities	$	2			$	—			$	—		$	2
	Federal agency securities	2				—				—			2
	Mortgage-backed securities:
	Residential agency	6				1				—			7
		$	10			$	1			$	—		$	11
	Securities available for sale:
	U.S. Treasury securities	$	50			$	2			$	—		$	52
	Federal agency securities	550				4				(1		)	553
	Obligations of states and political subdivisions	9				—				—			9
	Mortgage-backed securities:
	Residential agency	20,721				574				(18		)	21,277
	Residential non-agency	12				1				—			13
	Commercial agency	705				20				—			725
	Commercial non-agency	1,055				43				—			1,098
	Corporate and other debt securities	2,762				81				(8		)	2,835
	Equity securities	679				4				(1		)	682
		$	26,543			$	729			$	(28	)	$	27,244
	During the second quarter of 2013, Regions transferred securities with a fair value of $2.4 billion from available for sale to held to maturity. Management determined it has both the positive intent and ability to hold these securities to maturity. The securities were reclassified at fair value at the time of transfer and represented a non-cash transaction. Accumulated other comprehensive income included net pre-tax unrealized losses of $111 million on the securities at the date of transfer. These unrealized losses and the offsetting OCI components are being amortized into net interest income over the remaining life of the related securities as a yield adjustment, resulting in no impact on future net income.
	Equity securities in the tables above included the following amortized cost related to Federal Reserve Bank stock and Federal Home Loan Bank (“FHLB”) stock. Shares in the Federal Reserve Bank and FHLB are accounted for at amortized cost, which approximates fair value.
			December 31, 2013				December 31, 2012
			(In millions)
	Federal Reserve Bank		$	472			$	484
	Federal Home Loan Bank		67				73
	Securities with carrying values of $12.5 billion and $11.8 billion at December 31, 2013 and 2012, respectively, were pledged to secure public funds, trust deposits and certain borrowing arrangements.
	The amortized cost and estimated fair value of securities available for sale and securities held to maturity at December 31, 2013, by contractual maturity, are shown below. Expected maturities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.
			Amortized				Estimated
			Cost				Fair Value
			(In millions)
Securities held to maturity:
Due in one year or less		$	1			$	1
Due after one year through five years		1				1
Due after five years through ten years		350				332
Mortgage-backed securities:
Residential agency		1,878				1,760
Commercial agency		227				213
		$	2,457			$	2,307
Securities available for sale:
Due in one year or less		$	50			$	50
Due after one year through five years		1,080				1,094
Due after five years through ten years		1,511				1,470
Due after ten years		363				363
Mortgage-backed securities:
Residential agency		15,664				15,677
Residential non-agency		8				9
Commercial agency		947				935
Commercial non-agency		1,232				1,211
Equity securities		664				676
		$	21,519			$	21,485
The following tables present gross unrealized losses and the related estimated fair value of securities available for sale and held to maturity at December 31, 2013 and for securities available for sale at December 31, 2012. There were no gross unrealized losses on debt securities held to maturity at December 31, 2012. For securities transferred to held to maturity from available for sale, the analysis in the tables below is comparing the securities' original amortized cost to its current estimated fair value. These securities are segregated between investments that have been in a continuous unrealized loss position for less than twelve months and twelve months or more.
		31-Dec-13
		Less Than Twelve								Twelve Months or More							Total
		Months
		Estimated				Gross				Estimated			Gross				Estimated			Gross
		Fair				Unrealized				Fair			Unrealized				Fair			Unrealized
		Value				Losses				Value			Losses				Value			Losses
		(In millions)
Securities held to maturity:
Federal agency securities		$	190			$	(9	)		$	142		$	(8	)		$	332		$	(17	)
Mortgage-backed securities:
Residential agency		1,236				(77		)		521			(41		)		1,757			(118		)
Commercial agency		212				(15		)		—			—				212			(15		)
		$	1,638			$	(101	)		$	663		$	(49	)		$	2,301		$	(150	)
Securities available for sale:
U.S. Treasury securities		$	15			$	—			$	1		$	—			$	16		$	—
Federal agency securities		3				—				9			—				12			—
Mortgage-backed securities:
Residential agency		6,153				(161		)		270			(9		)		6,423			(170		)
Commercial agency		610				(17		)		—			—				610			(17		)
Commercial non-agency		711				(30		)		62			(3		)		773			(33		)
All other securities		1,422				(58		)		209			(13		)		1,631			(71		)
		$	8,914			$	(266	)		$	551		$	(25	)		$	9,465		$	(291	)
		December 31, 2012
		Less Than Twelve								Twelve Months or More							Total
		Months
		Estimated				Gross				Estimated			Gross				Estimated			Gross
		Fair				Unrealized				Fair			Unrealized				Fair			Unrealized
		Value				Losses				Value			Losses				Value			Losses
		(In millions)
Securities available for sale:
Federal agency securities		$	350			$	(1	)		$	—		$	—			$	350		$	(1	)
Mortgage-backed securities:
Residential agency		1,777				(16		)		157			(2		)		1,934			(18		)
All other securities		884				(9		)		—			—				884			(9		)
		$	3,011			$	(26	)		$	157		$	(2	)		$	3,168		$	(28	)
The number of individual securities in an unrealized loss position in the tables above increased from 378 at December 31, 2012 to 1,052 at December 31, 2013. The increase in the number of securities and the total amount of unrealized losses from year-end 2012 was primarily due to changes in interest rates. In some instances, spread widening also contributed to some degradation; however, there was no indication of an adverse change in credit on any of the underlying securities in the tables above. Management believes no individual unrealized loss represented an other-than-temporary impairment as of those dates. The Company does not intend to sell, and it is not more likely than not that the Company will be required to sell, the securities before the recovery of their amortized cost basis, which may be at maturity.
Credit-related impairment charges were immaterial for the years ended December 31, 2013, 2012 and 2011.
Gross realized gains and gross realized losses on sales of securities available for sale for years ended December 31 are shown in the table below. The cost of securities sold is based on the specific identification method.
		2013				2012				2011
	(In millions)
Gross realized gains		$	55			$	49			$	112
Gross realized losses		(29		)		(1		)		—
Securities gains, net		$	26			$	48			$	112

Loans_Notes

Loans (Notes)	12 Months Ended
	Dec. 31, 2013
Loans [Abstract]	'
Loans	'
	LOANS
	The following table presents the distribution of Regions' loan portfolio by segment and class, net of unearned income as of December 31:
		2013		2012
		(In millions)
	Commercial and industrial	$	29,413	$	26,674
	Commercial real estate mortgage—owner-occupied	9,495		10,095
	Commercial real estate construction—owner-occupied	310		302
	Total commercial	39,218		37,071
	Commercial investor real estate mortgage	5,318		6,808
	Commercial investor real estate construction	1,432		914
	Total investor real estate	6,750		7,722
	Residential first mortgage	12,163		12,963
	Home equity	11,294		11,800
	Indirect	3,075		2,336
	Consumer credit card	948		906
	Other consumer	1,161		1,197
	Total consumer	28,641		29,202
	Total loans, net of unearned income (1)	$	74,609	$	73,995
	_________
	-1	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $576 million and $756 million at December 31, 2013 and 2012, respectively.
	During 2013 and 2012, Regions purchased approximately $978 million and $882 million, respectively, in indirect loans from a third party.
	During 2012, Regions sold approximately $184 million of securities-based commercial and industrial loans to Raymond James pursuant to the Morgan Keegan sale (see Note 3). These loans were made by Regions, but were originally referred through Morgan Keegan and were secured by customer assets held in custody at Morgan Keegan.
	The loan portfolio is diversified geographically, primarily within Alabama, Arkansas, Florida, Georgia, Illinois, Indiana, Iowa, Kentucky, Louisiana, Mississippi, Missouri, North Carolina, South Carolina, Tennessee, Texas and Virginia.
	The following tables include details regarding Regions’ investment in leveraged leases included within the commercial and industrial loan portfolio class as of and for the years ended December 31:
		2013		2012
		(In millions)
	Rentals receivable	$	442	$	673
	Estimated residuals on leveraged leases	304		312
	Unearned income on leveraged leases	387		551
		2013		2012		2011
		(In millions)
	Pre-tax income from leveraged leases	$	45	$	43	$	46
	Income tax expense on income from leveraged leases	37		35		45
	The income above does not include leveraged lease termination gains of $39 million, $14 million and $8 million with related income tax expense of $33 million, $11 million and zero for the years ended December 31, 2013, 2012 and 2011, respectively.
	At December 31, 2013, $14 billion in loans held by Regions were pledged to secure borrowings from the FHLB. At December 31, 2013, an additional $29 billion of loans held by Regions were pledged to the Federal Reserve Bank.

Allowance_for_Credit_Losses

Allowance for Credit Losses	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Allowance for Credit Losses	'
	ALLOWANCE FOR CREDIT LOSSES
	Regions determines the appropriate level of the allowance on at least a quarterly basis. The methodology is described in Note 1 "Summary of Significant Accounting Policies."
	ROLLFORWARD OF ALLOWANCE FOR CREDIT LOSSES
	The following tables present analyses of the allowance for credit losses by portfolio segment for the years ended December 31, 2013, 2012 and 2011. The total allowance for loan losses and the related loan portfolio ending balances are then disaggregated to detail the amounts derived through individual evaluation and collective evaluation for impairment. Prior to the second quarter of 2013, only impaired loans with the amount of impairment measured at a note-level (i.e. non-accrual commercial and investor real-estate loans greater than or equal to $2.5 million) were reported as individually evaluated in the tables below. In the second quarter of 2013, Regions revised its presentation to also reflect all TDRs as individually evaluated for impairment through the use of a discounted cash flow analysis at a pool level as described in Note 1. The allowance for loan losses and the loan portfolio ending balances related to collectively evaluated loans included the remainder of the portfolio. Prior period amounts were reclassified to conform to this presentation.
	Beginning in the third quarter of 2013, Regions revised its estimation process for non-accrual commercial and investor real-estate loans less than $2.5 million to utilize the same discounted cash flow analysis used for accruing and non-accruing TDRs less than $2.5 million as described in Note 1. This change in the estimation process did not have a material impact to the overall level of the allowance for loan losses or the provision for loan losses. As a result, the December 31, 2013 allowance for loan losses and the loan portfolio ending balances for loans individually evaluated for impairment reflect this revision in the tables below.
			2013
			Commercial				Investor Real				Consumer				Total
							Estate
			(In millions)
	Allowance for loan losses, January 1, 2013		$	847			$	469			$	603			$	1,919
	Provision (credit) for loan losses		103				(203		)		238				138
	Loan losses:
	Charge-offs		(312		)		(70		)		(516		)		(898		)
	Recoveries		73				40				69				182
	Net loan losses		(239		)		(30		)		(447		)		(716		)
	Allowance for loan losses, December 31, 2013		711				236				394				1,341
	Reserve for unfunded credit commitments, January 1, 2013		69				10				4				83
	Provision (credit) for unfunded credit losses		(6		)		2				(1		)		(5		)
	Reserve for unfunded credit commitments, December 31, 2013		63				12				3				78
	Allowance for credit losses, December 31, 2013		$	774			$	248			$	397			$	1,419
	Portion of ending allowance for loan losses:
	Individually evaluated for impairment		$	230			$	118			$	98			$	446
	Collectively evaluated for impairment		481				118				296				895
	Total allowance for loan losses		$	711			$	236			$	394			$	1,341
	Portion of loan portfolio ending balance:
	Individually evaluated for impairment		$	1,022			$	761			$	883			$	2,666
	Collectively evaluated for impairment		38,196				5,989				27,758				71,943
	Total loans evaluated for impairment		$	39,218			$	6,750			$	28,641			$	74,609
			2012
			Commercial				Investor Real				Consumer				Total
							Estate
			(In millions)
	Allowance for loan losses, January 1, 2012		$	1,030			$	991			$	724			$	2,745
	Provision (credit) for loan losses		144				(295		)		364				213
	Loan losses:
	Charge-offs		(404		)		(272		)		(547		)		(1,223		)
	Recoveries		77				45				62				184
	Net loan losses		(327		)		(227		)		(485		)		(1,039		)
	Allowance for loan losses, December 31, 2012		847				469				603				1,919
	Reserve for unfunded credit commitments,		30				26				22				78
	1-Jan-12
	Provision (credit) for unfunded credit losses		39				(16		)		(18		)		5
	Reserve for unfunded credit commitments, December 31, 2012		69				10				4				83
	Allowance for credit losses, December 31, 2012		$	916			$	479			$	607			$	2,002
	Portion of ending allowance for loan losses:
	Individually evaluated for impairment*		$	214			$	211			$	196			$	621
	Collectively evaluated for impairment*		633				258				407				1,298
	Total allowance for loan losses		$	847			$	469			$	603			$	1,919
	Portion of loan portfolio ending balance:
	Individually evaluated for impairment*		$	1,047			$	1,257			$	1,653			$	3,957
	Collectively evaluated for impairment*		36,024				6,465				27,549				70,038
	Total loans evaluated for impairment		$	37,071			$	7,722			$	29,202			$	73,995
			2011
			Commercial				Investor Real				Consumer				Total
							Estate
			(In millions)
	Allowance for loan losses, January 1, 2011		$	1,055			$	1,370			$	760			$	3,185
	Provision (credit) for loan losses		475				468				587				1,530
	Loan losses:
	Charge-offs		(550		)		(880		)		(677		)		(2,107		)
	Recoveries		50				33				54				137
	Net loan losses		(500		)		(847		)		(623		)		(1,970		)
	Allowance for loan losses, December 31, 2011		1,030				991				724				2,745
Reserve for unfunded credit commitments,		32				16				23				71
1-Jan-11
Provision (credit) for unfunded credit losses		(2		)		10				(1		)		7
Reserve for unfunded credit commitments, December 31, 2011		30				26				22				78
Allowance for credit losses, December 31, 2011		$	1,060			$	1,017			$	746			$	2,823
Portion of ending allowance for loan losses:
Individually evaluated for impairment*		$	249			$	462			$	226			$	937
Collectively evaluated for impairment*		781				529				498				1,808
Total allowance for loan losses		$	1,030			$	991			$	724			$	2,745
Portion of loan portfolio ending balance:
Individually evaluated for impairment*		$	1,090			$	1,707			$	1,606			$	4,403
Collectively evaluated for impairment*		34,935				9,020				29,236				73,191
Total loans evaluated for impairment		$	36,025			$	10,727			$	30,842			$	77,594
_________
*As discussed above, prior period amounts have been reclassified to conform to the current period classification.
PORTFOLIO SEGMENT RISK FACTORS
The following describe the risk characteristics relevant to each of the portfolio segments.
Commercial—The commercial loan portfolio segment includes commercial and industrial loans to commercial customers for use in normal business operations to finance working capital needs, equipment purchases or other expansion projects. Commercial also includes owner-occupied commercial real estate loans to operating businesses, which are loans for long-term financing of land and buildings, and are repaid by cash flow generated by business operations. Owner-occupied construction loans are made to commercial businesses for the development of land or construction of a building where the repayment is derived from revenues generated from the business of the borrower. Collection risk in this portfolio is driven by the creditworthiness of underlying borrowers, particularly cash flow from customers’ business operations.
Investor Real Estate—Loans for real estate development are repaid through cash flow related to the operation, sale or refinance of the property. This portfolio segment includes extensions of credit to real estate developers or investors where repayment is dependent on the sale of real estate or income generated from the real estate collateral. A portion of Regions’ investor real estate portfolio segment is comprised of loans secured by residential product types (land, single-family and condominium loans) within Regions’ markets. Additionally, these loans are made to finance income-producing properties such as apartment buildings, office and industrial buildings, and retail shopping centers. Loans in this portfolio segment are particularly sensitive to valuation of real estate.
Consumer—The consumer loan portfolio segment includes residential first mortgage, home equity, indirect, consumer credit card, and other consumer loans. Residential first mortgage loans represent loans to consumers to finance a residence. These loans are typically financed over a 15 to 30 year term and, in most cases, are extended to borrowers to finance their primary residence. Home equity lending includes both home equity loans and lines of credit. This type of lending, which is secured by a first or second mortgage on the borrower’s residence, allows customers to borrow against the equity in their home. Real estate market values at the time the loan or line is secured directly affect the amount of credit extended. Additionally, changes in these values impact the depth of potential losses. Indirect lending, which is lending initiated through third-party business partners, is largely comprised of loans made through automotive dealerships. Consumer credit card includes Regions branded consumer credit card accounts. Other consumer loans include direct consumer installment loans and overdrafts. Loans in this portfolio segment are sensitive to unemployment and other key consumer economic measures.
CREDIT QUALITY INDICATORS
The following tables present credit quality indicators for the loan portfolio segments and classes, excluding loans held for sale, as of December 31, 2013 and 2012. Commercial and investor real estate loan portfolio segments are detailed by categories related to underlying credit quality and probability of default. Regions assigns these categories at loan origination and reviews the relationship utilizing a risk-based approach on, at minimum, an annual basis or at any time management becomes aware of information affecting the borrowers' ability to fulfill their obligations. Both quantitative and qualitative factors are considered in this review process. These categories are utilized to develop the associated allowance for credit losses.
•	Pass—includes obligations where the probability of default is considered low;
•	Special Mention—includes obligations that have potential weakness which may, if not reversed or corrected, weaken the credit or inadequately protect the Company’s position at some future date. Obligations in this category may also be subject to economic or market conditions which may, in the future, have an adverse effect on debt service ability;
•	Substandard Accrual—includes obligations that exhibit a well-defined weakness which presently jeopardizes debt repayment, even though they are currently performing. These obligations are characterized by the distinct possibility that the Company may incur a loss in the future if these weaknesses are not corrected; and
•	Non-accrual—includes obligations where management has determined that full payment of principal and interest is in doubt.
Substandard accrual and non-accrual loans are often collectively referred to as “classified”. Special mention, substandard accrual and non-accrual loans are often collectively referred to as “criticized and classified”. Classes in the consumer portfolio segment are disaggregated by accrual status.
		2013
		Pass				Special Mention				Substandard				Non-accrual				Total
										Accrual
		(In millions)
Commercial and industrial		$	28,282			$	395			$	479			$	257			$	29,413
Commercial real estate mortgage—owner-occupied		8,593				191				408				303				9,495
Commercial real estate construction—owner-occupied		264				25				4				17				310
Total commercial		$	37,139			$	611			$	891			$	577			$	39,218
Commercial investor real estate mortgage		$	4,479			$	269			$	332			$	238			$	5,318
Commercial investor real estate construction		1,335				47				40				10				1,432
Total investor real estate		$	5,814			$	316			$	372			$	248			$	6,750
										Accrual				Non-accrual				Total
										(In millions)
Residential first mortgage										$	12,017			$	146			$	12,163
Home equity										11,183				111				11,294
Indirect										3,075				—				3,075
Consumer credit card										948				—				948
Other consumer										1,161				—				1,161
Total consumer										$	28,384			$	257			$	28,641
																		$	74,609
		2012
		Pass				Special				Substandard				Non-accrual				Total
						Mention				Accrual
		(In millions)
Commercial and industrial		$	25,225			$	560			$	480			$	409			$	26,674
Commercial real estate mortgage—owner-occupied		8,976				240				440				439				10,095
Commercial real estate construction—owner-occupied		278				3				7				14				302
Total commercial		$	34,479			$	803			$	927			$	862			$	37,071
Commercial investor real estate mortgage		$	5,089			$	435			$	827			$	457			$	6,808
Commercial investor real estate construction		733				98				63				20				914
Total investor real estate		$	5,822			$	533			$	890			$	477			$	7,722
										Accrual				Non-accrual				Total
										(In millions)
Residential first mortgage										$	12,749			$	214			$	12,963
Home equity										11,672				128				11,800
Indirect										2,336				—				2,336
Consumer credit card										906				—				906
Other consumer										1,197				—				1,197
Total consumer										$	28,860			$	342			$	29,202
																		$	73,995
AGING ANALYSIS
The following tables include an aging analysis of days past due (DPD) for each portfolio segment and class as of December 31, 2013 and 2012:
		2013
		Accrual Loans
		30-59 DPD				60-89 DPD				90+ DPD				Total				Total			Non-accrual			Total
														30+ DPD				Accrual
		(In millions)
Commercial and industrial		$	29			$	14			$	6			$	49			$	29,156		$	257		$	29,413
Commercial real estate		30				26				6				62				9,192			303			9,495
mortgage—owner-occupied
Commercial real estate construction—owner-occupied		—				—				—				—				293			17			310
Total commercial		59				40				12				111				38,641			577			39,218
Commercial investor real estate mortgage		29				6				6				41				5,080			238			5,318
Commercial investor real estate construction		4				1				—				5				1,422			10			1,432
Total investor real estate		33				7				6				46				6,502			248			6,750
Residential first mortgage		130				74				248				452				12,017			146			12,163
Home equity		95				51				75				221				11,183			111			11,294
Indirect		39				11				5				55				3,075			—			3,075
Consumer credit card		8				5				12				25				948			—			948
Other consumer		14				5				4				23				1,161			—			1,161
Total consumer		286				146				344				776				28,384			257			28,641
		$	378			$	193			$	362			$	933			$	73,527		$	1,082		$	74,609
		2012
		Accrual Loans
		30-59 DPD				60-89 DPD				90+ DPD				Total				Total			Non-accrual			Total
														30+ DPD				Accrual
		(In millions)
Commercial and industrial		$	27			$	23			$	19			$	69			$	26,265		$	409		$	26,674
Commercial real estate		49				28				6				83				9,656			439			10,095
mortgage—owner-occupied
Commercial real estate construction—owner-occupied		—				—				—				—				288			14			302
Total commercial		76				51				25				152				36,209			862			37,071
Commercial investor real estate mortgage		38				42				11				91				6,351			457			6,808
Commercial investor real estate construction		1				1				—				2				894			20			914
Total investor real estate		39				43				11				93				7,245			477			7,722
Residential first mortgage		149				86				307				542				12,749			214			12,963
Home equity		100				53				87				240				11,672			128			11,800
Indirect		31				9				3				43				2,336			—			2,336
Consumer credit card		7				7				14				28				906			—			906
Other consumer		19				5				3				27				1,197			—			1,197
Total consumer		306				160				414				880				28,860			342			29,202
		$	421			$	254			$	450			$	1,125			$	72,314		$	1,681		$	73,995
IMPAIRED LOANS
The following tables present details related to the Company’s impaired loans as of December 31, 2013 and 2012. Loans deemed to be impaired include all non-accrual commercial and investor real estate loans (including those less than $2.5 million), excluding leases, and all troubled debt restructurings ("TDRs"). Loans which have been fully charged-off do not appear in the tables below.
	Non-accrual Impaired Loans 2013
									Book Value(3)
	Unpaid				Charge-offs				Total				Impaired				Impaired			Related			Coverage %(4)
	Principal				and Payments				Impaired				Loans on				Loans on			Allowance
	Balance(1)				Applied(2)				Loans on				Non-accrual				Non-accrual			for Loan
									Non-accrual				Status with				Status with			Losses
									Status				No Related				Related
													Allowance				Allowance
	(Dollars in millions)
Commercial and industrial	$	280			$	48			$	232			$	45			$	187		$	72		42.9	%
Commercial real estate mortgage—owner-occupied	343				40				303				54				249			92			38.5
Commercial real estate construction—owner-occupied	17				—				17				—				17			8			47.1
Total commercial	640				88				552				99				453			172			40.6
Commercial investor real estate mortgage	306				68				238				17				221			68			44.4
Commercial investor real estate construction	15				5				10				—				10			3			53.3
Total investor real estate	321				73				248				17				231			71			44.9
Residential first mortgage	112				37				75				—				75			12			43.8
Home equity	17				—				17				—				17			1			5.9
Total consumer	129				37				92				—				92			13			38.8
	$	1,090			$	198			$	892			$	116			$	776		$	256		41.7	%
		Accruing Impaired Loans 2013
		Unpaid				Charge-offs				Book Value(3)				Related				Coverage %(4)
		Principal				and Payments								Allowance for
		Balance(1)				Applied(2)								Loan Losses
		(Dollars in millions)
Commercial and industrial		$	245			$	2			$	243			$	34			14.7	%
Commercial real estate mortgage—owner-occupied		209				7				202				23				14.4
Commercial real estate construction—owner-occupied		25				—				25				1				4
Total commercial		479				9				470				58				14
Commercial investor real estate mortgage		435				11				424				39				11.5
Commercial investor real estate construction		89				—				89				8				9
Total investor real estate		524				11				513				47				11.1
Residential first mortgage		397				8				389				60				17.1
Home equity		373				—				373				24				6.4
Indirect		1				—				1				—				—
Consumer credit card		2				—				2				—				—
Other consumer		26				—				26				1				3.8
Total consumer		799				8				791				85				11.6
		$	1,802			$	28			$	1,774			$	190			12.1	%
	Total Impaired Loans 2013
									Book Value(3)
	Unpaid				Charge-offs				Total				Impaired				Impaired			Related			Coverage %(4)
	Principal				and Payments				Impaired				Loans with No				Loans with			Allowance
	Balance(1)				Applied(2)				Loans				Related				Related			for Loan
													Allowance				Allowance			Losses
	(Dollars in millions)
Commercial and industrial	$	525			$	50			$	475			$	45			$	430		$	106		29.7	%
Commercial real estate mortgage—owner-	552				47				505				54				451			115			29.3
occupied
Commercial real estate construction—owner-occupied	42				—				42				—				42			9			21.4
Total commercial	1,119				97				1,022				99				923			230			29.2
Commercial investor real estate mortgage	741				79				662				17				645			107			25.1
Commercial investor real estate construction	104				5				99				—				99			11			15.4
Total investor real estate	845				84				761				17				744			118			23.9
Residential first mortgage	509				45				464				—				464			72			23
Home equity	390				—				390				—				390			25			6.4
Indirect	1				—				1				—				1			—			—
Consumer credit card	2				—				2				—				2			—			—
Other consumer	26				—				26				—				26			1			3.8
Total consumer	928				45				883				—				883			98			15.4
	$	2,892			$	226			$	2,666			$	116			$	2,550		$	446		23.2	%
_________
-1	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.
-2	Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance.
-3	Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses.
-4	Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.
	Non-accrual Impaired Loans 2012
									Book Value(3)
	Unpaid				Charge-offs				Total				Impaired				Impaired			Related			Coverage %(4)
	Principal				and Payments				Impaired				Loans on				Loans on			Allowance
	Balance(1)				Applied(2)				Loans on				Non-accrual				Non-accrual			for Loan
									Non-accrual				Status with				Status with			Losses
									Status				No Related				Related
													Allowance				Allowance
	(Dollars in millions)
Commercial and industrial	$	467			$	62			$	405			$	63			$	342		$	128		40.7	%
Commercial real estate mortgage—owner-occupied	503				64				439				44				395			148			42.1
Commercial real estate construction—owner-occupied	18				4				14				4				10			3			38.9
Total commercial	988				130				858				111				747			279			41.4
Commercial investor real estate mortgage	560				103				457				54				403			132			42
Commercial investor real estate construction	26				6				20				2				18			7			50
Total investor real estate	586				109				477				56				421			139			42.3
Residential first mortgage	152				55				97				—				97			13			44.7
Home equity	32				11				21				—				21			2			40.6
Total consumer	184				66				118				—				118			15			44
	$	1,758			$	305			$	1,453			$	167			$	1,286		$	433		42	%
		Accruing Impaired Loans 2012
		Unpaid				Charge-offs				Book Value(3)				Related				Coverage %(4)
		Principal				and Payments								Allowance for
		Balance(1)				Applied(2)								Loan Losses
		(Dollars in millions)
Commercial and industrial		$	299			$	7			$	292			$	42			16.4	%
Commercial real estate mortgage—owner-occupied		213				4				209				25				13.6
Commercial real estate construction—owner-occupied		1				—				1				—				—
Total commercial		513				11				502				67				15.2
Commercial investor real estate mortgage		782				10				772				97				13.7
Commercial investor real estate construction		107				—				107				16				15
Total investor real estate		889				10				879				113				13.8
Residential first mortgage		1,101				13				1,088				144				14.3
Home equity		411				5				406				36				10
Indirect		2				1				1				—				50
Other consumer		40				—				40				1				2.5
Total consumer		1,554				19				1,535				181				12.9
		$	2,956			$	40			$	2,916			$	361			13.6	%
	Total Impaired Loans 2012
									Book Value(3)
	Unpaid				Charge-offs				Total				Impaired				Impaired			Related			Coverage %(4)
	Principal				and Payments				Impaired				Loans with No				Loans with			Allowance for
	Balance(1)				Applied(2)				Loans				Related				Related			Loan Losses
													Allowance				Allowance
	(Dollars in millions)
Commercial and industrial	$	766			$	69			$	697			$	63			$	634		$	170		31.2	%
Commercial real estate mortgage—owner-	716				68				648				44				604			173			33.7
occupied
Commercial real estate construction—owner-occupied	19				4				15				4				11			3			36.8
Total commercial	1,501				141				1,360				111				1,249			346			32.4
Commercial investor real estate mortgage	1,342				113				1,229				54				1,175			229			25.5
Commercial investor real estate construction	133				6				127				2				125			23			21.8
Total investor real estate	1,475				119				1,356				56				1,300			252			25.2
Residential first mortgage	1,253				68				1,185				—				1,185			157			18
Home equity	443				16				427				—				427			38			12.2
Indirect	2				1				1				—				1			—			50
Other consumer	40				—				40				—				40			1			2.5
Total consumer	1,738				85				1,653				—				1,653			196			16.2
	$	4,714			$	345			$	4,369			$	167			$	4,202		$	794		24.2	%
_________
-1	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.
-2	Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance.
-3	Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses.
-4	Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.
The following table presents the average balances of total impaired loans and interest income for the years ended December 31, 2013, 2012 and 2011. Interest income recognized represents interest on accruing loans modified in a TDR. TDRs are considered impaired loans.
	2013								2012								2011
	Average				Interest				Average				Interest				Average			Interest
	Balance				Income				Balance				Income				Balance			Income
					Recognized								Recognized							Recognized
	(In millions)
Commercial and industrial	$	629			$	14			$	707			$	16			$	563		$	7
Commercial real estate mortgage—owner-occupied	579				11				737				11				761			5
Commercial real estate construction—owner-occupied	38				1				23				—				30			—
Total commercial	1,246				26				1,467				27				1,354			12
Commercial investor real estate mortgage	995				32				1,510				40				1,457			22
Commercial investor real estate construction	115				6				210				7				449			4
Total investor real estate	1,110				38				1,720				47				1,906			26
Residential first mortgage	1,114				38				1,157				39				1,086			41
Home equity	406				21				439				22				410			21
Indirect	2				—				2				—				2			—
Consumer credit card	1				—				—				—				—			—
Other consumer	32				2				47				3				61			4
Total consumer	1,555				61				1,645				64				1,559			66
Total impaired loans	$	3,911			$	125			$	4,832			$	138			$	4,819		$	104
In addition to the impaired loans detailed in the tables above, there were approximately $82 million in non-performing loans classified as held for sale at December 31, 2013, compared to $89 million at December 31, 2012. The loans are carried at an amount approximating a price which is expected to be recoverable through the loan sale market. During the year ended December 31, 2013, approximately $164 million in non-performing loans were transferred to held for sale; this amount is net of charge-offs of $93 million recorded upon transfer. At December 31, 2013 and 2012, non-accrual loans including loans held for sale totaled $1.2 billion and $1.8 billion, respectively.
TROUBLED DEBT RESTRUCTURINGS
The majority of Regions’ commercial and investor real estate TDRs are the result of renewals of classified loans at an interest rate that is not considered to be a market rate of interest. Consumer TDRs generally involve an interest rate concession. Accordingly, the financial impact of the modifications is best illustrated by the impact to the allowance calculation at the loan or pool level as a result of the loans being considered impaired due to their status as a TDR.
None of the modified consumer loans listed in the following TDR disclosures were collateral-dependent at the time of modification. At December 31, 2013, approximately $92 million in residential first mortgage TDRs were in excess of 180 days past due and were considered collateral-dependent. At December 31, 2013, approximately $10 million in home equity first lien TDRs were in excess of 180 days past due and $7 million in home equity second lien TDRs were in excess of 120 days past due, both categories of which were considered collateral-dependent.
The following tables present loans modified in a TDR by portfolio segment and class, and the financial impact of those modifications for the years ended December 31, 2013 and 2012. The tables include modifications made to new TDRs, as well as renewals of existing TDRs. Total commercial and investor real estate loans reported as new TDRs totaled approximately $589 million and $1.1 billion for the years ended December 31, 2013 and 2012, respectively.
		2013
								Financial Impact
								of Modifications
								Considered TDRs
		Number of		Recorded				Increase in
		Obligors		Investment				Allowance at
								Modification
		(Dollars in millions)
Commercial and industrial		450		$	566			$	2
Commercial real estate mortgage—owner-occupied		384		311				4
Commercial real estate construction—owner-occupied		6		31				—
Total commercial		840		908				6
Commercial investor real estate mortgage		432		687				4
Commercial investor real estate construction		83		138				—
Total investor real estate		515		825				4
Residential first mortgage		1,044		182				21
Home equity		619		38				3
Consumer credit card		241		3				—
Indirect and other consumer		282		4				—
Total consumer		2,186		227				24
		3,541		$	1,960			$	34
		2012
								Financial Impact
								of Modifications
								Considered TDRs
		Number of		Recorded				Increase in
		Obligors		Investment				Allowance at
								Modification
		(Dollars in millions)
Commercial and industrial		623		$	668			$	3
Commercial real estate mortgage—owner-occupied		424		391				4
Commercial real estate construction—owner-occupied		8		7				—
Total commercial		1,055		1,066				7
Commercial investor real estate mortgage		604		1,188				9
Commercial investor real estate construction		205		128				1
Total investor real estate		809		1,316				10
Residential first mortgage		1,394		289				37
Home equity		1,014		70				5
Indirect and other consumer		489		8				—
Total consumer		2,897		367				42
		4,761		$	2,749			$	59
As described previously, the consumer modifications granted by Regions are rate concessions, and not forgiveness of principal. The majority of the commercial and investor real estate modifications are renewals where there is no reduction in interest rate or forgiveness of principal. Accordingly, Regions most often does not record a charge-off at the modification date. A limited number of 2012 modifications included above were A/B note restructurings, where the B-note was charged off. There were no charge-offs recorded for any loans modified during the year ended December 31, 2013.
Defaulted TDRs
The following table presents TDRs by portfolio segment and class which defaulted during the years ended December 31, 2013 and 2012, and which were modified in the previous twelve months (i.e., the twelve months prior to the default). For purposes of this disclosure, default is defined as 90 days past due and still accruing for the consumer portfolio segment, and placement on non-accrual status for the commercial and investor real estate portfolio segments. Consideration of defaults in the calculation of the allowance for loan losses is described in detail in Note 1 to the consolidated financial statements.
		2013				2012
		(In millions)
Defaulted During the Period, Where Modified in a TDR Twelve Months Prior to Default
Commercial and industrial		$	33			$	114
Commercial real estate mortgage—owner-occupied		30				55
Commercial real estate construction—owner-occupied		—				1
Total commercial		63				170
Commercial investor real estate mortgage		92				186
Commercial investor real estate construction		26				24
Total investor real estate		118				210
Residential first mortgage		50				68
Home equity		5				18
Total consumer		55				86
		$	236			$	466
Commercial and investor real estate loans which were on non-accrual status at the time of the latest modification are not included in the default table above, as they are already considered to be in default at the time of the restructuring. At December 31, 2013, approximately $101 million of commercial and investor real estate loans modified in a TDR during the year ended December 31, 2013 were on non-accrual status. Approximately 1.8 percent of this amount was 90 days or more past due.
At December 31, 2013, Regions had restructured binding unfunded commitments totaling $213 million where a concession was granted and the borrower was in financial difficulty.

Servicing_of_Financial_Assets

Servicing of Financial Assets	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Loan Servicing	'
	SERVICING OF FINANCIAL ASSETS
	The fair value of mortgage servicing rights is calculated using various assumptions including future cash flows, market discount rates, expected prepayment rates, servicing costs and other factors. A significant change in prepayments of mortgages in the servicing portfolio could result in significant changes in the valuation adjustments, thus creating potential volatility in the carrying amount of mortgage servicing rights. The Company compares fair value estimates and assumptions to observable market data where available, and also considers recent market activity and actual portfolio experience.
	The table below presents an analysis of mortgage servicing rights for the years ended December 31 under the fair value measurement method:
		2013			2012
		(In millions)
	Carrying value, beginning of year	$	191		$	182
	Additions	84			60
	Increase (decrease) in fair value:
	Due to change in valuation inputs or assumptions	55			(20		)
	Economic amortization associated with borrower repayments	(33		)	(31		)
	Carrying value, end of year	$	297		$	191
	On March 29, 2013, the Company completed a transaction to purchase the rights to service approximately $3 billion in residential mortgage loans. The mortgage servicing rights asset was increased by the purchase price of approximately $28 million in the first quarter of 2013.
	Data and assumptions used in the fair value calculation, as well as the valuation’s sensitivity to rate fluctuations, related to mortgage servicing rights (excluding related derivative instruments) as of December 31 are as follows:
		2013			2012
		(Dollars in millions)
	Unpaid principal balance	$	28,075		$	25,796
	Weighted-average prepayment speed (CPR; percentage)	8.2		%	17.6		%
	Estimated impact on fair value of a 10% increase	$	(11	)	$	(13	)
	Estimated impact on fair value of a 20% increase	$	(21	)	$	(23	)
	Option-adjusted spread (basis points)	895			754
	Estimated impact on fair value of a 10% increase	$	(10	)	$	(4	)
	Estimated impact on fair value of a 20% increase	$	(20	)	$	(9	)
	Weighted-average coupon interest rate	4.5		%	4.9		%
	Weighted-average remaining maturity (months)	279			276
	Weighted-average servicing fee (basis points)	27.7			28.3
	The sensitivity calculations above are hypothetical and should not be considered to be predictive of future performance. Changes in fair value based on adverse changes in assumptions generally cannot be extrapolated because the relationship of the change in assumption to the change in fair value may not be linear. Also, the effect of an adverse variation in a particular assumption on the fair value of the mortgage servicing rights is calculated without changing any other assumption, while in reality changes in one factor may result in changes in another, which may either magnify or counteract the effect of the change. The derivative instruments utilized by Regions would serve to reduce the estimated impacts to fair value included in the table above.
	The following table presents servicing related fees, which includes contractually specified servicing fees, late fees and other ancillary income resulting from the servicing of mortgage loans for the years ended December 31:
		2013			2012			2011
		(In millions)
	Servicing related fees and other ancillary income	$	86		$	83		$	85
	Loans are sold in the secondary market with standard representations and warranties regarding certain characteristics such as the quality of the loan, the absence of fraud, the eligibility of the loan for sale and the future servicing associated with the loan. Regions may be required to repurchase these loans at par, or make-whole or indemnify the purchasers for losses incurred when representations and warranties are breached.
	Regions maintains a repurchase liability related to mortgage loans sold with representations and warranty provisions. This repurchase liability is reported in other liabilities on the consolidated balance sheets and reflects management’s estimate of losses based on historical repurchase and loss trends, as well as other factors that may result in anticipated losses different from historical loss trends. Adjustments to this reserve are recorded in other non-interest expense on the consolidated statements of operations. The table below presents an analysis of Regions’ repurchase liability related to mortgage loans sold with representations and warranty provisions for the years ended December 31:
		2013			2012
		(In millions)
	Beginning balance	$	40		$	32
	Additions	31			41
	Losses	(32		)	(33		)
	Ending balance	$	39		$	40
	During 2013 and 2012, settled repurchase claims were related to one or more of the following alleged breaches: 1) underwriting guideline violations; 2) misrepresentation of income, assets or employment; or 3) missing or incorrect documents per investor guidelines. These claims stem primarily from the 2006—2008 vintages.

Premises_and_Equipment_Premise

Premises and Equipment (Premises and Equipment)	12 Months Ended
	Dec. 31, 2013
Premises and Equipment [Abstract]	'
Premises and Equipment	'
	PREMISES AND EQUIPMENT
	A summary of premises and equipment at December 31 is as follows:
		2013			2012
		(In millions)
	Land	$	520		$	525
	Premises and improvements	1,745			1,727
	Furniture and equipment	1,000			1,010
	Software	393			303
	Leasehold improvements	396			396
	Construction in progress	141			175
		4,195			4,136
	Accumulated depreciation and amortization	(1,979		)	(1,857		)
		$	2,216		$	2,279

Intangible_Assets

Intangible Assets	12 Months Ended
	Dec. 31, 2013
Goodwill and Intangible Assets Disclosure [Text Block]	'
	INTANGIBLE ASSETS
	GOODWILL
	Goodwill allocated to each reportable segment at December 31 is presented as follows:
		2013				2012
		(In millions)
	Business Services	$	2,552			$	2,552
	Consumer Services	1,797				1,797
	Wealth Management	467				467
		$	4,816			$	4,816
	There were no additions during 2013, 2012 or 2011. There were no impairment losses in either 2013 or 2012. There was $745 million in impairment losses in 2011.
	As stated in Note 1, Regions evaluates each reporting unit’s goodwill for impairment on an annual basis in the fourth quarter, or more often if events or circumstances indicate that there may be impairment. Adverse changes in the economic environment, declining operations, or other factors could result in a decline in the implied fair value of goodwill. A goodwill impairment test includes two steps. Step One, used to identify potential impairment, compares the estimated fair value of a reporting unit with its carrying amount, including goodwill. If the estimated fair value of a reporting unit exceeds its carrying amount, goodwill of the reporting unit is considered not impaired. If the carrying amount of a reporting unit exceeds its estimated fair value, the second step of the goodwill impairment test is performed to measure the amount of impairment loss, if any. Step Two of the goodwill impairment test compares the implied estimated fair value of reporting unit goodwill with the carrying amount of that goodwill. If the carrying amount of goodwill for that reporting unit exceeds the implied fair value of that unit’s goodwill, an impairment loss is recognized in an amount equal to that excess.
	During the fourth quarter of 2013, Regions assessed the indicators of goodwill impairment for all three reporting units as part of its annual impairment test, as of October 1, 2013, and through the date of the filing of this Annual Report. The indicators assessed included:
	•	Recent operating performance,
	•	Changes in market capitalization,
	•	Regulatory actions and assessments,
	•	Changes in the business climate (including legislation, legal factors, and competition),
	•	Company-specific factors (including changes in key personnel, asset impairments, and business dispositions), and
	•	Trends in the banking industry.
	The results of the annual test indicated that the estimated fair value of each reporting unit exceeded its carrying amount as of the test date; therefore, the goodwill of each reporting unit is considered not impaired as of the testing date.
	Listed in the table below are assumptions used in estimating the fair value of each reporting unit for the December 31, 2013 annual period. The table includes the discount rates used in the income approach, the market multipliers used in the market approaches, and the public company method control premium applied to each reporting unit. These valuation approaches are described further in Note 1.
	As of Fourth Quarter 2013	Business			Consumer			Wealth
		Services			Services			Management
	Discount rate used in income approach	12	%		12	%		12	%
	Public company method market multiplier(1)	1.2	x		1.2	x		15.4	x
	Transaction method market multiplier(2)	1.5	x		1.5	x		25.2	x
	_________
	-1	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings. In addition to the multipliers, a 30 percent control premium was assumed for the Business Services reporting unit, a 35 percent control premium was assumed for the Consumer Services reporting unit and a 30 percent control premium was assumed for the Wealth Management reporting unit based on current market factors. Because the control premium considers potential revenue synergies and cost savings for similar financial services transactions, reporting units operating in businesses that have greater barriers to entry tend to have greater control premiums.
	-2	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings.
	As of Fourth Quarter 2012	Business			Consumer			Wealth
		Services			Services			Management
	Discount rate used in income approach	14	%		13	%		13	%
	Public company method market multiplier(1)	1.2	x		1	x		14	x
	Transaction method market multiplier(2)	1.3	x		1.3	x		25.2	x
	_________
	-1	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings. In addition to the multipliers, a 20 percent control premium was assumed for the Business Services reporting unit, a 40 percent control premium was assumed for the Consumer Services reporting unit and a 30 percent control premium was assumed for the Wealth Management reporting unit based on current market factors. Because the control premium considers potential revenue synergies and cost savings for similar financial services transactions, reporting units operating in businesses that have greater barriers to entry tend to have greater control premiums.
	-2	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings.
	OTHER INTANGIBLES
	Other intangibles consist of core deposit intangibles, purchased credit card relationship assets, and customer relationship and employment agreement assets.
	A summary of core deposit intangible assets at December 31 is presented as follows:
			2013				2012
			(In millions)
	Balance at beginning of year, net		$	176			$	259
	Accumulated amortization, beginning of year		(835		)		(752		)
	Amortization		(28		)		(83		)
	Accumulated amortization, end of year		(863		)		(835		)
	Balance at end of year, net		$	148			$	176
	Regions’ core deposit intangible assets are being amortized to other non-interest expense on an accelerated basis over their expected useful lives.
	A summary of Regions’ other intangible assets as of December 31 is presented as follows:
			2013				2012
			(In millions)
	Net Book Value		$	147			$	169
	Current Year Amortization		26				27
	These other intangible assets resulted from purchased credit card relationships, customer relationships and employment agreements related to various acquisitions and are being amortized to other non-interest expense primarily on an accelerated basis over a period ranging from 2 to 15 years.
	The aggregate amount of amortization expense for core deposit intangible assets, credit card intangibles, and other intangible assets is estimated as follows:
		Year Ended December 31
		(In millions)
	2014	$	50
	2015	45
	2016	40
	2017	36
	2018	30
	Identifiable intangible assets other than goodwill are reviewed at least annually, usually in the fourth quarter, for events or circumstances that could impact the recoverability of the intangible asset. These events could include loss of core deposits, significant losses of credit card accounts and/or balances, increased competition or adverse changes in the economy. To the extent other identifiable intangible assets are deemed unrecoverable, impairment losses are recorded in other non-interest expense to reduce the carrying amount. Regions concluded that no impairment for core deposit intangibles or any other identifiable intangible assets occurred during 2013 or 2012.

Deposits_Deposits

Deposits Deposits	12 Months Ended
	Dec. 31, 2013
Deposit Liabilities Disclosures [Text Block]	'
	DEPOSITS
	The following schedule presents a detail of interest-bearing deposits at December 31:
			2013		2012
			(In millions)
	Savings		$	6,050	$	5,760
	Interest-bearing transaction		20,789		21,096
	Money market—domestic		25,635		24,901
	Money market—foreign		220		311
	Time deposits		9,608		13,443
	Interest-bearing customer deposits		62,302		65,511
	Corporate treasury time deposits		68		—
			$	62,370	$	65,511
	The aggregate amount of time deposits of $100,000 or more, including certificates of deposit of $100,000 or more, was $3.4 billion and $5.0 billion at December 31, 2013 and 2012, respectively.
	At December 31, 2013, the aggregate amount of maturities of all time deposits (deposits with stated maturities, consisting primarily of certificates of deposit and individual retirement accounts ("IRAs")) were as follows:
		December 31, 2013
		(In millions)
	2014	$	4,577
	2015	1,751
	2016	1,602
	2017	1,025
	2018	699
	Thereafter	22
		$	9,676

ShortTerm_Borrowings

Short-Term Borrowings	12 Months Ended
	Dec. 31, 2013
Debt Disclosure [Abstract]	'
Short-Term Borrowings	'
	SHORT-TERM BORROWINGS
	Following is a summary of short-term borrowings at December 31:
		2013		2012
		(In millions)
	Company funding sources:
	Federal funds purchased	$	11	$	21
	Customer-related borrowings:
	Securities sold under agreements to repurchase	2,171		1,428
	Customer collateral	—		125
		2,171		1,553
		$	2,182	$	1,574
	COMPANY FUNDING SOURCES
	The levels of federal funds purchased and securities sold under agreements to repurchase can fluctuate significantly on a day-to-day basis, depending on funding needs and which sources are used to satisfy those needs. All such arrangements are considered typical of the banking and brokerage industries and are accounted for as borrowings. Federal funds purchased had weighted-average maturities of 2 days at both December 31, 2013, and 2012. The weighted-average rate paid during 2013, 2012 and 2011 was 0.1% in each year.
	At December 31, 2013, Regions could borrow a maximum amount of approximately $22.2 billion from the Federal Reserve Bank Discount Window. See Note 5 for loans pledged to the Federal Reserve Bank at December 31, 2013 and 2012.
	CUSTOMER-RELATED BORROWINGS
	Repurchase agreements are also offered as commercial banking products as short-term investment opportunities for customers. At the end of each business day, customer balances are swept into the agreement account. In exchange for cash, Regions sells the customer securities with a commitment to repurchase them on the following business day. The repurchase agreements are collateralized to allow for market fluctuations. Securities from Regions Bank’s investment portfolio are used as collateral. From the customer’s perspective, the investment earns more than a traditional money market instrument. From Regions’ standpoint, the repurchase agreements are similar to deposit accounts, although they are not insured by the FDIC or guaranteed by the United States or governmental agencies. Regions Bank does not manage the level of these investments on a daily basis as the transactions are initiated by the customers. The level of these borrowings can fluctuate significantly on a day-to-day basis.
	Customer collateral decreased to zero at December 31, 2013 from $125 million at December 31, 2012. Customer collateral includes cash collateral posted by customers related to derivative transactions.
	OFFSETTING
	Regions has certain securities sold under agreements to repurchase from time to time that are subject to enforceable master netting agreements which include full rights of setoff. Regions began netting cash collateral, subject to enforceable master netting agreements, against the net derivative asset or liability beginning in 2013. There were no such securities sold under agreements to repurchase that were subject to enforceable master netting agreements outstanding at either December 31, 2013 or 2012.
	Regions also has enforceable master netting agreements with certain derivative counterparties. Refer to Note 20 for additional information.

LongTerm_Borrowings_Notes

Long-Term Borrowings (Notes)	12 Months Ended
	Dec. 31, 2013
Long-term Borrowings [Abstract]	'
Long-term Debt [Text Block]	'
	LONG-TERM BORROWINGS
	Long-term borrowings at December 31 consist of the following:
		2013		2012
		(In millions)
	Regions Financial Corporation (Parent):
	4.875% senior notes due April 2013	$	—	$	250
	7.75% senior notes due November 2014	349		696
	5.75% senior notes due June 2015	498		497
	2.00% senior notes due May 2018	748		—
	7.75% subordinated notes due September 2024	100		100
	6.75% subordinated debentures due November 2025	161		161
	7.375% subordinated notes due December 2037	300		300
	6.625% junior subordinated notes due May 2047	—		498
	Other long-term debt	—		3
	Valuation adjustments on hedged long-term debt	5		62
		2,161		2,567
	Regions Bank:
	Federal Home Loan Bank advances	1,009		1,010
	4.85% subordinated notes due April 2013	—		499
	5.20% subordinated notes due April 2015	349		348
	7.50% subordinated notes due May 2018	750		750
	6.45% subordinated notes due June 2037	497		497
	Other long-term debt	58		174
	Valuation adjustments on hedged long-term debt	6		16
		2,669		3,294
		$	4,830	$	5,861
	As of December 31, 2013, Regions had six issuances of subordinated notes totaling $2.2 billion, with stated interest rates ranging from 5.20% to 7.75%. All issuances of these notes are, by definition, subordinated and subject in right of payment of both principal and interest to the prior payment in full of all senior indebtedness of the Company, which is generally defined as all indebtedness and other obligations of the Company to its creditors, except subordinated indebtedness. Payment of the principal of the notes may be accelerated only in the case of certain events involving bankruptcy, insolvency proceedings or reorganization of the Company. In April of 2013, the $500 million, 4.85% subordinated notes issued by Regions Bank matured. The subordinated notes described above qualify as Tier 2 capital under Federal Reserve guidelines, subject to diminishing credit as the maturity date approaches. None of the subordinated notes are redeemable prior to maturity, unless there is an occurrence of a qualifying capital event.
	On May 31, 2013, Regions redeemed its 6.625% Junior Subordinated Notes due 2047 totaling $498 million. Pretax losses on early extinguishment related to this redemption were $6 million.
	On April 25, 2013, Regions launched a tender offer for a portion of its outstanding 7.75% Senior Notes due 2014 (the “2014 Notes”) and 5.75% Senior Notes due 2015 (the “2015 Notes” and, collectively with the 2014 Notes, the “Senior Notes”). Pursuant to the terms and conditions of the tender offer, Regions purchased $350 million aggregate principal amount of the 2014 Notes. The tender offer had an early tender premium for Senior Notes tendered by May 10, 2013. Pre-tax losses on early extinguishment related to this tender offer were $27 million. On April 26, 2013, the $250 million 4.875% parent company senior notes matured. On April 30, 2013, Regions issued $750 million of 2.00% parent company senior notes due May 15, 2018.
	On June 25, 2013, Regions redeemed $100 million in long-term debt consisting of preferred stock issued by Union Planters Preferred Funding Corp., a subsidiary of Regions Bank. Pre-tax losses on early extinguishment related to this redemption were $24 million and were not deductible for income tax purposes. During the third quarter of 2013, Regions extinguished $18 million of other long-term debt which included a $3 million redemption of trust preferred securities. These actions resulted in pre-tax losses of $5 million and were not deductible for income tax purposes.
	FHLB advances at December 31, 2013, 2012 and 2011 had a weighted-average interest rate of 1.4 percent, 1.4 percent, and 1.0 percent, respectively, with maturities ranging from one to eighteen years. FHLB borrowing capacity is contingent upon the amount of collateral pledged to the FHLB. Regions has pledged certain loans as collateral for the FHLB advances outstanding. See Note 5 for loans pledged to the FHLB at December 31, 2013 and 2012. Additionally, membership in the FHLB requires an institution to hold FHLB stock. See Note 4 for the amount of FHLB stock held at December 31, 2013 and 2012. Regions’ borrowing availability with the FHLB as of December 31, 2013, based on assets available for collateral at that date, was $9.6 billion.
	Regions uses derivative instruments, primarily interest rate swaps, to manage interest rate risk by converting a portion of its fixed-rate debt to a variable-rate. The effective rate adjustments related to these hedges are included in interest expense on long-term borrowings. The weighted-average interest rate on total long-term debt, including the effect of derivative instruments, was 4.8 percent, 4.7 percent, and 3.3 percent for the years ended December 31, 2013, 2012 and 2011, respectively. Further discussion of derivative instruments is included in Note 20.
	The aggregate amount of contractual maturities of all long-term debt in each of the next five years and thereafter is as follows:
		Year Ended December 31
		Regions		Regions
		Financial		Bank
		Corporation
		(Parent)
		(In millions)
	2014	$	357	$	1,002
	2015	515		357
	2016	—		3
	2017	—		4
	2018	728		753
	Thereafter	561		550
		$	2,161	$	2,669
	In February 2013, Regions filed a shelf registration statement with the U.S. Securities and Exchange Commission. This shelf registration does not have a capacity limit and can be utilized by Regions to issue various debt and/or equity securities. The registration statement will expire in February 2016.
	Regions’ Bank Note program was modified by the Board of Directors in December 2013, and currently allows Regions Bank to issue up to $5 billion aggregate principal amount of bank notes outstanding at any one time. No issuances have been made under this program as of December 31, 2013. Notes issued under the program may be senior notes with maturities from 30 days to 15 years and subordinated notes with maturities from 5 years to 30 years. These notes are not deposits and they are not insured or guaranteed by the FDIC.
	Regions may, from time to time, consider opportunistically retiring outstanding issued securities, including subordinated debt in privately negotiated or open market transactions for cash or common shares. Regulatory approval would be required for retirement of some securities.

Regulatory_Capital_Requirement

Regulatory Capital Requirements and Restrictions Regulatory Capital Requirements and Restrictions	12 Months Ended
	Dec. 31, 2013
Regulatory Capital Requirements & Restrictions [Abstract]	'
Regulatory Capital Requirements under Banking Regulations [Text Block]	'
	REGULATORY CAPITAL REQUIREMENTS AND RESTRICTIONS
	Regions and Regions Bank are required to comply with regulatory capital requirements established by Federal and state banking agencies. These regulatory capital requirements involve quantitative measures of the Company’s assets, liabilities and certain off-balance sheet items, and also qualitative judgments by the regulators. Failure to meet minimum capital requirements can subject the Company to a series of increasingly restrictive regulatory actions. Currently, there are two basic measures of capital adequacy: a risk-based measure and a leverage measure.
	The risk-based capital requirements are designed to make regulatory capital requirements more sensitive to differences in credit and market risk profiles among banks and bank holding companies, to account for off-balance sheet exposure and interest rate risk, and to minimize disincentives for holding liquid assets. Assets and off-balance sheet items are assigned to broad risk categories, each with specified risk-weighting factors. The resulting capital ratios represent capital as a percentage of total risk-weighted assets and off-balance sheet items. Banking organizations that are considered to have excessive risk exposures are required to maintain higher levels of capital.
	The current minimum standard for the ratio of total capital to risk-weighted assets is 8 percent. At least 50 percent of that capital level (which equates to a 4 percent minimum) must consist of common equity, undivided profits, qualifying trust preferred securities, non-cumulative perpetual preferred stock, senior perpetual preferred stock issued to the U.S. Treasury under the Capital Purchase Program, non-controlling interests relating to qualifying common or noncumulative perpetual preferred stock issued by a consolidated U.S. depository institution (or subsidiary thereof) or foreign bank subsidiary, less goodwill, disallowed deferred tax assets and certain other intangibles (“Tier 1 capital”). The remainder (“Tier 2 capital”) may consist of a limited amount of other preferred stock, mandatorily convertible securities, subordinated debt, and a limited amount of the allowance for loan and lease losses. The sum of Tier 1 capital and Tier 2 capital is “total risk-based capital” or total capital. However, under the Collins Amendment, which was passed as a section of the Dodd-Frank Act and implemented as part of the final U.S. Basel III framework released in July 2013, trust preferred securities will be eliminated as an element of Tier 1 capital. This disallowance of trust preferred securities is to be phased in for Regions from January 1, 2015 to January 1, 2016. During 2012 and 2013, Regions redeemed all of its outstanding trust preferred securities that were affected by the Collins Amendment. As of December 31, 2013, Regions had $450 million of preferred stock that was unaffected by the Collins Amendment.
	The current minimum guidelines to be considered well capitalized for Total capital and Tier 1 capital are 10 percent and 6 percent, respectively. As of December 31, 2013 and 2012, the most recent notification from federal banking agencies categorized Regions and its significant subsidiaries as well capitalized under the regulatory framework.
	The Company believes that no changes in conditions or events have occurred since December 31, 2013, which would result in changes that would cause Regions or Regions Bank to fall below the well capitalized level.
	The banking regulatory agencies also have adopted regulations that supplement the risk-based guidelines to include a minimum ratio of 3 percent of Tier 1 capital to average assets less goodwill, disallowed deferred tax assets and certain other intangibles (the “Leverage ratio”). Under the current guidelines, depending upon the risk profile of the institution and other factors, the regulatory agencies may require a Leverage ratio of 1 percent to 2 percent above the minimum 3 percent level.
	The following tables summarize the applicable holding company and bank regulatory capital requirements. Regions’ capital ratios at December 31, 2013 and 2012 exceeded all current regulatory requirements.
		December 31, 2013				Minimum		To Be Well
		Amount		Ratio		Requirement		Capitalized
		(Dollars in millions)
	Tier 1 capital:
	Regions Financial Corporation	$	11,258	11.68	%	4	%	6	%
	Regions Bank	11,965		12.46		4		6
	Total capital:
	Regions Financial Corporation	$	14,200	14.73	%	8	%	10	%
	Regions Bank	14,341		14.94		8		10
	Leverage(1) :
	Regions Financial Corporation	$	11,258	10.03	%	3	%	5	%
	Regions Bank	11,965		10.67		3		5
	_________
	(1) The Leverage ratio requires an additional 100 to 200 basis-point cushion, in certain circumstances, of adjusted quarterly average assets.
		December 31, 2012				Minimum		To Be Well
		Amount		Ratio		Requirement		Capitalized
		(Dollars in millions)
	Tier 1 capital:
	Regions Financial Corporation	$	11,134	12	%	4	%	6	%
	Regions Bank	12,246		13.25		4		6
	Total capital:
	Regions Financial Corporation	$	14,272	15.38	%	8	%	10	%
	Regions Bank	14,818		16.04		8		10
	Leverage(1) :
	Regions Financial Corporation	$	11,134	9.65	%	3	%	5	%
	Regions Bank	12,246		10.65		3		5
	_________
	(1) The Leverage ratio requires an additional 100 to 200 basis-point cushion, in certain circumstances, of adjusted quarterly average assets.
	Substantially all net assets are owned by subsidiaries. The primary source of operating cash available to Regions is provided by dividends from subsidiaries. Statutory limits are placed on the amount of dividends the subsidiary bank can pay without prior regulatory approval. In addition, regulatory authorities require the maintenance of minimum capital-to-asset ratios at banking subsidiaries. Under the Federal Reserve’s Regulation H, Regions Bank may not, without approval of the Federal Reserve, declare or pay a dividend to Regions if the total of all dividends declared in a calendar year exceeds the total of (a) Regions Bank’s net income for that year and (b) its retained net income for the preceding two calendar years, less any required transfers to additional paid-in capital or to a fund for the retirement of preferred stock. Under Alabama law, Regions Bank may not pay a dividend to Regions in excess of 90 percent of its net earnings until the bank’s surplus is equal to at least 20 percent of capital. Regions Bank is also required by Alabama law to seek the approval of the Alabama Superintendent of Banking prior to the payment of dividends if the total of all dividends declared by Regions Bank in any calendar year will exceed the total of (a) Regions Bank’s net earnings for that year, plus (b) its retained net earnings for the preceding two years, less any required transfers to surplus. The statute defines net earnings as “the remainder of all earnings from current operations plus actual recoveries on loans and investments and other assets, after deducting from the total thereof all current operating expenses, actual losses, accrued dividends on preferred stock, if any, and all federal, state and local taxes.” Regions Bank cannot, without approval from the Federal Reserve and the Alabama Superintendent of Banking, declare or pay a dividend to Regions unless Regions Bank is able to satisfy the criteria discussed in the preceding sentences. In addition to dividend restrictions, Federal statutes also prohibit unsecured loans from banking subsidiaries to the parent company.
	In addition, Regions must adhere to various U.S. Department of Housing and Urban Development (“HUD”) regulatory guidelines including required minimum capital to maintain their Federal Housing Administration approved status. Failure to comply with the HUD guidelines could result in withdrawal of this certification. As of December 31, 2013, Regions was in compliance with HUD guidelines. Regions is also subject to various capital requirements by secondary market investors.

