Regions Financial (RF) 10-K 17 Feb 15 2014 FY Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
	Dec. 31, 2014	Feb. 09, 2015	Jun. 30, 2014
Document Entity Information [Abstract]
Document Type	10-K
Amendment Flag	FALSE
Document Period End Date	31-Dec-14
Document Fiscal Year Focus	2014
Document Fiscal Period Focus	FY
Trading Symbol	RF
Entity Registrant Name	REGIONS FINANCIAL CORP
Entity Central Index Key	1281761
Current Fiscal Year End Date	-19
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		1,342,894,228
Entity Public Float			$14,164,817,197

CONSOLIDATED_BALANCE_SHEETS

CONSOLIDATED BALANCE SHEETS (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Assets
Cash and due from banks	$1,601		$1,661
Interest-bearing deposits in other banks	2,303		3,612
Federal funds sold and securities purchased under agreements to resell	100		0
Trading account securities	106		111
Held-to-maturity Securities	2,175		2,353
Available-for-sale Securities	22,580		21,485
Loans held for sale	541		1,055
Loans, net of unearned income	77,307	[1]	74,609	[1]
Allowance for loan losses	-1,103		-1,341
Net loans	76,204		73,268
Other interest-earning assets	67		86
Premises and equipment, net	2,193		2,216
Interest Receivable	310		313
Goodwill	4,816		4,816
Residential mortgage servicing rights, at fair value	257		297
Other identifiable intangible assets	275		295
Other assets	6,151		5,828
Total assets	119,679		117,396
Deposits:
Non-interest-bearing	31,747		30,083
Interest-bearing Deposit Liabilities	62,453		62,370
Total deposits	94,200		92,453
Borrowed Funds:
Federal funds purchased and securities sold under agreements to repurchase	1,753		2,182
Other short-term borrowings	500		0
Total short-term borrowings	2,253		2,182
Long-term borrowings	3,462		4,830
Total borrowed funds	5,715		7,012
Other liabilities	2,775		2,163
Total liabilities	102,690		101,628
Stockholders' equity:
Preferred stock	884		450
Common stock	14		14
Additional paid-in capital	18,767		19,216
Retained earnings (deficit)	-1,061		-2,216
Treasury stock, at cost	-1,377		-1,377
Accumulated Other Comprehensive Income (Loss), Net of Tax	-238		-319
Total stockholder's equity	16,989		15,768
Total liabilities and stockholders' equity	$119,679		$117,396
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $504 million and $576 million at December 31, 2014 and 2013, respectively.

CONSOLIDATED_BALANCE_SHEETS_Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Estimated fair value, securities held to maturity	$2,209	$2,307
Loans held for sale, at fair value	$440	$429
Common stock, par or stated value per share	$0.01	$0.01
Common stock, shares authorized	3,000,000,000	3,000,000,000
Common stock, shares, issued	1,395,204,638	1,419,006,360
Treasury stock, shares	41,262,645	41,285,676
Preferred stock, shares authorized	10,000,000	10,000,000
Preferred stock, par value per share	$1	$1
Noncumulative Preferred Stock [Member]
Preferred stock, liquidation preference per share	$1,000	$1,000
Preferred stock, shares issued	1,000,000	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, 2014		Dec. 31, 2013		Dec. 31, 2012
Interest income on:
Loans, including fees	$2,941		$3,005		$3,178
Securities - taxable	615		603		681
Loans held for sale	22		29		33
Trading account securities	3		3		2
Other interest-earning assets	7		6		9
Total interest income	3,588		3,646		3,903
Interest expense on:
Deposits	105		135		284
Short-term borrowings	2		2		2
Long-term borrowings	202		247		317
Total interest expense	309		384		603
Net interest income	3,279		3,262		3,300
Provision for Loan Losses	69		138		213
Net interest income after provision for loan losses	3,210		3,124		3,087
Non-interest income:
Service charges on deposit accounts	695		734		756
Card and ATM Fees	334		319		314
Mortgage income	149		236		363
Securities gains (losses), net	27		26		48
Other	616		704		619
Total non-interest income	1,821		2,019		2,100
Non-interest expense:
Salaries and employee benefits	1,810		1,818		1,763
Net occupancy expense	368		365		382
Furniture and equipment expense	287		280		261
Other Noninterest Expense	967		1,093		1,120
Total non-interest expense	3,432		3,556		3,526
Income from continuing operations before income taxes	1,599		1,587		1,661
Income tax expense	457		452		482
Income from continuing operations	1,142		1,135		1,179
Discontinued operations:
Income (loss) from discontinued operations before income taxes	21		-24		-99
Income tax expense (benefit)	8		-11		-40
Income (loss) from discontinued operations, net of tax	13		-13		-59
Net income	1,155		1,122		1,120
Net income from continuing operations available to common shareholders	1,090		1,103		1,050
Net income available to common shareholders	$1,103		$1,090		$991
Weighted-average number of shares outstanding:
Basic	1,375		1,395		1,381
Weighted-average common shares outstanding—diluted	1,387		1,410		1,387
Earnings per common share from continuing operations:
Basic	$0.79	[1]	$0.79	[1]	$0.76	[1]
Diluted	$0.79	[1]	$0.78	[1]	$0.76	[1]
Earnings (loss) per common share:
Basic	$0.80	[1]	$0.78	[1]	$0.72	[1]
Diluted	$0.80	[1]	$0.77	[1]	$0.71	[1]
Cash dividends declared, per share	$0.18		$0.10		$0.04
[1]	Certain per share amounts may not appear to reconcile due to rounding.

CONSOLIDATED_STATEMENTS_OF_COM

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Statement of Comprehensive Income [Abstract]
Net income	$1,155	$1,122	$1,120
Unrealized losses on securities transferred to held to maturity [Abstract]
Unrealized losses on securities transferred to held to maturity, net of tax	0	-68	0
Less: Reclassification Adjustments for Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax	-9	-4	0
Net change in unrealized losses on securities transferred to held to maturity, Net of Tax	9	-64	0
Unrealized gains (losses) on securities available for sale:
Unrealized holding gains (losses) arising during the period on securities available for sale (net of tax)	214	-441	145
Less: reclassification adjustments for securities gains (losses) realized in net income (net of tax)	17	17	31
Net change in unrealized gains (losses) on securities available for sale, net of tax	197	-458	114
Unrealized gains (losses) on derivative instruments designated as cash flow hedges:
Unrealized holding gains (losses) on derivatives arising during the period (net of tax)	96	-25	51
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	78	53	42
Net change in unrealized gains (losses) on derivative instruments, net of tax	18	-78	9
Defined benefit pension plans and other post employment benefits:
Net actuarial gains (losses) arising during the period (net of tax)	-159	171	-36
Less: reclassification adjustments for amortization of actuarial loss and prior service cost realized in net income, and other (net of tax)	-16	-45	-47
Net change from defined benefit pension plans and other post employment benefits, net of tax	-143	216	11
Other comprehensive income, net of tax	81	-384	134
Comprehensive income	$1,236	$738	$1,254

CONSOLIDATED_STATEMENTS_OF_COM1

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (Parenthetical) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Statement of Comprehensive Income [Abstract]
Other Comprehensive Income (Loss), Transfers from Available for Sale to Held to Maturity, Tax	$0	($43)	$0
Amortization of unrealized losses on securities transferred to held to maturity, tax	-5	-3	0
Unrealized holding gains on available for sale securities, tax	131	-268	90
Reclassification adjustments for securities gains realized in net income, tax	10	9	17
Unrealized holding gains on derivatives, tax	60	-15	31
Reclassification adjustments for derivative gains realized in net income, tax	48	33	25
Net actuarial gains and losses arising during the period, tax	-97	108	-19
Amortization of actuarial loss and prior service cost realized in net income, and other, tax	($9)	($25)	($25)

CONSOLIDATED_STATEMENTS_OF_CHA

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY (USD $)	Total	Series A Preferred Stock [Member]	Cumulative Perpetual Preferred Stock [Member]	Non Cumulative Perpetual Preferred Stock [Member]	Preferred Stock [Member]	Preferred Stock [Member]	Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-In Capital [Member]	Retained Earnings (Deficit) [Member]	Retained Earnings (Deficit) [Member]	Treasury Stock [Member]	Accumulated Other Comprehensive Income (Loss) [Member]
In Millions, unless otherwise specified						Series A Preferred Stock [Member]	Series B Preferred Stock [Member]	Non Cumulative Perpetual Preferred Stock [Member]				Cumulative Perpetual Preferred Stock [Member]
BALANCE at Dec. 31, 2011	$16,499				$3,419				$13	$18,855	($4,322)		($1,397)	($69)
BALANCE (shares) at Dec. 31, 2011					4				1,259
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	1,120										1,120
Other Comprehensive Income (Loss), Transfers from Available for Sale to Held to Maturity, Net of Tax	0
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 employee benefit plans, net of tax	11													11
Cash dividends declared	-54									-54
Preferred dividends		-4	-44			-4						-44
Preferred stock transactions:
Discount accretion	0				10						-10
Stock Repurchased During Period, Value	3,500				3,429						71
Payments for Repurchase of Warrants	45									45
Net Proceeds from Issuance of Preferred Stock	486					486
Repurchase of series A preferred stock issued to the U.S. Treasury and associated accelerated accretion (shares)					-4
Common stock transactions:
Net proceeds from issuance of 153 million shares of common stock	875								2	873
Net proceeds from issuance of stock, shares					1				153
Impact of stock transactions under compensation plans, net	32									23	-11		20
Impact of stock transactions under compensation plans, net (shares)									1
BALANCE at Dec. 31, 2012	15,499				482				15	19,652	-3,338		-1,377	65
BALANCE (shares) at Dec. 31, 2012					1				1,413
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	1,122										1,122
Other Comprehensive Income (Loss), Transfers from Available for Sale to Held to Maturity, Net of Tax	-68													-68
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 employee benefit plans, net of tax	216													216
Cash dividends declared	-138									-138
Preferred dividends				-32				-32
Preferred stock transactions:
Net Proceeds from Issuance of Preferred Stock	0
Common stock transactions:
Stock repurchased and retired during the period	-340								-1	-339
Stock repurchased and retired during the period, shares									-36
Impact of stock transactions under compensation plans, net	41									41	0		0
Impact of stock transactions under compensation plans, net (shares)									1
BALANCE at Dec. 31, 2013	15,768				450				14	19,216	-2,216		-1,377	-319
BALANCE (shares) at Dec. 31, 2013					1				1,378
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	1,155										1,155
Other Comprehensive Income (Loss), Transfers from Available for Sale to Held to Maturity, Net of Tax	0
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax	9													9
Net change in unrealized gains and losses on securities available for sale, net of tax and reclassification adjustment	197													197
Net change in unrealized gains and losses on derivative instruments, net of tax and reclassification adjustment	18													18
Net change from employee benefit plans, net of tax	-143													-143
Cash dividends declared	-247									-247
Preferred dividends	-52				-52
Preferred stock transactions:
Net Proceeds from Issuance of Preferred Stock	486						486
Common stock transactions:
Stock repurchased and retired during the period	-256									-256
Stock repurchased and retired during the period, shares									-26
Impact of stock transactions under compensation plans, net	54									54
Impact of stock transactions under compensation plans, net (shares)									2
BALANCE at Dec. 31, 2014	$16,989				$884				$14	$18,767	($1,061)		($1,377)	($238)
BALANCE (shares) at Dec. 31, 2014					1				1,354

CONSOLIDATED_STATEMENTS_OF_CHA1

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS EQUITY (Parenthetical) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2012
Cash dividends declared, per share	$0.18	$0.04
Common Stock [Member]
Net proceeds from issuance of stock, shares		153,000,000
Non Cumulative Perpetual Preferred Stock [Member]
Preferred Stock Issued During Period Shares New Issues	500,000	500,000

CONSOLIDATED_STATEMENTS_OF_CAS

CONSOLIDATED STATEMENTS OF CASH FLOWS (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Operating activities:
Net income	$1,155	$1,122	$1,120
Adjustments to reconcile net income to net cash from operating activities:
Provision for Loan Losses	69	138	213
Depreciation, amortization and accretion, net	523	645	717
Provision (Credit) for Losses on Other Real Estate	-14	18	22
Securities (gains) losses, net	-27	-26	-48
Gain on disposition of business	0	0	-19
Deferred Income Tax Expense (Benefit)	195	379	434
Originations and purchases of loans held for sale	-2,506	-4,075	-6,321
Proceeds from sales of loans held for sale	2,589	5,051	6,002
Gain on TDRs Held for Sale, net	-35	0	0
(Gain) loss on sale of loans, net	-108	-113	-165
Gains (Loss) on Early Extinguishment of Debt	0	61	11
Gain (Loss) on Sale of Other Assets	0	-24	0
Net change in operating assets and liabilities:
Trading account securities	5	5	187
Other interest-earning assets	19	814	-181
Increase (Decrease) in Other Operating Assets	-187	712	823
Other liabilities	421	-915	-353
Other	-3	7	-1
Net cash from operating activities	2,096	3,799	2,441
Investing activities:
Proceeds from maturities of securities held to maturity	178	76	5
Proceeds from sales of securities available-for-sale	1,741	3,828	2,571
Proceeds from maturities of securities available for sale	3,207	5,406	6,844
Purchases of securities available for sale	-5,965	-7,050	-11,571
Proceeds from sales of loans	696	193	887
Purchases of loans	-1,077	-978	-882
Purchases of Mortgage Servicing Rights	-21	-28	0
Net change in loans	-2,287	-1,386	2,478
Net purchases of premises and equipment and other assets	-242	-186	-180
Proceeds from disposition of business, net of cash transferred	0	0	855
Net cash from investing activities	-3,770	-125	1,007
Financing activities:
Net change in deposits	1,747	-3,021	-153
Net change in short-term borrowings	71	608	-564
Proceeds from long-term borrowings	0	750	0
Payments on long-term borrowings	-1,350	-1,719	-2,202
Cash dividends on common stock	-247	-138	-54
Cash dividends on preferred stock	-52	-32	-48
Net Proceeds from Issuance of Preferred Stock	486	0	486
Net proceeds from issuance of common stock	0	0	875
Repurchase of Common Stock	-256	-340	0
Repurchase of Series A preferred stock and warrant issued to the U.S. Treasury	0	0	-3,545
Other	6	2	1
Net cash from financing activities	405	-3,890	-5,204
Net change in cash and cash equivalents	-1,269	-216	-1,756
Cash and cash equivalents at beginning of year	5,273	5,489	7,245
Cash and cash equivalents at end of period	$4,004	$5,273	$5,489

Summary_of_Significant_Account

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2014
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, residential mortgage servicing rights and income taxes.
	Regions has evaluated all subsequent events for potential recognition and disclosure through the filing date of this Annual Report on Form 10-K.
	Certain amounts in prior period financial statements have been reclassified to conform to the current period presentation. For example, the "card and ATM fees" line item on the consolidated statements of income represents the combined amounts of credit card/bank card income and debit card and ATM related revenue. Debit card and ATM related revenue was previously included in the "service charges on deposit accounts" line item. Credit card/bank card income was previously included in the "other" non-interest income line item. These reclassifications are immaterial and have no effect on net income, 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 income.
	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 income. 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 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:
		2014		2013		2012
		(In millions)
	Cash paid (received) during the period for:
	Interest on deposits and borrowings	$	314	$	416	$	644
	Income taxes, net	296		54		80
	Non-cash transfers:
	Loans held for sale and loans transferred to other real estate	125		227		297
	Loans transferred to loans held for sale(1)	101		712		341
	Loans held for sale transferred to loans	4		26		8
	Properties transferred to held for sale	8		6		—
	Reduction of indemnification reserves	—		—		51
	Securities available for sale transferred to held to maturity	—		2,418		—
	_________
	(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 as part of net securities gains (losses), 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 estimated fair value with the entire offset recorded in the statement of income. 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 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, 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 all non-accruing loans less than $2.5 million, the allowance for loan losses is based on a discounted cash flow analysis performed at the note level, where estimated 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.
	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 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, non-accrual and past due status, and refreshed FICO scores for accruing, non-past due loans.
	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, real estate prices, or commodity pricing volatility,
	•	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. 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)
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/or interest. TDRs can involve loans remaining on non-accrual, moving to non-accrual, or continuing on accrual status, depending on the individual facts and circumstances of the borrower. TDRs 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. 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 related to TDRs.
The Customer Assistance Program ("CAP") was designed to evaluate potential consumer loan participants as early as possible in the life cycle of the troubled loan (as described in Note 6). Many of the modifications are finalized without the borrower ever reaching the applicable number of days past due, and therefore the loan may never be 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.
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 income. 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 income.
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, 3) amounts recorded related to employment agreements with certain individuals of acquired entities, and 4) the Fannie Mae Delegated Underwriting and Servicing ("DUS") license. Core deposit intangibles and certain 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 estimated 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 estimated 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. To determine the estimated cost of equity for each reporting unit, 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) to the base discount rate.
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 Corporate Bank and Consumer Bank) 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 residential mortgage servicing assets using the fair value measurement method. Under the fair value measurement method, residential mortgage 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 residential 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 residential mortgages in the servicing portfolio could result in significant changes in the valuation adjustments, thus creating potential volatility in the carrying amount of residential 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.
Regions is a Fannie Mae DUS lender. The Fannie Mae DUS program provides liquidity to the multi-family housing market. Regions' related commercial mortgage servicing rights are recorded in other assets on the consolidated balance sheets at the lower of cost or estimated fair value and are amortized in proportion to, and over the estimated period that net servicing income is expected to be received based on projections of the amount and timing of estimated future net cash flows. The amount and timing of estimated future net cash flows are updated based on actual results and updated projections. Regions periodically evaluates its commercial mortgage servicing rights for impairment. Regions has a one-third loss share guarantee associated with the majority of the DUS servicing portfolio. The other two-thirds loss share guarantee is retained by Fannie Mae. The estimated fair value of the loss share guarantee is recorded in other liabilities on the consolidated balance sheets.
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, if the recorded investment in the loan exceeds the property’s estimated fair value less estimated costs to sell, a write-down is recorded 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, 2014 and 2013, the carrying values of foreclosed properties were approximately $124 million and $136 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 estimated 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.
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, changes in interest rate volatility 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, changes in interest rate volatility, 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 through a margining process in an exchange, 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 market value, 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, 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 income 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 residential mortgage servicing rights.
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 or capital markets fee income and other, as applicable. Regions also has corresponding forward sale commitments related to these interest rate lock commitments, which are recorded at estimated fair value with changes in fair value recorded in mortgage income or capital markets fee income and other, as applicable. 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 residential mortgage servicing rights, Regions began using various derivative instruments to mitigate the impact of changes in the fair value of residential mortgage servicing rights in the statements of income. 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 AND SHARE REPURCHASES
The purchase of the Company’s common stock is recorded at cost. At the date of repurchase, stockholders' equity is reduced by the repurchase price. Upon retirement, or upon purchase for constructive retirement, treasury stock would be reduced by the cost of such stock with the excess of repurchase price over par or stated value recorded in additional paid-in capital. If the Company subsequently reissues treasury shares, treasury stock is reduced by the cost of such stock with differences recorded in additional paid-in capital or retained earnings, as applicable.
Pursuant to recent share repurchase programs, shares repurchased were immediately retired, and therefore were not included in treasury stock. The Company's policy related to these share repurchases is to reduce its common stock based on the par value of the shares repurchased and to reduce its additional paid-in capital for the excess of the repurchase price over the par value.
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. As compensation cost is recognized, a deferred tax asset is recorded that represents an estimate of the future tax deduction from exercise or release of restrictions. At the time the share-based awards are exercised, cancelled, expire, or restrictions are released, the Company may be required to recognize an adjustment to tax expense depending on the market price of the Company’s common stock at that time.
See Note 16 for further discussion and details of share-based payments.
EMPLOYEE BENEFIT PLANS
Regions uses an expected long-term rate of return applied to the fair market value of assets as of the beginning of the year and the expected cash flows during the year for calculating the expected investment return on all pension plan assets. As a minimum, amortization of the net gain or loss included in accumulated other comprehensive income resulting from experience different from that assumed and from changes in assumptions is included as a component of net periodic benefit cost if, as of the beginning of the year, that net gain or loss exceeds 10% of the greater of the projected benefit obligation or the market value of plan assets. If amortization is required, the minimum amortization is that excess divided by the average remaining service period of active participating employees expected to receive benefits under the plan. Regions uses a third-party actuary to compute the remaining service period of active participating employees. This period reflects expected turnover, pre-retirement mortality, and other applicable employee demographics.
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, 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 per common share is calculated by dividing net income available to common shareholders by the weighted-average number of common shares outstanding during the period. Diluted earnings per common share is calculated by dividing net income available to common shareholders by the weighted-average number of common shares outstanding during the period, plus the effect of outstanding stock options and stock performance awards if dilutive. 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, residential 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. Pricing received for U.S. Treasuries from third-party services is based on a market approach using dealer quotes from multiple active market makers and real-time trading systems. These valuations are Level 1 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 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 third-party 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 residential 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).
Residential mortgage servicing rights 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 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 interest 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 in active markets and are considered Level 1 measurements. The fair values of certain long term borrowings are estimated using quoted market prices of identical instruments in non-active markets 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 23 for further information regarding the indemnification obligation.
See Note 21 for additional information related to fair value measurements.
RECENT ACCOUNTING PRONOUNCEMENTS AND ACCOUNTING CHANGES
In July 2013, the Financial Accounting Standards Board ("FASB") issued final guidance on the presentation of certain unrecognized tax benefits in the financial statements. This guidance requires unrecognized tax benefits to be presented as a decrease in a deferred tax asset for a net operating loss carryforward, similar tax loss or tax credit carryforward if certain criteria are met. In situations in which a net operating loss carryforward, a similar tax loss or tax credit carryforward is not available at the reporting date under the tax law of the jurisdiction or the tax law of the jurisdiction does not require, and the entity does not intend to use the deferred tax asset for such purpose, the unrecognized tax benefit will be presented in the financial statements as a liability and will not be combined with deferred tax assets. This guidance became effective for fiscal years and interim periods within those years beginning after December 15, 2013 and was adopted by Regions on a prospective basis with the first quarter of 2014 financial reporting. The 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. Regions believes 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. Regions intends to adopt this guidance with the first quarter of 2015 financial reporting, and it will be applied retrospectively to all prior periods presented. Regions believes the proportional amortization method more accurately reflects the economics of tax credit investments. The cumulative effect to retained earnings (deficit) as of January 1, 2015 of adopting this guidance was not material.
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 other 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 believes that adoption of this guidance will not have a material impact to its consolidated financial statements.
In May 2014, the FASB and the International Accounting Standards Board (“IASB”) jointly issued a comprehensive new revenue recognition standard that will supersede nearly all existing revenue recognition guidance under U.S. GAAP and International Financial Reporting Standards ("IFRS"). The standard’s core principle is that an entity will recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods and services. The guidance may be applied retrospectively to each prior reporting period presented or retrospectively with the cumulative effect of initial application recognized at the date of initial application for fiscal years and interim periods within those years beginning after December 15, 2016. Early application is not permitted. Regions is in the process of reviewing the potential impact the adoption of this guidance will have to its consolidated financial statements.
In June 2014, the FASB issued new accounting guidance that requires two accounting changes related to the transfer and servicing of repurchase agreements and similar transactions. First, the amendments in the update change the accounting for repurchase-to-maturity transactions to secured borrowing accounting. Second, for repurchase financing arrangements, the amendments require separate accounting for a transfer of a financial asset executed contemporaneously with a repurchase agreement with the same counterparty, which will result in secured borrowing accounting for the repurchase agreement. The amendments in the update also require certain disclosures for transfers of financial assets and repurchase agreements. The accounting changes are effective for fiscal years and interim periods within those years beginning after December 15, 2014. The changes should be applied as a cumulative-effect adjustment to retained earnings at the beginning of the period of adoption. The disclosure of certain transactions accounted for as a sale is required to be presented for fiscal years and interim periods within those years beginning after December 15, 2014 and the disclosure for repurchase agreements, securities lending transactions, and repurchase-to-maturity transactions accounted for as secured borrowing is required to be presented for fiscal years beginning after December 15, 2014, and for interim periods beginning after March 15, 2015. Early application is not permitted. Regions believes that adoption of this guidance will not have a material impact to its consolidated financial statements.
In June 2014, the FASB issued new accounting guidance regarding share-based grants that requires a performance target that affects vesting and that could be achieved after the requisite service period to be treated as a performance condition. An entity should apply existing guidance that relates to awards with performance conditions that affect vesting to account for such awards. The guidance may be applied prospectively or retrospectively and is effective for fiscal years and interim periods within those years beginning after December 15, 2015. Early adoption is permitted. This guidance will not have a material impact upon adoption as Regions has no share-based grants with performance targets that could be achieved after the requisite service period.
In August 2014, the FASB issued new accounting guidance regarding the classification and measurement of foreclosed mortgage loans that are guaranteed by the government (including loans guaranteed by the FHA and the VA). The guidance addresses diversity in practice by requiring creditors to derecognize the mortgage loan upon foreclosure and to recognize a separate other receivable if the following conditions are met: (a) the government guarantee of the loan is not separable from the loan before foreclosure; (b) upon foreclosure, the creditor has the intent to convey the real estate to the guarantor and to make a claim on the guarantee, and also has the ability to make a recovery under the claim; and (c) claim amounts based on the fair value of the property are fixed upon foreclosure. Upon foreclosure, the separate other receivable should be measured based on the amount of the loan balance (principal and interest) expected to be recovered from the guarantor. 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. The transition method applied should be the same as the transition method applied upon implementation of the new accounting guidance issued in January 2014, described above, regarding the reclassification of residential real estate collateralized consumer mortgage loans upon foreclosures. Early adoption is permitted. Regions believes that adoption of this guidance will not have a material impact to its consolidated financial statements.
In August 2014, the FASB issued new accounting guidance to offer a measurement alternative for reporting entities that consolidate a collateralized financing entity ("CFE") in which the financial assets and financial liabilities are measured at fair value, with changes in fair values reflected in earnings. Under the measurement alternative, the reporting entity could elect to measure both the CFE’s financial assets and financial liabilities using the fair value of either the CFE’s financial assets or financial liabilities, whichever is more observable. This guidance is effective for the first quarter of 2015 financial reporting period. Regions believes that adoption of this guidance will not have a material impact to its consolidated financial statements.
In August 2014, the FASB issued new accounting guidance that requires management to evaluate whether there are conditions and events that raise substantial doubt about an entity’s ability to continue as a going concern. The guidance is intended to incorporate into GAAP a requirement that management perform a going concern evaluation similar to the auditor’s evaluation required by standards issued by the Public Company Accounting Oversight Board ("PCAOB") and American Institute of Certified Public Accountants ("AICPA"). The guidance is effective for all entities for annual periods ending after December 15, 2016 and for annual and interim periods thereafter. Early application is permitted. Regions believes the adoption of this guidance will not have a material impact to its consolidated financial statements.
In November 2014, the FASB issued new accounting guidance on determining whether the host contract in a hybrid financial instrument issued in the form of a share is more akin to debt or equity. The purpose of the guidance is to eliminate the use of different methods in practice and thereby reduce existing diversity under GAAP in the accounting for hybrid financial instruments issued in the form of a share. The guidance addresses the resulting diversity in practice by requiring an entity (an issuer or an investor) to determine the nature of the host contract by considering all stated and implied substantive terms and features of the hybrid financial instrument, weighing each term and feature on the basis of relevant facts and circumstances. The guidance should be applied on a modified retrospective basis to existing hybrid financial instruments issued in the form of a share as of the beginning in fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. Retrospective application is permitted to all relevant prior periods. Regions believes the adoption of this guidance will not have a material impact to its consolidated financial statements.
In January 2015, the FASB issued new accounting guidance related to the simplification of the income statement presentation by eliminating the concept of extraordinary items. Presentation and disclosure requirements for items that are unusual in nature or infrequently occurring will be retained. The guidance may be applied prospectively or on retrospective basis in fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. Early adoption is permitted. Entities that elect prospective application will be required, at transition, to disclose both the nature and amount of an item included in income from continuing operations after adoption that relates to an adjustment of an item previously separately classified and presented as an extraordinary item before adoption, if applicable. Regions does not currently report any extraordinary items on its income statement; therefore, adoption of this guidance will not have a material impact to its consolidated financial statements.

Variable_Interest_Entities

Variable Interest Entities	12 Months Ended
	Dec. 31, 2014
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 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) related to these transactions. 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, in Note 5. 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:
		2014		2013
		(In millions)
	Equity method investments included in other assets	$	944	$	863
	Unfunded commitments included in other liabilities	271		267
	Short-term construction loans and letters of credit commitments	233		227
	Funded portion of short-term loans and letters of credit	122		110

Discontinued_Operations

Discontinued Operations	12 Months Ended
	Dec. 31, 2014
Disclosure Discontinued Operations Condensed Results Of Operations For Discontinued Operations [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
		2014			2013			2012
		(In millions, except per share data)
	Interest income	$	—		$	—		$	8
	Interest expense	—			—			1
	Net interest income	—			—			7
	Non-interest income:
	Brokerage, investment banking and capital markets	—			—			233
	Gain on sale	—			—			19
	Insurance proceeds	19			—			—
	Other	—			—			12
	Total non-interest income	19			—			264
	Non-interest expense:
	Salaries and employee benefits	—			—			171
	Net occupancy expense	—			—			9
	Furniture and equipment expense	—			—			8
	Professional and legal expenses	(3		)	23			152
	Other	1			1			30
	Total non-interest expense	(2		)	24			370
	Income (loss) from discontinued operations before income taxes	21			(24		)	(99		)
	Income tax expense (benefit)	8			(11		)	(40		)
	Income (loss) from discontinued operations, net of tax	$	13		$	(13	)	$	(59	)
	Earnings (loss) per common share from discontinued operations:
	Basic	$	0.01		$	(0.01	)	$	(0.04	)
	Diluted	$	0.01		$	(0.01	)	$	(0.04	)

Securities

Securities	12 Months Ended
	Dec. 31, 2014
Investments, Debt and Equity Securities [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-14
					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	350			—			(12		)	338			6		—			344
	Mortgage-backed securities:
	Residential agency	1,698			—			(71		)	1,627			35		(1		)	1,661
	Commercial agency	216			—			(7		)	209			—		(6		)	203
		$	2,265		$	—		$	(90	)	$	2,175		$	41	$	(7	)	$	2,209
	Securities available for sale:
	U.S. Treasury securities	$	176		$	—		$	—		$	176							$	176
	Federal agency securities	233			2			—			235								235
	Obligations of states and political subdivisions	2			—			—			2								2
	Mortgage-backed securities:
	Residential agency	15,788			283			(33		)	16,038								16,038
	Residential non-agency	7			1			—			8								8
	Commercial agency	1,959			14			(9		)	1,964								1,964
	Commercial non-agency	1,489			14			(9		)	1,494								1,494
	Corporate and other debt securities	1,980			36			(26		)	1,990								1,990
	Equity securities	662			12			(1		)	673								673
		$	22,296		$	362		$	(78	)	$	22,580							$	22,580
		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.
	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, 2014			December 31, 2013
		(In millions)
	Federal Reserve Bank	$	488		$	472
	Federal Home Loan Bank	39			67
	Securities with carrying values of $12.1 billion and $12.5 billion at December 31, 2014 and 2013, 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, 2014, 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	$	—		$	—
Due after one year through five years	351			345
Due after five years through ten years	—			—
Mortgage-backed securities:
Residential agency	1,698			1,661
Commercial agency	216			203
	$	2,265		$	2,209
Securities available for sale:
Due in one year or less	$	89		$	89
Due after one year through five years	774			786
Due after five years through ten years	1,196			1,192
Due after ten years	332			336
Mortgage-backed securities:
Residential agency	15,788			16,038
Residential non-agency	7			8
Commercial agency	1,959			1,964
Commercial non-agency	1,489			1,494
Equity securities	662			673
	$	22,296		$	22,580
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, 2014 and 2013. 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-14
	Less Than Twelve Months						Twelve Months or More						Total
	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	$	—		$	—		$	344		$	(6	)	$	344	$	(6	)
Mortgage-backed securities:
Residential agency	—			—			1,659			(37		)	1,659		(37		)
Commercial agency	—			—			203			(13		)	203		(13		)
	$	—		$	—		$	2,206		$	(56	)	$	2,206	$	(56	)
Securities available for sale:
U.S. Treasury securities	$	74		$	—		$	3		$	—		$	77	$	—
Federal agency securities	—			—			3			—			3		—
Mortgage-backed securities:
Residential agency	1,178			(5		)	2,587			(28		)	3,765		(33		)
Commercial agency	464			(4		)	316			(5		)	780		(9		)
Commercial non-agency	242			(1		)	500			(8		)	742		(9		)
All other securities	400			(7		)	455			(20		)	855		(27		)
	$	2,358		$	(17	)	$	3,864		$	(61	)	$	6,222	$	(78	)
	December 31, 2013
	Less Than Twelve Months						Twelve Months or More						Total
	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	)
The number of individual securities in an unrealized loss position in the tables above decreased from 1,052 at December 31, 2013 to 827 at December 31, 2014. The decrease in the number of securities and the total amount of unrealized losses from year-end 2013 was primarily due to changes in interest rates. In instances where an unrealized loss did occur, there was no indication of an adverse change in credit on any of the underlying securities in the tables above. Except as described below, 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.
At the end of the second and fourth quarters of 2014, the Company had made the decision to sell a cumulative amount of approximately $339 million of certain other securities available for sale where the subsequent sale was not completed prior to quarter-end. Since the Company intended to sell these securities, each security reflecting an unrealized loss was considered to have an other-than-temporary impairment. The table below reflects total other-than-temporary impairment losses recorded during 2014.
Gross realized gains and gross realized losses on sales of securities available for sale, as well as other-than-temporary-impairment losses, for years ended December 31 are shown in the table below. The cost of securities sold is based on the specific identification method.
	2014			2013			2012
	(In millions)
Gross realized gains	$	38		$	55		$	49
Gross realized losses	(8		)	(29		)	(1		)
Other-than-temporary-impairment ("OTTI")	(3		)	—			—
Securities gains, net	$	27		$	26		$	48