Stockholders_Equity_and_Accumu

Stockholders' Equity and Accumulated Other Comprehensive Income (Loss)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Stockholders' Equity and Accumulated Other Comprehensive Income (Loss)	'
	STOCKHOLDERS’ EQUITY AND ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
	On March 19, 2012, the Company issued 153 million shares of common stock at $5.90 per share, generating proceeds of approximately $875 million, net of issuance costs.
	On November 14, 2008, Regions completed the sale of 3.5 million shares of its Fixed Rate Cumulative Perpetual Preferred Stock, Series A, to the U.S. Treasury as part of the Capital Purchase Program (“CPP”). As part of its purchase of the preferred securities, the U.S. Treasury also received a warrant to purchase 48.3 million shares of Regions’ common stock. On April 4, 2012, Regions repurchased all 3.5 million shares of the Series A preferred stock issued to the U.S. Treasury Department under the CPP and in early May of 2012, Regions repurchased the warrant from the U.S. Treasury Department for $45 million.
	On November 1, 2012, Regions issued 20 million depositary shares each representing a 1/40th ownership interest in a share of the Company’s 6.375% Non-Cumulative Perpetual Preferred Stock, Series A, par value $1.00 per share (“Series A Preferred stock”), with a liquidation preference of $1,000 per share of Series A Preferred Stock (equivalent to $25 per depositary share). The issuance generated proceeds of approximately $486 million, net of issuance costs. The Board of Directors declared $32 million in cash dividends on this Series A Preferred Stock during 2013. Because the Company was in a retained deficit position, the preferred dividends were recorded as a reduction of preferred stock, including related surplus.
	At December 31, 2012, Regions had 23 million common shares available for repurchase through open market transactions under an existing share repurchase authorization. On March 19, 2013, Regions' Board of Directors authorized a new $350 million common stock purchase plan, permitting repurchases from the beginning of the second quarter of 2013 through the end of the first quarter of 2014. The new plan replaced the prior share repurchase authorization. As of December 31, 2013, Regions had repurchased approximately 36 million shares of common stock at a total cost of approximately $340 million. These shares were immediately retired upon repurchase and therefore are not included in treasury stock.
	The Board of Directors declared cash dividends on common stock of $0.10 for 2013, $0.04 for 2012 and $0.04 for 2011. Because the Company was in a retained deficit position, the common stock dividends were recorded as a reduction of additional-paid-in-capital.
	Activity within the balances in accumulated other comprehensive income (loss) is shown in the following tables for the years ended December 31 as follows:
		2013
		Unrealized losses on securities transferred to held to maturity			Unrealized			Unrealized			Defined benefit pension plans and other post			Accumulated
					gains (losses) on securities			gains (losses) on derivative			employment			other
					available			instruments			benefits			comprehensive
					for sale			designated						income (loss),
								as cash						net of tax
								flow hedges
		(In millions)
	Beginning of year	$	—		$	436		$	93		$	(464	)	$	65
	Net change	(64		)	(458		)	(78		)	216			(384		)
	End of year	$	(64	)	$	(22	)	$	15		$	(248	)	$	(319	)
		2012
		Unrealized			Unrealized			Defined			Accumulated other
		gains (losses) on securities			gains (losses) on derivative			benefit			comprehensive
		available for sale			instruments			pension			income (loss),
					designated			plans and			net of tax
					as cash			other post
					flow hedges			employment
								benefits
		(In millions)
	Beginning of year	$	322		$	84		$	(475	)	$	(69	)
	Net change	114			9			11			134
	End of year	$	436		$	93		$	(464	)	$	65
		2011
		Unrealized			Unrealized			Defined			Accumulated other
		gains (losses) on securities			gains (losses) on derivative			benefit			comprehensive
		available for sale			instruments			pension			income (loss),
					designated			plans and			net of tax
					as cash			other post
					flow hedges			employment
								benefits
		(In millions)
	Beginning of year	$	78		$	(10	)	$	(328	)	$	(260	)
	Net change	244			94			(147		)	191
	End of year	$	322		$	84		$	(475	)	$	(69	)
	The following table presents amounts reclassified out of accumulated other comprehensive income (loss) for the year ended December 31, 2013:
	Details about Accumulated Other Comprehensive Income (Loss) Components	Amount Reclassified from Accumulated Other Comprehensive Income (Loss)(1)			Affected Line Item in the Consolidated Statements of Operations
		(In millions)
	Unrealized losses on securities transferred to held to maturity:
		$	(7	)	Net interest income
		3			Tax (expense) or benefit
		$	(4	)	Net of tax
	Unrealized gains and (losses) on available-for-sale securities:
		$	26		Securities gains, net
		(9		)	Tax (expense) or benefit
		$	17		Net of tax
	Gains and (losses) on cash flow hedges:
	Interest rate contracts	$	86		Net interest income
		(33		)	Tax (expense) or benefit
		$	53		Net of tax
	Amortization of defined benefit pension items:
	Prior-service cost	$	(1	)	(2)
	Actuarial gains/(losses)	(69		)	(2)
		(70		)	Total before tax
		25			Tax (expense) or benefit
		$	(45	)	Net of tax
Total reclassifications for the period	$	21		Net of tax
_________
(1) Amounts in parentheses indicate reductions to net income.
(2) These accumulated other comprehensive income (loss) components are included in the computation of net periodic pension cost and are included in salaries and employee benefits on the consolidated statements of operations (see Note 17 for additional details).

Earnings_Loss_per_Common_Share

Earnings (Loss) per Common Share	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Earnings (Loss) per Common Share	'
	EARNINGS (LOSS) PER COMMON SHARE
	The following table sets forth the computation of basic earnings (loss) per common share and diluted earnings (loss) per common share for the years ended December 31:
		2013			2012			2011
		(In millions, except per share data)
	Numerator:
	Income from continuing operations	$	1,135		$	1,179		$	189
	Preferred stock dividends and accretion	(32		)	(129		)	(214		)
	Income (loss) from continuing operations available to common shareholders	1,103			1,050			(25		)
	Loss from discontinued operations, net of tax	(13		)	(59		)	(404		)
	Net income (loss) available to common shareholders	$	1,090		$	991		$	(429	)
	Denominator:
	Weighted-average common shares outstanding—basic	1,395			1,381			1,258
	Potential common shares	15			6			—
	Weighted-average common shares outstanding—diluted	1,410			1,387			1,258
	Earnings (loss) per common share from continuing operations available to common shareholders(1):
	Basic	$	0.79		$	0.76		$	(0.02	)
	Diluted	0.78			0.76			(0.02		)
	Loss per common share from discontinued operations(1):
	Basic	(0.01		)	(0.04		)	(0.32		)
	Diluted	(0.01		)	(0.04		)	(0.32		)
	Earnings (loss) per common share(1):
	Basic	0.78			0.72			(0.34		)
	Diluted	0.77			0.71			(0.34		)
	________
	-1	Certain per share amounts may not appear to reconcile due to rounding.
	In 2013 and 2012, diluted earnings per common share from continuing operations is calculated using a denominator of 1,410 million and 1,387 million shares, respectively, which includes 15 million and 6 million potential common shares, respectively. Basic and diluted weighted-average common shares outstanding for earnings per common share from continuing operations and in total are the same for 2011 due to the Company experiencing a net loss. For earnings per common share from discontinued operations, basic and diluted weighted-average common shares are the same for all periods presented due to the Company experiencing net losses.
	The effect from the assumed exercise of 24 million and 36 million stock options for the years ended December 31, 2013 and 2012, respectively, was not included in the above computations of diluted earnings per common share because such amounts would have had an antidilutive effect on earnings per common share.

ShareBased_Payments

Share-Based Payments	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Share-Based Payments	'
	SHARE-BASED PAYMENTS
	Regions administers long-term incentive compensation plans that permit the granting of incentive awards in the form of stock options, restricted stock awards, performance awards and stock appreciation rights. While Regions has the ability to issue stock appreciation rights, none have been issued to date. The terms of all awards issued under these plans are determined by the Compensation Committee of the Board of Directors; however, no awards may be granted after the tenth anniversary from the date the plans were initially approved by shareholders. Incentive awards usually vest based on employee service, generally within three years from the date of the grant. The contractual lives of options granted under these plans are typically ten years from the date of the grant.
	On May 13, 2010, the shareholders of the Company approved the Regions Financial Corporation 2010 Long-Term Incentive Plan (“2010 LTIP”), which permits the Company to grant to employees and directors various forms of incentive compensation. These forms of incentive compensation are similar to the types of compensation approved in prior plans. The 2010 LTIP authorizes 100 million common share equivalents available for grant, where grants of options count as one share equivalent and grants of full value awards (e.g., shares of restricted stock, restricted stock units and performance stock units) count as 2.25 share equivalents. Unless otherwise determined by the Compensation Committee of the Board of Directors, grants of restricted stock, restricted stock units, and performance stock units accrue dividends as they are declared by the Board of Directors, and the dividends are paid upon vesting of the award. Upon adoption of the 2010 LTIP, Regions closed all prior long-term incentive plans to new grants, and, accordingly, prospective grants must be made under the 2010 LTIP or a successor plan. All existing grants under prior long-term incentive plans were unaffected by adoption of the 2010 LTIP. The number of remaining share equivalents available for future issuance under the 2010 LTIP was approximately 53 million at December 31, 2013.
	Grants of performance-based restricted stock typically have a three-year performance period, and shares vest within three years after the grant date. Restricted stock units typically have a vesting period of three years. Grantees of restricted stock awards or units must either remain employed with the Company for certain periods from the date of grant in order for shares to be released or issued or retire after meeting the standards of a retiree, at which time shares would be prorated and released. The terms of these plans generally stipulate that the exercise price of options may not be less than the fair market value of Regions’ common stock at the date the options are granted; however, under prior stock option plans, non-qualified options could be granted with a lower exercise price than the fair market value of Regions’ common stock on the date of grant. The contractual life of options granted under these plans are typically ten years from the date of grant. Regions issues new shares from authorized reserves upon exercise.
	The following table summarizes the elements of compensation cost recognized in the consolidated statements of operations for the years ended December 31:
		2013			2012			2011
		(In millions)
	Compensation cost of share-based compensation awards:
	Restricted stock awards	$	35		$	23		$	10
	Stock options	5			7			9
	Cash-settled restricted stock units	—			3			3
	Tax benefits related to compensation cost	(15		)	(12		)	(8		)
	Compensation cost of share-based compensation awards, net of tax	$	25		$	21		$	14
	STOCK OPTIONS
	No stock option grants were made during 2013 or 2012. In 2011, Regions made stock option grants that vest based upon satisfaction of a service condition. The fair value of these stock options was estimated on the date of the grant using a Black-Scholes option pricing model and related assumptions. The stock options vest ratably over a three-year term.
	The following table summarizes the weighted-average assumptions used and the weighted-average estimated fair values related to stock options granted in 2011.
		2011
	Expected option life	5.8 yrs
	Expected volatility	75.5	%
	Expected dividend yield	2.3	%
	Risk-free interest rate	2	%
	Fair value	$3.66
	Refer to Note 1 for a discussion of the methodologies used to derive the underlying assumptions used in the Black-Scholes option pricing model.
	The following table summarizes the activity for 2013, 2012 and 2011 related to stock options:
			Number of		Weighted-			Aggregate			Weighted-
			Options		Average			Intrinsic Value			Average
					Exercise			(In Millions)			Remaining
					Price						Contractual
											Term
	Outstanding at December 31, 2010		54,999,626		$	24.41		$	11		4.76 yrs.
	Granted		1,451,200		6.59
	Exercised		(18,442	)	3.29
	Canceled/Forfeited		(10,081,035	)	25.3
	Outstanding at December 31, 2011		46,351,349		$	23.62		$	3		4.55 yrs.
	Granted		—		—
	Exercised		(338,182	)	4.07
	Canceled/Forfeited		(7,754,963	)	27.06
	Outstanding at December 31, 2012		38,258,204		$	23.09		$	11		3.99 yrs.
	Granted		—		—
	Exercised		(934,790	)	5.46
	Canceled/Forfeited		(5,196,179	)	28.29
	Outstanding at December 31, 2013		32,127,235		$	22.81		$	35		3.46 yrs.
	Exercisable at December 31, 2013		31,657,014		$	23.05		$	34		3.40 yrs.
	RESTRICTED STOCK AWARDS AND PERFORMANCE STOCK AWARDS
	During 2013 and 2012, Regions made restricted stock grants that vest upon satisfaction of service conditions and restricted stock unit and performance stock unit grants that vest based upon satisfaction of service conditions and performance conditions. Dividend payments during the vesting period are deferred to the end of the vesting term. The fair value of these restricted shares, restricted stock units and performance stock units was estimated based upon the fair value of the underlying shares on the date of the grant. The valuation was not adjusted for the deferral of dividends.
	Activity related to restricted stock awards and performance stock awards for 2013, 2012 and 2011 is summarized as follows:
			Number of		Weighted-Average
			Shares/Units		Grant Date
					Fair Value
	Non-vested at December 31, 2010		4,930,444		$	12.13
	Granted		2,705,834		6.66
	Vested		(1,206,373	)	23.36
	Forfeited		(149,545	)	12.93
	Non-vested at December 31, 2011		6,280,360		$	7.6
	Granted		8,461,987		5.86
	Vested		(2,047,900	)	10.12
	Forfeited		(749,268	)	4.22
	Non-vested at December 31, 2012		11,945,179		$	6.15
	Granted		6,385,841		8.06
	Vested		(1,584,532	)	7.03
	Forfeited		(534,290	)	6.67
	Non-vested at December 31, 2013		16,212,198		$	6.83
	As of December 31, 2013, the pre-tax amount of non-vested stock options, restricted stock, restricted stock units and performance stock units not yet recognized was $44 million, which will be recognized over a weighted-average period of 1.82 years. No share-based compensation costs were capitalized during the years ended December 31, 2013, 2012 and 2011.
Regions did not issue cash-settled restricted stock units during 2013. During 2012 and 2011, Regions issued approximately 259 thousand and 867 thousand of cash-settled restricted stock units, respectively.

Employee_Benefit_Plans

Employee Benefit Plans	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Employee Benefit Plans	'
	EMPLOYEE BENEFIT PLANS
	PENSION AND OTHER POSTRETIREMENT BENEFITS
	Regions has a defined-benefit pension plan qualified under the Internal Revenue Code covering only certain employees as the pension plan is closed to new entrants. Benefits under the pension plan are based on years of service and the employee’s highest five years of compensation during the last ten years of employment. Regions’ funding policy is to contribute annually at least the amount required by Internal Revenue Service minimum funding standards. Contributions are intended to provide not only for benefits attributed to service to date, but also for those expected to be earned in the future. Regions made no contribution to the plan during 2013.
	The Company also sponsors a supplemental executive retirement program (the “SERP”), which is a non-qualified pension plan that provides certain senior executive officers defined benefits in relation to their compensation. Actuarially determined pension expense is charged to current operations using the projected unit credit method. All defined-benefit plans are referred to as “the plans” throughout the remainder of this footnote.
	The following table sets forth the plans’ change in benefit obligation, plan assets and funded status, using a December 31 measurement date, and amounts recognized in the consolidated balance sheets at December 31:
		Qualified Plan								Non-qualified Plans							Total
		2013				2012				2013			2012				2013			2012
		(In millions)
	Change in benefit obligation
	Projected benefit obligation, beginning of year	$	2,004			$	1,841			$	163		$	145			$	2,167		$	1,986
	Service cost	38				37				3			3				41			40
	Interest cost	84				84				6			6				90			90
	Actuarial (gains) losses	(269		)		119				2			16				(267		)	135
	Benefit payments	(77		)		(74		)		(9		)	(7		)		(86		)	(81		)
	Administrative expenses	(3		)		(3		)		—			—				(3		)	(3		)
	Projected benefit obligation, end of year	$	1,777			$	2,004			$	165		$	163			$	1,942		$	2,167
	Change in plan assets
	Fair value of plan assets, beginning of year	$	1,749			$	1,494			$	—		$	—			$	1,749		$	1,494
	Actual return on plan assets	143				191				—			—				143			191
	Company contributions	—				141				9			7				9			148
	Benefit payments	(77		)		(74		)		(9		)	(7		)		(86		)	(81		)
	Administrative expenses	(3		)		(3		)		—			—				(3		)	(3		)
	Fair value of plan assets, end of year	$	1,812			$	1,749			$	—		$	—			$	1,812		$	1,749
	Funded status and accrued benefit cost at measurement date	$	35			$	(255	)		$	(165	)	$	(163	)		$	(130	)	$	(418	)
	Amount recognized in the Consolidated Balance Sheets:
	Other assets (liabilities)	$	35			$	(255	)		$	(165	)	$	(163	)		$	(130	)	$	(418	)
	Pre-tax amounts recognized in Accumulated Other Comprehensive (Income) Loss:
	Net actuarial loss (gain)	$	374			$	721			$	36		$	34			$	410		$	755
	Prior service cost (credit)	—				—				2			3				2			3
		$	374			$	721			$	38		$	37			$	412		$	758
	The accumulated benefit obligation for the qualified plan was $1.8 billion and $2.0 billion as of December 31, 2013 and 2012, respectively. Total plan assets exceeded the corresponding accumulated benefit obligation for the qualified plan as of December 31, 2013. As of December 31, 2012, the accumulated benefit obligation for the qualified plan exceeded all corresponding plan assets. The accumulated benefit obligation for the non-qualified plan was $165 million and $163 million as of December 31, 2013 and 2012, respectively, which exceeded all corresponding plan assets for each period. Net periodic pension cost, which is recorded in salaries and benefits on the consolidated statements of operations, included the following components for the years ended December 31:
		Qualified Plan											Non-qualified Plans										Total
		2013				2012				2011			2013				2012			2011			2013			2012			2011
		(In millions)
	Service cost	$	38			$	37			$	33		$	3			$	3		$	3		$	41		$	40		$	36
	Interest cost	84				84				85			6				6			6			90			90			91
	Expected return on plan assets	(132		)		(115		)		(121		)	—				—			—			(132		)	(115		)	(121		)
	Amortization of actuarial loss	66				70				45			3				1			—			69			71			45
	Amortization of prior service cost	—				—				—			1				1			1			1			1			1
	Net periodic pension cost	$	56			$	76			$	42		$	13			$	11		$	10		$	69		$	87		$	52
	The estimated amounts that will be amortized from accumulated other comprehensive income (loss) into net periodic benefit cost in 2014 are as follows:
		Qualified Plan				Non-qualified Plans
		(In millions)
	Actuarial loss	$	21			$	2
	Prior service cost	—				1
		$	21			$	3
	The weighted-average assumptions used to determine benefit obligations at December 31 are as follows:
		Qualified Plan						Non-Qualified Plans
		2013			2012			2013			2012
	Discount rate	5	%		4.25	%		4.5	%		3.65	%
	Rate of annual compensation increase	3.75	%		3.75	%		3.75	%		3.75	%
	The weighted-average assumptions used to determine net periodic benefit cost for the years ended December 31 are as follows:
		Qualified Plan									Non-qualified Plans
		2013			2012			2011			2013		2012			2011
	Discount rate	4.25	%		4.6	%		5.45	%		3.65	%	4.35	%		5	%
	Expected long-term rate of return on plan assets	7.75	%		7.75	%		8.25	%		N/A		N/A			N/A
	Rate of annual compensation increase	3.75	%		3.75	%		3.75	%		3.75	%	3.75	%		4	%
	The expected long-term rate of return on qualified plan assets is based on an estimated reasonable range of probable returns. Management chose a point within the range based on the probability of achievement combined with incremental returns attributable to active management.
	The qualified pension plan’s investment strategy is continuing to shift from focusing on maximizing asset returns to minimizing funding ratio volatility, with an increase to the allocation to bonds. The target asset allocation is 51 percent equities, 32 percent fixed income securities and 17 percent in all other types of investments. Equity securities include investments in large and small/mid cap companies primarily located in the United States, international equities, and private equities. Fixed income securities include investments in corporate and government bonds, asset-backed securities and any other fixed income investments as allowed by respective prospectuses and other offering documents. Other types of investments may include hedge funds and real estate funds that follow several different strategies. Plan assets are highly diversified with respect to asset class, security and manager. Investment risk is controlled with plan assets rebalancing to target allocations on a periodic basis and continual monitoring of investment managers’ performance relative to the investment guidelines established with each investment manager.
	The Regions’ qualified pension plan has a portion of its investments in Regions’ common stock. At December 31, 2013, the plan held 2,855,618 shares, which represents a total market value of approximately $28 million, or approximately 2 percent of plan assets.
	The following table presents the fair value of Regions’ qualified pension plans’ financial assets as of December 31:
		2013															2012
		Level 1				Level 2				Level 3			Fair Value				Level 1			Level 2			Level 3			Fair Value
	(In millions)
Cash and cash equivalents	$	30			$	—			$	—		$	30			$	31		$	—		$	—		$	31
Fixed income securities:
U.S. Treasury and federal agency securities	—				135				—			135				—			130			—			130
Mortgage-backed securities	—				5				—			5				—			8			—			8
Collateralized mortgage obligations	—				2				—			2				—			3			—			3
Obligations of states and political subdivisions	—				1				—			1				—			1			—			1
Corporate bonds	—				171				—			171				—			167			—			167
Unit investment trusts	—				53				—			53				—			—			—			—
Total fixed income securities	$	—			$	367			$	—		$	367			$	—		$	309		$	—		$	309
Equity securities:
Domestic	271				—				—			271				253			—			—			253
International	16				—				—			16				5			—			—			5
Total common stock	$	287			$	—			$	—		$	287			$	258		$	—		$	—		$	258
Mutual funds:
Domestic	101				—				—			101				347			—			—			347
International	—				—				—			—				1			—			—			1
Total mutual funds	$	101			$	—			$	—		$	101			$	348		$	—		$	—		$	348
Collective investment trust funds:
Fixed income fund	—				227				—			227				—			221			—			221
Common stock fund	—				186				—			186				—			40			—			40
International fund	—				228				—			228				—			208			—			208
	$	—			$	641			$	—		$	641			$	—		$	469		$	—		$	469
International hedge funds	$	—			$	90			$	—		$	90			$	—		$	84		$	—		$	84
Real estate funds	$	—			$	—			$	225		$	225			$	—		$	—		$	203		$	203
Private equity funds	$	—			$	—			$	70		$	70			$	—		$	—		$	46		$	46
Other assets	$	—			$	—			$	1		$	1			$	—		$	—		$	1		$	1
	$	418			$	1,098			$	296		$	1,812			$	637		$	862		$	250		$	1,749
For all investments, the plan attempts to use quoted market prices of identical assets on active exchanges, or Level 1 measurements. Where such quoted market prices are not available, the plan typically employs quoted market prices of similar instruments (including matrix pricing) and/or discounted cash flows to estimate a value of these securities, or Level 2 measurements. Level 2 discounted cash flow analyses are typically based on market interest rates, prepayment speeds and/or option adjusted spreads. Level 3 measurements include discounted cash flow analyses based on assumptions that are not readily observable in the market place. Such assumptions include projections of future cash flows, including loss assumptions, and discount rates.
Investments held in the plan consist of cash and cash equivalents, fixed income securities (U.S. Treasury, federal agency securities, mortgage-backed securities, collateralized mortgage obligations, obligations of states and political subdivisions and corporate bonds), equity securities (primarily common stock and mutual funds), collective trust funds, hedge funds, real estate funds, private equity and other assets and are recorded at fair value on a recurring basis. See Note 1 for a description of valuation methodologies related to U.S. Treasuries, federal agency securities, mortgage-backed securities, obligations of states and political subdivisions and equity securities. The methodology described in Note 1 for other debt securities is applicable to corporate bonds.
Mutual funds are valued based on quoted market prices of identical assets on active exchanges; these valuations are Level 1 measurements. Collective trust funds, international hedge funds, real estate funds, private equity funds and other assets are valued based on net asset value or the valuation of the limited partner’s portion of the equity of the fund. Third party fund managers provide these valuations based primarily on estimated valuations of underlying investments. These funds are included in either Level 2 or Level 3, based on the nature of the underlying investments and on redemption restrictions.
The following table illustrates a rollforward for qualified pension plan financial assets measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the years ended December 31:
Fair Value Measurements Using
Significant Unobservable Inputs
Year Ended December 31, 2013
(Level 3 measurements only)
	Real estate				Private equity				Other assets
	funds				funds
					(In millions)
Beginning balance, January 1, 2013	$	203			$	46			$	1
Actual return on plan assets:
Net appreciation (depreciation) in fair value of investments	21				11				—
Purchases, sales, issuances, and settlements, net	1				13				—
Ending balance, December 31, 2013	$	225			$	70			$	1
The amount of total gains (losses) for the period attributable to the change in unrealized gains (losses) relating to assets still held at December 31, 2013:	$	21			$	11			$	—
Fair Value Measurements Using
Significant Unobservable Inputs
Year Ended December 31, 2012
(Level 3 measurements only)
	Real estate				Private equity				Other assets
	funds				funds
	(In millions)
Beginning balance, January 1, 2012	$	186			$	26			$	1
Actual return on plan assets:
Net appreciation (depreciation) in fair value of investments	15				(2		)		—
Purchases, sales, issuances, and settlements, net	2				22				—
Ending balance, December 31, 2012	$	203			$	46			$	1
The amount of total gains (losses) for the period attributable to the change in unrealized gains (losses) relating to assets still held at December 31, 2012:	$	15			$	(2	)		$	—
Information about the expected cash flows for the qualified pension plan are as follows:
	Qualified Plan
	(In millions)
Expected Employer Contributions:
2014	$	—
Expected Benefit Payments:
2014	$	82
2015	85
2016	88
2017	91
2018	95
2019-2022	539
OTHER PLANS
Regions has a defined-contribution 401(k) plan that includes a Company match of eligible employee contributions. Eligible employees include those who have been employed for one year and have worked a minimum of 1,000 hours. The Company match is initially invested in Regions common stock. In 2013 and 2012, Regions provided an automatic 2 percent cash 401(k) contribution to eligible employees regardless of whether or not they were contributing to the 401(k) plan. To receive this contribution, employees must be employed at the end of the year and not actively accruing a benefit in the Regions’ pension plan. Eligible employees who are already contributing to the 401(k) plan will continue to receive up to a 4 percent Company match plus the automatic 2 percent cash contribution. During 2011, the match totaled 100 percent of the eligible employee pre-tax contribution (up to 6 percent of compensation). Regions’ match to the 401(k) plan on behalf of employees totaled $34 million, $29 million and $42 million in 2013, 2012 and 2011, respectively. Regions’ cash contribution was approximately $14 million for 2013 and $12 million for 2012. Regions’ 401(k) plan held 36 million shares of Regions common stock at both December 31, 2013 and 2012. The 401(k) plan received approximately $3 million in dividends on Regions common stock for the year ended December 31, 2013, and $1 million in dividends for the years ended December 31, 2012 and 2011.
Regions also sponsors defined-benefit postretirement health care plans that cover certain retired employees. For these certain employees retiring before normal retirement age, the Company currently pays a portion of the costs of certain health care benefits until the retired employee becomes eligible for Medicare. Certain retirees, participating in plans of acquired entities, are offered a Medicare supplemental benefit. The plan is contributory and contains other cost-sharing features such as deductibles and co-payments. Retiree health care benefits, as well as similar benefits for active employees, are provided through a self-insured program in which Company and retiree costs are based on the amount of benefits paid. The Company’s policy is to fund the Company’s share of the cost of health care benefits in amounts determined at the discretion of management. Postretirement life insurance is also provided to a grandfathered group of employees and retirees. The assumed health care cost trend rate for postretirement medical benefits was 6.7 percent for 2013 and is assumed to decrease gradually to 4.5 percent by 2027 and remain at that level thereafter. A one-percentage point change in assumed health care cost trend rates would have an immaterial effect on total service cost and interest cost components as well as the related postretirement obligations. There was no material impact from other postretirement benefits on the consolidated statements of operations for the years ended December 31, 2013, 2012 and 2011. The projected benefit obligation for these plans was $23 million and $29 million as of December 31, 2013 and 2012 respectively.

Other_NII_NIE_Other_NII_NIE

Other NII & NIE Other NII & NIE	12 Months Ended
	Dec. 31, 2013
Other Income and Expenses [Abstract]	'
Other Income and Other Expense Disclosure [Text Block]	'
	OTHER NON-INTEREST INCOME AND EXPENSE
	The following is a detail of other non-interest income from continuing operations for the years ended December 31:
		2013			2012			2011
		(In millions)
	Insurance commissions and fees	$	114		$	109		$	106
	Capital markets fee income and other	87			83			36
	Bank-owned life insurance	82			81			83
	Credit card / bank card income	75			85			65
	Commercial credit fee income	65			68			80
	Net loss from affordable housing	(49		)	(49		)	(69		)
	Other miscellaneous income	209			132			143
		$	583		$	509		$	444
	The following is a detail of other non-interest expense from continuing operations for the years ended December 31:
		2013			2012			2011
		(In millions)
	Professional and legal expenses	$	132		$	114		$	175
	Deposit administrative fee	125			162			217
	Outside services	106			82			62
	Marketing	98			87			62
	Loss on early extinguishment of debt	61			11			—
	Regulatory charge	58			—			—
	Credit/checkcard expenses	41			64			50
	Amortization of core deposit intangible	28			83			95
	Other real estate owned expense	16			52			162
	Branch consolidation and property and equipment charges	5			—			75
	(Gain)/loss on loans held for sale, net	(30		)	(61		)	1
	Other miscellaneous expenses	453			526			443
		$	1,093		$	1,120		$	1,342

Income_Taxes_Notes

Income Taxes (Notes)	12 Months Ended
	Dec. 31, 2013
Income Taxes [Abstract]	'
Income Tax Disclosure [Text Block]	'
	INCOME TAXES
	The components of income tax expense (benefit) from continuing operations for the years ended December 31 were as follows:
		2013				2012				2011
		(In millions)
	Current income tax expense (benefit):
	Federal	$	88			$	(20	)		$	2
	State	19				16				1
	Total current expense (benefit)	$	107			$	(4	)		$	3
	Deferred income tax expense (benefit):
	Federal	$	356			$	383			$	1
	State	(11		)		103				(32		)
	Total deferred expense (benefit)	$	345			$	486			$	(31	)
	Total income tax expense (benefit)	$	452			$	482			$	(28	)
	Note: The table above does not include income tax expense (benefit) from discontinued operations of $(11) million, $(40) million, $(4) million in 2013, 2012 and 2011, respectively. The deferred income tax expense (benefit) reflected in discontinued operations was $34 million, ($52) million and $8 million in 2013, 2012 and 2011, respectively.
	Income tax expense (benefit) does not reflect the tax effects of unrealized gains and losses on securities available for sale, unrealized gains and losses on derivative instruments and the net change from defined benefit plans. Refer to Note 14 for additional information on stockholders’ equity and accumulated other comprehensive income (loss).
	The income tax effects resulting from stock transactions under the Company’s compensation plans were a decrease to stockholders’ equity of zero, $6 million and $7 million in 2013, 2012 and 2011, respectively. The income tax effects of these transactions reduced the Company’s deferred tax asset $5 million, $6 million and $7 million in 2013, 2012 and 2011, respectively.
	Income taxes from continuing operations for financial reporting purposes differs from the amount computed by applying the statutory federal income tax rate of 35 percent for the years ended December 31, as shown in the following table:
		2013				2012				2011
		(Dollars in millions)
	Tax on income from continuing operations computed at statutory federal income tax rate	$	555			$	582			$	56
	Increase (decrease) in taxes resulting from:
	State income tax, net of federal tax effect	5				77				(20		)
	Affordable housing credits and other credits	(108		)		(108		)		(107		)
	Lease financing	38				24				24
	Bank-owned life insurance	(33		)		(32		)		(34		)
	Tax-exempt income from obligations of states and political subdivisions	(32		)		(29		)		(21		)
	Regulatory charge	20				—				(17		)
	Goodwill impairment	—				—				89
	Federal audit settlement	—				(61		)		—
	Other, net	7				29				2
	Income tax expense (benefit)	$	452			$	482			$	(28	)
	Effective tax rate	28.5		%		29		%		(17.4		)%
	Note: The table above relates to income taxes from continuing operations. In 2011, a regulatory settlement was finalized and a portion was determined to be deductible for income tax purposes. This settlement resulted in a $27 million income tax benefit to discontinued operations. In addition, the $492 million goodwill impairment reflected in 2011 discontinued operations resulted in a $14 million income tax benefit.
	Significant components of the Company’s net deferred tax asset at December 31 are listed below:
		2013				2012
		(In millions)
	Deferred tax assets:
	Allowance for loan losses	$	539			$	757
	Unrealized gains and losses included in stockholders’ equity	196				—
	Accrued expenses	191				219
	State net operating loss carryfowards, net of federal tax effect	176				187
	Employee benefits and deferred compensation	109				64
	Federal tax credit carryforwards	74				177
	Other	96				115
	Total deferred tax assets	1,381				1,519
	Less: valuation allowance	(36		)		(70		)
	Total deferred tax assets less valuation allowance	1,345				1,449
	Deferred tax liabilities:
	Lease financing	413				344
	Goodwill and intangibles	188				191
	Mortgage servicing rights	96				62
	Fixed assets	15				17
	Unrealized gains and losses included in stockholders’ equity	—				37
	Other	21				35
	Total deferred tax liabilities	733				686
	Net deferred tax asset	$	612			$	763
	The following table provides details of the Company’s tax carryforwards at December 31, 2013, including the expiration dates, any related valuation allowance and the amount of taxable earnings necessary to fully realize each net deferred tax asset balance:
		Expiration Dates		Deferred Tax				Valuation				Net Deferred Tax		Pre-Tax
				Asset Balance				Allowance				Asset Balance		Earnings
														Necessary to
														Realize (1)
	General business credits-federal	2031-2033		$	64			$	—			$	64	$ N/A
	Alternate minimum tax credits-federal	None(2)		10				—				10		N/A
Net operating losses-states	2014-2018		72				(8		)		64		1,515
Net operating losses-states	2019-2025		55				(13		)		42		999
Net operating losses-states	2026-2033		49				(10		)		39		992
Other credits-states	2014-2018		8				(5		)		3		N/A
-1	N/A indicates that credits are not measured on a pre-tax basis.
-2	Alternative minimum tax credits can be carried forward indefinitely.
Of the $612 million net deferred tax asset, $222 million relates to net operating losses and tax carryforwards of which $109 million expires before 2026 (as detailed in the table above). The remaining $390 million of net deferred tax assets do not have a set expiration date at December 31, 2013.
The Company’s determination of the realization of the net deferred tax asset is based on its assessment of all available positive and negative evidence. At December 31, 2013, the Company is no longer in a three-year cumulative loss position and therefore, does not have this negative evidence to consider in assessing the realization of its net deferred tax asset. Additional positive evidence supporting the realization of the deferred tax assets at December 31, 2013 includes the reversal of taxable temporary differences that will offset approximately $752 million of the gross deferred tax asset and generation of taxable income for the two prior tax years.
The Company believes that a portion of the state net operating loss carryforwards and state tax credit carryforwards will not be realized due to the length of certain state carryforward periods. Accordingly, a valuation allowance has been established in the amount of $36 million against such benefits at December 31, 2013 compared to $70 million at December 31, 2012. The valuation allowance decrease of $34 million was principally due to the Company’s determination that certain state net operating loss carryforwards are more likely than not to be realized.
A reconciliation of the beginning and ending amount of unrecognized tax benefits (“UTBs”) is as follows:
	2013				2012				2011
	(In millions)
Balance at beginning of year	$	55			$	94			$	93
Additions based on tax positions related to the current year	2				24				6
Additions based on tax positions taken in a prior period	4				11				10
Reductions based on tax positions taken in a prior period	(10		)		(63		)		(10		)
Settlements	—				(11		)		(3		)
Expiration of statute of limitations	—				—				(2		)
Balance at end of year	$	51			$	55			$	94
The Company is currently under examination by the Internal Revenue Service for the tax years 2010, 2011 and 2012. With few exceptions, the Company is no longer subject to state and local income tax examinations for tax years before 2008. Currently, there are disputed tax positions taken in previously filed tax returns with certain states, including positions regarding investment and intellectual property subsidiaries. The Company continues to evaluate these positions and intends to defend proposed adjustments made by these tax authorities. The Company does not anticipate that the ultimate resolution of these examinations will result in a material change to its business, financial position, results of operations or cash flows.
As a result of the potential resolution of certain federal and state income tax positions, it is reasonably possible that the UTBs could decrease as much as $29 million during the next twelve months, since resolved items will be removed from the balance whether their resolution results in payment or recognition in earnings.
As of December 31, 2013, 2012 and 2011, the balance of the Company’s UTBs that would reduce the effective tax rate, if recognized, was $34 million, $40 million and $80 million, respectively. The remainder of the UTB balance has indirect tax benefits in other jurisdictions or is the tax effect of temporary differences.
During 2013, 2012 and 2011, income tax expense (benefit) includes interest expense, interest income and penalties related to income taxes, before the impact of any applicable federal and state deductions, of $2 million, zero and ($2) million, respectively. As of December 31, 2013 and December 31, 2012, the Company recognized a liability of $4 million and $1 million respectively, for interest and penalties related to income taxes, before the impact of any applicable federal and state deductions.

Derivative_Financial_Instrumen

Derivative Financial Instruments and Hedging Activities	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Derivative Financial Instruments and Hedging Activities	'
	DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES
	The following tables present the notional amount and estimated fair value of derivative instruments on a gross basis as of December 31, 2013 and 2012. Beginning in the third quarter of 2013, Regions began to include the value of accrued interest in the estimated fair value of derivatives designated as hedging relationships. Prior period amounts have been adjusted to conform to this presentation.
		2013									2012
		Notional			Estimated Fair Value						Notional				Estimated Fair Value
		Amount			Gain(1)			Loss(1)			Amount				Gain(1)				Loss(1)
		(In millions)
	Derivatives in fair value hedging relationships:
	Interest rate swaps	$	4,241		$	70		$	29		$	5,388			$	113			$	1
	Derivatives in cash flow hedging relationships:
	Interest rate swaps	5,800			5			80			1,000				2				—
	Total derivatives designated as hedging instruments	$	10,041		$	75		$	109		$	6,388			$	115			$	1
	Derivatives not designated as hedging instruments:
	Interest rate swaps	$	46,591		$	1,078		$	1,142		$	46,054			$	1,746			$	1,775
	Interest rate options	2,865			9			4			3,274				25				4
	Interest rate futures and forward commitments	13,357			9			2			43,908				10				13
	Other contracts	2,535			48			44			2,213				31				32
	Total derivatives not designated as hedging instruments	$	65,348		$	1,144		$	1,192		$	95,449			$	1,812			$	1,824
	Total derivatives	$	75,389		$	1,219		$	1,301		$	101,837			$	1,927			$	1,825
	_________
	-1	Derivatives in a net gain position are recorded as other assets and derivatives in a net loss position are recorded as other liabilities on the consolidated balance sheets.
	HEDGING DERIVATIVES
	Derivatives entered into to manage interest rate risk and facilitate asset/liability management strategies are designated as hedging derivatives. Derivative financial instruments that qualify in a hedging relationship are classified, based on the exposure being hedged, as either fair value hedges or cash flow hedges. Additional information regarding accounting policies for derivatives is described in Note 1 "Summary of Significant Accounting Policies."
	FAIR VALUE HEDGES
	Fair value hedge relationships mitigate exposure to the change in fair value of an asset, liability or firm commitment.
	Regions enters into interest rate swap agreements to manage interest rate exposure on the Company’s fixed-rate borrowings, which includes long-term debt and certificates of deposit. These agreements involve the receipt of fixed-rate amounts in exchange for floating-rate interest payments over the life of the agreements. Regions enters into interest rate swap agreements to manage interest rate exposure on certain of the Company's fixed-rate available for sale securities. These agreements involve the payment of fixed-rate amounts in exchange for floating-rate interest receipts. Regions also enters into forward sale commitments to hedge changes in the fair value of available-for-sale securities.
	CASH FLOW HEDGES
	Cash flow hedge relationships mitigate exposure to the variability of future cash flows or other forecasted transactions.
	Regions enters into interest rate swap agreements to manage overall cash flow changes related to interest rate risk exposure on LIBOR-based loans. The agreements effectively modify the Company’s exposure to interest rate risk by utilizing receive fixed/pay LIBOR interest rate swaps.
	Regions issues long-term fixed-rate debt for various funding needs. Regions may enter into receive LIBOR/pay fixed forward starting swaps to hedge risks of changes in the projected quarterly interest payments attributable to changes in the benchmark interest rate (LIBOR) during the time leading up to the probable issuance date of the new long-term fixed-rate debt.
	Regions enters into interest rate option contracts to protect cash flows through the maturity date of the hedging instrument on designated one-month LIBOR floating-rate loans from adverse extreme market interest rate changes.
	Regions purchases Eurodollar futures to hedge the variability in future cash flows based on forecasted resets of one-month LIBOR-based floating-rate loans due to changes in the benchmark interest rate.
	Regions recognized an unrealized after-tax gain of $63 million and $92 million in accumulated other comprehensive income (loss) at December 31, 2013 and 2012, respectively, related to terminated cash flow hedges of loan and debt instruments which will be amortized into earnings in conjunction with the recognition of interest payments through 2017. Regions recognized pre-tax income of $47 million and $28 million during the years ended December 31, 2013 and 2012, respectively related to the amortization of cash flow hedges of loan and debt instruments.
	Regions expects to reclassify out of accumulated other comprehensive income (loss) and into earnings approximately $111 million in pre-tax income due to the receipt or payment of interest payments on all cash flow hedges within the next twelve months. Included in this amount is $50 million in pre-tax net gains related to the amortization of discontinued cash flow hedges. The maximum length of time over which Regions is hedging its exposure to the variability in future cash flows for forecasted transactions is approximately seven years as of December 31, 2013.
	The following tables present the effect of hedging derivative instruments on the consolidated statements of operations for the years ended December 31:
		Gain or (Loss) Recognized in Income on Derivatives									Location of Amounts Recognized in Income on Derivatives and Related Hedged Item	Gain or (Loss) Recognized in Income on Related Hedged Item
		2013			2012			2011				2013				2012				2011
		(In millions)										(In millions)
	Fair Value Hedges:
	Interest rate swaps on:
	Debt/CDs	$	57		$	104		$	173		Interest expense	$	8			$	12			$	15
	Debt/CDs	(76		)	(50		)	(74		)	Other non-interest expense	66				41				89
	Securities available for sale	(6		)	—			—			Interest expense	—				—				—
	Securities available for sale	33			—			—			Other non-interest expense	(33		)		—				—
	Forward commitments on:
	Securities available for sale	—			—			(46		)	Other non-interest expense	—				—				46
	Total	$	8		$	54		$	53			$	41			$	53			$	150
		Effective Portion(3)
		Gain or (Loss) Recognized in AOCI(1)									Location of Amounts Reclassified from AOCI into Income	Gain or (Loss) Reclassified from AOCI into Income(2)
		2013			2012			2011				2013				2012				2011
		(In millions)										(In millions)
	Cash Flow Hedges:
	Interest rate swaps	$	(87	)	$	—		$	92		Interest income on loans	$	101			$	82			$	183
	Forward starting swaps	9			9			2			Interest expense on debt	(15		)		(15		)		(11		)
	Interest rate options	—			—			(2		)	Interest income on loans	—				—				4
	Eurodollar futures	—			—			1			Interest income on loans	—				—				(2		)
	Total	$	(78	)	$	9		$	93			$	86			$	67			$	174
	____
	(1) After-tax
	(2) Pre-tax
	(3) All cash flow hedges were highly effective for all periods presented, and the change in fair value attributed to hedge ineffectiveness was not material.
	DERIVATIVES NOT DESIGNATED AS HEDGING INSTRUMENTS
	The Company maintains a derivatives trading portfolio of interest rate swaps, option contracts, and futures and forward commitments used to meet the needs of its customers. The portfolio is used to generate trading profit and to help clients manage market risk. The Company is subject to the credit risk that a counterparty will fail to perform. The Company is also subject to market risk, which is evaluated by the Company and monitored by the asset/liability management process. Separate derivative contracts are entered into to reduce overall market exposure to pre-defined limits. The contracts in this portfolio do not qualify for hedge accounting and are marked-to-market through earnings and included in other assets and other liabilities.
	Regions enters into interest rate lock commitments, which are commitments to originate mortgage loans whereby the interest rate on the loan is determined prior to funding and the customers have locked into that interest rate. At December 31, 2013 and 2012, Regions had $267 million and $775 million, respectively, in total notional amount of interest rate lock commitments. Regions manages market risk on interest rate lock commitments and mortgage loans held for sale with corresponding forward sale commitments, which are recorded at fair value with changes in fair value recorded in mortgage income. At December 31, 2013 and 2012, Regions had $636 million and $1.9 billion, respectively, in total notional amount related to these forward sale commitments.
Regions has elected to account for mortgage servicing rights at fair market value with any changes to fair value being recorded within mortgage income. Concurrent with the election to use the fair value measurement method, Regions began using various derivative instruments, in the form of forward rate commitments, futures contracts, swaps and swaptions to mitigate the consolidated statements of operations effect of changes in the fair value of its mortgage servicing rights. As of December 31, 2013 and 2012, the total notional amount related to these contracts was $3.4 billion and $4.7 billion, respectively.
The following table presents the location and amount of gain or (loss) recognized in income on derivatives not designated as hedging instruments in the consolidated statements of operations for the years ended December 31:
Derivatives Not Designated as Hedging Instruments	2013			2012			2011
	(In millions)
Capital markets fee income and other (1):
Interest rate swaps	$	25		$	29		$	11
Interest rate options	2			(1		)	(3		)
Interest rate futures and forward commitments	1			(1		)	(1		)
Other contracts	14			10			11
Total capital markets fee income and other	42			37			18
Mortgage income:
Interest rate swaps	(32		)	28			80
Interest rate options	(18		)	7			2
Interest rate futures and forward commitments	(3		)	35			18
Total mortgage income	(53		)	70			100
	$	(11	)	$	107		$	118
____
(1) Capital markets fee income and other is included in Other income on the consolidated statements of operations.
Credit risk, defined as all positive exposures not collateralized with cash or other assets, at December 31, 2013 and 2012, totaled approximately $453 million and $713 million, respectively. This amount represents the net credit risk on all trading and other derivative positions held by Regions.
CREDIT DERIVATIVES
Regions has both bought and sold credit protection in the form of participations on interest rate swaps (swap participations). These swap participations, which meet the definition of credit derivatives, were entered into in the ordinary course of business to serve the credit needs of customers. Credit derivatives, whereby Regions has purchased credit protection, entitle Regions to receive a payment from the counterparty when the customer fails to make payment on any amounts due to Regions upon early termination of the swap transaction and have maturities between 2014 and 2020. Credit derivatives whereby Regions has sold credit protection have maturities between 2014 and 2020. For contracts where Regions sold credit protection, Regions would be required to make payment to the counterparty when the customer fails to make payment on any amounts due to the counterparty upon early termination of the swap transaction. Regions bases the current status of the prepayment/performance risk on bought and sold credit derivatives on recently issued internal risk ratings consistent with the risk management practices of unfunded commitments.
Regions’ maximum potential amount of future payments under these contracts as of December 31, 2013 was approximately $44 million. This scenario would only occur if variable interest rates were at zero percent and all counterparties defaulted with zero recovery. The fair value of sold protection at December 31, 2013 and 2012 was immaterial. In transactions where Regions has sold credit protection, recourse to collateral associated with the original swap transaction is available to offset some or all of Regions’ obligation.
CONTINGENT FEATURES
Certain of Regions’ derivative instrument contracts with broker-dealers contain provisions allowing those broker-dealers to terminate the contracts in the event that Regions’ and/or Regions Bank’s credit ratings fall below specified ratings from certain major credit rating agencies. During the fourth quarter of 2010, Regions and Regions Bank experienced ratings downgrades from major credit rating agencies such that certain ratings for Regions and Regions Bank were below investment grade. As a result of these ratings downgrades, certain of Regions Bank's broker-dealer counterparties could have terminated these contracts at their discretion. In lieu of terminating these contracts, Regions Bank and certain of its broker-dealer counterparties amended the contracts such that Regions Bank was required to post additional collateral in the cumulative amount of $195 million as of December 31, 2010. During 2012, both Moody’s Investor Service ("Moody's) and Standard and Poor's ("S&P") upgraded certain credit ratings for both Regions and Regions Bank. As a result of the upgrade, the additional collateral posted was $61 million at December 31, 2013.
Some of these contracts with broker-dealers still contain credit-related termination provisions and/or credit-related provisions regarding the posting of collateral. At December 31, 2013, the net fair value of such contracts containing credit-related termination provisions that were in a liability position was $290 million, for which Regions had posted collateral of $334 million. At December 31, 2013, the net fair value of contracts that do not contain credit-related termination provisions that were in a liability position was $207 million, for which Regions had posted collateral of $223 million. Other derivative contracts with broker-dealers do not contain any credit-related provisions. These counterparties require complete overnight collateralization.
The aggregate fair value of all derivative instruments with any credit-risk-related contingent features that were in a liability position on December 31, 2013 and 2012, was $364 million and $499 million, respectively, for which Regions had posted collateral of $409 million and $641 million, respectively, in the normal course of business.
OFFSETTING
Regions engages in derivatives transactions with dealers and customers. These derivatives transactions are subject to enforceable master netting agreements, which include a right of setoff by the non-defaulting or non-affected party upon early termination of the derivatives transaction. The following table presents the Company's gross derivative positions, including collateral posted or received, as of December 31, 2013 and 2012. Beginning in the third quarter of 2013, Regions began including the total fair value of all derivatives in the following table and separately reporting amounts subject to and not subject to offsetting. Prior period amounts have been adjusted to conform to this presentation.
	Offsetting Derivative Assets						Offsetting Derivative Liabilities
	2013			2012			2013			2012
	(In millions)
Gross amounts subject to offsetting	$	1,165		$	1,900		$	1,257		$	1,820
Gross amounts not subject to offsetting	54			27			44			5
Gross amounts recognized	1,219			1,927			1,301			1,825
Gross amounts offset in the consolidated balance sheets(1)	774			1,095			1,233			1,095
Net amounts presented in the consolidated balance sheets	445			832			68			730
Gross amounts not offset in the consolidated balance sheets:
Financial instruments	10			11			—			—
Cash collateral received/posted(1)	—			88			24			678
Net amounts	$	435		$	733		$	44		$	52
_________
-1	Cash collateral totals are for netting counterparties only. In 2013, Regions began netting cash collateral received and posted against the net derivative asset or liability. At December 31, 2013, gross amounts of derivative assets and liabilities offset in the consolidated balance sheets presented above include cash collateral received of $42 million and cash collateral posted of $501 million, respectively. The cash collateral posted does not include the additional collateral posted in the form of an independent amount of $61 million. At December 31, 2012, cash collateral received and posted was not offset in the consolidated balance sheets. At December 31, 2012, the gross amounts of derivative assets and liabilities not offset in the consolidated balance sheets presented above include cash collateral received of $55 million and cash collateral posted of $827 million, respectively. The cash collateral posted includes the additional collateral posted in the form of an independent amount of $185 million.
Gross amounts of derivatives not subject to offsetting are primarily comprised of derivatives cleared through central clearing houses and interest rate lock commitments to originate mortgage loans. Regions does not have a legal opinion as to whether the clearing house contracts are master netting agreements, and therefore has not offset them on its consolidated balance sheets.
Regions also has enforceable master netting agreements associated with certain securities sold under agreements to repurchase. Refer to Note 11 for additional information regarding the offsetting of those financial instruments.

Fair_Value_Measurements

Fair Value Measurements	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Fair Value Measurements	'
	FAIR VALUE MEASUREMENTS
	Fair value guidance establishes a framework for using fair value to measure assets and liabilities and defines fair value as the price that would be received to sell an asset or paid to transfer a liability (an exit price) as opposed to the price that would be paid to acquire the asset or received to assume the liability (an entry price). A fair value measure should reflect the assumptions that market participants would use in pricing the asset or liability, including the assumptions about the risk inherent in a particular valuation technique, the effect of a restriction on the sale or use of an asset and the risk of nonperformance. Required disclosures include stratification of balance sheet amounts measured at fair value based on inputs the Company uses to derive fair value measurements. These strata include:
	•	Level 1 valuations, where the valuation is based on quoted market prices for identical assets or liabilities traded in active markets (which include exchanges and over-the-counter markets with sufficient volume),
	•	Level 2 valuations, where the valuation is based on quoted market prices for similar instruments traded in active markets, quoted prices for identical or similar instruments in markets that are not active and model-based valuation techniques for which all significant assumptions are observable in the market, and
	•	Level 3 valuations, where the valuation is generated from model-based techniques that use significant assumptions not observable in the market, but observable based on Company-specific data. These unobservable assumptions reflect the Company’s own estimates for assumptions that market participants would use in pricing the asset or liability. Valuation techniques typically include option pricing models, discounted cash flow models and similar techniques, but may also include the use of market prices of assets or liabilities that are not directly comparable to the subject asset or liability.
	See Note 1 for a description of valuation methodologies for assets and liabilities measured at fair value on a recurring and non-recurring basis. Regions rarely transfers assets and liabilities measured at fair value between Level 1 and Level 2 measurements. There were no such transfers during the years ended December 31, 2013, 2012, or 2011. Trading account securities and securities available for sale may be periodically transferred to or from Level 3 valuation based on management’s conclusion regarding the best method of pricing for an individual security. Such transfers are accounted for as if they occur at the beginning of a reporting period.
	Beginning in the third quarter of 2013, Regions began to include the value of accrued interest in the estimated fair value of derivatives designated as hedging relationships. Prior period amounts have been adjusted to conform to this presentation. The following tables present assets and liabilities measured at estimated fair value on a recurring basis and non-recurring basis as of December 31:
		2013																2012
		Level 1				Level 2				Level 3				Total				Level 1				Level 2		Level 3			Total
														Estimated Fair Value													Estimated Fair Value
		(In millions)
	Recurring fair value measurements
	Trading account securities	$	111			$	—			$	—			$	111			$	116			$	—	$	—		$	116
	Securities available for sale:
	U.S. Treasury securities	$	56			$	—			$	—			$	56			$	52			$	—	$	—		$	52
	Federal agency securities	—				89				—				89				—				553		—			553
	Obligations of states and political subdivisions	—				5				—				5				—				9		—			9
	Mortgage-backed securities:
	Residential agency	—				15,677				—				15,677				—				21,277		—			21,277
	Residential non-agency	—				—				9				9				—				—		13			13
	Commercial agency	—				935				—				935				—				725		—			725
	Commercial non-agency	—				1,211				—				1,211				—				1,098		—			1,098
	Corporate and other debt securities	—				2,825				2				2,827				—				2,833		2			2,835
	Equity securities(1)	137				—				—				137				125				—		—			125
	Total securities available for sale	$	193			$	20,742			$	11			$	20,946			$	177			$	26,495	$	15		$	26,687
	Mortgage loans held for sale	$	—			$	429			$	—			$	429			$	—			$	1,282	$	—		$	1,282
	Mortgage servicing rights	$	—			$	—			$	297			$	297			$	—			$	—	$	191		$	191
	Derivative assets:
	Interest rate swaps	$	—			$	1,153			$	—			$	1,153			$	—			$	1,861	$	—		$	1,861
	Interest rate options	—				4				5				9				—				3		22			25
	Interest rate futures and forward commitments	—				9				—				9				—				10		—			10
	Other contracts	—				48				—				48				—				31		—			31
	Total derivative assets	$	—			$	1,214			$	5			$	1,219			$	—			$	1,905	$	22		$	1,927
	Derivative liabilities:
	Interest rate swaps	$	—			$	1,251			$	—			$	1,251			$	—			$	1,776	$	—		$	1,776
	Interest rate options	—				4				—				4				—				4		—			4
	Interest rate futures and forward commitments	—				2				—				2				—				13		—			13
	Other contracts	—				44				—				44				—				32		—			32
	Total derivative liabilities	$	—			$	1,301			$	—			$	1,301			$	—			$	1,825	$	—		$	1,825
	Nonrecurring fair value measurements
	Loans held for sale	$	—			$	—			$	596			$	596			$	—			$	—	$	51		$	51
	Foreclosed property and other real estate	—				49				18				67				—				41		40			81
	_________
	(1) Excludes Federal Reserve Bank and Federal Home Loan Bank Stock totaling $472 million and $67 million at December 31, 2013 and $484 million and $73 million at December 31, 2012, respectively.
	Assets and liabilities in all levels could result in volatile and material price fluctuations. Realized and unrealized gains and losses on Level 3 assets represent only a portion of the risk to market fluctuations in Regions’ consolidated balance sheets. Further, derivatives included in Levels 2 and 3 are used by the Asset and Liability Management Committee of the Company in a holistic approach to managing price fluctuation risks.
	The following tables illustrate a rollforward for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the years ended December 31, 2013, 2012 and 2011, respectively. The tables do not reflect the change in fair value attributable to any related economic hedges the Company used to mitigate the interest rate risk associated with these assets and liabilities. The net changes in realized gains (losses) included in earnings related to Level 3 assets and liabilities held at December 31, 2013, 2012 and 2011 are not material.
		Year Ended December 31, 2013
						Total Realized /
						Unrealized
						Gains or Losses
		Opening Balance January 1, 2013				Included			Included			Purchases			Sales		Issuances			Settlements			Transfers	Transfers		Closing
						in			in Other														into	out of		Balance
						Earnings			Compre-														Level 3	Level 3		31-Dec-13
									hensive
									Income
									(Loss)
		(In millions)
	Level 3 Instruments Only
	Securities available for sale:
	Residential non-agency MBS	$	13			—			—			—			—		—			(4	)		—	—		$	9
	Corporate and other debt securities	2				—			—			—			—		—			—			—	—		2
	Total securities available for sale	$	15			—			—			—			—		—			(4	)		—	—		$	11
	Mortgage servicing rights	$	191			22		(a)	—			84			—		—			—			—	—		$	297
Total interest rate options derivatives, net	$	22			77		(a)	—			—			—		—			(94	)		—	—		$	5
_________
(a) Included in mortgage income.
	Year Ended December 31, 2012
	Opening				Total Realized /						Purchases			Sales		Issuances			Settlements			Transfers	Transfers		Disposition of Morgan Keegan			Closing
	Balance				Unrealized																	into	out of					Balance
	January 1,				Gains or Losses																	Level 3	Level 3					31-Dec-12
	2012				Included			Included
					in Earnings			in Other
								Compre-
								hensive
								Income
								(Loss)
	(In millions)
Level 3 Instruments Only
Trading account assets: (c)
Obligations of states and political subdivisions	$	139			(3	)		—			4			—		—			(16	)		—	—		(124	)		$	—
Commercial agency MBS	51				2			—			368			—		—			(317	)		—	—		(104	)		—
Other securities	1				4			—			2,248			—		—			(2,240	)		—	—		(13	)		—
Total trading account assets (d)	$	191			3		(a)	—			2,620			—		—			(2,573	)		—	—		(241	)		$	—
Securities available for sale:
Obligations of states and political subdivisions	$	20			—			(2	)		—			(16	)	—			(2	)		—	—		—			$	—
Residential non-agency MBS	16				—			—			—			—		—			(3	)		—	—		—			13
Commercial non-agency MBS	—				—			1			104			—		—			—			—	(105	)	—			—
Corporate and other debt securities	—				—			—			—			—		—			—			3	(1	)	—			2
Total securities available for sale	$	36			—			(1	)		104			(16	)	—			(5	)		3	(106	)	—			$	15
Mortgage servicing rights	$	182			(51	)	(b)	—			60			—		—			—			—	—		—			$	191
Trading account liabilities:
Commercial agency MBS	$	5			—			—			37			—		—			—			—	—		(42	)		$	—
Other securities	2				—			—			12			—		—			(4	)		—	—		(10	)		—
Total trading account liabilities (d)	$	7			—			—			49			—		—			(4	)		—	—		(52	)		$	—
Total interest rate options derivatives, net	$	13			240		(b)	—			—			—		—			(231	)		—	—		—			$	22
_________
(a)	Included in discontinued operations, on a net basis.
(b)	Included in mortgage income.
(c)	Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
(d)	All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 3 for discussion of the sale of Morgan Keegan).
	Year Ended December 31, 2011
	Opening				Total Realized /						Purchases			Sales		Issuances			Settlements			Transfers	Transfers		Closing
	Balance				Unrealized																	into	out of		Balance
	January 1,				Gains or Losses																	Level 3	Level 3		31-Dec-11
	2011				Included			Included
					in Earnings			in Other
								Compre-
								hensive
								Income
								(Loss)
	(In millions)
Level 3 Instruments Only
Trading account assets (d):
Obligations of states and political subdivisions	$	165			(17	)		—			56			—		—			(65	)		—	—		$	139
Commercial agency MBS	54				8			—			1,352			—		—			(1,364	)		1	—		51
Other securities	10				18			—			8,051			—		—			(8,078	)		—	—		1
Total trading account assets (e)	$	229			9		(a)	—			9,459			—		—			(9,507	)		1	—		$	191
Securities available for sale:
Obligations of states and political subdivisions	$	17			—			6			—			—		—			(3	)		—	—		$	20
Residential non-agency MBS	22				1			(1	)		—			(3	)	—			(3	)		—	—		16
Total securities available for sale	$	39			1		(c)	5			—			(3	)	—			(6	)		—	—		$	36
Mortgage servicing rights	$	267			(147	)	(b)	—			62			—		—			—			—	—		$	182
Trading account liabilities:
Commercial agency MBS	$	6			—			—			—			—		—			(1	)		—	—		$	5
Other securities	4				—			—			(56	)		—		—			54			—	—		2
Total trading account liabilities (e)	$	10			—			—			(56	)		—		—			53			—	—		$	7
Derivatives, net:
Interest rate options	$	3			123		(b)	—			—			—		—			(113	)		—	—		$	13
Interest rate futures and forward commitments	5				—			—			—			—		—			(5	)		—	—		—
Total derivatives, net	$	8			123			—			—			—		—			(118	)		—	—		$	13
_________
(a)	Included in discontinued operations, on a net basis.
(b)	Included in mortgage income.
(c)	Included in other non-interest income.
(d)	Income from trading account assets primarily gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
(e)	All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 3 for discussion of the sale of Morgan Keegan).
The following table presents the fair value adjustments related to non-recurring fair value measurements for the years ended December 31:
		2013				2012
	(In millions)
Loans held for sale		$	(248	)		$	(174	)
Foreclosed property and other real estate		(35		)		(66		)
The following tables present detailed information regarding assets and liabilities measured at fair value using significant unobservable inputs (Level 3) as of December 31, 2013 and 2012. The tables include the valuation techniques and the significant unobservable inputs utilized. The range of each significant unobservable input as well as the weighted average within the range utilized at December 31, 2013 and 2012 are included. Following the tables are a description of the valuation technique and the sensitivity of the technique to changes in the significant unobservable input.
	31-Dec-13
	Level 3		Valuation		Unobservable		Quantitative Range of
	Estimated Fair Value at		Technique		Input(s)		Unobservable Inputs and
	December 31, 2013						(Weighted-Average)
	(Dollars in millions)
Recurring fair value measurements:
Securities available for sale:
Residential non-agency MBS	$9		Discounted cash flow		Spread to LIBOR		5.4% - 49.9% (14.9%)
					Weighted-average prepayment speed (CPR; percentage)		8.6% - 13.1% (10.0%)
					Probability of default		1.30%
					Loss severity		38.40%
Corporate and other debt securities	$2		Market comparable		Evaluated quote on same issuer/comparable bond		99.0% - 100.0% (99.6%)
					Comparability adjustments		0.96%
Mortgage servicing rights(a)	$297		Discounted cash flow		Weighted-average prepayment speed (CPR; percentage)		6.9% - 24.8% (8.2%)
					Option-adjusted spread (percentage)		7.0% - 23.6% (9.0%)
Derivative assets:
Interest rate options	$5		Discounted cash flow		Weighted-average prepayment speed (CPR; percentage)		6.9% - 24.8% (8.2%)
					Option-adjusted spread (percentage)		7.0% - 23.6% (9.0%)
					Pull-through		10.8% - 99.7% (32.2%)
Nonrecurring fair value measurements:
Loans held for sale	$61		Commercial loans held for sale are valued based on multiple data points, including discount to appraised value of collateral based on recent market activity for sales of similar loans		Appraisal comparability adjustment (discount)		1.0% - 99.0% (30.6%)
	$535		Residential first mortgage loans held for sale not carried at fair value on a recurring basis are valued based on estimated third-party valuations utilizing recent sales data for similar transactions		Estimated third-party valuations utilizing available sales data for similar transactions (discount to par)		17.0% - 26.0% (23.5%)
Foreclosed property and other real estate	$18		Discount to appraised value of property based on recent market activity for sales of similar properties		Appraisal comparability adjustment (discount)		30.0% - 100.0% (32.8%)
_________
(a) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.
	31-Dec-12
	Level 3		Valuation		Unobservable		Quantitative Range of
	Estimated Fair Value at		Technique		Input(s)		Unobservable Inputs and
	December 31, 2012						(Weighted-Average)
	(Dollars in millions)
Recurring fair value measurements:
Securities available for sale:
Residential non-agency MBS	$13		Discounted cash flow		Spread to LIBOR		5.4% - 69.9% (16.9%)
					Weighted-average prepayment speed (CPR; percentage)		7.6% - 30.3% (12.2%)
					Probability of default		0.2% - 1.2% (1.0%)
					Loss severity		39.3% - 100.0% (48.1%)
Corporate and other debt securities	$2		Market comparable		Evaluated quote on same issuer/comparable bond		99.1% - 100.0% (99.6%)
					Comparability adjustments		1.00%
Mortgage servicing rights(a)	$191		Discounted cash flow		Weighted-average prepayment speed (CPR; percentage)		4.7% - 25.9% (17.6%)
					Option-adjusted spread (percentage)		1.0% - 23.6% (7.5%)
Derivative assets:
Interest rate options	$22		Discounted cash flow		Weighted-average prepayment speed (CPR; percentage)		4.7% - 25.9% (17.6%)
					Option-adjusted spread (percentage)		1.0% - 23.6% (7.5%)
					Pull-through		55.7% - 98.8% (76.9%)
Nonrecurring fair value measurements:
Loans held for sale	$51		Commercial loans held for sale utilize multiple data points, including discount to appraised value of collateral based on recent market activity for sales of similar loans		Appraisal comparability adjustment (discount)		8.0% - 94.0% (46.3%)
Foreclosed property and other real estate	$40		Discount to appraised value of property based on recent market activity for sales of similar properties		Appraisal comparability adjustment (discount)		35.0% - 100.0% (36.2%)
_________
(a) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.
RECURRING FAIR VALUE MEASUREMENTS USING SIGNIFICANT UNOBSERVABLE INPUTS
Securities available for sale
Mortgage-backed securities: residential non-agency—The fair value reported in this category relates to retained interests in legacy securitizations. Significant unobservable inputs include the spread to LIBOR, constant prepayment rate, probability of default, and loss severity in the event of default. Significant increases in any of these inputs in isolation would result in significantly lower fair value measurement. Generally, a change in the assumption used for the probability of default is accompanied by a directionally similar change in the assumption used for loss severity and a directionally opposite change in the assumption used for prepayment rates.
Corporate and other debt securities—Significant unobservable inputs include evaluated quotes on comparable bonds for the same issuer and management-determined comparability adjustments. Changes in the evaluated quote on comparable bonds would result in a directionally similar change in the fair value of the corporate and other debt securities.
Mortgage Servicing Rights
The significant unobservable inputs used in the fair value measurement of mortgage servicing rights ("MSR") are option adjusted spreads (“OAS”) and prepayment speed. This method requires generating cash flow projections over multiple interest rate scenarios and discounting those cash flows at a risk adjusted rate. Additionally, the impact of prepayments and changes in the OAS are based on a variety of underlying inputs such as servicing costs. Increases or decreases to the underlying cash flow inputs will have a corresponding impact on the value of the MSR asset. The net change in unrealized gains (losses) included in earnings related to MSRs held at period end are disclosed as the changes in valuation inputs or assumptions included in the MSR rollforward table in Note 7. See Note 7 for these amounts and additional disclosures related to assumptions used in the fair value calculation for MSRs.
Derivative assets
Interest rate options—These instruments are interest rate lock agreements made in the normal course of originating residential mortgage loans. Significant unobservable inputs in the fair value measurement are OAS, prepayment speeds, and pull-through. The impact of OAS and prepayment speed inputs in the valuation of these derivative instruments are consistent with the MSR discussion above. Pull-through is an estimate of the number of interest rate lock commitments that will ultimately become funded loans. Increases or decreases in the pull-through assumption will have a corresponding impact on the value of these derivative assets.
NON-RECURRING FAIR VALUE MEASUREMENTS USING SIGNIFICANT UNOBSERVABLE INPUTS
Loans held for sale
Commercial loans held for sale are valued based on multiple data points indicating the fair value for each loan. The primary data point for loans held for sale is a discount to the appraised value of the underlying collateral, which considers the return required by potential buyers of the loans. Management establishes this discount or comparability adjustment based on recent sales of loans secured by similar property types. As liquidity in the market increases or decreases, the comparability adjustment and the resulting asset valuation are impacted.
Residential first mortgage loans transferred to held for sale were valued based on estimated third-party valuations utilizing recent sales data from similar transactions. Broker opinion statements were also obtained as additional evidence to support the third-party valuations. The discounts taken were intended to represent the perspective of a market participant, considering among other things, required investor returns which include liquidity discounts reflected in similar bulk transactions.
Foreclosed property and other real estate
Foreclosed property and other real estate are valued based on offered quotes as available. If no sales contract is pending for a specific property, management establishes a comparability adjustment to the appraised value based on historical activity considering proceeds for properties sold versus the corresponding appraised value. Increases or decreases in realization for properties sold impact the comparability adjustment for similar assets remaining on the balance sheet.
FAIR VALUE OPTION
Regions has elected the fair value option for FNMA and FHLMC eligible fifteen and thirty-year residential mortgage loans originated with the intent to sell. During the fourth quarter of 2012, Regions began the process of retaining ten and fifteen-year residential mortgage loans on its balance sheet. These elections allow for a more effective offset of the changes in fair values of the loans and the derivative instruments used to economically hedge them without the burden of complying with the requirements for hedge accounting. Regions has not elected the fair value option for other loans held for sale primarily because they are not economically hedged using derivative instruments. Fair values of mortgage loans held for sale are based on traded market prices of similar assets where available and/or discounted cash flows at market interest rates, adjusted for securitization activities that include servicing values and market conditions, and are recorded in loans held for sale in the consolidated balance sheets.
The following table summarizes the difference between the aggregate fair value and the aggregate unpaid principal balance for mortgage loans held for sale measured at fair value at December 31:
	2013												2012
	Aggregate				Aggregate				Aggregate Fair				Aggregate			Aggregate				Aggregate Fair
	Fair Value				Unpaid				Value Less				Fair Value			Unpaid				Value Less
					Principal				Aggregate							Principal				Aggregate
									Unpaid											Unpaid
									Principal											Principal
	(In millions)
Mortgage loans held for sale, at fair value	$	429			$	424			$	5			$	1,282		$	1,235			$	47
Interest income on mortgage loans held for sale is recognized based on contractual rates and is reflected in interest income on loans held for sale in the consolidated statements of operations. The following table details net gains resulting from changes in fair value of these loans which were recorded in mortgage income in the consolidated statements of operations for the years presented. These changes in fair value are mostly offset by economic hedging activities. An immaterial portion of these amounts was attributable to changes in instrument-specific credit risk.
		2013				2012
		(In millions)
Net gains (losses) resulting from changes in fair value		$	(42	)		$	18
The carrying amounts and estimated fair values, as well as the level within the fair value hierarchy, of the Company’s financial instruments as of December 31, 2013 are as follows:
	2013
	Carrying				Estimated				Level 1				Level 2			Level 3
	Amount				Fair
					Value(1)
	(In millions)
Financial assets:
Cash and cash equivalents	$	5,273			$	5,273			$	5,273			$	—		$	—
Trading account securities	111				111				111				—			—
Securities held to maturity	2,353				2,307				1				2,306			—
Securities available for sale	21,485				21,485				193				21,281			11
Loans held for sale	1,055				1,055				—				429			626
Loans (excluding leases), net of unearned income and allowance for loan losses(2)(3)	71,594				66,167				—				—			66,167
Other interest-earning assets	86				86				—				86			—
Derivative assets	1,219				1,219				—				1,214			5
Financial liabilities:
Derivative liabilities	1,301				1,301				—				1,301			—
Deposits	92,453				92,460				—				92,460			—
Short-term borrowings	2,182				2,182				—				2,182			—
Long-term borrowings	4,830				5,085				—				—			5,085
Loan commitments and letters of credit	117				621				—				—			621
Indemnification obligation	260				243				—				—			243
_________
-1	Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate.
-2	The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2013 was $5.4 billion or 7.6 percent.
-3	Excluded from this table is the lease carrying amount of $1.7 billion at December 31, 2013.
The carrying amounts and estimated fair values, as well as the level within the fair value hierarchy, of the Company's financial instruments as of December 31, 2012 are as follows:
	2012
	Carrying				Estimated				Level 1				Level 2			Level 3
	Amount				Fair
					Value(1)
	(In millions)
Financial assets:
Cash and cash equivalents	$	5,489			$	5,489			$	5,489			$	—		$	—
Trading account securities	116				116				116				—			—
Securities held to maturity	10				11				2				9			—
Securities available for sale	27,244				27,244				177				27,052			15
Loans held for sale	1,383				1,383				—				1,282			101
Loans (excluding leases), net of unearned income and allowance for loan losses(2)(3)	70,574				63,961				—				—			63,961
Other interest-earning assets	900				900				—				900			—
Derivative assets	1,915				1,915				—				1,893			22
Financial liabilities:
Derivative liabilities	1,825				1,825				—				1,825			—
Deposits	95,474				95,528				—				95,528			—
Short-term borrowings	1,574				1,574				—				1,574			—
Long-term borrowings	5,861				6,138				1,037				—			5,101
Loan commitments and letters of credit	121				667				—				—			667
Indemnification obligation	345				329				—				—			329
_________
-1	Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate.
-2	The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2012 was $6.6 billion or 9.4 percent.
-3	Excluded from this table is the lease carrying amount of $1.5 billion at December 31, 2012.

Business_Segment_Information

Business Segment Information	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Business Segment Information	'
	BUSINESS SEGMENT INFORMATION
	Each of Regions’ reportable segments is a strategic business unit that serves specific needs of Regions’ customers based on the products and services provided. The segments are based on the manner in which management views the financial performance of the business. The Company has three reportable segments: Business Services, Consumer Services and Wealth Management, with the remainder split between Discontinued Operations and Other. During the third quarter of 2012, Regions reorganized its internal management structure and, accordingly, its segment reporting structure. Historically, Regions’ primary business segment was Banking/Treasury, representing the Company’s banking network (including the Consumer and Commercial Banking function along with the Treasury function). Other segments included Investment Banking/Brokerage/Trust and Insurance. During the second quarter of 2012, Regions consummated the sale of Morgan Keegan (the primary component of Investment Banking/Brokerage/Trust). Shortly thereafter, Regions announced organizational changes to better integrate and execute the Company’s strategic priorities across all business groups and geographies. As a result, Regions revised its reportable segments. During the current year, minor reclassifications were made among the segments to more appropriately present management's current view of the segments. Prior periods’ information has been reclassified to conform to the current periods’ presentation.
	The Business Services segment represents the Company’s commercial banking functions including commercial and industrial, commercial real estate and investor real estate lending. This segment also includes equipment lease financing. Business Services customers include corporate, middle market, small business and commercial real estate developers and investors. Corresponding deposit products related to these types of customers are included in this segment.
	The Consumer Services segment represents the Company’s branch network, including consumer banking products and services related to residential first mortgages, home equity lines and loans, indirect loans, consumer credit cards and other consumer loans, as well as the corresponding deposit relationships. These services are also provided through alternative channels such as the internet and telephone banking.
	The Wealth Management segment offers individuals, businesses, governmental institutions and non-profit entities a wide range of solutions to help protect, grow and transfer wealth. Offerings include credit related products, trust and investment management, asset management, retirement and savings solutions, estate planning and commercial insurance products.
	Discontinued Operations includes all brokerage and investment activities associated with Morgan Keegan. As discussed in Note 3, Regions closed the sale of Morgan Keegan and related entities on April 2, 2012.
	Other includes the Company’s Treasury function, the securities portfolio, wholesale funding activities, interest rate risk management activities and other corporate functions that are not related to a strategic business unit. Also within Other are certain reconciling items in order to translate the segment results that are based on management accounting practices into consolidated results. Management accounting practices utilized by Regions as the basis of presentation for segment results include the following:
	•	Net interest income is presented based upon a funds transfer pricing (“FTP”) approach, for which market-based funding charges/credits are assigned within the segments. By allocating a cost or a credit to each product based on the FTP framework, management is able to more effectively measure the net interest margin contribution of its assets/liabilities by segment. The summation of the interest income/expense and FTP charges/credits for each segment is its designated net interest income. The variance between the Company’s cumulative FTP charges and cumulative FTP credits is offset in Other.
	•	Provision for loan losses is allocated to each segment based on actual net charge-offs that have been recognized by the segment. The difference between the consolidated provision for loan losses and the segments’ net charge-offs is reflected in Other.
	•	Income tax expense (benefit) is calculated for Business Services, Consumer Services and Wealth Management based on a consistent federal and state statutory rate. Discontinued Operations reflects the actual income tax expense (benefit) of its results. Any difference between the Company’s consolidated income tax expense (benefit) and the segments’ calculated amounts is reflected in Other.
	•	Management reporting allocations of certain expenses are made in order to analyze the financial performance of the segments. These allocations consist of operational and overhead cost pools and are intended to represent the total costs to support a segment.
	The following tables present financial information for each reportable segment for the year ended December 31:
			2013
			Business		Consumer		Wealth			Other			Continuing			Discontinued			Consolidated
			Services		Services		Management						Operations			Operations
			(In millions)
	Net interest income (loss)		$	1,867	$	1,840	$	176		$	(621	)	$	3,262		$	—		$	3,262
	Provision (credit) for loan losses		265		430		21			(578		)	138			—			138
	Non-interest income		521		1,081		378			39			2,019			—			2,019
	Non-interest expense		986		1,933		444			193			3,556			24			3,580
	Income (loss) before income taxes		1,137		558		89			(197		)	1,587			(24		)	1,563
	Income tax expense (benefit)		432		212		34			(226		)	452			(11		)	441
	Net income (loss)		$	705	$	346	$	55		$	29		$	1,135		$	(13	)	$	1,122
	Average assets		$	50,020	$	29,004	$	3,024		$	35,757		$	117,805		$	—		$	117,805
			2012
			Business		Consumer		Wealth			Other			Continuing			Discontinued			Consolidated
			Services		Services		Management						Operations			Operations
			(In millions)
	Net interest income (loss)		$	2,008	$	1,850	$	191		$	(749	)	$	3,300		$	7		$	3,307
	Provision (credit) for loan losses		557		454		29			(827		)	213			—			213
	Non-interest income		478		1,217		338			67			2,100			264			2,364
	Non-interest expense		918		1,999		424			185			3,526			370			3,896
	Income (loss) before income taxes		1,011		614		76			(40		)	1,661			(99		)	1,562
	Income tax expense (benefit)		384		233		29			(164		)	482			(40		)	442
	Net income (loss)		$	627	$	381	$	47		$	124		$	1,179		$	(59	)	$	1,120
	Average assets		$	48,799	$	29,712	$	3,394		$	40,277		$	122,182		$	713		$	122,895
			2011
			Business		Consumer		Wealth			Other			Continuing			Discontinued			Consolidated
			Services		Services		Management						Operations			Operations
			(In millions)
	Net interest income (loss)		$	1,976	$	1,791	$	234		$	(591	)	$	3,410		$	31		$	3,441
	Provision (credit) for loan losses		1,325		567		77			(439		)	1,530			—			1,530
	Non-interest income		519		1,209		345			70			2,143			995			3,138
	Non-interest expense		1,110		1,963		418			118			3,609			942			4,551
	Goodwill impairment		—		—		253			—			253			492			745
	Income (loss) before income taxes		60		470		(169		)	(200		)	161			(408		)	(247		)
	Income tax expense (benefit)		23		179		32			(262		)	(28		)	(4		)	(32		)
	Net income (loss)		$	37	$	291	$	(201	)	$	62		$	189		$	(404	)	$	(215	)
	Average assets		$	51,058	$	30,255	$	4,310		$	41,096		$	126,719		$	3,254		$	129,973

Commitments_and_Contingencies

Commitments and Contingencies	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Commitments and Contingencies	'
	COMMITMENTS, CONTINGENCIES AND GUARANTEES
	COMMERCIAL COMMITMENTS
	Regions issues off-balance sheet financial instruments in connection with lending activities. The credit risk associated with these instruments is essentially the same as that involved in extending loans to customers and is subject to Regions’ normal credit approval policies and procedures. Regions measures inherent risk associated with these instruments by recording a reserve for unfunded commitments based on an assessment of the likelihood that the guarantee will be funded and the creditworthiness of the customer or counterparty. Collateral is obtained based on management’s assessment of the creditworthiness of the customer.
	Credit risk associated with these instruments as of December 31 is represented by the contractual amounts indicated in the following table:
		2013		2012
		(In millions)
	Unused commitments to extend credit	$	41,885	$	38,160
	Standby letters of credit	1,629		1,872
	Commercial letters of credit	36		27
	Liabilities associated with standby letters of credit	37		37
	Assets associated with standby letters of credit	38		37
	Reserve for unfunded credit commitments	78		83
	Unused commitments to extend credit—To accommodate the financial needs of its customers, Regions makes commitments under various terms to lend funds to consumers, businesses and other entities. These commitments include (among others) credit card and other revolving credit agreements, term loan commitments and short-term borrowing agreements. Many of these loan commitments have fixed expiration dates or other termination clauses and may require payment of a fee. Since many of these commitments are expected to expire without being funded, the total commitment amounts do not necessarily represent future liquidity requirements.
	Standby letters of credit—Standby letters of credit are also issued to customers which commit Regions to make payments on behalf of customers if certain specified future events occur. Regions has recourse against the customer for any amount required to be paid to a third party under a standby letter of credit. Historically, a large percentage of standby letters of credit expired without being funded. The contractual amount of standby letters of credit represents the maximum potential amount of future payments Regions could be required to make and represents Regions’ maximum credit risk.
	Commercial letters of credit—Commercial letters of credit are issued to facilitate foreign or domestic trade transactions for customers. As a general rule, drafts will be drawn when the goods underlying the transaction are in transit.
	LEASE COMMITMENTS
	Regions and its subsidiaries lease land, premises and equipment under cancelable and non-cancelable leases, some of which contain renewal options under various terms. The leased properties are used primarily for banking purposes. Total rental expense on operating leases for the years ended December 31, 2013, 2012 and 2011 was $165 million, $170 million and $197 million, respectively.
	The approximate future minimum rental commitments as of December 31, 2013, for all non-cancelable leases with initial or remaining terms of one year or more are shown in the following table. Included in these amounts are all renewal options reasonably assured of being exercised.
		Premises		Equipment		Total
		(In millions)
	2014	$	106	$	34	$	140
	2015	102		28		130
	2016	96		15		111
	2017	84		7		91
	2018	72		2		74
	Thereafter	363		1		364
		$	823	$	87	$	910
	LEGAL CONTINGENCIES
	Regions, its affiliates and subsidiaries, and current and former officers, directors and employees, are sometimes collectively referred to as Regions and certain Related Persons. Regions and its subsidiaries are subject to loss contingencies related to litigation, claims, investigations and legal and administrative cases and proceedings arising in the ordinary course of business. Regions evaluates these contingencies based on information currently available, including advice of counsel. Regions establishes accruals for those matters when a loss contingency is considered probable and the related amount is reasonably estimable. Any accruals are periodically reviewed and may be adjusted as circumstances change. Some of Regions' exposure with respect to loss contingencies may be offset by applicable insurance coverage. In determining the amounts of any accruals or estimates of possible loss contingencies however, Regions does not take into account the availability of insurance coverage.
	In addition, as previously discussed, Regions has agreed to indemnify Raymond James for all legal matters resulting from pre-closing activities in conjunction with the sale of Morgan Keegan and recorded an indemnification obligation at fair value in the second quarter of 2012. The indemnification obligation had a carrying amount of approximately $260 million and an estimated fair value of approximately $243 million as of December 31, 2013 (see Note 21).
	When it is practicable, Regions estimates possible loss contingencies, whether or not there is an accrued probable loss. When Regions is able to estimate such possible losses, and when it is reasonably possible Regions could incur losses, in excess of amounts accrued, Regions is required to make a disclosure of the aggregate estimation. Regions currently estimates that it is reasonably possible that it may experience losses in excess of what Regions has accrued in an aggregate amount up to approximately $100 million as of December 31, 2013, with it also being reasonably possible that Regions could incur no losses in excess of amounts accrued. However, as available information changes, the matters for which Regions is able to estimate, as well as the estimates themselves will be adjusted accordingly. The legal contingencies included in the reasonably possible estimate include those that are subject to the indemnification agreement with Raymond James.
	Assessments of litigation and claims exposures are difficult due to many factors that involve inherent unpredictability. Those factors include the following: the varying stages of the proceedings, particularly in the early stages; unspecified, unsupported, or uncertain damages; damages other than compensatory such as punitive damages; a matter presenting meaningful legal uncertainties, including novel issues of law; multiple defendants and jurisdictions; whether discovery has begun or not or discovery is not complete; whether or not meaningful settlement discussions have commenced; and whether the claim involves a class action and if so, how the class is defined. There are numerous factors that result in a greater degree of complexity in class-action lawsuits as compared to other types of litigation. Due to the many intricacies involved in class-action lawsuits at the early stages of these matters, obtaining clarity on a reasonable estimate is difficult which may call into question its reliability. As a result of some of these factors, Regions may be unable to estimate reasonably possible losses with respect to some of the matters disclosed below. The aggregated estimated amount provided above therefore may not include an estimate for every matter disclosed below.
	Beginning in December 2007, Regions and certain of its affiliates were named in class-action lawsuits filed in federal and state courts on behalf of investors who purchased shares of certain Regions Morgan Keegan Select Funds (the “Funds”) and stockholders of Regions. These cases have been consolidated into class-actions and stockholder derivative actions for the open-end and closed-end Funds. The Funds were formerly managed by Regions Investment Management, Inc. (“Regions Investment Management”). Regions Investment Management no longer manages these Funds, which were transferred to Hyperion Brookfield Asset Management (“Hyperion”) in 2008. Certain of the Funds have since been terminated by Hyperion. The complaints contain various allegations, including claims that the Funds and the defendants misrepresented or failed to disclose material facts relating to the activities of the Funds. Plaintiffs have requested equitable relief and unspecified monetary damages. These cases are in various stages and no classes have been certified. Settlement discussions are ongoing in certain cases, and the Court has granted final approval of a settlement in the closed-end Funds class-action and shareholder derivative case. Certain of the shareholders in these Funds and other interested parties have entered into arbitration proceedings and individual civil claims, in lieu of participating in the class actions. These lawsuits and proceedings are subject to the indemnification agreement with Raymond James discussed above.
	In October 2010, a purported class-action lawsuit was filed by Regions’ stockholders in the U.S. District Court for the Northern District of Alabama against Regions and certain former officers of Regions ("the 2010 Claim"). The 2010 Claim alleges violations of the federal securities laws, including allegations that statements that were materially false and misleading were included in filings made with the Securities and Exchange Commission ("SEC"). The plaintiffs have requested equitable relief and unspecified monetary damages. On June 7, 2011, the trial court denied Regions’ motion to dismiss the 2010 Claim. On June 14, 2012, the trial court granted class certification. The Eleventh Circuit Court of Appeals is reviewing the trial court’s grant of class-action certification. The case is now stayed pending that review.
	In December 2009, Regions and certain Related Persons were named in a consolidated shareholder derivative action filed in Jefferson County, Alabama. The complaint alleges mismanagement, waste of corporate assets, breach of fiduciary duty and unjust enrichment relating to bonuses and other benefits received by executive management. Plaintiffs requested equitable relief and unspecified monetary damages. The case was dismissed with prejudice on December 6, 2012. Plaintiffs' motion to alter, amend or vacate that judgment was denied on March 25, 2013. Plaintiffs appealed the order of dismissal to the Alabama Supreme Court on April 18, 2013. The dismissal was affirmed by the Alabama Supreme Court on February 14, 2014.
	In July 2006, Morgan Keegan and a former Morgan Keegan analyst were named as defendants in a lawsuit filed by a Canadian insurance and financial services company and its American subsidiary in the Circuit Court of Morris County, New Jersey. Plaintiffs made claims under a civil Racketeer Influenced and Corrupt Organizations (“RICO”) statute, for commercial disparagement, tortious interference with contractual relationships, tortious interference with prospective economic advantage and common law conspiracy. Plaintiffs allege that defendants engaged in a multi-year conspiracy to publish and disseminate false and defamatory information about plaintiffs to improperly drive down plaintiffs’ stock price, so that others could profit from short positions. Plaintiffs allege that defendants’ actions damaged their reputations and harmed their business relationships. Plaintiffs allege a number of categories of damages they sustained, including lost insurance business, lost financings and increased financing costs, increased audit fees and directors and officers insurance premiums and lost acquisitions, and have requested monetary damages. On September 12, 2012, the trial court dismissed the case with prejudice. Plaintiffs have filed an appeal. This matter is subject to the indemnification agreement with Raymond James.
	The SEC and states of Missouri and Texas are investigating alleged securities law violations by Morgan Keegan in the underwriting and sale of certain municipal bonds. An enforcement action was brought by the Missouri Secretary of State on April 4, 2013, seeking monetary penalties and other relief that was dismissed and refiled on November 21, 2013. A civil action was brought by institutional investors of the bonds on March 19, 2012, seeking a return of their investment and unspecified compensatory and punitive damages. A class action was brought on behalf of retail purchasers of the bonds on September 4, 2012, seeking unspecified compensatory and punitive damages. Several claims by individual investors and investor groups are also pending. These actions are in the early stages. These matters are also subject to the indemnification agreement with Raymond James.
	Regions is involved in information-gathering requests and investigations (both formal and informal) as well as reviews, examinations and proceedings by various governmental regulatory agencies, law enforcement authorities and self-regulatory bodies regarding Regions’ business, business practices and policies as well as the conduct of persons with whom it does business. Additional inquiries will arise from time to time. In connection with those inquiries, Regions receives document requests, subpoenas and other requests for information. The inquiries, including those described below, could develop into administrative, civil or criminal proceedings or enforcement actions that could result in consequences that have a material effect on Regions' consolidated financial position, results of operations or cash flows as a whole. Such consequences could include adverse judgments, findings, settlements, penalties, fines, orders, injunctions, restitution, or alterations in our business practices, and could result in additional expenses and collateral costs, including reputational damage.
	During the fourth quarter of 2013, Regions recorded a non-tax deductible charge of $58 million related to previously disclosed inquiries from government authorities concerning matters from 2009. Regions is in discussions with its banking supervisors to resolve their inquiries on these matters. In addition, the Board of Directors is conducting investigations regarding certain of the matters raised in these inquiries.
	In 2013, Regions received a subpoena from the Office of Inspector General of the U.S. Department of Housing and Urban Development as part of an industry-wide investigation regarding loan origination and servicing practices. Many institutions have settled these matters on terms that included large monetary penalties, including, in some cases, civil money penalties under applicable banking laws. The investigation concerning Regions' practices is in the very early stages, and the Company cannot predict the ultimate outcome, however it is possible that this investigation may result in Regions payment of a monetary penalty which may adversely affect results of operations. Regions is cooperating with this inquiry.
	While the final outcome of litigation and claims exposures or of any inquiries is inherently unpredictable, management is currently of the opinion that the outcome of pending and threatened litigation and inquiries will not have a material effect on Regions’ business, consolidated financial position, results of operations or cash flows as a whole. However, in the event of unexpected future developments, it is reasonably possible that an adverse outcome in any of the matters discussed above could be material to Regions’ business, consolidated financial position, results of operations or cash flows for any particular reporting period of occurrence.
	GUARANTEES
	INDEMNIFICATION OBLIGATION
	As discussed in Note 3, on April 2, 2012 (“Closing Date”), Regions closed the sale of Morgan Keegan and related affiliates to Raymond James. In connection with the sale, Regions agreed to indemnify Raymond James for all legal matters related to pre-closing activities, including matters filed subsequent to the Closing Date that relate to actions that occurred prior to closing. Losses under the indemnification include legal and other expenses, such as costs for judgments, settlements and awards associated with the defense and resolution of the indemnified matters. The maximum potential amount of future payments that Regions could be required to make under the indemnification is indeterminable due to the indefinite term of some of the obligations. However, Regions expects the majority of ongoing legal matters to be resolved within approximately two years.
	As of the Closing Date, the fair value of the indemnification obligation, which includes defense costs and unasserted claims, was approximately $385 million, of which approximately $256 million was recognized as a reduction to the gain on sale of Morgan Keegan. The fair value was determined through the use of a present value calculation that takes into account the future cash flows that a market participant would expect to receive from holding the indemnification liability as an asset. Regions performed a probability-weighted cash flow analysis and discounted the result at a credit-adjusted risk free rate. The fair value of the indemnification liability includes amounts that Regions had previously determined meet the definition of probable and reasonably estimable. Adjustments to the indemnification obligation are recorded within professional and legal expenses within discontinued operations (see Note 3). As of December 31, 2013, the carrying value of the indemnification obligation was approximately $260 million.
	VISA INDEMNIFICATION
	As a member of the Visa USA network, Regions, along with other members, indemnified Visa USA against litigation. On October 3, 2007, Visa USA was restructured and acquired several Visa affiliates. In conjunction with this restructuring, Regions' indemnification of Visa USA was modified to cover specific litigation (“covered litigation”).
	A portion of Visa's proceeds from its initial public offering ("IPO") was escrowed to fund the covered litigation. During the first quarter of 2013, Visa made a settlement payment related to the covered litigation which reduced Regions' share of the escrow account to approximately zero compared to $22 million at December 31, 2012. Regions made a corresponding adjustment to reduce its liability to approximately zero compared to $22 million at December 31, 2012. The balances related to the escrow and the corresponding liability remain approximately zero as of December 31, 2013. To the extent that the amount available under the escrow arrangement, or subsequent fundings of the escrow account via reductions in the class B share conversion ratio, is insufficient to fully resolve the covered litigation, Visa is expected to enforce the indemnification obligations of Visa USA's members for any excess amount. At this time, Regions has concluded that it is not probable that covered litigation exposure will exceed the class B share value.

Parent_Company_Only_Financial_

Parent Company Only Financial Statements Parent Company Only Financial Statements	12 Months Ended
	Dec. 31, 2013
Parent Only Financial Statements [Abstract]	'
Condensed Financial Information of Parent Company Only Disclosure [Text Block]	'
	PARENT COMPANY ONLY FINANCIAL STATEMENTS
	Presented below are condensed financial statements of Regions Financial Corporation:
	Balance Sheets
		31-Dec
		2013			2012
		(In millions)
	Assets
	Interest-bearing deposits in other banks	$	1,222		$	857
	Loans to subsidiaries	11			1
	Securities available for sale	20			29
	Premises and equipment, net	22			23
	Investments in subsidiaries:
	Banks	16,356			16,955
	Non-banks	265			246
		16,621			17,201
	Other assets	340			484
	Total assets	$	18,236		$	18,595
	Liabilities and Stockholders’ Equity
	Short-term borrowings	$	—		$	70
	Long-term borrowings	2,161			2,567
	Other liabilities	307			459
	Total liabilities	2,468			3,096
	Stockholders’ equity:
	Preferred stock	450			482
	Common stock	14			15
	Additional paid-in capital	19,216			19,652
	Retained earnings (deficit)	(2,216		)	(3,338		)
	Treasury stock, at cost	(1,377		)	(1,377		)
	Accumulated other comprehensive income (loss), net	(319		)	65
	Total stockholders’ equity	15,768			15,499
	Total liabilities and stockholders’ equity	$	18,236		$	18,595
	Statements of Operations
		Year Ended December 31
		2013			2012			2011
		(In millions)
	Income:
	Dividends received from subsidiaries	$	1,520		$	950		$	—
	Service fees from subsidiaries	160			141			129
	Interest from subsidiaries	3			4			10
	Other	1			2			(5		)
		1,684			1,097			134
	Expenses:
	Salaries and employee benefits	180			154			133
	Interest	104			165			173
	Net occupancy expense	10			10			9
	Furniture and equipment expense	2			3			5
	Professional and legal fees	21			17			20
	Other	143			85			64
		460			434			404
	Income (loss) before income taxes and equity in undistributed earnings (loss) of subsidiaries	1,224			663			(270		)
	Income tax benefit	(117		)	(122		)	(121		)
	Income (loss) from continuing operations	1,341			785			(149		)
	Discontinued operations:
	Loss from discontinued operations before income taxes	(24		)	(114		)	(6		)
	Income tax benefit	(11		)	(38		)	—
	Loss from discontinued operations, net of tax	(13		)	(76		)	(6		)
	Income (loss) before equity in undistributed earnings (loss) of subsidiaries and preferred dividends	1,328			709			(155		)
	Equity in undistributed earnings (loss) of subsidiaries:
	Banks	(221		)	387			317
	Non-banks	15			24			(377		)
		(206		)	411			(60		)
	Net income (loss)	1,122			1,120			(215		)
	Preferred stock dividends and accretion	(32		)	(129		)	(214		)
Net income (loss) available to common shareholders	$	1,090		$	991		$	(429	)
Statements of Cash Flows
	Year Ended December 31
	2013			2012			2011
	(In millions)
Operating activities:
Net income (loss)	$	1,122		$	1,120		$	(215	)
Adjustments to reconcile net cash from operating activities:
Equity in undistributed (earnings) loss of subsidiaries	206			(411		)	60
Depreciation, amortization and accretion, net	1			5			7
Loss on sale of premises and equipment	—			—			16
Loss on early extinguishment of debt	32			11			—
Gain on disposition of business	—			(19		)	—
Net change in operating assets and liabilities:
Trading account securities	—			20			6
Other assets	122			(90		)	(26		)
Other liabilities	(152		)	242			79
Other	(21		)	138			(3		)
Net cash from operating activities	1,310			1,016			(76		)
Investing activities:
Investment in subsidiaries	(6		)	2			(110		)
Principal (advances) payments on loans to subsidiaries	(10		)	—			35
Net sales of premises and equipment	—			—			21
Proceeds from sales and maturities of securities available for sale	4			15			34
Purchases of securities available for sale	(5		)	(14		)	(28		)
Proceeds from disposition of business, net of cash transferred	—			855			—
Net cash from investing activities	(17		)	858			(48		)
Financing activities:
Net change in short-term borrowings	(70		)	70			—
Proceeds from long-term borrowings	750			—			—
Payments on long-term borrowings	(1,098		)	(1,298		)	(1,001		)
Net proceeds from issuance of Series A preferred stock	—			486			—
Net proceeds from issuance of common stock	—			875			—
Repurchase of common stock	(340		)	—			—
Repurchase of Series A preferred stock and warrant issued to the U.S. Treasury	—			(3,545		)	—
Cash dividends on common stock	(138		)	(54		)	(51		)
Cash dividends on preferred stock	(32		)	(48		)	(175		)
Net cash from financing activities	(928		)	(3,514		)	(1,227		)
Net change in cash and cash equivalents	365			(1,640		)	(1,351		)
Cash and cash equivalents at beginning of year	857			2,497			3,848
Cash and cash equivalents at end of year	$	1,222		$	857		$	2,497