Loans_Notes

Loans (Notes)	12 Months Ended
	Dec. 31, 2014
Receivables [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:
		2014		2013
		(In millions)
	Commercial and industrial	$	32,732	$	29,413
	Commercial real estate mortgage—owner-occupied	8,263		9,495
	Commercial real estate construction—owner-occupied	407		310
	Total commercial	41,402		39,218
	Commercial investor real estate mortgage	4,680		5,318
	Commercial investor real estate construction	2,133		1,432
	Total investor real estate	6,813		6,750
	Residential first mortgage	12,315		12,163
	Home equity	10,932		11,294
	Indirect	3,642		3,075
	Consumer credit card	1,009		948
	Other consumer	1,194		1,161
	Total consumer	29,092		28,641
	Total loans, net of unearned income (1)	$	77,307	$	74,609
	_________
	-1	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $504 million and $576 million at December 31, 2014 and 2013, respectively.
	During 2014 and 2013, Regions purchased approximately $1.1 billion and $978 million, respectively, in indirect loans from a third party.
	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:
		2014		2013
		(In millions)
	Rentals receivable	$	402	$	442
	Estimated residuals on leveraged leases	281		304
	Unearned income on leveraged leases	332		387
		2014		2013		2012
		(In millions)
	Pre-tax income from leveraged leases	$	38	$	45	$	43
	Income tax expense on income from leveraged leases	33		37		35
	The income above does not include leveraged lease termination gains of $10 million, $39 million and $14 million with related income tax expense of $10 million, $33 million and $11 million for the years ended December 31, 2014, 2013 and 2012, respectively.
	At December 31, 2014, $13.1 billion in loans held by Regions were pledged to secure borrowings from the FHLB. At December 31, 2014, an additional $29.8 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, 2014
Disclosure Loans and Allowance for Credit Losses [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, 2014, 2013 and 2012. 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. The allowance for loan losses related to individually evaluated loans is attributable to reserves for non-accrual loans and leases greater than or equal to $2.5 million and all troubled debt restructurings ("TDRs"). The allowance for loan losses and the loan portfolio ending balances related to collectively evaluated loans is attributable to the remainder of the portfolio.
		2014
		Commercial				Investor Real				Consumer			Total
						Estate
		(In millions)
	Allowance for loan losses, January 1, 2014	$	711			$	236			$	394		$	1,341
	Provision (credit) for loan losses	55				(89		)		103			69
	Loan losses:
	Charge-offs	(179		)		(24		)		(270		)	(473		)
	Recoveries	67				27				72			166
	Net loan losses	(112		)		3				(198		)	(307		)
	Allowance for loan losses, December 31, 2014	654				150				299			1,103
	Reserve for unfunded credit commitments, January 1, 2014	63				12				3			78
	Provision (credit) for unfunded credit losses	(6		)		(4		)		(3		)	(13		)
	Reserve for unfunded credit commitments, December 31, 2014	57				8				—			65
	Allowance for credit losses, December 31, 2014	$	711			$	158			$	299		$	1,168
	Portion of ending allowance for loan losses:
	Individually evaluated for impairment	$	186			$	65			$	78		$	329
	Collectively evaluated for impairment	468				85				221			774
	Total allowance for loan losses	$	654			$	150			$	299		$	1,103
	Portion of loan portfolio ending balance:
	Individually evaluated for impairment	$	742			$	417			$	856		$	2,015
	Collectively evaluated for impairment	40,660				6,396				28,236			75,292
	Total loans evaluated for impairment	$	41,402			$	6,813			$	29,092		$	77,307
		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, January 1, 2012	30				26				22			78
	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
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, 2014 and 2013. 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.
	2014
	Pass				Special Mention				Substandard			Non-accrual			Total
									Accrual
	(In millions)
Commercial and industrial	$	31,492			$	626			$	362		$	252		$	32,732
Commercial real estate mortgage—owner-occupied	7,425				315				285			238			8,263
Commercial real estate construction—owner-occupied	387				9				8			3			407
Total commercial	$	39,304			$	950			$	655		$	493		$	41,402
Commercial investor real estate mortgage	$	4,152			$	234			$	171		$	123		$	4,680
Commercial investor real estate construction	2,060				22				49			2			2,133
Total investor real estate	$	6,212			$	256			$	220		$	125		$	6,813
									Accrual			Non-accrual			Total
									(In millions)
Residential first mortgage									$	12,206		$	109		$	12,315
Home equity									10,830			102			10,932
Indirect									3,642			—			3,642
Consumer credit card									1,009			—			1,009
Other consumer									1,194			—			1,194
Total consumer									$	28,881		$	211		$	29,092
															$	77,307
	2013
	Pass				Special				Substandard			Non-accrual			Total
					Mention				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
AGING ANALYSIS
The following tables include an aging analysis of days past due (DPD) for each portfolio segment and class as of December 31, 2014 and 2013:
	2014
	Accrual Loans
	30-59 DPD				60-89 DPD				90+ DPD			Total			Total		Non-accrual		Total
												30+ DPD			Accrual
	(In millions)
Commercial and industrial	$	16			$	7			$	7		$	30		$	32,480	$	252	$	32,732
Commercial real estate	21				13				5			39			8,025		238		8,263
mortgage—owner-occupied
Commercial real estate construction—owner-occupied	1				—				—			1			404		3		407
Total commercial	38				20				12			70			40,909		493		41,402
Commercial investor real estate mortgage	17				3				3			23			4,557		123		4,680
Commercial investor real estate construction	—				—				—			—			2,131		2		2,133
Total investor real estate	17				3				3			23			6,688		125		6,813
Residential first mortgage	99				64				247			410			12,206		109		12,315
Home equity	73				38				63			174			10,830		102		10,932
Indirect	43				10				7			60			3,642		—		3,642
Consumer credit card	8				5				12			25			1,009		—		1,009
Other consumer	13				4				3			20			1,194		—		1,194
Total consumer	236				121				332			689			28,881		211		29,092
	$	291			$	144			$	347		$	782		$	76,478	$	829	$	77,307
	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
IMPAIRED LOANS
The following tables present details related to the Company’s impaired loans as of December 31, 2014 and 2013. Loans deemed to be impaired include all TDRs and all non-accrual commercial and investor real estate loans, excluding leases. Loans which have been fully charged-off do not appear in the tables below.
	Non-accrual Impaired Loans 2014
									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	$	286			$	36			$	250		$	11		$	239	$	83	41.6	%
Commercial real estate mortgage—owner-occupied	267				29				238			43			195		69		36.7
Commercial real estate construction—owner-occupied	3				—				3			—			3		1		33.3
Total commercial	556				65				491			54			437		153		39.2
Commercial investor real estate mortgage	162				39				123			26			97		30		42.6
Commercial investor real estate construction	3				1				2			—			2		1		66.7
Total investor real estate	165				40				125			26			99		31		43
Residential first mortgage	79				26				53			—			53		7		41.8
Home equity	22				7				15			—			15		1		36.4
Total consumer	101				33				68			—			68		8		40.6
	$	822			$	138			$	684		$	80		$	604	$	192	40.1	%
	Accruing Impaired Loans 2014
	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	$	102			$	3			$	99		$	17		19.6	%
Commercial real estate mortgage—owner-occupied	162				10				152			16			16
Total commercial	264				13				251			33			17.4
Commercial investor real estate mortgage	267				8				259			28			13.5
Commercial investor real estate construction	33				—				33			6			18.2
Total investor real estate	300				8				292			34			14
Residential first mortgage	426				11				415			57			16
Home equity	359				6				353			13			5.3
Indirect	1				—				1			—			—
Consumer credit card	2				—				2			—			—
Other consumer	17				—				17			—			—
Total consumer	805				17				788			70			10.8
	$	1,369			$	38			$	1,331		$	137		12.8	%
	Total Impaired Loans 2014
									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	$	388			$	39			$	349		$	11		$	338	$	100	35.8	%
Commercial real estate mortgage—owner-occupied	429				39				390			43			347		85		28.9
Commercial real estate construction—owner-occupied	3				—				3			—			3		1		33.3
Total commercial	820				78				742			54			688		186		32.2
Commercial investor real estate mortgage	429				47				382			26			356		58		24.5
Commercial investor real estate construction	36				1				35			—			35		7		22.2
Total investor real estate	465				48				417			26			391		65		24.3
Residential first mortgage	505				37				468			—			468		64		20
Home equity	381				13				368			—			368		14		7.1
Indirect	1				—				1			—			1		—		—
Consumer credit card	2				—				2			—			2		—		—
Other consumer	17				—				17			—			17		—		—
Total consumer	906				50				856			—			856		78		14.1
	$	2,191			$	176			$	2,015		$	80		$	1,935	$	329	23	%
_________
-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 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 for
	Balance(1)				Applied(2)				Loans			Related			Related		Loan Losses
												Allowance			Allowance
	(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.
The following table presents the average balances of total impaired loans and interest income for the years ended December 31, 2014, 2013 and 2012. Interest income recognized represents interest on accruing loans modified in a TDR. TDRs are considered impaired loans.
	2014								2013						2012
	Average				Interest				Average			Interest			Average		Interest
	Balance				Income				Balance			Income			Balance		Income
					Recognized							Recognized					Recognized
	(In millions)
Commercial and industrial	$	365			$	9			$	629		$	14		$	707	$	16
Commercial real estate mortgage—owner-occupied	473				12				579			11			737		11
Commercial real estate construction—owner-occupied	32				1				38			1			23		—
Total commercial	870				22				1,246			26			1,467		27
Commercial investor real estate mortgage	498				21				995			32			1,510		40
Commercial investor real estate construction	61				3				115			6			210		7
Total investor real estate	559				24				1,110			38			1,720		47
Residential first mortgage	457				14				1,114			38			1,157		39
Home equity	380				20				406			21			439		22
Indirect	1				—				2			—			2		—
Consumer credit card	2				—				1			—			—		—
Other consumer	20				1				32			2			47		3
Total consumer	860				35				1,555			61			1,645		64
Total impaired loans	$	2,289			$	81			$	3,911		$	125		$	4,832	$	138
In addition to the impaired loans detailed in the tables above, there were approximately $38 million in non-performing loans classified as held for sale at December 31, 2014, compared to $82 million at December 31, 2013. 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, 2014, approximately $103 million in non-performing loans were transferred to held for sale; this amount is net of charge-offs of $34 million recorded upon transfer. At December 31, 2014 and 2013, non-accrual loans including loans held for sale totaled $867 million and $1.2 billion, respectively.
TROUBLED DEBT RESTRUCTURINGS
Regions regularly modifies commercial and investor real estate loans in order to facilitate a workout strategy. Typical modifications include accommodations, such as renewals and forbearances. 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 interest rate. For smaller dollar commercial loans, Regions may periodically grant interest rate and other term concessions, similar to those under the consumer program described below.
Regions works to meet the individual needs of consumer borrowers to stem foreclosure through 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. Consumer TDRs primarily involve an interest rate concession, however under the CAP, Regions may also offer a short-term deferral, a term extension, 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.
As noted above, the majority of Regions’ consumer TDRs are results of interest rate concession and not a forgiveness of principal. 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 TDR status. Regions most often does not record a charge-off at the modification date.
None of the modified consumer loans listed in the following TDR disclosures were collateral-dependent at the time of modification. At December 31, 2014, approximately $67 million in residential first mortgage TDRs were in excess of 180 days past due and were considered collateral-dependent. At December 31, 2014, approximately $9 million in home equity first lien TDRs were in excess of 180 days past due and $6 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 the end of period balance for loans modified in a TDR by portfolio segment and class, and the financial impact of those modifications for the years ended December 31, 2014 and 2013. The tables include modifications made to new TDRs, as well as renewals of existing TDRs. The end of period balance, for the period in which it was added, of total loans first reported as new TDRs totaled approximately $395 million and $737 million for the years ended December 31, 2014 and 2013, respectively.
	2014
							Financial Impact
							of Modifications
							Considered TDRs
	Number of		Recorded				Increase in
	Obligors		Investment				Allowance at
							Modification
	(Dollars in millions)
Commercial and industrial	267		$	289			$	5
Commercial real estate mortgage—owner-occupied	272		226				4
Commercial real estate construction—owner-occupied	3		3				—
Total commercial	542		518				9
Commercial investor real estate mortgage	227		295				6
Commercial investor real estate construction	46		43				1
Total investor real estate	273		338				7
Residential first mortgage	573		114				17
Home equity	609		36				—
Consumer credit card	122		1				—
Indirect and other consumer	270		4				—
Total consumer	1,574		155				17
	2,389		$	1,011			$	33
	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
Defaulted TDRs
The following table presents TDRs by portfolio segment and class which defaulted during the years ended December 31, 2014 and 2013, 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.
	2014				2013
Defaulted During the Period, Where Modified in a TDR Twelve Months Prior to Default
Commercial and industrial	$	49			$	33
Commercial real estate mortgage—owner-occupied	17				30
Total commercial	66				63
Commercial investor real estate mortgage	7				92
Commercial investor real estate construction	1				26
Total investor real estate	8				118
Residential first mortgage	15				50
Home equity	3				5
Total consumer	18				55
	$	92			$	236
Commercial and investor real estate loans that 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, 2014, approximately $106 million of commercial and investor real estate loans modified in a TDR during the year ended December 31, 2014 were on non-accrual status. Approximately 23.4 percent of this amount was 90 days or more past due.
At December 31, 2014, Regions had restructured binding unfunded commitments totaling $110 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, 2014
Disclosure Loan Servicing Analysis Of Mortgage Servicing Rights Under Fair Value Measurement Method [Abstract]
Loan Servicing	SERVICING OF FINANCIAL ASSETS
	RESIDENTIAL MORTGAGE BANKING ACTIVITIES
	The fair value of residential 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 residential 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 residential mortgage servicing rights for the years ended December 31 under the fair value measurement method:
		2014			2013
		(In millions)
	Carrying value, beginning of year	$	297		$	191
	Additions	40			84
	Increase (decrease) in fair value(1):
	Due to change in valuation inputs or assumptions	(47		)	65
	Economic amortization associated with borrower repayments	(33		)	(43		)
	Carrying value, end of year	$	257		$	297
	_________
	-1	"Economic amortization associated with borrower repayments" includes both total loan payoffs as well as partial paydowns. Prior to the fourth quarter of 2014, this line item reflected total loan payoffs only, while partial paydowns were included in the "Due to change in valuation inputs or assumptions" line item. The 2014 and 2013 full-year amounts disclosed in the table have been reclassified to reflect the revised presentation.
	On October 31, 2014, the Company completed a transaction to purchase the rights to service approximately $833 million in residential mortgage loans. The residential mortgage servicing rights asset was increased by the purchase price of approximately $9 million.
	On March 29, 2013, the Company completed a transaction to purchase the rights to service approximately $3 billion in residential mortgage loans. The residential mortgage servicing rights asset was increased by the purchase price of approximately $28 million.
	Data and assumptions used in the fair value calculation, as well as the valuation’s sensitivity to rate fluctuations, related to residential mortgage servicing rights (excluding related derivative instruments) as of December 31 are as follows:
		2014			2013
		(Dollars in millions)
	Unpaid principal balance	$	27,385		$	28,075
	Weighted-average prepayment speed (CPR; percentage)	12		%	8.2		%
	Estimated impact on fair value of a 10% increase	$	(14	)	$	(11	)
	Estimated impact on fair value of a 20% increase	$	(27	)	$	(21	)
	Option-adjusted spread (basis points)	898			895
	Estimated impact on fair value of a 10% increase	$	(8	)	$	(10	)
	Estimated impact on fair value of a 20% increase	$	(16	)	$	(20	)
	Weighted-average coupon interest rate	4.4		%	4.5		%
	Weighted-average remaining maturity (months)	279			279
	Weighted-average servicing fee (basis points)	27.7			27.7
	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 residential 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 residential mortgage loans for the years ended December 31:
		2014			2013			2012
		(In millions)
	Servicing related fees and other ancillary income	$	86		$	86		$	83
	Residential mortgage 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 residential 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 income. The table below presents an analysis of Regions’ repurchase liability related to residential mortgage loans sold with representations and warranty provisions for the years ended December 31:
		2014			2013
		(In millions)
	Beginning balance	$	39		$	40
	Additions (reductions)	(4		)	31
	Losses	(9		)	(32		)
	Ending balance	$	26		$	39
	During 2014 and 2013, settled repurchase claims were related to one or more of the following alleged breaches: 1) eligibility or guideline violations; 2) missing or incorrect documents per investor guidelines; or 3) misrepresentation or fraud by the borrower. These claims stem primarily from loans originated in the 2006—2008 time period.
	COMMERCIAL MORTGAGE BANKING ACTIVITIES
	On July 18, 2014, Regions was approved as a Fannie Mae DUS lender and acquired a DUS servicing portfolio totaling approximately $1.0 billion. The Fannie Mae DUS program provides liquidity to the multi-family housing market. As part of the transaction, Regions recorded $12 million in commercial mortgage servicing rights and $15 million in intangible assets associated with the DUS license purchased. Regions also assumed a one-third loss share guarantee associated with the purchased portfolio. Regions estimated the fair value of the loss share guarantee to be approximately $4 million. See Note 1 for further discussion.
	As of December 31, 2014, the DUS servicing portfolio remained at approximately $1.0 billion, the related commercial MSR was approximately $11 million, and the loss share guarantee was approximately $4 million.

Premises_and_Equipment_Notes

Premises and Equipment (Notes)	12 Months Ended
	Dec. 31, 2014
Property, Plant and Equipment [Abstract]
Premises and Equipment	PREMISES AND EQUIPMENT
	A summary of premises and equipment at December 31 is as follows:
		2014			2013
		(In millions)
	Land	$	521		$	520
	Premises and improvements	1,768			1,745
	Furniture and equipment	1,028			1,000
	Software	440			393
	Leasehold improvements	405			396
	Construction in progress	176			141
		4,338			4,195
	Accumulated depreciation and amortization	(2,145		)	(1,979		)
		$	2,193		$	2,216

Intangible_Assets

Intangible Assets	12 Months Ended
	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Intangible Assets	INTANGIBLE ASSETS
	GOODWILL
	Goodwill allocated to each reportable segment at December 31 is presented as follows:
		2014
		(In millions)
	Corporate Bank	$	2,258
	Consumer Bank	2,095
	Wealth Management	463
		$	4,816
		2013
		(In millions)
	Business Services	$	2,552
	Consumer Services	1,797
	Wealth Management	467
		$	4,816
	There were no additions or impairment losses during 2014, 2013 or 2012.
	Refer to Note 22 for discussion of Regions' reorganization of its management reporting structure during the fourth quarter of 2014 and, accordingly, its segment reporting structure and goodwill reporting units. Goodwill is allocated to each of Regions’ reportable segments (each a reporting unit: Corporate Bank, Consumer Bank, and Wealth Management). In connection with the reorganization, management reallocated goodwill to the new reporting units using a relative fair value approach. 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.
	During the fourth quarter of 2014, Regions assessed the indicators of goodwill impairment for all three reporting units as part of its annual impairment test, as of October 1, 2014, and through the date of the filing of this Annual Report. 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, 2014 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 2014	Corporate		Consumer			Wealth
		Bank		Bank			Management
	Discount rate used in income approach	11.25	%	11.5	%		11.75	%
	Public company method market multiplier(1)	1.6x		1.2x			16.5x
	Transaction method market multiplier(2)	1.8x		1.8x			25.8x
	_________
	-1	For the Corporate Bank and Consumer Bank 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 Corporate Bank reporting unit, a 35 percent control premium was assumed for the Consumer Bank reporting unit and a 20 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 Corporate Bank and Consumer Bank 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 2013	Business		Consumer			Wealth
		Services		Services			Management
	Discount rate used in income approach	12	%	12	%		12	%
	Public company method market multiplier(1)	1.2x		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.
	OTHER INTANGIBLES
	Other intangibles consist primarily of core deposit intangibles, purchased credit card relationship assets, customer relationship and employment agreement assets, and the Fannie Mae DUS license. The following table shows the other intangibles and related accumulated amortization as of December 31:
		2014			2013				2014		2013		2014		2013
		Gross Carrying Amount							Accumulated Amortization				Net Carrying Amount
		(In millions)
	Core deposit intangibles	$	1,011		$	1,011			$	888	$	863	$	123	$	148
	Purchased credit card relationship assets	175			175				70		51		105		124
	Customer relationship and employment agreement assets	44			27				16		11		28		16
	Fannie Mae DUS license(1)												15		—
	Other(2)												4		7
		$	1,230		$	1,213			$	974	$	925	$	275	$	295
	_________
	(1) The Fannie Mae DUS license is a non-amortizing intangible asset.
	(2) Other includes intangible assets related to acquired trust services. Approximately $3 million is non-amortizing.
	Changes in the gross carrying amount in the table above reflect additions from recent acquisitions or the removal of fully amortized intangible assets. Purchased credit card relationships and customer relationships and employment agreements are being amortized to other non-interest expense primarily on an accelerated basis over a period ranging from 2 to 15 years. Core deposit intangible assets are being amortized to other non-interest expense on an accelerated basis over their expected useful lives.
	Regions purchased a Fannie Mae DUS license in 2014. The intangible asset associated with the DUS license is a non-amortizing intangible asset. Refer to Note 7 for additional information related to this license.
	The aggregate amount of amortization expense for core deposit intangibles, purchased credit card relationship assets, and other intangible assets is estimated as follows:
		Year Ended December 31
		(In millions)
	2015	$	48
	2016	43
	2017	39
	2018	33
	2019	27
	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. Regions concluded that no impairment for any other identifiable intangible assets occurred during 2014, 2013 or 2012.

Deposits

Deposits	12 Months Ended
	Dec. 31, 2014
Disclosure Deposits [Abstract]
Deposit Liabilities Disclosures [Text Block]	DEPOSITS
	The following schedule presents a detail of interest-bearing deposits at December 31:
		2014		2013
		(In millions)
	Savings(1)	$	6,653	$	6,250
	Interest-bearing transaction	21,544		20,789
	Money market—domestic(1)	25,396		25,435
	Money market—foreign	265		220
	Time deposits	8,595		9,608
	Interest-bearing customer deposits	62,453		62,302
	Corporate treasury time deposits	—		68
		$	62,453	$	62,370
	_________
	-1	In 2014, approximately $219 million individual retirement account ("IRA") balances were reclassified from money market to savings. Prior period amounts have been revised to conform to the current period classification.
	The aggregate amount of time deposits of $250,000 or more, including certificates of deposit of $250,000 or more, was $1.0 billion and $1.1 billion at December 31, 2014 and 2013, respectively.
	At December 31, 2014, the aggregate amount of maturities of all time deposits (deposits with stated maturities, consisting primarily of certificates of deposit and IRAs) were as follows:
		31-Dec-14
		(In millions)
	2015	$	4,266
	2016	1,828
	2017	1,160
	2018	815
	2019	101
	Thereafter	425
		$	8,595

ShortTerm_Borrowings

Short-Term Borrowings	12 Months Ended
	Dec. 31, 2014
Debt Disclosure [Abstract]
Short-Term Borrowings	SHORT-TERM BORROWINGS
	Following is a summary of short-term borrowings at December 31:
		2014		2013
		(In millions)
	Company funding sources:
	Federal funds purchased	$	—	$	11
	Federal Home Loan Bank advances	500		—
		500		11
	Customer-related borrowings:
	Securities sold under agreements to repurchase	1,753		2,171
		$	2,253	$	2,182
	COMPANY FUNDING SOURCES
	The levels of federal funds purchased, securities sold under agreements to repurchase, and Federal Home Loan Bank ("FHLB") advances 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. FHLB advances at December 31, 2014 had a weighted-average maturity of 31 days and a weighted-average rate paid of approximately 0.2 percent.
	Federal funds purchased at December 31, 2013 had a weighted-average maturity of 2 days and a weighted-average rate paid of approximately 0.1 percent.
	At December 31, 2014, Regions could borrow a maximum amount of approximately $21.3 billion from the Federal Reserve Bank Discount Window. See Note 5 for loans pledged to the Federal Reserve Bank at December 31, 2014 and 2013.
	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.

LongTerm_Borrowings_Notes

Long-Term Borrowings (Notes)	12 Months Ended
	Dec. 31, 2014
Long-term Borrowings [Abstract]
Long-term Debt [Text Block]	LONG-TERM BORROWINGS
	Long-term borrowings at December 31 consist of the following:
		2014			2013
		(In millions)
	Regions Financial Corporation (Parent):
	7.75% senior notes due November 2014	$	—		$	349
	5.75% senior notes due June 2015	499			498
	2.00% senior notes due May 2018	748			748
	7.75% subordinated notes due September 2024	100			100
	6.75% subordinated debentures due November 2025	160			161
	7.375% subordinated notes due December 2037	300			300
	Valuation adjustments on hedged long-term debt	(8		)	5
		1,799			2,161
	Regions Bank:
	Federal Home Loan Bank advances	8			1,009
	5.20% subordinated notes due April 2015	350			349
	7.50% subordinated notes due May 2018	750			750
	6.45% subordinated notes due June 2037	497			497
	Other long-term debt	57			58
	Valuation adjustments on hedged long-term debt	1			6
		1,663			2,669
		$	3,462		$	4,830
	As of December 31, 2014, 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. 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.
	In February 2015, Regions launched a tender offer for a portion of its outstanding 7.50% Subordinated Notes due May 2018. Pursuant to the terms and conditions of the tender offer, Regions will purchase up to $250 million principal amount of subordinated notes. The tender offer has an early tender premium for subordinated notes tendered by February 26, 2015. Estimated pre-tax losses on early extinguishment related to the full execution of this tender offer are expected to range between $40 million to $50 million.
	FHLB advances at December 31, 2014, 2013 and 2012 had a weighted-average interest rate of 1.7 percent, 1.4 percent, and 1.4 percent, respectively, with maturities ranging from one to sixteen 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, 2014 and 2013. 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, 2014 and 2013. Regions’ borrowing availability with the FHLB as of December 31, 2014, based on assets available for collateral at that date, was $9.9 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 5.0 percent, 4.8 percent, and 4.7 percent for the years ended December 31, 2014, 2013 and 2012, 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)
	2015	$	505		$	353
	2016	—			3
	2017	—			4
	2018	734			753
	2019	—			5
	Thereafter	560			545
		$	1,799		$	1,663
	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, 2014. 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. Regulatory approval would be required for retirement of some securities.

Regulatory_Capital_Requirement

Regulatory Capital Requirements and Restrictions	12 Months Ended
	Dec. 31, 2014
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.
	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, 2014 and 2013, the most recent notification from federal banking agencies categorized Regions and Regions Bank as well capitalized under the regulatory framework.
	The Company believes that no changes in conditions or events have occurred since December 31, 2014, 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, 2014 and 2013 exceeded all current regulatory requirements.
		December 31, 2014 (1)				Minimum		To Be Well
		Amount		Ratio		Requirement		Capitalized
		(Dollars in millions)
	Tier 1 capital:
	Regions Financial Corporation	$	12,390	12.54	%	4	%	6	%
	Regions Bank	12,095		12.3		4		6
	Total capital:
	Regions Financial Corporation	$	15,070	15.26	%	8	%	10	%
	Regions Bank	14,215		14.45		8		10
	Leverage capital (2):
	Regions Financial Corporation	$	12,390	10.86	%	3	%	5	%
	Regions Bank	12,095		10.64		3		5
		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 capital (2):
	Regions Financial Corporation	$	11,258	10.03	%	3	%	5	%
	Regions Bank	11,965		10.67		3		5
	_________
	-1	Current year Tier 1 capital, Total risk-based capital, and Leverage capital ratios are estimated.
	-2	The Leverage capital 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, 2014, 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) (Notes)	12 Months Ended
	Dec. 31, 2014
Equity [Abstract]
Stockholders' Equity and Accumulated Other Comprehensive Income (Loss)	STOCKHOLDERS’ EQUITY AND ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
	PREFERRED STOCK
	The following table presents a summary of the non-cumulative perpetual preferred stock as of December 31:
											2014			2013
		Issuance Date		Earliest Redemption Date	Dividend Rate			Liquidation Amount			Carrying Amount			Carrying Amount
		(Dollars in millions)
	Series A	11/1/12		12/15/17	6.375	%		$	500		$	419		$	450
	Series B	4/29/14		9/15/24	6.375	%	(1)	500			465			—
								$	1,000		$	884		$	450
	_________
	(1) Dividends, if declared, will be paid quarterly at an annual rate equal to (i) for each period beginning prior to September 15, 2024, 6.375%, and (ii) for each period beginning on or after September 15, 2024, three-month LIBOR plus 3.536%.
	For each preferred stock issuance listed above, Regions issued depositary shares, each representing a 1/40th ownership interest in a share of the Company's preferred stock, with a liquidation preference of $1,000.00 per share of preferred stock (equivalent to $25.00 per depositary share). Dividends on the preferred stock, if declared, accrue and are payable quarterly in arrears. The preferred stock has no stated maturity and redemption is solely at Regions' option, subject to regulatory approval, in whole, or in part, after the earliest redemption date or in whole, but not in part, within 90 days following a regulatory capital treatment event for the Series A preferred stock or at any time following a regulatory capital treatment event for the Series B preferred stock.
	The Board of Directors declared $32 million in cash dividends on Series A Preferred Stock during both 2014 and 2013. Series B Preferred Stock dividends were $20 million for 2014. Because the Company was in a retained deficit position, preferred dividends were recorded as a reduction of preferred stock, including related surplus.
	COMMON STOCK
	On March 19, 2013, Regions' Board of Directors authorized a $350 million common stock repurchase plan, permitting repurchases from the beginning of the second quarter of 2013 through the end of the first quarter of 2014. During the first quarter of 2014, Regions repurchased approximately 1 million shares of common stock under this plan at a total cost of approximately $8 million. As of March 31, 2014, Regions had repurchased approximately 37 million shares of common stock at a total cost of approximately $347 million. The total cost paid to repurchase common shares under this plan includes the full amount paid as part of a contractual repurchase agreement. All common shares repurchased under this plan were immediately retired and therefore are not included in treasury stock. On April 1, 2014, the remaining approximately $3 million available under this plan expired.
	During the first quarter of 2014, Regions received no objection to its 2014 capital plan from the Federal Reserve that was submitted as part of the Comprehensive Capital Analysis and Review ("CCAR") process. On April 24, 2014, Regions' Board of Directors approved an increase of its quarterly common stock dividend to $0.05 per share effective with the quarterly dividend to be paid in July 2014. The Board also authorized a new $350 million common stock repurchase plan, permitting repurchases from the beginning of the second quarter of 2014 through the end of the first quarter of 2015. As of December 31, 2014, Regions had repurchased approximately 25 million shares of common stock at a total cost of approximately $248 million. These shares were immediately retired upon repurchase and therefore are not included in treasury stock.
	The Board of Directors declared an $0.18 per share cash dividend for 2014, $0.10 for 2013, and $0.04 for 2012. Because the Company was in a retained deficit position, the common stock dividends were recorded as a reduction of additional-paid-in-capital.
	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:
		2014
		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	$	(64	)	$	(22	)	$	15		$	(248	)	$	(319	)
	Net change	9			197			18			(143		)	81
	End of year	$	(55	)	$	175		$	33		$	(391	)	$	(238	)
		2013
		Unrealized losses on securities transferred to held to maturity			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	$	—		$	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
	The following table presents amounts reclassified out of accumulated other comprehensive income (loss) for the years ended December 31:
		2014			2013
	Details about Accumulated Other Comprehensive Income (Loss) Components	Amount Reclassified from Accumulated Other Comprehensive Income (Loss)(1)			Amount Reclassified from Accumulated Other Comprehensive Income (Loss)(1)			Affected Line Item in the Consolidated Statements of Income
		(In millions)
	Unrealized losses on securities transferred to held to maturity:
		$	(14	)	$	(7	)	Net interest income
		5			3			Tax (expense) or benefit
		$	(9	)	$	(4	)	Net of tax
	Unrealized gains and (losses) on available for sale securities:
		$	27		$	26		Securities gains, net
	(10		)	(9		)	Tax (expense) or benefit
	$	17		$	17		Net of tax
Gains (losses) on cash flow hedges:
Interest rate contracts	$	126		$	86		Net interest income
	(48		)	(33		)	Tax (expense) or benefit
	$	78		$	53		Net of tax
Amortization of defined benefit plans and other post employment benefits items:
Prior service cost	$	(1	)	$	(1	)	(2)
Actuarial gains (losses)	(24		)	(69		)	(2)
	(25		)	(70		)	Total before tax
	9			25			Tax (expense) or benefit
	$	(16	)	$	(45	)	Net of tax
Total reclassifications for the period	$	70		$	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 income (see Note 17 for additional details).