Summary_of_Significant_Account1

Summary of Significant Accounting Policies Basis Of Presentation And Principles Of Consolidation (Policies)	12 Months Ended
	Dec. 31, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Consolidation, Subsidiaries or Other Investments, Consolidated Entities, Policy [Policy Text Block]	'
	BASIS OF PRESENTATION AND PRINCIPLES OF CONSOLIDATION
	The consolidated financial statements include the accounts of Regions, its subsidiaries and certain variable interest entities (“VIEs”). Significant intercompany balances and transactions have been eliminated. Regions considers a voting rights entity to be a subsidiary and consolidates it if Regions has a controlling financial interest in the entity. VIEs are consolidated if Regions has the power to direct the significant activities of the VIE that impact financial performance and has the obligation to absorb losses or the right to receive benefits that could potentially be significant (i.e., Regions is considered to be the primary beneficiary). The assessment of whether or not Regions is the primary beneficiary of a VIE is performed on an on-going basis. Investments in companies which are not VIEs, or where Regions is not the primary beneficiary of a VIE but in which Regions has significant influence over the operating and financing decisions, are accounted for using the equity method of accounting. These investments are included in other assets in the consolidated balance sheets at cost, adjusted to reflect the Company’s portion of income, loss, or dividends to the investee. The maximum potential exposure to losses relative to investments in VIEs is generally limited to the sum of the outstanding balance, future funding commitments and any related loans to the entity. Loans to these entities are underwritten in substantially the same manner as are other loans and are generally secured. Refer to Note 2 for additional disclosures regarding Regions’ significant VIEs.
	Unconsolidated equity investments that do not meet the criteria to be accounted for under the equity method are accounted for under the cost method. Cost method investments are included in other assets in the consolidated balance sheets and dividends received or receivable from these investments are included as a component of other non-interest income in the consolidated statements of operations.
Discontinued Operations, Policy [Policy Text Block]	'
	DISCONTINUED OPERATIONS
	On January 11, 2012, Regions entered into an agreement to sell Morgan Keegan & Company, Inc. (“Morgan Keegan”) and related affiliates. The transaction closed on April 2, 2012. Results of operations for the entities sold are presented separately as discontinued operations for all periods presented on the consolidated statements of operations. Other expenses related to the transaction are also included in discontinued operations. See Note 3 and Note 23 for further discussion.
Cash and Cash Equivalents, Policy [Policy Text Block]	'
	CASH EQUIVALENTS AND CASH FLOWS
	Cash equivalents include cash and due from banks, interest-bearing deposits in other banks, and federal funds sold and securities purchased under agreements to resell. Cash flows from loans, either originated or acquired, are classified at that time according to management’s original intent to either sell or hold the loan for the foreseeable future. When management’s intent is to sell the loan, the cash flows of that loan are presented as operating cash flows. When management’s intent is to hold the loan for the foreseeable future, the cash flows of that loan are presented as investing cash flows.
Repurchase Agreements, Collateral, Policy [Policy Text Block]	'
	SECURITIES PURCHASED UNDER AGREEMENTS TO RESELL AND SECURITIES SOLD UNDER AGREEMENTS TO REPURCHASE
	Securities purchased under agreements to resell and securities sold under agreements to repurchase are treated as collateralized financing transactions. It is Regions’ policy to take possession of securities purchased under resell agreements either through direct delivery or a tri-party agreement.
Marketable Securities, Trading Securities, Policy [Policy Text Block]	'
	TRADING ACCOUNT SECURITIES
	Trading account securities, which are primarily held for employee benefit purposes as a funding mechanism for related liabilities, consist of debt and marketable equity securities and are carried at estimated fair value. See the “Fair Value Measurements” section below for discussion of determining fair value. Gains and losses, both realized and unrealized, related to continuing operations are included in other non-interest income.
Investment, Policy [Policy Text Block]	'
	SECURITIES
	Management determines the appropriate accounting classification of debt and equity securities at the time of purchase, based on intent, and periodically re-evaluates such designations. Debt securities are classified as securities held to maturity when the Company has the intent and ability to hold the securities to maturity. Securities held to maturity are presented at amortized cost. Debt securities not classified as securities held to maturity or trading account securities and marketable equity securities not classified as trading account securities are classified as securities available for sale. Securities available for sale are presented at estimated fair value with changes in unrealized gains and losses, net of taxes, reported as a component of accumulated other comprehensive income (loss). See the “Fair Value Measurements” section below for discussion of determining fair value.
	The amortized cost of debt securities classified as securities held to maturity and securities available for sale is adjusted for amortization of premiums and accretion of discounts to maturity, or in the case of mortgage-backed securities, over the estimated life of the security, using the interest method. Such amortization or accretion is included in interest income on securities. Realized gains and losses are included in net securities gains (losses). The cost of securities sold is based on the specific identification method.
	The Company reviews its securities portfolio on a regular basis to determine if there are any conditions indicating that a security has other-than-temporary impairment. Factors considered in this determination include the length of time and the extent to which the market value has been below cost, the credit standing of the issuer, whether the Company expects to receive all scheduled principal and interest payments, Regions’ intent to sell and whether it is more likely than not that the Company will have to sell the security before its market value recovers. For debt securities, activity related to the credit loss component of other-than-temporary impairment is recognized in earnings, and the portion of other-than-temporary impairment related to all other factors is recognized in other accumulated comprehensive income (loss). Additionally, the Company recognizes impairment of available for sale equity securities when the cost basis is above the highest traded price within the past six months; the cost basis of the securities is adjusted to current fair value with the entire offset recorded in the statement of operations. Refer to Note 4 for further detail and information on securities.
Finance, Loan and Lease Receivables, Held-for-sale, Policy [Policy Text Block]	'
	LOANS HELD FOR SALE
	Regions’ loans held for sale generally include commercial loans, investor real estate loans and residential real estate mortgage loans. Loans held for sale are recorded at either estimated fair value, if the fair value option is elected, or the lower of cost or estimated fair value. Regions has elected to account for residential real estate mortgages originated with the intent to sell at fair value. Intent is established for these 15 and 30-year conforming residential real estate mortgage loans when Regions enters into an interest rate lock commitment. Gains and losses on these residential mortgage loans held for sale for which the fair value option has been elected are included in mortgage income. Regions also transfers certain commercial, investor real estate, and residential real estate mortgage portfolio loans to held for sale when management has the intent to sell in the near term. These held for sale loans are recorded at the lower of cost or estimated fair value. At the time of transfer, write-downs on the loans are recorded as charge-offs and a new cost basis is established. Any subsequent lower of cost or market adjustment is determined on an individual loan basis and is recognized as a valuation allowance with any charges included in other non-interest expense. Gains and losses on the sale of these loans are included in other non-interest expense when realized. See the “Fair Value Measurements” section below for discussion of determining estimated fair value.
Receivables, Policy [Policy Text Block]	'
	LOANS
	Loans that management has the intent and ability to hold for the foreseeable future or until maturity or payoff are considered loans held for investment (or portfolio loans). Loans held for investment are carried at the principal amount outstanding, net of premiums, discounts, unearned income and deferred loan fees and costs. Regions' loan balance is comprised of commercial, investor real estate and consumer loans. Interest income on all types of loans is accrued based on the contractual interest rate and the principal amount outstanding, except for those loans classified as non-accrual. Premiums and discounts on purchased loans and non-refundable loan origination and commitment fees, net of direct costs of originating or acquiring loans, are deferred and recognized over the estimated lives of the related loans as an adjustment to the loans’ effective yield, which is included in interest income on loans. See Note 5 for further detail and information on loans.
	Regions engages in both direct and leveraged lease financing. The net investment in direct financing leases is the sum of all minimum lease payments and estimated residual values, less unearned income. Unearned income is recognized over the terms of the leases to produce a level yield. The net investment in leveraged leases is the sum of all lease payments (less non-recourse debt payments) and estimated residual values, less unearned income. Income from leveraged leases is recognized over the term of the leases based on the unrecovered equity investment.
	Regions determines past due or delinquency status of a loan based on contractual payment terms.
	Commercial and investor real estate loans are placed on non-accrual if any of the following conditions occur: 1) collection in full of contractual principal and interest is no longer reasonably assured (even if current as to payment status), 2) a partial charge-off has occurred, unless the loan has been brought current under its contractual terms (original or restructured terms) and the full originally contracted principal and interest is considered to be fully collectible, or 3) the loan is delinquent on any principal or interest for 90 days or more unless the obligation is secured by collateral having a net realizable value (estimated fair value less costs to sell) sufficient to fully discharge the obligation and the loan is in the legal process of collection. Factors considered regarding full collection include assessment of changes in borrower’s cash flow, valuation of underlying collateral, ability and willingness of guarantors to provide credit support, and other conditions.
	Charge-offs on commercial and investor real estate loans are primarily based on the facts and circumstances of the individual loan and occur when available information confirms the loan is not fully collectible and the loss is reasonably quantifiable. Factors considered in making these determinations are the borrower’s and any guarantor’s ability and willingness to pay, the status of the account in bankruptcy court (if applicable), and collateral value. Commercial and investor real estate loan relationships of $250,000 or less are subject to charge-off or charge down to net realizable value at 180 days past due, based on collateral value.
	Non-accrual and charge-off decisions for consumer loans are dictated by the Federal Financial Institutions Examination Council’s (“FFIEC”) Uniform Retail Credit Classification and Account Management Policy which establishes standards for the classification and treatment of consumer loans. Non-accrual status is driven by the charge-off process as follows. If a consumer loan secured by real estate in a first lien position (residential first mortgage or home equity) becomes 180 days past due, Regions evaluates the loan for non-accrual status and potential charge-off based on net loan to value exposure. For home equity loans in a second lien position, the evaluation is performed at 120 days past due. If a loan is secured by collateral having a net realizable value sufficient to fully discharge the obligation, then a partial write-down is not necessary and the loan remains on accrual status, provided it is in the process of legal collection. If a partial charge-off is necessary as a result of the evaluation, then the remaining balance is placed on non-accrual. Consumer loans not secured by real estate are charged-off in full at either 120 days past due for closed-end loans, 180 days past due for open-end loans other than credit cards or the end of the month in which the loan becomes 180 days past due for credit cards.
	When loans are placed on non-accrual status, the accrual of interest, amortization of loan premium, accretion of loan discount and amortization/accretion of deferred net loan fees/costs are discontinued. When a commercial or investor real estate loan is placed on non-accrual status, uncollected interest accrued in the current year is reversed and charged to interest income. Uncollected interest accrued from prior years on commercial and investor real estate loans placed on non-accrual status in the current year is charged against the allowance for loan losses. When a consumer loan is placed on non-accrual status, all uncollected interest accrued is reversed and charged to interest income due to immateriality. Interest collections on non-accrual loans are applied as principal reductions.
	All loans on non-accrual status may be returned to accrual status and interest accrual resumed if both of the following conditions are met: 1) the loan is brought contractually current as to both principal and interest, and 2) future payments are reasonably expected to continue being received in accordance with the terms of the loan and repayment ability can be reasonably demonstrated.
Financing Receivable, Allowance for Credit Losses, Policy for Uncollectible Amounts [Policy Text Block]	'
	ALLOWANCE FOR CREDIT LOSSES
	Regions' allowance for credit losses (“allowance”) consists of two components: the allowance for loan and lease losses, which is recorded as a contra-asset to loans, and the reserve for unfunded credit commitments, which is recorded in other liabilities. The allowance is reduced by actual losses (charge-offs) and increased by recoveries, if any. Regions charges losses against the allowance in the period the loss is confirmed. All adjustments to the allowance for loan losses are charged directly to expense through the provision for loan losses. All adjustments to the reserve for unfunded credit commitments are recorded in other non-interest expense.
	The allowance is maintained at a level believed appropriate by management to absorb probable credit losses inherent in the loan and unfunded credit commitment portfolios in accordance with GAAP and regulatory guidelines. Management’s determination of the appropriateness of the allowance is a quarterly process and is based on an evaluation and rating of the loan portfolio segments, historical loan loss experience, current economic conditions, collateral values of properties securing loans, levels of problem loans, volume, growth, quality and composition of the loan portfolio segments, regulatory guidance, and other relevant factors. Changes in any of these, or other factors, or the availability of new information, could require that the allowance be adjusted in future periods. Actual losses could vary from management’s estimates. Management attributes portions of the allowance to loans that it evaluates and determines to be impaired and to groups of loans that it evaluates collectively. However, the entire allowance is available to cover all charge-offs that arise from the loan portfolio.
	CALCULATION OF ALLOWANCE FOR CREDIT LOSSES
	Commercial and Investor Real Estate Components
	Impaired Loans
	Loans deemed to be impaired include non-accrual loans, excluding consumer loans, and all troubled debt restructurings (“TDRs”). Regions considers the current value of collateral, credit quality of any guarantees, guarantor’s liquidity and willingness to cooperate, the loan structure, and other factors when evaluating whether an individual loan is impaired. Other factors may include the industry and geographic region of the borrower, size and financial condition of the borrower, cash flow and leverage of the borrower and Regions’ evaluation of the borrower’s management. For non-accrual commercial and investor real estate loans (including TDRs) equal to or greater than $2.5 million, the allowance for loan losses is based on a note-level evaluation considering the facts and circumstances specific to each borrower. For these loans, Regions measures the level of impairment based on the present value of the estimated projected cash flows, the estimated value of the collateral or, if available, the observable market price. Regions generally uses the estimated projected cash flow method to measure impairment. For commercial and investor real estate accruing TDRs and non-accruing TDRs less than $2.5 million, the allowance for loan losses is based on a discounted cash flow analysis performed at the note level, where projected cash flows reflect credit losses based on statistical information (including historical default information) derived from loans with similar risk characteristics (e.g., credit quality indicator and product type) using probability of default (“PD”) and loss-given default (“LGD”) as described in the following paragraph. Beginning in the third quarter of 2013, for non-accrual commercial and investor real estate loans less than $2.5 million, the allowance for loan losses is based on the same discounted cash flow analysis as the accruing and non-accruing TDRs less than $2.5 million. This change in the estimation process did not have a material impact to the overall level of the allowance for loan losses or the provision for loan losses.
	Non-Impaired Loans
	For all other commercial and investor real estate loans, the allowance for loan losses is calculated at a pool level based on credit quality indicators and product type. Statistically determined PDs and LGDs are calculated based on historical default and loss information for similar loans. The historical default and loss information is measured over a relevant period for each loan pool. The pool level allowance is calculated using the PD and LGD estimates and is adjusted as appropriate based on additional analysis of long-term average loss experience compared to previously forecasted losses, external loss data and other risks identified from current economic conditions and credit quality trends. Various one year PD measurements are used in conjunction with life-of-loan LGD measurements to estimate incurred losses. As a result, losses are effectively covered over a two to three year period for loans that are currently in default and those estimated to default within the next twelve months.
	Consumer Components
	For consumer loans, the classes are segmented into pools of loans with similar risk characteristics. For most consumer loan pools, historical losses are the primary factor in establishing the allowance allocated to each pool. The twelve month loss rate is the basis for the allocation and it may be adjusted based on deteriorating trends, portfolio growth, or other factors determined by management to be relevant.
	The allowance for loan losses for the residential first mortgage non-TDR pool is calculated based on a twelve-month historical loss rate segmented based on the following risk characteristics: past due and accrual status and further by geography, property use and amortization type for accruing, non-past due loans. The residential first mortgage non-TDR pool was segmented at this more granular level beginning in the first quarter of 2013 as part of the Company’s ongoing efforts to enhance the allowance calculation. The allowance for loan losses for residential first mortgage TDRs is calculated based on a discounted cash flow analysis on pools of homogeneous loans. Cash flows are projected using the restructured terms and then discounted at the original note rate. The projected cash flows assume a default rate, which is based on historical performance of residential first mortgage TDRs. The allowance for loan losses for the home equity pool is calculated based on a twelve-month historical loss rate segmented based on the following risk characteristics: lien position, TDR status, geography, nonaccrual and past due status, and refreshed FICO scores for accruing, non-past due loans. The home equity pool was segmented at this more granular level beginning in the first quarter of 2012 as part of the Company’s ongoing efforts to enhance the allowance calculation and in response to regulatory guidance issued during the first quarter of 2012.
	Qualitative Factors
	While quantitative allowance methodologies strive to reflect all risk factors, any estimate involves assumptions and uncertainties resulting in some level of imprecision. Imprecision exists in the estimation process due to the inherent time lag of obtaining information and variations between estimates and actual outcomes. Regions adjusts the allowance in consideration of quantitative and qualitative factors which may not be directly measured in the note-level or pooled calculations, including, but not limited to:
	•	Credit quality trends,
	•	Loss experience in particular portfolios,
	•	Macroeconomic factors such as unemployment or real estate prices,
	•	Changes in risk selection and underwriting standards,
	•	Shifts in credit quality of consumer customers which is not yet reflected in the historical data.
	Reserve for Unfunded Credit Commitments
	In order to estimate a reserve for unfunded commitments, Regions uses a process consistent with that used in developing the allowance for loan losses. In the second quarter of 2012, the Company refined the methodology for estimation of the reserve for unfunded credit commitments. Before the change, the Company based the reserve for unfunded credit commitments on an analysis of the overall probability of funding and historical losses. Beginning with the second quarter of 2012, the reserve is based on an exposure at default (“EAD”) multiplied by a PD multiplied by an LGD. The EAD is estimated based on an analysis of historical funding patterns for defaulted loans in various categories. The PD and LGD align with the statistically-calculated parameters used to calculate the allowance for loan losses for various pools, which are based on credit quality indicators and product type. The methodology applies to commercial and investor real estate credit commitments and standby letters of credit that are not unconditionally cancellable.
	Refer to Note 6 for further discussion regarding the calculation of the allowance for credit losses.
Loans and Leases Receivable, Troubled Debt Restructuring Policy [Policy Text Block]	'
	TROUBLED DEBT RESTRUCTURINGS
	TDRs are loans in which the borrower is experiencing financial difficulty at the time of restructuring, and Regions has granted a concession to the borrower. TDRs are undertaken in order to improve the likelihood of recovery on the loan and may take the form of modifications made with the stated interest rate lower than the current market rate for new debt with similar risk, other modifications to the structure of the loan that fall outside of normal underwriting policies and procedures, or in limited circumstances forgiveness of principal and interest. TDRs can involve loans remaining on nonaccrual, moving to nonaccrual, or continuing on accrual status, depending on the individual facts and circumstances of the borrower. All loans with the TDR designation are considered to be impaired, even if they are accruing. See the “Calculation of Allowance For Credit Losses” section above for Regions’ allowance for loan losses methodology as related to TDRs.
	Under the clarified guidance issued in April 2011, a modification is refutably considered to be a concession if the borrower could not access similar financing at market terms, even if Regions concludes that the borrower will ultimately pay all contractual amounts owed. As a result of the new clarification, the amount of Regions’ reported TDRs increased in the third quarter of 2011. Regions’ original maturities of loans being modified are relatively short (2-3 years), and the renewed term is typically comparable to the original maturity. Accordingly, Regions considers these modifications to be significant delays in the payment. Also, extensions are considered for TDR determinations because the renewed term is significant to the term of the original note.
	Modification Activity: Commercial and Investor Real Estate Portfolio Segments
	Regions regularly modifies commercial and investor real estate loans in order to facilitate a workout strategy. Typical modifications include workout accommodations, such as renewals and forbearances. Also, for smaller-dollar commercial customers, Regions may periodically grant interest rate and other term concessions, similar to those under the consumer program as described below
	Modification Activity: Consumer Portfolio Segment
	Regions works to meet the individual needs of consumer borrowers to stem foreclosure through the Customer Assistance Program (“CAP”). Regions designed the program to allow for customer-tailored modifications with the goal of keeping customers in their homes and avoiding foreclosure where possible. Modification may be offered to any borrower experiencing financial hardship—regardless of the borrower’s payment status. Under the CAP, Regions may offer a short-term deferral, a term extension, an interest rate reduction, a new loan product, or a combination of these options. For loans restructured under the CAP, Regions expects to collect the original contractually due principal. The gross original contractual interest may be collectible, depending on the terms modified. The length of the CAP modifications ranges from temporary payment deferrals of three months to term extensions for the life of the loan. All such modifications are considered TDRs regardless of the term because they are concessionary in nature and because the customer documents a hardship in order to participate.
	Modified loans are subject to policies governing accrual/non-accrual evaluation consistent with all other loans of the same product type as discussed in the "Loans" section above. Because the CAP program was designed to evaluate potential participants as early as possible in the life cycle of the troubled loan, many of the modifications are finalized without the borrower ever reaching the applicable number of days past due, and with the loans having never been placed on non-accrual. Accordingly, given the positive impact of the restructuring on the likelihood of recovery of cash flows due under the modified terms, accrual status continues to be appropriate for these loans.
	If loans characterized as TDRs perform according to the restructured terms for a satisfactory period of time (generally six consecutive months), the TDR designation may be removed in a new calendar year if the loan yields a market rate. The market rate assessment must be made at the date of the modification considering the terms that would be offered to a new borrower with a similar credit profile. Given the types of concessions currently being granted under the CAP as described above, Regions does not expect that the market rate condition will be widely achieved; accordingly, Regions expects loans modified through the CAP to remain identified as TDRs for the remaining term of the loan.
Property, Plant and Equipment, Policy [Policy Text Block]	'
	PREMISES AND EQUIPMENT
	Premises and equipment are stated at cost, less accumulated depreciation and amortization, as applicable. Land is carried at cost. Depreciation expense is computed using the straight-line method over the estimated useful lives of the assets. Leasehold improvements are amortized using the straight-line method over the estimated useful lives of the improvements (or the terms of the leases, if shorter). Generally, premises and leasehold improvements are depreciated or amortized over 7-40 years. Furniture and equipment are generally depreciated or amortized over 3-10 years. Premises and equipment are evaluated for impairment whenever events or circumstances indicate that the carrying value of the asset may not be recoverable. Maintenance and repairs are charged to non-interest expense in the consolidated statements of operations. Improvements that extend the useful life of the asset are capitalized to the carrying value and depreciated. See Note 8 for detail of premises and equipment.
	Regions enters into lease transactions for the right to use assets. These leases vary in term and, from time to time, include incentives and/or rent escalations. Examples of incentives include periods of “free” rent and leasehold improvement incentives. Regions recognizes incentives and escalations on a straight-line basis over the lease term as a reduction of or increase to rent expense, as applicable, within net occupancy expense in the consolidated statements of operations.
Goodwill and Intangible Assets, Policy [Policy Text Block]	'
	INTANGIBLE ASSETS
	Intangible assets include goodwill, which is the excess of cost over the fair value of net assets of acquired businesses, and other identifiable intangible assets. Other identifiable intangible assets include the following: 1) core deposit intangible assets, which are amounts recorded related to the value of acquired indeterminate-maturity deposits, 2) amounts capitalized related to the value of acquired customer relationships, and 3) amounts recorded related to employment agreements with certain individuals of acquired entities. Core deposit intangibles and most other identifiable intangibles are amortized on an accelerated basis over their expected useful lives.
	The Company’s goodwill is tested for impairment on an annual basis in the fourth quarter, or more often if events or circumstances indicate that there may be impairment. Regions assesses the following indicators of goodwill impairment for each reporting period:
	•	Recent operating performance,
	•	Changes in market capitalization,
	•	Regulatory actions and assessments,
	•	Changes in the business climate (including legislation, legal factors and competition),
	•	Company-specific factors (including changes in key personnel, asset impairments, and business dispositions), and
	•	Trends in the banking industry.
	Adverse changes in the economic environment, declining operations, or other factors could result in a decline in the implied fair value of goodwill. A goodwill impairment test includes two steps. Step One, used to identify potential impairment, compares the estimated fair value of a reporting unit with its carrying amount, including goodwill. If the estimated fair value of a reporting unit exceeds its carrying amount, goodwill of the reporting unit is considered not impaired. If the carrying amount of a reporting unit exceeds its estimated fair value, the second step of the goodwill impairment test is performed to measure the amount of impairment loss, if any. Step Two of the goodwill impairment test compares the implied estimated fair value of reporting unit goodwill with the carrying amount of that goodwill. If the carrying amount of goodwill for that reporting unit exceeds the implied fair value of that unit’s goodwill, an impairment loss is recognized in other non-interest expense in an amount equal to that excess.
	For purposes of performing Step One of the goodwill impairment test, Regions uses both income and market approaches to value its reporting units. The income approach, which is the primary valuation approach, consists of discounting projected long-term future cash flows, which are derived from internal forecasts and economic expectations for the respective reporting units. The significant inputs to the income approach include expected future cash flows, the long-term target equity ratios, and the discount rate.
	Regions utilizes the capital asset pricing model (“CAPM”) in order to derive the base discount rate. The inputs to the CAPM include the 20-year risk-free rate, 5-year beta for a select peer set, and the market risk premium based on published data. Once the output of the CAPM is determined, a size premium is added (also based on a published source) as well as a company-specific risk premium (based on business model and market perception of risk) for each reporting unit.
	Regions uses the guideline public company method and the guideline transaction method as the two market approaches. The public company method applies a value multiplier derived from each reporting unit’s peer group to tangible book value (for Business Services and Consumer Services) or price to earnings (for Wealth Management) ratios and an implied control premium to the respective reporting unit. The control premium is evaluated and compared to similar financial services transactions considering the absolute and relative potential revenue synergies and cost savings. The transaction method applies a value multiplier to a financial metric of the reporting unit based on comparable observed purchase transactions in the financial services industry for the reporting unit (where available).
	For purposes of performing Step Two of the goodwill impairment test, if applicable, Regions compares the implied estimated fair value of the reporting unit goodwill with the carrying amount of that goodwill. In order to determine the implied estimated fair value, a full purchase price allocation would be performed in the same manner as if a business combination had occurred. As part of the Step Two analysis, Regions estimates the fair value of all of the assets and liabilities of the reporting unit, including unrecognized assets and liabilities. The related valuation methodologies for certain material financial assets and liabilities are discussed in the “Fair Value Measurements” section below.
	Other identifiable intangible assets, primarily core deposit intangibles and purchased credit card relationships, are reviewed at least annually (usually in the fourth quarter) for events or circumstances that could impact the recoverability of the intangible asset. These events could include loss of core deposits, significant losses of credit card accounts and/or balances, increased competition or adverse changes in the economy. To the extent other identifiable intangible assets are deemed unrecoverable, impairment losses are recorded in other non-interest expense and reduce the carrying amount of the asset.
	Refer to Note 9 for further detail and discussion of the results of the goodwill and other identifiable intangibles impairment tests.
Transfers and Servicing of Financial Assets, Policy [Policy Text Block]	'
	ACCOUNTING FOR TRANSFERS AND SERVICING OF FINANCIAL ASSETS
	Regions accounts for transfers of financial assets as sales when control over the transferred assets is surrendered. Control is generally considered to have been surrendered when 1) the transferred assets are legally isolated from the Company or its consolidated affiliates, even in bankruptcy or other receivership, 2) the transferee has the right to pledge or exchange the assets with no conditions that constrain the transferee and provide more than a trivial benefit to the Company, and 3) the Company does not maintain the obligation or unilateral ability to reclaim or repurchase the assets. If these sale criteria are met, the transferred assets are removed from the Company’s balance sheet and a gain or loss on sale is recognized. If not met, the transfer is recorded as a secured borrowing, and the assets remain on the Company’s balance sheet, the proceeds from the transaction are recognized as a liability, and gain or loss on sale is deferred until the sale criterion are achieved.
	Regions has elected to account for its servicing assets using the fair value measurement method. Under the fair value measurement method, servicing assets are measured at estimated fair value each period with changes in fair value recorded as a component of mortgage income. The fair value of mortgage servicing rights is calculated using various assumptions including future cash flows, market discount rates, expected prepayment rates, servicing costs and other factors. A significant change in prepayments of mortgages in the servicing portfolio could result in significant changes in the valuation adjustments, thus creating potential volatility in the carrying amount of mortgage servicing rights. The valuation method relies on an option-adjusted spread ("OAS") to consider prepayment risk and equate the asset's discounted cash flows to its market price. See the “Fair Value Measurements” section below for additional discussion regarding determination of fair value.
	Refer to Note 7 for further information on servicing of financial assets.
Finance, Loan and Lease Receivables, Held for Investments, Foreclosed Assets Policy [Policy Text Block]	'
	FORECLOSED PROPERTY AND OTHER REAL ESTATE
	Other real estate and certain other assets acquired in satisfaction of indebtedness (“foreclosure”) are carried in other assets at the lower of the recorded investment in the loan or estimated fair value less estimated costs to sell the property. At the date of transfer, when the recorded investment in the loan exceeds the property’s estimated fair value less costs to sell, write-downs are recorded as estimated charge-offs against the allowance. Regions allows a period of up to 60 days after the date of transfer to record finalized write-downs as charge-offs against the allowance in order to properly accumulate all related invoices and updated valuation information, if necessary. Subsequent to transfer, Regions obtains valuations from professional valuation experts and/or third party appraisers on at least an annual basis. See the “Fair Value Measurements” section below for additional discussion regarding determination of fair value. Subsequent to transfer and the additional 60 days, any further write-downs are recorded as other non-interest expense. Gain or loss on the sale of foreclosed property and other real estate is included in other non-interest expense. At December 31, 2013 and 2012, the carrying values of foreclosed properties were approximately $136 million and $149 million, respectively.
	From time to time, assets classified as premises and equipment are transferred to held for sale for various reasons. These assets are carried in other assets at the lower of the recorded investment in the asset or fair value less estimated cost to sell based upon the property’s appraised value at the date of transfer. Any write-downs of property held for sale are recorded as other non-interest expense. At December 31, 2013 and 2012, the carrying values of premises and equipment held for sale were approximately $22 million and $20 million, respectively.
Derivatives, Policy [Policy Text Block]	'
	DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES
	The Company enters into derivative financial instruments to manage interest rate risk, facilitate asset/liability management strategies and manage other exposures. These instruments primarily include interest rate swaps, options on interest rate swaps, interest rate caps and floors, Eurodollar futures, forward rate contracts and forward sale commitments. All derivative financial instruments are recognized on the consolidated balance sheets as other assets or other liabilities, as applicable, at estimated fair value. Regions enters into master netting agreements with counterparties and/or requires collateral to cover exposures. In at least some cases, counterparties post collateral at a zero threshold regardless of credit rating.
	Interest rate swaps are agreements to exchange interest payments based upon notional amounts. Interest rate swaps subject Regions to market risk associated with changes in interest rates, as well as the credit risk that the counterparty will fail to perform. Option contracts involve rights to buy or sell financial instruments on a specified date or over a period at a specified price. These rights do not have to be exercised. Some option contracts such as interest rate floors, involve the exchange of cash based on changes in specified indices. Interest rate floors are contracts to hedge interest rate declines based on a notional amount. Interest rate floors subject Regions to market risk associated with changes in interest rates, as well as the credit risk that the counterparty will fail to perform. Forward rate contracts are commitments to buy or sell financial instruments at a future date at a specified price or yield. Regions primarily enters into forward rate contracts on marketable instruments, which expose Regions to market risk associated with changes in the value of the underlying financial instrument, as well as the credit risk that the counterparty will fail to perform. Eurodollar futures are futures contracts on Eurodollar deposits. Eurodollar futures subject Regions to market risk associated with changes in interest rates. Because futures contracts are cash settled daily, there is minimal credit risk associated with Eurodollar futures. Forward sale commitments are sales of securities at a specified price at a future date. Forward sale commitments subject Regions to market risk associated with changes in interest rates, as well as the credit risk that the counterparty will fail to perform.
	Derivative financial instruments that qualify for hedge accounting are designated, based on the exposure being hedged, as either fair value or cash flow hedges.
	Fair value hedge relationships mitigate exposure to the change in fair value of an asset, liability or firm commitment. Under the fair value hedging model, gains or losses attributable to the change in fair value of the derivative instrument, as well as the gains and losses attributable to the change in fair value of the hedged item, are recognized in other non-interest expense in the period in which the change in fair value occurs. Hedge ineffectiveness is recognized as other non-interest expense to the extent the changes in fair value of the derivative do not offset the changes in fair value of the hedged item. The corresponding adjustment to the hedged asset or liability is included in the basis of the hedged item, while the corresponding change in the fair value of the derivative instrument is recorded as an adjustment to other assets or other liabilities, as applicable.
	Cash flow hedge relationships mitigate exposure to the variability of future cash flows or other forecasted transactions. For cash flow hedge relationships, the effective portion of the gain or loss related to the derivative instrument is recognized as a component of accumulated other comprehensive income (loss). Ineffectiveness is measured by comparing the change in fair value of the respective derivative instrument and the change in fair value of a “perfectly effective” hypothetical derivative instrument. Ineffectiveness will be recognized in earnings only if it results from an overhedge. The ineffective portion of the gain or loss related to the derivative instrument, if any, is recognized in earnings as other non-interest expense during the period of change. Amounts recorded in accumulated other comprehensive income (loss) are recognized in earnings in the period or periods during which the hedged item impacts earnings.
	The Company formally documents all hedging relationships between hedging instruments and the hedged items, as well as its risk management objective and strategy for entering into various hedge transactions. The Company performs periodic assessments to determine whether the hedging relationship has been highly effective in offsetting changes in fair values or cash flows of hedged items and whether the relationship is expected to continue to be highly effective in the future.
	When a hedge is terminated or hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, or because it is probable that the forecasted transaction will not occur by the end of the specified time period, the derivative will continue to be recorded as an other asset or other liability in the consolidated balance sheets at its estimated fair value, with changes in fair value recognized in capital markets fee income and other. Any asset or liability that was recorded pursuant to recognition of the firm commitment is removed from the consolidated balance sheets and recognized in other non-interest expense. Gains and losses that were unrecognized and accumulated in accumulated other comprehensive income (loss) pursuant to the hedge of a forecasted transaction are recognized immediately in other non-interest expense.
	Derivative contracts related to continuing operations that do not qualify for hedge accounting are classified as other assets or liabilities with gains and losses related to the change in fair value recognized in capital markets fee income and other or mortgage income, as applicable, in the statements of operations during the period. These positions, as well as non-derivative instruments, are used to mitigate economic and accounting volatility related to customer derivative transactions, the mortgage pipeline and the fair value of of mortgage servicing rights. Derivative contracts that were related to Morgan Keegan activities are included in discontinued operations.
	Regions enters into interest rate lock commitments, which are commitments to originate mortgage loans whereby the interest rate on the loan is determined prior to funding and the customers have locked into that interest rate. Accordingly, such commitments are recorded at estimated fair value with changes in fair value recorded in mortgage income. Regions also has corresponding forward sale commitments related to these interest rate lock commitments, which are recorded at fair value with changes in fair value recorded in mortgage income. See the “Fair Value Measurements” section below for additional information related to the valuation of interest rate lock commitments.
	Regions enters into various derivative agreements with customers desiring protection from possible future market fluctuations. Regions manages the market risk associated with these derivative agreements in a trading portfolio. The contracts in this portfolio do not qualify for hedge accounting and are marked-to-market through earnings and included in other assets and other liabilities.
	Concurrent with the election to use fair value measurement for mortgage servicing rights, Regions began using various derivative instruments to mitigate the impact of changes in the fair value of mortgage servicing rights in the statements of operations. This effort may involve the use of various derivative instruments, including, but not limited to, forwards, futures, swaps and options. These derivatives are carried at estimated fair value, with changes in fair value reported in mortgage income.
	Refer to Note 20 for further discussion and details of derivative financial instruments and hedging activities.
Income Tax, Policy [Policy Text Block]	'
	INCOME TAXES
	The Company accounts for income taxes using the asset and liability method, which requires the recognition of deferred tax assets and liabilities for expected future tax consequences. Under this method, deferred tax assets and liabilities are determined by applying the federal and state tax rates to the differences between financial statement carrying amounts and the corresponding tax bases of assets and liabilities. Deferred tax assets are also recorded for any tax attributes, such as tax credit and net operating loss carryforwards. The net balance of deferred tax assets and liabilities is reported in other assets in the consolidated balance sheets. Any effect of a change in federal and state tax rates on deferred tax assets and liabilities is recognized in income tax expense in the period that includes the enactment date. The Company reflects the expected amount of income tax to be paid or refunded during the year as current income tax expense or benefit, as applicable.
	The Company evaluates the realization of deferred tax assets based on all positive and negative evidence available at the balance sheet date. Realization of deferred tax assets is based on the Company’s judgments about relevant factors affecting their realization, including taxable income within any applicable carryback periods, future projected taxable income, reversal of taxable temporary differences and other tax-planning strategies to maximize realization of the deferred tax assets. A valuation allowance is recorded for any deferred tax assets that are not more-likely-than-not to be realized.
	Income tax benefits generated from uncertain tax positions are accounted for using the recognition and cumulative-probability measurement thresholds. Based on the technical merits, if a tax benefit is not more-likely-than-not of being sustained upon examination, the Company records a liability for the recognized income tax benefit. If a tax benefit is more-likely-than-not of being sustained based on the technical merits, the Company utilizes the cumulative probability measurement and records an income tax benefit equivalent to the largest amount of tax benefit that is greater than 50 percent likely to be realized upon ultimate settlement with a taxing authority. The Company recognizes interest expense, interest income and penalties related to unrecognized tax benefits within current income tax expense.
	Refer to Note 19 for further discussion regarding income taxes.
Treasury Stock Policy [Text Block]	'
	TREASURY STOCK
	The purchase of the Company’s common stock is recorded at cost. At the date of retirement or subsequent reissuance, treasury stock is reduced by the cost of such stock with differences recorded in additional paid-in capital or retained earnings, as applicable.
Compensation Related Costs, Policy [Policy Text Block]	'
	SHARE-BASED PAYMENTS
	Regions sponsors stock plans which most commonly include restricted stock (i.e., unvested common stock), restricted stock units, performance stock units and stock options. The Company accounts for share-based payments under the fair value recognition provisions whereby compensation cost is measured based on the estimated fair value of the award at the grant date and is recognized in the consolidated financial statements on a straight-line basis over the requisite service period for service-based awards. The fair value of restricted stock, restricted stock units or performance stock units is determined based on the closing price of Regions’ common stock on the date of grant. Historical data is also used to estimate future employee attrition, which is used to calculate an expected forfeiture rate. The fair value of stock options where vesting is based on service is estimated at the date of grant using a Black-Scholes option pricing model and related assumptions. Expected volatility considers implied volatility from traded options on the Company’s stock and, primarily, historical volatility of the Company’s stock. Regions considers historical data to estimate future option exercise behavior, which is used to derive an option’s expected term. The expected term represents the period of time that options are expected to be outstanding from the grant date. Historical data is also used to estimate future employee attrition, which is used to calculate an expected forfeiture rate. Groups of employees that have similar historical exercise behavior are reviewed and considered for valuation purposes. The risk-free rate is based on the U.S. Treasury yield curve in effect at the time of grant and the weighted-average expected life of the grant. Regions issues new common shares to settle stock options.
	See Note 16 for further discussion and details of share-based payments.
Revenue Recognition, Policy [Policy Text Block]	'
	REVENUE RECOGNITION
	The largest source of revenue for Regions is interest income. Interest income is recognized using the interest method driven by nondiscretionary formulas based on written contracts, such as loan agreements or securities contracts. Credit-related fees, including letter of credit fees, finance charges and fees related to credit cards are recognized in non-interest income when earned. Regions recognizes commission revenue and exchange and clearance fees on a trade-date basis. Other types of non-interest revenues, such as service charges on deposits, interchange income on credit cards and trust revenues, are accrued and recognized into income as services are provided and the amount of fees earned are reasonably determinable.
Earnings Per Share, Policy [Policy Text Block]	'
	PER SHARE AMOUNTS
	Earnings (loss) per common share computations are based upon the weighted-average number of shares outstanding during the period. Diluted earnings (loss) per common share computations are based upon the weighted-average number of shares outstanding during the period, plus the effect of outstanding stock options and stock performance awards if dilutive. If applicable, the diluted earnings (loss) per common share computation also assumes conversion of any outstanding convertible preferred stock and warrants, unless such an assumed conversion would be antidilutive. Refer to Note 15 for additional information.
Fair Value of Financial Instruments, Policy [Policy Text Block]	'
	FAIR VALUE MEASUREMENTS
	Fair value guidance establishes a framework for using fair value to measure assets and liabilities and defines fair value as the price that would be received to sell an asset or paid to transfer a liability (an exit price) as opposed to the price that would be paid to acquire the asset or received to assume the liability (an entry price). A fair value measure should reflect the assumptions that market participants would use in pricing the asset or liability, including the assumptions about the risk inherent in a particular valuation technique, the effect of a restriction on the sale or use of an asset and the risk of nonperformance. Required disclosures include stratification of balance sheet amounts measured at fair value based on inputs the Company uses to derive fair value measurements. These strata include:
	•	Level 1 valuations, where the valuation is based on quoted market prices for identical assets or liabilities traded in active markets (which include exchanges and over-the-counter markets with sufficient volume),
	•	Level 2 valuations, where the valuation is based on quoted market prices for similar instruments traded in active markets, quoted prices for identical or similar instruments in markets that are not active and model-based valuation techniques for which all significant assumptions are observable in the market, and
	•	Level 3 valuations, where the valuation is generated from model-based techniques that use significant assumptions not observable in the market, but observable based on Company-specific data. These unobservable assumptions reflect the Company’s own estimates for assumptions that market participants would use in pricing the asset or liability. Valuation techniques typically include option pricing models, discounted cash flow models and similar techniques, but may also include the use of market prices of assets or liabilities that are not directly comparable to the subject asset or liability.
	ITEMS MEASURED AT FAIR VALUE ON A RECURRING BASIS
	Trading account securities, securities available for sale, certain mortgage loans held for sale, mortgage servicing rights, derivative assets and derivative liabilities are recorded at fair value on a recurring basis. Below is a description of valuation methodologies for these assets and liabilities.
	Trading account securities and securities available for sale consist of U.S. Treasuries, obligations of states and political subdivisions, mortgage-backed securities (including agency securities), other debt securities and equity securities.
	•	U.S. Treasuries are valued based on quoted market prices of identical assets on active exchanges (Level 1 measurements as described above) and also using data from third-party pricing services for similar securities as applicable. Pricing from these third party services is generally based on a market approach using observable inputs such as benchmark yields, reported trades, broker/dealer quotes, benchmark securities, bid and offers. These valuations are Level 2 measurements.
	•	Mortgage-backed securities are valued primarily using data from third-party pricing services for similar securities as applicable. Pricing from these third-party services is generally based on a market approach using observable inputs such as benchmark yields, reported trades, broker/dealer quotes, benchmark securities, to be announced (“TBA”) prices, issuer spreads, bids and offers, monthly payment information, and collateral performance, as applicable. These valuations are Level 2 measurements. Where such comparable data is not available, the Company develops valuations based on assumptions that are not readily observable in the market place; these valuations are Level 3 measurements.
	•	Obligations of states and political subdivisions are generally based on data from third-party pricing services. The valuations are based on a market approach using observable inputs such as benchmark yields, Municipal Securities Rulemaking Board (“MSRB”) reported trades, material event notices and new issue data. These valuations are Level 2 measurements. Where such comparable data is not available, the Company develops valuations based on assumptions that are not readily observable in the market place; these valuations are Level 3 measurements.
	•	Other debt securities are valued based on Level 1, 2 and 3 measurements, depending on pricing methodology selected and are valued primarily using data from third-party pricing services. Pricing from these third-party pricing services is generally based on a market approach using observable inputs such as benchmark yields, reported trades, broker/dealer quotes, issuer spreads, benchmark securities, bids and offers, and Trade Reporting and Compliance Engine (“TRACE”) reported trades.
	•	Equity securities are valued based on quoted market prices of identical assets on active exchanges; these valuations are Level 1 measurements.
	Regions’ trading account securities and the majority of securities available for sale are valued using third-party pricing services. To validate pricing related to investment securities held in the trading account securities portfolios, pricing received from third-party pricing services is compared to available market data for reasonableness and/or pricing information from other third-party pricing services.
	To validate pricing related to liquid investment securities, which represent the vast majority of the available for sale portfolio (e.g., mortgage-backed securities), Regions compares price changes received from the pricing service to overall changes in market factors in order to validate the pricing received. To validate pricing received on less liquid investment securities in the available for sale portfolio, Regions receives pricing from third-party brokers/dealers on a sample of securities that are then compared to the pricing received. The pricing service uses standard observable inputs when available, for example: benchmark yields, reported trades, broker-dealer quotes, issuer spreads, benchmark securities, and bids and offers, among others. For certain security types, additional inputs may be used, or some inputs may not be applicable. It is not customary for Regions to adjust the pricing received for the available for sale portfolio. In the event that prices are adjusted, Regions classifies the measurement as a Level 3 measurement.
	Mortgage loans held for sale consist of residential first mortgage loans held for sale that are valued based on traded market prices of similar assets where available and/or discounted cash flows at market interest rates, adjusted for securitization activities that include servicing value and market conditions, a Level 2 measurement. Regions has elected to measure certain mortgage loans held for sale at fair value by applying the fair value option (see additional discussion under the “Fair Value Option” section in Note 21).
	Mortgage servicing rights consist of residential mortgage servicing rights and are valued using an option-adjusted spread valuation approach, a Level 3 measurement. The underlying assumptions and estimated values are periodically corroborated by values received from an independent third party. See Note 7 for information regarding the servicing of financial assets and additional details regarding the assumptions relevant to this valuation.
	Derivative assets and liabilities, which primarily consist of interest rate contracts that include futures, options and swaps, are included in other assets and other liabilities (as applicable) on the consolidated balance sheets. Interest rate swaps are predominantly traded in over-the-counter markets and, as such, values are determined using widely accepted discounted cash flow models, which are Level 2 measurements. These discounted cash flow models use projections of future cash payments/receipts that are discounted at mid-market rates. The assumed cash flows are sourced from an assumed yield curve, which is consistent with industry standards and conventions. These valuations are adjusted for the unsecured credit risk at the reporting date, which considers collateral posted and the impact of master netting agreements. For options and futures contracts traded in over-the-counter markets, values are determined using discounted cash flow analyses and option pricing models based on market rates and volatilities, which are Level 2 measurements. Interest rate lock commitments on loans intended for sale, treasury locks and credit derivatives are valued using option pricing models that incorporate significant unobservable inputs, and therefore are Level 3 measurements.
	ITEMS MEASURED AT FAIR VALUE ON A NON-RECURRING BASIS
	From time to time, certain assets may be recorded at fair value on a non-recurring basis. These non-recurring fair value adjustments typically are a result of the application of lower of cost or fair value accounting or a write-down occurring during the period. For example, if the fair value of an asset in these categories falls below its cost basis, it is considered to be at fair value at the end of the period of the adjustment. In periods where there is no adjustment, the asset is generally not considered to be at fair value. The following is a description of the valuation methodologies used for certain assets that are recorded at fair value.
	Foreclosed property and other real estate is carried in other assets at the lower of the recorded investment in the loan or fair value less estimated costs to sell the property. The fair value for foreclosed property that is based on either observable transactions of similar instruments or formally committed sale prices is classified as a Level 2 measurement. If no formally committed sale price is available, Regions also obtains valuations from professional valuation experts and/or third party appraisers. Updated valuations are obtained on at least an annual basis. Foreclosed property exceeding established dollar thresholds is valued based on appraisals. Appraisals are performed by third-parties with appropriate professional certifications and conform to generally accepted appraisal standards as evidenced by the Uniform Standards of Professional Appraisal Practice. Regions’ policies related to appraisals conform to regulations established by the Financial Institutions Reform, Recovery and Enforcement Act of 1989 and other regulatory guidance. Professional valuations are considered Level 2 measurements because they are based largely on observable inputs. Regions has a centralized appraisal review function that is responsible for reviewing all appraisals for compliance with banking regulations and guidelines as well as appraisal standards. Based on these reviews, Regions may make adjustments to the market value conclusions determined in the appraisals of real estate (either as other real estate or loans held for sale) when the appraisal review function determines that the valuation is based on inappropriate assumptions or where the conclusion is not sufficiently supported by the market data presented in the appraisal. Adjustments to the market value conclusions are discussed with the professional valuation experts and/or third party appraisers; the magnitude of the adjustments that are not mutually agreed upon is insignificant. In either event, adjustments, if made, must be based on sufficient information available to support an alternate opinion of market value. An estimated standard discount factor, which is updated at least annually, is applied to the appraisal amount for certain commercial and investor real estate properties when the recorded investment in the loan is transferred into foreclosed property. Internally adjusted valuations are considered Level 3 measurements as management uses assumptions that may not be observable in the market.
	Loans held for sale for which the fair value option has not been elected are recorded at the lower of cost or fair value and therefore are reported at fair value on a non-recurring basis. The fair values for commercial loans held for sale that are based on formally committed loan sale prices or valuations performed using observable inputs are classified as a Level 2 measurement. If no formally committed sales price is available, a professional valuation is obtained, consistent with the process described above for foreclosed property and other real estate.
	Certain residential first mortgage loans were transferred to held for sale status late in the fourth quarter of 2013. These loans were written down to their estimated fair value upon transfer based on estimated third-party valuations utilizing recent sales data for similar transactions. Broker opinion statements were also obtained as additional evidence to support the estimated third-party valuations. The discounts taken were intended to represent the perspective of a market participant, considering among other things, required investor returns which include liquidity discounts reflected in similar bulk transactions. These unobservable inputs are considered Level 3 measurements.
	FAIR VALUE OF FINANCIAL INSTRUMENTS
	The following methods and assumptions were used by the Company in estimating fair values of financial instruments that are not disclosed above:
	Cash and cash equivalents: The carrying amounts reported in the consolidated balance sheets and cash flows approximate the estimated fair values. Because these amounts generally relate to either currency or highly liquid assets, these are considered Level 1 valuations.
	Securities held to maturity: The fair values of securities held to maturity are estimated in the same manner as the corresponding securities available for sale, which are measured at fair value on a recurring basis.
	Loans, (excluding leases), net of unearned income and allowance for loan losses: A discounted cash flow method under the income approach is utilized to estimate the fair value of the loan portfolio. The discounted cash flow method relies upon assumptions about the amount and timing of principal and interest payments, principal prepayments, and estimates of principal defaults, loss given default, and current market rates (excluding credit). The loan portfolio is aggregated into categories based on loan type and credit quality. For each loan category, weighted average statistics, such as coupon rate, age, and remaining term are calculated. These are Level 3 valuations.
	Other interest-earning assets: The carrying amounts reported in the consolidated balance sheets approximate the estimated fair values. While these instruments are not actively traded in the market, the majority of the inputs required to value them are actively quoted and can be validated through external sources. Accordingly, these are Level 2 valuations.
	Deposits: The fair value of non-interest-bearing demand accounts, interest-bearing transaction accounts, savings accounts, money market accounts and certain other time deposit accounts is the amount payable on demand at the reporting date (i.e., the carrying amount). Fair values for certificates of deposit are estimated by using discounted cash flow analyses, based on market spreads to benchmark rates. These are Level 2 valuations.
	Short-term and long-term borrowings: The carrying amounts of short-term borrowings reported in the consolidated balance sheets approximate the estimated fair values, and are considered Level 2 measurements as similar instruments are traded in active markets. The fair values of certain long-term borrowings are estimated using quoted market prices of identical instruments and are considered Level 1 measurements. If identical instruments are not available, fair values are estimated using quoted market prices for similar instruments and are considered Level 2 valuations. Otherwise, valuations are based on a combination of non-binding broker quotes and quoted prices for identical instruments in non-active markets and are considered Level 3 valuations.
	Loan commitments and letters of credit: The estimated fair values for these off-balance sheet instruments are based on probabilities of funding to project future loan fundings, which are discounted using the loan methodology described above. The premiums/discounts are adjusted for the time value of money over the average remaining life of the commitments and the opportunity cost associated with regulatory requirements. Because the probabilities of funding and loan valuations are not observable in the market and are considered Company specific inputs, these are Level 3 valuations.
	Indemnification obligation: The estimated fair value of the indemnification obligation was determined through the use of a present value calculation that takes into account the future cash flows that a market participant would expect to receive from holding the indemnification liability as an asset. Regions performed a probability-weighted cash flow analysis and discounted the result at a credit-adjusted risk free rate. Because the future cash flows and probability weights are Company-specific inputs, this is a Level 3 valuation.
	See Note 21 for additional information related to fair value measurements.
New Accounting Pronouncements, Policy [Policy Text Block]	'
	RECENT ACCOUNTING PRONOUNCEMENTS AND ACCOUNTING CHANGES
	In December 2011, the Financial Accounting Standards Board ("FASB") issued new accounting guidance that eliminates offsetting of financial instruments disclosure differences between GAAP and International Financial Reporting Standards ("IFRS"). New disclosures are required for recognized financial instruments, such as derivatives, repurchase agreements, and reverse repurchase agreements, that are either (1) offset on the balance sheet in accordance with the FASB's offsetting guidance or (2) subject to an enforceable master netting arrangement or similar agreement, regardless of whether they are offset in accordance with the FASB's offsetting guidance. The objective of the new disclosure requirements is to enable users of the financial statements to evaluate the effect or potential effect of netting arrangements on an entity's financial position, including the effect or potential effect of rights of setoff associated with certain financial instruments and derivative instruments. This amended guidance was applied retrospectively and was effective for fiscal years, and interim periods within those years, beginning on or after January 1, 2013. Regions adopted this guidance beginning with first quarter 2013 financial reporting. See Notes 11 and 20 for the newly-required disclosures.
	In July 2012, the FASB issued new accounting guidance related to the impairment of indefinite-lived intangible assets. The guidance simplifies how entities test indefinite-lived intangible assets, other than goodwill, and is similar to the new qualitative impairment test for goodwill. The guidance allows entities to elect to first perform qualitative tests to determine the likelihood that the indefinite-lived intangible asset's fair value is less than its carrying value. If it is determined that it is more likely than not that the fair value of the indefinite-lived intangible asset is less than its carrying amount, the entity would then perform the first step of the impairment test. The guidance was effective for annual and interim impairment tests performed for fiscal years beginning after September 15, 2012. Regions adopted this guidance beginning with the first quarter 2013 financial reporting. The guidance did not have a material impact upon adoption.
	In February 2013, the FASB issued new accounting guidance related to disclosure of significant amounts reclassified out of accumulated other comprehensive income by component and the respective line items of net income. The guidance was effective for fiscal periods beginning after December 15, 2012. Regions adopted this guidance beginning with the first quarter 2013 financial reporting. See Note 14 for the newly-required disclosure.
	In July 2013, the FASB issued new accounting guidance to include the Fed Funds Effective Swap Rate as an appropriate benchmark interest rate in the accounting for fair value and cash flow hedges in the United States. The guidance is effective prospectively for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. The amended guidance did not have a material impact upon adoption.
	FUTURE APPLICATION OF ACCOUNTING STANDARDS
	In January 2014, the FASB issued new accounting guidance related to the accounting for investments in qualified affordable housing projects. The guidance allows the holder of low income housing tax credit ("LIHTC") investments to apply a proportional amortization method that would recognize the cost of the investment as a part of income tax expense, provided that the investment meets certain criteria. The guidance is silent regarding statement of financial position classification, although it would not be appropriate to classify the investment as a deferred tax asset. The decision to apply the proportional amortization method is an accounting policy election. Entities may also elect to continue to account for these investments using the equity method. The guidance will be applied retrospectively and is effective for fiscal years, and interim periods within those years, beginning after December 15, 2014. Early adoption is permitted. Regions is in the process of reviewing the potential impact the adoption of this guidance will have to its consolidated financial statements.
	In January 2014, the FASB issued new accounting guidance regarding the reclassification of residential real estate collateralized consumer mortgage loans upon foreclosures. The guidance requires reclassification of a consumer mortgage loan to other real estate owned upon obtaining legal title to the residential property, which could occur either through foreclosure or through a deed in lieu of foreclosure or similar legal agreement. The existence of a borrower redemption right will not prevent the lender from reclassifying a loan to real estate once the lender obtains legal title to the property. In addition, entities are required to disclose the amount of foreclosed residential real estate properties and the recorded investment in residential real estate mortgage loans in the process of foreclosure on both an interim and annual basis. The guidance may be applied prospectively or on a modified retrospective basis in fiscal years, and interim periods within those fiscal years, beginning after December 15, 2014. Early adoption is permitted. Regions is in the process of reviewing the potential impact the adoption of this guidance will have to its consolidated financial statements.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies Supplemental Cash Flows (Tables)	12 Months Ended
	Dec. 31, 2013
Accounting Policies [Abstract]	'
Cash Flow, Supplemental Disclosures [Text Block]	'
	The following table summarizes supplemental cash flow information for the years ended December 31:
		2013		2012		2011
		(In millions)
	Cash paid (received) during the period for:
	Interest on deposits and borrowings	$	416	$	644	$	919
	Income taxes, net	54		80		(98		)
	Non-cash transfers:
	Loans held for sale and loans transferred to other real estate	227		297		532
	Loans transferred to loans held for sale(1)	712		341		973
	Loans held for sale transferred to loans	26		8		—
	Properties transferred to held for sale	6		—		51
	Reduction of indemnification reserves	—		51		—
	_________
	(1) During the fourth quarter of 2013, Regions transferred approximately $535 million of primarily accruing restructured residential first mortgage loans to loans held for sale.

Variable_Interest_Entities_Var1

Variable Interest Entities Variable Interest Entities (Tables)	12 Months Ended
	Dec. 31, 2013
Schedule of Equity Method Investments [Line Items]	'
Equity Method Investments [Table Text Block]	'
	A summary of Regions’ equity method investments and related loans and letters of credit, representing Regions’ maximum exposure to loss as of December 31 is as follows:
		2013		2012
		(In millions)
	Equity method investments included in other assets	$	863	$	774
	Unfunded commitments included in other liabilities	267		197
	Short-term construction loans and letters of credit commitments	227		165
	Funded portion of short-term loans and letters of credit	110		82

Discontinued_Operations_Tables

Discontinued Operations (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Condensed Results Of Operations For Discontinued Operations	'
	The following table represents the condensed results of operations for discontinued operations:
		Year Ended December 31
		2013			2012			2011
		(In millions, except per share data)
	Interest income	$	—		$	8		$	37
	Interest expense	—			1			6
	Net interest income	—			7			31
	Non-interest income:
	Brokerage, investment banking and capital markets	—			233			938
	Gain on sale	—			19			—
	Other	—			12			57
	Total non-interest income	—			264			995
	Non-interest expense:
	Salaries and employee benefits	—			171			644
	Net occupancy expense	—			9			36
	Furniture and equipment expense	—			8			30
	Goodwill impairment	—			—			492
	Professional and legal expenses	23			152			93
	Other	1			30			139
	Total non-interest expense	24			370			1,434
	Income (loss) from discontinued operations before income taxes	(24		)	(99		)	(408		)
	Income tax expense (benefit)	(11		)	(40		)	(4		)
	Income (loss) from discontinued operations, net of tax	$	(13	)	$	(59	)	$	(404	)
	Earnings (loss) per common share from discontinued operations:
	Basic	$	(0.01	)	$	(0.04	)	$	(0.32	)
	Diluted	$	(0.01	)	$	(0.04	)	$	(0.32	)

Securities_Tables

Securities (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Schedule Of Amortized Cost, Gross Unrealized Gains And Losses, And Estimated Fair Value Of Securities Available For Sale And Securities Held To Maturity	'
	The amortized cost, gross unrealized gains and losses, and estimated fair value of securities held to maturity and securities available for sale are as follows:
		31-Dec-13
						Recognized in OCI (1)											Not recognized in OCI
		Amortized				Gross Unrealized Gains				Gross Unrealized Losses			Carrying Value				Gross			Gross				Estimated
		Cost															Unrealized			Unrealized				Fair
																	Gains			Losses				Value
		(In millions)
	Securities held to maturity:
	U.S. Treasury securities	$	1			$	—			$	—		$	1			$	—		$	—			$	1
	Federal agency securities	351				—				(15		)	336				—			(3		)		333
	Mortgage-backed securities:
	Residential agency	1,878				—				(81		)	1,797				—			(37		)		1,760
	Commercial agency	227				—				(8		)	219				—			(6		)		213
		$	2,457			$	—			$	(104	)	$	2,353			$	—		$	(46	)		$	2,307
	Securities available for sale:
	U.S. Treasury securities	$	56			$	—			$	—		$	56										$	56
	Federal agency securities	88				1				—			89											89
	Obligations of states and political subdivisions	5				—				—			5											5
	Mortgage-backed securities:
	Residential agency	15,664				183				(170		)	15,677											15,677
	Residential non-agency	8				1				—			9											9
	Commercial agency	947				4				(16		)	935											935
	Commercial non-agency	1,232				12				(33		)	1,211											1,211
	Corporate and other debt securities	2,855				44				(72		)	2,827											2,827
	Equity securities	664				12				—			676											676
		$	21,519			$	257			$	(291	)	$	21,485										$	21,485
	_________
	-1	The gross unrealized losses recognized in other comprehensive income (OCI) on held to maturity securities resulted from a transfer of available for sale securities to held to maturity in the second quarter of 2013.
		December 31, 2012
		Amortized				Gross Unrealized Gains				Gross Unrealized Losses			Estimated
		Cost											Fair
													Value
		(In millions)
	Securities held to maturity:
	U.S. Treasury securities	$	2			$	—			$	—		$	2
	Federal agency securities	2				—				—			2
	Mortgage-backed securities:
	Residential agency	6				1				—			7
		$	10			$	1			$	—		$	11
	Securities available for sale:
	U.S. Treasury securities	$	50			$	2			$	—		$	52
	Federal agency securities	550				4				(1		)	553
	Obligations of states and political subdivisions	9				—				—			9
	Mortgage-backed securities:
	Residential agency	20,721				574				(18		)	21,277
	Residential non-agency	12				1				—			13
	Commercial agency	705				20				—			725
	Commercial non-agency	1,055				43				—			1,098
	Corporate and other debt securities	2,762				81				(8		)	2,835
	Equity securities	679				4				(1		)	682
		$	26,543			$	729			$	(28	)	$	27,244
Schedule Of Amortized Cost Of Equity Securities Related To Federal Reserve Bank Stock And Federal Home Loan Bank Stock	'
	Equity securities in the tables above included the following amortized cost related to Federal Reserve Bank stock and Federal Home Loan Bank (“FHLB”) stock. Shares in the Federal Reserve Bank and FHLB are accounted for at amortized cost, which approximates fair value.
			December 31, 2013				December 31, 2012
			(In millions)
	Federal Reserve Bank		$	472			$	484
	Federal Home Loan Bank		67				73
Schedule Of Cost And Estimated Fair Value Of Securities Available For Sale And Securities Held To Maturity By Contractual Maturity	'
	The amortized cost and estimated fair value of securities available for sale and securities held to maturity at December 31, 2013, by contractual maturity, are shown below. Expected maturities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.
			Amortized				Estimated
			Cost				Fair Value
			(In millions)
	Securities held to maturity:
	Due in one year or less		$	1			$	1
	Due after one year through five years		1				1
	Due after five years through ten years		350				332
	Mortgage-backed securities:
	Residential agency		1,878				1,760
	Commercial agency		227				213
			$	2,457			$	2,307
	Securities available for sale:
	Due in one year or less		$	50			$	50
	Due after one year through five years		1,080				1,094
	Due after five years through ten years		1,511				1,470
	Due after ten years		363				363
	Mortgage-backed securities:
	Residential agency		15,664				15,677
	Residential non-agency		8				9
	Commercial agency		947				935
	Commercial non-agency		1,232				1,211
	Equity securities		664				676
			$	21,519			$	21,485
Schedule Of Gross Unrealized Losses And Estimated Fair Value Of Securities Available For Sale	'
	The following tables present gross unrealized losses and the related estimated fair value of securities available for sale and held to maturity at December 31, 2013 and for securities available for sale at December 31, 2012. There were no gross unrealized losses on debt securities held to maturity at December 31, 2012. For securities transferred to held to maturity from available for sale, the analysis in the tables below is comparing the securities' original amortized cost to its current estimated fair value. These securities are segregated between investments that have been in a continuous unrealized loss position for less than twelve months and twelve months or more.
			31-Dec-13
			Less Than Twelve								Twelve Months or More							Total
			Months
			Estimated				Gross				Estimated			Gross				Estimated			Gross
			Fair				Unrealized				Fair			Unrealized				Fair			Unrealized
			Value				Losses				Value			Losses				Value			Losses
			(In millions)
	Securities held to maturity:
	Federal agency securities		$	190			$	(9	)		$	142		$	(8	)		$	332		$	(17	)
	Mortgage-backed securities:
	Residential agency		1,236				(77		)		521			(41		)		1,757			(118		)
	Commercial agency		212				(15		)		—			—				212			(15		)
			$	1,638			$	(101	)		$	663		$	(49	)		$	2,301		$	(150	)
	Securities available for sale:
	U.S. Treasury securities		$	15			$	—			$	1		$	—			$	16		$	—
	Federal agency securities		3				—				9			—				12			—
	Mortgage-backed securities:
	Residential agency		6,153				(161		)		270			(9		)		6,423			(170		)
	Commercial agency		610				(17		)		—			—				610			(17		)
	Commercial non-agency		711				(30		)		62			(3		)		773			(33		)
	All other securities		1,422				(58		)		209			(13		)		1,631			(71		)
			$	8,914			$	(266	)		$	551		$	(25	)		$	9,465		$	(291	)
			December 31, 2012
			Less Than Twelve								Twelve Months or More							Total
			Months
			Estimated				Gross				Estimated			Gross				Estimated			Gross
			Fair				Unrealized				Fair			Unrealized				Fair			Unrealized
			Value				Losses				Value			Losses				Value			Losses
			(In millions)
	Securities available for sale:
	Federal agency securities		$	350			$	(1	)		$	—		$	—			$	350		$	(1	)
	Mortgage-backed securities:
	Residential agency		1,777				(16		)		157			(2		)		1,934			(18		)
	All other securities		884				(9		)		—			—				884			(9		)
			$	3,011			$	(26	)		$	157		$	(2	)		$	3,168		$	(28	)
Schedule Of Gross Gains And Gross Losses On Available For Sale Securities	'
	Gross realized gains and gross realized losses on sales of securities available for sale for years ended December 31 are shown in the table below. The cost of securities sold is based on the specific identification method.
			2013				2012				2011
		(In millions)
	Gross realized gains		$	55			$	49			$	112
	Gross realized losses		(29		)		(1		)		—
	Securities gains, net		$	26			$	48			$	112

Loans_Tables

Loans (Tables)	12 Months Ended
	Dec. 31, 2013
Loans [Abstract]	'
Schedule Of Loan Portfolio, Net Of Unearned Income	'
	The following table presents the distribution of Regions' loan portfolio by segment and class, net of unearned income as of December 31:
		2013		2012
		(In millions)
	Commercial and industrial	$	29,413	$	26,674
	Commercial real estate mortgage—owner-occupied	9,495		10,095
	Commercial real estate construction—owner-occupied	310		302
	Total commercial	39,218		37,071
	Commercial investor real estate mortgage	5,318		6,808
	Commercial investor real estate construction	1,432		914
	Total investor real estate	6,750		7,722
	Residential first mortgage	12,163		12,963
	Home equity	11,294		11,800
	Indirect	3,075		2,336
	Consumer credit card	948		906
	Other consumer	1,161		1,197
	Total consumer	28,641		29,202
	Total loans, net of unearned income (1)	$	74,609	$	73,995
	_________
	-1	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $576 million and $756 million at December 31, 2013 and 2012, respectively.
Regions' Investment In Leveraged Leases Included Within Commercial And Industrial Loans	'
	The following tables include details regarding Regions’ investment in leveraged leases included within the commercial and industrial loan portfolio class as of and for the years ended December 31:
		2013		2012
		(In millions)
	Rentals receivable	$	442	$	673
	Estimated residuals on leveraged leases	304		312
	Unearned income on leveraged leases	387		551
		2013		2012		2011
		(In millions)
	Pre-tax income from leveraged leases	$	45	$	43	$	46
	Income tax expense on income from leveraged leases	37		35		45

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Analysis Of The Allowance For Credit Losses By Portfolio Segment	'
			2013
			Commercial				Investor Real				Consumer				Total
							Estate
			(In millions)
	Allowance for loan losses, January 1, 2013		$	847			$	469			$	603			$	1,919
	Provision (credit) for loan losses		103				(203		)		238				138
	Loan losses:
	Charge-offs		(312		)		(70		)		(516		)		(898		)
	Recoveries		73				40				69				182
	Net loan losses		(239		)		(30		)		(447		)		(716		)
	Allowance for loan losses, December 31, 2013		711				236				394				1,341
	Reserve for unfunded credit commitments, January 1, 2013		69				10				4				83
	Provision (credit) for unfunded credit losses		(6		)		2				(1		)		(5		)
	Reserve for unfunded credit commitments, December 31, 2013		63				12				3				78
	Allowance for credit losses, December 31, 2013		$	774			$	248			$	397			$	1,419
	Portion of ending allowance for loan losses:
	Individually evaluated for impairment		$	230			$	118			$	98			$	446
	Collectively evaluated for impairment		481				118				296				895
	Total allowance for loan losses		$	711			$	236			$	394			$	1,341
	Portion of loan portfolio ending balance:
	Individually evaluated for impairment		$	1,022			$	761			$	883			$	2,666
	Collectively evaluated for impairment		38,196				5,989				27,758				71,943
	Total loans evaluated for impairment		$	39,218			$	6,750			$	28,641			$	74,609
			2012
			Commercial				Investor Real				Consumer				Total
							Estate
			(In millions)
	Allowance for loan losses, January 1, 2012		$	1,030			$	991			$	724			$	2,745
	Provision (credit) for loan losses		144				(295		)		364				213
	Loan losses:
	Charge-offs		(404		)		(272		)		(547		)		(1,223		)
	Recoveries		77				45				62				184
	Net loan losses		(327		)		(227		)		(485		)		(1,039		)
	Allowance for loan losses, December 31, 2012		847				469				603				1,919
	Reserve for unfunded credit commitments,		30				26				22				78
	1-Jan-12
	Provision (credit) for unfunded credit losses		39				(16		)		(18		)		5
	Reserve for unfunded credit commitments, December 31, 2012		69				10				4				83
	Allowance for credit losses, December 31, 2012		$	916			$	479			$	607			$	2,002
	Portion of ending allowance for loan losses:
	Individually evaluated for impairment*		$	214			$	211			$	196			$	621
	Collectively evaluated for impairment*		633				258				407				1,298
	Total allowance for loan losses		$	847			$	469			$	603			$	1,919
	Portion of loan portfolio ending balance:
	Individually evaluated for impairment*		$	1,047			$	1,257			$	1,653			$	3,957
	Collectively evaluated for impairment*		36,024				6,465				27,549				70,038
	Total loans evaluated for impairment		$	37,071			$	7,722			$	29,202			$	73,995
			2011
			Commercial				Investor Real				Consumer				Total
							Estate
			(In millions)
	Allowance for loan losses, January 1, 2011		$	1,055			$	1,370			$	760			$	3,185
	Provision (credit) for loan losses		475				468				587				1,530
	Loan losses:
	Charge-offs		(550		)		(880		)		(677		)		(2,107		)
	Recoveries		50				33				54				137
	Net loan losses		(500		)		(847		)		(623		)		(1,970		)
	Allowance for loan losses, December 31, 2011		1,030				991				724				2,745
	Reserve for unfunded credit commitments,		32				16				23				71
	1-Jan-11
	Provision (credit) for unfunded credit losses		(2		)		10				(1		)		7
	Reserve for unfunded credit commitments, December 31, 2011		30				26				22				78
	Allowance for credit losses, December 31, 2011		$	1,060			$	1,017			$	746			$	2,823
Portion of ending allowance for loan losses:
Individually evaluated for impairment*		$	249			$	462			$	226			$	937
Collectively evaluated for impairment*		781				529				498				1,808
Total allowance for loan losses		$	1,030			$	991			$	724			$	2,745
Portion of loan portfolio ending balance:
Individually evaluated for impairment*		$	1,090			$	1,707			$	1,606			$	4,403
Collectively evaluated for impairment*		34,935				9,020				29,236				73,191
Total loans evaluated for impairment		$	36,025			$	10,727			$	30,842			$	77,594
_________
*As discussed above, prior period amounts have been reclassified to conform to the current period classification.
Credit Quality Indicators Excluding Loans Held For Sale	'
			2013
			Pass				Special Mention				Substandard				Non-accrual				Total
											Accrual
			(In millions)
	Commercial and industrial		$	28,282			$	395			$	479			$	257			$	29,413
	Commercial real estate mortgage—owner-occupied		8,593				191				408				303				9,495
	Commercial real estate construction—owner-occupied		264				25				4				17				310
	Total commercial		$	37,139			$	611			$	891			$	577			$	39,218
	Commercial investor real estate mortgage		$	4,479			$	269			$	332			$	238			$	5,318
	Commercial investor real estate construction		1,335				47				40				10				1,432
	Total investor real estate		$	5,814			$	316			$	372			$	248			$	6,750
											Accrual				Non-accrual				Total
											(In millions)
	Residential first mortgage										$	12,017			$	146			$	12,163
	Home equity										11,183				111				11,294
	Indirect										3,075				—				3,075
	Consumer credit card										948				—				948
	Other consumer										1,161				—				1,161
	Total consumer										$	28,384			$	257			$	28,641
																			$	74,609
			2012
			Pass				Special				Substandard				Non-accrual				Total
							Mention				Accrual
			(In millions)
	Commercial and industrial		$	25,225			$	560			$	480			$	409			$	26,674
	Commercial real estate mortgage—owner-occupied		8,976				240				440				439				10,095
	Commercial real estate construction—owner-occupied		278				3				7				14				302
	Total commercial		$	34,479			$	803			$	927			$	862			$	37,071
	Commercial investor real estate mortgage		$	5,089			$	435			$	827			$	457			$	6,808
	Commercial investor real estate construction		733				98				63				20				914
	Total investor real estate		$	5,822			$	533			$	890			$	477			$	7,722
											Accrual				Non-accrual				Total
											(In millions)
	Residential first mortgage										$	12,749			$	214			$	12,963
	Home equity										11,672				128				11,800
	Indirect										2,336				—				2,336
	Consumer credit card										906				—				906
	Other consumer										1,197				—				1,197
	Total consumer										$	28,860			$	342			$	29,202
																			$	73,995
Schedule Of Aging Analysis Of Days Past Due (DPD) For Each Portfolio Class	'
	The following tables include an aging analysis of days past due (DPD) for each portfolio segment and class as of December 31, 2013 and 2012:
			2013
			Accrual Loans
			30-59 DPD				60-89 DPD				90+ DPD				Total				Total			Non-accrual			Total
															30+ DPD				Accrual
			(In millions)
	Commercial and industrial		$	29			$	14			$	6			$	49			$	29,156		$	257		$	29,413
	Commercial real estate		30				26				6				62				9,192			303			9,495
	mortgage—owner-occupied
	Commercial real estate construction—owner-occupied		—				—				—				—				293			17			310
	Total commercial		59				40				12				111				38,641			577			39,218
	Commercial investor real estate mortgage		29				6				6				41				5,080			238			5,318
	Commercial investor real estate construction		4				1				—				5				1,422			10			1,432
	Total investor real estate		33				7				6				46				6,502			248			6,750
	Residential first mortgage		130				74				248				452				12,017			146			12,163
	Home equity		95				51				75				221				11,183			111			11,294
	Indirect		39				11				5				55				3,075			—			3,075
	Consumer credit card		8				5				12				25				948			—			948
	Other consumer		14				5				4				23				1,161			—			1,161
	Total consumer		286				146				344				776				28,384			257			28,641
			$	378			$	193			$	362			$	933			$	73,527		$	1,082		$	74,609
			2012
			Accrual Loans
			30-59 DPD				60-89 DPD				90+ DPD				Total				Total			Non-accrual			Total
															30+ DPD				Accrual
			(In millions)
	Commercial and industrial		$	27			$	23			$	19			$	69			$	26,265		$	409		$	26,674
	Commercial real estate		49				28				6				83				9,656			439			10,095
	mortgage—owner-occupied
	Commercial real estate construction—owner-occupied		—				—				—				—				288			14			302
	Total commercial		76				51				25				152				36,209			862			37,071
	Commercial investor real estate mortgage		38				42				11				91				6,351			457			6,808
	Commercial investor real estate construction		1				1				—				2				894			20			914
	Total investor real estate		39				43				11				93				7,245			477			7,722
	Residential first mortgage		149				86				307				542				12,749			214			12,963
	Home equity		100				53				87				240				11,672			128			11,800
	Indirect		31				9				3				43				2,336			—			2,336
	Consumer credit card		7				7				14				28				906			—			906
	Other consumer		19				5				3				27				1,197			—			1,197
	Total consumer		306				160				414				880				28,860			342			29,202
			$	421			$	254			$	450			$	1,125			$	72,314		$	1,681		$	73,995
Schedule Of Impaired Loans	'
		Non-accrual Impaired Loans 2013
										Book Value(3)
		Unpaid				Charge-offs				Total				Impaired				Impaired			Related			Coverage %(4)
		Principal				and Payments				Impaired				Loans on				Loans on			Allowance
		Balance(1)				Applied(2)				Loans on				Non-accrual				Non-accrual			for Loan
										Non-accrual				Status with				Status with			Losses
										Status				No Related				Related
														Allowance				Allowance
		(Dollars in millions)
	Commercial and industrial	$	280			$	48			$	232			$	45			$	187		$	72		42.9	%
	Commercial real estate mortgage—owner-occupied	343				40				303				54				249			92			38.5
	Commercial real estate construction—owner-occupied	17				—				17				—				17			8			47.1
	Total commercial	640				88				552				99				453			172			40.6
	Commercial investor real estate mortgage	306				68				238				17				221			68			44.4
	Commercial investor real estate construction	15				5				10				—				10			3			53.3
	Total investor real estate	321				73				248				17				231			71			44.9
	Residential first mortgage	112				37				75				—				75			12			43.8
	Home equity	17				—				17				—				17			1			5.9
	Total consumer	129				37				92				—				92			13			38.8
		$	1,090			$	198			$	892			$	116			$	776		$	256		41.7	%
			Accruing Impaired Loans 2013
			Unpaid				Charge-offs				Book Value(3)				Related				Coverage %(4)
			Principal				and Payments								Allowance for
			Balance(1)				Applied(2)								Loan Losses
			(Dollars in millions)
	Commercial and industrial		$	245			$	2			$	243			$	34			14.7	%
	Commercial real estate mortgage—owner-occupied		209				7				202				23				14.4
	Commercial real estate construction—owner-occupied		25				—				25				1				4
	Total commercial		479				9				470				58				14
	Commercial investor real estate mortgage		435				11				424				39				11.5
	Commercial investor real estate construction		89				—				89				8				9
	Total investor real estate		524				11				513				47				11.1
	Residential first mortgage		397				8				389				60				17.1
	Home equity		373				—				373				24				6.4
	Indirect		1				—				1				—				—
	Consumer credit card		2				—				2				—				—
	Other consumer		26				—				26				1				3.8
	Total consumer		799				8				791				85				11.6
			$	1,802			$	28			$	1,774			$	190			12.1	%
		Total Impaired Loans 2013
										Book Value(3)
		Unpaid				Charge-offs				Total				Impaired				Impaired			Related			Coverage %(4)
		Principal				and Payments				Impaired				Loans with No				Loans with			Allowance
		Balance(1)				Applied(2)				Loans				Related				Related			for Loan
														Allowance				Allowance			Losses
		(Dollars in millions)
	Commercial and industrial	$	525			$	50			$	475			$	45			$	430		$	106		29.7	%
	Commercial real estate mortgage—owner-	552				47				505				54				451			115			29.3
	occupied
	Commercial real estate construction—owner-occupied	42				—				42				—				42			9			21.4
	Total commercial	1,119				97				1,022				99				923			230			29.2
	Commercial investor real estate mortgage	741				79				662				17				645			107			25.1
	Commercial investor real estate construction	104				5				99				—				99			11			15.4
	Total investor real estate	845				84				761				17				744			118			23.9
	Residential first mortgage	509				45				464				—				464			72			23
	Home equity	390				—				390				—				390			25			6.4
	Indirect	1				—				1				—				1			—			—
	Consumer credit card	2				—				2				—				2			—			—
	Other consumer	26				—				26				—				26			1			3.8
	Total consumer	928				45				883				—				883			98			15.4
		$	2,892			$	226			$	2,666			$	116			$	2,550		$	446		23.2	%
	_________
	-1	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.
-2	Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance.
-3	Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses.
-4	Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.
	Non-accrual Impaired Loans 2012
									Book Value(3)
	Unpaid				Charge-offs				Total				Impaired				Impaired			Related			Coverage %(4)
	Principal				and Payments				Impaired				Loans on				Loans on			Allowance
	Balance(1)				Applied(2)				Loans on				Non-accrual				Non-accrual			for Loan
									Non-accrual				Status with				Status with			Losses
									Status				No Related				Related
													Allowance				Allowance
	(Dollars in millions)
Commercial and industrial	$	467			$	62			$	405			$	63			$	342		$	128		40.7	%
Commercial real estate mortgage—owner-occupied	503				64				439				44				395			148			42.1
Commercial real estate construction—owner-occupied	18				4				14				4				10			3			38.9
Total commercial	988				130				858				111				747			279			41.4
Commercial investor real estate mortgage	560				103				457				54				403			132			42
Commercial investor real estate construction	26				6				20				2				18			7			50
Total investor real estate	586				109				477				56				421			139			42.3
Residential first mortgage	152				55				97				—				97			13			44.7
Home equity	32				11				21				—				21			2			40.6
Total consumer	184				66				118				—				118			15			44
	$	1,758			$	305			$	1,453			$	167			$	1,286		$	433		42	%
		Accruing Impaired Loans 2012
		Unpaid				Charge-offs				Book Value(3)				Related				Coverage %(4)
		Principal				and Payments								Allowance for
		Balance(1)				Applied(2)								Loan Losses
		(Dollars in millions)
Commercial and industrial		$	299			$	7			$	292			$	42			16.4	%
Commercial real estate mortgage—owner-occupied		213				4				209				25				13.6
Commercial real estate construction—owner-occupied		1				—				1				—				—
Total commercial		513				11				502				67				15.2
Commercial investor real estate mortgage		782				10				772				97				13.7
Commercial investor real estate construction		107				—				107				16				15
Total investor real estate		889				10				879				113				13.8
Residential first mortgage		1,101				13				1,088				144				14.3
Home equity		411				5				406				36				10
Indirect		2				1				1				—				50
Other consumer		40				—				40				1				2.5
Total consumer		1,554				19				1,535				181				12.9
		$	2,956			$	40			$	2,916			$	361			13.6	%
	Total Impaired Loans 2012
									Book Value(3)
	Unpaid				Charge-offs				Total				Impaired				Impaired			Related			Coverage %(4)
	Principal				and Payments				Impaired				Loans with No				Loans with			Allowance for
	Balance(1)				Applied(2)				Loans				Related				Related			Loan Losses
													Allowance				Allowance
	(Dollars in millions)
Commercial and industrial	$	766			$	69			$	697			$	63			$	634		$	170		31.2	%
Commercial real estate mortgage—owner-	716				68				648				44				604			173			33.7
occupied
Commercial real estate construction—owner-occupied	19				4				15				4				11			3			36.8
Total commercial	1,501				141				1,360				111				1,249			346			32.4
Commercial investor real estate mortgage	1,342				113				1,229				54				1,175			229			25.5
Commercial investor real estate construction	133				6				127				2				125			23			21.8
Total investor real estate	1,475				119				1,356				56				1,300			252			25.2
Residential first mortgage	1,253				68				1,185				—				1,185			157			18
Home equity	443				16				427				—				427			38			12.2
Indirect	2				1				1				—				1			—			50
Other consumer	40				—				40				—				40			1			2.5
Total consumer	1,738				85				1,653				—				1,653			196			16.2
	$	4,714			$	345			$	4,369			$	167			$	4,202		$	794		24.2	%
_________
-1	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.
-2	Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance.
-3	Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses.
-4	Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.
Interest Income on Loans Modified in Troubled Debt Restructuring	'
		2013								2012								2011
		Average				Interest				Average				Interest				Average			Interest
		Balance				Income				Balance				Income				Balance			Income
						Recognized								Recognized							Recognized
		(In millions)
	Commercial and industrial	$	629			$	14			$	707			$	16			$	563		$	7
	Commercial real estate mortgage—owner-occupied	579				11				737				11				761			5
	Commercial real estate construction—owner-occupied	38				1				23				—				30			—
	Total commercial	1,246				26				1,467				27				1,354			12
	Commercial investor real estate mortgage	995				32				1,510				40				1,457			22
	Commercial investor real estate construction	115				6				210				7				449			4
	Total investor real estate	1,110				38				1,720				47				1,906			26
	Residential first mortgage	1,114				38				1,157				39				1,086			41
	Home equity	406				21				439				22				410			21
	Indirect	2				—				2				—				2			—
	Consumer credit card	1				—				—				—				—			—
	Other consumer	32				2				47				3				61			4
	Total consumer	1,555				61				1,645				64				1,559			66
	Total impaired loans	$	3,911			$	125			$	4,832			$	138			$	4,819		$	104
Schedule of loans by class modified in a TDR	'
			2013
									Financial Impact
									of Modifications
									Considered TDRs
			Number of		Recorded				Increase in
			Obligors		Investment				Allowance at
									Modification
			(Dollars in millions)
	Commercial and industrial		450		$	566			$	2
	Commercial real estate mortgage—owner-occupied		384		311				4
	Commercial real estate construction—owner-occupied		6		31				—
	Total commercial		840		908				6
	Commercial investor real estate mortgage		432		687				4
	Commercial investor real estate construction		83		138				—
	Total investor real estate		515		825				4
	Residential first mortgage		1,044		182				21
	Home equity		619		38				3
	Consumer credit card		241		3				—
	Indirect and other consumer		282		4				—
	Total consumer		2,186		227				24
			3,541		$	1,960			$	34
			2012
									Financial Impact
									of Modifications
									Considered TDRs
			Number of		Recorded				Increase in
			Obligors		Investment				Allowance at
									Modification
			(Dollars in millions)
	Commercial and industrial		623		$	668			$	3
	Commercial real estate mortgage—owner-occupied		424		391				4
	Commercial real estate construction—owner-occupied		8		7				—
	Total commercial		1,055		1,066				7
	Commercial investor real estate mortgage		604		1,188				9
	Commercial investor real estate construction		205		128				1
	Total investor real estate		809		1,316				10
	Residential first mortgage		1,394		289				37
	Home equity		1,014		70				5
	Indirect and other consumer		489		8				—
	Total consumer		2,897		367				42
			4,761		$	2,749			$	59
Loans Modified In Past Twelve Months Which Subsequently Defaulted	'
			2013				2012
			(In millions)
	Defaulted During the Period, Where Modified in a TDR Twelve Months Prior to Default
	Commercial and industrial		$	33			$	114
	Commercial real estate mortgage—owner-occupied		30				55
	Commercial real estate construction—owner-occupied		—				1
	Total commercial		63				170
	Commercial investor real estate mortgage		92				186
	Commercial investor real estate construction		26				24
	Total investor real estate		118				210
	Residential first mortgage		50				68
	Home equity		5				18
	Total consumer		55				86
			$	236			$	466

Servicing_of_Financial_Assets_

Servicing of Financial Assets (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Analysis Of Mortgage Servicing Rights Under The Fair Value Measurement Method	'
	The table below presents an analysis of mortgage servicing rights for the years ended December 31 under the fair value measurement method:
		2013			2012
		(In millions)
	Carrying value, beginning of year	$	191		$	182
	Additions	84			60
	Increase (decrease) in fair value:
	Due to change in valuation inputs or assumptions	55			(20		)
	Economic amortization associated with borrower repayments	(33		)	(31		)
	Carrying value, end of year	$	297		$	191
Data And Assumptions Used In The Fair Value Calculation As Well As The Valuation's Sensitivity To Rate Fluctuations Related To Mortgage Servicing Rights	'
	Data and assumptions used in the fair value calculation, as well as the valuation’s sensitivity to rate fluctuations, related to mortgage servicing rights (excluding related derivative instruments) as of December 31 are as follows:
		2013			2012
		(Dollars in millions)
	Unpaid principal balance	$	28,075		$	25,796
	Weighted-average prepayment speed (CPR; percentage)	8.2		%	17.6		%
	Estimated impact on fair value of a 10% increase	$	(11	)	$	(13	)
	Estimated impact on fair value of a 20% increase	$	(21	)	$	(23	)
	Option-adjusted spread (basis points)	895			754
	Estimated impact on fair value of a 10% increase	$	(10	)	$	(4	)
	Estimated impact on fair value of a 20% increase	$	(20	)	$	(9	)
	Weighted-average coupon interest rate	4.5		%	4.9		%
	Weighted-average remaining maturity (months)	279			276
	Weighted-average servicing fee (basis points)	27.7			28.3
Schedule Of Fees Resulting From The Servicing Of Mortgage Loans	'
	The following table presents servicing related fees, which includes contractually specified servicing fees, late fees and other ancillary income resulting from the servicing of mortgage loans for the years ended December 31:
		2013			2012			2011
		(In millions)
	Servicing related fees and other ancillary income	$	86		$	83		$	85
Analysis Of Repurchase Liability Related To Mortgage Loans Sold With Representations And Warranty Provisions	'
	The table below presents an analysis of Regions’ repurchase liability related to mortgage loans sold with representations and warranty provisions for the years ended December 31:
		2013			2012
		(In millions)
	Beginning balance	$	40		$	32
	Additions	31			41
	Losses	(32		)	(33		)
	Ending balance	$	39		$	40

Premises_and_Equipment_Tables

Premises and Equipment (Tables)	12 Months Ended
	Dec. 31, 2013
Premises and Equipment [Abstract]	'
Premises and Equipment	'
	A summary of premises and equipment at December 31 is as follows:
		2013			2012
		(In millions)
	Land	$	520		$	525
	Premises and improvements	1,745			1,727
	Furniture and equipment	1,000			1,010
	Software	393			303
	Leasehold improvements	396			396
	Construction in progress	141			175
		4,195			4,136
	Accumulated depreciation and amortization	(1,979		)	(1,857		)
		$	2,216		$	2,279

Intangible_Assets_Tables

Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2013
Schedule of Indefinite-Lived Intangible Assets [Table Text Block]	'
	Goodwill allocated to each reportable segment at December 31 is presented as follows:
		2013				2012
		(In millions)
	Business Services	$	2,552			$	2,552
	Consumer Services	1,797				1,797
	Wealth Management	467				467
		$	4,816			$	4,816
Schedule Of Assumptions Used In Estimating Fair Value [Table Text Block]	'
	Listed in the table below are assumptions used in estimating the fair value of each reporting unit for the December 31, 2013 annual period. The table includes the discount rates used in the income approach, the market multipliers used in the market approaches, and the public company method control premium applied to each reporting unit. These valuation approaches are described further in Note 1.
	As of Fourth Quarter 2013	Business			Consumer			Wealth
		Services			Services			Management
	Discount rate used in income approach	12	%		12	%		12	%
	Public company method market multiplier(1)	1.2	x		1.2	x		15.4	x
	Transaction method market multiplier(2)	1.5	x		1.5	x		25.2	x
	_________
	-1	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings. In addition to the multipliers, a 30 percent control premium was assumed for the Business Services reporting unit, a 35 percent control premium was assumed for the Consumer Services reporting unit and a 30 percent control premium was assumed for the Wealth Management reporting unit based on current market factors. Because the control premium considers potential revenue synergies and cost savings for similar financial services transactions, reporting units operating in businesses that have greater barriers to entry tend to have greater control premiums.
	-2	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings.
	As of Fourth Quarter 2012	Business			Consumer			Wealth
		Services			Services			Management
	Discount rate used in income approach	14	%		13	%		13	%
	Public company method market multiplier(1)	1.2	x		1	x		14	x
	Transaction method market multiplier(2)	1.3	x		1.3	x		25.2	x
	_________
	-1	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings. In addition to the multipliers, a 20 percent control premium was assumed for the Business Services reporting unit, a 40 percent control premium was assumed for the Consumer Services reporting unit and a 30 percent control premium was assumed for the Wealth Management reporting unit based on current market factors. Because the control premium considers potential revenue synergies and cost savings for similar financial services transactions, reporting units operating in businesses that have greater barriers to entry tend to have greater control premiums.
	-2	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings.
ScheduleOfCoreDepositIntangibleAssetsTextBlock [Table Text Block]	'
	A summary of core deposit intangible assets at December 31 is presented as follows:
			2013				2012
			(In millions)
	Balance at beginning of year, net		$	176			$	259
	Accumulated amortization, beginning of year		(835		)		(752		)
	Amortization		(28		)		(83		)
	Accumulated amortization, end of year		(863		)		(835		)
	Balance at end of year, net		$	148			$	176
Summary Of Other Intangible Assets [Table Text Block]	'
	A summary of Regions’ other intangible assets as of December 31 is presented as follows:
			2013				2012
			(In millions)
	Net Book Value		$	147			$	169
	Current Year Amortization		26				27
Schedule of Finite-Lived Intangible Assets, Future Amortization Expense [Table Text Block]	'
	The aggregate amount of amortization expense for core deposit intangible assets, credit card intangibles, and other intangible assets is estimated as follows:
		Year Ended December 31
		(In millions)
	2014	$	50
	2015	45
	2016	40
	2017	36
	2018	30

Deposits_Deposits_Tables

Deposits Deposits (Tables)	12 Months Ended
	Dec. 31, 2013
Schedule Of Interest Bearing Deposits [Text Block]	'
	The following schedule presents a detail of interest-bearing deposits at December 31:
			2013		2012
			(In millions)
	Savings		$	6,050	$	5,760
	Interest-bearing transaction		20,789		21,096
	Money market—domestic		25,635		24,901
	Money market—foreign		220		311
	Time deposits		9,608		13,443
	Interest-bearing customer deposits		62,302		65,511
	Corporate treasury time deposits		68		—
			$	62,370	$	65,511
Schedule Of Aggregate Amount Of Maturities Of All Time Deposits [Text Block]	'
	At December 31, 2013, the aggregate amount of maturities of all time deposits (deposits with stated maturities, consisting primarily of certificates of deposit and individual retirement accounts ("IRAs")) were as follows:
		December 31, 2013
		(In millions)
	2014	$	4,577
	2015	1,751
	2016	1,602
	2017	1,025
	2018	699
	Thereafter	22
		$	9,676

ShortTerm_Borrowings_ShortTerm

Short-Term Borrowings Short-Term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2013
Schedule Of Short-Term Borrowings [Abstract]	'
Text Block [Abstract]	'
	Following is a summary of short-term borrowings at December 31:
		2013		2012
		(In millions)
	Company funding sources:
	Federal funds purchased	$	11	$	21
	Customer-related borrowings:
	Securities sold under agreements to repurchase	2,171		1,428
	Customer collateral	—		125
		2,171		1,553
		$	2,182	$	1,574

LongTerm_Borrowings_Tables

Long-Term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2013
Debt Instrument [Line Items]	'
Schedule of Long-term Debt Instruments [Table Text Block]	'
	Long-term borrowings at December 31 consist of the following:
		2013		2012
		(In millions)
	Regions Financial Corporation (Parent):
	4.875% senior notes due April 2013	$	—	$	250
	7.75% senior notes due November 2014	349		696
	5.75% senior notes due June 2015	498		497
	2.00% senior notes due May 2018	748		—
	7.75% subordinated notes due September 2024	100		100
	6.75% subordinated debentures due November 2025	161		161
	7.375% subordinated notes due December 2037	300		300
	6.625% junior subordinated notes due May 2047	—		498
	Other long-term debt	—		3
	Valuation adjustments on hedged long-term debt	5		62
		2,161		2,567
	Regions Bank:
	Federal Home Loan Bank advances	1,009		1,010
	4.85% subordinated notes due April 2013	—		499
	5.20% subordinated notes due April 2015	349		348
	7.50% subordinated notes due May 2018	750		750
	6.45% subordinated notes due June 2037	497		497
	Other long-term debt	58		174
	Valuation adjustments on hedged long-term debt	6		16
		2,669		3,294
		$	4,830	$	5,861

LongTerm_Borrowings_Schedule_o

Long-Term Borrowings Schedule of Maturities of Long-Term Debt (Tables)	12 Months Ended
	Dec. 31, 2013
Schedule of Maturities of Long-Term Debt [Line Items]	'
Schedule of Maturities of Long-term Debt [Table Text Block]	'
	The aggregate amount of contractual maturities of all long-term debt in each of the next five years and thereafter is as follows:
		Year Ended December 31
		Regions		Regions
		Financial		Bank
		Corporation
		(Parent)
		(In millions)
	2014	$	357	$	1,002
	2015	515		357
	2016	—		3
	2017	—		4
	2018	728		753
	Thereafter	561		550
		$	2,161	$	2,669

Regulatory_Capital_Requirement1

Regulatory Capital Requirements and Restrictions Regulatory Capital Requirements and Regulations (Tables)	12 Months Ended
	Dec. 31, 2013
Regulatory Capital Requirements Under Banking Regulations [Abstract]	'
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	'
	The following tables summarize the applicable holding company and bank regulatory capital requirements. Regions’ capital ratios at December 31, 2013 and 2012 exceeded all current regulatory requirements.
		December 31, 2013				Minimum		To Be Well
		Amount		Ratio		Requirement		Capitalized
		(Dollars in millions)
	Tier 1 capital:
	Regions Financial Corporation	$	11,258	11.68	%	4	%	6	%
	Regions Bank	11,965		12.46		4		6
	Total capital:
	Regions Financial Corporation	$	14,200	14.73	%	8	%	10	%
	Regions Bank	14,341		14.94		8		10
	Leverage(1) :
	Regions Financial Corporation	$	11,258	10.03	%	3	%	5	%
	Regions Bank	11,965		10.67		3		5
	_________
	(1) The Leverage ratio requires an additional 100 to 200 basis-point cushion, in certain circumstances, of adjusted quarterly average assets.
		December 31, 2012				Minimum		To Be Well
		Amount		Ratio		Requirement		Capitalized
		(Dollars in millions)
	Tier 1 capital:
	Regions Financial Corporation	$	11,134	12	%	4	%	6	%
	Regions Bank	12,246		13.25		4		6
	Total capital:
	Regions Financial Corporation	$	14,272	15.38	%	8	%	10	%
	Regions Bank	14,818		16.04		8		10
	Leverage(1) :
	Regions Financial Corporation	$	11,134	9.65	%	3	%	5	%
	Regions Bank	12,246		10.65		3		5
	_________
	(1) The Leverage ratio requires an additional 100 to 200 basis-point cushion, in certain circumstances, of adjusted quarterly average assets.

Stockholders_Equity_and_Accumu1

Stockholders' Equity and Accumulated Other Comprehensive Income (Loss) (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Schedule of Accumulated Other Comprehensive Income (Loss)	'
	Activity within the balances in accumulated other comprehensive income (loss) is shown in the following tables for the years ended December 31 as follows:
		2013
		Unrealized losses on securities transferred to held to maturity			Unrealized			Unrealized			Defined benefit pension plans and other post			Accumulated
					gains (losses) on securities			gains (losses) on derivative			employment			other
					available			instruments			benefits			comprehensive
					for sale			designated						income (loss),
								as cash						net of tax
								flow hedges
		(In millions)
	Beginning of year	$	—		$	436		$	93		$	(464	)	$	65
	Net change	(64		)	(458		)	(78		)	216			(384		)
	End of year	$	(64	)	$	(22	)	$	15		$	(248	)	$	(319	)
		2012
		Unrealized			Unrealized			Defined			Accumulated other
		gains (losses) on securities			gains (losses) on derivative			benefit			comprehensive
		available for sale			instruments			pension			income (loss),
					designated			plans and			net of tax
					as cash			other post
					flow hedges			employment
								benefits
		(In millions)
	Beginning of year	$	322		$	84		$	(475	)	$	(69	)
	Net change	114			9			11			134
	End of year	$	436		$	93		$	(464	)	$	65
		2011
		Unrealized			Unrealized			Defined			Accumulated other
		gains (losses) on securities			gains (losses) on derivative			benefit			comprehensive
		available for sale			instruments			pension			income (loss),
					designated			plans and			net of tax
					as cash			other post
					flow hedges			employment
								benefits
		(In millions)
	Beginning of year	$	78		$	(10	)	$	(328	)	$	(260	)
	Net change	244			94			(147		)	191
	End of year	$	322		$	84		$	(475	)	$	(69	)
Reclassification From Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'
	The following table presents amounts reclassified out of accumulated other comprehensive income (loss) for the year ended December 31, 2013:
	Details about Accumulated Other Comprehensive Income (Loss) Components	Amount Reclassified from Accumulated Other Comprehensive Income (Loss)(1)			Affected Line Item in the Consolidated Statements of Operations
		(In millions)
	Unrealized losses on securities transferred to held to maturity:
		$	(7	)	Net interest income
		3			Tax (expense) or benefit
		$	(4	)	Net of tax
	Unrealized gains and (losses) on available-for-sale securities:
		$	26		Securities gains, net
		(9		)	Tax (expense) or benefit
		$	17		Net of tax
	Gains and (losses) on cash flow hedges:
	Interest rate contracts	$	86		Net interest income
		(33		)	Tax (expense) or benefit
		$	53		Net of tax
	Amortization of defined benefit pension items:
	Prior-service cost	$	(1	)	(2)
	Actuarial gains/(losses)	(69		)	(2)
		(70		)	Total before tax
		25			Tax (expense) or benefit
		$	(45	)	Net of tax
	Total reclassifications for the period	$	21		Net of tax
	_________
	(1) Amounts in parentheses indicate reductions to net income.
	(2) These accumulated other comprehensive income (loss) components are included in the computation of net periodic pension cost and are included in salaries and employee benefits on the consolidated statements of operations (see Note 17 for additional details).

Earnings_Loss_per_Common_Share1

Earnings (Loss) per Common Share (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Computation of Basic and Diluted Earnings (Loss) Per Common Share	'
	The following table sets forth the computation of basic earnings (loss) per common share and diluted earnings (loss) per common share for the years ended December 31:
		2013			2012			2011
		(In millions, except per share data)
	Numerator:
	Income from continuing operations	$	1,135		$	1,179		$	189
	Preferred stock dividends and accretion	(32		)	(129		)	(214		)
	Income (loss) from continuing operations available to common shareholders	1,103			1,050			(25		)
	Loss from discontinued operations, net of tax	(13		)	(59		)	(404		)
	Net income (loss) available to common shareholders	$	1,090		$	991		$	(429	)
	Denominator:
	Weighted-average common shares outstanding—basic	1,395			1,381			1,258
	Potential common shares	15			6			—
	Weighted-average common shares outstanding—diluted	1,410			1,387			1,258
	Earnings (loss) per common share from continuing operations available to common shareholders(1):
	Basic	$	0.79		$	0.76		$	(0.02	)
	Diluted	0.78			0.76			(0.02		)
	Loss per common share from discontinued operations(1):
	Basic	(0.01		)	(0.04		)	(0.32		)
	Diluted	(0.01		)	(0.04		)	(0.32		)
	Earnings (loss) per common share(1):
	Basic	0.78			0.72			(0.34		)
	Diluted	0.77			0.71			(0.34		)
	________
	-1	Certain per share amounts may not appear to reconcile due to rounding.

ShareBased_Payments_Tables

Share-Based Payments (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Summary Of Compensation Costs Recognized In The Consolidated Statements Of Operations	'
	The following table summarizes the elements of compensation cost recognized in the consolidated statements of operations for the years ended December 31:
		2013			2012			2011
		(In millions)
	Compensation cost of share-based compensation awards:
	Restricted stock awards	$	35		$	23		$	10
	Stock options	5			7			9
	Cash-settled restricted stock units	—			3			3
	Tax benefits related to compensation cost	(15		)	(12		)	(8		)
	Compensation cost of share-based compensation awards, net of tax	$	25		$	21		$	14
Summary Of The Weighted-Average Assumptions Used And The Weighted-Average Estimated Fair Values Related To Stock Options Granted	'
	The following table summarizes the weighted-average assumptions used and the weighted-average estimated fair values related to stock options granted in 2011.
		2011
	Expected option life	5.8 yrs
	Expected volatility	75.5	%
	Expected dividend yield	2.3	%
	Risk-free interest rate	2	%
	Fair value	$3.66
Summary Of Activity Related To Stock Options	'
	The following table summarizes the activity for 2013, 2012 and 2011 related to stock options:
			Number of		Weighted-			Aggregate			Weighted-
			Options		Average			Intrinsic Value			Average
					Exercise			(In Millions)			Remaining
					Price						Contractual
											Term
	Outstanding at December 31, 2010		54,999,626		$	24.41		$	11		4.76 yrs.
	Granted		1,451,200		6.59
	Exercised		(18,442	)	3.29
	Canceled/Forfeited		(10,081,035	)	25.3
	Outstanding at December 31, 2011		46,351,349		$	23.62		$	3		4.55 yrs.
	Granted		—		—
	Exercised		(338,182	)	4.07
	Canceled/Forfeited		(7,754,963	)	27.06
	Outstanding at December 31, 2012		38,258,204		$	23.09		$	11		3.99 yrs.
	Granted		—		—
	Exercised		(934,790	)	5.46
	Canceled/Forfeited		(5,196,179	)	28.29
	Outstanding at December 31, 2013		32,127,235		$	22.81		$	35		3.46 yrs.
	Exercisable at December 31, 2013		31,657,014		$	23.05		$	34		3.40 yrs.
Summary Of Restricted Stock Award And Unit Activity	'
	Activity related to restricted stock awards and performance stock awards for 2013, 2012 and 2011 is summarized as follows:
			Number of		Weighted-Average
			Shares/Units		Grant Date
					Fair Value
	Non-vested at December 31, 2010		4,930,444		$	12.13
	Granted		2,705,834		6.66
	Vested		(1,206,373	)	23.36
	Forfeited		(149,545	)	12.93
	Non-vested at December 31, 2011		6,280,360		$	7.6
	Granted		8,461,987		5.86
	Vested		(2,047,900	)	10.12
	Forfeited		(749,268	)	4.22
	Non-vested at December 31, 2012		11,945,179		$	6.15
	Granted		6,385,841		8.06
	Vested		(1,584,532	)	7.03
	Forfeited		(534,290	)	6.67
	Non-vested at December 31, 2013		16,212,198		$	6.83

Employee_Benefit_Plans_Employe

Employee Benefit Plans Employee Benefit Plans (Tables)	12 Months Ended
	Dec. 31, 2013
Employee Benefit Plans [Abstract]	'
Plans' Change in Benefit Obligation, Plan Assets And The Funded Status Of The Pension Plan	'
	The following table sets forth the plans’ change in benefit obligation, plan assets and funded status, using a December 31 measurement date, and amounts recognized in the consolidated balance sheets at December 31:
		Qualified Plan								Non-qualified Plans							Total
		2013				2012				2013			2012				2013			2012
		(In millions)
	Change in benefit obligation
	Projected benefit obligation, beginning of year	$	2,004			$	1,841			$	163		$	145			$	2,167		$	1,986
	Service cost	38				37				3			3				41			40
	Interest cost	84				84				6			6				90			90
	Actuarial (gains) losses	(269		)		119				2			16				(267		)	135
	Benefit payments	(77		)		(74		)		(9		)	(7		)		(86		)	(81		)
	Administrative expenses	(3		)		(3		)		—			—				(3		)	(3		)
	Projected benefit obligation, end of year	$	1,777			$	2,004			$	165		$	163			$	1,942		$	2,167
	Change in plan assets
	Fair value of plan assets, beginning of year	$	1,749			$	1,494			$	—		$	—			$	1,749		$	1,494
	Actual return on plan assets	143				191				—			—				143			191
	Company contributions	—				141				9			7				9			148
	Benefit payments	(77		)		(74		)		(9		)	(7		)		(86		)	(81		)
	Administrative expenses	(3		)		(3		)		—			—				(3		)	(3		)
	Fair value of plan assets, end of year	$	1,812			$	1,749			$	—		$	—			$	1,812		$	1,749
	Funded status and accrued benefit cost at measurement date	$	35			$	(255	)		$	(165	)	$	(163	)		$	(130	)	$	(418	)
	Amount recognized in the Consolidated Balance Sheets:
	Other assets (liabilities)	$	35			$	(255	)		$	(165	)	$	(163	)		$	(130	)	$	(418	)
	Pre-tax amounts recognized in Accumulated Other Comprehensive (Income) Loss:
	Net actuarial loss (gain)	$	374			$	721			$	36		$	34			$	410		$	755
	Prior service cost (credit)	—				—				2			3				2			3
		$	374			$	721			$	38		$	37			$	412		$	758
Components Of Net Periodic Benefit Costs	'
	Net periodic pension cost, which is recorded in salaries and benefits on the consolidated statements of operations, included the following components for the years ended December 31:
		Qualified Plan											Non-qualified Plans										Total
		2013				2012				2011			2013				2012			2011			2013			2012			2011
		(In millions)
	Service cost	$	38			$	37			$	33		$	3			$	3		$	3		$	41		$	40		$	36
	Interest cost	84				84				85			6				6			6			90			90			91
	Expected return on plan assets	(132		)		(115		)		(121		)	—				—			—			(132		)	(115		)	(121		)
	Amortization of actuarial loss	66				70				45			3				1			—			69			71			45
	Amortization of prior service cost	—				—				—			1				1			1			1			1			1
	Net periodic pension cost	$	56			$	76			$	42		$	13			$	11		$	10		$	69		$	87		$	52
Estimated Amounts That Will Be Amortized From Accumulated Other Comprehensive Income (Loss) Into Net Periodic Benefit Cost	'
	The estimated amounts that will be amortized from accumulated other comprehensive income (loss) into net periodic benefit cost in 2014 are as follows:
		Qualified Plan				Non-qualified Plans
		(In millions)
	Actuarial loss	$	21			$	2
	Prior service cost	—				1
		$	21			$	3
Weighted-Average Assumptions Used To Determine Benefit Obligations	'
	The weighted-average assumptions used to determine benefit obligations at December 31 are as follows:
		Qualified Plan						Non-Qualified Plans
		2013			2012			2013			2012
	Discount rate	5	%		4.25	%		4.5	%		3.65	%
	Rate of annual compensation increase	3.75	%		3.75	%		3.75	%		3.75	%
Weighted Average Assumptions Used To Determine Net Periodic Benefit Cost	'
	The weighted-average assumptions used to determine net periodic benefit cost for the years ended December 31 are as follows:
		Qualified Plan									Non-qualified Plans
		2013			2012			2011			2013		2012			2011
	Discount rate	4.25	%		4.6	%		5.45	%		3.65	%	4.35	%		5	%
	Expected long-term rate of return on plan assets	7.75	%		7.75	%		8.25	%		N/A		N/A			N/A
	Rate of annual compensation increase	3.75	%		3.75	%		3.75	%		3.75	%	3.75	%		4	%
Presentation Of The Fair Value Of Regions' Qualified Defined-Benefit Pension Plans'	'
	The following table presents the fair value of Regions’ qualified pension plans’ financial assets as of December 31:
		2013															2012
		Level 1				Level 2				Level 3			Fair Value				Level 1			Level 2			Level 3			Fair Value
		(In millions)
	Cash and cash equivalents	$	30			$	—			$	—		$	30			$	31		$	—		$	—		$	31
	Fixed income securities:
	U.S. Treasury and federal agency securities	—				135				—			135				—			130			—			130
	Mortgage-backed securities	—				5				—			5				—			8			—			8
	Collateralized mortgage obligations	—				2				—			2				—			3			—			3
	Obligations of states and political subdivisions	—				1				—			1				—			1			—			1
	Corporate bonds	—				171				—			171				—			167			—			167
	Unit investment trusts	—				53				—			53				—			—			—			—
	Total fixed income securities	$	—			$	367			$	—		$	367			$	—		$	309		$	—		$	309
	Equity securities:
	Domestic	271				—				—			271				253			—			—			253
	International	16				—				—			16				5			—			—			5
	Total common stock	$	287			$	—			$	—		$	287			$	258		$	—		$	—		$	258
	Mutual funds:
	Domestic	101				—				—			101				347			—			—			347
	International	—				—				—			—				1			—			—			1
	Total mutual funds	$	101			$	—			$	—		$	101			$	348		$	—		$	—		$	348
	Collective investment trust funds:
	Fixed income fund	—				227				—			227				—			221			—			221
	Common stock fund	—				186				—			186				—			40			—			40
	International fund	—				228				—			228				—			208			—			208
		$	—			$	641			$	—		$	641			$	—		$	469		$	—		$	469
	International hedge funds	$	—			$	90			$	—		$	90			$	—		$	84		$	—		$	84
	Real estate funds	$	—			$	—			$	225		$	225			$	—		$	—		$	203		$	203
	Private equity funds	$	—			$	—			$	70		$	70			$	—		$	—		$	46		$	46
	Other assets	$	—			$	—			$	1		$	1			$	—		$	—		$	1		$	1
		$	418			$	1,098			$	296		$	1,812			$	637		$	862		$	250		$	1,749
Rollforward For Pension Plan Financial Assets Measured At Fair Value On A Recurring Basis Using Significant Unobservable Inputs (Level 3)	'
	The following table illustrates a rollforward for qualified pension plan financial assets measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the years ended December 31:
	Fair Value Measurements Using
	Significant Unobservable Inputs
	Year Ended December 31, 2013
	(Level 3 measurements only)
		Real estate				Private equity				Other assets
		funds				funds
						(In millions)
	Beginning balance, January 1, 2013	$	203			$	46			$	1
	Actual return on plan assets:
	Net appreciation (depreciation) in fair value of investments	21				11				—
	Purchases, sales, issuances, and settlements, net	1				13				—
	Ending balance, December 31, 2013	$	225			$	70			$	1
	The amount of total gains (losses) for the period attributable to the change in unrealized gains (losses) relating to assets still held at December 31, 2013:	$	21			$	11			$	—
	Fair Value Measurements Using
	Significant Unobservable Inputs
	Year Ended December 31, 2012
	(Level 3 measurements only)
		Real estate				Private equity				Other assets
		funds				funds
		(In millions)
	Beginning balance, January 1, 2012	$	186			$	26			$	1
	Actual return on plan assets:
	Net appreciation (depreciation) in fair value of investments	15				(2		)		—
	Purchases, sales, issuances, and settlements, net	2				22				—
	Ending balance, December 31, 2012	$	203			$	46			$	1
	The amount of total gains (losses) for the period attributable to the change in unrealized gains (losses) relating to assets still held at December 31, 2012:	$	15			$	(2	)		$	—
Information About The Expected Cash Flows For The Qualified Pension Plan	'
	Information about the expected cash flows for the qualified pension plan are as follows:
		Qualified Plan
		(In millions)
	Expected Employer Contributions:
	2014	$	—
	Expected Benefit Payments:
	2014	$	82
	2015	85
	2016	88
	2017	91
	2018	95
	2019-2022	539

Other_NII_NIE_Tables

Other NII & NIE (Tables)	12 Months Ended
	Dec. 31, 2013
Schedule Of Non Interest Income [TableText Block]	'
	The following is a detail of other non-interest income from continuing operations for the years ended December 31:
		2013			2012			2011
		(In millions)
	Insurance commissions and fees	$	114		$	109		$	106
	Capital markets fee income and other	87			83			36
	Bank-owned life insurance	82			81			83
	Credit card / bank card income	75			85			65
	Commercial credit fee income	65			68			80
	Net loss from affordable housing	(49		)	(49		)	(69		)
	Other miscellaneous income	209			132			143
		$	583		$	509		$	444
Schedule Of Non Interest Expense [TableText Block]	'
	The following is a detail of other non-interest expense from continuing operations for the years ended December 31:
		2013			2012			2011
		(In millions)
	Professional and legal expenses	$	132		$	114		$	175
	Deposit administrative fee	125			162			217
	Outside services	106			82			62
	Marketing	98			87			62
	Loss on early extinguishment of debt	61			11			—
	Regulatory charge	58			—			—
	Credit/checkcard expenses	41			64			50
	Amortization of core deposit intangible	28			83			95
	Other real estate owned expense	16			52			162
	Branch consolidation and property and equipment charges	5			—			75
	(Gain)/loss on loans held for sale, net	(30		)	(61		)	1
	Other miscellaneous expenses	453			526			443
		$	1,093		$	1,120		$	1,342

Income_Taxes_Tables

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2013
Income Taxes [Abstract]	'
Schedule Of Provisions For Income Taxes From Continuing Operations Charged To Earnings Table [Text Block]	'
	The components of income tax expense (benefit) from continuing operations for the years ended December 31 were as follows:
		2013				2012				2011
		(In millions)
	Current income tax expense (benefit):
	Federal	$	88			$	(20	)		$	2
	State	19				16				1
	Total current expense (benefit)	$	107			$	(4	)		$	3
	Deferred income tax expense (benefit):
	Federal	$	356			$	383			$	1
	State	(11		)		103				(32		)
	Total deferred expense (benefit)	$	345			$	486			$	(31	)
	Total income tax expense (benefit)	$	452			$	482			$	(28	)
Reconciliation Of Continuing Operations Effective Income Tax Rate Table [Text Block]	'
	Income taxes from continuing operations for financial reporting purposes differs from the amount computed by applying the statutory federal income tax rate of 35 percent for the years ended December 31, as shown in the following table:
		2013				2012				2011
		(Dollars in millions)
	Tax on income from continuing operations computed at statutory federal income tax rate	$	555			$	582			$	56
	Increase (decrease) in taxes resulting from:
	State income tax, net of federal tax effect	5				77				(20		)
	Affordable housing credits and other credits	(108		)		(108		)		(107		)
	Lease financing	38				24				24
	Bank-owned life insurance	(33		)		(32		)		(34		)
	Tax-exempt income from obligations of states and political subdivisions	(32		)		(29		)		(21		)
	Regulatory charge	20				—				(17		)
	Goodwill impairment	—				—				89
	Federal audit settlement	—				(61		)		—
	Other, net	7				29				2
	Income tax expense (benefit)	$	452			$	482			$	(28	)
	Effective tax rate	28.5		%		29		%		(17.4		)%
Summary Of Significant Components Of Deferred Tax Assets And Liabilities [Table Text Block]	'
	Significant components of the Company’s net deferred tax asset at December 31 are listed below:
		2013				2012
		(In millions)
	Deferred tax assets:
	Allowance for loan losses	$	539			$	757
	Unrealized gains and losses included in stockholders’ equity	196				—
	Accrued expenses	191				219
	State net operating loss carryfowards, net of federal tax effect	176				187
	Employee benefits and deferred compensation	109				64
	Federal tax credit carryforwards	74				177
	Other	96				115
	Total deferred tax assets	1,381				1,519
	Less: valuation allowance	(36		)		(70		)
	Total deferred tax assets less valuation allowance	1,345				1,449
	Deferred tax liabilities:
	Lease financing	413				344
	Goodwill and intangibles	188				191
	Mortgage servicing rights	96				62
	Fixed assets	15				17
	Unrealized gains and losses included in stockholders’ equity	—				37
	Other	21				35
	Total deferred tax liabilities	733				686
	Net deferred tax asset	$	612			$	763
Summary Of Details Of Tax Carryforwards Table [Text Block]	'
	The following table provides details of the Company’s tax carryforwards at December 31, 2013, including the expiration dates, any related valuation allowance and the amount of taxable earnings necessary to fully realize each net deferred tax asset balance:
		Expiration Dates		Deferred Tax				Valuation				Net Deferred Tax		Pre-Tax
				Asset Balance				Allowance				Asset Balance		Earnings
														Necessary to
														Realize (1)
	General business credits-federal	2031-2033		$	64			$	—			$	64	$ N/A
	Alternate minimum tax credits-federal	None(2)		10				—				10		N/A
	Net operating losses-states	2014-2018		72				(8		)		64		1,515
	Net operating losses-states	2019-2025		55				(13		)		42		999
	Net operating losses-states	2026-2033		49				(10		)		39		992
	Other credits-states	2014-2018		8				(5		)		3		N/A
	-1	N/A indicates that credits are not measured on a pre-tax basis.
	-2	Alternative minimum tax credits can be carried forward indefinitely.
Schedule of Unrecognized Tax Benefits Roll Forward [Table Text Block]	'
	A reconciliation of the beginning and ending amount of unrecognized tax benefits (“UTBs”) is as follows:
		2013				2012				2011
		(In millions)
	Balance at beginning of year	$	55			$	94			$	93
	Additions based on tax positions related to the current year	2				24				6
	Additions based on tax positions taken in a prior period	4				11				10
	Reductions based on tax positions taken in a prior period	(10		)		(63		)		(10		)
	Settlements	—				(11		)		(3		)
	Expiration of statute of limitations	—				—				(2		)
	Balance at end of year	$	51			$	55			$	94

Derivative_Financial_Instrumen1

Derivative Financial Instruments and Hedging Activities (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Schedule Of Derivative Instruments Notional And Fair Values	'
	The following tables present the notional amount and estimated fair value of derivative instruments on a gross basis as of December 31, 2013 and 2012. Beginning in the third quarter of 2013, Regions began to include the value of accrued interest in the estimated fair value of derivatives designated as hedging relationships. Prior period amounts have been adjusted to conform to this presentation.
		2013									2012
		Notional			Estimated Fair Value						Notional				Estimated Fair Value
		Amount			Gain(1)			Loss(1)			Amount				Gain(1)				Loss(1)
		(In millions)
	Derivatives in fair value hedging relationships:
	Interest rate swaps	$	4,241		$	70		$	29		$	5,388			$	113			$	1
	Derivatives in cash flow hedging relationships:
	Interest rate swaps	5,800			5			80			1,000				2				—
	Total derivatives designated as hedging instruments	$	10,041		$	75		$	109		$	6,388			$	115			$	1
	Derivatives not designated as hedging instruments:
	Interest rate swaps	$	46,591		$	1,078		$	1,142		$	46,054			$	1,746			$	1,775
	Interest rate options	2,865			9			4			3,274				25				4
	Interest rate futures and forward commitments	13,357			9			2			43,908				10				13
	Other contracts	2,535			48			44			2,213				31				32
	Total derivatives not designated as hedging instruments	$	65,348		$	1,144		$	1,192		$	95,449			$	1,812			$	1,824
	Total derivatives	$	75,389		$	1,219		$	1,301		$	101,837			$	1,927			$	1,825
	_________
	-1	Derivatives in a net gain position are recorded as other assets and derivatives in a net loss position are recorded as other liabilities on the consolidated balance sheets.
Schedule Of Effect Of Derivative Instruments On Statements Of Operations	'
	The following tables present the effect of hedging derivative instruments on the consolidated statements of operations for the years ended December 31:
		Gain or (Loss) Recognized in Income on Derivatives									Location of Amounts Recognized in Income on Derivatives and Related Hedged Item	Gain or (Loss) Recognized in Income on Related Hedged Item
		2013			2012			2011				2013				2012				2011
		(In millions)										(In millions)
	Fair Value Hedges:
	Interest rate swaps on:
	Debt/CDs	$	57		$	104		$	173		Interest expense	$	8			$	12			$	15
	Debt/CDs	(76		)	(50		)	(74		)	Other non-interest expense	66				41				89
	Securities available for sale	(6		)	—			—			Interest expense	—				—				—
	Securities available for sale	33			—			—			Other non-interest expense	(33		)		—				—
	Forward commitments on:
	Securities available for sale	—			—			(46		)	Other non-interest expense	—				—				46
	Total	$	8		$	54		$	53			$	41			$	53			$	150
		Effective Portion(3)
		Gain or (Loss) Recognized in AOCI(1)									Location of Amounts Reclassified from AOCI into Income	Gain or (Loss) Reclassified from AOCI into Income(2)
		2013			2012			2011				2013				2012				2011
		(In millions)										(In millions)
	Cash Flow Hedges:
	Interest rate swaps	$	(87	)	$	—		$	92		Interest income on loans	$	101			$	82			$	183
	Forward starting swaps	9			9			2			Interest expense on debt	(15		)		(15		)		(11		)
	Interest rate options	—			—			(2		)	Interest income on loans	—				—				4
	Eurodollar futures	—			—			1			Interest income on loans	—				—				(2		)
	Total	$	(78	)	$	9		$	93			$	86			$	67			$	174
	____
	(1) After-tax
	(2) Pre-tax
	(3) All cash flow hedges were highly effective for all periods presented, and the change in fair value attributed to hedge ineffectiveness was not material.
Schedule Of Gains (Losses) Recognized Related To Derivatives Not Designated As Hedging Instruments	'
	The following table presents the location and amount of gain or (loss) recognized in income on derivatives not designated as hedging instruments in the consolidated statements of operations for the years ended December 31:
	Derivatives Not Designated as Hedging Instruments	2013			2012			2011
		(In millions)
	Capital markets fee income and other (1):
	Interest rate swaps	$	25		$	29		$	11
	Interest rate options	2			(1		)	(3		)
	Interest rate futures and forward commitments	1			(1		)	(1		)
	Other contracts	14			10			11
	Total capital markets fee income and other	42			37			18
	Mortgage income:
	Interest rate swaps	(32		)	28			80
	Interest rate options	(18		)	7			2
	Interest rate futures and forward commitments	(3		)	35			18
	Total mortgage income	(53		)	70			100
		$	(11	)	$	107		$	118
	____
	(1) Capital markets fee income and other is included in Other income on the consolidated statements of operations.
Schedule Of Gross Derivative Positions, Including Collateral Posted or Received	'
	The following table presents the Company's gross derivative positions, including collateral posted or received, as of December 31, 2013 and 2012. Beginning in the third quarter of 2013, Regions began including the total fair value of all derivatives in the following table and separately reporting amounts subject to and not subject to offsetting. Prior period amounts have been adjusted to conform to this presentation.
		Offsetting Derivative Assets						Offsetting Derivative Liabilities
		2013			2012			2013			2012
		(In millions)
	Gross amounts subject to offsetting	$	1,165		$	1,900		$	1,257		$	1,820
	Gross amounts not subject to offsetting	54			27			44			5
	Gross amounts recognized	1,219			1,927			1,301			1,825
	Gross amounts offset in the consolidated balance sheets(1)	774			1,095			1,233			1,095
	Net amounts presented in the consolidated balance sheets	445			832			68			730
	Gross amounts not offset in the consolidated balance sheets:
	Financial instruments	10			11			—			—
	Cash collateral received/posted(1)	—			88			24			678
	Net amounts	$	435		$	733		$	44		$	52
	_________
	-1	Cash collateral totals are for netting counterparties only. In 2013, Regions began netting cash collateral received and posted against the net derivative asset or liability. At December 31, 2013, gross amounts of derivative assets and liabilities offset in the consolidated balance sheets presented above include cash collateral received of $42 million and cash collateral posted of $501 million, respectively. The cash collateral posted does not include the additional collateral posted in the form of an independent amount of $61 million. At December 31, 2012, cash collateral received and posted was not offset in the consolidated balance sheets. At December 31, 2012, the gross amounts of derivative assets and liabilities not offset in the consolidated balance sheets presented above include cash collateral received of $55 million and cash collateral posted of $827 million, respectively. The cash collateral posted includes the additional collateral posted in the form of an independent amount of $185 million.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Schedule Of Assets And Liabilities At Fair Value Measured On A Recurring Basis And Non-Recurring Basis	'
	The following tables present assets and liabilities measured at estimated fair value on a recurring basis and non-recurring basis as of December 31:
		2013																2012
		Level 1				Level 2				Level 3				Total				Level 1				Level 2		Level 3			Total
														Estimated Fair Value													Estimated Fair Value
		(In millions)
	Recurring fair value measurements
	Trading account securities	$	111			$	—			$	—			$	111			$	116			$	—	$	—		$	116
	Securities available for sale:
	U.S. Treasury securities	$	56			$	—			$	—			$	56			$	52			$	—	$	—		$	52
	Federal agency securities	—				89				—				89				—				553		—			553
	Obligations of states and political subdivisions	—				5				—				5				—				9		—			9
	Mortgage-backed securities:
	Residential agency	—				15,677				—				15,677				—				21,277		—			21,277
	Residential non-agency	—				—				9				9				—				—		13			13
	Commercial agency	—				935				—				935				—				725		—			725
	Commercial non-agency	—				1,211				—				1,211				—				1,098		—			1,098
	Corporate and other debt securities	—				2,825				2				2,827				—				2,833		2			2,835
	Equity securities(1)	137				—				—				137				125				—		—			125
	Total securities available for sale	$	193			$	20,742			$	11			$	20,946			$	177			$	26,495	$	15		$	26,687
	Mortgage loans held for sale	$	—			$	429			$	—			$	429			$	—			$	1,282	$	—		$	1,282
	Mortgage servicing rights	$	—			$	—			$	297			$	297			$	—			$	—	$	191		$	191
	Derivative assets:
	Interest rate swaps	$	—			$	1,153			$	—			$	1,153			$	—			$	1,861	$	—		$	1,861
	Interest rate options	—				4				5				9				—				3		22			25
	Interest rate futures and forward commitments	—				9				—				9				—				10		—			10
	Other contracts	—				48				—				48				—				31		—			31
	Total derivative assets	$	—			$	1,214			$	5			$	1,219			$	—			$	1,905	$	22		$	1,927
	Derivative liabilities:
	Interest rate swaps	$	—			$	1,251			$	—			$	1,251			$	—			$	1,776	$	—		$	1,776
	Interest rate options	—				4				—				4				—				4		—			4
	Interest rate futures and forward commitments	—				2				—				2				—				13		—			13
	Other contracts	—				44				—				44				—				32		—			32
	Total derivative liabilities	$	—			$	1,301			$	—			$	1,301			$	—			$	1,825	$	—		$	1,825
	Nonrecurring fair value measurements
	Loans held for sale	$	—			$	—			$	596			$	596			$	—			$	—	$	51		$	51
	Foreclosed property and other real estate	—				49				18				67				—				41		40			81
	_________
	(1) Excludes Federal Reserve Bank and Federal Home Loan Bank Stock totaling $472 million and $67 million at December 31, 2013 and $484 million and $73 million at December 31, 2012, respectively.
Rollforward For Assets And Liabilities Measured At Fair Value On A Recurring Basis With Level 3 Significant Unobservable Inputs	'
	The following tables illustrate a rollforward for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the years ended December 31, 2013, 2012 and 2011, respectively. The tables do not reflect the change in fair value attributable to any related economic hedges the Company used to mitigate the interest rate risk associated with these assets and liabilities. The net changes in realized gains (losses) included in earnings related to Level 3 assets and liabilities held at December 31, 2013, 2012 and 2011 are not material.
		Year Ended December 31, 2013
						Total Realized /
						Unrealized
						Gains or Losses
		Opening Balance January 1, 2013				Included			Included			Purchases			Sales		Issuances			Settlements			Transfers	Transfers		Closing
						in			in Other														into	out of		Balance
						Earnings			Compre-														Level 3	Level 3		31-Dec-13
									hensive
									Income
									(Loss)
		(In millions)
	Level 3 Instruments Only
	Securities available for sale:
	Residential non-agency MBS	$	13			—			—			—			—		—			(4	)		—	—		$	9
	Corporate and other debt securities	2				—			—			—			—		—			—			—	—		2
	Total securities available for sale	$	15			—			—			—			—		—			(4	)		—	—		$	11
	Mortgage servicing rights	$	191			22		(a)	—			84			—		—			—			—	—		$	297
	Total interest rate options derivatives, net	$	22			77		(a)	—			—			—		—			(94	)		—	—		$	5
	_________
	(a) Included in mortgage income.
		Year Ended December 31, 2012
		Opening				Total Realized /						Purchases			Sales		Issuances			Settlements			Transfers	Transfers		Disposition of Morgan Keegan			Closing
		Balance				Unrealized																	into	out of					Balance
		January 1,				Gains or Losses																	Level 3	Level 3					31-Dec-12
		2012				Included			Included
						in Earnings			in Other
									Compre-
									hensive
									Income
									(Loss)
		(In millions)
	Level 3 Instruments Only
	Trading account assets: (c)
	Obligations of states and political subdivisions	$	139			(3	)		—			4			—		—			(16	)		—	—		(124	)		$	—
	Commercial agency MBS	51				2			—			368			—		—			(317	)		—	—		(104	)		—
	Other securities	1				4			—			2,248			—		—			(2,240	)		—	—		(13	)		—
	Total trading account assets (d)	$	191			3		(a)	—			2,620			—		—			(2,573	)		—	—		(241	)		$	—
	Securities available for sale:
	Obligations of states and political subdivisions	$	20			—			(2	)		—			(16	)	—			(2	)		—	—		—			$	—
	Residential non-agency MBS	16				—			—			—			—		—			(3	)		—	—		—			13
	Commercial non-agency MBS	—				—			1			104			—		—			—			—	(105	)	—			—
	Corporate and other debt securities	—				—			—			—			—		—			—			3	(1	)	—			2
	Total securities available for sale	$	36			—			(1	)		104			(16	)	—			(5	)		3	(106	)	—			$	15
	Mortgage servicing rights	$	182			(51	)	(b)	—			60			—		—			—			—	—		—			$	191
	Trading account liabilities:
	Commercial agency MBS	$	5			—			—			37			—		—			—			—	—		(42	)		$	—
	Other securities	2				—			—			12			—		—			(4	)		—	—		(10	)		—
	Total trading account liabilities (d)	$	7			—			—			49			—		—			(4	)		—	—		(52	)		$	—
	Total interest rate options derivatives, net	$	13			240		(b)	—			—			—		—			(231	)		—	—		—			$	22
	_________
	(a)	Included in discontinued operations, on a net basis.
	(b)	Included in mortgage income.
	(c)	Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
	(d)	All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 3 for discussion of the sale of Morgan Keegan).
		Year Ended December 31, 2011
		Opening				Total Realized /						Purchases			Sales		Issuances			Settlements			Transfers	Transfers		Closing
		Balance				Unrealized																	into	out of		Balance
		January 1,				Gains or Losses																	Level 3	Level 3		31-Dec-11
		2011				Included			Included
						in Earnings			in Other
									Compre-
									hensive
						Income
						(Loss)
	(In millions)
Level 3 Instruments Only
Trading account assets (d):
Obligations of states and political subdivisions	$	165			(17	)		—			56			—		—			(65	)		—	—		$	139
Commercial agency MBS	54				8			—			1,352			—		—			(1,364	)		1	—		51
Other securities	10				18			—			8,051			—		—			(8,078	)		—	—		1
Total trading account assets (e)	$	229			9		(a)	—			9,459			—		—			(9,507	)		1	—		$	191
Securities available for sale:
Obligations of states and political subdivisions	$	17			—			6			—			—		—			(3	)		—	—		$	20
Residential non-agency MBS	22				1			(1	)		—			(3	)	—			(3	)		—	—		16
Total securities available for sale	$	39			1		(c)	5			—			(3	)	—			(6	)		—	—		$	36
Mortgage servicing rights	$	267			(147	)	(b)	—			62			—		—			—			—	—		$	182
Trading account liabilities:
Commercial agency MBS	$	6			—			—			—			—		—			(1	)		—	—		$	5
Other securities	4				—			—			(56	)		—		—			54			—	—		2
Total trading account liabilities (e)	$	10			—			—			(56	)		—		—			53			—	—		$	7
Derivatives, net:
Interest rate options	$	3			123		(b)	—			—			—		—			(113	)		—	—		$	13
Interest rate futures and forward commitments	5				—			—			—			—		—			(5	)		—	—		—
Total derivatives, net	$	8			123			—			—			—		—			(118	)		—	—		$	13
_________
(a)	Included in discontinued operations, on a net basis.
(b)	Included in mortgage income.
(c)	Included in other non-interest income.
(d)	Income from trading account assets primarily gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
(e)	All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 3 for discussion of the sale of Morgan Keegan).
Schedule Of Fair Value Adjustments Related To Non-Recurring Fair Value Measurements	'
	The following table presents the fair value adjustments related to non-recurring fair value measurements for the years ended December 31:
			2013				2012
		(In millions)
	Loans held for sale		$	(248	)		$	(174	)
	Foreclosed property and other real estate		(35		)		(66		)
Summary Of Quantitative Information About Level 3 Measurements	'
	The following tables present detailed information regarding assets and liabilities measured at fair value using significant unobservable inputs (Level 3) as of December 31, 2013 and 2012. The tables include the valuation techniques and the significant unobservable inputs utilized. The range of each significant unobservable input as well as the weighted average within the range utilized at December 31, 2013 and 2012 are included. Following the tables are a description of the valuation technique and the sensitivity of the technique to changes in the significant unobservable input.
		31-Dec-13
		Level 3		Valuation		Unobservable		Quantitative Range of
		Estimated Fair Value at		Technique		Input(s)		Unobservable Inputs and
		December 31, 2013						(Weighted-Average)
		(Dollars in millions)
	Recurring fair value measurements:
	Securities available for sale:
	Residential non-agency MBS	$9		Discounted cash flow		Spread to LIBOR		5.4% - 49.9% (14.9%)
						Weighted-average prepayment speed (CPR; percentage)		8.6% - 13.1% (10.0%)
						Probability of default		1.30%
						Loss severity		38.40%
	Corporate and other debt securities	$2		Market comparable		Evaluated quote on same issuer/comparable bond		99.0% - 100.0% (99.6%)
						Comparability adjustments		0.96%
	Mortgage servicing rights(a)	$297		Discounted cash flow		Weighted-average prepayment speed (CPR; percentage)		6.9% - 24.8% (8.2%)
						Option-adjusted spread (percentage)		7.0% - 23.6% (9.0%)
	Derivative assets:
	Interest rate options	$5		Discounted cash flow		Weighted-average prepayment speed (CPR; percentage)		6.9% - 24.8% (8.2%)
						Option-adjusted spread (percentage)		7.0% - 23.6% (9.0%)
						Pull-through		10.8% - 99.7% (32.2%)
	Nonrecurring fair value measurements:
	Loans held for sale	$61		Commercial loans held for sale are valued based on multiple data points, including discount to appraised value of collateral based on recent market activity for sales of similar loans		Appraisal comparability adjustment (discount)		1.0% - 99.0% (30.6%)
		$535		Residential first mortgage loans held for sale not carried at fair value on a recurring basis are valued based on estimated third-party valuations utilizing recent sales data for similar transactions		Estimated third-party valuations utilizing available sales data for similar transactions (discount to par)		17.0% - 26.0% (23.5%)
	Foreclosed property and other real estate	$18		Discount to appraised value of property based on recent market activity for sales of similar properties		Appraisal comparability adjustment (discount)		30.0% - 100.0% (32.8%)
	_________
	(a) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.
		31-Dec-12
		Level 3		Valuation		Unobservable		Quantitative Range of
		Estimated Fair Value at		Technique		Input(s)		Unobservable Inputs and
		December 31, 2012						(Weighted-Average)
		(Dollars in millions)
	Recurring fair value measurements:
	Securities available for sale:
	Residential non-agency MBS	$13		Discounted cash flow		Spread to LIBOR		5.4% - 69.9% (16.9%)
						Weighted-average prepayment speed (CPR; percentage)		7.6% - 30.3% (12.2%)
						Probability of default		0.2% - 1.2% (1.0%)
						Loss severity		39.3% - 100.0% (48.1%)
	Corporate and other debt securities	$2		Market comparable		Evaluated quote on same issuer/comparable bond		99.1% - 100.0% (99.6%)
						Comparability adjustments		1.00%
	Mortgage servicing rights(a)	$191		Discounted cash flow		Weighted-average prepayment speed (CPR; percentage)		4.7% - 25.9% (17.6%)
						Option-adjusted spread (percentage)		1.0% - 23.6% (7.5%)
	Derivative assets:
	Interest rate options	$22		Discounted cash flow		Weighted-average prepayment speed (CPR; percentage)		4.7% - 25.9% (17.6%)
						Option-adjusted spread (percentage)		1.0% - 23.6% (7.5%)
						Pull-through		55.7% - 98.8% (76.9%)
	Nonrecurring fair value measurements:
	Loans held for sale	$51		Commercial loans held for sale utilize multiple data points, including discount to appraised value of collateral based on recent market activity for sales of similar loans		Appraisal comparability adjustment (discount)		8.0% - 94.0% (46.3%)
	Foreclosed property and other real estate	$40		Discount to appraised value of property based on recent market activity for sales of similar properties		Appraisal comparability adjustment (discount)		35.0% - 100.0% (36.2%)
	_________
	(a) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.
Summary Of Difference Between Aggregate Fair Value And Aggregate Unpaid Principal Balance For Mortgage Loans Held For Sale Measured At Fair Value	'
	The following table summarizes the difference between the aggregate fair value and the aggregate unpaid principal balance for mortgage loans held for sale measured at fair value at December 31:
		2013												2012
		Aggregate				Aggregate				Aggregate Fair				Aggregate			Aggregate				Aggregate Fair
		Fair Value				Unpaid				Value Less				Fair Value			Unpaid				Value Less
						Principal				Aggregate							Principal				Aggregate
										Unpaid											Unpaid
										Principal											Principal
		(In millions)
	Mortgage loans held for sale, at fair value	$	429			$	424			$	5			$	1,282		$	1,235			$	47
Summary Of Net Gains (Losses) From Changes In Fair Value	'
			2013				2012
			(In millions)
	Net gains (losses) resulting from changes in fair value		$	(42	)		$	18
Schedule Of Carrying Amounts And Estimated Fair Values Of Financial Instruments	'
	The carrying amounts and estimated fair values, as well as the level within the fair value hierarchy, of the Company’s financial instruments as of December 31, 2013 are as follows:
		2013
		Carrying				Estimated				Level 1				Level 2			Level 3
		Amount				Fair
						Value(1)
		(In millions)
	Financial assets:
	Cash and cash equivalents	$	5,273			$	5,273			$	5,273			$	—		$	—
	Trading account securities	111				111				111				—			—
	Securities held to maturity	2,353				2,307				1				2,306			—
	Securities available for sale	21,485				21,485				193				21,281			11
	Loans held for sale	1,055				1,055				—				429			626
	Loans (excluding leases), net of unearned income and allowance for loan losses(2)(3)	71,594				66,167				—				—			66,167
	Other interest-earning assets	86				86				—				86			—
	Derivative assets	1,219				1,219				—				1,214			5
	Financial liabilities:
	Derivative liabilities	1,301				1,301				—				1,301			—
	Deposits	92,453				92,460				—				92,460			—
	Short-term borrowings	2,182				2,182				—				2,182			—
	Long-term borrowings	4,830				5,085				—				—			5,085
	Loan commitments and letters of credit	117				621				—				—			621
	Indemnification obligation	260				243				—				—			243
	_________
	-1	Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate.
	-2	The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2013 was $5.4 billion or 7.6 percent.
	-3	Excluded from this table is the lease carrying amount of $1.7 billion at December 31, 2013.
	The carrying amounts and estimated fair values, as well as the level within the fair value hierarchy, of the Company's financial instruments as of December 31, 2012 are as follows:
		2012
		Carrying				Estimated				Level 1				Level 2			Level 3
		Amount				Fair
						Value(1)
		(In millions)
	Financial assets:
	Cash and cash equivalents	$	5,489			$	5,489			$	5,489			$	—		$	—
	Trading account securities	116				116				116				—			—
	Securities held to maturity	10				11				2				9			—
	Securities available for sale	27,244				27,244				177				27,052			15
	Loans held for sale	1,383				1,383				—				1,282			101
	Loans (excluding leases), net of unearned income and allowance for loan losses(2)(3)	70,574				63,961				—				—			63,961
	Other interest-earning assets	900				900				—				900			—
	Derivative assets	1,915				1,915				—				1,893			22
	Financial liabilities:
	Derivative liabilities	1,825				1,825				—				1,825			—
	Deposits	95,474				95,528				—				95,528			—
	Short-term borrowings	1,574				1,574				—				1,574			—
	Long-term borrowings	5,861				6,138				1,037				—			5,101
	Loan commitments and letters of credit	121				667				—				—			667
	Indemnification obligation	345				329				—				—			329
	_________
	-1	Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate.
	-2	The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2012 was $6.6 billion or 9.4 percent.
	-3	Excluded from this table is the lease carrying amount of $1.5 billion at December 31, 2012.