Earnings_Loss_per_Common_Share

Earnings (Loss) per Common Share	12 Months Ended
	Dec. 31, 2014
Earnings Per Share [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:
		2014			2013			2012
		(In millions, except per share data)
	Numerator:
	Income from continuing operations	$	1,142		$	1,135		$	1,179
	Preferred stock dividends and accretion	(52		)	(32		)	(129		)
	Income from continuing operations available to common shareholders	1,090			1,103			1,050
	Income (loss) from discontinued operations, net of tax	13			(13		)	(59		)
	Net income available to common shareholders	$	1,103		$	1,090		$	991
	Denominator:
	Weighted-average common shares outstanding—basic	1,375			1,395			1,381
	Potential common shares	12			15			6
	Weighted-average common shares outstanding—diluted	1,387			1,410			1,387
	Earnings per common share from continuing operations available to common shareholders(1):
	Basic	$	0.79		$	0.79		$	0.76
	Diluted	0.79			0.78			0.76
	Earnings (loss) per common share from discontinued operations(1):
	Basic	0.01			(0.01		)	(0.04		)
	Diluted	0.01			(0.01		)	(0.04		)
	Earnings per common share(1):
	Basic	0.8			0.78			0.72
	Diluted	0.8			0.77			0.71
	________
	-1	Certain per share amounts may not appear to reconcile due to rounding.
	In 2014, 2013 and 2012, diluted earnings per common share from continuing operations is calculated using a denominator of 1,387 million, 1,410 million and 1,387 million shares, respectively, which includes 12 million, 15 million and 6 million potential common shares, respectively. For earnings per common share from discontinued operations, basic and diluted weighted-average common shares are the same for 2013 and 2012 due to the Company experiencing net losses.
	The effect from the assumed exercise of 24 million, 24 million and 36 million in stock options for the years ended December 31, 2014, 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, 2014
Disclosure of Compensation Related Costs, Share-based Payments [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, or their notional equivalent, as they are declared by the Board of Directors, and 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 42 million at December 31, 2014.
	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 issued 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 income for the years ended December 31:
		2014				2013				2012
		(In millions)
	Compensation cost of share-based compensation awards:
	Restricted stock awards	$	47			$	35			$	23
	Stock options	1				5				7
	Cash-settled restricted stock units	—				—				3
	Tax benefits related to compensation cost	(18		)		(15		)		(12		)
	Compensation cost of share-based compensation awards, net of tax	$	30			$	25			$	21
	STOCK OPTIONS
	The following table summarizes the activity for 2014, 2013 and 2012 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, 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.
	Granted	—			—
	Exercised	(2,249,932	)		4.61
	Canceled/Forfeited	(4,560,627	)		30.32
	Outstanding at December 31, 2014	25,316,676			$	23.07			$	28			2.83 yrs.
	Exercisable at December 31, 2014	25,316,676			$	23.07			$	28			2.83 yrs.
	RESTRICTED STOCK AWARDS AND PERFORMANCE STOCK AWARDS
	During 2014, 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 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 2014, 2013 and 2012 is summarized as follows:
		Number of			Weighted-Average
		Shares/Units			Grant Date
					Fair Value
	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
	Granted	5,368,113			11.22
	Vested	(2,626,683	)		6.82
	Forfeited	(526,219	)		8.09
	Non-vested at December 31, 2014	18,427,409			$	8.07
	As of December 31, 2014, the pre-tax amount of non-vested stock options, restricted stock, restricted stock units and performance stock units not yet recognized was $49 million, which will be recognized over a weighted-average period of 1.75 years. No share-based compensation costs were capitalized during the years ended December 31, 2014, 2013 and 2012.
	Regions did not issue cash-settled restricted stock units during 2014 or 2013. During 2012, Regions issued approximately 259 thousand of cash-settled restricted stock units.

Employee_Benefit_Plans

Employee Benefit Plans	12 Months Ended
	Dec. 31, 2014
Employee Benefit Plans [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 a $3 million contribution to the plan during the third quarter of 2014.
	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
		2014				2013				2014				2013				2014			2013
		(In millions)
	Change in benefit obligation
	Projected benefit obligation, beginning of year	$	1,777			$	2,004			$	165			$	163			$	1,942		$	2,167
	Service cost	34				38				4				3				38			41
	Interest cost	87				84				7				6				94			90
	Actuarial (gains) losses	231				(269		)		18				2				249			(267		)
	Benefit payments	(82		)		(77		)		(7		)		(9		)		(89		)	(86		)
	Administrative expenses	(3		)		(3		)		—				—				(3		)	(3		)
	Plan settlements	—				—				(15		)		—				(15		)	—
	Projected benefit obligation, end of year	$	2,044			$	1,777			$	172			$	165			$	2,216		$	1,942
	Change in plan assets
	Fair value of plan assets, beginning of year	$	1,812			$	1,749			$	—			$	—			$	1,812		$	1,749
	Actual return on plan assets	129				143				—				—				129			143
	Company contributions	3				—				21				9				24			9
	Benefit payments	(82		)		(77		)		(7		)		(9		)		(89		)	(86		)
	Administrative expenses	(3		)		(3		)		—				—				(3		)	(3		)
	Plan settlements	—				—				(14		)		—				(14		)	—
	Fair value of plan assets, end of year	$	1,859			$	1,812			$	—			$	—			$	1,859		$	1,812
	Funded status and accrued benefit cost at measurement date	$	(185	)		$	35			$	(172	)		$	(165	)		$	(357	)	$	(130	)
	Amount recognized in the Consolidated Balance Sheets:
	Other assets (liabilities)	$	(185	)		$	35			$	(172	)		$	(165	)		$	(357	)	$	(130	)
	Pre-tax amounts recognized in Accumulated Other Comprehensive (Income) Loss:
	Net actuarial loss (gain)	$	593			$	374			$	47			$	36			$	640		$	410
	Prior service cost (credit)	—				—				1				2				1			2
		$	593			$	374			$	48			$	38			$	641		$	412
	The accumulated benefit obligation for the qualified plan was $1.9 billion and $1.7 billion as of December 31, 2014 and 2013, respectively. The accumulated benefit obligation for the qualified plan exceeded the corresponding plan assets as of December 31, 2014. Total plan assets exceeded the corresponding accumulated benefit obligation for the qualified plan as of December 31, 2013. The accumulated benefit obligation for the non-qualified plan was $166 million and $157 million as of December 31, 2014 and 2013, respectively, which exceeded all corresponding plan assets for each period. Net periodic pension cost, which is recorded in salaries and employee benefits on the consolidated statements of income, included the following components for the years ended December 31:
			Qualified Plan												Non-qualified Plans										Total
			2014				2013				2012				2014				2013			2012			2014				2013			2012
			(In millions)
	Service cost		$	34			$	38			$	37			$	4			$	3		$	3		$	38			$	41		$	40
	Interest cost		87				84				84				7				6			6			94				90			90
	Expected return on plan assets		(138		)		(132		)		(115		)		—				—			—			(138		)		(132		)	(115		)
	Amortization of actuarial loss		21				66				70				3				3			1			24				69			71
	Amortization of prior service cost		—				—				—				1				1			1			1				1			1
	Settlement charge		—				—				—				3				—			—			3				—			—
	Net periodic pension cost		$	4			$	56			$	76			$	18			$	13		$	11		$	22			$	69		$	87
	The settlement charge relates to the settlement of liabilities under the SERP for certain executive officers during the second quarter of 2014.
	The estimated amounts that will be amortized from accumulated other comprehensive income (loss) into net periodic benefit cost in 2015 are as follows:
		Qualified Plan				Non-qualified Plans
		(In millions)
	Actuarial loss	$	43			$	3
	Prior service cost	—				1
		$	43			$	4
	The weighted-average assumptions used to determine benefit obligations at December 31 are as follows:
		Qualified Plan						Non-Qualified Plans
		2014			2013			2014			2013
	Discount rate	4.2	%		5	%		3.75	%		4.5	%
	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
		2014			2013			2012			2014			2013			2012
	Discount rate	5	%		4.25	%		4.6	%		4.5	%		3.65	%		4.35	%
	Expected long-term rate of return on plan assets	7.75	%		7.75	%		7.75	%		N/A			N/A			N/A
	Rate of annual compensation increase	3.75	%		3.75	%		3.75	%		3.75	%		3.75	%		3.75	%
	The expected long-term rate of return on qualified plan assets is based on an estimated reasonable range of probable returns. The assumption is established by considering historical and anticipated return of the asset classes invested in by the qualified plan and the allocation strategy currently in place among those classes. 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 a planned increase in 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.
	Regions’ qualified pension plan has a portion of its investments in Regions’ common stock. At December 31, 2014, the plan held 2,855,618 shares, which represents a total market value of approximately $30 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:
	2014																2013
	Level 1				Level 2				Level 3				Fair Value				Level 1			Level 2			Level 3				Fair Value
	(In millions)
Cash and cash equivalents	$	40			$	—			$	—			$	40			$	30		$	—		$	—			$	30
Fixed income securities:
U.S. Treasury and federal agency securities	—				132				—				132				—			135			—				135
Mortgage-backed securities	—				—				—				—				—			5			—				5
Collateralized mortgage obligations	—				—				—				—				—			2			—				2
Obligations of states and political subdivisions	—				—				—				—				—			1			—				1
Corporate bonds	—				155				—				155				—			171			—				171
Unit investment trusts	—				—				—				—				—			53			—				53
Total fixed income securities	$	—			$	287			$	—			$	287			$	—		$	367		$	—			$	367
Equity securities:
Domestic	278				—				—				278				271			—			—				271
International	18				—				—				18				16			—			—				16
Total equity securities	$	296			$	—			$	—			$	296			$	287		$	—		$	—			$	287
Mutual funds:
Domestic	—				—				—				—				101			—			—				101
International	162				—				—				162				—			—			—				—
Total mutual funds	$	162			$	—			$	—			$	162			$	101		$	—		$	—			$	101
Collective investment trust funds:
Fixed income fund	—				298				—				298				—			227			—				227
Common stock fund	—				219				—				219				—			186			—				186
International fund	—				161				—				161				—			228			—				228
	$	—			$	678			$	—			$	678			$	—		$	641		$	—			$	641
International hedge funds	$	—			$	93			$	—			$	93			$	—		$	90		$	—			$	90
Real estate funds	$	—			$	—			$	210			$	210			$	—		$	—		$	225			$	225
Private equity funds	$	—			$	—			$	92			$	92			$	—		$	—		$	70			$	70
Other assets	$	—			$	—			$	1			$	1			$	—		$	—		$	1			$	1
	$	498			$	1,058			$	303			$	1,859			$	418		$	1,098		$	296			$	1,812
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, 2014
(Level 3 measurements only)
	Real estate funds				Private equity funds				Other assets
					(In millions)
Beginning balance, January 1, 2014	$	225			$	70			$	1
Actual return on plan assets:
Net appreciation (depreciation) in fair value of investments	13				24				—
Purchases, sales, issuances, and settlements, net	(28		)		(2		)		—
Ending balance, December 31, 2014	$	210			$	92			$	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, 2014:	$	13			$	24			$	—
Fair Value Measurements Using
Significant Unobservable Inputs
Year Ended December 31, 2013
(Level 3 measurements only)
	Real estate funds				Private equity funds				Other assets
	(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			$	—
Information about the expected cash flows for the qualified pension plan are as follows:
	Qualified Plan
	(In millions)
Expected Employer Contributions:
2015	$	—
Expected Benefit Payments:
2015	$	86
2016	88
2017	91
2018	95
2019	98
2020-2023	557
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 2014, 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. Regions’ match to the 401(k) plan on behalf of employees totaled $37 million, $34 million and $29 million in 2014, 2013 and 2012, respectively. Regions’ cash contribution was approximately $14 million for both 2014 and 2013 and $12 million for 2012. Regions’ 401(k) plan held 37 million shares and 36 million shares of Regions common stock at December 31, 2014 and 2013, respectively. The 401(k) plan received approximately $6 million, $3 million and $1 million in dividends on Regions common stock for the years ended December 31, 2014, 2013 and 2012, respectively.
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 6.5 percent for 2014 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 income for the years ended December 31, 2014, 2013 and 2012. The projected benefit obligation for these plans was $23 million as of December 31, 2014 and 2013.

Other_NII_NIE

Other NII & NIE	12 Months Ended
	Dec. 31, 2014
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:
		2014			2013			2012
		(In millions)
	Investment management and trust fee income	$	193		$	196		$	195
	Insurance commissions and fees	124			114			109
	Bank-owned life insurance	85			82			81
	Capital markets fee income and other	73			87			83
	Commercial credit fee income	61			65			68
	Investment services fee income	43			34			27
	Leveraged lease termination gains, net	10			39			14
	Gain on sale of other assets	—			24			—
	Net loss from affordable housing	(66		)	(49		)	(49		)
	Other miscellaneous income	93			112			91
		$	616		$	704		$	619
	The following is a detail of other non-interest expense from continuing operations for the years ended December 31:
		2014			2013			2012
		(In millions)
	Professional, legal and regulatory expenses (1)	$	235		$	190		$	114
	Outside services	131			106			82
	Marketing	95			98			87
	Deposit administrative fees	75			125			162
	Amortization of other intangibles	51			54			109
	Credit/checkcard expenses	44			41			64
	Branch consolidation, property and equipment charges	16			5			—
	REIT investment early termination costs	—			—			42
	Loss on early extinguishment of debt	—			61			11
	Provision (credit) for unfunded credit losses	(13		)	(5		)	5
	(Gain) loss on loans held for sale, net	(23		)	(30		)	(61		)
	Gain on sale of TDRs held for sale, net	(35		)	—			—
	Other miscellaneous expenses	391			448			505
		$	967		$	1,093		$	1,120
	______
	-1	"Professional and legal expenses" and "regulatory charge" line items were combined in 2014. All prior periods presented have been reclassified to conform to this presentation.

Income_Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2014
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:
		2014			2013			2012
		(In millions)
	Current income tax expense (benefit):
	Federal	$	269		$	88		$	(20	)
	State	15			19			16
	Total current expense (benefit)	$	284		$	107		$	(4	)
	Deferred income tax expense (benefit):
	Federal	$	106		$	356		$	383
	State	67			(11		)	103
	Total deferred expense	$	173		$	345		$	486
	Total income tax expense	$	457		$	452		$	482
	__________
	Note: The table above does not include income tax expense (benefit) from discontinued operations of $8 million, $(11) million, $(40) million in 2014, 2013 and 2012, respectively. The deferred income tax expense (benefit) reflected in discontinued operations was $22 million, $34 million and $(52) million in 2014, 2013 and 2012, 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 an increase to stockholders’ equity of $6 million in 2014, zero in 2013 and a decrease of $6 million in 2012. The income tax effects of these transactions reduced the Company’s deferred tax asset by zero, $5 million and $6 million in 2014, 2013 and 2012, 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:
		2014			2013			2012
		(Dollars in millions)
	Tax on income from continuing operations computed at statutory federal income tax rate	$	560		$	555		$	582
	Increase (decrease) in taxes resulting from:
	State income tax, net of federal tax effect	53			5			77
	Affordable housing credits and other credits	(111		)	(108		)	(108		)
	Tax-exempt income from obligations of states and political subdivisions	(36		)	(32		)	(29		)
	Bank-owned life insurance	(33		)	(33		)	(32		)
	Lease financing	25			38			24
	Regulatory charge (recovery), net	1			20			—
	Federal audit settlement	—			—			(61		)
	Other, net	(2		)	7			29
	Income tax expense	$	457		$	452		$	482
	Effective tax rate	28.6		%	28.5		%	29		%
	Significant components of the Company’s net deferred tax asset at December 31 are listed below:
		2014			2013
		(In millions)
	Deferred tax assets:
	Allowance for loan losses	$	444		$	539
	Accrued expenses	193			191
	Unrealized gains and losses included in stockholders’ equity	146			196
	State net operating loss carryfowards, net of federal tax effect	134			176
	Employee benefits and deferred compensation	126			109
	Federal tax credit carryforwards	10			74
	Other	62			96
	Total deferred tax assets	1,115			1,381
	Less: valuation allowance	(32		)	(36		)
	Total deferred tax assets less valuation allowance	1,083			1,345
	Deferred tax liabilities:
	Lease financing	418			413
	Goodwill and intangibles	171			188
	Mortgage servicing rights	79			96
	Fixed assets	23			15
	Other	25			21
	Total deferred tax liabilities	716			733
	Net deferred tax asset	$	367		$	612
	The following table provides details of the Company’s tax carryforwards at December 31, 2014, 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)
	Alternate minimum tax credits-federal	None (2)		10		—		10			N/A
	Net operating losses-states	2015-2019		59		(5	)	54			1,283
	Net operating losses-states	2020-2026		49		(17	)	32			745
	Net operating losses-states	2027-2034		26		(7	)	19			485
	Other credits-states	2015-2019		7		(3	)	4			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 $367 million net deferred tax asset, $119 million relates to net operating losses and tax carryforwards of which $90 million expires before 2027 (as detailed in the table above). The remaining $248 million of net deferred tax assets do not have a set expiration date at December 31, 2014.
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, 2014, positive evidence supporting the realization of the deferred tax assets includes generation of taxable income for the two prior tax years. In addition, the reversal of taxable temporary differences, excluding goodwill and including the accretion of taxable temporary differences related to leverage leases acquired in a previous business combination, will offset approximately $714 million of the gross deferred tax asset.
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 $32 million against such benefits at December 31, 2014 compared to $36 million at December 31, 2013. The valuation allowance decrease of $4 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:
	2014			2013			2012
	(In millions)
Balance at beginning of year	$	51		$	55		$	94
Additions based on tax positions related to the current year	3			2			24
Additions based on tax positions taken in a prior period	—			4			11
Reductions based on tax positions taken in a prior period	(1		)	(10		)	(63		)
Settlements	(3		)	—			(11		)
Balance at end of year	$	50		$	51		$	55
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 $30 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, 2014, 2013 and 2012, the balance of the Company’s UTBs that would reduce the effective tax rate, if recognized, was $34 million, $34 million and $40 million, respectively. The remainder of the UTB balance has indirect tax benefits in other jurisdictions or is the tax effect of temporary differences.
During 2014, 2013 and 2012, income tax expense (benefit) includes a total of $1 million, $2 million and zero, respectively, before the impact of any applicable federal and state deductions, for interest expense, interest income and penalties. As of December 31, 2014 and 2013, the Company recognized a liability of $5 million and $4 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, 2014
Derivative Instruments and Hedging Activities Disclosure [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, 2014 and 2013.
		2014									2013
		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	$	2,817		$	6		$	30		$	4,241			$	70			$	29
	Derivatives in cash flow hedging relationships:
	Interest rate swaps	8,050			38			31			5,800				5				80
	Total derivatives designated as hedging instruments	$	10,867		$	44		$	61		$	10,041			$	75			$	109
	Derivatives not designated as hedging instruments:
	Interest rate swaps	$	45,860		$	941		$	972		$	46,591			$	1,078			$	1,142
	Interest rate options	3,016			10			2			2,865				9				4
	Interest rate futures and forward commitments	17,978			3			8			13,357				9				2
	Other contracts	4,149			217			211			2,535				48				44
	Total derivatives not designated as hedging instruments	$	71,003		$	1,171		$	1,193		$	65,348			$	1,144			$	1,192
	Total derivatives	$	81,870		$	1,215		$	1,254		$	75,389			$	1,219			$	1,301
	_________
	-1	Derivatives in a gain position are recorded as other assets and derivatives in a 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 recognized an unrealized after-tax gain of $32 million and $63 million in accumulated other comprehensive income (loss) at December 31, 2014 and 2013, 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 $50 million and $47 million during the years ended December 31, 2014 and 2013, 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 $113 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 $39 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, 2014.
	The following tables present the effect of hedging derivative instruments on the consolidated statements of income 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
		2014			2013			2012					2014				2013				2012
		(In millions)											(In millions)
	Fair Value Hedges:
	Interest rate swaps on:
	Debt/CDs	$	24		$	57		$	104		Interest expense		$	19			$	8			$	12
	Debt/CDs	(6		)	(76		)	(50		)	Other non-interest expense		9				66				41
	Securities available for sale	(16		)	(6		)	—			Interest income		—				—				—
	Securities available for sale	(60		)	33			—			Other non-interest expense		51				(33		)		—
	Total	$	(58	)	$	8		$	54				$	79			$	41			$	53
		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)
		2014			2013			2012					2014				2013				2012
		(In millions)											(In millions)
	Cash Flow Hedges:
	Interest rate swaps	$	15		$	(87	)	$	—		Interest income on loans		$	131			$	101			$	82
	Forward starting swaps	3			9			9			Interest expense on debt		(5		)		(15		)		(15		)
	Total	$	18		$	(78	)	$	9				$	126			$	86			$	67
	____
	(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 primarily used 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, 2014 and 2013, Regions had $233 million and $267 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, 2014 and 2013, Regions had $621 million and $636 million, respectively, in total notional amount related to these forward sale commitments.
	Regions has elected to account for residential 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 income effect of changes in the fair value of its residential mortgage servicing rights. As of December 31, 2014 and 2013, the total notional amount related to these contracts was $3.7 billion and $3.4 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 income for the years ended December 31:
	Derivatives Not Designated as Hedging Instruments	2014			2013			2012
		(In millions)
	Capital markets fee income and other (1):
	Interest rate swaps	$	12		$	25		$	29
	Interest rate options	—			2			(1		)
Interest rate futures and forward commitments	(1		)	1			(1		)
Other contracts	13			14			10
Total capital markets fee income and other	24			42			37
Mortgage income:
Interest rate swaps	35			(32		)	28
Interest rate options	1			(18		)	7
Interest rate futures and forward commitments	2			(3		)	35
Total mortgage income	38			(53		)	70
	$	62		$	(11	)	$	107
______
(1) Capital markets fee income and other is included in Other income on the consolidated statements of income.
Credit risk, defined as all positive exposures not collateralized with cash or other assets or reserved for, at December 31, 2014 and 2013, totaled approximately $392 million and $453 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 2015 and 2020. Credit derivatives whereby Regions has sold credit protection have maturities between 2016 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, 2014 was approximately $55 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, 2014 and 2013 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 credit-related termination provisions and/or credit related provisions regarding the posting of collateral, 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. The aggregate fair value of all derivative instruments with any credit-risk-related contingent features that were in a liability position on December 31, 2014 and 2013, was $272 million and $364 million, respectively, for which Regions had posted collateral of $272 million and $409 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, 2014 and 2013.
	Offsetting Derivative Assets						Offsetting Derivative Liabilities
	2014			2013			2014			2013
	(In millions)
Gross amounts subject to offsetting	$	1,157		$	1,165		$	1,195		$	1,257
Gross amounts not subject to offsetting	58			54			59			44
Gross amounts recognized	1,215			1,219			1,254			1,301
Gross amounts offset in the consolidated balance sheets(1)	815			774			1,054			1,233
Net amounts presented in the consolidated balance sheets	400			445			200			68
Gross amounts not offset in the consolidated balance sheets:
Financial instruments	8			10			—			—
Cash collateral received/posted	—			—			29			24
Net amounts	$	392		$	435		$	171		$	44
_________
(1) At December 31, 2014, gross amounts of derivative assets and liabilities offset in the consolidated balance sheets presented above include cash collateral received of $111 million and cash collateral posted of $354 million, respectively. At December 31, 2013, the 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.
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. During 2014, Regions obtained legal opinions which support that trades cleared through the Chicago Mercantile Exchange are governed under a master netting agreement and, as such, trades cleared with this Central Counterparty Clearing House (CCP) receive balance sheet netting treatment. Legal opinions have not been obtained for trades cleared through the London Clearing House, Ltd,. and, therefore, trades cleared with this CCP are not offset on Regions' consolidated balance sheets.

Fair_Value_Measurements

Fair Value Measurements	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair Value Measurements	FAIR VALUE MEASUREMENTS
	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, 2014, 2013, or 2012. 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.The following table presents assets and liabilities measured at estimated fair value on a recurring basis and non-recurring basis as of December 31:
		2014														2013
		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	$	106		$	—			$	—		$	106			$	111			$	—	$	—		$	111
	Securities available for sale:
	U.S. Treasury securities	$	176		$	—			$	—		$	176			$	56			$	—	$	—		$	56
	Federal agency securities	—			235				—			235				—				89		—			89
	Obligations of states and political subdivisions	—			2				—			2				—				5		—			5
	Mortgage-backed securities (MBS):
	Residential agency	—			16,038				—			16,038				—				15,677		—			15,677
	Residential non-agency	—			—				8			8				—				—		9			9
	Commercial agency	—			1,964				—			1,964				—				935		—			935
	Commercial non-agency	—			1,494				—			1,494				—				1,211		—			1,211
	Corporate and other debt securities	—			1,987				3			1,990				—				2,825		2			2,827
	Equity securities(1)	146			—				—			146				137				—		—			137
	Total securities available for sale	$	322		$	21,720			$	11		$	22,053			$	193			$	20,742	$	11		$	20,946
	Mortgage loans held for sale	$	—		$	440			$	—		$	440			$	—			$	429	$	—		$	429
	Residential mortgage servicing rights	$	—		$	—			$	257		$	257			$	—			$	—	$	297		$	297
	Derivative assets:
	Interest rate swaps	$	—		$	985			$	—		$	985			$	—			$	1,153	$	—		$	1,153
	Interest rate options	—			2				8			10				—				4		5			9
	Interest rate futures and forward commitments	—			3				—			3				—				9		—			9
	Other contracts	—			217				—			217				—				48		—			48
	Total derivative assets	$	—		$	1,207			$	8		$	1,215			$	—			$	1,214	$	5		$	1,219
	Derivative liabilities:
	Interest rate swaps	$	—		$	1,033			$	—		$	1,033			$	—			$	1,251	$	—		$	1,251
	Interest rate options	—			2				—			2				—				4		—			4
	Interest rate futures and forward commitments	—			8				—			8				—				2		—			2
	Other contracts	—			211				—			211				—				44		—			44
	Total derivative liabilities	$	—		$	1,254			$	—		$	1,254			$	—			$	1,301	$	—		$	1,301
	Nonrecurring fair value measurements
	Loans held for sale	$	—		$	—			$	33		$	33			$	—			$	—	$	596		$	596
	Foreclosed property and other real estate	—			41				8			49				—				49		18			67
	_________
	(1) Excludes Federal Reserve Bank and Federal Home Loan Bank Stock totaling $488 million and $39 million at December 31, 2014 and $472 million and $67 million at December 31, 2013, 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, 2014, 2013 and 2012, 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, 2014, 2013 and 2012 are not material.
		Year Ended December 31, 2014
					Total Realized /
					Unrealized
					Gains or Losses
		Opening Balance January 1, 2014			Included			Included			Purchases		Sales		Issuances			Settlements			Transfers	Transfers		Closing
					in			in Other													into	out of		Balance
					Earnings			Compre-													Level 3	Level 3		31-Dec-14
								hensive
								Income
								(Loss)
		(In millions)
	Level 3 Instruments Only
	Securities available for sale:
	Residential non-agency MBS	$	9		—			—			—		—		—			(1	)		—	—		$	8
	Corporate and other debt securities	2			—			—			4		—		—			(3	)		—	—		3
	Total securities available for sale	$	11		—			—			4		—		—			(4	)		—	—		$	11
	Residential mortgage servicing rights	$	297		(80	)	(1)	—			40		—		—			—			—	—		$	257
	Total interest rate options derivatives, net	$	5		93		(1)	—			—		—		—			(90	)		—	—		$	8
	_________
	(1) Included in mortgage income.
		Year Ended December 31, 2013
		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-13
	2013			Included			Included
				in Earnings			in Other
							Compre-
							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
Residential mortgage servicing rights	$	191		22		(1)	—			84		—		—			—			—	—		$	297
Total interest rate options derivatives, net	$	22		77		(1)	—			—		—		—			(94	)		—	—		$	5
_________
(1) Included in mortgage income.
	Year Ended December 31, 2012
	Opening			Total Realized /						Purchases		Sales		Issuances			Settlements			Transfers	Transfers		Disposition of Morgan Keegan			Closing Balance December 31, 2012
	Balance			Unrealized																into	out of
	January 1,			Gains or Losses																Level 3	Level 3
	2012			Included			Included
				in Earnings			in Other
							Compre-
							hensive
							Income
							(Loss)
	(In millions)
Level 3 Instruments Only
Trading account assets: (1)
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 (2)	$	191		3		(3)	—			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
Residential mortgage servicing rights	$	182		(51	)	(4)	—			60		—		—			—			—	—		—			$	191
Trading account liabilities:
Commercial agency MBS	$	5		—			—			37		—		—			—			—	—		(42	)		$	—
Other securities	2			—			—			12		—		—			(4	)		—	—		(10	)		—
Total trading account liabilities (2)	$	7		—			—			49		—		—			(4	)		—	—		(52	)		$	—
Total interest rate options derivatives, net	$	13		240		(4)	—			—		—		—			(231	)		—	—		—			$	22
_________
(1) Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
(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) Included in mortgage income.
The following table presents the fair value adjustments related to non-recurring fair value measurements for the years ended December 31:
	2014			2013
	(In millions)
Loans held for sale	$	(42	)	$	(248	)
Foreclosed property and other real estate	(29		)	(35		)
The following tables present detailed information regarding assets and liabilities measured at fair value using significant unobservable inputs (Level 3) as of December 31, 2014, 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, 2014, 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-14
	Level 3		Valuation	Unobservable		Quantitative Range of
	Estimated Fair Value at		Technique	Input(s)		Unobservable Inputs and
	December 31, 2014					(Weighted-Average)
	(Dollars in millions)
Recurring fair value measurements:
Securities available for sale:
Residential non-agency MBS	$8		Discounted cash flow	Spread to LIBOR		5.4% - 49.9% (12.3%)
				Weighted-average prepayment speed (CPR; percentage)		6.3% - 15.0% (9.5%)
				Probability of default		1.40%
				Loss severity		37.40%
Corporate and other debt securities	$3		Market comparable	Evaluated quote on same issuer/comparable bond		99.90%
Residential mortgage servicing rights (1)	$257		Discounted cash flow	Weighted-average prepayment speed (CPR; percentage)		9.9% - 22.4% (12.0%)
				Option-adjusted spread (percentage)		7.7% - 11.3% (9.0%)
Derivative assets:
Interest rate options	$8		Discounted cash flow	Weighted-average prepayment speed (CPR; percentage)		9.9% - 22.4% (12.0%)
				Option-adjusted spread (percentage)		7.7% - 11.3% (9.0%)
				Pull-through		7.3% - 99.1% (87.8%)
Nonrecurring fair value measurements:
Loans held for sale	$33		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)		8.3% - 90.9% (53.3%)
Foreclosed property and other real estate	$8		Discount to appraised value of property based on recent market activity for sales of similar properties	Appraisal comparability adjustment (discount)		3.7% - 73.0% (29.6%)
_________
(1) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for residential mortgage servicing rights.
	December 31, 2013
	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%
Residential mortgage servicing rights (1)	$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% (82.1%)
Nonrecurring fair value measurements:
Loans held for sale	$61		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)		1.0% - 99.0% (49.6%)
	$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 or 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% (42.3%)
_________
(1) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for residential 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%
Residential mortgage servicing rights (1)	$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%)
_________
(1) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for residential 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.
Residential mortgage servicing rights
The significant unobservable inputs used in the fair value measurement of residential 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 residential mortgage loans originated with the intent to sell. 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:
	2014										2013
	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	$	440		$	421			$	19		$	429		$	424			$	5
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 income. 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 income 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.
	2014			2013
	(In millions)
Net gains (losses) resulting from changes in fair value	$	15		$	(42	)
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, 2014 are as follows:
	2014
	Carrying			Estimated				Level 1			Level 2			Level 3
	Amount			Fair
				Value(1)
	(In millions)
Financial assets:
Cash and cash equivalents	$	4,004		$	4,004			$	4,004		$	—		$	—
Trading account securities	106			106				106			—			—
Securities held to maturity	2,175			2,209				1			2,208			—
Securities available for sale	22,580			22,580				322			22,247			11
Loans held for sale	541			541				—			440			101
Loans (excluding leases), net of unearned income and allowance for loan losses(2)(3)	74,482			70,114				—			—			70,114
Other interest-earning assets	67			67				—			67			—
Derivative assets	1,215			1,215				—			1,207			8
Financial liabilities:
Derivative liabilities	1,254			1,254				—			1,254			—
Deposits	94,200			94,186				—			94,186			—
Short-term borrowings	2,253			2,253				—			2,253			—
Long-term borrowings	3,462			3,871				—			3,504			367
Loan commitments and letters of credit	106			539				—			—			539
Indemnification obligation	206			198				—			—			198
_________
-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, 2014 was $4.4 billion or 5.9 percent.
-3	Excluded from this table is the lease carrying amount of $1.7 billion at December 31, 2014.
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.

Business_Segment_Information

Business Segment Information	12 Months Ended
	Dec. 31, 2014
Segment Reporting [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: Corporate Bank, Consumer Bank, and Wealth Management, with the remainder split between Discontinued Operations and Other. During the fourth quarter of 2014, Regions reorganized its internal management structure and, accordingly, its segment reporting structure. Previously, Regions’ three operating segments were Business Services, Consumer Services, and Wealth Management. Under the organizational realignment, Regions has created a Consumer Bank, which consists principally of the previous Consumer Services segment with businesses that serve retail and small business banking customers, and a Corporate Bank, which consists principally of the previous Business Services segment with businesses that serve middle-market and large commercial clients. Previously, small business banking was located within Business Services, but now resides in the Consumer Bank as its product set is more consistent with those offered in that segment. The Wealth Management segment remained unchanged during the reorganization. Segment results for all periods presented have been recast to reflect this organizational realignment.
	The application and development of management reporting methodologies is a dynamic process and is subject to periodic enhancements. As these enhancements are made, financial results presented may be periodically revised.
	The Corporate Bank 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. Corporate Bank customers include corporate, middle market, and commercial real estate developers and investors. Corresponding deposit products related to these types of customers are also included in this segment.
	The Consumer Bank segment represents the Company’s branch network, including consumer banking products and services related to residential first mortgages, home equity lines and loans, small business 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 personal 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 the Corporate Bank, Consumer Bank 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:
		2014
		Corporate Bank		Consumer		Wealth		Other			Continuing		Discontinued			Consolidated
				Bank		Management					Operations		Operations
		(In millions)
	Net interest income (loss)	$	1,165	$	2,459	$	172	$	(517	)	$	3,279	$	—		$	3,279
	Provision (credit) for loan losses	18		285		4		(238		)	69		—			69
	Non-interest income	326		1,109		367		19			1,821		19			1,840
	Non-interest expense	549		2,292		436		155			3,432		(2		)	3,430
	Income (loss) before income taxes	924		991		99		(415		)	1,599		21			1,620
	Income tax expense (benefit)	351		376		37		(307		)	457		8			465
	Net income (loss)	$	573	$	615	$	62	$	(108	)	$	1,142	$	13		$	1,155
	Average assets	$	43,688	$	38,378	$	2,944	$	33,458		$	118,468	$	—		$	118,468
		2013
		Corporate Bank		Consumer		Wealth		Other			Continuing		Discontinued			Consolidated
				Bank		Management					Operations		Operations
		(In millions)
	Net interest income (loss)	$	1,168	$	2,536	$	180	$	(622	)	$	3,262	$	—		$	3,262
	Provision (credit) for loan losses	108		587		21		(578		)	138		—			138
	Non-interest income	370		1,232		378		39			2,019		—			2,019
	Non-interest expense	485		2,428		444		199			3,556		24			3,580
	Income (loss) before income taxes	945		753		93		(204		)	1,587		(24		)	1,563
	Income tax expense (benefit)	359		286		36		(229		)	452		(11		)	441
	Net income (loss)	$	586	$	467	$	57	$	25		$	1,135	$	(13	)	$	1,122
	Average assets	$	39,492	$	39,509	$	3,024	$	35,780		$	117,805	$	—		$	117,805
		2012
		Corporate Bank		Consumer		Wealth		Other			Continuing		Discontinued			Consolidated
				Bank		Management					Operations		Operations
		(In millions)
	Net interest income (loss)	$	1,224	$	2,631	$	193	$	(748	)	$	3,300	$	7		$	3,307
	Provision (credit) for loan losses	273		738		29		(827		)	213		—			213
	Non-interest income	316		1,380		338		66			2,100		264			2,364
	Non-interest expense	411		2,505		424		186			3,526		370			3,896
	Income (loss) before income taxes	856		768		78		(41		)	1,661		(99		)	1,562
	Income tax expense (benefit)	325		292		30		(165		)	482		(40		)	442
	Net income (loss)	$	531	$	476	$	48	$	124		$	1,179	$	(59	)	$	1,120
	Average assets	$	37,192	$	41,302	$	3,394	$	40,294		$	122,182	$	713		$	122,895

Commitments_and_Contingencies

Commitments and Contingencies	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [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:
		2014		2013
		(In millions)
	Unused commitments to extend credit	$	43,724	$	41,885
	Standby letters of credit	1,697		1,629
	Commercial letters of credit	71		36
	Liabilities associated with standby letters of credit	40		37
	Assets associated with standby letters of credit	40		38
	Reserve for unfunded credit commitments	65		78
	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, 2014, 2013 and 2012 was $171 million, $165 million and $170 million, respectively.
	The approximate future minimum rental commitments as of December 31, 2014, 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)
	2015	$	108	$	36	$	144
	2016	102		22		124
	2017	91		8		99
	2018	82		2		84
	2019	75		—		75
	Thereafter	319		—		319
		$	777	$	68	$	845
	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. To the extent that Regions has an insurance recovery, the proceeds are recorded in the period the recovery is received.
	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 $206 million and an estimated fair value of approximately $198 million as of December 31, 2014 (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 $160 million as of December 31, 2014, 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 reasonably possible estimate includes legal contingencies that are subject to the indemnification agreement with Raymond James.
	Assessments of litigation and claims exposure are difficult because they involve inherently unpredictable factors including, but not limited to, the following: whether the proceeding is in the early stages; whether damages are unspecified, unsupported, or uncertain; whether there is a potential for punitive or other pecuniary damages; whether the matter involves legal uncertainties, including novel issues of law; whether the matter involves multiple parties and/or jurisdictions; whether discovery has begun or is not complete; whether meaningful settlement discussions have commenced; and whether the lawsuit involves class allegations. Assessments of class action litigation, which is generally more complex than other types of litigation, are particularly difficult, especially in the early stages of the proceeding when it is not known if a class will be certified or how a potential class, if certified, will be defined. As a result, Regions may be unable to estimate reasonably possible losses with respect to some of the matters disclosed below, and the aggregated estimated amount provided above 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. The U.S. District Court for the Western District of Tennessee has granted final approval of a settlement in the closed-end Funds class-action and shareholder derivative case as well as final approval of a settlement in a consolidated class action under the Employment Retirement Income Security Act. Approvals for settlements in the open-end Funds class action and shareholder derivative case and for investors represented by the Trustee Ad Litem are also being sought. 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 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 alleged claims under a civil Racketeer Influenced and Corrupt Organizations (“RICO”) statute and claims 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 seek monetary damages for a number of categories of alleged damages, including lost insurance business, lost financings and increased financing costs, increased audit fees and directors and officers insurance premiums and lost acquisitions. In September 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 brought by the Missouri Secretary of State in April 2013, seeking monetary penalties and other relief, was dismissed and refiled in November 2013. A civil action was brought by institutional investors of the bonds in March 2012, seeking a return of their investment and unspecified compensatory and punitive damages. Trial of this case is currently set for November 2015 in the Circuit Court for Cole County, Missouri. A class action was brought on behalf of retail purchasers of the bonds in September 2012, seeking unspecified compensatory and punitive damages. In September 2014, the District Court for the Western District of Missouri granted class certification. The parties agreed to settlement terms in January 2015 and are awaiting approval of the settlement by the Court. Other individual investors and investor groups have also filed arbitration claims or separate civil claims, which are pending in various stages. These matters are subject to the indemnification agreement with Raymond James.
	In October 2010, a class-action lawsuit was filed by Regions’ stockholders in the U.S. District Court for the Northern District of Alabama (the “District Court”) 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. In June 2011, the District Court denied Regions’ motion to dismiss the 2010 Claim. In June 2012, District Court granted class certification. In September 2014, the Eleventh Circuit Court of Appeals vacated certification in part and remanded the 2010 Claim to District Court for further consideration of the class certification issue. Following recertification in the District Court, Regions filed a petition for permissive appeal in the Eleventh Circuit Court of Appeals concerning the class certification which was denied in January 2015. Regions is seeking appellate review.
	Regions is involved in formal and informal information-gathering requests, investigations, reviews, examinations and proceedings by various governmental regulatory agencies, law enforcement authorities and self-regulatory bodies regarding Regions’ business, Regions' business practices and policies and the conduct of persons with whom Regions 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.
	In 2013, Regions received investigative requests from government agencies regarding its residential mortgage loan origination, underwriting and quality control practices for Federal Housing Administration insured loans made by Regions. More recently, in September 2014, Regions received an investigative request from the Office of Inspector General of the Federal Housing Finance Agency regarding its residential mortgage loan origination, underwriting and quality control practices for loans Regions sold to Fannie Mae and Freddie Mac. These inquiries are part of industry-wide investigations, and Regions is cooperating with the inquiries. 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 Company cannot predict the ultimate outcome of the investigations concerning its practices, however it is possible that these investigations could result in the payment of a monetary penalty which may adversely affect results of operations.
	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, 2014, the carrying value of the indemnification obligation was approximately $206 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. 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 will 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 (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014										Dec. 31, 2013	Dec. 31, 2012
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Net cash from operating activities	$2,096										$3,799	$2,441
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
		2014			2013
		(In millions)
	Assets
	Interest-bearing deposits in other banks	$	1,875		$	1,222
	Loans to subsidiaries	11			11
	Securities available for sale	19			20
	Premises and equipment, net	22			22
	Investments in subsidiaries:
	Banks	16,563			16,356
	Non-banks	278			265
		16,841			16,621
	Other assets	423			340
	Total assets	$	19,191		$	18,236
	Liabilities and Stockholders’ Equity
	Long-term borrowings	$	1,799		$	2,161
	Other liabilities	403			307
	Total liabilities	2,202			2,468
	Stockholders’ equity:
	Preferred stock	884			450
	Common stock	14			14
	Additional paid-in capital	18,767			19,216
	Retained earnings (deficit)	(1,061		)	(2,216		)
	Treasury stock, at cost	(1,377		)	(1,377		)
	Accumulated other comprehensive income (loss), net	(238		)	(319		)
	Total stockholders’ equity	16,989			15,768
	Total liabilities and stockholders’ equity	$	19,191		$	18,236
	Statements of Income
		Year Ended December 31
		2014			2013			2012
		(In millions)
	Income:
	Dividends received from subsidiaries	$	1,185		$	1,520		$	950
	Service fees from subsidiaries	2			160			141
	Interest from subsidiaries	5			3			4
	Other	—			1			2
		1,192			1,684			1,097
	Expenses:
	Salaries and employee benefits	52			180			154
	Interest	85			104			165
	Net occupancy expense	—			10			10
	Furniture and equipment expense	—			2			3
	Professional, legal and regulatory expenses	93			21			17
	Other	78			143			85
		308			460			434
	Income before income taxes and equity in undistributed earnings (loss) of subsidiaries	884			1,224			663
	Income tax benefit	(123		)	(117		)	(122		)
	Income from continuing operations	1,007			1,341			785
	Discontinued operations:
	Income (loss) from discontinued operations before income taxes	21			(24		)	(114		)
	Income tax expense (benefit)	8			(11		)	(38		)
	Income (loss) from discontinued operations, net of tax	13			(13		)	(76		)
	Income before equity in undistributed earnings (loss) of subsidiaries and preferred dividends	1,020			1,328			709
	Equity in undistributed earnings (loss) of subsidiaries:
	Banks	122			(221		)	387
	Non-banks	13			15			24
		135			(206		)	411
	Net income	1,155			1,122			1,120
	Preferred stock dividends and accretion	(52		)	(32		)	(129		)
	Net income available to common shareholders	$	1,103		$	1,090		$	991
	Statements of Cash Flows
	Year Ended December 31
	2014			2013			2012
	(In millions)
Operating activities:
Net income	$	1,155		$	1,122		$	1,120
Adjustments to reconcile net cash from operating activities:
Equity in undistributed (earnings) loss of subsidiaries	(135		)	206			(411		)
Depreciation, amortization and accretion, net	2			1			5
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
Other assets	(83		)	122			(90		)
Other liabilities	96			(152		)	242
Other	34			(21		)	138
Net cash from operating activities	1,069			1,310			1,016
Investing activities:
Investment in subsidiaries	(4		)	(6		)	2
Principal (advances) payments on loans to subsidiaries	—			(10		)	—
Proceeds from sales and maturities of securities available for sale	6			4			15
Purchases of securities available for sale	(5		)	(5		)	(14		)
Proceeds from disposition of business, net of cash transferred	—			—			855
Net cash from investing activities	(3		)	(17		)	858
Financing activities:
Net change in short-term borrowings	—			(70		)	70
Proceeds from long-term borrowings	—			750			—
Payments on long-term borrowings	(350		)	(1,100		)	(1,299		)
Cash dividends on common stock	(247		)	(138		)	(54		)
Cash dividends on preferred stock	(52		)	(32		)	(48		)
Net proceeds from issuance of preferred stock	486			—			486
Net proceeds from issuance of common stock	—			—			875
Repurchase of common stock	(256		)	(340		)	—
Repurchase of Series A preferred stock and warrant issued to the U.S. Treasury	—			—			(3,545		)
Other	6			2			1
Net cash from financing activities	(413		)	(928		)	(3,514		)
Net change in cash and cash equivalents	653			365			(1,640		)
Cash and cash equivalents at beginning of year	1,222			857			2,497
Cash and cash equivalents at end of year	$	1,875		$	1,222		$	857

Summary_of_Significant_Account1

Summary of Significant Accounting Policies Basis Of Presentation And Principles Of Consolidation (Policies)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [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 income.
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 income. 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 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 as part of net securities gains (losses), 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 estimated fair value with the entire offset recorded in the statement of income. 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 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, 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 all non-accruing loans less than $2.5 million, the allowance for loan losses is based on a discounted cash flow analysis performed at the note level, where estimated 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.
	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 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, non-accrual and past due status, and refreshed FICO scores for accruing, non-past due loans.
	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, real estate prices, or commodity pricing volatility,
	•	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. 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)
	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/or interest. TDRs can involve loans remaining on non-accrual, moving to non-accrual, or continuing on accrual status, depending on the individual facts and circumstances of the borrower. TDRs 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. 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 related to TDRs.
	The Customer Assistance Program ("CAP") was designed to evaluate potential consumer loan participants as early as possible in the life cycle of the troubled loan (as described in Note 6). Many of the modifications are finalized without the borrower ever reaching the applicable number of days past due, and therefore the loan may never be 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.
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 income. 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 income.
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, 3) amounts recorded related to employment agreements with certain individuals of acquired entities, and 4) the Fannie Mae Delegated Underwriting and Servicing ("DUS") license. Core deposit intangibles and certain 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 estimated 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 estimated 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. To determine the estimated cost of equity for each reporting unit, 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) to the base discount rate.
	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 Corporate Bank and Consumer Bank) 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 residential mortgage servicing assets using the fair value measurement method. Under the fair value measurement method, residential mortgage 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 residential 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 residential mortgages in the servicing portfolio could result in significant changes in the valuation adjustments, thus creating potential volatility in the carrying amount of residential 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.
	Regions is a Fannie Mae DUS lender. The Fannie Mae DUS program provides liquidity to the multi-family housing market. Regions' related commercial mortgage servicing rights are recorded in other assets on the consolidated balance sheets at the lower of cost or estimated fair value and are amortized in proportion to, and over the estimated period that net servicing income is expected to be received based on projections of the amount and timing of estimated future net cash flows. The amount and timing of estimated future net cash flows are updated based on actual results and updated projections. Regions periodically evaluates its commercial mortgage servicing rights for impairment. Regions has a one-third loss share guarantee associated with the majority of the DUS servicing portfolio. The other two-thirds loss share guarantee is retained by Fannie Mae. The estimated fair value of the loss share guarantee is recorded in other liabilities on the consolidated balance sheets.
	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, if the recorded investment in the loan exceeds the property’s estimated fair value less estimated costs to sell, a write-down is recorded 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, 2014 and 2013, the carrying values of foreclosed properties were approximately $124 million and $136 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 estimated 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.
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, changes in interest rate volatility 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, changes in interest rate volatility, 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 through a margining process in an exchange, 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 market value, 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, 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 income 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 residential mortgage servicing rights.
	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 or capital markets fee income and other, as applicable. Regions also has corresponding forward sale commitments related to these interest rate lock commitments, which are recorded at estimated fair value with changes in fair value recorded in mortgage income or capital markets fee income and other, as applicable. 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 residential mortgage servicing rights, Regions began using various derivative instruments to mitigate the impact of changes in the fair value of residential mortgage servicing rights in the statements of income. 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 and Share Repurchases [Policy Text Block]	TREASURY STOCK AND SHARE REPURCHASES
	The purchase of the Company’s common stock is recorded at cost. At the date of repurchase, stockholders' equity is reduced by the repurchase price. Upon retirement, or upon purchase for constructive retirement, treasury stock would be reduced by the cost of such stock with the excess of repurchase price over par or stated value recorded in additional paid-in capital. If the Company subsequently reissues treasury shares, treasury stock is reduced by the cost of such stock with differences recorded in additional paid-in capital or retained earnings, as applicable.
	Pursuant to recent share repurchase programs, shares repurchased were immediately retired, and therefore were not included in treasury stock. The Company's policy related to these share repurchases is to reduce its common stock based on the par value of the shares repurchased and to reduce its additional paid-in capital for the excess of the repurchase price over the par value.
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. As compensation cost is recognized, a deferred tax asset is recorded that represents an estimate of the future tax deduction from exercise or release of restrictions. At the time the share-based awards are exercised, cancelled, expire, or restrictions are released, the Company may be required to recognize an adjustment to tax expense depending on the market price of the Company’s common stock at that time.
	See Note 16 for further discussion and details of share-based payments.
Pension and Other Postretirement Plans, Pensions, Policy [Policy Text Block]	EMPLOYEE BENEFIT PLANS
	Regions uses an expected long-term rate of return applied to the fair market value of assets as of the beginning of the year and the expected cash flows during the year for calculating the expected investment return on all pension plan assets. As a minimum, amortization of the net gain or loss included in accumulated other comprehensive income resulting from experience different from that assumed and from changes in assumptions is included as a component of net periodic benefit cost if, as of the beginning of the year, that net gain or loss exceeds 10% of the greater of the projected benefit obligation or the market value of plan assets. If amortization is required, the minimum amortization is that excess divided by the average remaining service period of active participating employees expected to receive benefits under the plan. Regions uses a third-party actuary to compute the remaining service period of active participating employees. This period reflects expected turnover, pre-retirement mortality, and other applicable employee demographics.
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, 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 per common share is calculated by dividing net income available to common shareholders by the weighted-average number of common shares outstanding during the period. Diluted earnings per common share is calculated by dividing net income available to common shareholders by the weighted-average number of common shares outstanding during the period, plus the effect of outstanding stock options and stock performance awards if dilutive. 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, residential 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. Pricing received for U.S. Treasuries from third-party services is based on a market approach using dealer quotes from multiple active market makers and real-time trading systems. These valuations are Level 1 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 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 third-party 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 residential 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).
	Residential mortgage servicing rights 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 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 interest 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 in active markets and are considered Level 1 measurements. The fair values of certain long term borrowings are estimated using quoted market prices of identical instruments in non-active markets 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 23 for further information regarding the indemnification obligation.
	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 July 2013, the Financial Accounting Standards Board ("FASB") issued final guidance on the presentation of certain unrecognized tax benefits in the financial statements. This guidance requires unrecognized tax benefits to be presented as a decrease in a deferred tax asset for a net operating loss carryforward, similar tax loss or tax credit carryforward if certain criteria are met. In situations in which a net operating loss carryforward, a similar tax loss or tax credit carryforward is not available at the reporting date under the tax law of the jurisdiction or the tax law of the jurisdiction does not require, and the entity does not intend to use the deferred tax asset for such purpose, the unrecognized tax benefit will be presented in the financial statements as a liability and will not be combined with deferred tax assets. This guidance became effective for fiscal years and interim periods within those years beginning after December 15, 2013 and was adopted by Regions on a prospective basis with the first quarter of 2014 financial reporting. The 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. Regions believes 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. Regions intends to adopt this guidance with the first quarter of 2015 financial reporting, and it will be applied retrospectively to all prior periods presented. Regions believes the proportional amortization method more accurately reflects the economics of tax credit investments. The cumulative effect to retained earnings (deficit) as of January 1, 2015 of adopting this guidance was not material.
	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 other 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 believes that adoption of this guidance will not have a material impact to its consolidated financial statements.
	In May 2014, the FASB and the International Accounting Standards Board (“IASB”) jointly issued a comprehensive new revenue recognition standard that will supersede nearly all existing revenue recognition guidance under U.S. GAAP and International Financial Reporting Standards ("IFRS"). The standard’s core principle is that an entity will recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods and services. The guidance may be applied retrospectively to each prior reporting period presented or retrospectively with the cumulative effect of initial application recognized at the date of initial application for fiscal years and interim periods within those years beginning after December 15, 2016. Early application is not permitted. Regions is in the process of reviewing the potential impact the adoption of this guidance will have to its consolidated financial statements.
	In June 2014, the FASB issued new accounting guidance that requires two accounting changes related to the transfer and servicing of repurchase agreements and similar transactions. First, the amendments in the update change the accounting for repurchase-to-maturity transactions to secured borrowing accounting. Second, for repurchase financing arrangements, the amendments require separate accounting for a transfer of a financial asset executed contemporaneously with a repurchase agreement with the same counterparty, which will result in secured borrowing accounting for the repurchase agreement. The amendments in the update also require certain disclosures for transfers of financial assets and repurchase agreements. The accounting changes are effective for fiscal years and interim periods within those years beginning after December 15, 2014. The changes should be applied as a cumulative-effect adjustment to retained earnings at the beginning of the period of adoption. The disclosure of certain transactions accounted for as a sale is required to be presented for fiscal years and interim periods within those years beginning after December 15, 2014 and the disclosure for repurchase agreements, securities lending transactions, and repurchase-to-maturity transactions accounted for as secured borrowing is required to be presented for fiscal years beginning after December 15, 2014, and for interim periods beginning after March 15, 2015. Early application is not permitted. Regions believes that adoption of this guidance will not have a material impact to its consolidated financial statements.
	In June 2014, the FASB issued new accounting guidance regarding share-based grants that requires a performance target that affects vesting and that could be achieved after the requisite service period to be treated as a performance condition. An entity should apply existing guidance that relates to awards with performance conditions that affect vesting to account for such awards. The guidance may be applied prospectively or retrospectively and is effective for fiscal years and interim periods within those years beginning after December 15, 2015. Early adoption is permitted. This guidance will not have a material impact upon adoption as Regions has no share-based grants with performance targets that could be achieved after the requisite service period.
	In August 2014, the FASB issued new accounting guidance regarding the classification and measurement of foreclosed mortgage loans that are guaranteed by the government (including loans guaranteed by the FHA and the VA). The guidance addresses diversity in practice by requiring creditors to derecognize the mortgage loan upon foreclosure and to recognize a separate other receivable if the following conditions are met: (a) the government guarantee of the loan is not separable from the loan before foreclosure; (b) upon foreclosure, the creditor has the intent to convey the real estate to the guarantor and to make a claim on the guarantee, and also has the ability to make a recovery under the claim; and (c) claim amounts based on the fair value of the property are fixed upon foreclosure. Upon foreclosure, the separate other receivable should be measured based on the amount of the loan balance (principal and interest) expected to be recovered from the guarantor. 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. The transition method applied should be the same as the transition method applied upon implementation of the new accounting guidance issued in January 2014, described above, regarding the reclassification of residential real estate collateralized consumer mortgage loans upon foreclosures. Early adoption is permitted. Regions believes that adoption of this guidance will not have a material impact to its consolidated financial statements.
	In August 2014, the FASB issued new accounting guidance to offer a measurement alternative for reporting entities that consolidate a collateralized financing entity ("CFE") in which the financial assets and financial liabilities are measured at fair value, with changes in fair values reflected in earnings. Under the measurement alternative, the reporting entity could elect to measure both the CFE’s financial assets and financial liabilities using the fair value of either the CFE’s financial assets or financial liabilities, whichever is more observable. This guidance is effective for the first quarter of 2015 financial reporting period. Regions believes that adoption of this guidance will not have a material impact to its consolidated financial statements.
	In August 2014, the FASB issued new accounting guidance that requires management to evaluate whether there are conditions and events that raise substantial doubt about an entity’s ability to continue as a going concern. The guidance is intended to incorporate into GAAP a requirement that management perform a going concern evaluation similar to the auditor’s evaluation required by standards issued by the Public Company Accounting Oversight Board ("PCAOB") and American Institute of Certified Public Accountants ("AICPA"). The guidance is effective for all entities for annual periods ending after December 15, 2016 and for annual and interim periods thereafter. Early application is permitted. Regions believes the adoption of this guidance will not have a material impact to its consolidated financial statements.
	In November 2014, the FASB issued new accounting guidance on determining whether the host contract in a hybrid financial instrument issued in the form of a share is more akin to debt or equity. The purpose of the guidance is to eliminate the use of different methods in practice and thereby reduce existing diversity under GAAP in the accounting for hybrid financial instruments issued in the form of a share. The guidance addresses the resulting diversity in practice by requiring an entity (an issuer or an investor) to determine the nature of the host contract by considering all stated and implied substantive terms and features of the hybrid financial instrument, weighing each term and feature on the basis of relevant facts and circumstances. The guidance should be applied on a modified retrospective basis to existing hybrid financial instruments issued in the form of a share as of the beginning in fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. Retrospective application is permitted to all relevant prior periods. Regions believes the adoption of this guidance will not have a material impact to its consolidated financial statements.
	In January 2015, the FASB issued new accounting guidance related to the simplification of the income statement presentation by eliminating the concept of extraordinary items. Presentation and disclosure requirements for items that are unusual in nature or infrequently occurring will be retained. The guidance may be applied prospectively or on retrospective basis in fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. Early adoption is permitted. Entities that elect prospective application will be required, at transition, to disclose both the nature and amount of an item included in income from continuing operations after adoption that relates to an adjustment of an item previously separately classified and presented as an extraordinary item before adoption, if applicable. Regions does not currently report any extraordinary items on its income statement; therefore, adoption of this guidance will not have a material impact to its consolidated financial statements.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies Summary of Significant Accounting Policies (Tables)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Cash Flow, Supplemental Disclosures [Text Block]	The following table summarizes supplemental cash flow information for the years ended December 31:
		2014		2013		2012
		(In millions)
	Cash paid (received) during the period for:
	Interest on deposits and borrowings	$	314	$	416	$	644
	Income taxes, net	296		54		80
	Non-cash transfers:
	Loans held for sale and loans transferred to other real estate	125		227		297
	Loans transferred to loans held for sale(1)	101		712		341
	Loans held for sale transferred to loans	4		26		8
	Properties transferred to held for sale	8		6		—
	Reduction of indemnification reserves	—		—		51
	Securities available for sale transferred to held to maturity	—		2,418		—
	_________
	(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_Tab

Variable Interest Entities (Tables)	12 Months Ended
	Dec. 31, 2014
Disclosure Variable Interest Entities Schedule Of Equity Method Investments [Abstract]
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:
		2014		2013
		(In millions)
	Equity method investments included in other assets	$	944	$	863
	Unfunded commitments included in other liabilities	271		267
	Short-term construction loans and letters of credit commitments	233		227
	Funded portion of short-term loans and letters of credit	122		110

Discontinued_Operations_Tables

Discontinued Operations (Tables)	12 Months Ended
	Dec. 31, 2014
Disclosure Discontinued Operations Condensed Results Of Operations For Discontinued Operations [Abstract]
Condensed Results Of Operations For Discontinued Operations	The following table represents the condensed results of operations for discontinued operations:
		Year Ended December 31
		2014			2013			2012
		(In millions, except per share data)
	Interest income	$	—		$	—		$	8
	Interest expense	—			—			1
	Net interest income	—			—			7
	Non-interest income:
	Brokerage, investment banking and capital markets	—			—			233
	Gain on sale	—			—			19
	Insurance proceeds	19			—			—
	Other	—			—			12
	Total non-interest income	19			—			264
	Non-interest expense:
	Salaries and employee benefits	—			—			171
	Net occupancy expense	—			—			9
	Furniture and equipment expense	—			—			8
	Professional and legal expenses	(3		)	23			152
	Other	1			1			30
	Total non-interest expense	(2		)	24			370
	Income (loss) from discontinued operations before income taxes	21			(24		)	(99		)
	Income tax expense (benefit)	8			(11		)	(40		)
	Income (loss) from discontinued operations, net of tax	$	13		$	(13	)	$	(59	)
	Earnings (loss) per common share from discontinued operations:
	Basic	$	0.01		$	(0.01	)	$	(0.04	)
	Diluted	$	0.01		$	(0.01	)	$	(0.04	)

Securities_Tables

Securities (Tables)	12 Months Ended
	Dec. 31, 2014
Investments, Debt and Equity Securities [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-14
					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	350			—			(12		)	338			6		—			344
	Mortgage-backed securities:
	Residential agency	1,698			—			(71		)	1,627			35		(1		)	1,661
	Commercial agency	216			—			(7		)	209			—		(6		)	203
		$	2,265		$	—		$	(90	)	$	2,175		$	41	$	(7	)	$	2,209
	Securities available for sale:
	U.S. Treasury securities	$	176		$	—		$	—		$	176							$	176
	Federal agency securities	233			2			—			235								235
	Obligations of states and political subdivisions	2			—			—			2								2
	Mortgage-backed securities:
	Residential agency	15,788			283			(33		)	16,038								16,038
	Residential non-agency	7			1			—			8								8
	Commercial agency	1,959			14			(9		)	1,964								1,964
	Commercial non-agency	1,489			14			(9		)	1,494								1,494
	Corporate and other debt securities	1,980			36			(26		)	1,990								1,990
	Equity securities	662			12			(1		)	673								673
		$	22,296		$	362		$	(78	)	$	22,580							$	22,580
		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.
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, 2014			December 31, 2013
		(In millions)
	Federal Reserve Bank	$	488		$	472
	Federal Home Loan Bank	39			67
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, 2014, 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	$	—		$	—
	Due after one year through five years	351			345
	Due after five years through ten years	—			—
	Mortgage-backed securities:
	Residential agency	1,698			1,661
	Commercial agency	216			203
		$	2,265		$	2,209
	Securities available for sale:
	Due in one year or less	$	89		$	89
	Due after one year through five years	774			786
	Due after five years through ten years	1,196			1,192
	Due after ten years	332			336
	Mortgage-backed securities:
	Residential agency	15,788			16,038
	Residential non-agency	7			8
	Commercial agency	1,959			1,964
	Commercial non-agency	1,489			1,494
	Equity securities	662			673
		$	22,296		$	22,580
Schedule Of Gross Unrealized Losses And Estimated Fair Value Of Securities Available For Sale and Held To Maturity	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, 2014 and 2013. 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-14
		Less Than Twelve Months						Twelve Months or More						Total
		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	$	—		$	—		$	344		$	(6	)	$	344	$	(6	)
	Mortgage-backed securities:
	Residential agency	—			—			1,659			(37		)	1,659		(37		)
	Commercial agency	—			—			203			(13		)	203		(13		)
		$	—		$	—		$	2,206		$	(56	)	$	2,206	$	(56	)
	Securities available for sale:
	U.S. Treasury securities	$	74		$	—		$	3		$	—		$	77	$	—
	Federal agency securities	—			—			3			—			3		—
	Mortgage-backed securities:
	Residential agency	1,178			(5		)	2,587			(28		)	3,765		(33		)
	Commercial agency	464			(4		)	316			(5		)	780		(9		)
	Commercial non-agency	242			(1		)	500			(8		)	742		(9		)
	All other securities	400			(7		)	455			(20		)	855		(27		)
		$	2,358		$	(17	)	$	3,864		$	(61	)	$	6,222	$	(78	)
		December 31, 2013
		Less Than Twelve Months						Twelve Months or More						Total
		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	)
Schedule Of Gross Realized Gains And Gross Realized Losses On Available For Sale Securities	Gross realized gains and gross realized losses on sales of securities available for sale, as well as other-than-temporary-impairment losses, for years ended December 31 are shown in the table below. The cost of securities sold is based on the specific identification method.
		2014			2013			2012
		(In millions)
	Gross realized gains	$	38		$	55		$	49
	Gross realized losses	(8		)	(29		)	(1		)
	Other-than-temporary-impairment ("OTTI")	(3		)	—			—
	Securities gains, net	$	27		$	26		$	48

Loans_Tables

Loans (Tables)	12 Months Ended
	Dec. 31, 2014
Receivables [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:
		2014		2013
		(In millions)
	Commercial and industrial	$	32,732	$	29,413
	Commercial real estate mortgage—owner-occupied	8,263		9,495
	Commercial real estate construction—owner-occupied	407		310
	Total commercial	41,402		39,218
	Commercial investor real estate mortgage	4,680		5,318
	Commercial investor real estate construction	2,133		1,432
	Total investor real estate	6,813		6,750
	Residential first mortgage	12,315		12,163
	Home equity	10,932		11,294
	Indirect	3,642		3,075
	Consumer credit card	1,009		948
	Other consumer	1,194		1,161
	Total consumer	29,092		28,641
	Total loans, net of unearned income (1)	$	77,307	$	74,609
	_________
	-1	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $504 million and $576 million at December 31, 2014 and 2013, 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:
		2014		2013
		(In millions)
	Rentals receivable	$	402	$	442
	Estimated residuals on leveraged leases	281		304
	Unearned income on leveraged leases	332		387
		2014		2013		2012
		(In millions)
	Pre-tax income from leveraged leases	$	38	$	45	$	43
	Income tax expense on income from leveraged leases	33		37		35