Business_Segment_Information_T

Business Segment Information (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Schedule Of Financial Information By Reportable Segment	'
	The following tables present financial information for each reportable segment for the year ended December 31:
		2013
		Business		Consumer		Wealth			Other			Continuing			Discontinued			Consolidated
		Services		Services		Management						Operations			Operations
		(In millions)
	Net interest income (loss)	$	1,867	$	1,840	$	176		$	(621	)	$	3,262		$	—		$	3,262
	Provision (credit) for loan losses	265		430		21			(578		)	138			—			138
	Non-interest income	521		1,081		378			39			2,019			—			2,019
	Non-interest expense	986		1,933		444			193			3,556			24			3,580
	Income (loss) before income taxes	1,137		558		89			(197		)	1,587			(24		)	1,563
	Income tax expense (benefit)	432		212		34			(226		)	452			(11		)	441
	Net income (loss)	$	705	$	346	$	55		$	29		$	1,135		$	(13	)	$	1,122
	Average assets	$	50,020	$	29,004	$	3,024		$	35,757		$	117,805		$	—		$	117,805
		2012
		Business		Consumer		Wealth			Other			Continuing			Discontinued			Consolidated
		Services		Services		Management						Operations			Operations
		(In millions)
	Net interest income (loss)	$	2,008	$	1,850	$	191		$	(749	)	$	3,300		$	7		$	3,307
	Provision (credit) for loan losses	557		454		29			(827		)	213			—			213
	Non-interest income	478		1,217		338			67			2,100			264			2,364
	Non-interest expense	918		1,999		424			185			3,526			370			3,896
	Income (loss) before income taxes	1,011		614		76			(40		)	1,661			(99		)	1,562
	Income tax expense (benefit)	384		233		29			(164		)	482			(40		)	442
	Net income (loss)	$	627	$	381	$	47		$	124		$	1,179		$	(59	)	$	1,120
	Average assets	$	48,799	$	29,712	$	3,394		$	40,277		$	122,182		$	713		$	122,895
		2011
		Business		Consumer		Wealth			Other			Continuing			Discontinued			Consolidated
		Services		Services		Management						Operations			Operations
		(In millions)
	Net interest income (loss)	$	1,976	$	1,791	$	234		$	(591	)	$	3,410		$	31		$	3,441
	Provision (credit) for loan losses	1,325		567		77			(439		)	1,530			—			1,530
	Non-interest income	519		1,209		345			70			2,143			995			3,138
	Non-interest expense	1,110		1,963		418			118			3,609			942			4,551
	Goodwill impairment	—		—		253			—			253			492			745
	Income (loss) before income taxes	60		470		(169		)	(200		)	161			(408		)	(247		)
	Income tax expense (benefit)	23		179		32			(262		)	(28		)	(4		)	(32		)
	Net income (loss)	$	37	$	291	$	(201	)	$	62		$	189		$	(404	)	$	(215	)
	Average assets	$	51,058	$	30,255	$	4,310		$	41,096		$	126,719		$	3,254		$	129,973

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	12 Months Ended
	Dec. 31, 2013
Text Block [Abstract]	'
Credit Risk Of Financial Instruments By Contractual Amounts	'
	Credit risk associated with these instruments as of December 31 is represented by the contractual amounts indicated in the following table:
		2013		2012
		(In millions)
	Unused commitments to extend credit	$	41,885	$	38,160
	Standby letters of credit	1,629		1,872
	Commercial letters of credit	36		27
	Liabilities associated with standby letters of credit	37		37
	Assets associated with standby letters of credit	38		37
	Reserve for unfunded credit commitments	78		83
Operating Leases of Lessee Disclosure [Table Text Block]	'
	The approximate future minimum rental commitments as of December 31, 2013, for all non-cancelable leases with initial or remaining terms of one year or more are shown in the following table. Included in these amounts are all renewal options reasonably assured of being exercised.
		Premises		Equipment		Total
		(In millions)
	2014	$	106	$	34	$	140
	2015	102		28		130
	2016	96		15		111
	2017	84		7		91
	2018	72		2		74
	Thereafter	363		1		364
		$	823	$	87	$	910

Parent_Company_Only_Financial_1

Parent Company Only Financial Statements Parent Company Only Financial Statements (Tables) (Parent Company [Member])	12 Months Ended
	Dec. 31, 2013
Parent Company [Member]	'
Schedule of Condensed Balance Sheet [Table Text Block]	'
	Balance Sheets
		31-Dec
		2013			2012
		(In millions)
	Assets
	Interest-bearing deposits in other banks	$	1,222		$	857
	Loans to subsidiaries	11			1
	Securities available for sale	20			29
	Premises and equipment, net	22			23
	Investments in subsidiaries:
	Banks	16,356			16,955
	Non-banks	265			246
		16,621			17,201
	Other assets	340			484
	Total assets	$	18,236		$	18,595
	Liabilities and Stockholders’ Equity
	Short-term borrowings	$	—		$	70
	Long-term borrowings	2,161			2,567
	Other liabilities	307			459
	Total liabilities	2,468			3,096
	Stockholders’ equity:
	Preferred stock	450			482
	Common stock	14			15
	Additional paid-in capital	19,216			19,652
	Retained earnings (deficit)	(2,216		)	(3,338		)
	Treasury stock, at cost	(1,377		)	(1,377		)
	Accumulated other comprehensive income (loss), net	(319		)	65
	Total stockholders’ equity	15,768			15,499
	Total liabilities and stockholders’ equity	$	18,236		$	18,595
Schedule of Condensed Income Statement [Table Text Block]	'
	Statements of Operations
		Year Ended December 31
		2013			2012			2011
		(In millions)
	Income:
	Dividends received from subsidiaries	$	1,520		$	950		$	—
	Service fees from subsidiaries	160			141			129
	Interest from subsidiaries	3			4			10
	Other	1			2			(5		)
		1,684			1,097			134
	Expenses:
	Salaries and employee benefits	180			154			133
	Interest	104			165			173
	Net occupancy expense	10			10			9
	Furniture and equipment expense	2			3			5
	Professional and legal fees	21			17			20
	Other	143			85			64
		460			434			404
	Income (loss) before income taxes and equity in undistributed earnings (loss) of subsidiaries	1,224			663			(270		)
	Income tax benefit	(117		)	(122		)	(121		)
	Income (loss) from continuing operations	1,341			785			(149		)
	Discontinued operations:
	Loss from discontinued operations before income taxes	(24		)	(114		)	(6		)
	Income tax benefit	(11		)	(38		)	—
	Loss from discontinued operations, net of tax	(13		)	(76		)	(6		)
	Income (loss) before equity in undistributed earnings (loss) of subsidiaries and preferred dividends	1,328			709			(155		)
	Equity in undistributed earnings (loss) of subsidiaries:
	Banks	(221		)	387			317
	Non-banks	15			24			(377		)
		(206		)	411			(60		)
	Net income (loss)	1,122			1,120			(215		)
	Preferred stock dividends and accretion	(32		)	(129		)	(214		)
	Net income (loss) available to common shareholders	$	1,090		$	991		$	(429	)
Schedule of Condensed Cash Flow Statement [Table Text Block]	'
	Statements of Cash Flows
		Year Ended December 31
		2013			2012			2011
		(In millions)
	Operating activities:
	Net income (loss)	$	1,122		$	1,120		$	(215	)
	Adjustments to reconcile net cash from operating activities:
	Equity in undistributed (earnings) loss of subsidiaries	206			(411		)	60
	Depreciation, amortization and accretion, net	1			5			7
	Loss on sale of premises and equipment	—			—			16
	Loss on early extinguishment of debt	32			11			—
	Gain on disposition of business	—			(19		)	—
	Net change in operating assets and liabilities:
	Trading account securities	—			20			6
	Other assets	122			(90		)	(26		)
	Other liabilities	(152		)	242			79
	Other	(21		)	138			(3		)
	Net cash from operating activities	1,310			1,016			(76		)
	Investing activities:
	Investment in subsidiaries	(6		)	2			(110		)
	Principal (advances) payments on loans to subsidiaries	(10		)	—			35
	Net sales of premises and equipment	—			—			21
	Proceeds from sales and maturities of securities available for sale	4			15			34
	Purchases of securities available for sale	(5		)	(14		)	(28		)
	Proceeds from disposition of business, net of cash transferred	—			855			—
	Net cash from investing activities	(17		)	858			(48		)
	Financing activities:
	Net change in short-term borrowings	(70		)	70			—
	Proceeds from long-term borrowings	750			—			—
	Payments on long-term borrowings	(1,098		)	(1,298		)	(1,001		)
	Net proceeds from issuance of Series A preferred stock	—			486			—
	Net proceeds from issuance of common stock	—			875			—
	Repurchase of common stock	(340		)	—			—
	Repurchase of Series A preferred stock and warrant issued to the U.S. Treasury	—			(3,545		)	—
	Cash dividends on common stock	(138		)	(54		)	(51		)
	Cash dividends on preferred stock	(32		)	(48		)	(175		)
	Net cash from financing activities	(928		)	(3,514		)	(1,227		)
	Net change in cash and cash equivalents	365			(1,640		)	(1,351		)
	Cash and cash equivalents at beginning of year	857			2,497			3,848
	Cash and cash equivalents at end of year	$	1,222		$	857		$	2,497

Summary_of_Significant_Account3

Summary of Significant Accounting Policies Premises and Equipment (Details)	12 Months Ended
	Dec. 31, 2013
Leasehold Improvements [Member] | Minimum [Member]	'
Property, Plant and Equipment [Line Items]	'
Property, Plant and Equipment, Useful Life	'7 years
Leasehold Improvements [Member] | Maximum [Member]	'
Property, Plant and Equipment [Line Items]	'
Property, Plant and Equipment, Useful Life	'40 years
Furniture and Fixtures [Member] | Minimum [Member]	'
Property, Plant and Equipment [Line Items]	'
Property, Plant and Equipment, Useful Life	'3 years
Furniture and Fixtures [Member] | Maximum [Member]	'
Property, Plant and Equipment [Line Items]	'
Property, Plant and Equipment, Useful Life	'10 years

Summary_of_Significant_Account4

Summary of Significant Accounting Policies Supplemental Cash Flows (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Accounting Policies [Abstract]	'		'		'
Interest Paid, Net	$416		$644		$919
Income Taxes Paid, Net	54		80		-98
Loans and Loans Held For Sale Transferred To Other Real Estate	227		297		532
Transfer of Portfolio Loans and Leases to Held-for-sale	712	[1]	341	[1]	973	[1]
Transfer of Loans Held-for-sale to Portfolio Loans	26		8		0
Properties Transferred To Held For Sale	6		0		51
Decrease In Indemnification Asset	$0		$51		$0
[1]	During the fourth quarter of 2013, Regions transferred approximately $535 million of primarily accruing restructured residential first mortgage loans to loans held for sale.

Summary_of_Significant_Account5

Summary of Significant Accounting Policies Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Financing Receivable, Modifications [Line Items]	'		'		'
Loans held for sale	$429,000,000		$1,282,000,000		'
Days for Credit Cards to be Evaluated for Potential Charge Off	'180 days		'		'
Days for Consumer Loans in an Open-Ended Position to be Evaluated for Potential Charge Off	'180 days		'		'
Quantitative Scope For Specific Evaluation For Impairment	2,500,000		'		'
Days For Consumer First Lien Postion Loans To Be Evaluated As Potential Charge Off	'180 days		'		'
Commercial And Investor Real Estate Loans Subject To Charge Offs Maximum	250,000		'		'
Days For Consumer Close-Ended Loans To Be Evaluated As Potential Charge Off	'120 days		'		'
Days For Home Equity Loans In Second Lien Position To Be Evaluated As Potential Charge Off	'120 days		'		'
Days For Commercial and Industrial Loans To Be Evaluated As Potential Charge Off	'180 days		'		'
Foreclosed Property And Repossessions Carrying Value	136,000,000		149,000,000		'
Transfer of Portfolio Loans and Leases to Held-for-sale	712,000,000	[1]	341,000,000	[1]	973,000,000	[1]
Premises and Equipment Carrying Values	22,000,000		20,000,000		'
Minimum [Member]	'		'		'
Financing Receivable, Modifications [Line Items]	'		'		'
Financing period for consumer loans, in years	'15 years		'		'
Range of Original Maturities for Restructured Loans	'2 years		'		'
Maximum [Member]	'		'		'
Financing Receivable, Modifications [Line Items]	'		'		'
Financing period for consumer loans, in years	'30 years		'		'
Range of Original Maturities for Restructured Loans	'3 years		'		'
Nonrecurring Fair Value Measurements [Member] | Activity For Sales Of Similar Loans [Member] | Loans Held For Sale [Member] | Residential First Mortgage [Member]	'		'		'
Financing Receivable, Modifications [Line Items]	'		'		'
Loans held for sale	$535,000,000		'		'
[1]	During the fourth quarter of 2013, Regions transferred approximately $535 million of primarily accruing restructured residential first mortgage loans to loans held for sale.

Variable_Interest_Entities_Var2

Variable Interest Entities Variable Interest Entities (Schedule of Equity Method Investments) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Equity Method Investments [Line Items]	'	'
Equity Method Investments	$863	$774
Unfunded Commitments	267	197
Short Term Construction Loans And Letters Of Credit Commitments	227	165
Funded Portion Of Short Term Construction Loans And Letters Of Credit	$110	$82

Variable_Interest_Entities_Var3

Variable Interest Entities Variable Interest Entities (Narrative) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Schedule of Equity Method Investments [Line Items]	'	'
Financial Instruments Subject to Mandatory Redemption, Settlement Terms, Share Value, Amount	$1,000,000,000	'
Junior Subordinated Notes, Noncurrent	'	$498,000,000

Discontinued_Operations_Detail

Discontinued Operations (Details) (USD $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'		'		'
Interest expense	$384		$603		$842
Net interest income	3,262		3,300		3,410
Non-interest income:	'		'		'
Gain on disposition of business	0		19		0
Other	583		509		444
Total non-interest income	2,019		2,100		2,143
Non-interest expense:	'		'		'
Salaries and employee benefits	1,818		1,763		1,604
Net occupancy expense	365		382		388
Furniture and equipment expense	280		261		275
Goodwill, Impairment Loss	0		0		745
Professional and legal expenses	132		114		175
Other Noninterest Expense	1,093		1,120		1,342
Total non-interest expense	3,556		3,526		3,862
Loss from discontinued operations before income taxes	-24		-99		-408
Income tax benefit	-11		-40		-4
Loss from discontinued operations, net of tax	-13		-59		-404
Basic	($0.01)	[1]	($0.04)	[1]	($0.32)	[1]
Diluted	($0.01)	[1]	($0.04)	[1]	($0.32)	[1]
Discontinued Operation Or Asset Disposal [Member]	'		'		'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'		'		'
Interest Income	0		8		37
Interest expense	0		1		6
Net interest income	0		7		31
Non-interest income:	'		'		'
Brokerage, investment banking and capital markets	0		233		938
Gain on disposition of business	0		19		0
Other	0		12		57
Total non-interest income	0		264		995
Non-interest expense:	'		'		'
Salaries and employee benefits	0		171		644
Net occupancy expense	0		9		36
Furniture and equipment expense	0		8		30
Goodwill, Impairment Loss	0		0		492
Professional and legal expenses	23		152		93
Other Noninterest Expense	1		30		139
Total non-interest expense	24		370		1,434
Loss from discontinued operations before income taxes	-24		-99		-408
Income tax benefit	-11		-40		-4
Loss from discontinued operations, net of tax	($13)		($59)		($404)
Basic	($0.01)		($0.04)		($0.32)
Diluted	($0.01)		($0.04)		($0.32)
[1]	Certain per share amounts may not appear to reconcile due to rounding.

Securities_Schedule_Of_Amortiz

Securities (Schedule Of Amortized Cost, Gross Unrealized Gains And Losses, And Estimated Fair Value Of Securities Available For Sale And Securities Held To Maturity) (Details) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2013		Dec. 31, 2013		Dec. 31, 2012
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		$21,519		$26,543
Gross Unrealized Gains - Securities available for sale	'		257		729
Gross Unrealized Losses - Securities available for sale	'		-291		-28
Available-for-sale securities, net carrying value	'		21,485		'
Available-for-sale Securities	'		21,485		27,244
Held To Maturity Securities Gross Unrealized Gains	'		0	[1]	'
Held To Maturity Securities Gross Unrealized Losses	-111	[1]	-104	[1]	'
Held-to-maturity Securities	'		2,353		10
Gross Unrealized Gains - Securities held to maturity	'		0		1
Held-to-maturity Securities, Unrecognized Holding Loss	'		-46		0
Estimated Fair Value - Securities held to maturity	'		2,307		11
Held To Maturity Amortized Cost Basis	'		2,457		'
US Treasury Securities [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		56		50
Gross Unrealized Gains - Securities available for sale	'		0		2
Gross Unrealized Losses - Securities available for sale	'		0		0
Available-for-sale securities, net carrying value	'		56		'
Available-for-sale Securities	'		56		52
Held To Maturity Securities Gross Unrealized Gains	'		0	[1]	'
Held To Maturity Securities Gross Unrealized Losses	'		0	[1]	'
Held-to-maturity Securities	'		1		2
Gross Unrealized Gains - Securities held to maturity	'		0		0
Held-to-maturity Securities, Unrecognized Holding Loss	'		0		0
Estimated Fair Value - Securities held to maturity	'		1		2
Held To Maturity Amortized Cost Basis	'		1		'
Federal Agency Securities [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		88		550
Gross Unrealized Gains - Securities available for sale	'		1		4
Gross Unrealized Losses - Securities available for sale	'		0		-1
Available-for-sale securities, net carrying value	'		89		'
Available-for-sale Securities	'		89		553
Held To Maturity Securities Gross Unrealized Gains	'		0	[1]	'
Held To Maturity Securities Gross Unrealized Losses	'		-15	[1]	'
Held-to-maturity Securities	'		336		2
Gross Unrealized Gains - Securities held to maturity	'		0		0
Held-to-maturity Securities, Unrecognized Holding Loss	'		-3		0
Estimated Fair Value - Securities held to maturity	'		333		2
Held To Maturity Amortized Cost Basis	'		351		'
Obligations of States and Political Subdivisions [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		5		9
Gross Unrealized Gains - Securities available for sale	'		0		0
Gross Unrealized Losses - Securities available for sale	'		0		0
Available-for-sale securities, net carrying value	'		5		'
Available-for-sale Securities	'		5		9
Residential Agency [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		15,664		20,721
Gross Unrealized Gains - Securities available for sale	'		183		574
Gross Unrealized Losses - Securities available for sale	'		-170		-18
Available-for-sale securities, net carrying value	'		15,677		'
Available-for-sale Securities	'		15,677		21,277
Held To Maturity Securities Gross Unrealized Gains	'		0	[1]	'
Held To Maturity Securities Gross Unrealized Losses	'		-81	[1]	'
Held-to-maturity Securities	'		1,797		6
Gross Unrealized Gains - Securities held to maturity	'		0		1
Held-to-maturity Securities, Unrecognized Holding Loss	'		-37		0
Estimated Fair Value - Securities held to maturity	'		1,760		7
Held To Maturity Amortized Cost Basis	'		1,878		'
Residential Non-Agency [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		8		12
Gross Unrealized Gains - Securities available for sale	'		1		1
Gross Unrealized Losses - Securities available for sale	'		0		0
Available-for-sale securities, net carrying value	'		9		'
Available-for-sale Securities	'		9		13
Commercial Agency [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		947		705
Gross Unrealized Gains - Securities available for sale	'		4		20
Gross Unrealized Losses - Securities available for sale	'		-16		0
Available-for-sale securities, net carrying value	'		935		'
Available-for-sale Securities	'		935		725
Held To Maturity Securities Gross Unrealized Gains	'		0	[1]	'
Held To Maturity Securities Gross Unrealized Losses	'		-8	[1]	'
Held-to-maturity Securities	'		219		'
Gross Unrealized Gains - Securities held to maturity	'		0		'
Held-to-maturity Securities, Unrecognized Holding Loss	'		-6		'
Estimated Fair Value - Securities held to maturity	'		213		'
Held To Maturity Amortized Cost Basis	'		227		'
Commercial Non-Agency [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		1,232		1,055
Gross Unrealized Gains - Securities available for sale	'		12		43
Gross Unrealized Losses - Securities available for sale	'		-33		0
Available-for-sale securities, net carrying value	'		1,211		'
Available-for-sale Securities	'		1,211		1,098
Corporate and Other Debt Securities [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		2,855		2,762
Gross Unrealized Gains - Securities available for sale	'		44		81
Gross Unrealized Losses - Securities available for sale	'		-72		-8
Available-for-sale securities, net carrying value	'		2,827		'
Available-for-sale Securities	'		2,827		2,835
Equity Securities [Member]	'		'		'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'		'		'
Amortized Cost - Securities available for sale	'		664		679
Gross Unrealized Gains - Securities available for sale	'		12		4
Gross Unrealized Losses - Securities available for sale	'		0		-1
Available-for-sale securities, net carrying value	'		676		'
Available-for-sale Securities	'		$676		$682
[1]	The gross unrealized losses recognized in other comprehensive income (OCI) on held to maturity securities resulted from a transfer of available for sale securities to held to maturity in the second quarter of 2013.

Securities_Schedule_Of_Amortiz1

Securities (Schedule Of Amortized Cost Of Equity Securities Related To Federal Reserve Bank Stock And Federal Home Loan Bank Stock) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Disclosure Securities Schedule Of Amortized Cost Of Equity Securities Related To Federal Reserve Bank Stock And Federal Home Loan Bank Stock [Abstract]	'	'
Federal Reserve Bank	$472	$484
Federal Home Loan Bank	$67	$73

Securities_Schedule_Of_Cost_An

Securities (Schedule Of Cost And Estimated Fair Value Of Securities Available For Sale And Securities Held To Maturity By Contractual Maturity) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Held To Maturity Amortized Cost Basis	$2,457	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	663	'
Amortized Cost - Securities available for sale	21,519	26,543
Securities available for sale	21,485	27,244
Estimated Fair Value - Securities held to maturity	2,307	11
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	-49	'
Federal Agency Securities [Member]	'	'
Held To Maturity Amortized Cost Basis	351	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	142	'
Amortized Cost - Securities available for sale	88	550
Securities available for sale	89	553
Estimated Fair Value - Securities held to maturity	333	2
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	-8	'
Residential Agency [Member]	'	'
Held To Maturity Amortized Cost Basis	1,878	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	521	'
Amortized Cost - Securities available for sale	15,664	20,721
Securities available for sale	15,677	21,277
Estimated Fair Value - Securities held to maturity	1,760	7
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	-41	'
Residential Non-Agency [Member]	'	'
Amortized Cost - Securities available for sale	8	12
Securities available for sale	9	13
Commercial Agency [Member]	'	'
Held To Maturity Amortized Cost Basis	227	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	0	'
Amortized Cost - Securities available for sale	947	705
Securities available for sale	935	725
Estimated Fair Value - Securities held to maturity	213	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	0	'
Commercial Non-Agency [Member]	'	'
Amortized Cost - Securities available for sale	1,232	1,055
Securities available for sale	1,211	1,098
Equity Securities [Member]	'	'
Amortized Cost - Securities available for sale	664	679
Securities available for sale	676	682
Securities Available For Sale [Member]	'	'
Available-for-sale Securities, Debt Maturities, Next Twelve Months, Amortized Cost Basis	50	'
Available-for-sale Securities, Debt Maturities, Next Twelve Months, Fair Value	50	'
Available-for-sale Securities, Debt Maturities, Year Two Through Five, Amortized Cost Basis	1,080	'
Available-for-sale Securities, Debt Maturities, Year Two Through Five, Fair Value	1,094	'
Available-for-sale Securities, Debt Maturities, Year Six Through Ten, Amortized Cost Basis	1,511	'
Available-for-sale Securities, Debt Maturities, Year Six Through Ten, Fair Value	1,470	'
Available-for-sale Securities, Debt Maturities, after Ten Years, Amortized Cost Basis	363	'
Available-for-sale Securities, Debt Maturities, after Ten Years, Fair Value	363	'
Held-to-maturity Securities [Member]	'	'
Due in one year or less, Amortized Cost	1	'
Due after one year through five years, Amortized Cost	1	'
Due after five years through ten years, Amortized Cost	350	'
Due in one year or less, Estimated Fair Value	1	'
Due after one year through five years, Estimated Fair Value	1	'
Due after five years through ten years, Estimated Fair Value	$332	'

Securities_Schedule_Of_Gross_U

Securities (Schedule Of Gross Unrealized Losses And Estimated Fair Value Of Securities Available For Sale) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Unrealized Loss And Fair Value On Securities [Line Items]	'	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Estimated Fair Value	$1,638	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	-101	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	663	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	49	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Estimated Fair Value	2,301	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses	-150	'
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	8,914	3,011
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	551	157
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	9,465	3,168
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-266	-26
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-25	-2
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	-291	-28
US Treasury Securities [Member]	'	'
Unrealized Loss And Fair Value On Securities [Line Items]	'	'
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	15	'
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	1	'
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	16	'
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	0	'
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	0	'
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	0	'
Federal Agency Securities [Member]	'	'
Unrealized Loss And Fair Value On Securities [Line Items]	'	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Estimated Fair Value	190	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	-9	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	142	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	8	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Estimated Fair Value	332	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses	-17	'
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	3	350
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	9	0
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	12	350
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	0	-1
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	0	0
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	0	-1
Residential Agency [Member]	'	'
Unrealized Loss And Fair Value On Securities [Line Items]	'	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Estimated Fair Value	1,236	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	-77	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	521	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	41	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Estimated Fair Value	1,757	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses	-118	'
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	6,153	1,777
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	270	157
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	6,423	1,934
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-161	-16
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-9	-2
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	-170	-18
Commercial Agency [Member]	'	'
Unrealized Loss And Fair Value On Securities [Line Items]	'	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Estimated Fair Value	212	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	-15	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	0	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	0	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Estimated Fair Value	212	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses	-15	'
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	610	'
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	0	'
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	610	'
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-17	'
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	0	'
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	-17	'
Commercial Non-Agency [Member]	'	'
Unrealized Loss And Fair Value On Securities [Line Items]	'	'
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	711	'
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	62	'
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	773	'
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-30	'
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-3	'
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	-33	'
All Other Securities [Member]	'	'
Unrealized Loss And Fair Value On Securities [Line Items]	'	'
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	1,422	884
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	209	0
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	1,631	884
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-58	-9
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-13	0
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	($71)	($9)

Securities_Schedule_Of_Gross_G

Securities (Schedule Of Gross Gains And Gross Losses On Available For Sale Securities) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Disclosure Securities Schedule Of Proceeds From Sale Gross Gains And Gross Losses On Available For Sale Securities [Abstract]	'	'	'
Gross realized gains	$55	$49	$112
Gross realized losses	-29	-1	0
Net securities gains (losses)	$26	$48	$112

Securities_Narrative_Details

Securities (Narrative) (Details) (USD $)	3 Months Ended		12 Months Ended
	Jun. 30, 2013		Dec. 31, 2013		Dec. 31, 2012
			Security		Security
Schedule of Available-for-sale Securities [Line Items]	'		'		'
Held To Maturity Securities Gross Unrealized Losses Recognized in Other Comprehensive Income	$111,000,000	[1]	$104,000,000	[1]	'
available for sale securities transferred to held to maturity	2,400,000,000		'		'
Securities pledged to secure public funds, trust deposits and borrowing arrangements	'		$12,500,000,000		$11,800,000,000
Securities in unrealized loss position number	'		1,052		378
[1]	The gross unrealized losses recognized in other comprehensive income (OCI) on held to maturity securities resulted from a transfer of available for sale securities to held to maturity in the second quarter of 2013.

Loans_Schedule_Of_Loan_Portfol

Loans (Schedule Of Loan Portfolio, Net Of Unearned Income) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	$74,609	[1]	$73,995	[1]	$77,594
Unearned income, unamortized discounts and premiums and net deferred loan costs	576		756		'
Commercial And Industrial Loan [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	29,413		26,674		'
Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	9,495		10,095		'
Commercial Real Estate Construction - Owner Occupied [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	310		302		'
Total Commercial [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	39,218		37,071		'
Commercial investor real estate mortgage [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	5,318		6,808		'
Commercial Investor Real Estate Construction [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	1,432		914		'
Total Investor Real Estate [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	6,750		7,722		'
Residential First Mortgage [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	12,163		12,963		'
Consumer Home Equity [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	11,294		11,800		'
Indirect [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	3,075		2,336		'
Consumer Credit Card [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	948		906		'
Other Consumer [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	1,161		1,197		'
Total Consumer [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Loans, net of unearned income	$28,641		$29,202		'
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $576 million and $756 million at December 31, 2013 and 2012, respectively.

Loans_Regions_Investment_In_Le

Loans (Regions' Investment In Leveraged Leases Included Within Commercial And Industrial Loans) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Regions' Investment In Leveraged Leases Included Within Commercial And Industrial Loans [Abstract]	'	'	'
Rentals receivable	$442	$673	'
Estimated Residuals On Leveraged Leases	304	312	'
Unearned Income On Leveraged Leases	387	551	'
Pre-tax income from leveraged leases	45	43	46
Income tax expense on income from leveraged leases	$37	$35	$45

Loans_Narrative_Details

Loans Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Leveraged lease termination gains	$39,000,000	$14,000,000	$8,000,000
Leveraged lease termination gains related income tax expense	33,000,000	11,000,000	0
Federal Home Loan Bank [Member]	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Pledged assets for loans	14,000,000,000	'	'
Federal Reserve [Member]	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Pledged assets for loans	29,000,000,000	'	'
Indirect Loans [Member]	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Indirect loans purchased	978,000,000	882,000,000	'
Commercial And Industrial Loan [Member]	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Sales of securities based commercial and industrial loans	'	$184,000,000	'

Allowance_For_Credit_Losses_Na

Allowance For Credit Losses (Narrative) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Loans And Leases [Line Items]	'	'
First time reported commercial and investor real estate TDRs	$589,000,000	$1,100,000,000
Nonperforming loans classified as held for sale	82,000,000	89,000,000
Quantitative Scope For Specific Evaluation For Impairment	2,500,000	'
Non-performing loans were transferred to held for sale net of charge-offs	164,000,000	'
Non-performing loans charges-offs	93,000,000	'
Non-accrual loans including loans held for sale	1,200,000,000	1,800,000,000
Percentage of re-defaulted commercial and investor real estate loan TDRs in non-accrual status 90 days past due	1.80%	'
Period past due of re-defaulted commercial and investor real estate loan TDRs in non accrual status	'90 days	'
Restructured binding unfunded commitments	213,000,000	'
Residential First Mortgage [Member]	'	'
Loans And Leases [Line Items]	'	'
TDRs were in excess of 180 days past due	92,000,000	'
Residential Mortgage Period	'180 days	'
Home Equity First Lien TDRs [Member]	'	'
Loans And Leases [Line Items]	'	'
TDRs were in excess of 180 days past due	10,000,000	'
Residential Mortgage Period	'180 days	'
Home Equity Second Lien [Member]	'	'
Loans And Leases [Line Items]	'	'
TDRs were in excess of 120 days past due	7,000,000	'
Residential Mortgage Period	'120 days	'
Minimum [Member]	'	'
Loans And Leases [Line Items]	'	'
Financing period for consumer loans, in years	'15 years	'
Maximum [Member]	'	'
Loans And Leases [Line Items]	'	'
Financing period for consumer loans, in years	'30 years	'
Non-Accrual [Member]	'	'
Loans And Leases [Line Items]	'	'
Re-defaulted commercial and investor real estate loans modified in a TDR during the period and on non-accrual status	$101,000,000	'

Allowance_For_Credit_Losses_An

Allowance For Credit Losses (Analysis Of The Allowance For Credit Losses By Portfolio Segment) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Valuation Allowance for Impairment of Recognized Servicing Assets [Line Items]	'		'		'
Allowance for loan losses, beginning of period	$1,919		$2,745		$3,185
Provision (Credit) for Loan and Lease Losses	138		213		1,530
Charge-offs	-898		-1,223		-2,107
Recoveries	182		184		137
Net loan losses	-716		-1,039		-1,970
Allowance for loan losses, end of period	1,341		1,919		2,745
Reserve for unfunded credit commitments, beginning of year	83		78		71
Provision (credit) for unfunded credit commitments	-5		5		7
Reserve for unfunded credit commitments, end of year	78		83		78
Allowance for credit losses, end of year	1,419		2,002		2,823
Individually evaluated for impairment	446		621	[1]	937	[1]
Collectively evaluated for impairment	895		1,298	[1]	1,808	[1]
Individually evaluated for impairment	2,666		3,957	[1]	4,403	[1]
Collectively evaluated for impairment	71,943		70,038	[1]	73,191	[1]
Loans, net of unearned income	74,609	[2]	73,995	[2]	77,594
Commercial [Member]	'		'		'
Valuation Allowance for Impairment of Recognized Servicing Assets [Line Items]	'		'		'
Allowance for loan losses, beginning of period	847		1,030		1,055
Provision (Credit) for Loan and Lease Losses	103		144		475
Charge-offs	-312		-404		-550
Recoveries	73		77		50
Net loan losses	-239		-327		-500
Allowance for loan losses, end of period	711		847		1,030
Reserve for unfunded credit commitments, beginning of year	69		30		32
Provision (credit) for unfunded credit commitments	-6		39		-2
Reserve for unfunded credit commitments, end of year	63		69		30
Allowance for credit losses, end of year	774		916		1,060
Individually evaluated for impairment	230		214	[1]	249	[1]
Collectively evaluated for impairment	481		633	[1]	781	[1]
Individually evaluated for impairment	1,022		1,047	[1]	1,090	[1]
Collectively evaluated for impairment	38,196		36,024	[1]	34,935	[1]
Loans, net of unearned income	39,218		37,071		36,025
Investor Real Estate [Member]	'		'		'
Valuation Allowance for Impairment of Recognized Servicing Assets [Line Items]	'		'		'
Allowance for loan losses, beginning of period	469		991		1,370
Provision (Credit) for Loan and Lease Losses	-203		-295		468
Charge-offs	-70		-272		-880
Recoveries	40		45		33
Net loan losses	-30		-227		-847
Allowance for loan losses, end of period	236		469		991
Reserve for unfunded credit commitments, beginning of year	10		26		16
Provision (credit) for unfunded credit commitments	2		-16		10
Reserve for unfunded credit commitments, end of year	12		10		26
Allowance for credit losses, end of year	248		479		1,017
Individually evaluated for impairment	118		211	[1]	462	[1]
Collectively evaluated for impairment	118		258	[1]	529	[1]
Individually evaluated for impairment	761		1,257	[1]	1,707	[1]
Collectively evaluated for impairment	5,989		6,465	[1]	9,020	[1]
Loans, net of unearned income	6,750		7,722		10,727
Consumer [Member]	'		'		'
Valuation Allowance for Impairment of Recognized Servicing Assets [Line Items]	'		'		'
Allowance for loan losses, beginning of period	603		724		760
Provision (Credit) for Loan and Lease Losses	238		364		587
Charge-offs	-516		-547		-677
Recoveries	69		62		54
Net loan losses	-447		-485		-623
Allowance for loan losses, end of period	394		603		724
Reserve for unfunded credit commitments, beginning of year	4		22		23
Provision (credit) for unfunded credit commitments	-1		-18		-1
Reserve for unfunded credit commitments, end of year	3		4		22
Allowance for credit losses, end of year	397		607		746
Individually evaluated for impairment	98		196	[1]	226	[1]
Collectively evaluated for impairment	296		407	[1]	498	[1]
Individually evaluated for impairment	883		1,653	[1]	1,606	[1]
Collectively evaluated for impairment	27,758		27,549	[1]	29,236	[1]
Loans, net of unearned income	$28,641		$29,202		$30,842
[1]	As discussed above, prior period amounts have been reclassified to conform to the current period classification.
[2]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $576 million and $756 million at December 31, 2013 and 2012, respectively.

Allowance_For_Credit_Losses_Cr

Allowance For Credit Losses (Credit Quality Indicators Excluding Loans Held For Sale) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	$74,609	[1]	$73,995	[1]	$77,594
Commercial And Industrial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	29,413		26,674		'
Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	9,495		10,095		'
Commercial Real Estate Construction - Owner Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	310		302		'
Total Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	39,218		37,071		'
Commercial Investor Real Estate Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	5,318		6,808		'
Commercial Investor Real Estate Construction [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	1,432		914		'
Total Investor Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	6,750		7,722		'
Residential First Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	12,163		12,963		'
Home Equity Line of Credit [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	11,294		11,800		'
Indirect [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	3,075		2,336		'
Consumer Credit Card [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	948		906		'
Other Consumer [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	1,161		1,197		'
Total Consumer [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	28,641		29,202		'
Pass [Member] | Commercial And Industrial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	28,282		25,225		'
Pass [Member] | Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	8,593		8,976		'
Pass [Member] | Commercial Real Estate Construction - Owner Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	264		278		'
Pass [Member] | Total Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	37,139		34,479		'
Pass [Member] | Commercial Investor Real Estate Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	4,479		5,089		'
Pass [Member] | Commercial Investor Real Estate Construction [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	1,335		733		'
Pass [Member] | Total Investor Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	5,814		5,822		'
Special Mention [Member] | Commercial And Industrial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	395		560		'
Special Mention [Member] | Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	191		240		'
Special Mention [Member] | Commercial Real Estate Construction - Owner Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	25		3		'
Special Mention [Member] | Total Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	611		803		'
Special Mention [Member] | Commercial Investor Real Estate Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	269		435		'
Special Mention [Member] | Commercial Investor Real Estate Construction [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	47		98		'
Special Mention [Member] | Total Investor Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	316		533		'
Substandard Accrual [Member] | Commercial And Industrial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	479		480		'
Substandard Accrual [Member] | Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	408		440		'
Substandard Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	4		7		'
Substandard Accrual [Member] | Total Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	891		927		'
Substandard Accrual [Member] | Commercial Investor Real Estate Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	332		827		'
Substandard Accrual [Member] | Commercial Investor Real Estate Construction [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	40		63		'
Substandard Accrual [Member] | Total Investor Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	372		890		'
Accrual [Member] | Residential First Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	12,017		12,749		'
Accrual [Member] | Home Equity Line of Credit [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	11,183		11,672		'
Accrual [Member] | Indirect [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	3,075		2,336		'
Accrual [Member] | Consumer Credit Card [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	948		906		'
Accrual [Member] | Other Consumer [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	1,161		1,197		'
Accrual [Member] | Total Consumer [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	28,384		28,860		'
Non-Accrual [Member] | Commercial And Industrial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	257		409		'
Non-Accrual [Member] | Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	303		439		'
Non-Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	17		14		'
Non-Accrual [Member] | Total Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	577		862		'
Non-Accrual [Member] | Commercial Investor Real Estate Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	238		457		'
Non-Accrual [Member] | Commercial Investor Real Estate Construction [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	10		20		'
Non-Accrual [Member] | Total Investor Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	248		477		'
Non-Accrual [Member] | Residential First Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	146		214		'
Non-Accrual [Member] | Home Equity Line of Credit [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	111		128		'
Non-Accrual [Member] | Indirect [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	0		0		'
Non-Accrual [Member] | Consumer Credit Card [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	0		0		'
Non-Accrual [Member] | Other Consumer [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	0		0		'
Non-Accrual [Member] | Total Consumer [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Loans, net of unearned income	$257		$342		'
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $576 million and $756 million at December 31, 2013 and 2012, respectively.

Allowance_For_Credit_Losses_Sc

Allowance For Credit Losses (Schedule Of Aging Analysis Of Days Past Due (DPD) For Each Portfolio Class) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	$378		$421		'
60-89 DPD, Accrual Loans	193		254		'
90+ DPD, Accrual Loans	362		450		'
Total 30+ DPD, Accrual Loans	933		1,125		'
Total Accrual	73,527		72,314		'
Non-accrual	1,082		1,681		'
Loans, net of unearned income	74,609	[1]	73,995	[1]	77,594
Commercial And Industrial [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	29		27		'
60-89 DPD, Accrual Loans	14		23		'
90+ DPD, Accrual Loans	6		19		'
Total 30+ DPD, Accrual Loans	49		69		'
Total Accrual	29,156		26,265		'
Non-accrual	257		409		'
Loans, net of unearned income	29,413		26,674		'
Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	30		49		'
60-89 DPD, Accrual Loans	26		28		'
90+ DPD, Accrual Loans	6		6		'
Total 30+ DPD, Accrual Loans	62		83		'
Total Accrual	9,192		9,656		'
Non-accrual	303		439		'
Loans, net of unearned income	9,495		10,095		'
Commercial Real Estate Construction - Owner Occupied [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	0		0		'
60-89 DPD, Accrual Loans	0		0		'
90+ DPD, Accrual Loans	0		0		'
Total 30+ DPD, Accrual Loans	0		0		'
Total Accrual	293		288		'
Non-accrual	17		14		'
Loans, net of unearned income	310		302		'
Total Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	59		76		'
60-89 DPD, Accrual Loans	40		51		'
90+ DPD, Accrual Loans	12		25		'
Total 30+ DPD, Accrual Loans	111		152		'
Total Accrual	38,641		36,209		'
Non-accrual	577		862		'
Loans, net of unearned income	39,218		37,071		'
Commercial Investor Real Estate Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	29		38		'
60-89 DPD, Accrual Loans	6		42		'
90+ DPD, Accrual Loans	6		11		'
Total 30+ DPD, Accrual Loans	41		91		'
Total Accrual	5,080		6,351		'
Non-accrual	238		457		'
Loans, net of unearned income	5,318		6,808		'
Commercial Investor Real Estate Construction [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	4		1		'
60-89 DPD, Accrual Loans	1		1		'
90+ DPD, Accrual Loans	0		0		'
Total 30+ DPD, Accrual Loans	5		2		'
Total Accrual	1,422		894		'
Non-accrual	10		20		'
Loans, net of unearned income	1,432		914		'
Total Investor Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	33		39		'
60-89 DPD, Accrual Loans	7		43		'
90+ DPD, Accrual Loans	6		11		'
Total 30+ DPD, Accrual Loans	46		93		'
Total Accrual	6,502		7,245		'
Non-accrual	248		477		'
Loans, net of unearned income	6,750		7,722		'
Residential First Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	130		149		'
60-89 DPD, Accrual Loans	74		86		'
90+ DPD, Accrual Loans	248		307		'
Total 30+ DPD, Accrual Loans	452		542		'
Total Accrual	12,017		12,749		'
Non-accrual	146		214		'
Loans, net of unearned income	12,163		12,963		'
Home Equity Line of Credit [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	95		100		'
60-89 DPD, Accrual Loans	51		53		'
90+ DPD, Accrual Loans	75		87		'
Total 30+ DPD, Accrual Loans	221		240		'
Total Accrual	11,183		11,672		'
Non-accrual	111		128		'
Loans, net of unearned income	11,294		11,800		'
Indirect [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	39		31		'
60-89 DPD, Accrual Loans	11		9		'
90+ DPD, Accrual Loans	5		3		'
Total 30+ DPD, Accrual Loans	55		43		'
Total Accrual	3,075		2,336		'
Non-accrual	0		0		'
Loans, net of unearned income	3,075		2,336		'
Consumer Credit Card [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	8		7		'
60-89 DPD, Accrual Loans	5		7		'
90+ DPD, Accrual Loans	12		14		'
Total 30+ DPD, Accrual Loans	25		28		'
Total Accrual	948		906		'
Non-accrual	0		0		'
Loans, net of unearned income	948		906		'
Other Consumer [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	14		19		'
60-89 DPD, Accrual Loans	5		5		'
90+ DPD, Accrual Loans	4		3		'
Total 30+ DPD, Accrual Loans	23		27		'
Total Accrual	1,161		1,197		'
Non-accrual	0		0		'
Loans, net of unearned income	1,161		1,197		'
Total Consumer [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
30-59 DPD, Accrual Loans	286		306		'
60-89 DPD, Accrual Loans	146		160		'
90+ DPD, Accrual Loans	344		414		'
Total 30+ DPD, Accrual Loans	776		880		'
Total Accrual	28,384		28,860		'
Non-accrual	257		342		'
Loans, net of unearned income	$28,641		$29,202		'
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $576 million and $756 million at December 31, 2013 and 2012, respectively.

Allowance_For_Credit_Losses_Sc1

Allowance For Credit Losses (Schedule Of Impaired Loans On Non-Accrual Status) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	$2,892	[1]	$4,714	[1]
Charge-offs and Payments Applied	226	[2]	345	[2]
Total Impaired Loans	2,666	[3]	4,369	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	116	[3]	167	[3]
Impaired Loans on Non-accrual Status with Related Allowance	2,550	[3]	4,202	[3]
Impaired Loans with Related Allowance	446		794
Coverage %	23.20%	[4]	24.20%	[4]
Commercial And Industrial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	525	[1]	766	[1]
Charge-offs and Payments Applied	50	[2]	69	[2]
Total Impaired Loans	475	[3]	697	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	45	[3]	63	[3]
Impaired Loans on Non-accrual Status with Related Allowance	430	[3]	634	[3]
Impaired Loans with Related Allowance	106		170
Coverage %	29.70%	[4]	31.20%	[4]
Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	552	[1]	716	[1]
Charge-offs and Payments Applied	47	[2]	68	[2]
Total Impaired Loans	505	[3]	648	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	54	[3]	44	[3]
Impaired Loans on Non-accrual Status with Related Allowance	451	[3]	604	[3]
Impaired Loans with Related Allowance	115		173
Coverage %	29.30%	[4]	33.70%	[4]
Commercial Real Estate Construction - Owner Occupied [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	42	[1]	19	[1]
Charge-offs and Payments Applied	0	[2]	4	[2]
Total Impaired Loans	42	[3]	15	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	4	[3]
Impaired Loans on Non-accrual Status with Related Allowance	42	[3]	11	[3]
Impaired Loans with Related Allowance	9		3
Coverage %	21.40%	[4]	36.80%	[4]
Total Commercial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	1,119	[1]	1,501	[1]
Charge-offs and Payments Applied	97	[2]	141	[2]
Total Impaired Loans	1,022	[3]	1,360	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	99	[3]	111	[3]
Impaired Loans on Non-accrual Status with Related Allowance	923	[3]	1,249	[3]
Impaired Loans with Related Allowance	230		346
Coverage %	29.20%	[4]	32.40%	[4]
Commercial Investor Real Estate Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	741	[1]	1,342	[1]
Charge-offs and Payments Applied	79	[2]	113	[2]
Total Impaired Loans	662	[3]	1,229	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	17	[3]	54	[3]
Impaired Loans on Non-accrual Status with Related Allowance	645	[3]	1,175	[3]
Impaired Loans with Related Allowance	107		229
Coverage %	25.10%	[4]	25.50%	[4]
Commercial Investor Real Estate Construction [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	104	[1]	133	[1]
Charge-offs and Payments Applied	5	[2]	6	[2]
Total Impaired Loans	99	[3]	127	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	2	[3]
Impaired Loans on Non-accrual Status with Related Allowance	99	[3]	125	[3]
Impaired Loans with Related Allowance	11		23
Coverage %	15.40%	[4]	21.80%	[4]
Total Investor Real Estate [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	845	[1]	1,475	[1]
Charge-offs and Payments Applied	84	[2]	119	[2]
Total Impaired Loans	761	[3]	1,356	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	17	[3]	56	[3]
Impaired Loans on Non-accrual Status with Related Allowance	744	[3]	1,300	[3]
Impaired Loans with Related Allowance	118		252
Coverage %	23.90%	[4]	25.20%	[4]
Residential First Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	509	[1]	1,253	[1]
Charge-offs and Payments Applied	45	[2]	68	[2]
Total Impaired Loans	464	[3]	1,185	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Loans on Non-accrual Status with Related Allowance	464	[3]	1,185	[3]
Impaired Loans with Related Allowance	72		157
Coverage %	23.00%	[4]	18.00%	[4]
Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	390	[1]	443	[1]
Charge-offs and Payments Applied	0	[2]	16	[2]
Total Impaired Loans	390	[3]	427	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Loans on Non-accrual Status with Related Allowance	390	[3]	427	[3]
Impaired Loans with Related Allowance	25		38
Coverage %	6.40%	[4]	12.20%	[4]
Indirect [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	1	[1]	2	[1]
Charge-offs and Payments Applied	0	[2]	1	[2]
Total Impaired Loans	1	[3]	1	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Loans on Non-accrual Status with Related Allowance	1	[3]	1	[3]
Impaired Loans with Related Allowance	0		0
Coverage %	0.00%	[4]	50.00%	[4]
Consumer Credit Card [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	2	[1]	'
Charge-offs and Payments Applied	0	[2]	'
Total Impaired Loans	2	[3]	'
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	'
Impaired Loans on Non-accrual Status with Related Allowance	2	[3]	'
Impaired Loans with Related Allowance	0		'
Coverage %	0.00%	[4]	'
Other Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	26	[1]	40	[1]
Charge-offs and Payments Applied	0	[2]	0	[2]
Total Impaired Loans	26	[3]	40	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Loans on Non-accrual Status with Related Allowance	26	[3]	40	[3]
Impaired Loans with Related Allowance	1		1
Coverage %	3.80%	[4]	2.50%	[4]
Total Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	928	[1]	1,738	[1]
Charge-offs and Payments Applied	45	[2]	85	[2]
Total Impaired Loans	883	[3]	1,653	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Loans on Non-accrual Status with Related Allowance	883	[3]	1,653	[3]
Impaired Loans with Related Allowance	98		196
Coverage %	15.40%	[4]	16.20%	[4]
Non-Accrual [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	1,090	[1]	1,758	[1]
Charge-offs and Payments Applied	198	[2]	305	[2]
Total Impaired Loans	892	[3]	1,453	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	116	[3]	167	[3]
Impaired Loans on Non-accrual Status with Related Allowance	776	[3]	1,286	[3]
Impaired Loans with Related Allowance	256		433
Coverage %	41.70%	[4]	42.00%	[4]
Non-Accrual [Member] | Commercial And Industrial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	280	[1]	467	[1]
Charge-offs and Payments Applied	48	[2]	62	[2]
Total Impaired Loans	232	[3]	405	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	45	[3]	63	[3]
Impaired Loans on Non-accrual Status with Related Allowance	187	[3]	342	[3]
Impaired Loans with Related Allowance	72		128
Coverage %	42.90%	[4]	40.70%	[4]
Non-Accrual [Member] | Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	343	[1]	503	[1]
Charge-offs and Payments Applied	40	[2]	64	[2]
Total Impaired Loans	303	[3]	439	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	54	[3]	44	[3]
Impaired Loans on Non-accrual Status with Related Allowance	249	[3]	395	[3]
Impaired Loans with Related Allowance	92		148
Coverage %	38.50%	[4]	42.10%	[4]
Non-Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	17	[1]	18	[1]
Charge-offs and Payments Applied	0	[2]	4	[2]
Total Impaired Loans	17	[3]	14	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	4	[3]
Impaired Loans on Non-accrual Status with Related Allowance	17	[3]	10	[3]
Impaired Loans with Related Allowance	8		3
Coverage %	47.10%	[4]	38.90%	[4]
Non-Accrual [Member] | Total Commercial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	640	[1]	988	[1]
Charge-offs and Payments Applied	88	[2]	130	[2]
Total Impaired Loans	552	[3]	858	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	99	[3]	111	[3]
Impaired Loans on Non-accrual Status with Related Allowance	453	[3]	747	[3]
Impaired Loans with Related Allowance	172		279
Coverage %	40.60%	[4]	41.40%	[4]
Non-Accrual [Member] | Commercial Investor Real Estate Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	306	[1]	560	[1]
Charge-offs and Payments Applied	68	[2]	103	[2]
Total Impaired Loans	238	[3]	457	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	17	[3]	54	[3]
Impaired Loans on Non-accrual Status with Related Allowance	221	[3]	403	[3]
Impaired Loans with Related Allowance	68		132
Coverage %	44.40%	[4]	42.00%	[4]
Non-Accrual [Member] | Commercial Investor Real Estate Construction [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	15	[1]	26	[1]
Charge-offs and Payments Applied	5	[2]	6	[2]
Total Impaired Loans	10	[3]	20	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	2	[3]
Impaired Loans on Non-accrual Status with Related Allowance	10	[3]	18	[3]
Impaired Loans with Related Allowance	3		7
Coverage %	53.30%	[4]	50.00%	[4]
Non-Accrual [Member] | Total Investor Real Estate [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	321	[1]	586	[1]
Charge-offs and Payments Applied	73	[2]	109	[2]
Total Impaired Loans	248	[3]	477	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	17	[3]	56	[3]
Impaired Loans on Non-accrual Status with Related Allowance	231	[3]	421	[3]
Impaired Loans with Related Allowance	71		139
Coverage %	44.90%	[4]	42.30%	[4]
Non-Accrual [Member] | Residential First Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	112	[1]	152	[1]
Charge-offs and Payments Applied	37	[2]	55	[2]
Total Impaired Loans	75	[3]	97	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Loans on Non-accrual Status with Related Allowance	75	[3]	97	[3]
Impaired Loans with Related Allowance	12		13
Coverage %	43.80%	[4]	44.70%	[4]
Non-Accrual [Member] | Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	17	[1]	32	[1]
Charge-offs and Payments Applied	0	[2]	11	[2]
Total Impaired Loans	17	[3]	21	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Loans on Non-accrual Status with Related Allowance	17	[3]	21	[3]
Impaired Loans with Related Allowance	1		2
Coverage %	5.90%	[4]	40.60%	[4]
Non-Accrual [Member] | Total Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	129	[1]	184	[1]
Charge-offs and Payments Applied	37	[2]	66	[2]
Total Impaired Loans	92	[3]	118	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Loans on Non-accrual Status with Related Allowance	92	[3]	118	[3]
Impaired Loans with Related Allowance	$13		$15
Coverage %	38.80%	[4]	44.00%	[4]
[1]	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.
[2]	Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance.
[3]	Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses.
[4]	Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.