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 2014
Disclosure Loans and Allowance for Credit Losses [Abstract]
Analysis Of The Allowance For Credit Losses By Portfolio Segment
		2014
		Commercial				Investor Real				Consumer			Total
						Estate
		(In millions)
	Allowance for loan losses, January 1, 2014	$	711			$	236			$	394		$	1,341
	Provision (credit) for loan losses	55				(89		)		103			69
	Loan losses:
	Charge-offs	(179		)		(24		)		(270		)	(473		)
	Recoveries	67				27				72			166
	Net loan losses	(112		)		3				(198		)	(307		)
	Allowance for loan losses, December 31, 2014	654				150				299			1,103
	Reserve for unfunded credit commitments, January 1, 2014	63				12				3			78
	Provision (credit) for unfunded credit losses	(6		)		(4		)		(3		)	(13		)
	Reserve for unfunded credit commitments, December 31, 2014	57				8				—			65
	Allowance for credit losses, December 31, 2014	$	711			$	158			$	299		$	1,168
	Portion of ending allowance for loan losses:
	Individually evaluated for impairment	$	186			$	65			$	78		$	329
	Collectively evaluated for impairment	468				85				221			774
	Total allowance for loan losses	$	654			$	150			$	299		$	1,103
	Portion of loan portfolio ending balance:
	Individually evaluated for impairment	$	742			$	417			$	856		$	2,015
	Collectively evaluated for impairment	40,660				6,396				28,236			75,292
	Total loans evaluated for impairment	$	41,402			$	6,813			$	29,092		$	77,307
		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, January 1, 2012	30				26				22			78
	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
Credit Quality Indicators Excluding Loans Held For Sale
		2014
		Pass				Special Mention				Substandard			Non-accrual			Total
										Accrual
		(In millions)
	Commercial and industrial	$	31,492			$	626			$	362		$	252		$	32,732
	Commercial real estate mortgage—owner-occupied	7,425				315				285			238			8,263
	Commercial real estate construction—owner-occupied	387				9				8			3			407
	Total commercial	$	39,304			$	950			$	655		$	493		$	41,402
	Commercial investor real estate mortgage	$	4,152			$	234			$	171		$	123		$	4,680
	Commercial investor real estate construction	2,060				22				49			2			2,133
	Total investor real estate	$	6,212			$	256			$	220		$	125		$	6,813
										Accrual			Non-accrual			Total
										(In millions)
	Residential first mortgage									$	12,206		$	109		$	12,315
	Home equity									10,830			102			10,932
	Indirect									3,642			—			3,642
	Consumer credit card									1,009			—			1,009
	Other consumer									1,194			—			1,194
	Total consumer									$	28,881		$	211		$	29,092
																$	77,307
		2013
		Pass				Special				Substandard			Non-accrual			Total
						Mention				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
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, 2014 and 2013:
		2014
		Accrual Loans
		30-59 DPD				60-89 DPD				90+ DPD			Total			Total		Non-accrual		Total
													30+ DPD			Accrual
		(In millions)
	Commercial and industrial	$	16			$	7			$	7		$	30		$	32,480	$	252	$	32,732
	Commercial real estate	21				13				5			39			8,025		238		8,263
	mortgage—owner-occupied
	Commercial real estate construction—owner-occupied	1				—				—			1			404		3		407
	Total commercial	38				20				12			70			40,909		493		41,402
	Commercial investor real estate mortgage	17				3				3			23			4,557		123		4,680
	Commercial investor real estate construction	—				—				—			—			2,131		2		2,133
	Total investor real estate	17				3				3			23			6,688		125		6,813
	Residential first mortgage	99				64				247			410			12,206		109		12,315
	Home equity	73				38				63			174			10,830		102		10,932
	Indirect	43				10				7			60			3,642		—		3,642
	Consumer credit card	8				5				12			25			1,009		—		1,009
	Other consumer	13				4				3			20			1,194		—		1,194
	Total consumer	236				121				332			689			28,881		211		29,092
		$	291			$	144			$	347		$	782		$	76,478	$	829	$	77,307
		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
Schedule Of Impaired Loans	The following tables present details related to the Company’s impaired loans as of December 31, 2014 and 2013. Loans deemed to be impaired include all TDRs and all non-accrual commercial and investor real estate loans, excluding leases. Loans which have been fully charged-off do not appear in the tables below.
		Non-accrual Impaired Loans 2014
										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	$	286			$	36			$	250		$	11		$	239	$	83	41.6	%
	Commercial real estate mortgage—owner-occupied	267				29				238			43			195		69		36.7
	Commercial real estate construction—owner-occupied	3				—				3			—			3		1		33.3
	Total commercial	556				65				491			54			437		153		39.2
	Commercial investor real estate mortgage	162				39				123			26			97		30		42.6
	Commercial investor real estate construction	3				1				2			—			2		1		66.7
	Total investor real estate	165				40				125			26			99		31		43
	Residential first mortgage	79				26				53			—			53		7		41.8
	Home equity	22				7				15			—			15		1		36.4
	Total consumer	101				33				68			—			68		8		40.6
		$	822			$	138			$	684		$	80		$	604	$	192	40.1	%
		Accruing Impaired Loans 2014
		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	$	102			$	3			$	99		$	17		19.6	%
	Commercial real estate mortgage—owner-occupied	162				10				152			16			16
	Total commercial	264				13				251			33			17.4
	Commercial investor real estate mortgage	267				8				259			28			13.5
	Commercial investor real estate construction	33				—				33			6			18.2
	Total investor real estate	300				8				292			34			14
	Residential first mortgage	426				11				415			57			16
	Home equity	359				6				353			13			5.3
	Indirect	1				—				1			—			—
	Consumer credit card	2				—				2			—			—
	Other consumer	17				—				17			—			—
	Total consumer	805				17				788			70			10.8
		$	1,369			$	38			$	1,331		$	137		12.8	%
		Total Impaired Loans 2014
										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	$	388			$	39			$	349		$	11		$	338	$	100	35.8	%
	Commercial real estate mortgage—owner-occupied	429				39				390			43			347		85		28.9
	Commercial real estate construction—owner-occupied	3				—				3			—			3		1		33.3
	Total commercial	820				78				742			54			688		186		32.2
	Commercial investor real estate mortgage	429				47				382			26			356		58		24.5
	Commercial investor real estate construction	36				1				35			—			35		7		22.2
	Total investor real estate	465				48				417			26			391		65		24.3
	Residential first mortgage	505				37				468			—			468		64		20
	Home equity	381				13				368			—			368		14		7.1
	Indirect	1				—				1			—			1		—		—
	Consumer credit card	2				—				2			—			2		—		—
	Other consumer	17				—				17			—			17		—		—
	Total consumer	906				50				856			—			856		78		14.1
		$	2,191			$	176			$	2,015		$	80		$	1,935	$	329	23	%
	_________
	-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 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 for
	Balance(1)				Applied(2)				Loans			Related			Related		Loan Losses
												Allowance			Allowance
	(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.
The following table presents the average balances of total impaired loans and interest income for the years ended December 31, 2014, 2013 and 2012. Interest income recognized represents interest on accruing loans modified in a TDR. TDRs are considered impaired loans.
	2014								2013						2012
	Average				Interest				Average			Interest			Average		Interest
	Balance				Income				Balance			Income			Balance		Income
					Recognized							Recognized					Recognized
	(In millions)
Commercial and industrial	$	365			$	9			$	629		$	14		$	707	$	16
Commercial real estate mortgage—owner-occupied	473				12				579			11			737		11
Commercial real estate construction—owner-occupied	32				1				38			1			23		—
Total commercial	870				22				1,246			26			1,467		27
Commercial investor real estate mortgage	498				21				995			32			1,510		40
Commercial investor real estate construction	61				3				115			6			210		7
Total investor real estate	559				24				1,110			38			1,720		47
Residential first mortgage	457				14				1,114			38			1,157		39
Home equity	380				20				406			21			439		22
Indirect	1				—				2			—			2		—
Consumer credit card	2				—				1			—			—		—
Other consumer	20				1				32			2			47		3
Total consumer	860				35				1,555			61			1,645		64
Total impaired loans	$	2,289			$	81			$	3,911		$	125		$	4,832	$	138
Schedule of loans by class modified in a TDR
		2014
								Financial Impact
								of Modifications
								Considered TDRs
		Number of		Recorded				Increase in
		Obligors		Investment				Allowance at
								Modification
		(Dollars in millions)
	Commercial and industrial	267		$	289			$	5
	Commercial real estate mortgage—owner-occupied	272		226				4
	Commercial real estate construction—owner-occupied	3		3				—
	Total commercial	542		518				9
	Commercial investor real estate mortgage	227		295				6
	Commercial investor real estate construction	46		43				1
	Total investor real estate	273		338				7
	Residential first mortgage	573		114				17
	Home equity	609		36				—
	Consumer credit card	122		1				—
	Indirect and other consumer	270		4				—
	Total consumer	1,574		155				17
		2,389		$	1,011			$	33
		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
Loans Modified In Past Twelve Months Which Subsequently Defaulted
		2014				2013
	Defaulted During the Period, Where Modified in a TDR Twelve Months Prior to Default
	Commercial and industrial	$	49			$	33
	Commercial real estate mortgage—owner-occupied	17				30
	Total commercial	66				63
	Commercial investor real estate mortgage	7				92
	Commercial investor real estate construction	1				26
	Total investor real estate	8				118
	Residential first mortgage	15				50
	Home equity	3				5
	Total consumer	18				55
		$	92			$	236

Servicing_of_Financial_Assets_

Servicing of Financial Assets (Tables)	12 Months Ended
	Dec. 31, 2014
Disclosure Loan Servicing Analysis Of Mortgage Servicing Rights Under Fair Value Measurement Method [Abstract]
Analysis Of Mortgage Servicing Rights Under The Fair Value Measurement Method	The table below presents an analysis of residential mortgage servicing rights for the years ended December 31 under the fair value measurement method:
		2014			2013
		(In millions)
	Carrying value, beginning of year	$	297		$	191
	Additions	40			84
	Increase (decrease) in fair value(1):
	Due to change in valuation inputs or assumptions	(47		)	65
	Economic amortization associated with borrower repayments	(33		)	(43		)
	Carrying value, end of year	$	257		$	297
	_________
	-1	"Economic amortization associated with borrower repayments" includes both total loan payoffs as well as partial paydowns. Prior to the fourth quarter of 2014, this line item reflected total loan payoffs only, while partial paydowns were included in the "Due to change in valuation inputs or assumptions" line item. The 2014 and 2013 full-year amounts disclosed in the table have been reclassified to reflect the revised presentation.
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 residential mortgage servicing rights (excluding related derivative instruments) as of December 31 are as follows:
		2014			2013
		(Dollars in millions)
	Unpaid principal balance	$	27,385		$	28,075
	Weighted-average prepayment speed (CPR; percentage)	12		%	8.2		%
	Estimated impact on fair value of a 10% increase	$	(14	)	$	(11	)
	Estimated impact on fair value of a 20% increase	$	(27	)	$	(21	)
	Option-adjusted spread (basis points)	898			895
	Estimated impact on fair value of a 10% increase	$	(8	)	$	(10	)
	Estimated impact on fair value of a 20% increase	$	(16	)	$	(20	)
	Weighted-average coupon interest rate	4.4		%	4.5		%
	Weighted-average remaining maturity (months)	279			279
	Weighted-average servicing fee (basis points)	27.7			27.7
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 residential mortgage loans for the years ended December 31:
		2014			2013			2012
		(In millions)
	Servicing related fees and other ancillary income	$	86		$	86		$	83
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 residential mortgage loans sold with representations and warranty provisions for the years ended December 31:
		2014			2013
		(In millions)
	Beginning balance	$	39		$	40
	Additions (reductions)	(4		)	31
	Losses	(9		)	(32		)
	Ending balance	$	26		$	39

Tables

(Tables)	12 Months Ended
	Dec. 31, 2014
Property, Plant and Equipment [Abstract]
Premises and Equipment	A summary of premises and equipment at December 31 is as follows:
		2014			2013
		(In millions)
	Land	$	521		$	520
	Premises and improvements	1,768			1,745
	Furniture and equipment	1,028			1,000
	Software	440			393
	Leasehold improvements	405			396
	Construction in progress	176			141
		4,338			4,195
	Accumulated depreciation and amortization	(2,145		)	(1,979		)
		$	2,193		$	2,216

Intangible_Assets_Tables

Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Goodwill [Table Text Block]	Goodwill allocated to each reportable segment at December 31 is presented as follows:
		2014
		(In millions)
	Corporate Bank	$	2,258
	Consumer Bank	2,095
	Wealth Management	463
		$	4,816
		2013
		(In millions)
	Business Services	$	2,552
	Consumer Services	1,797
	Wealth Management	467
		$	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, 2014 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 2014	Corporate		Consumer			Wealth
		Bank		Bank			Management
	Discount rate used in income approach	11.25	%	11.5	%		11.75	%
	Public company method market multiplier(1)	1.6x		1.2x			16.5x
	Transaction method market multiplier(2)	1.8x		1.8x			25.8x
	_________
	-1	For the Corporate Bank and Consumer Bank 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 Corporate Bank reporting unit, a 35 percent control premium was assumed for the Consumer Bank reporting unit and a 20 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 Corporate Bank and Consumer Bank 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 2013	Business		Consumer			Wealth
		Services		Services			Management
	Discount rate used in income approach	12	%	12	%		12	%
	Public company method market multiplier(1)	1.2x		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.
Summary Of Other Intangible Assets [Table Text Block]	The following table shows the other intangibles and related accumulated amortization as of December 31:
		2014			2013				2014		2013		2014		2013
		Gross Carrying Amount							Accumulated Amortization				Net Carrying Amount
		(In millions)
	Core deposit intangibles	$	1,011		$	1,011			$	888	$	863	$	123	$	148
	Purchased credit card relationship assets	175			175				70		51		105		124
	Customer relationship and employment agreement assets	44			27				16		11		28		16
	Fannie Mae DUS license(1)												15		—
	Other(2)												4		7
		$	1,230		$	1,213			$	974	$	925	$	275	$	295
	_________
	(1) The Fannie Mae DUS license is a non-amortizing intangible asset.
	(2) Other includes intangible assets related to acquired trust services. Approximately $3 million is non-amortizing.
Schedule of Finite-Lived Intangible Assets, Future Amortization Expense [Table Text Block]	The aggregate amount of amortization expense for core deposit intangibles, purchased credit card relationship assets, and other intangible assets is estimated as follows:
		Year Ended December 31
		(In millions)
	2015	$	48
	2016	43
	2017	39
	2018	33
	2019	27

Deposits_Tables

Deposits (Tables)	12 Months Ended
	Dec. 31, 2014
Disclosure Deposits [Abstract]
Schedule Of Interest Bearing Deposits [Text Block]	The following schedule presents a detail of interest-bearing deposits at December 31:
		2014		2013
		(In millions)
	Savings(1)	$	6,653	$	6,250
	Interest-bearing transaction	21,544		20,789
	Money market—domestic(1)	25,396		25,435
	Money market—foreign	265		220
	Time deposits	8,595		9,608
	Interest-bearing customer deposits	62,453		62,302
	Corporate treasury time deposits	—		68
		$	62,453	$	62,370
	_________
	-1	In 2014, approximately $219 million individual retirement account ("IRA") balances were reclassified from money market to savings. Prior period amounts have been revised to conform to the current period classification
Schedule Of Aggregate Amount Of Maturities Of All Time Deposits [Text Block]	At December 31, 2014, the aggregate amount of maturities of all time deposits (deposits with stated maturities, consisting primarily of certificates of deposit and IRAs) were as follows:
		31-Dec-14
		(In millions)
	2015	$	4,266
	2016	1,828
	2017	1,160
	2018	815
	2019	101
	Thereafter	425
		$	8,595

ShortTerm_Borrowings_Tables

Short-Term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2014
Debt Disclosure [Abstract]
Text Block [Abstract]	Following is a summary of short-term borrowings at December 31:
		2014		2013
		(In millions)
	Company funding sources:
	Federal funds purchased	$	—	$	11
	Federal Home Loan Bank advances	500		—
		500		11
	Customer-related borrowings:
	Securities sold under agreements to repurchase	1,753		2,171
		$	2,253	$	2,182

LongTerm_Borrowings_Tables

Long-Term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2014
Debt Instrument [Line Items]
Schedule of Long-term Debt Instruments [Table Text Block]	Long-term borrowings at December 31 consist of the following:
		2014			2013
		(In millions)
	Regions Financial Corporation (Parent):
	7.75% senior notes due November 2014	$	—		$	349
	5.75% senior notes due June 2015	499			498
	2.00% senior notes due May 2018	748			748
	7.75% subordinated notes due September 2024	100			100
	6.75% subordinated debentures due November 2025	160			161
	7.375% subordinated notes due December 2037	300			300
	Valuation adjustments on hedged long-term debt	(8		)	5
		1,799			2,161
	Regions Bank:
	Federal Home Loan Bank advances	8			1,009
	5.20% subordinated notes due April 2015	350			349
	7.50% subordinated notes due May 2018	750			750
	6.45% subordinated notes due June 2037	497			497
	Other long-term debt	57			58
	Valuation adjustments on hedged long-term debt	1			6
		1,663			2,669
		$	3,462		$	4,830

LongTerm_Borrowings_Schedule_o

Long-Term Borrowings Schedule of Maturities of Long-Term Debt (Tables)	12 Months Ended
	Dec. 31, 2014
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)
	2015	$	505	$	353
	2016	—		3
	2017	—		4
	2018	734		753
	2019	—		5
	Thereafter	560		545
		$	1,799	$	1,663

Regulatory_Capital_Requirement1

Regulatory Capital Requirements and Regulations (Tables)	12 Months Ended
	Dec. 31, 2014
Regulatory Capital Requirements & Restrictions [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, 2014 and 2013 exceeded all current regulatory requirements.
		December 31, 2014 (1)				Minimum		To Be Well
		Amount		Ratio		Requirement		Capitalized
		(Dollars in millions)
	Tier 1 capital:
	Regions Financial Corporation	$	12,390	12.54	%	4	%	6	%
	Regions Bank	12,095		12.3		4		6
	Total capital:
	Regions Financial Corporation	$	15,070	15.26	%	8	%	10	%
	Regions Bank	14,215		14.45		8		10
	Leverage capital (2):
	Regions Financial Corporation	$	12,390	10.86	%	3	%	5	%
	Regions Bank	12,095		10.64		3		5
		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 capital (2):
	Regions Financial Corporation	$	11,258	10.03	%	3	%	5	%
	Regions Bank	11,965		10.67		3		5
	_________
	-1	Current year Tier 1 capital, Total risk-based capital, and Leverage capital ratios are estimated.
	-2	The Leverage capital 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, 2014
Equity [Abstract]
Schedule of Auction Market Preferred Securities by Stock Series [Table Text Block]	The following table presents a summary of the non-cumulative perpetual preferred stock as of December 31:
											2014			2013
		Issuance Date		Earliest Redemption Date	Dividend Rate			Liquidation Amount			Carrying Amount			Carrying Amount
		(Dollars in millions)
	Series A	11/1/12		12/15/17	6.375	%		$	500		$	419		$	450
	Series B	4/29/14		9/15/24	6.375	%	(1)	500			465			—
								$	1,000		$	884		$	450
	_________
	(1) Dividends, if declared, will be paid quarterly at an annual rate equal to (i) for each period beginning prior to September 15, 2024, 6.375%, and (ii) for each period beginning on or after September 15, 2024, three-month LIBOR plus 3.536%.
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:
		2014
		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	$	(64	)	$	(22	)	$	15		$	(248	)	$	(319	)
	Net change	9			197			18			(143		)	81
	End of year	$	(55	)	$	175		$	33		$	(391	)	$	(238	)
		2013
		Unrealized losses on securities transferred to held to maturity			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	$	—		$	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
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 years ended December 31:
		2014			2013
	Details about Accumulated Other Comprehensive Income (Loss) Components	Amount Reclassified from Accumulated Other Comprehensive Income (Loss)(1)			Amount Reclassified from Accumulated Other Comprehensive Income (Loss)(1)			Affected Line Item in the Consolidated Statements of Income
		(In millions)
	Unrealized losses on securities transferred to held to maturity:
		$	(14	)	$	(7	)	Net interest income
		5			3			Tax (expense) or benefit
		$	(9	)	$	(4	)	Net of tax
	Unrealized gains and (losses) on available for sale securities:
		$	27		$	26		Securities gains, net
		(10		)	(9		)	Tax (expense) or benefit
		$	17		$	17		Net of tax
	Gains (losses) on cash flow hedges:
	Interest rate contracts	$	126		$	86		Net interest income
		(48		)	(33		)	Tax (expense) or benefit
		$	78		$	53		Net of tax
	Amortization of defined benefit plans and other post employment benefits items:
	Prior service cost	$	(1	)	$	(1	)	(2)
	Actuarial gains (losses)	(24		)	(69		)	(2)
		(25		)	(70		)	Total before tax
		9			25			Tax (expense) or benefit
		$	(16	)	$	(45	)	Net of tax
	Total reclassifications for the period	$	70		$	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 income (see Note 17 for additional details).

Earnings_Loss_per_Common_Share1

Earnings (Loss) per Common Share (Tables)	12 Months Ended
	Dec. 31, 2014
Earnings Per Share [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:
		2014			2013			2012
		(In millions, except per share data)
	Numerator:
	Income from continuing operations	$	1,142		$	1,135		$	1,179
	Preferred stock dividends and accretion	(52		)	(32		)	(129		)
	Income from continuing operations available to common shareholders	1,090			1,103			1,050
	Income (loss) from discontinued operations, net of tax	13			(13		)	(59		)
	Net income available to common shareholders	$	1,103		$	1,090		$	991
	Denominator:
	Weighted-average common shares outstanding—basic	1,375			1,395			1,381
	Potential common shares	12			15			6
	Weighted-average common shares outstanding—diluted	1,387			1,410			1,387
	Earnings per common share from continuing operations available to common shareholders(1):
	Basic	$	0.79		$	0.79		$	0.76
	Diluted	0.79			0.78			0.76
	Earnings (loss) per common share from discontinued operations(1):
	Basic	0.01			(0.01		)	(0.04		)
	Diluted	0.01			(0.01		)	(0.04		)
	Earnings per common share(1):
	Basic	0.8			0.78			0.72
	Diluted	0.8			0.77			0.71
	________
	-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, 2014
Disclosure of Compensation Related Costs, Share-based Payments [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 income for the years ended December 31:
		2014				2013				2012
		(In millions)
	Compensation cost of share-based compensation awards:
	Restricted stock awards	$	47			$	35			$	23
	Stock options	1				5				7
	Cash-settled restricted stock units	—				—				3
	Tax benefits related to compensation cost	(18		)		(15		)		(12		)
	Compensation cost of share-based compensation awards, net of tax	$	30			$	25			$	21
Summary Of Activity Related To Stock Options	The following table summarizes the activity for 2014, 2013 and 2012 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, 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.
	Granted	—			—
	Exercised	(2,249,932	)		4.61
	Canceled/Forfeited	(4,560,627	)		30.32
	Outstanding at December 31, 2014	25,316,676			$	23.07			$	28			2.83 yrs.
	Exercisable at December 31, 2014	25,316,676			$	23.07			$	28			2.83 yrs.
Summary Of Restricted Stock Award And Unit Activity	Activity related to restricted stock awards and performance stock awards for 2014, 2013 and 2012 is summarized as follows:
		Number of			Weighted-Average
		Shares/Units			Grant Date
					Fair Value
	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
	Granted	5,368,113			11.22
	Vested	(2,626,683	)		6.82
	Forfeited	(526,219	)		8.09
	Non-vested at December 31, 2014	18,427,409			$	8.07

Employee_Benefit_Plans_Employe

Employee Benefit Plans Employee Benefit Plans (Tables)	12 Months Ended
	Dec. 31, 2014
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
		2014				2013				2014				2013				2014			2013
		(In millions)
	Change in benefit obligation
	Projected benefit obligation, beginning of year	$	1,777			$	2,004			$	165			$	163			$	1,942		$	2,167
	Service cost	34				38				4				3				38			41
	Interest cost	87				84				7				6				94			90
	Actuarial (gains) losses	231				(269		)		18				2				249			(267		)
	Benefit payments	(82		)		(77		)		(7		)		(9		)		(89		)	(86		)
	Administrative expenses	(3		)		(3		)		—				—				(3		)	(3		)
	Plan settlements	—				—				(15		)		—				(15		)	—
	Projected benefit obligation, end of year	$	2,044			$	1,777			$	172			$	165			$	2,216		$	1,942
	Change in plan assets
	Fair value of plan assets, beginning of year	$	1,812			$	1,749			$	—			$	—			$	1,812		$	1,749
	Actual return on plan assets	129				143				—				—				129			143
	Company contributions	3				—				21				9				24			9
	Benefit payments	(82		)		(77		)		(7		)		(9		)		(89		)	(86		)
	Administrative expenses	(3		)		(3		)		—				—				(3		)	(3		)
	Plan settlements	—				—				(14		)		—				(14		)	—
	Fair value of plan assets, end of year	$	1,859			$	1,812			$	—			$	—			$	1,859		$	1,812
	Funded status and accrued benefit cost at measurement date	$	(185	)		$	35			$	(172	)		$	(165	)		$	(357	)	$	(130	)
	Amount recognized in the Consolidated Balance Sheets:
	Other assets (liabilities)	$	(185	)		$	35			$	(172	)		$	(165	)		$	(357	)	$	(130	)
	Pre-tax amounts recognized in Accumulated Other Comprehensive (Income) Loss:
	Net actuarial loss (gain)	$	593			$	374			$	47			$	36			$	640		$	410
	Prior service cost (credit)	—				—				1				2				1			2
		$	593			$	374			$	48			$	38			$	641		$	412
Components Of Net Periodic Benefit Costs	Net periodic pension cost, which is recorded in salaries and employee benefits on the consolidated statements of income, included the following components for the years ended December 31:
			Qualified Plan												Non-qualified Plans										Total
			2014				2013				2012				2014				2013			2012			2014				2013			2012
			(In millions)
	Service cost		$	34			$	38			$	37			$	4			$	3		$	3		$	38			$	41		$	40
	Interest cost		87				84				84				7				6			6			94				90			90
	Expected return on plan assets		(138		)		(132		)		(115		)		—				—			—			(138		)		(132		)	(115		)
	Amortization of actuarial loss		21				66				70				3				3			1			24				69			71
	Amortization of prior service cost		—				—				—				1				1			1			1				1			1
	Settlement charge		—				—				—				3				—			—			3				—			—
	Net periodic pension cost		$	4			$	56			$	76			$	18			$	13		$	11		$	22			$	69		$	87
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 2015 are as follows:
		Qualified Plan				Non-qualified Plans
		(In millions)
	Actuarial loss	$	43			$	3
	Prior service cost	—				1
		$	43			$	4
Schedule of Assumptions Used	The weighted-average assumptions used to determine benefit obligations at December 31 are as follows:
		Qualified Plan						Non-Qualified Plans
		2014			2013			2014			2013
	Discount rate	4.2	%		5	%		3.75	%		4.5	%
	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
		2014			2013			2012			2014			2013			2012
	Discount rate	5	%		4.25	%		4.6	%		4.5	%		3.65	%		4.35	%
	Expected long-term rate of return on plan assets	7.75	%		7.75	%		7.75	%		N/A			N/A			N/A
	Rate of annual compensation increase	3.75	%		3.75	%		3.75	%		3.75	%		3.75	%		3.75	%
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:
		2014																2013
		Level 1				Level 2				Level 3				Fair Value				Level 1			Level 2			Level 3				Fair Value
		(In millions)
	Cash and cash equivalents	$	40			$	—			$	—			$	40			$	30		$	—		$	—			$	30
	Fixed income securities:
	U.S. Treasury and federal agency securities	—				132				—				132				—			135			—				135
	Mortgage-backed securities	—				—				—				—				—			5			—				5
	Collateralized mortgage obligations	—				—				—				—				—			2			—				2
	Obligations of states and political subdivisions	—				—				—				—				—			1			—				1
	Corporate bonds	—				155				—				155				—			171			—				171
	Unit investment trusts	—				—				—				—				—			53			—				53
	Total fixed income securities	$	—			$	287			$	—			$	287			$	—		$	367		$	—			$	367
	Equity securities:
	Domestic	278				—				—				278				271			—			—				271
	International	18				—				—				18				16			—			—				16
	Total equity securities	$	296			$	—			$	—			$	296			$	287		$	—		$	—			$	287
	Mutual funds:
	Domestic	—				—				—				—				101			—			—				101
	International	162				—				—				162				—			—			—				—
	Total mutual funds	$	162			$	—			$	—			$	162			$	101		$	—		$	—			$	101
	Collective investment trust funds:
	Fixed income fund	—				298				—				298				—			227			—				227
	Common stock fund	—				219				—				219				—			186			—				186
	International fund	—				161				—				161				—			228			—				228
		$	—			$	678			$	—			$	678			$	—		$	641		$	—			$	641
	International hedge funds	$	—			$	93			$	—			$	93			$	—		$	90		$	—			$	90
	Real estate funds	$	—			$	—			$	210			$	210			$	—		$	—		$	225			$	225
	Private equity funds	$	—			$	—			$	92			$	92			$	—		$	—		$	70			$	70
	Other assets	$	—			$	—			$	1			$	1			$	—		$	—		$	1			$	1
		$	498			$	1,058			$	303			$	1,859			$	418		$	1,098		$	296			$	1,812
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, 2014
	(Level 3 measurements only)
		Real estate funds				Private equity funds				Other assets
						(In millions)
	Beginning balance, January 1, 2014	$	225			$	70			$	1
	Actual return on plan assets:
	Net appreciation (depreciation) in fair value of investments	13				24				—
	Purchases, sales, issuances, and settlements, net	(28		)		(2		)		—
	Ending balance, December 31, 2014	$	210			$	92			$	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, 2014:	$	13			$	24			$	—
	Fair Value Measurements Using
	Significant Unobservable Inputs
	Year Ended December 31, 2013
	(Level 3 measurements only)
		Real estate funds				Private equity funds				Other assets
		(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			$	—
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:
	2015	$	—
	Expected Benefit Payments:
	2015	$	86
	2016	88
	2017	91
	2018	95
	2019	98
	2020-2023	557

Other_NII_NIE_Tables

Other NII & NIE (Tables)	12 Months Ended
	Dec. 31, 2014
Other Income and Expenses [Abstract]
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:
		2014			2013			2012
		(In millions)
	Investment management and trust fee income	$	193		$	196		$	195
	Insurance commissions and fees	124			114			109
	Bank-owned life insurance	85			82			81
	Capital markets fee income and other	73			87			83
	Commercial credit fee income	61			65			68
	Investment services fee income	43			34			27
	Leveraged lease termination gains, net	10			39			14
	Gain on sale of other assets	—			24			—
	Net loss from affordable housing	(66		)	(49		)	(49		)
	Other miscellaneous income	93			112			91
		$	616		$	704		$	619
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:
		2014			2013			2012
		(In millions)
	Professional, legal and regulatory expenses (1)	$	235		$	190		$	114
	Outside services	131			106			82
	Marketing	95			98			87
	Deposit administrative fees	75			125			162
	Amortization of other intangibles	51			54			109
	Credit/checkcard expenses	44			41			64
	Branch consolidation, property and equipment charges	16			5			—
	REIT investment early termination costs	—			—			42
	Loss on early extinguishment of debt	—			61			11
	Provision (credit) for unfunded credit losses	(13		)	(5		)	5
	(Gain) loss on loans held for sale, net	(23		)	(30		)	(61		)
	Gain on sale of TDRs held for sale, net	(35		)	—			—
	Other miscellaneous expenses	391			448			505
		$	967		$	1,093		$	1,120
	______
	-1	"Professional and legal expenses" and "regulatory charge" line items were combined in 2014. All prior periods presented have been reclassified to conform to this presentation.

Income_Taxes_Tables

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2014
Reconciliation of Beginning and Ending Unrecognized Tax Benefits Balances [Line Items]
Schedule of Components of Income Tax Expense (Benefit) [Table Text Block]	The components of income tax expense (benefit) from continuing operations for the years ended December 31 were as follows:
		2014			2013			2012
		(In millions)
	Current income tax expense (benefit):
	Federal	$	269		$	88		$	(20	)
	State	15			19			16
	Total current expense (benefit)	$	284		$	107		$	(4	)
	Deferred income tax expense (benefit):
	Federal	$	106		$	356		$	383
	State	67			(11		)	103
	Total deferred expense	$	173		$	345		$	486
	Total income tax expense	$	457		$	452		$	482
	__________
	Note: The table above does not include income tax expense (benefit) from discontinued operations of $8 million, $(11) million, $(40) million in 2014, 2013 and 2012, respectively. The deferred income tax expense (benefit) reflected in discontinued operations was $22 million, $34 million and $(52) million in 2014, 2013 and 2012, respectively.
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:
		2014			2013			2012
		(Dollars in millions)
	Tax on income from continuing operations computed at statutory federal income tax rate	$	560		$	555		$	582
	Increase (decrease) in taxes resulting from:
	State income tax, net of federal tax effect	53			5			77
	Affordable housing credits and other credits	(111		)	(108		)	(108		)
	Tax-exempt income from obligations of states and political subdivisions	(36		)	(32		)	(29		)
	Bank-owned life insurance	(33		)	(33		)	(32		)
	Lease financing	25			38			24
	Regulatory charge (recovery), net	1			20			—
	Federal audit settlement	—			—			(61		)
	Other, net	(2		)	7			29
	Income tax expense	$	457		$	452		$	482
	Effective tax rate	28.6		%	28.5		%	29		%
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:
		2014			2013
		(In millions)
	Deferred tax assets:
	Allowance for loan losses	$	444		$	539
	Accrued expenses	193			191
	Unrealized gains and losses included in stockholders’ equity	146			196
	State net operating loss carryfowards, net of federal tax effect	134			176
	Employee benefits and deferred compensation	126			109
	Federal tax credit carryforwards	10			74
	Other	62			96
	Total deferred tax assets	1,115			1,381
	Less: valuation allowance	(32		)	(36		)
	Total deferred tax assets less valuation allowance	1,083			1,345
	Deferred tax liabilities:
	Lease financing	418			413
	Goodwill and intangibles	171			188
	Mortgage servicing rights	79			96
	Fixed assets	23			15
	Other	25			21
	Total deferred tax liabilities	716			733
	Net deferred tax asset	$	367		$	612
Summary Of Details Of Tax Carryforwards Table [Text Block]	The following table provides details of the Company’s tax carryforwards at December 31, 2014, 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)
	Alternate minimum tax credits-federal	None (2)		10		—		10			N/A
	Net operating losses-states	2015-2019		59		(5	)	54			1,283
	Net operating losses-states	2020-2026		49		(17	)	32			745
	Net operating losses-states	2027-2034		26		(7	)	19			485
	Other credits-states	2015-2019		7		(3	)	4			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:
		2014			2013			2012
		(In millions)
	Balance at beginning of year	$	51		$	55		$	94
	Additions based on tax positions related to the current year	3			2			24
	Additions based on tax positions taken in a prior period	—			4			11
	Reductions based on tax positions taken in a prior period	(1		)	(10		)	(63		)
	Settlements	(3		)	—			(11		)
	Balance at end of year	$	50		$	51		$	55

Derivative_Financial_Instrumen1

Derivative Financial Instruments and Hedging Activities (Tables)	12 Months Ended
	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [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, 2014 and 2013.
		2014									2013
		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	$	2,817		$	6		$	30		$	4,241			$	70			$	29
	Derivatives in cash flow hedging relationships:
	Interest rate swaps	8,050			38			31			5,800				5				80
	Total derivatives designated as hedging instruments	$	10,867		$	44		$	61		$	10,041			$	75			$	109
	Derivatives not designated as hedging instruments:
	Interest rate swaps	$	45,860		$	941		$	972		$	46,591			$	1,078			$	1,142
	Interest rate options	3,016			10			2			2,865				9				4
	Interest rate futures and forward commitments	17,978			3			8			13,357				9				2
	Other contracts	4,149			217			211			2,535				48				44
	Total derivatives not designated as hedging instruments	$	71,003		$	1,171		$	1,193		$	65,348			$	1,144			$	1,192
	Total derivatives	$	81,870		$	1,215		$	1,254		$	75,389			$	1,219			$	1,301
	_________
	-1	Derivatives in a gain position are recorded as other assets and derivatives in a 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 income 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
		2014			2013			2012					2014				2013				2012
		(In millions)											(In millions)
	Fair Value Hedges:
	Interest rate swaps on:
	Debt/CDs	$	24		$	57		$	104		Interest expense		$	19			$	8			$	12
	Debt/CDs	(6		)	(76		)	(50		)	Other non-interest expense		9				66				41
	Securities available for sale	(16		)	(6		)	—			Interest income		—				—				—
	Securities available for sale	(60		)	33			—			Other non-interest expense		51				(33		)		—
	Total	$	(58	)	$	8		$	54				$	79			$	41			$	53
		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)
		2014			2013			2012					2014				2013				2012
		(In millions)											(In millions)
	Cash Flow Hedges:
	Interest rate swaps	$	15		$	(87	)	$	—		Interest income on loans		$	131			$	101			$	82
	Forward starting swaps	3			9			9			Interest expense on debt		(5		)		(15		)		(15		)
	Total	$	18		$	(78	)	$	9				$	126			$	86			$	67
	____
	(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 income for the years ended December 31:
	Derivatives Not Designated as Hedging Instruments	2014			2013			2012
		(In millions)
	Capital markets fee income and other (1):
	Interest rate swaps	$	12		$	25		$	29
	Interest rate options	—			2			(1		)
	Interest rate futures and forward commitments	(1		)	1			(1		)
	Other contracts	13			14			10
	Total capital markets fee income and other	24			42			37
	Mortgage income:
	Interest rate swaps	35			(32		)	28
	Interest rate options	1			(18		)	7
	Interest rate futures and forward commitments	2			(3		)	35
	Total mortgage income	38			(53		)	70
		$	62		$	(11	)	$	107
	______
	(1) Capital markets fee income and other is included in Other income on the consolidated statements of income.
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, 2014 and 2013.
		Offsetting Derivative Assets						Offsetting Derivative Liabilities
		2014			2013			2014			2013
		(In millions)
	Gross amounts subject to offsetting	$	1,157		$	1,165		$	1,195		$	1,257
	Gross amounts not subject to offsetting	58			54			59			44
	Gross amounts recognized	1,215			1,219			1,254			1,301
	Gross amounts offset in the consolidated balance sheets(1)	815			774			1,054			1,233
	Net amounts presented in the consolidated balance sheets	400			445			200			68
	Gross amounts not offset in the consolidated balance sheets:
	Financial instruments	8			10			—			—
	Cash collateral received/posted	—			—			29			24
	Net amounts	$	392		$	435		$	171		$	44
	_________
	(1) At December 31, 2014, gross amounts of derivative assets and liabilities offset in the consolidated balance sheets presented above include cash collateral received of $111 million and cash collateral posted of $354 million, respectively. At December 31, 2013, the 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

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Schedule Of Assets And Liabilities At Fair Value Measured On A Recurring Basis And Non-Recurring Basis	The following table presents assets and liabilities measured at estimated fair value on a recurring basis and non-recurring basis as of December 31:
		2014														2013
		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	$	106		$	—			$	—		$	106			$	111			$	—	$	—		$	111
	Securities available for sale:
	U.S. Treasury securities	$	176		$	—			$	—		$	176			$	56			$	—	$	—		$	56
	Federal agency securities	—			235				—			235				—				89		—			89
	Obligations of states and political subdivisions	—			2				—			2				—				5		—			5
	Mortgage-backed securities (MBS):
	Residential agency	—			16,038				—			16,038				—				15,677		—			15,677
	Residential non-agency	—			—				8			8				—				—		9			9
	Commercial agency	—			1,964				—			1,964				—				935		—			935
	Commercial non-agency	—			1,494				—			1,494				—				1,211		—			1,211
	Corporate and other debt securities	—			1,987				3			1,990				—				2,825		2			2,827
	Equity securities(1)	146			—				—			146				137				—		—			137
	Total securities available for sale	$	322		$	21,720			$	11		$	22,053			$	193			$	20,742	$	11		$	20,946
	Mortgage loans held for sale	$	—		$	440			$	—		$	440			$	—			$	429	$	—		$	429
	Residential mortgage servicing rights	$	—		$	—			$	257		$	257			$	—			$	—	$	297		$	297
	Derivative assets:
	Interest rate swaps	$	—		$	985			$	—		$	985			$	—			$	1,153	$	—		$	1,153
	Interest rate options	—			2				8			10				—				4		5			9
	Interest rate futures and forward commitments	—			3				—			3				—				9		—			9
	Other contracts	—			217				—			217				—				48		—			48
	Total derivative assets	$	—		$	1,207			$	8		$	1,215			$	—			$	1,214	$	5		$	1,219
	Derivative liabilities:
	Interest rate swaps	$	—		$	1,033			$	—		$	1,033			$	—			$	1,251	$	—		$	1,251
	Interest rate options	—			2				—			2				—				4		—			4
	Interest rate futures and forward commitments	—			8				—			8				—				2		—			2
	Other contracts	—			211				—			211				—				44		—			44
	Total derivative liabilities	$	—		$	1,254			$	—		$	1,254			$	—			$	1,301	$	—		$	1,301
	Nonrecurring fair value measurements
	Loans held for sale	$	—		$	—			$	33		$	33			$	—			$	—	$	596		$	596
	Foreclosed property and other real estate	—			41				8			49				—				49		18			67
	_________
	(1) Excludes Federal Reserve Bank and Federal Home Loan Bank Stock totaling $488 million and $39 million at December 31, 2014 and $472 million and $67 million at December 31, 2013, 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, 2014, 2013 and 2012, 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, 2014, 2013 and 2012 are not material.
		Year Ended December 31, 2014
					Total Realized /
					Unrealized
					Gains or Losses
		Opening Balance January 1, 2014			Included			Included			Purchases		Sales		Issuances			Settlements			Transfers	Transfers		Closing
					in			in Other													into	out of		Balance
					Earnings			Compre-													Level 3	Level 3		31-Dec-14
								hensive
								Income
								(Loss)
		(In millions)
	Level 3 Instruments Only
	Securities available for sale:
	Residential non-agency MBS	$	9		—			—			—		—		—			(1	)		—	—		$	8
	Corporate and other debt securities	2			—			—			4		—		—			(3	)		—	—		3
	Total securities available for sale	$	11		—			—			4		—		—			(4	)		—	—		$	11
	Residential mortgage servicing rights	$	297		(80	)	(1)	—			40		—		—			—			—	—		$	257
	Total interest rate options derivatives, net	$	5		93		(1)	—			—		—		—			(90	)		—	—		$	8
	_________
	(1) Included in mortgage income.
		Year Ended December 31, 2013
		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-13
		2013			Included			Included
					in Earnings			in Other
								Compre-
								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
	Residential mortgage servicing rights	$	191		22		(1)	—			84		—		—			—			—	—		$	297
	Total interest rate options derivatives, net	$	22		77		(1)	—			—		—		—			(94	)		—	—		$	5
	_________
	(1) Included in mortgage income.
		Year Ended December 31, 2012
		Opening			Total Realized /						Purchases		Sales		Issuances			Settlements			Transfers	Transfers		Disposition of Morgan Keegan			Closing Balance December 31, 2012
		Balance			Unrealized																into	out of
		January 1,			Gains or Losses																Level 3	Level 3
		2012			Included			Included
					in Earnings			in Other
								Compre-
								hensive
								Income
								(Loss)
		(In millions)
	Level 3 Instruments Only
	Trading account assets: (1)
	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 (2)	$	191		3		(3)	—			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
Residential mortgage servicing rights	$	182		(51	)	(4)	—			60		—		—			—			—	—		—			$	191
Trading account liabilities:
Commercial agency MBS	$	5		—			—			37		—		—			—			—	—		(42	)		$	—
Other securities	2			—			—			12		—		—			(4	)		—	—		(10	)		—
Total trading account liabilities (2)	$	7		—			—			49		—		—			(4	)		—	—		(52	)		$	—
Total interest rate options derivatives, net	$	13		240		(4)	—			—		—		—			(231	)		—	—		—			$	22
_________
(1) Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
(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) Included in mortgage income.
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:
		2014			2013
		(In millions)
	Loans held for sale	$	(42	)	$	(248	)
	Foreclosed property and other real estate	(29		)	(35		)
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, 2014, 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, 2014, 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-14
		Level 3		Valuation	Unobservable		Quantitative Range of
		Estimated Fair Value at		Technique	Input(s)		Unobservable Inputs and
		December 31, 2014					(Weighted-Average)
		(Dollars in millions)
	Recurring fair value measurements:
	Securities available for sale:
	Residential non-agency MBS	$8		Discounted cash flow	Spread to LIBOR		5.4% - 49.9% (12.3%)
					Weighted-average prepayment speed (CPR; percentage)		6.3% - 15.0% (9.5%)
					Probability of default		1.40%
					Loss severity		37.40%
	Corporate and other debt securities	$3		Market comparable	Evaluated quote on same issuer/comparable bond		99.90%
	Residential mortgage servicing rights (1)	$257		Discounted cash flow	Weighted-average prepayment speed (CPR; percentage)		9.9% - 22.4% (12.0%)
					Option-adjusted spread (percentage)		7.7% - 11.3% (9.0%)
	Derivative assets:
	Interest rate options	$8		Discounted cash flow	Weighted-average prepayment speed (CPR; percentage)		9.9% - 22.4% (12.0%)
					Option-adjusted spread (percentage)		7.7% - 11.3% (9.0%)
					Pull-through		7.3% - 99.1% (87.8%)
	Nonrecurring fair value measurements:
	Loans held for sale	$33		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)		8.3% - 90.9% (53.3%)
	Foreclosed property and other real estate	$8		Discount to appraised value of property based on recent market activity for sales of similar properties	Appraisal comparability adjustment (discount)		3.7% - 73.0% (29.6%)
	_________
	(1) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for residential mortgage servicing rights.
		December 31, 2013
		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%
	Residential mortgage servicing rights (1)	$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% (82.1%)
	Nonrecurring fair value measurements:
	Loans held for sale	$61		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)		1.0% - 99.0% (49.6%)
		$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 or 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% (42.3%)
	_________
	(1) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for residential 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%
	Residential mortgage servicing rights (1)	$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%)
_________
(1) See Note 7 for additional disclosures related to assumptions used in the fair value calculation for residential 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:
		2014										2013
		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	$	440		$	421			$	19		$	429		$	424			$	5
Summary Of Net Gains (Losses) From Changes In Fair Value
		2014			2013
		(In millions)
	Net gains (losses) resulting from changes in fair value	$	15		$	(42	)
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, 2014 are as follows:
		2014
		Carrying			Estimated				Level 1			Level 2			Level 3
		Amount			Fair
					Value(1)
		(In millions)
	Financial assets:
	Cash and cash equivalents	$	4,004		$	4,004			$	4,004		$	—		$	—
	Trading account securities	106			106				106			—			—
	Securities held to maturity	2,175			2,209				1			2,208			—
	Securities available for sale	22,580			22,580				322			22,247			11
	Loans held for sale	541			541				—			440			101
	Loans (excluding leases), net of unearned income and allowance for loan losses(2)(3)	74,482			70,114				—			—			70,114
	Other interest-earning assets	67			67				—			67			—
	Derivative assets	1,215			1,215				—			1,207			8
	Financial liabilities:
	Derivative liabilities	1,254			1,254				—			1,254			—
	Deposits	94,200			94,186				—			94,186			—
	Short-term borrowings	2,253			2,253				—			2,253			—
	Long-term borrowings	3,462			3,871				—			3,504			367
	Loan commitments and letters of credit	106			539				—			—			539
	Indemnification obligation	206			198				—			—			198
	_________
	-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, 2014 was $4.4 billion or 5.9 percent.
	-3	Excluded from this table is the lease carrying amount of $1.7 billion at December 31, 2014.
	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.

Business_Segment_Information_T

Business Segment Information (Tables)	12 Months Ended
	Dec. 31, 2014
Segment Reporting [Abstract]
Schedule Of Financial Information By Reportable Segment	The following tables present financial information for each reportable segment for the year ended December 31:
		2014
		Corporate Bank		Consumer		Wealth		Other			Continuing		Discontinued			Consolidated
				Bank		Management					Operations		Operations
		(In millions)
	Net interest income (loss)	$	1,165	$	2,459	$	172	$	(517	)	$	3,279	$	—		$	3,279
	Provision (credit) for loan losses	18		285		4		(238		)	69		—			69
	Non-interest income	326		1,109		367		19			1,821		19			1,840
	Non-interest expense	549		2,292		436		155			3,432		(2		)	3,430
	Income (loss) before income taxes	924		991		99		(415		)	1,599		21			1,620
	Income tax expense (benefit)	351		376		37		(307		)	457		8			465
	Net income (loss)	$	573	$	615	$	62	$	(108	)	$	1,142	$	13		$	1,155
	Average assets	$	43,688	$	38,378	$	2,944	$	33,458		$	118,468	$	—		$	118,468
		2013
		Corporate Bank		Consumer		Wealth		Other			Continuing		Discontinued			Consolidated
				Bank		Management					Operations		Operations
		(In millions)
	Net interest income (loss)	$	1,168	$	2,536	$	180	$	(622	)	$	3,262	$	—		$	3,262
	Provision (credit) for loan losses	108		587		21		(578		)	138		—			138
	Non-interest income	370		1,232		378		39			2,019		—			2,019
	Non-interest expense	485		2,428		444		199			3,556		24			3,580
	Income (loss) before income taxes	945		753		93		(204		)	1,587		(24		)	1,563
	Income tax expense (benefit)	359		286		36		(229		)	452		(11		)	441
	Net income (loss)	$	586	$	467	$	57	$	25		$	1,135	$	(13	)	$	1,122
	Average assets	$	39,492	$	39,509	$	3,024	$	35,780		$	117,805	$	—		$	117,805
		2012
		Corporate Bank		Consumer		Wealth		Other			Continuing		Discontinued			Consolidated
				Bank		Management					Operations		Operations
		(In millions)
	Net interest income (loss)	$	1,224	$	2,631	$	193	$	(748	)	$	3,300	$	7		$	3,307
	Provision (credit) for loan losses	273		738		29		(827		)	213		—			213
	Non-interest income	316		1,380		338		66			2,100		264			2,364
	Non-interest expense	411		2,505		424		186			3,526		370			3,896
	Income (loss) before income taxes	856		768		78		(41		)	1,661		(99		)	1,562
	Income tax expense (benefit)	325		292		30		(165		)	482		(40		)	442
	Net income (loss)	$	531	$	476	$	48	$	124		$	1,179	$	(59	)	$	1,120
	Average assets	$	37,192	$	41,302	$	3,394	$	40,294		$	122,182	$	713		$	122,895

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [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:
		2014		2013
		(In millions)
	Unused commitments to extend credit	$	43,724	$	41,885
	Standby letters of credit	1,697		1,629
	Commercial letters of credit	71		36
	Liabilities associated with standby letters of credit	40		37
	Assets associated with standby letters of credit	40		38
	Reserve for unfunded credit commitments	65		78
Operating Leases of Lessee Disclosure [Table Text Block]	The approximate future minimum rental commitments as of December 31, 2014, 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)
	2015	$	108	$	36	$	144
	2016	102		22		124
	2017	91		8		99
	2018	82		2		84
	2019	75		—		75
	Thereafter	319		—		319
		$	777	$	68	$	845

Parent_Company_Only_Financial_1

Parent Company Only Financial Statements (Tables) (Parent Company [Member])	12 Months Ended
	Dec. 31, 2014
Parent Company [Member]
Schedule of Condensed Balance Sheet [Table Text Block]	Balance Sheets
		31-Dec
		2014			2013
		(In millions)
	Assets
	Interest-bearing deposits in other banks	$	1,875		$	1,222
	Loans to subsidiaries	11			11
	Securities available for sale	19			20
	Premises and equipment, net	22			22
	Investments in subsidiaries:
	Banks	16,563			16,356
	Non-banks	278			265
		16,841			16,621
	Other assets	423			340
	Total assets	$	19,191		$	18,236
	Liabilities and Stockholders’ Equity
	Long-term borrowings	$	1,799		$	2,161
	Other liabilities	403			307
	Total liabilities	2,202			2,468
	Stockholders’ equity:
	Preferred stock	884			450
	Common stock	14			14
	Additional paid-in capital	18,767			19,216
	Retained earnings (deficit)	(1,061		)	(2,216		)
	Treasury stock, at cost	(1,377		)	(1,377		)
	Accumulated other comprehensive income (loss), net	(238		)	(319		)
	Total stockholders’ equity	16,989			15,768
	Total liabilities and stockholders’ equity	$	19,191		$	18,236
Schedule of Condensed Income Statement [Table Text Block]	Statements of Income
		Year Ended December 31
		2014			2013			2012
		(In millions)
	Income:
	Dividends received from subsidiaries	$	1,185		$	1,520		$	950
	Service fees from subsidiaries	2			160			141
	Interest from subsidiaries	5			3			4
	Other	—			1			2
		1,192			1,684			1,097
	Expenses:
	Salaries and employee benefits	52			180			154
	Interest	85			104			165
	Net occupancy expense	—			10			10
	Furniture and equipment expense	—			2			3
	Professional, legal and regulatory expenses	93			21			17
	Other	78			143			85
		308			460			434
	Income before income taxes and equity in undistributed earnings (loss) of subsidiaries	884			1,224			663
	Income tax benefit	(123		)	(117		)	(122		)
	Income from continuing operations	1,007			1,341			785
	Discontinued operations:
	Income (loss) from discontinued operations before income taxes	21			(24		)	(114		)
	Income tax expense (benefit)	8			(11		)	(38		)
	Income (loss) from discontinued operations, net of tax	13			(13		)	(76		)
	Income before equity in undistributed earnings (loss) of subsidiaries and preferred dividends	1,020			1,328			709
	Equity in undistributed earnings (loss) of subsidiaries:
	Banks	122			(221		)	387
	Non-banks	13			15			24
		135			(206		)	411
	Net income	1,155			1,122			1,120
	Preferred stock dividends and accretion	(52		)	(32		)	(129		)
	Net income available to common shareholders	$	1,103		$	1,090		$	991
Schedule of Condensed Cash Flow Statement [Table Text Block]	Statements of Cash Flows
		Year Ended December 31
		2014			2013			2012
		(In millions)
	Operating activities:
	Net income	$	1,155		$	1,122		$	1,120
	Adjustments to reconcile net cash from operating activities:
	Equity in undistributed (earnings) loss of subsidiaries	(135		)	206			(411		)
	Depreciation, amortization and accretion, net	2			1			5
	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
	Other assets	(83		)	122			(90		)
	Other liabilities	96			(152		)	242
	Other	34			(21		)	138
	Net cash from operating activities	1,069			1,310			1,016
	Investing activities:
	Investment in subsidiaries	(4		)	(6		)	2
	Principal (advances) payments on loans to subsidiaries	—			(10		)	—
	Proceeds from sales and maturities of securities available for sale	6			4			15
	Purchases of securities available for sale	(5		)	(5		)	(14		)
	Proceeds from disposition of business, net of cash transferred	—			—			855
	Net cash from investing activities	(3		)	(17		)	858
	Financing activities:
	Net change in short-term borrowings	—			(70		)	70
	Proceeds from long-term borrowings	—			750			—
	Payments on long-term borrowings	(350		)	(1,100		)	(1,299		)
	Cash dividends on common stock	(247		)	(138		)	(54		)
	Cash dividends on preferred stock	(52		)	(32		)	(48		)
	Net proceeds from issuance of preferred stock	486			—			486
	Net proceeds from issuance of common stock	—			—			875
	Repurchase of common stock	(256		)	(340		)	—
	Repurchase of Series A preferred stock and warrant issued to the U.S. Treasury	—			—			(3,545		)
	Other	6			2			1
	Net cash from financing activities	(413		)	(928		)	(3,514		)
	Net change in cash and cash equivalents	653			365			(1,640		)
	Cash and cash equivalents at beginning of year	1,222			857			2,497
	Cash and cash equivalents at end of year	$	1,875		$	1,222		$	857

Summary_of_Significant_Account3

Summary of Significant Accounting Policies Supplemental Cash Flows (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012		Jun. 30, 2013
Accounting Policies [Abstract]
Interest Paid, Net	$314		$416		$644
Income Taxes Paid, Net	296		54		80
Real Estate Owned, Transfer to Real Estate Owned	125		227		297
Transfer of Portfolio Loans and Leases to Held-for-sale	101	[1]	712	[1]	341	[1]
Transfer of Loans Held-for-sale to Portfolio Loans	4		26		8
Properties Transferred To Held For Sale	8		6		0
Decrease In Indemnification Asset	0		0		51
available for sale securities transferred to held to maturity	$0		$2,418		$0		$2,400
[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_Account4

Summary of Significant Accounting Policies Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Modifications [Line Items]
Loans held for sale	$440,000,000	$429,000,000
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 Investor Real Estate Loans To Be Evaluated As Potential Charge Off	180 days
Foreclosed Property And Repossessions Carrying Value	124,000,000	136,000,000
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
Leasehold Improvements [Member] | Minimum [Member]
Financing Receivable, Modifications [Line Items]
Property, Plant and Equipment, Useful Life	7 years
Leasehold Improvements [Member] | Maximum [Member]
Financing Receivable, Modifications [Line Items]
Property, Plant and Equipment, Useful Life	40 years
Furniture and Fixtures [Member] | Minimum [Member]
Financing Receivable, Modifications [Line Items]
Property, Plant and Equipment, Useful Life	3 years
Furniture and Fixtures [Member] | Maximum [Member]
Financing Receivable, Modifications [Line Items]
Property, Plant and Equipment, Useful Life	10 years

Variable_Interest_Entities_Sch

Variable Interest Entities (Schedule of Equity Method Investments) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Equity Method Investments [Line Items]
Equity Method Investments	$944	$863
Unfunded Commitments	271	267
Short Term Construction Loans And Letters Of Credit Commitments	233	227
Funded Portion Of Short Term Construction Loans And Letters Of Credit	$122	$110

Discontinued_Operations_Detail

Discontinued Operations (Details) (USD $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Interest expense	$309		$384		$603
Net interest income	3,279		3,262		3,300
Non-interest income:
Gain on sale	0		0		19
Other	616		704		619
Total non-interest income	1,821		2,019		2,100
Non-interest expense:
Salaries and employee benefits	1,810		1,818		1,763
Net occupancy expense	368		365		382
Furniture and equipment expense	287		280		261
Other	967		1,093		1,120
Total non-interest expense	3,432		3,556		3,526
Income (Loss) from Discontinued Operation, before Income Tax	21		-24		-99
Income tax expense (benefit)	8		-11		-40
Income (loss) from discontinued operations, net of tax	13		-13		-59
Earning (Loss) Per Common Share From Discontinued Operations [Abstract]
Basic	$0.01	[1]	($0.01)	[1]	($0.04)	[1]
Diluted	$0.01	[1]	($0.01)	[1]	($0.04)	[1]
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Interest Income	0		0		8
Interest expense	0		0		1
Net interest income	0		0		7
Non-interest income:
Brokerage, investment banking and capital markets	0		0		233
Gain on sale	0		0		19
Insurance Proceeds	19		0		0
Other	0		0		12
Total non-interest income	19		0		264
Non-interest expense:
Salaries and employee benefits	0		0		171
Net occupancy expense	0		0		9
Furniture and equipment expense	0		0		8
Professional and legal expenses	-3		23		152
Other	1		1		30
Total non-interest expense	-2		24		370
Income (Loss) from Discontinued Operation, before Income Tax	21		-24		-99
Income tax expense (benefit)	8		-11		-40
Income (loss) from discontinued operations, net of tax	$13		($13)		($59)
Earning (Loss) Per Common Share From Discontinued Operations [Abstract]
Basic			($0.01)		($0.04)
Diluted			($0.01)		($0.04)
[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, 2014		Dec. 31, 2013
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale		$22,296		$21,519
Gross Unrealized Gains - Securities available for sale		362		257
Gross Unrealized Losses - Securities available for sale		-78		-291
Available-for-sale securities, net carrying value		22,580		21,485
Available-for-sale Securities		22,580		21,485
Held To Maturity Amortized Cost Basis		2,265		2,457
Held To Maturity Securities Gross Unrealized Gains		0		0
Held To Maturity Securities Gross Unrealized Losses	111	-90	[1]	-104	[1]
Held-to-maturity Securities		2,175		2,353
Gross Unrealized Gains - Securities held to maturity		41		0
Held-to-maturity Securities, Unrecognized Holding Loss		-7		-46
Estimated Fair Value - Securities held to maturity		2,209		2,307
US Treasury Securities [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale		176		56
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		176		56
Available-for-sale Securities		176		56
Held To Maturity Amortized Cost Basis		1		1
Held To Maturity Securities Gross Unrealized Gains		0		0
Held To Maturity Securities Gross Unrealized Losses		0	[1]	0	[1]
Held-to-maturity Securities		1		1
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		1
Federal Agency Securities [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale		233		88
Gross Unrealized Gains - Securities available for sale		2		1
Gross Unrealized Losses - Securities available for sale		0		0
Available-for-sale securities, net carrying value		235		89
Available-for-sale Securities		235		89
Held To Maturity Amortized Cost Basis		350		351
Held To Maturity Securities Gross Unrealized Gains		0		0
Held To Maturity Securities Gross Unrealized Losses		-12	[1]	-15	[1]
Held-to-maturity Securities		338		336
Gross Unrealized Gains - Securities held to maturity		6		0
Held-to-maturity Securities, Unrecognized Holding Loss		0		-3
Estimated Fair Value - Securities held to maturity		344		333
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		2		5
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		2		5
Available-for-sale Securities		2		5
Residential Agency [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale		15,788		15,664
Gross Unrealized Gains - Securities available for sale		283		183
Gross Unrealized Losses - Securities available for sale		-33		-170
Available-for-sale securities, net carrying value		16,038		15,677
Available-for-sale Securities		16,038		15,677
Held To Maturity Amortized Cost Basis		1,698		1,878
Held To Maturity Securities Gross Unrealized Gains		0		0
Held To Maturity Securities Gross Unrealized Losses		-71	[1]	-81	[1]
Held-to-maturity Securities		1,627		1,797
Gross Unrealized Gains - Securities held to maturity		35		0
Held-to-maturity Securities, Unrecognized Holding Loss		-1		-37
Estimated Fair Value - Securities held to maturity		1,661		1,760
Residential Non-Agency [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale		7		8
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		8		9
Available-for-sale Securities		8		9
Commercial Agency [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale		1,959		947
Gross Unrealized Gains - Securities available for sale		14		4
Gross Unrealized Losses - Securities available for sale		-9		-16
Available-for-sale securities, net carrying value		1,964		935
Available-for-sale Securities		1,964		935
Held To Maturity Amortized Cost Basis		216		227
Held To Maturity Securities Gross Unrealized Gains		0		0
Held To Maturity Securities Gross Unrealized Losses		-7	[1]	-8	[1]
Held-to-maturity Securities		209		219
Gross Unrealized Gains - Securities held to maturity		0		0
Held-to-maturity Securities, Unrecognized Holding Loss		-6		-6
Estimated Fair Value - Securities held to maturity		203		213
Commercial Non Agency [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale		1,489		1,232
Gross Unrealized Gains - Securities available for sale		14		12
Gross Unrealized Losses - Securities available for sale		-9		-33
Available-for-sale securities, net carrying value		1,494		1,211
Available-for-sale Securities		1,494		1,211
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		1,980		2,855
Gross Unrealized Gains - Securities available for sale		36		44
Gross Unrealized Losses - Securities available for sale		-26		-72
Available-for-sale securities, net carrying value		1,990		2,827
Available-for-sale Securities		1,990		2,827
Equity Securities [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale		662		664
Gross Unrealized Gains - Securities available for sale		12		12
Gross Unrealized Losses - Securities available for sale		-1		0
Available-for-sale securities, net carrying value		673		676
Available-for-sale Securities		$673		$676
[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, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]
Federal Reserve Bank Stock	$488	$472
Federal Home Loan Bank Stock	$39	$67

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 $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Held To Maturity Amortized Cost Basis	$2,265	$2,457
Estimated Fair Value - Securities held to maturity	2,209	2,307
Amortized Cost - Securities available for sale	22,296	21,519
Securities available for sale	22,580	21,485
Residential Agency [Member]
Held To Maturity Amortized Cost Basis	1,698	1,878
Estimated Fair Value - Securities held to maturity	1,661	1,760
Amortized Cost - Securities available for sale	15,788	15,664
Securities available for sale	16,038	15,677
Residential Non-Agency [Member]
Amortized Cost - Securities available for sale	7	8
Securities available for sale	8	9
Commercial Agency [Member]
Held To Maturity Amortized Cost Basis	216	227
Estimated Fair Value - Securities held to maturity	203	213
Amortized Cost - Securities available for sale	1,959	947
Securities available for sale	1,964	935
Commercial Non Agency [Member]
Amortized Cost - Securities available for sale	1,489	1,232
Securities available for sale	1,494	1,211
Equity Securities [Member]
Amortized Cost - Securities available for sale	662	664
Securities available for sale	673	676
Securities Available For Sale [Member]
Available-for-sale Securities, Debt Maturities, Next Twelve Months, Amortized Cost Basis	89
Available-for-sale Securities, Debt Maturities, Next Twelve Months, Fair Value	89
Available-for-sale Securities, Debt Maturities, Year Two Through Five, Amortized Cost Basis	774
Available-for-sale Securities, Debt Maturities, Year Two Through Five, Fair Value	786
Available-for-sale Securities, Debt Maturities, Year Six Through Ten, Amortized Cost Basis	1,196
Available-for-sale Securities, Debt Maturities, Year Six Through Ten, Fair Value	1,192
Available-for-sale Securities, Debt Maturities, after Ten Years, Amortized Cost Basis	332
Available-for-sale Securities, Debt Maturities, after Ten Years, Fair Value	336
Held-to-maturity Securities [Member]
Due in one year or less, Amortized Cost	0
Due in one year or less, Estimated Fair Value	0
Due after one year through five years, Amortized Cost	351
Due after one year through five years, Estimated Fair Value	345
Due after five years through ten years, Amortized Cost	0
Due after five years through ten years, Estimated Fair Value	$0

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, 2014	Dec. 31, 2013
Unrealized Loss And Fair Value On Securities [Line Items]
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Estimated Fair Value	$0	$1,638
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	0	-101
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	2,206	663
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	-56	-49
Held-to-maturity Securities, Continuous Unrealized Loss Position, Estimated Fair Value	2,206	2,301
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses	-56	-150
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	2,358	8,914
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-17	-266
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	3,864	551
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-61	-25
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	6,222	9,465
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	-78	-291
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	74	15
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	0	0
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	3	1
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	0	0
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	77	16
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	0	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	0	190
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	0	-9
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	344	142
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	-6	-8
Held-to-maturity Securities, Continuous Unrealized Loss Position, Estimated Fair Value	344	332
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses	-6	-17
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	0	3
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	0	0
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	3	9
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	0	0
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	3	12
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	0	0
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	0	1,236
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	0	-77
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	1,659	521
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	-37	-41
Held-to-maturity Securities, Continuous Unrealized Loss Position, Estimated Fair Value	1,659	1,757
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses	-37	-118
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	1,178	6,153
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-5	-161
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	2,587	270
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-28	-9
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	3,765	6,423
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	-33	-170
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	0	212
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	0	-15
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Estimated Fair Value	203	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	-13	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Estimated Fair Value	203	212
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses	-13	-15
Available For Sale Securities, Continuous Unrealized Loss Position, Less Than Twelve Months, Estimated Fair Value	464	610
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-4	-17
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	316	0
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-5	0
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	780	610
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	-9	-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	242	711
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-1	-30
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	500	62
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-8	-3
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	742	773
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	-9	-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	400	1,422
Available For Sale Securities, Continuous Unrealized Loss, Less Than Twelve Months, Gross Unrealized Losses	-7	-58
Available For Sale Securities, Continuous Unrealized Loss Position, Twelve Months or More, Estimated Fair Value	455	209
Available For Sale Securities, Continuous Unrealized Loss, Twelve Months or More, Gross Unrealized Losses	-20	-13
Available For Sale Securities, Continuous Unrealized Loss, Estimated Fair Value	855	1,631
Available For Sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	($27)	($71)

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, 2014	Dec. 31, 2013	Dec. 31, 2012
Investments, Debt and Equity Securities [Abstract]
Gross realized gains	$38	$55	$49
Gross realized losses	-8	-29	-1
Other than Temporary Impairment	-3	0	0
Net securities gains (losses)	$27	$26	$48

Securities_Narrative_Details

Securities (Narrative) (Details) (USD $)	3 Months Ended	12 Months Ended
	Jun. 30, 2013	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]
Held To Maturity Securities Gross Unrealized Losses Recognized in Other Comprehensive Income	$111,000,000	($90,000,000)	[1]	($104,000,000)	[1]
Available-for-sale Securities		22,580,000,000		21,485,000,000
available for sale securities transferred to held to maturity	2,400,000,000	0		2,418,000,000		0
Securities pledged to secure public funds, trust deposits and borrowing arrangements		12,100,000,000		12,500,000,000
Securities in unrealized loss position number		827		1,052
Intent to sell [Domain]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities		$339,000,000
[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.