Allowance_For_Credit_Losses_Sc2

Allowance For Credit Losses (Schedule Of Impaired Loans On Accrual Status) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	$2,892	[1]	$4,714	[1]
Charge-offs and Payments Applied	226	[2]	345	[2]
Total Impaired Loans	2,666	[3]	4,369	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	116	[3]	167	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	2,550	[3]	4,202	[3]
Related Allowance for Loan Losses	446		794
Coverage %	23.20%	[4]	24.20%	[4]
Commercial And Industrial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	525	[1]	766	[1]
Charge-offs and Payments Applied	50	[2]	69	[2]
Total Impaired Loans	475	[3]	697	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	45	[3]	63	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	430	[3]	634	[3]
Related Allowance for Loan Losses	106		170
Coverage %	29.70%	[4]	31.20%	[4]
Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	552	[1]	716	[1]
Charge-offs and Payments Applied	47	[2]	68	[2]
Total Impaired Loans	505	[3]	648	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	54	[3]	44	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	451	[3]	604	[3]
Related Allowance for Loan Losses	115		173
Coverage %	29.30%	[4]	33.70%	[4]
Commercial Real Estate Construction - Owner Occupied [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	42	[1]	19	[1]
Charge-offs and Payments Applied	0	[2]	4	[2]
Total Impaired Loans	42	[3]	15	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	4	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	42	[3]	11	[3]
Related Allowance for Loan Losses	9		3
Coverage %	21.40%	[4]	36.80%	[4]
Total Commercial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	1,119	[1]	1,501	[1]
Charge-offs and Payments Applied	97	[2]	141	[2]
Total Impaired Loans	1,022	[3]	1,360	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	99	[3]	111	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	923	[3]	1,249	[3]
Related Allowance for Loan Losses	230		346
Coverage %	29.20%	[4]	32.40%	[4]
Commercial Investor Real Estate Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	741	[1]	1,342	[1]
Charge-offs and Payments Applied	79	[2]	113	[2]
Total Impaired Loans	662	[3]	1,229	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	17	[3]	54	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	645	[3]	1,175	[3]
Related Allowance for Loan Losses	107		229
Coverage %	25.10%	[4]	25.50%	[4]
Commercial Investor Real Estate Construction [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	104	[1]	133	[1]
Charge-offs and Payments Applied	5	[2]	6	[2]
Total Impaired Loans	99	[3]	127	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	2	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	99	[3]	125	[3]
Related Allowance for Loan Losses	11		23
Coverage %	15.40%	[4]	21.80%	[4]
Total Investor Real Estate [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	845	[1]	1,475	[1]
Charge-offs and Payments Applied	84	[2]	119	[2]
Total Impaired Loans	761	[3]	1,356	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	17	[3]	56	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	744	[3]	1,300	[3]
Related Allowance for Loan Losses	118		252
Coverage %	23.90%	[4]	25.20%	[4]
Residential First Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	509	[1]	1,253	[1]
Charge-offs and Payments Applied	45	[2]	68	[2]
Total Impaired Loans	464	[3]	1,185	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	464	[3]	1,185	[3]
Related Allowance for Loan Losses	72		157
Coverage %	23.00%	[4]	18.00%	[4]
Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	390	[1]	443	[1]
Charge-offs and Payments Applied	0	[2]	16	[2]
Total Impaired Loans	390	[3]	427	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	390	[3]	427	[3]
Related Allowance for Loan Losses	25		38
Coverage %	6.40%	[4]	12.20%	[4]
Indirect [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	1	[1]	2	[1]
Charge-offs and Payments Applied	0	[2]	1	[2]
Total Impaired Loans	1	[3]	1	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	1	[3]	1	[3]
Related Allowance for Loan Losses	0		0
Coverage %	0.00%	[4]	50.00%	[4]
Consumer Credit Card [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	2	[1]	'
Charge-offs and Payments Applied	0	[2]	'
Total Impaired Loans	2	[3]	'
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	'
Impaired Financing Receivable Recorded Investment With Related Allowance	2	[3]	'
Related Allowance for Loan Losses	0		'
Coverage %	0.00%	[4]	'
Other Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	26	[1]	40	[1]
Charge-offs and Payments Applied	0	[2]	0	[2]
Total Impaired Loans	26	[3]	40	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	26	[3]	40	[3]
Related Allowance for Loan Losses	1		1
Coverage %	3.80%	[4]	2.50%	[4]
Total Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	928	[1]	1,738	[1]
Charge-offs and Payments Applied	45	[2]	85	[2]
Total Impaired Loans	883	[3]	1,653	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	0	[3]	0	[3]
Impaired Financing Receivable Recorded Investment With Related Allowance	883	[3]	1,653	[3]
Related Allowance for Loan Losses	98		196
Coverage %	15.40%	[4]	16.20%	[4]
Accrual [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	1,802	[1]	2,956	[1]
Charge-offs and Payments Applied	28	[2]	40	[2]
Total Impaired Loans	1,774	[3]	2,916	[3]
Related Allowance for Loan Losses	190		361
Coverage %	12.10%	[4]	13.60%	[4]
Accrual [Member] | Commercial And Industrial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	245	[1]	299	[1]
Charge-offs and Payments Applied	2	[2]	7	[2]
Total Impaired Loans	243	[3]	292	[3]
Related Allowance for Loan Losses	34		42
Coverage %	14.70%	[4]	16.40%	[4]
Accrual [Member] | Commercial Real Estate Mortgage - Owner-Occupied [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	209	[1]	213	[1]
Charge-offs and Payments Applied	7	[2]	4	[2]
Total Impaired Loans	202	[3]	209	[3]
Related Allowance for Loan Losses	23		25
Coverage %	14.40%	[4]	13.60%	[4]
Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	25	[1]	1	[1]
Charge-offs and Payments Applied	0	[2]	0	[2]
Total Impaired Loans	25	[3]	1	[3]
Related Allowance for Loan Losses	1		0
Coverage %	4.00%	[4]	0.00%	[4]
Accrual [Member] | Total Commercial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	479	[1]	513	[1]
Charge-offs and Payments Applied	9	[2]	11	[2]
Total Impaired Loans	470	[3]	502	[3]
Related Allowance for Loan Losses	58		67
Coverage %	14.00%	[4]	15.20%	[4]
Accrual [Member] | Commercial Investor Real Estate Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	435	[1]	782	[1]
Charge-offs and Payments Applied	11	[2]	10	[2]
Total Impaired Loans	424	[3]	772	[3]
Related Allowance for Loan Losses	39		97
Coverage %	11.50%	[4]	13.70%	[4]
Accrual [Member] | Commercial Investor Real Estate Construction [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	89	[1]	107	[1]
Charge-offs and Payments Applied	0	[2]	0	[2]
Total Impaired Loans	89	[3]	107	[3]
Related Allowance for Loan Losses	8		16
Coverage %	9.00%	[4]	15.00%	[4]
Accrual [Member] | Total Investor Real Estate [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	524	[1]	889	[1]
Charge-offs and Payments Applied	11	[2]	10	[2]
Total Impaired Loans	513	[3]	879	[3]
Related Allowance for Loan Losses	47		113
Coverage %	11.10%	[4]	13.80%	[4]
Accrual [Member] | Residential First Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	397	[1]	1,101	[1]
Charge-offs and Payments Applied	8	[2]	13	[2]
Total Impaired Loans	389	[3]	1,088	[3]
Related Allowance for Loan Losses	60		144
Coverage %	17.10%	[4]	14.30%	[4]
Accrual [Member] | Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	373	[1]	411	[1]
Charge-offs and Payments Applied	0	[2]	5	[2]
Total Impaired Loans	373	[3]	406	[3]
Related Allowance for Loan Losses	24		36
Coverage %	6.40%	[4]	10.00%	[4]
Accrual [Member] | Indirect [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	1	[1]	2	[1]
Charge-offs and Payments Applied	0	[2]	1	[2]
Total Impaired Loans	1	[3]	1	[3]
Related Allowance for Loan Losses	0		0
Coverage %	0.00%	[4]	50.00%	[4]
Accrual [Member] | Consumer Credit Card [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	2	[1]	'
Charge-offs and Payments Applied	0	[2]	'
Total Impaired Loans	2	[3]	'
Related Allowance for Loan Losses	0		'
Coverage %	0.00%	[4]	'
Accrual [Member] | Other Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	26	[1]	40	[1]
Charge-offs and Payments Applied	0	[2]	0	[2]
Total Impaired Loans	26	[3]	40	[3]
Related Allowance for Loan Losses	1		1
Coverage %	3.80%	[4]	2.50%	[4]
Accrual [Member] | Total Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Unpaid Principal Balance	799	[1]	1,554	[1]
Charge-offs and Payments Applied	8	[2]	19	[2]
Total Impaired Loans	791	[3]	1,535	[3]
Related Allowance for Loan Losses	$85		$181
Coverage %	11.60%	[4]	12.90%	[4]
[1]	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.
[2]	Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance.
[3]	Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses.
[4]	Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.

Allowance_For_Credit_Losses_In

Allowance For Credit Losses (Interest Income On Loans Modified in Troubled Debt Restructuring) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	$3,911	$4,832	$4,819
Interest Income Recognized	125	138	104
Commercial And Industrial [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	629	707	563
Interest Income Recognized	14	16	7
Commercial Real Estate Mortgage - Owner-Occupied [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	579	737	761
Interest Income Recognized	11	11	5
Commercial Real Estate Construction - Owner Occupied [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	38	23	30
Interest Income Recognized	1	0	0
Total Commercial [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	1,246	1,467	1,354
Interest Income Recognized	26	27	12
Commercial Investor Real Estate Mortgage [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	995	1,510	1,457
Interest Income Recognized	32	40	22
Commercial Investor Real Estate Construction [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	115	210	449
Interest Income Recognized	6	7	4
Total Investor Real Estate [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	1,110	1,720	1,906
Interest Income Recognized	38	47	26
Residential First Mortgage [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	1,114	1,157	1,086
Interest Income Recognized	38	39	41
Home Equity Line of Credit [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	406	439	410
Interest Income Recognized	21	22	21
Indirect [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	2	2	2
Interest Income Recognized	0	0	0
Consumer Credit Card [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	1	0	0
Interest Income Recognized	0	0	0
Other Consumer [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	32	47	61
Interest Income Recognized	2	3	4
Total Consumer [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Average Balance	1,555	1,645	1,559
Interest Income Recognized	$61	$64	$66

Allowance_For_Credit_Losses_Lo

Allowance For Credit Losses (Loans By Class Modified In TDR) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	3,541	4,761
Recorded investment	$1,960	$2,749
Increase in Allowance at Modification	34	59
Commercial And Industrial [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	450	623
Recorded investment	566	668
Increase in Allowance at Modification	2	3
Commercial Real Estate Mortgage - Owner-Occupied [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	384	424
Recorded investment	311	391
Increase in Allowance at Modification	4	4
Commercial Real Estate Construction - Owner Occupied [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	6	8
Recorded investment	31	7
Increase in Allowance at Modification	0	0
Total Commercial [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	840	1,055
Recorded investment	908	1,066
Increase in Allowance at Modification	6	7
Commercial Investor Real Estate Mortgage [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	432	604
Recorded investment	687	1,188
Increase in Allowance at Modification	4	9
Commercial Investor Real Estate Construction [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	83	205
Recorded investment	138	128
Increase in Allowance at Modification	0	1
Total Investor Real Estate [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	515	809
Recorded investment	825	1,316
Increase in Allowance at Modification	4	10
Residential First Mortgage [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	1,044	1,394
Recorded investment	182	289
Increase in Allowance at Modification	21	37
Home Equity Line of Credit [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	619	1,014
Recorded investment	38	70
Increase in Allowance at Modification	3	5
Consumer Credit Card [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	241	'
Recorded investment	3	'
Increase in Allowance at Modification	0	'
Indirect And Other Consumer [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	282	489
Recorded investment	4	8
Increase in Allowance at Modification	0	0
Total Consumer [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Obligors	2,186	2,897
Recorded investment	227	367
Increase in Allowance at Modification	$24	$42

Allowance_For_Credit_Losses_Lo1

Allowance For Credit Losses (Loans Modified In Past Twelve Months Which Subsequently Defaulted) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	$236	$466
Commercial And Industrial [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	33	114
Commercial Real Estate Mortgage - Owner-Occupied [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	30	55
Commercial Real Estate Construction - Owner Occupied [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	0	1
Total Commercial [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	63	170
Commercial Investor Real Estate Mortgage [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	92	186
Commercial Investor Real Estate Construction [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	26	24
Total Investor Real Estate [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	118	210
Residential First Mortgage [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	50	68
Home Equity Line of Credit [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	5	18
Total Consumer [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Defaulted during period where modified in a TDR, twelve months prior to modification	$55	$86

Servicing_of_Financial_Assets_1

Servicing of Financial Assets (Analysis Of Mortgage Servicing Rights Under The Fair Value Measurement Method) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2013	Dec. 31, 2012	Mar. 29, 2013
In Millions, unless otherwise specified					Mortgage Servicing Rights [Member]	Mortgage Servicing Rights [Member]	Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'	'	'
Carrying value, beginning of period	$2,892	[1]	$4,714	[1]	$191	$182	'
Additions	'		'		84	60	'
Increase in fair value, due to change in valuation inputs or assumptions	'		'		55	-20	'
Increase in fair value, economic amortization associated with borrower repayments	'		'		-33	-31	'
Carrying value, end of period	297		191		297	191	'
Unpaid principal balance	28,075		25,796		'	'	3,000
Mortgage servicing rights purchased	'		'		'	'	$28
[1]	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.

Servicing_of_Financial_Assets_2

Servicing of Financial Assets (Data And Assumptions Used In The Fair Value Calculation As Well As The Valuation's Sensitivity To Rate Fluctuations Related To Mortgage Servicing Rights) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
	BasisPoint	BasisPoint
Disclosure Loan Servicing Data And Assumptions Used In Fair Value Calculation As Well As Valuations Sensitivity To Rate Fluctuations Related To Mortgage Servicing Rights [Abstract]	'	'
Unpaid principal balance	$28,075	$25,796
Weighted-average prepayment speed (CPR; percentage)	8.20%	17.60%
Estimated impact on fair value of a 10% increase	-11	-13
Estimated impact on fair value of a 20% increase	-21	-23
Option-adjusted spread (basis points)	895	754
Estimated impact on fair value of a 10% increase	-10	-4
Estimated impact on fair value of a 20% increase	($20)	($9)
Weighted-average coupon interest rate	4.50%	4.90%
Weighted-average servicing fee (basis points)	27.7	28.3
Weighted-average remaining maturity (months)	'279 months	'276 months

Servicing_of_Financial_Assets_3

Servicing of Financial Assets (Schedule Of Fees Resulting From The Servicing Of Mortgage Loans) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Disclosure Loan Servicing Schedule Of Fees Resulting From Servicing Of Mortgage Loans [Abstract]	'	'	'
Servicing related fees and other ancillary income	$86	$83	$85

Servicing_of_Financial_Assets_4

Servicing of Financial Assets (Analysis Of Repurchase Liability Related To Mortgage Loans Sold With Representations And Warranty Provisions) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Disclosure Loan Servicing Analysis Of Repurchase Liability Related To Mortgage Loans Sold With Representations And Warranty Provisions [Abstract]	'	'
Beginning balance	$40	$32
Additions	31	41
Losses	-32	-33
Ending balance	$39	$40

Premises_and_Equipment_Schedul

Premises and Equipment (Schedule of Premises and Equipment)(Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Property, Plant and Equipment [Line Items]	'	'
Land	$520	$525
Premises and improvements	1,745	1,727
Furniture and equipment	1,000	1,010
Software	393	303
Leasehold Improvements	396	396
Construction in Progress	141	175
Property and equipment, gross	4,195	4,136
Accumulated depreciation and amortization	-1,979	-1,857
Premises and equipment, net	$2,216	$2,279

Intangible_Assets_Schedule_Of_

Intangible Assets (Schedule Of Goodwill By Segment) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Indefinite-lived Intangible Assets [Line Items]	'	'
Goodwill	$4,816	$4,816
Business Services [Member]	'	'
Indefinite-lived Intangible Assets [Line Items]	'	'
Goodwill	2,552	2,552
Consumer Services [Member]	'	'
Indefinite-lived Intangible Assets [Line Items]	'	'
Goodwill	1,797	1,797
Wealth Management [Member]	'	'
Indefinite-lived Intangible Assets [Line Items]	'	'
Goodwill	$467	$467

Intangible_Assets_Intangible_A

Intangible Assets Intangible Assets (Schedule of Goodwill) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Intangible Assets [Abstract]	'	'
Goodwill	$4,816	$4,816

Intangible_Assets_Schedule_Of_1

Intangible Assets (Schedule Of Assumptions Used In Estimating Fair Value) (Details)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012
Business Services [Member]	'		'
Intangible Assets By Major Class [Line Items]	'		'
Discount Rate Used In Income Approach	12.00%		14.00%
Public Company Method Market Multiplier	1.2	[1]	1.2	[2]
Transaction Method Market Multiplier	1.5	[3]	1.3	[3]
Consumer Services [Member]	'		'
Intangible Assets By Major Class [Line Items]	'		'
Discount Rate Used In Income Approach	12.00%		13.00%
Public Company Method Market Multiplier	1.2	[1]	1	[2]
Transaction Method Market Multiplier	1.5	[3]	1.3	[3]
Wealth Management [Member]	'		'
Intangible Assets By Major Class [Line Items]	'		'
Discount Rate Used In Income Approach	12.00%		13.00%
Public Company Method Market Multiplier	15.4	[1]	14	[2]
Transaction Method Market Multiplier	25.2	[3]	25.2	[3]
[1]	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings. In addition to the multipliers, a 30 percent control premium was assumed for the Business Services reporting unit, a 35 percent control premium was assumed for the Consumer Services reporting unit and a 30 percent control premium was assumed for the Wealth Management reporting unit based on current market factors. Because the control premium considers potential revenue synergies and cost savings for similar financial services transactions, reporting units operating in businesses that have greater barriers to entry tend to have greater control premiums.
[2]	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings. In addition to the multipliers, a 20 percent control premium was assumed for the Business Services reporting unit, a 40 percent control premium was assumed for the Consumer Services reporting unit and a 30 percent control premium was assumed for the Wealth Management reporting unit based on current market factors. Because the control premium considers potential revenue synergies and cost savings for similar financial services transactions, reporting units operating in businesses that have greater barriers to entry tend to have greater control premiums.
[3]	For the Business Services and Consumer Services reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings.

Intangible_Assets_Intangible_A1

Intangible Assets Intangible Assets (Schedule of Assumptions Used in Estimating Fair Value) (Paranthetical) (Details)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Business Services [Member]	'	'
Intangible Assets By Major Class [Line Items]	'	'
Fair Value Measurements Intangible Assets Control Premium Percent	30.00%	20.00%
Consumer Services [Member]	'	'
Intangible Assets By Major Class [Line Items]	'	'
Fair Value Measurements Intangible Assets Control Premium Percent	35.00%	40.00%
Wealth Management [Member]	'	'
Intangible Assets By Major Class [Line Items]	'	'
Fair Value Measurements Intangible Assets Control Premium Percent	30.00%	30.00%

Intangible_Assets_Intangible_A2

Intangible Assets Intangible Assets (Schedule of Core Deposit Intangible Assets) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Finite-Lived Intangible Assets [Line Items]	'	'	'
Amortization of Intangible Assets	($26)	($27)	'
Core Deposits [Member]	'	'	'
Finite-Lived Intangible Assets [Line Items]	'	'	'
Finite-Lived Intangible Assets, Net	148	176	259
Finite-Lived Intangible Assets, Accumulated Amortization	-863	-835	-752
Amortization of Intangible Assets	($28)	($83)	'

Intangible_Assets_Intangible_A3

Intangible Assets Intangible Assets (Schedule of Other Intangible Assets) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Other Intangible Assets [Line Items]	'	'
Other Intangible Assets Net Book Value	$147	$169
Amortization of Intangible Assets	$26	$27

Intangible_Assets_Intangible_A4

Intangible Assets Intangible Assets (Aggregate Amount of Amortization Expense) (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Intangible Assets [Abstract]	'
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	$50
Finite-Lived Intangible Assets, Amortization Expense, Year Two	45
Finite-Lived Intangible Assets, Amortization Expense, Year Three	40
Finite-Lived Intangible Assets, Amortization Expense, Year Four	36
Finite-Lived Intangible Assets, Amortization Expense, Year Five	$30

Intangible_Narrative_Details

Intangible (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Intangible Assets [Line Items]	'	'	'
Finite Lived Intangible Assets Amortization Period Minimum	'2 years	'	'
Finite Lived Intangible Assets Amortization Period Maximum	'15 years	'	'
Goodwill, Impairment Loss	$0	$0	$745

Deposits_Deposits_Schedule_of_

Deposits Deposits (Schedule of Interest Bearing Deposits) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Deposits:	'	'
Deposits, Savings Deposits	$6,050	$5,760
Interest-bearing Domestic Deposit, Demand	20,789	21,096
Interest-bearing Domestic Deposit, Money Market	25,635	24,901
Interest-bearing Foreign Deposit, Money Market	220	311
Time Deposits	9,608	13,443
Customer Deposits	62,302	65,511
Treasury Time Deposits	68	0
Interest-bearing Deposit Liabilities	$62,370	$65,511

Deposits_Deposits_Schedule_of_1

Deposits Deposits (Schedule of Aggregate Amount of Maturities of All Time Deposits) (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Deposits:	'
Time Deposit Maturities, Next Twelve Months	$4,577
Time Deposit Maturities, Year Two	1,751
Time Deposit Maturities, Year Three	1,602
Time Deposit Maturities, Year Four	1,025
Time Deposit Maturities, Year Five	699
Time Deposit Maturities, after Year Five	22
Aggregate amount of maturities of all time deposits	$9,676

Deposits_Narrative_Details

Deposits Narrative (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Time Deposits [Line Items]	'	'
Time Deposits, $100,000 or More	$3.40	$5

ShortTerm_Borrowings_ShortTerm1

Short-Term Borrowings Short-Term Borrowings (Schedule Of Short-Term Borrowings) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Short-term Debt [Line Items]	'	'
Total short-term borrowings	$2,182	$1,574
Company Funding Sources [Member]	'	'
Short-term Debt [Line Items]	'	'
Federal Funds Purchased	11	21
Customer Related Borrowings [Member]	'	'
Short-term Debt [Line Items]	'	'
Securities Sold under Agreements to Repurchase	2,171	1,428
Customer Collateral	0	125
Total short-term borrowings	$2,171	$1,553

Recovered_Sheet1

Short-Term Borrowings Short-term Borrowings (Narrative) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Federal Funds Purchased [Member]	'	'	'
Short-term Debt [Line Items]	'	'	'
Weighted Average Maturity Period	'2 days	'2 days	'
Short-term Debt, Weighted Average Interest Rate	0.10%	0.10%	0.10%
Maximum Borrowing From Federal Reserve Bank	$22,200,000,000	'	'
Customer Related Borrowings [Member]	'	'	'
Short-term Debt [Line Items]	'	'	'
Customer Collateral	$0	125,000,000	'

LongTerm_Borrowings_Details

Long-Term Borrowings (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Debt Instrument [Line Items]	'	'
Long-term Debt	$4,830	$5,861
Parent Company [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	2,161	2,567
Parent Company [Member] | Senior Notes Due April Two Thousand Thirteen Four Point Eight Seven Five Percent [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	0	250
Parent Company [Member] | Seven Point Seven Five Senior Notes Due November Two Thousand Fourteen [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	349	696
Parent Company [Member] | Senior Notes Due June Two Thousand Fifteen Five Point Seven Five Percent [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	498	497
Parent Company [Member] | Two Percent Senior Notes Due May 2018 [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	748	0
Parent Company [Member] | Seven Point Seven Five Percent Subordinated Notes Due September Two Thousand Twenty Four [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	100	100
Parent Company [Member] | Six Point Seven Five Percent Subordinated Debentures Due November Two Thousand Twenty Five [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	161	161
Parent Company [Member] | Seven Point Three Seven Five Percent Subordinated Notes Due December Two Thousand Thirty Seven [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	300	300
Parent Company [Member] | Six Point Six Two Five Percent Junior Subordinated Notes Due May Two Thousand Forty Seven [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	0	498
Parent Company [Member] | Other Long Term Debt [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	0	3
Parent Company [Member] | Valuation Adjustments On Hedged Long Term Debt [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	5	62
Regions Bank [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	2,669	3,294
Regions Bank [Member] | Other Long Term Debt [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	58	174
Regions Bank [Member] | Valuation Adjustments On Hedged Long Term Debt [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	6	16
Regions Bank [Member] | Federal Home Loan Bank Advances [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	1,009	1,010
Regions Bank [Member] | Four Point Eight Five Percent Subordinated Notes Due April Two Thousand Thirteen [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	0	499
Regions Bank [Member] | Five Point Two Zero Percent Subordinated Notes Due April Two Thousand Fifteen [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	349	348
Regions Bank [Member] | Seven Point Five Zero Percent Subordinated Notes Due May Two Thousand Eighteen [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	750	750
Regions Bank [Member] | Six Point Four Five Percent Subordinated Notes Due June Two Thousand Thirty Seven [Member]	'	'
Debt Instrument [Line Items]	'	'
Long-term Debt	$497	$497

LongTerm_Borrowings_LongTerm_D

Long-Term Borrowings Long-Term Debt Maturities (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Maturities of Long-Term Debt [Line Items]	'	'
Long-term Debt	$4,830	$5,861
Parent Company [Member]	'	'
Schedule of Maturities of Long-Term Debt [Line Items]	'	'
Long-term Debt, Maturities, Repayments of Principal in Next Twelve Months	357	'
Long-term Debt, Maturities, Repayments of Principal in Year Two	515	'
Long-term Debt, Maturities, Repayments of Principal in Year Three	0	'
Long-term Debt, Maturities, Repayments of Principal in Year Four	0	'
Long-term Debt, Maturities, Repayments of Principal in Year Five	728	'
Long-term Debt, Maturities, Repayments of Principal after Year Five	561	'
Long-term Debt	2,161	2,567
Regions Bank [Member]	'	'
Schedule of Maturities of Long-Term Debt [Line Items]	'	'
Long-term Debt, Maturities, Repayments of Principal in Next Twelve Months	1,002	'
Long-term Debt, Maturities, Repayments of Principal in Year Two	357	'
Long-term Debt, Maturities, Repayments of Principal in Year Three	3	'
Long-term Debt, Maturities, Repayments of Principal in Year Four	4	'
Long-term Debt, Maturities, Repayments of Principal in Year Five	753	'
Long-term Debt, Maturities, Repayments of Principal after Year Five	550	'
Long-term Debt	$2,669	$3,294

LongTerm_Borrowings_Long_Term_

Long-Term Borrowings Long Term Borrowings Narrative (Details) (USD $)

12 Months Ended

12 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Six Point Six Two Five Percent Junior Subordinated Notes Due May Two Thousand Forty Seven [Member]

Federal Home Loan Bank Advances [Member]

Federal Home Loan Bank Advances [Member]

Federal Home Loan Bank Advances [Member]

Bank Note Program [Member]

Subordinated Notes [Member]

Subordinated Notes [Member]

2014 Senior Notes [Member]

Other Long Term Debt [Member]

Other Long Term Debt [Member]

Other Long Term Debt [Member]

Trust Preferred Securities [Member]

Parent Company [Member]

Parent Company [Member]

Parent Company [Member]

Parent Company [Member]

Parent Company [Member]

Union Planters Preferred Funding Corp [Member]

agreements

Seven Point Seven Five Senior Notes Due November Two Thousand Fourteen [Member]

Two Percent Senior Notes Due May 2018 [Member]

Preferred Stock [Member]

Debt Instrument [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number Of Issuances Of Debt

'

'

'

'

'

'

'

'

'

6

'

'

'

'

'

'

'

'

'

'

'

Bank Note Available To Be Issued Under Companys Bank Note Program

'

'

'

'

'

'

'

$5,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Aggregate Principal Amount Purchased in conjunction with Tender Offer

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

350,000,000

'

'

Gains (Losses) on Extinguishment of Debt

-61,000,000

-11,000,000

0

6,000,000

'

'

'

'

'

'

27,000,000

5,000,000

24,000,000

'

'

32,000,000

11,000,000

0

'

'

'

Proceeds from Issuance of Long-term Debt

750,000,000

0

1,001,000,000

'

'

'

'

'

2,200,000,000

'

'

'

'

'

'

750,000,000

0

0

'

750,000,000

'

Extinguishment of Debt, Amount

'

'

'

'

'

'

'

'

'

'

'

'

'

18,000,000

3,000,000

'

'

'

'

'

100,000,000

Long Term Borrowings Weighted Average Interest Rate

4.80%

4.70%

3.30%

'

1.40%

1.40%

1.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Maturity Period In Years Of Other Fhlb Advances With Maturities Minimum

'

'

'

'

'1 year

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Maturity Period In Years Of Other Fhlb Advances With Maturities Maximum

'

'

'

'

'18 years

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Borrowing Availability Based On Assets Available For Collateral

'

'

'

'

$9,600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Maturity Period In Days Of Senior Notes With Maturities Minimum

'

'

'

'

'

'

'

'30 days

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Maturity Period In Years Of Senior Notes With Maturities Maximum

'

'

'

'

'

'

'

'15 years

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Maturity Period In Years Of Subordinated Notes With Maturities Minimum

'

'

'

'

'

'

'

'5 years

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Maturity Period In Years Of Subordinated Notes With Maturities Maximum

'

'

'

'

'

'

'

'30 years

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Interest Rate, Stated Percentage Rate Range, Minimum

'

'

'

'

'

'

'

'

5.20%

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Interest Rate, Stated Percentage Rate Range, Maximum

'

'

'

'

'

'

'

'

7.75%

'

'

'

'

'

'

'

'

'

'

'

'

Regulatory_Capital_Requirement2

Regulatory Capital Requirements and Restrictions Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'		'
Tier 1 Capital, Amount	$11,258		$11,134
Total Capital, Amount	14,200		14,272
Leverage, Amount	11,258		11,134
Tier 1 Capital, Ratio	11.68%		12.00%
Total Capital, Ratio	14.73%		15.38%
Leverage, Ratio	10.03%	[1]	9.65%	[1]
Tier 1 Capital, Minimum Requirement	4.00%		4.00%
Total Capital, Minimum Requirement	8.00%		8.00%
Leverage, Minimum Requirement	3.00%	[1]	3.00%	[1]
Tier 1 Capital, To Be Well Capitalized	6.00%		6.00%
Total Capital, To Be Well Capitalized	10.00%		10.00%
Leverage, To Be Well Capitalized	5.00%	[1]	5.00%	[1]
Regions Bank [Member]	'		'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'		'
Tier 1 Capital, Amount	11,965		12,246
Total Capital, Amount	14,341		14,818
Leverage, Amount	$11,965		$12,246
Tier 1 Capital, Ratio	12.46%		13.25%
Total Capital, Ratio	14.94%		16.04%
Leverage, Ratio	10.67%	[1]	10.65%	[1]
Tier 1 Capital, Minimum Requirement	4.00%		4.00%
Total Capital, Minimum Requirement	8.00%		8.00%
Leverage, Minimum Requirement	3.00%	[1]	3.00%	[1]
Tier 1 Capital, To Be Well Capitalized	6.00%		6.00%
Total Capital, To Be Well Capitalized	10.00%		10.00%
Leverage, To Be Well Capitalized	5.00%	[1]	5.00%	[1]
[1]	(1) The Leverage ratio requires an additional 100 to 200 basis-point cushion, in certain circumstances, of adjusted quarterly average assets.

Regulatory_Capital_Requirement3

Regulatory Capital Requirements and Restrictions Narrative (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'		'
Leverage Ratio Minimum Number Of Basis Point Cushion	100		100
Leverage Ratio Maximum Number Of Basis Point Cushion	200		200
Total Capital, Ratio	14.73%		15.38%
Total Capital, To Be Well Capitalized	10.00%		10.00%
Tier 1 Capital, To Be Well Capitalized	6.00%		6.00%
Leverage, Minimum Requirement	3.00%	[1]	3.00%	[1]
Maximum [Member]	'		'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'		'
Excess Tier One Leverage Capital to Average Assets	2.00%		'
Statutory Requirement Percentage Of Net Earnings For Dividends	90.00%		'
Minimum [Member]	'		'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'		'
Total Capital, Ratio	8.00%		'
Percentage Of Capital To Be Consisted Of Common Equity Undivided Profits And Non Cumulative Perpetual Preferred Stock Senior Perpetual Preferred Stock	50.00%		'
Capital Consisted Of Common Equity Undivided Profits And Non Cumulative Perpetual Preferred Stock Senior Perpetual Preferred Stock To Risk Weighted Assets Ratio	4.00%		'
Excess Tier One Leverage Capital to Average Assets	1.00%		'
Percentage Of Statutory Requirement For Bank Surplus	20.00%		'
Banking Regulatory Agencies [Member]	'		'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'		'
Leverage, Minimum Requirement	3.00%		'
Collins Amendment [Member]	'		'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'		'
Preferred Equity Exempt From Amendment	450		'
[1]	(1) The Leverage ratio requires an additional 100 to 200 basis-point cushion, in certain circumstances, of adjusted quarterly average assets.

Recovered_Sheet2

Stockholders' Equity And Accumulated Other Comprehensive Income (Loss) (Narrative) (Details) (USD $)

0 Months Ended

1 Months Ended

12 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

1 Months Ended

1 Months Ended

In Millions, except Share data, unless otherwise specified

Mar. 19, 2013

Mar. 19, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Nov. 14, 2008

Dec. 31, 2013

Dec. 31, 2012

Mar. 19, 2012

31-May-12

Dec. 31, 2012

Apr. 04, 2012

Dec. 31, 2013

Nov. 01, 2012

Nov. 01, 2012

Nov. 01, 2012

Common Stock [Member]

Common Stock [Member]

Common Stock [Member]

Additional Paid-In Capital [Member]

Additional Paid-In Capital [Member]

Series A Preferred Stock [Member]

Series A Preferred Stock [Member]

Non Cumulative Perpetual Preferred Stock [Member]

Non Cumulative Perpetual Preferred Stock [Member]

Non Cumulative Perpetual Preferred Stock [Member]

Depositary Shares [Member]

Series A Preferred Stock [Member]

Series A Preferred Stock [Member]

Depositary Shares [Member]

Stockholders' Equity And Comprehensive Income (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Common stock, issued

'

'

1,419,006,360

1,454,626,952

'

'

'

'

153,000,000

'

'

'

'

'

'

'

Common stock price per share

'

$5.90

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net proceeds from issuance of common stock

'

$875

'

$875

'

'

'

$2

'

'

$873

'

'

'

'

'

Non-cumulative perpetual preferred stock, series a

'

'

'

'

'

3,500,000

'

'

'

'

'

'

'

'

'

20,000,000

Warrants received to purchase

'

'

'

'

'

48,300,000

'

'

'

'

'

'

'

'

'

'

Preferred stock quarterly dividend rate during the first five years, unless redeemed

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6.38%

Non-cumulative perpetual preferred stock, series A par value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1

Preferred stock, liquidation preference of per share

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,000

$25

Proceeds Net of issuance costs

'

'

'

'

'

'

'

'

'

'

'

'

'

486

'

'

Preferred dividends

'

'

32

'

175

'

'

'

'

'

'

'

32

'

'

'

Repurchased shares of stock

'

'

'

'

'

'

'

'

'

'

'

3,500,000

'

'

'

'

Payments for Repurchase of Common Stock

'

'

340

0

0

'

'

'

'

'

'

'

'

'

'

'

Common Stock, Dividends, Per Share, Declared

'

'

$0.10

$0.04

$0.04

'

'

'

'

'

'

'

'

'

'

'

Payments for Repurchase of Warrants

'

'

'

'

'

'

'

'

'

45

'

'

'

'

'

'

Common shares available for repurchase

'

'

'

23,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Common stock purchase plan

$350

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock repurchased and retired during the period, shares

'

'

36,000,000

'

'

'

36,000,000

'

'

'

'

'

'

'

'

'

Stockholders_Equity_and_Accumu2

Stockholders' Equity and Accumulated Other Comprehensive Income (Loss) (Schedule Of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Disclosure Stockholders Equity And Accumulated Other Comprehensive Income Loss Schedule Of Accumulated Other Comprehensive Income Loss [Abstract]	'	'	'
Other Comprehensive Income (Loss), Unrealized Losses on Securitites, Transfered to Held to Maturity	($64)	'	'
Accumulated Other Comprehensive Income (Loss), Held to Maturity, Net Securities Adjustment, Net of Tax	-64	0	'
Other Comprehensive Income (Loss), Unrealized Losses on Securitites, Transfered to Held to Maturity	-64	'	'
Unrealized gains on securities available for sale, Beginning of Period	436	322	78
Unrealized gains on securities available for sale, Net Change	-458	114	244
Unrealized gains on securities available for sale, End of Period	-22	436	322
Unrealized gains on derivative instruments designated as, Beginning of Period	93	84	-10
Unrealized gains on derivative instruments designated as, Net Change	-78	9	94
Unrealized gains on derivative instruments designated as, End of Period	15	93	84
Defined benefit pension plans and other post employment benefits, Beginning of Period	-464	-475	-328
Defined benefit pension plans and other post employment benefits, Net Change	216	11	-147
Defined benefit pension plans and other post employment benefits, End of Period	-248	-464	-475
Accumulated Other Comprehensive Income (Loss), Net of Tax, Period Start	65	-69	-260
Other comprehensive income, net of tax, Net Change	-384	134	191
Accumulated Other Comprehensive Income (Loss), Net of Tax, Period End	($319)	$65	($69)

Stockholders_Equity_and_Accumu3

Stockholders' Equity and Accumulated Other Comprehensive Income (Loss) Stockholders Equity and Accumulated Other Comprehensive Income (Loss)(Reclassification From Accumulated Other Comprehensive Income (Loss) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Reclassification From Accumulated Other Comprehensive Income (Loss) [Line Items]	'		'		'
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax	$4		$0		$0
Tax (expense) or benefit	-452		-482		28
Gain or Loss Reclassified from AOCI into Income	86	[1],[2]	67	[1],[2]	174	[1],[2]
Amortization of Prior Service Cost	1		1		1
Amortization of Actuarial Losses	-69		-71		-45
Reclassification From AOCI, Total	21	[3]	'		'
Unrealized Loss, Held to Maturity Securities [Member]	'		'		'
Reclassification From Accumulated Other Comprehensive Income (Loss) [Line Items]	'		'		'
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity into Income, Before Tax	-7	[3]	'		'
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax	-4	[3]	'		'
Tax (expense) or benefit	3	[3]	'		'
Unrealized Gains and Losses, Available-for-Sale Securities [Member]	'		'		'
Reclassification From Accumulated Other Comprehensive Income (Loss) [Line Items]	'		'		'
Tax (expense) or benefit	-9	[3]	'		'
Unrealized Gains And Losses On Available-for-Sale Securities, Net of Tax	17	[3]	'		'
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	26	[3]	'		'
Gains and Losses on Cash Flow Hedges [Member]	'		'		'
Reclassification From Accumulated Other Comprehensive Income (Loss) [Line Items]	'		'		'
Tax (expense) or benefit	-33	[3]	'		'
Gain and Loss on Cash Flow Hedges, Net of Tax	53	[3]	'		'
Gain or Loss Reclassified from AOCI into Income	86	[3]	'		'
Amortization of Defined Benefit Pension Items [Member]	'		'		'
Reclassification From Accumulated Other Comprehensive Income (Loss) [Line Items]	'		'		'
Amortization of Prior Service Cost	-1	[3],[4]	'		'
Amortization of Actuarial Losses	-69	[3],[4]	'		'
Amortization of Defined Benefit Pension Items, Total Before Tax	-70	[3]	'		'
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Tax	25	[3]	'		'
Amortization of Defined Benefit Pension Items, Net of Tax	($45)	[3]	'		'
[1]	Pre-tax
[2]	All cash flow hedges were highly effective for all periods presented, and the change in fair value attributed to hedge ineffectiveness was not material.
[3]	(1) Amounts in parentheses indicate reductions to net income.
[4]	(2) These accumulated other comprehensive income (loss) components are included in the computation of net periodic pension cost and are included in salaries and employee benefits on the consolidated statements of operations (see Note 17 for additional details).

Recovered_Sheet3

Earnings (Loss) Per Common Share (Computation Of Basic And Diluted Earnings (Loss) Per Common Share) (Details) (USD $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Disclosure Earnings Loss Per Common Share Computation Of Basic And Diluted Earnings Loss Per Common Share [Abstract]	'		'		'
Income from continuing operations	$1,135		$1,179		$189
Preferred stock dividends and accretion	-32		-129		-214
Income (loss) from continuing operations available to common shareholders	1,103		1,050		-25
Loss from discontinued operations, net of tax	-13		-59		-404
Net income (loss) available to common shareholders	$1,090		$991		($429)
Weighted-average common shares outstanding—basic	1,395		1,381		1,258
Weighted Average Number Diluted Shares Outstanding Adjustment	15		6		0
Weighted-average common shares outstanding—diluted	1,410		1,387		1,258
Earnings (loss) per common share from continuing operations:	'		'		'
Basic	$0.79	[1]	$0.76	[1]	($0.02)	[1]
Diluted	$0.78	[1]	$0.76	[1]	($0.02)	[1]
Earning (Loss) Per Common Share From Discontinued Operations [Abstract]	'		'		'
Basic	($0.01)	[1]	($0.04)	[1]	($0.32)	[1]
Diluted	($0.01)	[1]	($0.04)	[1]	($0.32)	[1]
Earnings (loss) per common share:	'		'		'
Basic	$0.78	[1]	$0.72	[1]	($0.34)	[1]
Diluted	$0.77	[1]	$0.71	[1]	($0.34)	[1]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	24		36		'
[1]	Certain per share amounts may not appear to reconcile due to rounding.

ShareBased_Payments_Narrative_

Share-Based Payments (Narrative) (Details) (USD $)	12 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'
Share equivalents factor, restricted stock granted	2.25	'	'
Share equivalent factor stock options	1	'	'
Common share equivalents subject to and available for distribution to recipients	100,000,000	'	'
Number of remaining share equivalents authorized for issuance under the long term compensation plan	53,000,000	'	'
Vesting period of stock options and restricted stock (in years)	'3 years	'	'
Pre Tax Amount Of Non Vested Stock Options And Restricted Stock Awards And Units Not Yet Recognized	$44	'	'
Weighted Average Period Of Nonvested Stock Options Restricted Stock Awards And Units And Performance Stock Units Not Yet Recognized In Years	'1 year 9 months 27 days	'	'
Issued Cash Settled Restricted Stock Units	0	259,000	867,000
Maximum [Member]	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'
Performance Based Restricted Stock Performance Period	'3 years	'	'
Number of years within the adoption of stock option and long-term incentive compensation plans that awards may be granted	'10 years	'	'

ShareBased_Payments_ShareBased

Share-Based Payments Share-Based Payments (Summary Of Compensation Costs Recognized In The Consolidated Statements of Operations) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'	'	'
Restricted stock awards	$35	$23	$10
Stock options	5	7	9
Cash Settled Restricted Stock Units	0	3	3
Tax benefits related to compensation cost	-15	-12	-8
Compensation cost of share-based compensation awards, net of tax	$25	$21	$14

ShareBased_Payments_ShareBased1

Share-Based Payments Share-Based Payments (Summary Of Weighted-Average Assumptions Used And The Weighted-Average Estimated Fair Values Related To Stock Options Granted) (Details) (USD $)	12 Months Ended
	Dec. 31, 2011
Schedule Of Weighted Average Assumptions For Fair Values Of Stock Options [Abstract]	'
Expected option life	'5 years 9 months 18 days
Expected volatility	75.50%
Expected dividend yield	2.30%
Risk-free interest rate	2.00%
Fair value	$3.66

ShareBased_Payments_Summary_Of

Share-Based Payments (Summary Of Activity Related To Stock Options) (Details) (USD $)	12 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Disclosure Share Based Payments Summary Of Activity Related To Stock Options [Abstract]	'	'	'	'
Number of Options, Outstanding at beginning of period	38,258,204	46,351,349	54,999,626	'
Weighted-Average Exercise Price, Outstanding at beginning of period	$23.09	$23.62	$24.41	'
Average Intrinsic Value, at beginning of period	$11	$3	$11	'
Number of Options, Granted	0	0	1,451,200	'
Number of Options, Exercised	-934,790	-338,182	-18,442	'
Number of Options, Canceled/Forfeited	-5,196,179	-7,754,963	-10,081,035	'
Number of Options, Outstanding at end of period	32,127,235	38,258,204	46,351,349	54,999,626
Number of Options, Exercisable at end of period	31,657,014	'	'	'
Weighted-Average Exercise Price, Granted	$0	$0	$6.59	'
Weighted-Average Exercise Price, Exercised	$5.46	$4.07	$3.29	'
Weighted-Average Exercise Price, Canceled/Forfeited	$28.29	$27.06	$25.30	'
Weighted-Average Exercise Price, Outstanding at end of period	$22.81	$23.09	$23.62	$24.41
Weighted-Average Exercise Price, Exercisable at end of period	$23.05	'	'	'
Average Intrinsic Value, at end of period	35	11	3	11
Average intrinsic Value, Excercisable at end of period	$34	'	'	'
Weighted-Average Contractual Term (in years), Outstanding	'3 years 5 months 16 days	'3 years 11 months 27 days	'4 years 6 months 18 days	'4 years 9 months 4 days
Weighted-Average Contractual Term (in years), Excercisable	'3 years 4 months 24 days	'	'	'

ShareBased_Payments_Summary_Of1

Share-Based Payments (Summary Of Restricted Stock Award And Unit Activity) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Disclosure Share Based Payments Summary Of Restricted Stock Award And Unit Activity [Abstract]	'	'	'
Number of Shares, Non-vested at beginning of period	11,945,179	6,280,360	4,930,444
Number of Shares, Granted	6,385,841	8,461,987	2,705,834
Number of Shares, Vested	-1,584,532	-2,047,900	-1,206,373
Number of Shares, Forfeited	-534,290	-749,268	-149,545
Number of Shares, Non-vested at end of period	16,212,198	11,945,179	6,280,360
Weighted-Average Grant Date Fair Value, Non-vested at beginning of period	$6.15	$7.60	$12.13
Weighted-Average Grant Date Fair Value, Granted	$8.06	$5.86	$6.66
Weighted-Average Grant Date Fair Value, Vested	$7.03	$10.12	$23.36
Weighted-Average Grant Date Fair Value, Forfeited	$6.67	$4.22	$12.93
Weighted-Average Grant Date Fair Value, Non-vested at end of period	$6.83	$6.15	$7.60

Employee_Benefit_Plans_Narrati

Employee Benefit Plans Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Accumulated Benefit Obligation	$1,800,000,000	$2,000,000,000	'
Minimum Years Of Service For Eligible Employees Of Postretirement Plans	'1 year	'	'
Minimum Number Of Hours Worked By Employees	1,000	'	'
Automatic Cash Contribution	2.00%	2.00%	'
Defined Contribution Plan, Employer Matching Contribution, Percent	4.00%	4.00%	6.00%
Defined Contribution Plan, Cost Recognized	34,000,000	29,000,000	42,000,000
Matching Percentage Of Eligible Employee Compensation	'	'	100.00%
Defined Benefit Plan Current Health Care Cost Trend Rate	6.70%	'	'
Defined Benefit Plan, Ultimate Health Care Cost Trend Rate	4.50%	'	'
Defined Benefit Plan, Year that Rate Reaches Ultimate Trend Rate	'2027	'	'
Target Allocation For Defined Benefit Plan Equity Securities	51.00%	'	'
Target Allocation For Defined Benefit Plan Fixed Income Securities	32.00%	'	'
Target Allocation For Defined Benefit Plan Other Securities	17.00%	'	'
Number of shares held in plan assets relating to company's common stock (whole number)	2,855,618	'	'
Approximate percentage of company's common stock shares held in plan assets	2.00%	'	'
Market Value Of Companys Common Stock Held In Plan Assets	28,000,000	'	'
Cash Contribution Expense	14,000,000	12,000,000	'
Total Company Common Stock Shares Held Under Defined Contribution Plan	36,000,000	'	'
Dividends Earned By Defined Contribution Plan	3,000,000	1,000,000	1,000,000
Defined Benefit Plan, Benefit Obligation	1,942,000,000	2,167,000,000	1,986,000,000
Non-qualified Plans [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Benefit Obligation	165,000,000	163,000,000	145,000,000
Defined Benefit Postretirement Health Coverage [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Benefit Obligation	$23,000,000	$29,000,000	'

Employee_Benefit_Plans_Plans_C

Employee Benefit Plans (Plans' Change In Benefit Obligation, Plan Assets And The Funded Status Of The Pension Plan) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Projected Benefit Obligation, Beginning of Period	$2,167	$1,986	'
Service Cost	41	40	36
Interest Cost	90	90	91
Actuarial Losses (Gains)	-267	135	'
Benefit Payments	-86	-81	'
Administration Expenses	-3	-3	'
Projected Benefit Obligation, End of Period	1,942	2,167	1,986
Fair Value of Plan Assets, beginning of period	1,749	1,494	'
Actual Return on Plan Assets	143	191	'
Company Contributions	9	148	'
Benefit Payments	-86	-81	'
Administration Expenses	-3	-3	'
Fair Value of Plan Assets, end of period	1,812	1,749	1,494
Funded Status and Accrued Benefit Cost at Measurement Date	-130	-418	'
Other Assets (Liabilities)	-130	-418	'
Net Actuarial Loss (Gain)	410	755	'
Prior Service Cost (Credit)	2	3	'
Total amounts recognized in Accumulated Other Comprehensive (Income) Loss	412	758	'
Qualified [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Projected Benefit Obligation, Beginning of Period	2,004	1,841	'
Service Cost	38	37	33
Interest Cost	84	84	85
Actuarial Losses (Gains)	-269	119	'
Benefit Payments	-77	-74	'
Administration Expenses	-3	-3	'
Projected Benefit Obligation, End of Period	1,777	2,004	1,841
Fair Value of Plan Assets, beginning of period	1,749	1,494	'
Actual Return on Plan Assets	143	191	'
Company Contributions	0	141	'
Benefit Payments	-77	-74	'
Administration Expenses	-3	-3	'
Fair Value of Plan Assets, end of period	1,812	1,749	1,494
Funded Status and Accrued Benefit Cost at Measurement Date	35	-255	'
Other Assets (Liabilities)	35	-255	'
Net Actuarial Loss (Gain)	374	721	'
Prior Service Cost (Credit)	0	0	'
Total amounts recognized in Accumulated Other Comprehensive (Income) Loss	374	721	'
Non-qualified Plans [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Projected Benefit Obligation, Beginning of Period	163	145	'
Service Cost	3	3	3
Interest Cost	6	6	6
Actuarial Losses (Gains)	2	16	'
Benefit Payments	-9	-7	'
Administration Expenses	0	0	'
Projected Benefit Obligation, End of Period	165	163	145
Fair Value of Plan Assets, beginning of period	0	0	'
Actual Return on Plan Assets	0	0	'
Company Contributions	9	7	'
Benefit Payments	-9	-7	'
Administration Expenses	0	0	'
Fair Value of Plan Assets, end of period	0	0	0
Funded Status and Accrued Benefit Cost at Measurement Date	-165	-163	'
Other Assets (Liabilities)	-165	-163	'
Net Actuarial Loss (Gain)	36	34	'
Prior Service Cost (Credit)	2	3	'
Total amounts recognized in Accumulated Other Comprehensive (Income) Loss	$38	$37	'

Employee_Benefit_Plans_Compone

Employee Benefit Plans (Components Of Net Periodic Benefit Costs) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Service Cost	$41	$40	$36
Interest Cost	90	90	91
Expected Return on Plan Assets	-132	-115	-121
Amortization of Actuarial Losses	69	71	45
Amortization of Prior Service Cost	1	1	1
Net Periodic Pension Cost	69	87	52
Qualified [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Service Cost	38	37	33
Interest Cost	84	84	85
Expected Return on Plan Assets	-132	-115	-121
Amortization of Actuarial Losses	66	70	45
Amortization of Prior Service Cost	0	0	0
Net Periodic Pension Cost	56	76	42
Non-qualified Plans [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Service Cost	3	3	3
Interest Cost	6	6	6
Expected Return on Plan Assets	0	0	0
Amortization of Actuarial Losses	3	1	0
Amortization of Prior Service Cost	1	1	1
Net Periodic Pension Cost	$13	$11	$10

Employee_Benefit_Plans_Estimat

Employee Benefit Plans (Estimated Amounts That Will Be Amortized From Accumulated Other Comprehensive Income (Loss) Into Net Periodic Benefit Cost) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013
Qualified [Member]	'
Defined Benefit Plan Disclosure [Line Items]	'
Actuarial Loss	$21
Prior Service Cost (Credit)	0
Estimated amounts that will be amortized from accumulated other comprehensive income (loss) into net period benefit cost	21
Non-qualified Plans [Member]	'
Defined Benefit Plan Disclosure [Line Items]	'
Actuarial Loss	2
Prior Service Cost (Credit)	1
Estimated amounts that will be amortized from accumulated other comprehensive income (loss) into net period benefit cost	$3

Employee_Benefit_Plans_Weighte

Employee Benefit Plans (Weighted-Average Assumptions Used To Determine Benefit Obligations) (Details)	Dec. 31, 2013	Dec. 31, 2012
Qualified [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Discount rate	5.00%	4.25%
Rate of annual compensation increase	3.75%	3.75%
Non-qualified Plans [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Discount rate	4.50%	3.65%
Rate of annual compensation increase	3.75%	3.75%

Employee_Benefit_Plans_Weighte1

Employee Benefit Plans (Weighted-Average Assumptions Used To Determine Net Periodic Benefit Cost) (Details)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Qualified [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Discount rate	4.25%	4.60%	5.45%
Expected long-term rate of return on plan assets	7.75%	7.75%	8.25%
Rate of annual compensation increase	3.75%	3.75%	3.75%
Non-qualified Plans [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Discount rate	3.65%	4.35%	5.00%
Rate of annual compensation increase	3.75%	3.75%	4.00%

Employee_Benefit_Plans_Present

Employee Benefit Plans (Presentation Of The Fair Value Of Regions' Qualified Defined-Benefit Pension Plans' Financial Assets) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	$1,812	$1,749	$1,494
Cash and Cash Equivalents [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	30	31	'
Fixed Income Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	367	309	'
Fixed Income Securities [Member] | U S Government Obligations [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	135	130	'
Fixed Income Securities [Member] | Collateralized Mortgage Backed Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	5	8	'
Fixed Income Securities [Member] | Collateralized Mortgage Obligations [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	2	3	'
Fixed Income Securities [Member] | Obligations Of States And Political Subdivisions [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	1	1	'
Fixed Income Securities [Member] | Corporate Bonds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	171	167	'
Fixed Income Securities [Member] | Unit Investment Trust [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	53	0	'
Equity Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	287	258	'
Equity Securities [Member] | Domestic [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	271	253	'
Equity Securities [Member] | International [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	16	5	'
Mutual Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	101	348	'
Mutual Funds [Member] | Domestic [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	101	347	'
Mutual Funds [Member] | International [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	1	'
Collective Investment Trust Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	641	469	'
Collective Investment Trust Funds [Member] | Fixed Income Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	227	221	'
Collective Investment Trust Funds [Member] | Common Stock Fund [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	186	40	'
Collective Investment Trust Funds [Member] | International Fund [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	228	208	'
International Hedge Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	90	84	'
Real Estate Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	225	203	186
Private Equity Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	70	46	26
Other Assets [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	1	1	1
Level 1 [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	418	637	'
Level 1 [Member] | Cash and Cash Equivalents [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	30	31	'
Level 1 [Member] | Fixed Income Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Fixed Income Securities [Member] | U S Government Obligations [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Fixed Income Securities [Member] | Collateralized Mortgage Backed Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Fixed Income Securities [Member] | Collateralized Mortgage Obligations [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Fixed Income Securities [Member] | Obligations Of States And Political Subdivisions [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Fixed Income Securities [Member] | Corporate Bonds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Fixed Income Securities [Member] | Unit Investment Trust [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Equity Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	287	258	'
Level 1 [Member] | Equity Securities [Member] | Domestic [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	271	253	'
Level 1 [Member] | Equity Securities [Member] | International [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	16	5	'
Level 1 [Member] | Mutual Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	101	348	'
Level 1 [Member] | Mutual Funds [Member] | Domestic [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	101	347	'
Level 1 [Member] | Mutual Funds [Member] | International [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	1	'
Level 1 [Member] | Collective Investment Trust Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Collective Investment Trust Funds [Member] | Fixed Income Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Collective Investment Trust Funds [Member] | Common Stock Fund [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Collective Investment Trust Funds [Member] | International Fund [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | International Hedge Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Real Estate Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Private Equity Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 1 [Member] | Other Assets [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	1,098	862	'
Level 2 [Member] | Cash and Cash Equivalents [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Fixed Income Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	367	309	'
Level 2 [Member] | Fixed Income Securities [Member] | U S Government Obligations [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	135	130	'
Level 2 [Member] | Fixed Income Securities [Member] | Collateralized Mortgage Backed Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	5	8	'
Level 2 [Member] | Fixed Income Securities [Member] | Collateralized Mortgage Obligations [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	2	3	'
Level 2 [Member] | Fixed Income Securities [Member] | Obligations Of States And Political Subdivisions [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	1	1	'
Level 2 [Member] | Fixed Income Securities [Member] | Corporate Bonds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	171	167	'
Level 2 [Member] | Fixed Income Securities [Member] | Unit Investment Trust [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	53	0	'
Level 2 [Member] | Equity Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Equity Securities [Member] | Domestic [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Equity Securities [Member] | International [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Mutual Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Mutual Funds [Member] | Domestic [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Mutual Funds [Member] | International [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Collective Investment Trust Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	641	469	'
Level 2 [Member] | Collective Investment Trust Funds [Member] | Fixed Income Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	227	221	'
Level 2 [Member] | Collective Investment Trust Funds [Member] | Common Stock Fund [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	186	40	'
Level 2 [Member] | Collective Investment Trust Funds [Member] | International Fund [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	228	208	'
Level 2 [Member] | International Hedge Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	90	84	'
Level 2 [Member] | Real Estate Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Private Equity Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 2 [Member] | Other Assets [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	296	250	'
Level 3 [Member] | Cash and Cash Equivalents [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Fixed Income Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Fixed Income Securities [Member] | U S Government Obligations [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Fixed Income Securities [Member] | Collateralized Mortgage Backed Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Fixed Income Securities [Member] | Collateralized Mortgage Obligations [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Fixed Income Securities [Member] | Obligations Of States And Political Subdivisions [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Fixed Income Securities [Member] | Corporate Bonds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Fixed Income Securities [Member] | Unit Investment Trust [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Equity Securities [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Equity Securities [Member] | Domestic [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Equity Securities [Member] | International [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Mutual Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Mutual Funds [Member] | Domestic [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Mutual Funds [Member] | International [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Collective Investment Trust Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Collective Investment Trust Funds [Member] | Fixed Income Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Collective Investment Trust Funds [Member] | Common Stock Fund [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Collective Investment Trust Funds [Member] | International Fund [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | International Hedge Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	0	0	'
Level 3 [Member] | Real Estate Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	225	203	'
Level 3 [Member] | Private Equity Funds [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	70	46	'
Level 3 [Member] | Other Assets [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Fair Value of Plan Assets	$1	$1	'