Schedule_Of_Loan_Portfolio_Net

(Schedule Of Loan Portfolio, Net Of Unearned Income) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	$77,307	[1]	$74,609	[1]	$73,995
Loans and Leases Receivable, Deferred Income	504		576
Commercial And Industrial Loan [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	32,732		29,413
Commercial Real Estate Mortgage Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	8,263		9,495
Commercial Real Estate Construction - Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	407		310
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	41,402		39,218		37,071
Commercial Investor Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	4,680		5,318
Commercial Investor Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	2,133		1,432
Total Investor Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	6,813		6,750		7,722
Residential First Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	12,315		12,163
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	10,932		11,294
Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	3,642		3,075
Consumer Credit Card Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	1,009		948
Consumer Other Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	1,194		1,161
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	$29,092		$28,641		$29,202
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $504 million and $576 million at December 31, 2014 and 2013, respectively.

Regions_Investment_In_Leverage

(Regions' Investment In Leveraged Leases Included Within Commercial And Industrial Loans) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Receivables [Abstract]
Leveraged Leases, Net Investment in Leveraged Leases Disclosure, Rental Receivables, Net	$402	$442
Leveraged Leases, Net Investment in Leveraged Leases Disclosure, Residual Value of Leased Assets	281	304
Leveraged Leases, Net Investment in Leveraged Leases Disclosure, Deferred Income	332	387
Pre-tax income from leveraged leases	38	45	43
Income tax expense on income from leveraged leases	$33	$37	$35

Loans_Narrative_Details

Loans Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Leveraged lease termination gains	$10,000,000	$39,000,000	$14,000,000
Leveraged lease termination gains related income tax expense	10,000,000	33,000,000	11,000,000
Federal Home Loan Bank [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Pledged assets for loans	13,100,000,000
Federal Reserve Bank [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Pledged assets for loans	29,800,000,000
Indirect Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Indirect loans purchased	$1,100,000,000	$978,000,000

Allowance_For_Credit_Losses_Na

Allowance For Credit Losses (Narrative) (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Loans And Leases [Line Items]
Consumer Loans Default at 90 Days Past Due and Still Accruing	90 days
Nonperforming loans classified as held for sale	$38,000,000	$82,000,000
Quantitative Scope For Specific Evaluation For Impairment	2,500,000
Non-performing loans were transferred to held for sale net of charge-offs	-103,000,000
Non-performing loans charges-offs	34,000,000
Loans and Loans Held For Sale on Nonaccrual Status	867,000,000	1,200,000,000
Re-defaulted commercial and investor real estate loans modified in a TDR during the period and on non-accrual status	106,000,000
Re-Defaulted Commercial And Investor Real Estate Loans Modified In Tdr During Period On Non Accrual Status and 90 days or more past due	0.234
Restructured binding unfunded commitments	110,000,000
Total Loans, New TDRs	395,000,000	737,000,000
Residential First Mortgage [Member]
Loans And Leases [Line Items]
TDRs were in excess of 180 days past due	67,000,000
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	9,000,000
Residential Mortgage Period	180 days
Home Equity Second Lien [Member]
Loans And Leases [Line Items]
TDRs were in excess of 120 days past due	$6,000,000
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

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, 2014		Dec. 31, 2013		Dec. 31, 2012
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses, beginning of period	$1,341		$1,919		$2,745
Provision (Credit) for Loan and Lease Losses	69		138		213
Charge-offs	-473		-898		-1,223
Recoveries	166		182		184
Allowance for Loan and Lease Losses Write-offs, Net	-307		-716		-1,039
Allowance for loan losses, end of period	1,103		1,341		1,919
Reserve for unfunded credit commitments, beginning of year	78		83		78
Provision (credit) for unfunded credit commitments	-13		-5		5
Reserve for unfunded credit commitments, end of year	65		78		83
Allowance for credit losses, end of year	1,168		1,419		2,002
Individually evaluated for impairment	329		446		621
Collectively evaluated for impairment	774		895		1,298
Individually evaluated for impairment	2,015		2,666		3,957
Collectively evaluated for impairment	75,292		71,943		70,038
Loans, net of unearned income	77,307	[1]	74,609	[1]	73,995
Commercial Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses, beginning of period	711		847		1,030
Provision (Credit) for Loan and Lease Losses	55		103		144
Charge-offs	-179		-312		-404
Recoveries	67		73		77
Allowance for Loan and Lease Losses Write-offs, Net	-112		-239		-327
Allowance for loan losses, end of period	654		711		847
Reserve for unfunded credit commitments, beginning of year	63		69		30
Provision (credit) for unfunded credit commitments	-6		-6		39
Reserve for unfunded credit commitments, end of year	57		63		69
Allowance for credit losses, end of year	711		774		916
Individually evaluated for impairment	186		230		214
Collectively evaluated for impairment	468		481		633
Individually evaluated for impairment	742		1,022		1,047
Collectively evaluated for impairment	40,660		38,196		36,024
Loans, net of unearned income	41,402		39,218		37,071
Total Investor Real Estate [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses, beginning of period	236		469		991
Provision (Credit) for Loan and Lease Losses	-89		-203		-295
Charge-offs	-24		-70		-272
Recoveries	27		40		45
Allowance for Loan and Lease Losses Write-offs, Net	3		-30		-227
Allowance for loan losses, end of period	150		236		469
Reserve for unfunded credit commitments, beginning of year	12		10		26
Provision (credit) for unfunded credit commitments	-4		2		-16
Reserve for unfunded credit commitments, end of year	8		12		10
Allowance for credit losses, end of year	158		248		479
Individually evaluated for impairment	65		118		211
Collectively evaluated for impairment	85		118		258
Individually evaluated for impairment	417		761		1,257
Collectively evaluated for impairment	6,396		5,989		6,465
Loans, net of unearned income	6,813		6,750		7,722
Consumer Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses, beginning of period	394		603		724
Provision (Credit) for Loan and Lease Losses	103		238		364
Charge-offs	-270		-516		-547
Recoveries	72		69		62
Allowance for Loan and Lease Losses Write-offs, Net	-198		-447		-485
Allowance for loan losses, end of period	299		394		603
Reserve for unfunded credit commitments, beginning of year	3		4		22
Provision (credit) for unfunded credit commitments	-3		-1		-18
Reserve for unfunded credit commitments, end of year	0		3		4
Allowance for credit losses, end of year	299		397		607
Individually evaluated for impairment	78		98		196
Collectively evaluated for impairment	221		296		407
Individually evaluated for impairment	856		883		1,653
Collectively evaluated for impairment	28,236		27,758		27,549
Loans, net of unearned income	$29,092		$28,641		$29,202
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $504 million and $576 million at December 31, 2014 and 2013, respectively.

Allowance_For_Credit_Losses_Cr

Allowance For Credit Losses (Credit Quality Indicators Excluding Loans Held For Sale) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	$77,307	[1]	$74,609	[1]	$73,995
Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	32,732		29,413
Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	8,263		9,495
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	407		310
Commercial Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	41,402		39,218		37,071
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	4,680		5,318
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	2,133		1,432
Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	6,813		6,750		7,722
Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	12,315		12,163
Home Equity Line of Credit [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	10,932		11,294
Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	3,642		3,075
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	1,009		948
Consumer Other Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	1,194		1,161
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	29,092		28,641		29,202
Pass [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	31,492		28,282
Pass [Member] | Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	7,425		8,593
Pass [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	387		264
Pass [Member] | Commercial Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	39,304		37,139
Pass [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	4,152		4,479
Pass [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	2,060		1,335
Pass [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	6,212		5,814
Special Mention [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	626		395
Special Mention [Member] | Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	315		191
Special Mention [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	9		25
Special Mention [Member] | Commercial Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	950		611
Special Mention [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	234		269
Special Mention [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	22		47
Special Mention [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	256		316
Substandard [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	362		479
Substandard [Member] | Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	285		408
Substandard [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	8		4
Substandard [Member] | Commercial Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	655		891
Substandard [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	171		332
Substandard [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	49		40
Substandard [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	220		372
Non-Accrual [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	252		257
Non-Accrual [Member] | Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	238		303
Non-Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	3		17
Non-Accrual [Member] | Commercial Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	493		577
Non-Accrual [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	123		238
Non-Accrual [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	2		10
Non-Accrual [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	125		248
Non-Accrual [Member] | Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	109		146
Non-Accrual [Member] | Home Equity Line of Credit [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	102		111
Non-Accrual [Member] | Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	0		0
Non-Accrual [Member] | Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	0		0
Non-Accrual [Member] | Consumer Other Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	0		0
Non-Accrual [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	211		257
Accrual [Member] | Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	12,206		12,017
Accrual [Member] | Home Equity Line of Credit [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	10,830		11,183
Accrual [Member] | Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	3,642		3,075
Accrual [Member] | Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	1,009		948
Accrual [Member] | Consumer Other Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	1,194		1,161
Accrual [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income	$28,881		$28,384
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $504 million and $576 million at December 31, 2014 and 2013, 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, 2014		Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	$291		$378
60-89 DPD, Accrual Loans	144		193
90+ DPD, Accrual Loans	347		362
Total 30+ DPD, Accrual Loans	782		933
Total Accrual	76,478		73,527
Non-accrual	829		1,082
Loans, net of unearned income	77,307	[1]	74,609	[1]	73,995
Commercial And Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	16		29
60-89 DPD, Accrual Loans	7		14
90+ DPD, Accrual Loans	7		6
Total 30+ DPD, Accrual Loans	30		49
Total Accrual	32,480		29,156
Non-accrual	252		257
Loans, net of unearned income	32,732		29,413
Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	21		30
60-89 DPD, Accrual Loans	13		26
90+ DPD, Accrual Loans	5		6
Total 30+ DPD, Accrual Loans	39		62
Total Accrual	8,025		9,192
Non-accrual	238		303
Loans, net of unearned income	8,263		9,495
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	1		0
60-89 DPD, Accrual Loans	0		0
90+ DPD, Accrual Loans	0		0
Total 30+ DPD, Accrual Loans	1		0
Total Accrual	404		293
Non-accrual	3		17
Loans, net of unearned income	407		310
Commercial Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	38		59
60-89 DPD, Accrual Loans	20		40
90+ DPD, Accrual Loans	12		12
Total 30+ DPD, Accrual Loans	70		111
Total Accrual	40,909		38,641
Non-accrual	493		577
Loans, net of unearned income	41,402		39,218		37,071
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	17		29
60-89 DPD, Accrual Loans	3		6
90+ DPD, Accrual Loans	3		6
Total 30+ DPD, Accrual Loans	23		41
Total Accrual	4,557		5,080
Non-accrual	123		238
Loans, net of unearned income	4,680		5,318
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	0		4
60-89 DPD, Accrual Loans	0		1
90+ DPD, Accrual Loans	0		0
Total 30+ DPD, Accrual Loans	0		5
Total Accrual	2,131		1,422
Non-accrual	2		10
Loans, net of unearned income	2,133		1,432
Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	17		33
60-89 DPD, Accrual Loans	3		7
90+ DPD, Accrual Loans	3		6
Total 30+ DPD, Accrual Loans	23		46
Total Accrual	6,688		6,502
Non-accrual	125		248
Loans, net of unearned income	6,813		6,750		7,722
Residential First Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	99		130
60-89 DPD, Accrual Loans	64		74
90+ DPD, Accrual Loans	247		248
Total 30+ DPD, Accrual Loans	410		452
Total Accrual	12,206		12,017
Non-accrual	109		146
Loans, net of unearned income	12,315		12,163
Home Equity Line of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	73		95
60-89 DPD, Accrual Loans	38		51
90+ DPD, Accrual Loans	63		75
Total 30+ DPD, Accrual Loans	174		221
Total Accrual	10,830		11,183
Non-accrual	102		111
Loans, net of unearned income	10,932		11,294
Indirect [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	43		39
60-89 DPD, Accrual Loans	10		11
90+ DPD, Accrual Loans	7		5
Total 30+ DPD, Accrual Loans	60		55
Total Accrual	3,642		3,075
Non-accrual	0		0
Loans, net of unearned income	3,642		3,075
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	8		8
60-89 DPD, Accrual Loans	5		5
90+ DPD, Accrual Loans	12		12
Total 30+ DPD, Accrual Loans	25		25
Total Accrual	1,009		948
Non-accrual	0		0
Loans, net of unearned income	1,009		948
Consumer Other Financing Receivable [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	13		14
60-89 DPD, Accrual Loans	4		5
90+ DPD, Accrual Loans	3		4
Total 30+ DPD, Accrual Loans	20		23
Total Accrual	1,194		1,161
Non-accrual	0		0
Loans, net of unearned income	1,194		1,161
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	236		286
60-89 DPD, Accrual Loans	121		146
90+ DPD, Accrual Loans	332		344
Total 30+ DPD, Accrual Loans	689		776
Total Accrual	28,881		28,384
Non-accrual	211		257
Loans, net of unearned income	$29,092		$28,641		$29,202
[1]	Loans are presented net of unearned income, unamortized discounts and premiums and net deferred loan costs of $504 million and $576 million at December 31, 2014 and 2013, respectively.

Allowance_For_Credit_Losses_Im

Allowance For Credit Losses (Impaired Financing Receivables) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	$2,289		$3,911		$4,832
Impaired Financing Receivable, Interest Income, Accrual Method	81		125		138
Impaired Financing Receivable, Unpaid Principal Balance	2,191	[1]	2,892	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	176	[2]	226	[2]
Impaired Financing Receivable, Recorded Investment	2,015	[3]	2,666	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	80	[3]	116	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	1,935	[3]	2,550	[3]
Impaired Financing Receivable, Related Allowance	329		446
Impaired Financing Receivable Coverage Percentage	23.00%	[4]	23.20%	[4]
Commercial And Industrial [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	365		629		707
Impaired Financing Receivable, Interest Income, Accrual Method	9		14		16
Impaired Financing Receivable, Unpaid Principal Balance	388	[1]	525	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	39	[2]	50	[2]
Impaired Financing Receivable, Recorded Investment	349	[3]	475	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	11	[3]	45	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	338	[3]	430	[3]
Impaired Financing Receivable, Related Allowance	100		106
Impaired Financing Receivable Coverage Percentage	35.80%	[4]	29.70%	[4]
Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	473		579		737
Impaired Financing Receivable, Interest Income, Accrual Method	12		11		11
Impaired Financing Receivable, Unpaid Principal Balance	429	[1]	552	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	39	[2]	47	[2]
Impaired Financing Receivable, Recorded Investment	390	[3]	505	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	43	[3]	54	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	347	[3]	451	[3]
Impaired Financing Receivable, Related Allowance	85		115
Impaired Financing Receivable Coverage Percentage	28.90%	[4]	29.30%	[4]
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	32		38		23
Impaired Financing Receivable, Interest Income, Accrual Method	1		1		0
Impaired Financing Receivable, Unpaid Principal Balance	3	[1]	42	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	3	[3]	42	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	3	[3]	42	[3]
Impaired Financing Receivable, Related Allowance	1		9
Impaired Financing Receivable Coverage Percentage	33.30%	[4]	21.40%	[4]
Commercial Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	870		1,246		1,467
Impaired Financing Receivable, Interest Income, Accrual Method	22		26		27
Impaired Financing Receivable, Unpaid Principal Balance	820	[1]	1,119	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	78	[2]	97	[2]
Impaired Financing Receivable, Recorded Investment	742	[3]	1,022	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	54	[3]	99	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	688	[3]	923	[3]
Impaired Financing Receivable, Related Allowance	186		230
Impaired Financing Receivable Coverage Percentage	32.20%	[4]	29.20%	[4]
Total Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	498		995		1,510
Impaired Financing Receivable, Interest Income, Accrual Method	21		32		40
Impaired Financing Receivable, Unpaid Principal Balance	429	[1]	741	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	47	[2]	79	[2]
Impaired Financing Receivable, Recorded Investment	382	[3]	662	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	26	[3]	17	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	356	[3]	645	[3]
Impaired Financing Receivable, Related Allowance	58		107
Impaired Financing Receivable Coverage Percentage	24.50%	[4]	25.10%	[4]
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	61		115		210
Impaired Financing Receivable, Interest Income, Accrual Method	3		6		7
Impaired Financing Receivable, Unpaid Principal Balance	36	[1]	104	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	1	[2]	5	[2]
Impaired Financing Receivable, Recorded Investment	35	[3]	99	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	35	[3]	99	[3]
Impaired Financing Receivable, Related Allowance	7		11
Impaired Financing Receivable Coverage Percentage	22.20%	[4]	15.40%	[4]
Total Investor Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	559		1,110		1,720
Impaired Financing Receivable, Interest Income, Accrual Method	24		38		47
Impaired Financing Receivable, Unpaid Principal Balance	465	[1]	845	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	48	[2]	84	[2]
Impaired Financing Receivable, Recorded Investment	417	[3]	761	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	26	[3]	17	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	391	[3]	744	[3]
Impaired Financing Receivable, Related Allowance	65		118
Impaired Financing Receivable Coverage Percentage	24.30%	[4]	23.90%	[4]
Residential First Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	457		1,114		1,157
Impaired Financing Receivable, Interest Income, Accrual Method	14		38		39
Impaired Financing Receivable, Unpaid Principal Balance	505	[1]	509	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	37	[2]	45	[2]
Impaired Financing Receivable, Recorded Investment	468	[3]	464	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	468	[3]	464	[3]
Impaired Financing Receivable, Related Allowance	64		72
Impaired Financing Receivable Coverage Percentage	20.00%	[4]	23.00%	[4]
Home Equity Line of Credit [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	380		406		439
Impaired Financing Receivable, Interest Income, Accrual Method	20		21		22
Impaired Financing Receivable, Unpaid Principal Balance	381	[1]	390	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	13	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	368	[3]	390	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	368	[3]	390	[3]
Impaired Financing Receivable, Related Allowance	14		25
Impaired Financing Receivable Coverage Percentage	7.10%	[4]	6.40%	[4]
Indirect [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	1		2		2
Impaired Financing Receivable, Interest Income, Accrual Method	0		0		0
Impaired Financing Receivable, Unpaid Principal Balance	1	[1]	1	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	1	[3]	1	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	1	[3]	1	[3]
Impaired Financing Receivable, Related Allowance	0		0
Impaired Financing Receivable Coverage Percentage	0.00%	[4]	0.00%	[4]
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	2		1		0
Impaired Financing Receivable, Interest Income, Accrual Method	0		0		0
Impaired Financing Receivable, Unpaid Principal Balance	2	[1]	2	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	2	[3]	2	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	2	[3]	2	[3]
Impaired Financing Receivable, Related Allowance	0		0
Impaired Financing Receivable Coverage Percentage	0.00%	[4]	0.00%	[4]
Consumer Other Financing Receivable [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	20		32		47
Impaired Financing Receivable, Interest Income, Accrual Method	1		2		3
Impaired Financing Receivable, Unpaid Principal Balance	17	[1]	26	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	17	[3]	26	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	17	[3]	26	[3]
Impaired Financing Receivable, Related Allowance	0		1
Impaired Financing Receivable Coverage Percentage	0.00%	[4]	3.80%	[4]
Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Average Recorded Investment	860		1,555		1,645
Impaired Financing Receivable, Interest Income, Accrual Method	35		61		64
Impaired Financing Receivable, Unpaid Principal Balance	906	[1]	928	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	50	[2]	45	[2]
Impaired Financing Receivable, Recorded Investment	856	[3]	883	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	856	[3]	883	[3]
Impaired Financing Receivable, Related Allowance	78		98
Impaired Financing Receivable Coverage Percentage	14.10%	[4]	15.40%	[4]
Accrual [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	1,369	[1]	1,802	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	38	[2]	28	[2]
Impaired Financing Receivable, Recorded Investment	1,331	[3]	1,774	[3]
Impaired Financing Receivable, Related Allowance	137		190
Impaired Financing Receivable Coverage Percentage	12.80%	[4]	12.10%	[4]
Accrual [Member] | Commercial And Industrial [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	102	[1]	245	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	3	[2]	2	[2]
Impaired Financing Receivable, Recorded Investment	99	[3]	243	[3]
Impaired Financing Receivable, Related Allowance	17		34
Impaired Financing Receivable Coverage Percentage	19.60%	[4]	14.70%	[4]
Accrual [Member] | Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	162	[1]	209	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	10	[2]	7	[2]
Impaired Financing Receivable, Recorded Investment	152	[3]	202	[3]
Impaired Financing Receivable, Related Allowance	16		23
Impaired Financing Receivable Coverage Percentage	16.00%	[4]	14.40%	[4]
Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance			25	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied			0	[2]
Impaired Financing Receivable, Recorded Investment			25	[3]
Impaired Financing Receivable, Related Allowance			1
Impaired Financing Receivable Coverage Percentage			4.00%	[4]
Accrual [Member] | Commercial Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	264	[1]	479	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	13	[2]	9	[2]
Impaired Financing Receivable, Recorded Investment	251	[3]	470	[3]
Impaired Financing Receivable, Related Allowance	33		58
Impaired Financing Receivable Coverage Percentage	17.40%	[4]	14.00%	[4]
Accrual [Member] | Total Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	267	[1]	435	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	8	[2]	11	[2]
Impaired Financing Receivable, Recorded Investment	259	[3]	424	[3]
Impaired Financing Receivable, Related Allowance	28		39
Impaired Financing Receivable Coverage Percentage	13.50%	[4]	11.50%	[4]
Accrual [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	33	[1]	89	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	33	[3]	89	[3]
Impaired Financing Receivable, Related Allowance	6		8
Impaired Financing Receivable Coverage Percentage	18.20%	[4]	9.00%	[4]
Accrual [Member] | Total Investor Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	300	[1]	524	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	8	[2]	11	[2]
Impaired Financing Receivable, Recorded Investment	292	[3]	513	[3]
Impaired Financing Receivable, Related Allowance	34		47
Impaired Financing Receivable Coverage Percentage	14.00%	[4]	11.10%	[4]
Accrual [Member] | Residential First Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	426	[1]	397	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	11	[2]	8	[2]
Impaired Financing Receivable, Recorded Investment	415	[3]	389	[3]
Impaired Financing Receivable, Related Allowance	57		60
Impaired Financing Receivable Coverage Percentage	16.00%	[4]	17.10%	[4]
Accrual [Member] | Home Equity Line of Credit [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	359	[1]	373	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	6	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	353	[3]	373	[3]
Impaired Financing Receivable, Related Allowance	13		24
Impaired Financing Receivable Coverage Percentage	5.30%	[4]	6.40%	[4]
Accrual [Member] | Indirect [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	1	[1]	1	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	1	[3]	1	[3]
Impaired Financing Receivable, Related Allowance	0		0
Impaired Financing Receivable Coverage Percentage	0.00%	[4]	0.00%	[4]
Accrual [Member] | Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	2	[1]	2	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	2	[3]	2	[3]
Impaired Financing Receivable, Related Allowance	0		0
Impaired Financing Receivable Coverage Percentage	0.00%	[4]	0.00%	[4]
Accrual [Member] | Consumer Other Financing Receivable [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	17	[1]	26	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	17	[3]	26	[3]
Impaired Financing Receivable, Related Allowance	0		1
Impaired Financing Receivable Coverage Percentage	0.00%	[4]	3.80%	[4]
Accrual [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	805	[1]	799	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	17	[2]	8	[2]
Impaired Financing Receivable, Recorded Investment	788	[3]	791	[3]
Impaired Financing Receivable, Related Allowance	70		85
Impaired Financing Receivable Coverage Percentage	10.80%	[4]	11.60%	[4]
Non-Accrual [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	822	[1]	1,090	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	138	[2]	198	[2]
Impaired Financing Receivable, Recorded Investment	684	[3]	892	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	80	[3]	116	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	604	[3]	776	[3]
Impaired Financing Receivable, Related Allowance	192		256
Impaired Financing Receivable Coverage Percentage	40.10%	[4]	41.70%	[4]
Non-Accrual [Member] | Commercial And Industrial [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	286	[1]	280	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	36	[2]	48	[2]
Impaired Financing Receivable, Recorded Investment	250	[3]	232	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	11	[3]	45	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	239	[3]	187	[3]
Impaired Financing Receivable, Related Allowance	83		72
Impaired Financing Receivable Coverage Percentage	41.60%	[4]	42.90%	[4]
Non-Accrual [Member] | Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	267	[1]	343	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	29	[2]	40	[2]
Impaired Financing Receivable, Recorded Investment	238	[3]	303	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	43	[3]	54	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	195	[3]	249	[3]
Impaired Financing Receivable, Related Allowance	69		92
Impaired Financing Receivable Coverage Percentage	36.70%	[4]	38.50%	[4]
Non-Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	3	[1]	17	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	0	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	3	[3]	17	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	3	[3]	17	[3]
Impaired Financing Receivable, Related Allowance	1		8
Impaired Financing Receivable Coverage Percentage	33.30%	[4]	47.10%	[4]
Non-Accrual [Member] | Commercial Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	556	[1]	640	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	65	[2]	88	[2]
Impaired Financing Receivable, Recorded Investment	491	[3]	552	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	54	[3]	99	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	437	[3]	453	[3]
Impaired Financing Receivable, Related Allowance	153		172
Impaired Financing Receivable Coverage Percentage	39.20%	[4]	40.60%	[4]
Non-Accrual [Member] | Total Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	162	[1]	306	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	39	[2]	68	[2]
Impaired Financing Receivable, Recorded Investment	123	[3]	238	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	26	[3]	17	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	97	[3]	221	[3]
Impaired Financing Receivable, Related Allowance	30		68
Impaired Financing Receivable Coverage Percentage	42.60%	[4]	44.40%	[4]
Non-Accrual [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	3	[1]	15	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	1	[2]	5	[2]
Impaired Financing Receivable, Recorded Investment	2	[3]	10	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	2	[3]	10	[3]
Impaired Financing Receivable, Related Allowance	1		3
Impaired Financing Receivable Coverage Percentage	66.70%	[4]	53.30%	[4]
Non-Accrual [Member] | Total Investor Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	165	[1]	321	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	40	[2]	73	[2]
Impaired Financing Receivable, Recorded Investment	125	[3]	248	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	26	[3]	17	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	99	[3]	231	[3]
Impaired Financing Receivable, Related Allowance	31		71
Impaired Financing Receivable Coverage Percentage	43.00%	[4]	44.90%	[4]
Non-Accrual [Member] | Residential First Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	79	[1]	112	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	26	[2]	37	[2]
Impaired Financing Receivable, Recorded Investment	53	[3]	75	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	53	[3]	75	[3]
Impaired Financing Receivable, Related Allowance	7		12
Impaired Financing Receivable Coverage Percentage	41.80%	[4]	43.80%	[4]
Non-Accrual [Member] | Home Equity Line of Credit [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	22	[1]	17	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	7	[2]	0	[2]
Impaired Financing Receivable, Recorded Investment	15	[3]	17	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	15	[3]	17	[3]
Impaired Financing Receivable, Related Allowance	1		1
Impaired Financing Receivable Coverage Percentage	36.40%	[4]	5.90%	[4]
Non-Accrual [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance	101	[1]	129	[1]
Impaired Financing Receivable Chargeoffs And Payments Applied	33	[2]	37	[2]
Impaired Financing Receivable, Recorded Investment	68	[3]	92	[3]
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	[3]	0	[3]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	68	[3]	92	[3]
Impaired Financing Receivable, Related Allowance	$8		$13
Impaired Financing Receivable Coverage Percentage	40.60%	[4]	38.80%	[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_Lo

Allowance For Credit Losses (Loans By Class Modified In TDR) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	$33	$34
Financing Receivable, Modifications, Number of Contracts	2,389	3,541
Financing Receivable, Modifications, Post-Modification Recorded Investment	1,011	1,960
Commercial And Industrial [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	5	2
Financing Receivable, Modifications, Number of Contracts	267	450
Financing Receivable, Modifications, Post-Modification Recorded Investment	289	566
Commercial Real Estate Mortgage Owner Occupied [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	4	4
Financing Receivable, Modifications, Number of Contracts	272	384
Financing Receivable, Modifications, Post-Modification Recorded Investment	226	311
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	0	0
Financing Receivable, Modifications, Number of Contracts	3	6
Financing Receivable, Modifications, Post-Modification Recorded Investment	3	31
Commercial Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	9	6
Financing Receivable, Modifications, Number of Contracts	542	840
Financing Receivable, Modifications, Post-Modification Recorded Investment	518	908
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	6	4
Financing Receivable, Modifications, Number of Contracts	227	432
Financing Receivable, Modifications, Post-Modification Recorded Investment	295	687
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	1	0
Financing Receivable, Modifications, Number of Contracts	46	83
Financing Receivable, Modifications, Post-Modification Recorded Investment	43	138
Total Investor Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	7	4
Financing Receivable, Modifications, Number of Contracts	273	515
Financing Receivable, Modifications, Post-Modification Recorded Investment	338	825
Residential First Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	17	21
Financing Receivable, Modifications, Number of Contracts	573	1,044
Financing Receivable, Modifications, Post-Modification Recorded Investment	114	182
Home Equity Line of Credit [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	0	3
Financing Receivable, Modifications, Number of Contracts	609	619
Financing Receivable, Modifications, Post-Modification Recorded Investment	36	38
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	0	0
Financing Receivable, Modifications, Number of Contracts	122	241
Financing Receivable, Modifications, Post-Modification Recorded Investment	1	3
Indirect And Other Consumer [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	0	0
Financing Receivable, Modifications, Number of Contracts	270	282
Financing Receivable, Modifications, Post-Modification Recorded Investment	4	4
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Allowance for Loan and Lease Losses, Adjustments, Net	17	24
Financing Receivable, Modifications, Number of Contracts	1,574	2,186
Financing Receivable, Modifications, Post-Modification Recorded Investment	$155	$227

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, 2014	Dec. 31, 2013
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	$92	$236
Commercial And Industrial [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	49	33
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	17	30
Commercial Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	66	63
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	7	92
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	1	26
Total Investor Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	8	118
Residential First Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	15	50
Home Equity Line of Credit [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	3	5
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	$18	$55

Servicing_of_Financial_Assets_1

Servicing of Financial Assets (Analysis Of Mortgage Servicing Rights Under The Fair Value Measurement Method) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Disclosure Loan Servicing Analysis Of Mortgage Servicing Rights Under Fair Value Measurement Method [Abstract]
Carrying Value, beginning of period	$297		$191
Additions	40		84
Increase in fair value, due to change in valuation inputs or assumptions	-47	[1]	65	[1]
Increase in fair value, economic amortization associated with borrower repayments	-33	[1]	-43	[1]
Carrying value, end of period	$257		$297
[1]	"Economic amortization associated with borrower repayments" includes both total loan payoffs as well as partial paydowns. Prior to the fourth quarter of 2014, this line item reflected total loan payoffs only, while partial paydowns were included in the "Due to change in valuation inputs or assumptions" line item. The 2014 and 2013 full-year amounts disclosed in the table have been reclassified to reflect the revised presentation.