Employee_Benefit_Plans_Rollfor

Employee Benefit Plans (Rollforward For Pension Plan Financial Assets Measured At Fair Value On A Recurring Basis Using Significant Unobservable Inputs (Level 3)) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified				Real Estate Funds [Member]	Real Estate Funds [Member]	Private Equity Funds [Member]	Private Equity Funds [Member]	Other Assets [Member]	Other Assets [Member]
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'	'	'	'	'	'
Fair Value of Plan Assets, beginning of period	$1,812	$1,749	$1,494	$203	$186	$46	$26	$1	$1
Net appreciation (depreciation) in fair value of investments	'	'	'	21	15	11	-2	0	0
Purchases, sales, issuances, and settlements, net	'	'	'	1	2	13	22	0	0
Fair Value of Plan Assets, end of period	1,812	1,749	1,494	225	203	70	46	1	1
The amount of total gains (losses) for the period attributable to the change in unrealized gains (losses) relating to assets still held	'	'	'	$21	$15	$11	($2)	$0	$0

Employee_Benefit_Plans_Informa

Employee Benefit Plans (Information About The Expected Cash Flows For The Pension Plans And Other Postretirmenet Benefits Plans) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013
Defined Benefit Plan Disclosure [Line Items]	'
Expected Employer Contributions: 2014	$0
Expected Employer Payments: 2014	82
Expected Employer Payments: 2015	85
Expected Employer Payments: 2016	88
Expected Employer Payments: 2017	91
Expected Employer Payments: 2018	95
Expected Employer Payments: 2019-2022	$539

Other_NII_NIE_Other_Non_Intere

Other NII & NIE Other Non Interest Income (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Other Income and Expenses [Abstract]	'	'	'
Insurance Commissions and Fees	$114	$109	$106
Capital Markets Fee Income and Other	87	83	36
Bank Owned Life Insurance Income	82	81	83
Commercial Credit Fee Income	65	68	80
Net Revenue Or (Loss) From Affordable Housing	-49	-49	-69
Credit Card Program Income	75	85	65
Other Miscellaneous Income	209	132	143
Other	$583	$509	$444

Other_NII_NIE_Other_Non_Intere1

Other NII & NIE Other Non Interest Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Other Income and Expenses [Abstract]	'	'	'
Professional And Legal Expenses	$132	$114	$175
Amortization Of Core Deposit Intangibles	28	83	95
Foreclosed Real Estate Expense	16	52	162
Credit Card Expenses	41	64	50
Federal Deposit Insurance Corporation Premium Expense	125	162	217
Gains (Losses) on Extinguishment of Debt	61	11	0
Regulatory Charge	58	0	0
Non Interest Expense On Branch Consolidation And Equipment Charges	5	0	75
(Gain) Loss On Sale Of Loans Held For Sale	-30	-61	1
Marketing Expense	98	87	62
Outside Fees And Services Expenses	106	82	62
Other Miscellaneous Expenses	453	526	443
Other Noninterest Expense	$1,093	$1,120	$1,342

Income_Taxes_Components_Of_Inc

Income Taxes Components Of Income Tax (Benefit) Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income Taxes [Abstract]	'	'	'
Current Federal Tax Expense (Benefit)	$88	($20)	$2
Current State and Local Tax Expense (Benefit)	19	16	1
Current Income Tax Expense (Benefit)	107	-4	3
Deferred Federal Income Tax Expense (Benefit)	356	383	1
Deferred State and Local Income Tax Expense (Benefit)	-11	103	-32
Deferred income tax expense (benefit)	345	486	-31
Income tax expense (benefit)	$452	$482	($28)

Income_Taxes_Income_Taxes_From

Income Taxes Income Taxes From Continuing Operations For Financial Reporting Purposes Differs From The Amount Computed By Applying The Statutory Federal Income Tax Rate Of 35% (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income Tax [Abstract]	'	'	'
Income Tax Reconciliation, Income Tax Expense (Benefit), at Federal Statutory Income Tax Rate	$555	$582	$56
Income Tax Reconciliation, State and Local Income Taxes	5	77	-20
Income Tax Reconciliation, Tax Credits	-108	-108	-107
Income Tax Reconciliation, Nondeductible Expense, Leases	38	24	24
Effective Income Tax Rate Reconciliation, Nondeductible Expense, Life Insurance, Amount	-33	-32	-34
Income Tax Reconciliation, Tax Exempt Income	-32	-29	-21
Income Tax Reconciliation Regulatory Charge	20	0	-17
Income Tax Reconciliation, Nondeductible Expense, Impairment Losses	0	0	89
Settlement Resulting From Federal Audit	0	-61	0
Income Tax Reconciliation, Nondeductible Expense, Other	7	29	2
Income tax expense (benefit)	$452	$482	($28)
Effective Income Tax Rate, Continuing Operations	28.50%	29.00%	-17.40%

Income_Taxes_Summary_Of_Signif

Income Taxes Summary Of Significant Components Of Deferred Tax Assets And Liabilities (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Income Taxes [Abstract]	'	'
Deferred Tax Assets, Tax Deferred Expense, Reserves and Accruals, Provision for Loan Losses	$539	$757
Net Unrealized Securities Gain Included In Other Comprehensive Income Deferred Tax Assets	196	0
Deferred Tax Assets Accrued Expenses	191	219
Deferred Tax Assets, Operating Loss Carryforwards	176	187
Deferred Tax Assets, Tax Deferred Expense, Compensation and Benefits, Employee Benefits	109	64
Federal Tax Credit Carryforwards Before Allowance	74	177
Deferred Tax Assets, Other	96	115
Deferred Tax Assets, Gross	1,381	1,519
Deferred Tax Assets, Valuation Allowance	-36	-70
Deferred Tax Assets, Net of Valuation Allowance	1,345	1,449
Deferred Tax Liabilities, Leasing Arrangements	413	344
Deferred Tax Liabilities, Goodwill and Intangible Assets	188	191
Deferred Tax Liabilities, Mortgage Servicing Rights	96	62
Deferred Tax Liabilities, Property, Plant and Equipment	15	17
Net Unrealized Securities Loss Included In Other Comprehensive Income Deferred Tax Liabilities	0	37
Deferred Tax Liabilities, Other	21	35
Deferred Tax Liabilities, Gross	733	686
Deferred Tax Assets, Net	$612	$763

Income_Taxes_Summary_Of_Detail

Income Taxes Summary Of Detail Of Tax Carryforwards (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013
General Business Credits Federal [Member]	'
Income Tax Contingency [Line Items]	'
Deferred Tax Asset Balance	64
Valuation Allowance	0
Net Deferred Tax Asset Balance	64
Alternate Minimum Tax Credits Federal [Member]	'
Income Tax Contingency [Line Items]	'
Deferred Tax Asset Balance	10
Valuation Allowance	0
Net Deferred Tax Asset Balance	10
Net Operating Losses States Date Range One [Member]	'
Income Tax Contingency [Line Items]	'
Pre Tax Earnings Necessary To Realize	1,515
Deferred Tax Asset Balance	72
Valuation Allowance	-8
Net Deferred Tax Asset Balance	64
Net Operating Losses States Date Range Two [Member]	'
Income Tax Contingency [Line Items]	'
Pre Tax Earnings Necessary To Realize	999
Deferred Tax Asset Balance	55
Valuation Allowance	-13
Net Deferred Tax Asset Balance	42
Net Operating Losses States Date Range Three [Member]	'
Income Tax Contingency [Line Items]	'
Pre Tax Earnings Necessary To Realize	992
Deferred Tax Asset Balance	49
Valuation Allowance	-10
Net Deferred Tax Asset Balance	39
Other Credits States [Member]	'
Income Tax Contingency [Line Items]	'
Deferred Tax Asset Balance	8
Valuation Allowance	-5
Net Deferred Tax Asset Balance	3
Minimum [Member] | General Business Credits Federal [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-31
Minimum [Member] | Net Operating Losses States Date Range One [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-14
Minimum [Member] | Net Operating Losses States Date Range Two [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-19
Minimum [Member] | Net Operating Losses States Date Range Three [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-26
Minimum [Member] | Other Credits States [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-14
Maximum [Member] | General Business Credits Federal [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-33
Maximum [Member] | Net Operating Losses States Date Range One [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-18
Maximum [Member] | Net Operating Losses States Date Range Two [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-25
Maximum [Member] | Net Operating Losses States Date Range Three [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-33
Maximum [Member] | Other Credits States [Member]	'
Income Tax Contingency [Line Items]	'
Other Tax Carryforward, Expiration Dates	31-Dec-18

Income_Taxes_Reconciliation_Of

Income Taxes Reconciliation Of Beginning And Ending Amount Of Unrecognized Tax Benefits (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income Taxes [Abstract]	'	'	'
Balance at beginning of year	$55	$94	$93
Unrecognized Tax Benefits, Increases Resulting from Current Period Tax Positions	2	24	6
Unrecognized Tax Benefits, Increases Resulting from Prior Period Tax Positions	4	11	10
Unrecognized Tax Benefits, Decreases Resulting from Prior Period Tax Positions	-10	-63	-10
Unrecognized Tax Benefits, Decreases Resulting from Settlements with Taxing Authorities	0	-11	-3
Unrecognized Tax Benefits, Reductions Resulting from Lapse of Applicable Statute of Limitations	0	0	-2
Balance at end of year	$51	$55	$94

Income_Taxes_Income_Taxes_Narr

Income Taxes Income Taxes (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income Tax Disclosure [Abstract]	'	'	'
Significant Change in Unrecognized Tax Benefits is Reasonably Possible, Estimated Range of Change, Upper Bound	$29	'	'
Discontinued Operations Income Tax Benefit	-11	-40	-4
Discontinued Operations Deferred Tax Effect Of Discontinued Operation	34	-52	8
Income Tax Effects Allocated Directly to Equity	0	6	7
Stock transactions under employee compensation plans effect on deferred tax asset	-5	-6	-7
Effective Income Tax Rate Reconciliation, at Federal Statutory Income Tax Rate	35.00%	'	'
Income Tax Expense Deductibility Of Regulatory Charge	'	'	27
Goodwill Impairment Charges Discontinued Operations	'	'	492
Tax Benefit Expense On Discontinued Operations Associated With Goodwill Impairment	'	'	14
Deferred Tax Assets, Net	612	763	'
Net Operating Losses And Tax Carryforwards	222	'	'
Deferred Tax Asset Liabilities Net With No Expiration Date	390	'	'
Tax Carryforwards Which Expire Before Twenty Twenty Six	109	'	'
Taxable Temporary Differences That Will Offset Amount Of Gross Deferred Tax Asset	752	'	'
Operating Loss Carryforwards, Valuation Allowance	36	70	'
Valuation Allowance, Deferred Tax Asset, Change in Amount	34	'	'
Company UTBs That Would Reduce Effective Tax Rate If Recognized In The Period	34	40	80
Interest Expense And Income Related To Income Taxes Before Impact Of Federal And State Deductions	2	0	-2
Liability For Interest Related To Income Taxes Before Impact Of Federal And State Deduction	$4	$1	'

Derivative_Financial_Instrumen2

Derivative Financial Instruments And Hedging Activities (Schedule Of Derivative Instruments Notional And Fair Values) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	$75,389		$101,837
Fair value of derivative assets	1,219	[1]	1,927	[1]
Fair value of derivative liabilities	1,301	[1]	1,825	[1]
Designated as Hedging Instrument [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	10,041		6,388
Fair value of derivative assets	75	[1]	115	[1]
Fair value of derivative liabilities	109	[1]	1	[1]
Designated as Hedging Instrument [Member] | Other liabilities [Member] | Interest Rate Swaps [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Liability derivatives in fair value hedging relationships	29	[1]	1	[1]
Liability derivatives in cash flow hedging relationships	80	[1]	0	[1]
Designated as Hedging Instrument [Member] | Other assets [Member] | Interest Rate Swaps [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Asset derivatives in fair value hedging relationships	70	[1]	113	[1]
Asset derivatives in cash flow hedging relationships	5	[1]	2	[1]
Not Designated as Hedging Instrument [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	65,348		95,449
Fair value of derivative assets	1,144	[1]	1,812	[1]
Fair value of derivative liabilities	1,192	[1]	1,824	[1]
Not Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	46,591		46,054
Not Designated as Hedging Instrument [Member] | Interest Rate Options [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	2,865		3,274
Not Designated as Hedging Instrument [Member] | Interest Rate Futures And Forward Commitments [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	13,357		43,908
Not Designated as Hedging Instrument [Member] | Other Contracts [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	2,535		2,213
Not Designated as Hedging Instrument [Member] | Other liabilities [Member] | Interest Rate Swaps [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Fair value of derivative liabilities	1,142	[1]	1,775	[1]
Not Designated as Hedging Instrument [Member] | Other liabilities [Member] | Interest Rate Options [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Fair value of derivative liabilities	4	[1]	4	[1]
Not Designated as Hedging Instrument [Member] | Other liabilities [Member] | Interest Rate Futures And Forward Commitments [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Fair value of derivative liabilities	2	[1]	13	[1]
Not Designated as Hedging Instrument [Member] | Other liabilities [Member] | Other Contracts [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Fair value of derivative liabilities	44	[1]	32	[1]
Not Designated as Hedging Instrument [Member] | Other assets [Member] | Interest Rate Swaps [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Fair value of derivative assets	1,078	[1]	1,746	[1]
Not Designated as Hedging Instrument [Member] | Other assets [Member] | Interest Rate Options [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Fair value of derivative assets	9	[1]	25	[1]
Not Designated as Hedging Instrument [Member] | Other assets [Member] | Interest Rate Futures And Forward Commitments [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Fair value of derivative assets	9	[1]	10	[1]
Not Designated as Hedging Instrument [Member] | Other assets [Member] | Other Contracts [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Fair value of derivative assets	48	[1]	31	[1]
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	4,241		5,388
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member]	'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'
Total derivatives, notional amounts	$5,800		$1,000
[1]	Derivatives in a net gain position are recorded as other assets and derivatives in a net loss position are recorded as other liabilities on the consolidated balance sheets.

Derivative_Financial_Instrumen3

Derivative Financial Instruments And Hedging Activities (Schedule Of The Effect Of Derivative Instruments On The Statements Of Operations) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Income on Derivatives	$8		$54		$53
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	41		53		150
Amount of Gain (Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	-78	[1],[2]	9	[1],[2]	93	[1],[2]
(Gain) or Loss Reclassified from AOCI into Income	86	[2],[3]	67	[2],[3]	174	[2],[3]
Interest Expense [Member] | Forward Starting Swaps [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	9	[1],[2]	9	[1],[2]	2	[1],[2]
(Gain) or Loss Reclassified from AOCI into Income	-15	[2],[3]	-15	[2],[3]	-11	[2],[3]
Interest Income On Loans [Member] | Interest Rate Swaps [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	-87	[1],[2]	0	[1],[2]	92	[1],[2]
(Gain) or Loss Reclassified from AOCI into Income	101	[2],[3]	82	[2],[3]	183	[2],[3]
Interest Income On Loans [Member] | Interest Rate Options [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	0	[1],[2]	0	[1],[2]	-2	[1],[2]
(Gain) or Loss Reclassified from AOCI into Income	0	[2],[3]	0	[2],[3]	4	[2],[3]
Interest Income On Loans [Member] | Eurodollar Future [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	0	[1],[2]	0	[1],[2]	1	[1],[2]
(Gain) or Loss Reclassified from AOCI into Income	0	[2],[3]	0	[2],[3]	-2	[2],[3]
Debt/CDs [Member] | Interest Expense [Member] | Interest Rate Swaps [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Income on Derivatives	57		104		173
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	8		12		15
Debt/CDs [Member] | Other Non-Interest Expense [Member] | Interest Rate Swaps [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Income on Derivatives	-76		-50		-74
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	66		41		89
Securities Available For Sale [Member] | Interest Expense [Member] | Interest Rate Swaps [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Income on Derivatives	-6		0		0
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	0		0		0
Securities Available For Sale [Member] | Other Non-Interest Expense [Member] | Interest Rate Swaps [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Income on Derivatives	33		0		0
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	-33		0		0
Securities Available For Sale [Member] | Other Non-Interest Expense [Member] | forward commitments [Member]	'		'		'
Derivative Instruments And Hedging Activities [Line Items]	'		'		'
Amount of Gain (Loss) Recognized in Income on Derivatives	0		0		-46
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	$0		$0		$46
[1]	After-tax
[2]	All cash flow hedges were highly effective for all periods presented, and the change in fair value attributed to hedge ineffectiveness was not material.
[3]	Pre-tax

Derivative_Financial_Instrumen4

Derivative Financial Instruments And Hedging Activities (Schedule Of Gains (Losses) Recognized Related To Derivatives Not Designated As Hedging Instruments) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	($11)		$107		$118
Capital Markets Fee Income and other [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	42	[1]	37	[1]	18	[1]
Mortgage Income [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	-53		70		100
Interest Rate Swaps [Member] | Capital Markets Fee Income and other [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	25		29		11
Interest Rate Swaps [Member] | Mortgage Income [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	-32		28		80
Interest Rate Options [Member] | Capital Markets Fee Income and other [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	2		-1		-3
Interest Rate Options [Member] | Mortgage Income [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	-18		7		2
Interest Rate Futures And Forward Commitments [Member] | Capital Markets Fee Income and other [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	1		-1		-1
Interest Rate Futures And Forward Commitments [Member] | Mortgage Income [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	-3		35		18
Other Contracts [Member] | Capital Markets Fee Income and other [Member]	'		'		'
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	$14		$10		$11
[1]	Capital markets fee income and other is included in Other income on the consolidated statements of operations.

Derivative_Financial_Instrumen5

Derivative Financial Instruments and Hedging Activities (Offsetting Derivatives) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Offsetting Derivative Asset Securities Purchased Under Agreements to Resell Securities Borrowed [Abstract]	'		'
Gross amounts subject to offsetting, assets	$1,165		$1,900
Gross amounts not subject to offsetting, assets	54		27
Gross amounts recognized, assets	1,219	[1]	1,927	[1]
Net amounts	774	[2]	1,095	[2]
Derivative Assets	445		832
Financial instruments	10		11
Cash collateral received/posted	0	[2]	88	[2]
Net amounts presented in the consolidated balance sheets	435		733
Offsetting Derivative Liability Securities Sold Under Agreements to Resell Securities Loaned [Abstract]	'		'
Gross Amounts subject to offsetting, liabilities	1,257		1,820
Gross amounts not subject to offsetting, liabilities	44		5
Gross amounts recognized, liabilities	1,301	[1]	1,825	[1]
Net amounts	1,233	[2]	1,095	[2]
Derivative Liabilities	68		730
Financial instruments	0		0
Net amounts presented in the consolidated balance sheets	44		52
Cash collateral received/posted	24	[2]	678	[2]
Cash collateral received, offset	42		55
Cash collateral posted, offset	501		827
Additional cash collateral posted	$61		$185
[1]	Derivatives in a net gain position are recorded as other assets and derivatives in a net loss position are recorded as other liabilities on the consolidated balance sheets.
[2]	Cash collateral totals are for netting counterparties only. In 2013, Regions began netting cash collateral received and posted against the net derivative asset or liability. At December 31, 2013, gross amounts of derivative assets and liabilities offset in the consolidated balance sheets presented above include cash collateral received of $42 million and cash collateral posted of $501 million, respectively. The cash collateral posted does not include the additional collateral posted in the form of an independent amount of $61 million. At December 31, 2012, cash collateral received and posted was not offset in the consolidated balance sheets. At December 31, 2012, the gross amounts of derivative assets and liabilities not offset in the consolidated balance sheets presented above include cash collateral received of $55 million and cash collateral posted of $827 million, respectively. The cash collateral posted includes the additional collateral posted in the form of an independent amount of $185 million.

Derivative_Financial_Instrumen6

Derivative Financial Instruments And Hedging Activities (Narrative) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2010
Disclosure Derivative Financial Instruments And Hedging Activities Narrative [Abstract]	'	'	'
Cash Flow Hedge Gain (Loss) Reclassified Into Oci After Tax	$63,000,000	$92,000,000	'
Pre-tax income related to amortization of cash flow hedges of loan and debt instruments	47,000,000	28,000,000	'
Cash flow hedge gain reclassified from other comprehensive income into earnings	111,000,000	'	'
Pre-tax net income related to amortization of discontinued cash flow hedges	50,000,000	'	'
Notional amount of interest rate lock commitments	267,000,000	775,000,000	'
Notional amount of forward rate commitments	636,000,000	1,900,000,000	'
Notional amount of forward rate commitments and futures contracts to hedge against mortgage servicing rights	3,400,000,000	4,700,000,000	'
Net credit risk on all trading and other derivative positions	453,000,000	713,000,000	'
Maximum potential future exposure on swap participations	44,000,000	'	'
Additional collateral related to derivative instruments with credit risk	61,000,000	'	195,000,000
Net fair value contracts containing credit-related termination liability position	290,000,000	'	'
Posted collateral - contracts containing credit-related termination provisions	334,000,000	'	'
Net fair value contracts not containing credit-related termination liability position	207,000,000	'	'
Posted collateral - contracts that do not contain credit-related termination provisions	223,000,000	'	'
Aggregate fair value of all derivative instruments with credit risk	364,000,000	499,000,000	'
Posted collateral related to derivative instruments with credit risk	$409,000,000	$641,000,000	'

Fair_Value_Measurements_Schedu

Fair Value Measurements (Schedule Of Assets And Liabilities At Fair Value Measured On A Recurring Basis And Non-Recurring Basis) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading account securities	$111		$116
Available-for-sale Securities	21,485		27,244
Mortgages Held-for-sale, Fair Value Disclosure	429		1,282
Mortgage servicing rights	297		191
Derivative Assets	445		832
Derivative Liabilities	68		730
Loans held for sale	429		1,282
US Treasury Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	56		52
Federal Agency Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	89		553
Obligations of States and Political Subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	5		9
Residential Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	15,677		21,277
Residential Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	9		13
Commercial Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	935		725
Commercial Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	1,211		1,098
Corporate and Other Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	2,827		2,835
Equity Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Equity Securities Excluded From Fair Value Measurement Federal Reserve	472		484
Equity Securities Excluded From Fair Value Measurement Federal Home Loan Bank	67		73
Available-for-sale Securities	676		682
Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading account securities	111		116
Available-for-sale Securities	193		177
Derivative Assets	0		0
Derivative Liabilities	0		0
Loans held for sale	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading account securities	111		116
Available-for-sale Securities	193		177
Mortgages Held-for-sale, Fair Value Disclosure	0		0
Mortgage servicing rights	0		0
Derivative Assets	0		0
Derivative Liabilities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | US Treasury Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	56		52
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Federal Agency Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Obligations of States and Political Subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Residential Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Commercial Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Commercial Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Corporate and Other Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Equity Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	137	[1]	125	[1]
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Futures And Forward Commitments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Other Contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Level 1 [Member] | Nonrecurring Fair Value Measurements [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans held for sale	0		0
Foreclosed Property And Other Real Estate Fair Value Adjustment	0		0
Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading account securities	0		0
Available-for-sale Securities	21,281		27,052
Derivative Assets	1,214		1,893
Derivative Liabilities	1,301		1,825
Loans held for sale	429		1,282
Level 2 [Member] | Recurring Fair Value Measurements [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading account securities	0		0
Available-for-sale Securities	20,742		26,495
Mortgages Held-for-sale, Fair Value Disclosure	429		1,282
Mortgage servicing rights	0		0
Derivative Assets	1,214		1,905
Derivative Liabilities	1,301		1,825
Level 2 [Member] | Recurring Fair Value Measurements [Member] | US Treasury Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Federal Agency Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	89		553
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Obligations of States and Political Subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	5		9
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Residential Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	15,677		21,277
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Commercial Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	935		725
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Commercial Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	1,211		1,098
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Corporate and Other Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	2,825		2,833
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Equity Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0	[1]	0	[1]
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	1,153		1,861
Derivative Liabilities	1,251		1,776
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	4		3
Derivative Liabilities	4		4
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Futures And Forward Commitments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	9		10
Derivative Liabilities	2		13
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Other Contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	48		31
Derivative Liabilities	44		32
Level 2 [Member] | Nonrecurring Fair Value Measurements [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans held for sale	0		0
Foreclosed Property And Other Real Estate Fair Value Adjustment	49		41
Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading account securities	0		0
Available-for-sale Securities	11		15
Derivative Assets	5		22
Derivative Liabilities	0		0
Loans held for sale	626		101
Level 3 [Member] | Recurring Fair Value Measurements [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading account securities	0		0
Available-for-sale Securities	11		15
Mortgages Held-for-sale, Fair Value Disclosure	0		0
Mortgage servicing rights	297		191
Derivative Assets	5		22
Derivative Liabilities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | US Treasury Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Federal Agency Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Obligations of States and Political Subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Residential Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	9		13
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Commercial Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Commercial Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Corporate and Other Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	2		2
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Equity Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	0	[1]	0	[1]
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	5		22
Derivative Liabilities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Futures And Forward Commitments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Other Contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	0		0
Derivative Liabilities	0		0
Level 3 [Member] | Nonrecurring Fair Value Measurements [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans held for sale	596		51
Foreclosed Property And Other Real Estate Fair Value Adjustment	18		40
Fair Value [Member] | Recurring Fair Value Measurements [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading account securities	111		116
Available-for-sale Securities	20,946		26,687
Mortgages Held-for-sale, Fair Value Disclosure	429		1,282
Mortgage servicing rights	297		191
Derivative Assets	1,219		1,927
Derivative Liabilities	1,301		1,825
Fair Value [Member] | Recurring Fair Value Measurements [Member] | US Treasury Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	56		52
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Federal Agency Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	89		553
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Obligations of States and Political Subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	5		9
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Residential Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	15,677		21,277
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	9		13
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Commercial Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	935		725
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Commercial Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	1,211		1,098
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Corporate and Other Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	2,827		2,835
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Equity Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale Securities	137	[1]	125	[1]
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	1,153		1,861
Derivative Liabilities	1,251		1,776
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	9		25
Derivative Liabilities	4		4
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Futures And Forward Commitments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	9		10
Derivative Liabilities	2		13
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Other Contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative Assets	48		31
Derivative Liabilities	44		32
Fair Value [Member] | Nonrecurring Fair Value Measurements [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans held for sale	596		51
Foreclosed Property And Other Real Estate Fair Value Adjustment	$67		$81
[1]	Excludes Federal Reserve Bank and Federal Home Loan Bank Stock totaling $472 million and $67 million at December 31, 2013 and $484 million and $73 million at December 31, 2012, respectively.

Fair_Value_Measurements_Rollfo

Fair Value Measurements (Rollforward For Assets And Liabilities Measured At Fair Value On A Recurring Basis With Level 3 Significant Unobservable Inputs) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Mortgage Servicing Rights [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	$191		$182		$267
Included in Earnings, Assets	22	[1]	-51	[1]	-147	[1]
Asset purchases	84		60		62
Transfers Out Of Level 3	0		'		'
Disposition of Morgan Keegan	'		0		'
Ending balance, Assets, Net	297		191		182
Trading Account Assets [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	'		191	[2]	229	[2]
Included in Earnings, Assets	'		3	[2],[3]	9	[2],[3]
Asset purchases	'		2,620	[2]	9,459	[2]
Asset settlements	'		-2,573	[2]	-9,507	[2]
Transfers Into Level 3	'		'		1	[2]
Disposition of Morgan Keegan	'		-241	[2]	'
Ending balance, Assets, Net	'		'		191	[2]
Trading Account Assets [Member] | Obligations of States and Political Subdivisions [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	'		139	[4],[5]	165	[4]
Included in Earnings, Assets	'		-3	[5]	-17	[4]
Asset purchases	'		4	[5]	56	[4]
Asset settlements	'		-16	[5]	-65	[4]
Disposition of Morgan Keegan	'		-124	[5]	'
Ending balance, Assets, Net	'		'		139	[4],[5]
Trading Account Assets [Member] | Commercial Agency [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	'		51	[4],[5]	54	[4]
Included in Earnings, Assets	'		2	[5]	8	[6]
Asset purchases	'		368	[5]	1,352	[4]
Asset settlements	'		-317	[5]	-1,364	[4]
Transfers Into Level 3	'		'		1	[4]
Disposition of Morgan Keegan	'		-104	[5]	'
Ending balance, Assets, Net	'		'		51	[4],[5]
Trading Account Assets [Member] | Other Securities [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	'		1	[4],[5]	10	[4]
Included in Earnings, Assets	'		4	[5]	18	[6]
Asset purchases	'		2,248	[5]	8,051	[4]
Asset settlements	'		-2,240	[5]	-8,078	[4]
Disposition of Morgan Keegan	'		-13	[5]	'
Ending balance, Assets, Net	'		'		1	[4],[5]
Securities Available For Sale [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	15		36		39
Included in Earnings, Assets	'		0		1	[6]
Assets included in other comprehensive income (loss)	0		-1		5
Asset purchases	0		104		0
Asset sales	0		-16		-3
Asset settlements	-4		-5		-6
Transfers Into Level 3	0		3		0
Transfers Out Of Level 3	0		-106		'
Disposition of Morgan Keegan	'		0		'
Ending balance, Assets, Net	11		15		36
Securities Available For Sale [Member] | Obligations of States and Political Subdivisions [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	'		20		17
Assets included in other comprehensive income (loss)	'		-2		6
Asset sales	'		-16		'
Asset settlements	'		-2		-3
Ending balance, Assets, Net	'		'		20
Securities Available For Sale [Member] | Residential Non-Agency [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	13		16		22
Included in Earnings, Assets	'		0		1
Assets included in other comprehensive income (loss)	'		'		-1
Asset sales	0		'		-3
Asset settlements	-4		-3		-3
Transfers Out Of Level 3	0		'		'
Disposition of Morgan Keegan	'		0		'
Ending balance, Assets, Net	9		13		16
Securities Available For Sale [Member] | Commercial Non-Agency [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Included in Earnings, Assets	'		0		'
Assets included in other comprehensive income (loss)	'		1		'
Asset purchases	'		104		'
Transfers Out Of Level 3	'		-105		'
Disposition of Morgan Keegan	'		0		'
Securities Available For Sale [Member] | Corporate and Other Debt Securities [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	2		0		'
Included in Earnings, Assets	'		0		'
Asset sales	0		'		'
Transfers Into Level 3	0		3		'
Transfers Out Of Level 3	0		-1		'
Disposition of Morgan Keegan	'		0		'
Ending balance, Assets, Net	2		2		'
Trading Liabilities [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning Balance, Liabilities, Net	'		7	[2]	10	[2]
Liability purchases	'		49	[2]	-56	[2]
Asset settlements	'		-4	[2]	'
Liability settlements	'		'		53	[2]
Disposition of Morgan Keegan	'		-52	[2]	'
Ending Balance, Liabilities, Net	'		'		7	[2]
Trading Liabilities [Member] | Commercial Agency [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning Balance, Liabilities, Net	'		5		6
Liability purchases	'		37		0
Liability settlements	'		0		-1
Disposition of Morgan Keegan	'		-42		'
Ending Balance, Liabilities, Net	'		'		5
Trading Liabilities [Member] | Other Securities [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning Balance, Liabilities, Net	'		2		4
Liability purchases	'		12		-56
Asset settlements	'		-4		'
Liability settlements	'		'		54
Disposition of Morgan Keegan	'		-10		'
Ending Balance, Liabilities, Net	'		'		2
Derivatives, Net [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	22		13		8
Included in Earnings, Assets	77	[1]	240	[1]	123
Asset settlements	-94		-231		-118
Transfers Out Of Level 3	0		'		'
Disposition of Morgan Keegan	'		0		'
Ending balance, Assets, Net	5		22		13
Derivatives, Net [Member] | Interest Rate Options [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	'		'		3
Included in Earnings, Assets	'		'		123	[1]
Asset settlements	'		'		-113
Ending balance, Assets, Net	'		'		13
Derivatives, Net [Member] | Interest Rate Futures And Forward Commitments [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'		'
Beginning balance, Assets, Net	'		'		5
Included in Earnings, Assets	'		'		0
Asset settlements	'		'		($5)
[1]	Included in mortgage income.
[2]	All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 3 for discussion of the sale of Morgan Keegan).
[3]	Included in discontinued operations, on a net basis.
[4]	Income from trading account assets primarily gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
[5]	Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
[6]	Included in other non-interest income.

Fair_Value_Measurements_Schedu1

Fair Value Measurements (Schedule Of Fair Value Adjustments Related To Non-Recurring Fair Value Measurements) (Details) (Nonrecurring Adjustment [Domain], USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Nonrecurring Adjustment [Domain]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans held for sale	($248)	($174)
Foreclosed property, other real estate and equipment	($35)	($66)

Fair_Value_Measurements_Summar

Fair Value Measurements (Summary Of Quantitative Information About Level 3 Fair Value Measurements) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale	$21,485		$27,244
Mortgage servicing rights	297		191
Interest rate options	445		832
Loans held for sale	429		1,282
Residential Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale	9		13
Residential Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale	15,677		21,277
Commercial Non-Agency [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale	1,211		1,098
Corporate and Other Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale	2,827		2,835
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Spread To LIBOR [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	14.90%		16.90%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	10.00%		12.20%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Probability of Default [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	1.30%		1.00%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Loss Severity [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	38.40%		48.10%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Securities Available For Sale [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale	9		13
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage servicing rights	297	[1]	191	[2]
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	8.20%	[1]	17.60%	[1]
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member] | Option-Adjusted Spread (Basis Points) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	9.00%		7.50%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	8.20%		17.60%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Option-Adjusted Spread (Basis Points) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	9.00%		7.50%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Pull-Through [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	32.20%		76.90%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Derivatives, Net [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Interest rate options	5		22
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member] | Comparability Adjustments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	0.96%		1.00%
Fair value measurement weighted-average percentage	0.96%		1.00%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Residential Non-Agency [Member] | Spread To LIBOR [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	5.40%		5.40%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Residential Non-Agency [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	8.60%		7.60%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Residential Non-Agency [Member] | Probability of Default [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	1.30%		0.20%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Residential Non-Agency [Member] | Loss Severity [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	38.40%		39.30%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Mortgage Servicing Rights [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	6.90%	[1]	4.70%	[1]
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Mortgage Servicing Rights [Member] | Option-Adjusted Spread (Basis Points) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	7.00%		1.00%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Interest Rate Options [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	6.90%		4.70%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Interest Rate Options [Member] | Option-Adjusted Spread (Basis Points) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	7.00%		1.00%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Interest Rate Options [Member] | Pull-Through [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	10.80%		55.70%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Residential Non-Agency [Member] | Spread To LIBOR [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	49.90%		69.90%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Residential Non-Agency [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	13.10%		30.30%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Residential Non-Agency [Member] | Probability of Default [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	1.30%		1.20%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Residential Non-Agency [Member] | Loss Severity [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	38.40%		100.00%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Mortgage Servicing Rights [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	24.80%	[1]	25.90%	[1]
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Mortgage Servicing Rights [Member] | Option-Adjusted Spread (Basis Points) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	23.60%		23.60%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Interest Rate Options [Member] | Weighted Average Prepayment Speed [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	24.80%		25.90%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Interest Rate Options [Member] | Option-Adjusted Spread (Basis Points) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	23.60%		23.60%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Interest Rate Options [Member] | Pull-Through [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	99.70%		98.80%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Other Securities [Member] | Comparability Adjustments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	0.96%		1.00%
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Loans Held For Sale [Member] | Appraisal Compatibility Adjustment Discount [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	30.60%		46.30%
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Loans Held For Sale [Member] | Estimated Third-Party valuations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	23.50%		'
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Foreclosed Property And Other Real Estate [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Foreclosed property and other real estate	18		40
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Foreclosed Property And Other Real Estate [Member] | Appraisal Compatibility Adjustment Discount [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	32.80%		36.20%
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Minimum [Member] | Loans Held For Sale [Member] | Appraisal Compatibility Adjustment Discount [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	1.00%		8.00%
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Minimum [Member] | Loans Held For Sale [Member] | Estimated Third-Party valuations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	17.00%		'
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Minimum [Member] | Foreclosed Property And Other Real Estate [Member] | Appraisal Compatibility Adjustment Discount [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	30.00%		35.00%
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Maximum [Member] | Loans Held For Sale [Member] | Appraisal Compatibility Adjustment Discount [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	99.00%		94.00%
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Maximum [Member] | Loans Held For Sale [Member] | Estimated Third-Party valuations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	26.00%		'
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Maximum [Member] | Foreclosed Property And Other Real Estate [Member] | Appraisal Compatibility Adjustment Discount [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	100.00%		100.00%
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Corporate and Other Debt Securities [Member] | Securities Available For Sale [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Securities available for sale	2		2
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member] | Evaluated Quote On Same Issuer/Comparable Bond [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement weighted-average percentage	99.60%		99.60%
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Other Securities [Member] | Evaluated Quote On Same Issuer/Comparable Bond [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	99.00%		99.10%
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Other Securities [Member] | Evaluated Quote On Same Issuer/Comparable Bond [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair value measurement percentage	100.00%		100.00%
Commercial Loan [Member] | Activity For Sales Of Similar Loans [Member] | Nonrecurring Fair Value Measurements [Member] | Loans Held For Sale [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans held for sale	61		51
Residential First Mortgage [Member] | Activity For Sales Of Similar Loans [Member] | Nonrecurring Fair Value Measurements [Member] | Loans Held For Sale [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans held for sale	$535		'
[1]	(a) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.
[2]	See Note 7 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.

Fair_Value_Measurements_Summar1

Fair Value Measurements (Summary Of Difference Between Aggregate Fair Value And Aggregate Unpaid Principal Balance For Mortgage Loans Held For Sale Measured At Fair Value) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'
Mortgages Held-for-sale, Fair Value Disclosure	$429	$1,282
Aggregate Unpaid Principal	424	1,235
Aggregate Fair Value Less Aggregate Unpaid Principal	$5	$47

Fair_Value_Measurements_Summar2

Fair Value Measurements (Summary Of Net Gains (Losses) From Changes In Fair Value) (Details) (Loans Held For Sale [Member], USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Loans Held For Sale [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Net gains (losses) resulting from changes in fair value	($42)	$18

Fair_Value_Measurements_Schedu2

Fair Value Measurements (Schedule Of Carrying Amounts And Estimated Fair Values Of Financial Instruments) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Trading account securities	$111,000,000		$116,000,000
Securities held to maturity	2,307,000,000		11,000,000
Securities available for sale	21,485,000,000		27,244,000,000
Loans held for sale	429,000,000		1,282,000,000
Other interest-earning assets	86,000,000		900,000,000
Derivative Assets	445,000,000		832,000,000
Derivative Liability	68,000,000		730,000,000
Fair value discount on loan portfolio, amount	5,400,000,000		6,600,000,000
Fair value discount on loan portfolio, rate	7.60%		9.40%
Leases, carrying amount excluded	1,700,000,000		1,500,000,000
Carrying Amount [Member]	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents	5,273,000,000		5,489,000,000
Trading account securities	111,000,000		116,000,000
Securities held to maturity	2,353,000,000		10,000,000
Securities available for sale	21,485,000,000		27,244,000,000
Loans held for sale	1,055,000,000		1,383,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	71,594,000,000	[1],[2]	70,574,000,000	[3],[4]
Other interest-earning assets	86,000,000		900,000,000
Derivative Assets	1,219,000,000		1,915,000,000
Derivative Liability	1,301,000,000		1,825,000,000
Deposits	92,453,000,000		95,474,000,000
Short-term Debt, Fair Value	2,182,000,000		1,574,000,000
Long-term Debt, Fair Value	4,830,000,000		5,861,000,000
Loan commitments and letters of credit	117,000,000		121,000,000
Indemnification obligation	260,000,000		345,000,000
Estimate of Fair Value [Member]	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents	5,273,000,000	[5]	5,489,000,000	[5]
Trading account securities	111,000,000	[5]	116,000,000	[5]
Securities held to maturity	2,307,000,000	[5]	11,000,000	[5]
Securities available for sale	21,485,000,000	[5]	27,244,000,000	[5]
Loans held for sale	1,055,000,000	[5]	1,383,000,000	[5]
Loans (excluding leases), net of unearned income and allowance for loan losses	66,167,000,000	[1],[2],[5]	63,961,000,000	[3],[4],[5]
Other interest-earning assets	86,000,000	[5]	900,000,000	[5]
Derivative Assets	1,219,000,000	[5]	1,915,000,000	[5]
Derivative Liability	1,301,000,000	[5]	1,825,000,000	[5]
Deposits	92,460,000,000	[5]	95,528,000,000	[5]
Short-term Debt, Fair Value	2,182,000,000	[5]	1,574,000,000	[5]
Long-term Debt, Fair Value	5,085,000,000	[5]	6,138,000,000	[5]
Loan commitments and letters of credit	621,000,000	[5]	667,000,000	[5]
Indemnification obligation	243,000,000	[5]	329,000,000	[5]
Level 1 [Member]	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents	5,273,000,000		5,489,000,000
Trading account securities	111,000,000		116,000,000
Securities held to maturity	1,000,000		2,000,000
Securities available for sale	193,000,000		177,000,000
Loans held for sale	0		0
Loans (excluding leases), net of unearned income and allowance for loan losses	0	[1],[2]	0	[3],[4]
Other interest-earning assets	0		0
Derivative Assets	0		0
Derivative Liability	0		0
Deposits	0		0
Short-term Debt, Fair Value	0		0
Long-term Debt, Fair Value	0		1,037,000,000
Loan commitments and letters of credit	0		0
Indemnification obligation	0		0
Level 2 [Member]	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents	0		0
Trading account securities	0		0
Securities held to maturity	2,306,000,000		9,000,000
Securities available for sale	21,281,000,000		27,052,000,000
Loans held for sale	429,000,000		1,282,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	0	[1],[2]	0	[3],[4]
Other interest-earning assets	86,000,000		900,000,000
Derivative Assets	1,214,000,000		1,893,000,000
Derivative Liability	1,301,000,000		1,825,000,000
Deposits	92,460,000,000		95,528,000,000
Short-term Debt, Fair Value	2,182,000,000		1,574,000,000
Long-term Debt, Fair Value	0		0
Loan commitments and letters of credit	0		0
Indemnification obligation	0		0
Level 3 [Member]	'		'
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'		'
Cash and cash equivalents	0		0
Trading account securities	0		0
Securities held to maturity	0		0
Securities available for sale	11,000,000		15,000,000
Loans held for sale	626,000,000		101,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	66,167,000,000	[1],[2]	63,961,000,000	[3],[4]
Other interest-earning assets	0		0
Derivative Assets	5,000,000		22,000,000
Derivative Liability	0		0
Deposits	0		0
Short-term Debt, Fair Value	0		0
Long-term Debt, Fair Value	5,085,000,000		5,101,000,000
Loan commitments and letters of credit	621,000,000		667,000,000
Indemnification obligation	$243,000,000		$329,000,000
[1]	The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2013 was $5.4 billion or 7.6 percent.
[2]	Excluded from this table is the lease carrying amount of $1.7 billion at December 31, 2013.
[3]	Excluded from this table is the lease carrying amount of $1.5 billion at December 31, 2012.
[4]	The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2012 was $6.6 billion or 9.4 percent.
[5]	Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate.

Business_Segment_Information_S

Business Segment Information (Schedule Of Financial Information By Reportable Segment) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Segment Reporting Information [Line Items]	'	'	'
Provision (Credit) for Loan and Lease Losses	$138	$213	$1,530
Non-interest income	2,019	2,100	2,143
Other Noninterest Expense	1,093	1,120	1,342
Income tax expense (benefit)	452	482	-28
Business Services [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income (loss)	1,867	2,008	1,976
Provision (Credit) for Loan and Lease Losses	265	557	1,325
Non-interest income	521	478	519
Other Noninterest Expense	986	918	1,110
Goodwill Impairment Expense From Continuing Operations	'	'	0
Income (loss) before income taxes	1,137	1,011	60
Income tax expense (benefit)	432	384	23
Net income (loss)	705	627	37
Average assets	50,020	48,799	51,058
Consumer Services [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income (loss)	1,840	1,850	1,791
Provision (Credit) for Loan and Lease Losses	430	454	567
Non-interest income	1,081	1,217	1,209
Other Noninterest Expense	1,933	1,999	1,963
Goodwill Impairment Expense From Continuing Operations	'	'	0
Income (loss) before income taxes	558	614	470
Income tax expense (benefit)	212	233	179
Net income (loss)	346	381	291
Average assets	29,004	29,712	30,255
Wealth Management [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income (loss)	176	191	234
Provision (Credit) for Loan and Lease Losses	21	29	77
Non-interest income	378	338	345
Other Noninterest Expense	444	424	418
Goodwill Impairment Expense From Continuing Operations	'	'	253
Income (loss) before income taxes	89	76	-169
Income tax expense (benefit)	34	29	32
Net income (loss)	55	47	-201
Average assets	3,024	3,394	4,310
Other [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income (loss)	-621	-749	-591
Provision (Credit) for Loan and Lease Losses	-578	-827	-439
Non-interest income	39	67	70
Other Noninterest Expense	193	185	118
Goodwill Impairment Expense From Continuing Operations	'	'	0
Income (loss) before income taxes	-197	-40	-200
Income tax expense (benefit)	-226	-164	-262
Net income (loss)	29	124	62
Average assets	35,757	40,277	41,096
Continuing Operations [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income (loss)	3,262	3,300	3,410
Provision (Credit) for Loan and Lease Losses	138	213	1,530
Non-interest income	2,019	2,100	2,143
Other Noninterest Expense	3,556	3,526	3,609
Goodwill Impairment Expense From Continuing Operations	'	'	253
Income (loss) before income taxes	1,587	1,661	161
Income tax expense (benefit)	452	482	-28
Net income (loss)	1,135	1,179	189
Average assets	117,805	122,182	126,719
Discontinued Operations [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income (loss)	0	7	31
Provision (Credit) for Loan and Lease Losses	0	0	0
Non-interest income	0	264	995
Other Noninterest Expense	24	370	942
Goodwill Impairment Expense From Continuing Operations	'	'	492
Income (loss) before income taxes	-24	-99	-408
Income tax expense (benefit)	-11	-40	-4
Net income (loss)	-13	-59	-404
Average assets	0	713	3,254
Consolidated [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income (loss)	3,262	3,307	3,441
Provision (Credit) for Loan and Lease Losses	138	213	1,530
Non-interest income	2,019	2,364	3,138
Other Noninterest Expense	3,580	3,896	4,551
Goodwill Impairment Expense From Continuing Operations	'	'	745
Income (loss) before income taxes	1,563	1,562	-247
Income tax expense (benefit)	441	442	-32
Net income (loss)	1,122	1,120	-215
Average assets	$117,805	$122,895	$129,973

Recovered_Sheet4

Commitments And Contingencies (Credit Risk Of Financial Instruments By Contractual Amounts) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Disclosure Commitments And Contingencies Credit Risk Of Financial Instruments By Contractual Amounts [Abstract]	'	'
Unused commitments to extend credit	$41,885	$38,160
Standby letters of credit	1,629	1,872
Commercial letters of credit	36	27
Liabilities associated with standby letters of credit	37	37
Assets associated with standby letters of credit	38	37
Reserve for unfunded credit commitments	$78	$83

Commitments_and_Contingencies_1

Commitments and Contingencies Commitments and Contingencies (Operating Leases) (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Long-term Purchase Commitment [Line Items]	'
Operating Leases, Future Minimum Payments Due, Next Twelve Months	$140
Operating Leases, Future Minimum Payments, Due in Two Years	130
Operating Leases, Future Minimum Payments, Due in Three Years	111
Operating Leases, Future Minimum Payments, Due in Four Years	91
Operating Leases, Future Minimum Payments, Due in Five Years	74
Operating Leases, Future Minimum Payments, Due Thereafter	364
Operating Leases, Future Minimum Payments Due	910
Premises [Member]	'
Long-term Purchase Commitment [Line Items]	'
Operating Leases, Future Minimum Payments Due, Next Twelve Months	106
Operating Leases, Future Minimum Payments, Due in Two Years	102
Operating Leases, Future Minimum Payments, Due in Three Years	96
Operating Leases, Future Minimum Payments, Due in Four Years	84
Operating Leases, Future Minimum Payments, Due in Five Years	72
Operating Leases, Future Minimum Payments, Due Thereafter	363
Operating Leases, Future Minimum Payments Due	823
Equipment [Member]	'
Long-term Purchase Commitment [Line Items]	'
Operating Leases, Future Minimum Payments Due, Next Twelve Months	34
Operating Leases, Future Minimum Payments, Due in Two Years	28
Operating Leases, Future Minimum Payments, Due in Three Years	15
Operating Leases, Future Minimum Payments, Due in Four Years	7
Operating Leases, Future Minimum Payments, Due in Five Years	2
Operating Leases, Future Minimum Payments, Due Thereafter	1
Operating Leases, Future Minimum Payments Due	$87

Recovered_Sheet5

Commitments And Contingencies (Narrative) (Details) (USD $)

12 Months Ended

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Apr. 02, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Carrying Amount [Member]

Carrying Amount [Member]

Estimate of Fair Value [Member]

Estimate of Fair Value [Member]

Indemnification Agreement [Member]

Indemnification Agreement [Member]

Indemnification Agreement [Member]

Visa U.S.A [Member]

Visa U.S.A [Member]

Visa U.S.A [Member]

Long-term Purchase Commitment [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Indemnification obligation

'

'

'

'

$260,000,000

$345,000,000

$243,000,000

[1]

$329,000,000

[1]

'

'

'

Estimated aggregate amount of losses reasonably possible to be incurred in excess of amounts accrued

100,000,000

'

'

'

'

'

'

'

'

'

'

Fair value of the indemnification obligation, defense costs

'

'

'

385,000,000

'

'

'

'

'

'

'

Fair value of the indemnification obligation, unasserted claims

'

'

'

256,000,000

'

'

'

'

'

'

'

Escrow account reduction

'

'

'

'

'

'

'

'

0

0

22,000,000

Adjustment to reduce liability

'

'

'

'

'

'

'

'

'

0

22,000,000

Operating Leases, Rent Expense

165,000,000

170,000,000

197,000,000

'

'

'

'

'

'

'

'

Regulatory Charge

$58,000,000

$0

$0

'

'

'

'

'

'

'

'

[1]

Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate.

Parent_Company_Only_Financial_2

Parent Company Only Financial Statements Condensed Financial Information Parent Company Balance Sheets (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
In Millions, unless otherwise specified
Interest-bearing deposits in other banks	$3,612	$3,510	'	'
Available-for-sale Securities	21,485	27,244	'	'
Premises and equipment, net	2,216	2,279	'	'
Other assets	5,828	6,154	'	'
Assets	117,396	121,347	'	'
Total short-term borrowings	2,182	1,574	'	'
Long-term borrowings	4,830	5,861	'	'
Other liabilities	2,163	2,939	'	'
Liabilities	101,628	105,848	'	'
Preferred Stock, Value, Outstanding	450	482	'	'
Common stock, par value $.01 per share, Authorized 3 billion shares, Issued including treasury stock—1,419,006,360 and 1,454,626,952 shares, respectively	14	15	'	'
Additional paid-in capital	19,216	19,652	'	'
Retained earnings (deficit)	-2,216	-3,338	'	'
Treasury Stock, Value	-1,377	-1,377	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	-319	65	-69	-260
Stockholders' Equity Attributable to Parent	15,768	15,499	16,499	16,734
Liabilities and Equity	117,396	121,347	'	'
Parent Company [Member]	'	'	'	'
Interest-bearing deposits in other banks	1,222	857	'	'
Loans To Subsidiaries	11	1	'	'
Available-for-sale Securities	20	29	'	'
Premises and equipment, net	22	23	'	'
Investments In Subsidiaries Banks	16,356	16,955	'	'
Investments In Subsidiaries Non Banks	265	246	'	'
Investments In Subsidiaries	16,621	17,201	'	'
Other assets	340	484	'	'
Assets	18,236	18,595	'	'
Total short-term borrowings	0	70	'	'
Long-term borrowings	2,161	2,567	'	'
Other liabilities	307	459	'	'
Liabilities	2,468	3,096	'	'
Preferred Stock, Value, Outstanding	450	482	'	'
Common stock, par value $.01 per share, Authorized 3 billion shares, Issued including treasury stock—1,419,006,360 and 1,454,626,952 shares, respectively	14	15	'	'
Additional paid-in capital	19,216	19,652	'	'
Retained earnings (deficit)	-2,216	-3,338	'	'
Treasury Stock, Value	-1,377	-1,377	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	-319	65	'	'
Stockholders' Equity Attributable to Parent	15,768	15,499	'	'
Liabilities and Equity	$18,236	$18,595	'	'

Parent_Company_Only_Financial_3

Parent Company Only Financial Statements Condensed Financial Information Parent Company Statement of Operations (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Salaries and employee benefits	$1,818	$1,763	$1,604
Interest expense	384	603	842
Net occupancy expense	365	382	388
Furniture and equipment expense	280	261	275
Income tax expense (benefit)	452	482	-28
Income from continuing operations	1,135	1,179	189
Loss from discontinued operations before income taxes	24	99	408
Income tax benefit	-11	-40	-4
Loss from discontinued operations, net of tax	13	59	404
Net income	1,122	1,120	-215
Preferred dividends	-32	'	-175
Net income (loss) available to common shareholders	1,090	991	-429
Parent Company [Member]	'	'	'
Cash Dividends Paid to Parent Company by Consolidated Subsidiaries	1,520	950	0
Service Fees From Subsidiaries	160	141	129
Interest From Subsidiaries	3	4	10
Other Income	1	2	-5
Revenues	1,684	1,097	134
Salaries and employee benefits	180	154	133
Interest expense	104	165	173
Net occupancy expense	10	10	9
Furniture and equipment expense	2	3	5
Professional And Legal Fees	21	17	20
Other Expenses	143	85	64
Operating Expenses	460	434	404
Income Loss Before Income Taxes And Equity In Undistributed Earnings Loss Of Subsidiaries	1,224	663	-270
Income tax expense (benefit)	-117	-122	-121
Income from continuing operations	1,341	785	-149
Loss from discontinued operations before income taxes	-24	-114	-6
Income tax benefit	-11	-38	0
Loss from discontinued operations, net of tax	-13	-76	-6
Income Loss Before Equity In Undistributed Earnings Loss Of Subsidiaries And Preferred Dividends	1,328	709	-155
Equity In Undistributed Earnings Loss Of Subsidiaries Banks	-221	387	317
Equity In Undistributed Earnings Loss Of Subsidiaries Non Banks	15	24	-377
Total Equity In Undistributed Earnings Loss Of Subsidiaries	-206	411	-60
Net income	1,122	1,120	-215
Preferred dividends	-32	-129	-214
Net income (loss) available to common shareholders	$1,090	$991	($429)

Parent_Company_Only_Financial_4

Parent Company Only Financial Statements Condensed Financial Information Parent Company Statements of Cash Flow (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Net income	$1,122	$1,120	($215)
Depreciation, amortization and accretion, net	645	717	683
Gains (Losses) on Extinguishment of Debt	-61	-11	0
Gain on disposition of business	0	19	0
Increase (Decrease) in Trading Securities	-5	-187	150
Increase (Decrease) in Other Operating Assets	-681	-809	-1,107
Other liabilities	-915	-353	-366
Increase (Decrease) in Other Operating Assets and Liabilities, Net	-7	1	-18
Net Cash Provided by (Used in) Operating Activities	3,799	2,441	4,753
Payments for (Proceeds from) Productive Assets	-186	-180	-201
Proceeds from maturities of securities available for sale	5,406	6,844	5,848
Payments to Acquire Available-for-sale Securities	-7,050	-11,571	-14,592
Proceeds from disposition of business, net of cash transferred	0	855	0
Net Cash Provided by (Used in) Investing Activities	-125	1,007	659
Net change in short-term borrowings	608	-564	-870
Proceeds from Issuance of Long-term Debt	750	0	1,001
Repayments of Long-term Debt	-1,717	-2,201	-6,004
Proceeds from Issuance of Preferred Stock	0	486	0
Net proceeds from issuance of common stock	0	875	0
Payments for Repurchase of Common Stock	-340	0	0
Payments for Repurchase of preferred stock and warrant issued to the U.S. Treasury	0	-3,545	0
Payments of Ordinary Dividends, Common Stock	-138	-54	-51
Dividends, Preferred Stock, Cash	32	48	175
Net cash from financing activities	-3,890	-5,204	-5,086
Cash and Cash Equivalents, Period Increase (Decrease)	-216	-1,756	326
Cash and cash equivalents at beginning of year	5,489	7,245	6,919
Cash and cash equivalents at end of period	5,273	5,489	7,245
Parent Company [Member]	'	'	'
Net income	1,122	1,120	-215
Equity In Undistributed Earnings Of Subsidiaries	206	-411	60
Depreciation, amortization and accretion, net	1	5	7
Gain (Loss) on Sale of Property Plant Equipment	0	0	16
Gains (Losses) on Extinguishment of Debt	32	11	0
Gain on disposition of business	0	-19	0
Increase (Decrease) in Trading Securities	0	20	6
Increase (Decrease) in Other Operating Assets	122	-90	-26
Other liabilities	-152	242	79
Increase (Decrease) in Other Operating Assets and Liabilities, Net	-21	138	-3
Net Cash Provided by (Used in) Operating Activities	1,310	1,016	-76
Investment in subsidiaries	6	-2	110
Principal Payments On Loans To Subsidiaries	-10	0	35
Payments for (Proceeds from) Productive Assets	0	0	21
Proceeds from maturities of securities available for sale	4	15	34
Payments to Acquire Available-for-sale Securities	-5	-14	-28
Proceeds from disposition of business, net of cash transferred	0	855	0
Net Cash Provided by (Used in) Investing Activities	-17	858	-48
Net change in short-term borrowings	-70	70	0
Proceeds from Issuance of Long-term Debt	750	0	0
Repayments of Long-term Debt	-1,098	-1,298	-1,001
Proceeds from Issuance of Preferred Stock	0	486	0
Net proceeds from issuance of common stock	0	875	0
Payments for Repurchase of Common Stock	-340	0	0
Payments for Repurchase of preferred stock and warrant issued to the U.S. Treasury	0	-3,545	0
Payments of Ordinary Dividends, Common Stock	-138	-54	-51
Dividends, Preferred Stock, Cash	32	48	175
Net cash from financing activities	-928	-3,514	-1,227
Cash and Cash Equivalents, Period Increase (Decrease)	365	-1,640	-1,351
Cash and cash equivalents at beginning of year	857	2,497	3,848
Cash and cash equivalents at end of period	$1,222	$857	$2,497