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, 2014	Dec. 31, 2013
	BasisPoint	BasisPoint
Servicing Assets at Fair Value [Line Items]
Unpaid principal balance	$27,385	$28,075
Weighted-average prepayment speed (CPR; percentage)	12.00%	8.20%
Estimated impact on fair value of a 10% increase	-14	-11
Estimated impact on fair value of a 20% increase	-27	-21
Option-adjusted spread (basis points)	898	895
Estimated impact on fair value of a 10% increase	-8	-10
Estimated impact on fair value of a 20% increase	($16)	($20)
Weighted-average coupon interest rate	4.40%	4.50%
Weighted-average servicing fee (basis points)	27.7	27.7
Weighted-average remaining maturity (months)	279 months	279 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, 2014	Dec. 31, 2013	Dec. 31, 2012
Disclosure Loan Servicing Analysis Of Mortgage Servicing Rights Under Fair Value Measurement Method [Abstract]
Servicing related fees and other ancillary income	$86	$86	$83

Servicing_of_Financial_Assets_4

Servicing of Financial Assets (Analysis Of Repurchase Liability Related To Mortgage Loans Sold With Representations And Warranty Provisions) (Details) (Obligation to Repurchase Receivables Sold [Member], USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Obligation to Repurchase Receivables Sold [Member]
Servicing Assets at Fair Value [Line Items]
Valuation Allowances and Reserves, Balance	$39	$40
Additions	-4	31
Losses	-9	-32
Valuation Allowances and Reserves, Balance	$26	$39

Servicing_of_Financial_Assets_5

Servicing of Financial Assets Servicing of Financial Assets at Fair Value (Narrative) (Details) (USD $)	0 Months Ended	1 Months Ended
In Millions, unless otherwise specified	Oct. 31, 2014	Mar. 29, 2013	Dec. 31, 2014	Dec. 31, 2013	Jul. 18, 2014
Servicing Assets at Fair Value [Line Items]
Unpaid principal balance			$27,385	$28,075
Licensing Agreements [Member]
Servicing Assets at Fair Value [Line Items]
Other Intangible Assets, Net					15
Residential Mortgage [Member]
Servicing Assets at Fair Value [Line Items]
Unpaid principal balance	833	3,000
Payments for (Proceeds from) Mortgage Servicing Rights	9	28
Commercial Real Estate [Member]
Servicing Assets at Fair Value [Line Items]
Servicing Asset at Amortized Cost			11		12
DUS Portfolio [Member]
Servicing Assets at Fair Value [Line Items]
Unpaid principal balance			1,000		1,000
Loss Share Guarantee			$4		$4

Schedule_of_Premises_and_Equip

(Schedule of Premises and Equipment)(Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Property, Plant and Equipment [Line Items]
Land	$521	$520
Premises and improvements	1,768	1,745
Furniture and equipment	1,028	1,000
Software	440	393
Leasehold Improvements	405	396
Construction in Progress	176	141
Property and equipment, gross	4,338	4,195
Accumulated depreciation and amortization	-2,145	-1,979
Premises and equipment, net	$2,193	$2,216

Intangible_Assets_Schedule_Of_

Intangible Assets (Schedule Of Goodwill By Segment) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Goodwill [Line Items]
Goodwill	$4,816	$4,816
Corporate Bank [Member]
Goodwill [Line Items]
Goodwill	2,258
Consumer Bank [Member]
Goodwill [Line Items]
Goodwill	2,095
Business Services [Member]
Goodwill [Line Items]
Goodwill		2,552
Consumer Services [Member]
Goodwill [Line Items]
Goodwill		1,797
Wealth Management [Member]
Goodwill [Line Items]
Goodwill	$463	$467

Intangible_Assets_Schedule_Of_1

Intangible Assets (Schedule Of Assumptions Used In Estimating Fair Value) (Details)	12 Months Ended
	Dec. 31, 2014		Dec. 31, 2013
Corporate Bank [Member]
Intangible Assets By Major Class [Line Items]
Discount Rate Used In Income Approach	11.25%
Public Company Method Market Multiplier	1.6	[1]
Transaction Method Market Multiplier	1.8	[2]
Consumer Bank [Member]
Intangible Assets By Major Class [Line Items]
Discount Rate Used In Income Approach	11.50%
Public Company Method Market Multiplier	1.2	[1]
Transaction Method Market Multiplier	1.8	[2]
Business Services [Member]
Intangible Assets By Major Class [Line Items]
Discount Rate Used In Income Approach			12.00%
Public Company Method Market Multiplier			1.2	[3]
Transaction Method Market Multiplier			1.5	[4]
Consumer Services [Member]
Intangible Assets By Major Class [Line Items]
Discount Rate Used In Income Approach			12.00%
Public Company Method Market Multiplier			1.2	[3]
Transaction Method Market Multiplier			1.5	[4]
Wealth Management [Member]
Intangible Assets By Major Class [Line Items]
Discount Rate Used In Income Approach	11.75%		12.00%
Public Company Method Market Multiplier	16.5	[1]	15.4	[3]
Transaction Method Market Multiplier	25.8	[2]	25.2	[4]
[1]	For the Corporate Bank and Consumer Bank 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 Corporate Bank reporting unit, a 35 percent control premium was assumed for the Consumer Bank reporting unit and a 20 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 Corporate Bank and Consumer Bank reporting units, these multipliers are applied to tangible book value. For the Wealth Management reporting unit, this multiplier is applied to earnings.
[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. 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.
[4]	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.

Recovered_Sheet1

Intangible Assets (Schedule of Other Intangible Assets) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Other Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Gross	$1,230		$1,213
Finite-Lived Intangible Assets, Accumulated Amortization	974		925
Finite-Lived Intangible Assets, Net	275		295
Core Deposits [Member]
Other Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Gross	1,011		1,011
Finite-Lived Intangible Assets, Accumulated Amortization	888		863
Finite-Lived Intangible Assets, Net	123		148
Customer Relationships [Member]
Other Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Gross	44		27
Finite-Lived Intangible Assets, Accumulated Amortization	16		11
Finite-Lived Intangible Assets, Net	28		16
Purchased Credit Card Relationships [Member]
Other Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Gross	175		175
Finite-Lived Intangible Assets, Accumulated Amortization	70		51
Finite-Lived Intangible Assets, Net	105		124
Fannie Mae DUS License [Member]
Other Intangible Assets [Line Items]
Other Intangible Assets, Net	15	[1]	0	[1]
Other Intangible Assets [Member]
Other Intangible Assets [Line Items]
Other Intangible Assets, Net	4	[2]	7	[2]
Other Intangible Assets [Member]
Other Intangible Assets [Line Items]
Other Intangible Assets, Net	$3		$3
[1]	The Fannie Mae DUS license is a non-amortizing intangible asset.
[2]	Other includes intangible assets related to acquired trust services. Approximately $3 million is non-amortizing.

Intangible_Assets_Aggregate_Am

Intangible Assets (Aggregate Amount of Amortization Expense) (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Amortization Expense [Line Items]
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	$48
Finite-Lived Intangible Assets, Amortization Expense, Year Two	43
Finite-Lived Intangible Assets, Amortization Expense, Year Three	39
Finite-Lived Intangible Assets, Amortization Expense, Year Four	33
Finite-Lived Intangible Assets, Amortization Expense, Year Five	$27

Intangible_Narrative_Details

Intangible (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Intangible Assets [Line Items]
Goodwill, Impairment Loss	$0	$0	$0
Goodwill, Period Increase (Decrease)	$0	$0	$0
Consumer Services [Member]
Intangible Assets [Line Items]
Fair Value Measurements Intangible Assets Control Premium Percent		35.00%
Corporate Bank [Member]
Intangible Assets [Line Items]
Fair Value Measurements Intangible Assets Control Premium Percent	20.00%
Consumer Bank [Member]
Intangible Assets [Line Items]
Fair Value Measurements Intangible Assets Control Premium Percent	35.00%
Wealth Management [Member]
Intangible Assets [Line Items]
Fair Value Measurements Intangible Assets Control Premium Percent	20.00%	30.00%
Business Services [Member]
Intangible Assets [Line Items]
Fair Value Measurements Intangible Assets Control Premium Percent		30.00%
Minimum [Member]
Intangible Assets [Line Items]
Finite Lived Intangible Assets, Useful Life	2 years
Maximum [Member]
Intangible Assets [Line Items]
Finite Lived Intangible Assets, Useful Life	15 years

Deposits_Schedule_of_Interest_

Deposits (Schedule of Interest Bearing Deposits) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Deposits [Line Items]
IRA Balances Reclassified To Savings	$219
Deposits:
Deposits, Savings Deposits	6,653	[1]	6,250	[1]
Interest-bearing Domestic Deposit, Demand	21,544		20,789
Interest-bearing Domestic Deposit, Money Market	25,396	[1]	25,435	[1]
Interest-bearing Foreign Deposit, Money Market	265		220
Time Deposits	8,595		9,608
Interest-Bearing Customer Deposits	62,453		62,302
Treasury Time Deposits	0		68
Interest-bearing Deposit Liabilities	$62,453		$62,370
[1]	In 2014, approximately $219 million individual retirement account ("IRA") balances were reclassified from money market to savings. Prior period amounts have been revised to conform to the current period classification.

Deposits_Schedule_of_Aggregate

Deposits (Schedule of Aggregate Amount of Maturities of All Time Deposits) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Deposits:
Time Deposit Maturities, Next Twelve Months	$4,266
Time Deposit Maturities, Year Two	1,828
Time Deposit Maturities, Year Three	1,160
Time Deposit Maturities, Year Four	815
Time Deposit Maturities, Year Five	101
Time Deposit Maturities, after Year Five	425
Aggregate amount of maturities of all time deposits	$8,595	$9,608

Deposits_Narrative_Details

Deposits Narrative (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Time Deposits [Line Items]
Time Deposits, $250,000 or More	$1	$1.10

ShortTerm_Borrowings_Schedule_

Short-Term Borrowings (Schedule Of Short-Term Borrowings) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Short-term Debt [Line Items]
Total short-term borrowings	$2,253	$2,182
Company Funding Sources [Member]
Short-term Debt [Line Items]
Federal Funds Purchased	0	11
Federal Home Loan Bank, Advances, Short-term	500	0
Total short-term borrowings	500	11
Customer Related Borrowings [Member]
Short-term Debt [Line Items]
Securities Sold under Agreements to Repurchase	$1,753	$2,171

Shortterm_Borrowings_Narrative

Short-term Borrowings (Narrative) (Details) (USD $)	12 Months Ended
In Billions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Federal Home Loan Bank Advances [Member]
Short-term Debt [Line Items]
Weighted Average Maturity Period	31 days
Short-term Debt, Weighted Average Interest Rate	0.20%
Federal Funds Purchased [Member]
Short-term Debt [Line Items]
Weighted Average Maturity Period		2 days
Short-term Debt, Weighted Average Interest Rate		0.10%
Federal Reserve Bank [Member]
Short-term Debt [Line Items]
Maximum Borrowing From Federal Reserve Bank	21.3

LongTerm_Borrowings_Schedule_o1

Long-Term Borrowings Schedule of Long-Term Debt Instruments(Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Debt Instrument [Line Items]
Long-term Debt	$3,462	$4,830
Parent Company [Member]
Debt Instrument [Line Items]
Long-term Debt	1,799	2,161
Parent Company [Member] | Seven Point Seven Five Senior Notes Due November Two Thousand Fourteen [Member]
Debt Instrument [Line Items]
Long-term Debt	0	349
Parent Company [Member] | Senior Notes Due June Two Thousand Fifteen Five Point Seven Five Percent [Member]
Debt Instrument [Line Items]
Long-term Debt	499	498
Parent Company [Member] | Two Percent Senior Notes Due May 2018 [Member]
Debt Instrument [Line Items]
Long-term Debt	748	748
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	160	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] | Valuation Adjustments On Hedged Long Term Debt [Member]
Debt Instrument [Line Items]
Long-term Debt	-8	5
Regions Bank [Member]
Debt Instrument [Line Items]
Long-term Debt	1,663	2,669
Regions Bank [Member] | Valuation Adjustments On Hedged Long Term Debt [Member]
Debt Instrument [Line Items]
Long-term Debt	1	6
Regions Bank [Member] | Federal Home Loan Bank Advances [Member]
Debt Instrument [Line Items]
Long-term Debt	8	1,009
Regions Bank [Member] | Five Point Two Zero Percent Subordinated Notes Due April Two Thousand Fifteen [Member]
Debt Instrument [Line Items]
Long-term Debt	350	349
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
Regions Bank [Member] | Other Long Term Debt [Member]
Debt Instrument [Line Items]
Long-term Debt	$57	$58

LongTerm_Borrowings_LongTerm_D

Long-Term Borrowings Long-Term Debt Maturities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Maturities of Long-Term Debt [Line Items]
Long-term Debt	$3,462	$4,830
Parent Company [Member]
Schedule of Maturities of Long-Term Debt [Line Items]
Long-term Debt, Maturities, Repayments of Principal in Next Twelve Months	505
Long-term Debt, Maturities, Repayments of Principal in Year Two	0
Long-term Debt, Maturities, Repayments of Principal in Year Three	0
Long-term Debt, Maturities, Repayments of Principal in Year Four	734
Long-term Debt, Maturities, Repayments of Principal in Year Five	0
Long-term Debt, Maturities, Repayments of Principal after Year Five	560
Long-term Debt	1,799	2,161
Regions Bank [Member]
Schedule of Maturities of Long-Term Debt [Line Items]
Long-term Debt, Maturities, Repayments of Principal in Next Twelve Months	353
Long-term Debt, Maturities, Repayments of Principal in Year Two	3
Long-term Debt, Maturities, Repayments of Principal in Year Three	4
Long-term Debt, Maturities, Repayments of Principal in Year Four	753
Long-term Debt, Maturities, Repayments of Principal in Year Five	5
Long-term Debt, Maturities, Repayments of Principal after Year Five	545
Long-term Debt	$1,663	$2,669

LongTerm_Borrowings_Long_Term_

Long-Term Borrowings Long Term Borrowings Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2015	Feb. 01, 2015
Debt Instrument [Line Items]
Gains (Losses) on Extinguishment of Debt	$0	($61,000,000)	($11,000,000)
Debt, Weighted Average Interest Rate	5.00%	4.80%	4.70%
Subordinated Notes [Member]
Debt Instrument [Line Items]
Number Of Issuances Of Debt	6
Proceeds from Issuance of Long-term Debt	2,200,000,000
Debt Instrument, Interest Rate, Stated Percentage Rate Range, Minimum	5.20%
Debt Instrument, Interest Rate, Stated Percentage Rate Range, Maximum	7.75%
Subordinated Notes [Member] | Subsequent Event [Member]
Debt Instrument [Line Items]
Subordinated Debt					250,000,000
Federal Home Loan Bank Advances [Member]
Debt Instrument [Line Items]
Long Term Borrowings Weighted Average Interest Rate	1.70%	1.40%	1.40%
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	16 years
Federal Home Loan Bank [Member]
Debt Instrument [Line Items]
Borrowing Availability Based On Assets Available For Collateral	9,900,000,000
Bank Note Program [Member]
Debt Instrument [Line Items]
Bank Note Available To Be Issued Under Companys Bank Note Program	5,000,000,000
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
Minimum [Member] | Scenario, Forecast [Member]
Debt Instrument [Line Items]
Gains (Losses) on Extinguishment of Debt				40,000,000
Maximum [Member] | Scenario, Forecast [Member]
Debt Instrument [Line Items]
Gains (Losses) on Extinguishment of Debt				$50,000,000

Schedule_of_Compliance_with_Re

Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier 1 Capital, Amount	$12,390	[1]	$11,258
Total Capital, Amount	15,070	[1]	14,200
Leverage, Amount	12,390	[1]	11,258
Tier 1 Capital, Ratio	12.54%	[1]	11.68%
Total Capital, Ratio	15.26%	[1]	14.73%
Leverage, Ratio	10.86%	[1],[2]	10.03%	[2]
Tier 1 Capital, Minimum Requirement	4.00%		4.00%
Total Capital, Minimum Requirement	8.00%		8.00%
Leverage, Minimum Requirement	3.00%		3.00%
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%		5.00%
Regions Bank [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier 1 Capital, Amount	12,095	[1]	11,965
Total Capital, Amount	14,215	[1]	14,341
Leverage, Amount	$12,095	[1]	$11,965
Tier 1 Capital, Ratio	12.30%	[1]	12.46%
Total Capital, Ratio	14.45%	[1]	14.94%
Leverage, Ratio	10.64%	[1],[2]	10.67%	[2]
Tier 1 Capital, Minimum Requirement	4.00%		4.00%
Total Capital, Minimum Requirement	8.00%		8.00%
Leverage, Minimum Requirement	3.00%		3.00%
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%		5.00%
[1]	Current year Tier 1 capital, Total risk-based capital, and Leverage capital ratios are estimated.
[2]	The Leverage capital ratio requires an additional 100 to 200 basis-point cushion, in certain circumstances, of adjusted quarterly average assets.

Narrative_Details

Narrative (Details)	Dec. 31, 2014	Dec. 31, 2013
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Total Capital, Minimum Requirement	8.00%	8.00%
Tier 1 Capital, Minimum Requirement	4.00%	4.00%
Total Capital, To Be Well Capitalized	10.00%	10.00%
Tier 1 Capital, To Be Well Capitalized	6.00%	6.00%
Percentage Of Statutory Requirement For Bank Surplus	20.00%
Statutory Requirement Percentage Of Net Earnings For Dividends	90.00%
Leverage, Minimum Requirement	3.00%	3.00%
Maximum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Excess Tier One Leverage Capital to Average Assets	2.00%
Minimum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Excess Tier One Leverage Capital to Average Assets	1.00%

Recovered_Sheet2

Stockholders' Equity And Accumulated Other Comprehensive Income (Loss) (Narrative) (Details) (USD $)	0 Months Ended		3 Months Ended		9 Months Ended	12 Months Ended				120 Months Ended
In Millions, except Per Share data, unless otherwise specified	Apr. 24, 2014	Mar. 19, 2013	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Sep. 15, 2024
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Preferred dividends						$52
Payments for Repurchase of Common Stock				8	248	256	347	340	0
Stock Repurchase Program, Remaining Authorized Repurchase Amount, Unused Portion				3			3
Common Stock, Dividends, Per Share, Declared			$0.05			$0.18		$0.10	$0.04
Common stock purchase plan	350	350
Stock repurchased and retired during the period, shares				1	25		37
Series B Preferred Stock [Member]
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Preferred dividends						20
Series A Preferred Stock [Member]
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Preferred dividends						$32		$32
Non Cumulative Perpetual Preferred Stock [Member] | Preferred Stock [Member]
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Preferred stock, liquidation preference of per share					$1,000	$1,000
Non Cumulative Perpetual Preferred Stock [Member] | Preferred Stock [Member] | Depositary Shares [Member]
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Preferred stock, liquidation preference of per share					$25	$25
Depositary Shares [Member] | Subsequent Event [Member] | Non Cumulative Perpetual Preferred Stock [Member] | Series B Preferred Stock [Member]
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Preferred stock quarterly dividend rate during the first five years, unless redeemed										6.38%
Depositary Shares [Member] | Plus 3-Month LIBOR [Member] | Subsequent Event [Member] | Non Cumulative Perpetual Preferred Stock [Member] | Series B Preferred Stock [Member]
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Preferred stock quarterly dividend rate during the first five years, unless redeemed										3.54%
Debt Instrument, Redemption, Period One [Member] | Non Cumulative Perpetual Preferred Stock [Member] | Series A Preferred Stock [Member]
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Preferred Stock, Redemption Terms						90 days

Stockholders_Equity_and_Accumu2

Stockholders' Equity and Accumulated Other Comprehensive Income (Loss) Schedule of Auction Market Preferred Securities (Details) (USD $)	12 Months Ended		120 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 15, 2024	Dec. 31, 2013
Auction Market Preferred Securities, Stock Series [Line Items]
Auction Market Preferred Securities, Stock Series, Liquidation Value	$1,000
Redeemable Noncontrolling Interest, Equity, Preferred, Carrying Amount	884			450
Series A Preferred Stock [Member]
Auction Market Preferred Securities, Stock Series [Line Items]
Preferred Stock, Dividend Rate, Percentage	6.38%
Auction Market Preferred Securities, Stock Series, Liquidation Value	500
Redeemable Noncontrolling Interest, Equity, Preferred, Carrying Amount	419			450
Series B Preferred Stock [Member]
Auction Market Preferred Securities, Stock Series [Line Items]
Preferred Stock, Dividend Rate, Percentage	6.38%	[1]
Auction Market Preferred Securities, Stock Series, Liquidation Value	500
Redeemable Noncontrolling Interest, Equity, Preferred, Carrying Amount	$465			$0
Non Cumulative Perpetual Preferred Stock [Member] | Subsequent Event [Member] | Series B Preferred Stock [Member] | Depositary Shares [Member]
Auction Market Preferred Securities, Stock Series [Line Items]
Preferred Stock, Dividend Rate, Percentage			6.38%
[1]	Dividends, if declared, will be paid quarterly at an annual rate equal to (i) for each period beginning prior to September 15, 2024, 6.375%, and (ii) for each period beginning on or after September 15, 2024, three-month LIBOR plus 3.536%.

Stockholders_Equity_and_Accumu3

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, 2014	Dec. 31, 2013	Dec. 31, 2012
Equity [Abstract]
Accumulated Other Comprehensive Income (Loss), Held to Maturity, Net Securities Adjustment, Net of Tax, Period Start	($64)	$0
Other Comprehensive Income (Loss), Unrealized Losses on Securitites, Transfered to Held to Maturity, Net Change	9	-64
Accumulated Other Comprehensive Income (Loss), Held to Maturity, Net Securities Adjustment, Net of Tax, Period End	-55	-64	0
Unrealized gains on securities available for sale, Beginning of Period	-22	436	322
Unrealized gains on securities available for sale, Net Change	197	-458	114
Unrealized gains on securities available for sale, End of Period	175	-22	436
Unrealized gains on derivative instruments designated as, Beginning of Period	15	93	84
Unrealized gains on derivative instruments designated as, Net Change	18	-78	9
Unrealized gains on derivative instruments designated as, End of Period	33	15	93
Defined benefit pension plans and other post employment benefits, Beginning of Period	-248	-464	-475
Defined benefit pension plans and other post employment benefits, Net Change	-143	216	11
Defined benefit pension plans and other post employment benefits, End of Period	-391	-248	-464
Accumulated Other Comprehensive Income (Loss), Net of Tax, Period Start	-319	65	-69
Other comprehensive income, net of tax	81	-384	134
Accumulated Other Comprehensive Income (Loss), Net of Tax, Period End	($238)	($319)	$65

Stockholders_Equity_and_Accumu4

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, 2014		Dec. 31, 2013		Dec. 31, 2012
Reclassification From Accumulated Other Comprehensive Income (Loss) [Line Items]
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax	$9		$4		$0
Securities gains (losses), net	27		26		48
Tax (expense) or benefit	-457		-452		-482
Gain or Loss Reclassified from AOCI into Income	126	[1],[2]	86	[1],[2]	67	[1],[2]
Amortization of Prior Service Cost	1		1		1
Amortization of Actuarial Losses	24		69		71
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	70	[3]	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	-14	[3]	-7	[3]
Amortization of Unrealized Losses on Securities Transferred to Held to Maturity, Net of Tax	-9	[3]	-4	[3]
Tax (expense) or benefit	5	[3]	3	[3]
Unrealized Gains and Losses, Available-for-Sale Securities [Member]
Reclassification From Accumulated Other Comprehensive Income (Loss) [Line Items]
Securities gains (losses), net	27	[3]	26	[3]
Tax (expense) or benefit	-10	[3]	-9	[3]
Unrealized Gains And Losses On Available-for-Sale Securities, Net of Tax	17	[3]	17	[3]
Gains and Losses on Cash Flow Hedges [Member]
Reclassification From Accumulated Other Comprehensive Income (Loss) [Line Items]
Tax (expense) or benefit	-48	[3]	-33	[3]
Gain and Loss on Cash Flow Hedges, Net of Tax	78	[3]	53	[3]
Gain or Loss Reclassified from AOCI into Income	126	[3]	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]	-1	[3],[4]
Amortization of Actuarial Losses	-24	[3],[4]	-69	[3],[4]
Amortization of Defined Benefit Pension Items, Total Before Tax	-25	[3]	-70	[3]
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Tax	9	[3]	25	[3]
Amortization of Defined Benefit Pension Items, Net of Tax	($16)	[3]	($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]	Amounts in parentheses indicate reductions to net income.
[4]	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 income (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, 2014		Dec. 31, 2013		Dec. 31, 2012
Numerator [Abstract]
Income from continuing operations	$1,142		$1,135		$1,179
Preferred stock dividends and accretion	-52		-32		-129
Income from continuing operations available to common shareholders	1,090		1,103		1,050
Income (loss) from discontinued operations, net of tax	13		-13		-59
Net income available to common shareholders	$1,103		$1,090		$991
Denominator [Abstract]
Weighted-average common shares outstanding—basic	1,375		1,395		1,381
Weighted Average Number Diluted Shares Outstanding Adjustment	12		15		6
Weighted-average common shares outstanding—diluted	1,387		1,410		1,387
Earnings per common share from continuing operations:
Basic	$0.79	[1]	$0.79	[1]	$0.76	[1]
Diluted	$0.79	[1]	$0.78	[1]	$0.76	[1]
Earning (Loss) Per Common Share From Discontinued Operations [Abstract]
Basic	$0.01	[1]	($0.01)	[1]	($0.04)	[1]
Diluted	$0.01	[1]	($0.01)	[1]	($0.04)	[1]
Earnings Per Common Share
Basic	$0.80	[1]	$0.78	[1]	$0.72	[1]
Diluted	$0.80	[1]	$0.77	[1]	$0.71	[1]
[1]	Certain per share amounts may not appear to reconcile due to rounding.

Earnings_Loss_per_Common_Share2

Earnings (Loss) per Common Share Narrative (Details)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Weighted Average Number of Shares Outstanding, Diluted	1,387	1,410	1,387
Weighted Average Number Diluted Shares Outstanding Adjustment	12	15	6
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	24	24	36

ShareBased_Payments_Narrative_

Share-Based Payments (Narrative) (Details) (USD $)	12 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
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	42,000,000
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	$49
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
Number of years within the adoption of stock option and long-term incentive compensation plans that awards may be granted	ten
Issued Cash Settled Restricted Stock Units	0	0	259,000
Maximum [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Performance Based Restricted Stock Performance Period	3 years

ShareBased_Payments_Summary_Of

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, 2014	Dec. 31, 2013	Dec. 31, 2012
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Restricted stock awards	$47	$35	$23
Stock options	1	5	7
Cash Settled Restricted Stock Units	0	0	3
Tax benefits related to compensation cost	-18	-15	-12
Compensation cost of share-based compensation awards, net of tax	$30	$25	$21

ShareBased_Payments_Summary_Of1

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, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Number of Options, Outstanding at beginning of period	32,127,235	38,258,204	46,351,349
Number of Options, Granted	0	0	0
Number of Options, Exercised	-2,249,932	-934,790	-338,182
Number of Options, Canceled/Forfeited	-4,560,627	-5,196,179	-7,754,963
Number of Options, Outstanding at end of period	25,316,676	32,127,235	38,258,204	46,351,349
Number of Options, Exercisable at end of period	25,316,676
Weighted-Average Exercise Price, Outstanding at beginning of period	$22.81	$23.09	$23.62
Weighted-Average Exercise Price, Granted	$0	$0	$0
Weighted-Average Exercise Price, Exercised	$4.61	$5.46	$4.07
Weighted-Average Exercise Price, Canceled/Forfeited	$30.32	$28.29	$27.06
Weighted-Average Exercise Price, Outstanding at end of period	$23.07	$22.81	$23.09	$23.62
Weighted-Average Exercise Price, Exercisable at end of period	$23.07
Average Intrinsic Value, at beginning of period	$35	$11	$3
Average Intrinsic Value, at end of period	28	35	11	3
Average intrinsic Value, Excercisable at end of period	$28
Weighted-Average Contractual Term (in years), Outstanding	2 years 9 months 29 days	3 years 5 months 16 days	3 years 11 months 27 days	4 years 6 months 18 days
Weighted-Average Contractual Term (in years), Excercisable	2 years 9 months 29 days

ShareBased_Payments_Summary_Of2

Share-Based Payments (Summary Of Restricted Stock Award And Unit Activity) (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Number of Shares, Non-vested at beginning of period	16,212,198	11,945,179	6,280,360
Number of Shares, Granted	5,368,113	6,385,841	8,461,987
Number of Shares, Vested	-2,626,683	-1,584,532	-2,047,900
Number of Shares, Forfeited	-526,219	-534,290	-749,268
Number of Shares, Non-vested at end of period	18,427,409	16,212,198	11,945,179
Weighted-Average Grant Date Fair Value, Non-vested at beginning of period	$6.83	$6.15	$7.60
Weighted-Average Grant Date Fair Value, Granted	$11.22	$8.06	$5.86
Weighted-Average Grant Date Fair Value, Vested	$6.82	$7.03	$10.12
Weighted-Average Grant Date Fair Value, Forfeited	$8.09	$6.67	$4.22
Weighted-Average Grant Date Fair Value, Non-vested at end of period	$8.07	$6.83	$6.15

Employee_Benefit_Plans_Narrati

Employee Benefit Plans Narrative (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Contributions by Employer	$3	$24	$9
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%	2.00%
Defined Contribution Plan, Employer Matching Contribution, Percent		4.00%
Defined Contribution Plan, Cost Recognized		37	34	29
Defined Contribution Plan, Employer Discretionary Contribution Amount		14	14	12
Defined Benefit Plan Current Health Care Cost Trend Rate		6.50%
Defined Benefit Plan, Ultimate Health Care Cost Trend Rate		4.50%
Defined Benefit Plan, Year that Rate Reaches Ultimate Trend Rate		2027
Total Company Common Stock Shares Held Under Defined Contribution Plan		37,000,000	36,000,000
Dividends Earned By Defined Contribution Plan		6	3	1
Defined Benefit Plan, Benefit Obligation		2,216	1,942	2,167
Non-qualified Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Contributions by Employer		21	9
Defined Benefit Plan, Accumulated Benefit Obligation		166	157
Defined Benefit Plan, Benefit Obligation		172	165	163
Qualified [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Contributions by Employer		3	0
Defined Benefit Plan, Accumulated Benefit Obligation		1,900	1,700
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		30
Defined Benefit Plan, Benefit Obligation		2,044	1,777	2,004
Defined Benefit Postretirement Health Coverage [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Benefit Obligation		$23	$23
Equity Securities [Member]
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Target Allocation For Defined Benefit Plan Equity Securities		51.00%
Fixed Income Securities [Member]
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Target Allocation For Defined Benefit Plan Equity Securities		32.00%
Other Securities [Member]
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Target Allocation For Defined Benefit Plan Equity Securities		17.00%

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 $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Change in Benefit Obligation [Abstract]
Projected Benefit Obligation, Beginning of Period		$1,942	$2,167
Service Cost		38	41	40
Interest Cost		94	90	90
Actuarial Losses (Gains)		249	-267
Benefit Payments		-89	-86
Administration Expenses		-3	-3
Plan Settlements		-15	0
Projected Benefit Obligation, End of Period		2,216	1,942	2,167
Change in Plan Assets [Abstract]
Fair Value of Plan Assets, beginning of period		1,812	1,749
Actual Return on Plan Assets		129	143
Defined Benefit Plan, Contributions by Employer	3	24	9
Benefit Payments		-89	-86
Administration Expenses		-3	-3
Plan Settlements		-14	0
Fair Value of Plan Assets, end of period		1,859	1,812	1,749
Funded Status and Accrued Benefit Cost at Measurement Date		-357	-130
Defined Benefit Plan, Amounts Recognized in Balance Sheet [Abstract]
Other Assets (Liabilities)		-357	-130
Defined Benefit Plan, Amounts Recognized in Other Comprehensive Income (Loss) [Abstract]
Net Actuarial Loss (Gain)		640	410
Prior Service Cost (Credit)		1	2
Total amounts recognized in Accumulated Other Comprehensive (Income) Loss		641	412
Qualified [Member]
Change in Benefit Obligation [Abstract]
Projected Benefit Obligation, Beginning of Period		1,777	2,004
Service Cost		34	38	37
Interest Cost		87	84	84
Actuarial Losses (Gains)		231	-269
Benefit Payments		-82	-77
Administration Expenses		-3	-3
Plan Settlements		0	0
Projected Benefit Obligation, End of Period		2,044	1,777	2,004
Change in Plan Assets [Abstract]
Fair Value of Plan Assets, beginning of period		1,812	1,749
Actual Return on Plan Assets		129	143
Defined Benefit Plan, Contributions by Employer		3	0
Benefit Payments		-82	-77
Administration Expenses		-3	-3
Plan Settlements		0	0
Fair Value of Plan Assets, end of period		1,859	1,812	1,749
Funded Status and Accrued Benefit Cost at Measurement Date		-185	35
Defined Benefit Plan, Amounts Recognized in Balance Sheet [Abstract]
Other Assets (Liabilities)		-185	35
Defined Benefit Plan, Amounts Recognized in Other Comprehensive Income (Loss) [Abstract]
Net Actuarial Loss (Gain)		593	374
Prior Service Cost (Credit)		0	0
Total amounts recognized in Accumulated Other Comprehensive (Income) Loss		593	374
Non-qualified Plans [Member]
Change in Benefit Obligation [Abstract]
Projected Benefit Obligation, Beginning of Period		165	163
Service Cost		4	3	3
Interest Cost		7	6	6
Actuarial Losses (Gains)		18	2
Benefit Payments		-7	-9
Administration Expenses		0	0
Plan Settlements		-15	0
Projected Benefit Obligation, End of Period		172	165	163
Change in Plan Assets [Abstract]
Fair Value of Plan Assets, beginning of period		0	0
Actual Return on Plan Assets		0	0
Defined Benefit Plan, Contributions by Employer		21	9
Benefit Payments		-7	-9
Administration Expenses		0	0
Plan Settlements		-14	0
Fair Value of Plan Assets, end of period		0	0	0
Funded Status and Accrued Benefit Cost at Measurement Date		-172	-165
Defined Benefit Plan, Amounts Recognized in Balance Sheet [Abstract]
Other Assets (Liabilities)		-172	-165
Defined Benefit Plan, Amounts Recognized in Other Comprehensive Income (Loss) [Abstract]
Net Actuarial Loss (Gain)		47	36
Prior Service Cost (Credit)		1	2
Total amounts recognized in Accumulated Other Comprehensive (Income) Loss		$48	$38

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, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]
Service Cost	$38	$41	$40
Interest Cost	94	90	90
Expected Return on Plan Assets	-138	-132	-115
Amortization of Actuarial Losses	24	69	71
Amortization of Prior Service Cost	1	1	1
Defined Benefit Plan, Recognized Net Gain (Loss) Due to Settlements	3	0	0
Net Periodic Pension Cost	22	69	87
Qualified [Member]
Defined Benefit Plan Disclosure [Line Items]
Service Cost	34	38	37
Interest Cost	87	84	84
Expected Return on Plan Assets	-138	-132	-115
Amortization of Actuarial Losses	21	66	70
Amortization of Prior Service Cost	0	0	0
Defined Benefit Plan, Recognized Net Gain (Loss) Due to Settlements	0	0	0
Net Periodic Pension Cost	4	56	76
Non-qualified Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Service Cost	4	3	3
Interest Cost	7	6	6
Expected Return on Plan Assets	0	0	0
Amortization of Actuarial Losses	3	3	1
Amortization of Prior Service Cost	1	1	1
Defined Benefit Plan, Recognized Net Gain (Loss) Due to Settlements	3	0	0
Net Periodic Pension Cost	$18	$13	$11

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, 2014
Qualified [Member]
Defined Benefit Plan Disclosure [Line Items]
Actuarial Loss	$43
Prior Service Cost (Credit)	0
Estimated amounts that will be amortized from accumulated other comprehensive income (loss) into net period benefit cost	43
Non-qualified Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Actuarial Loss	3
Prior Service Cost (Credit)	1
Estimated amounts that will be amortized from accumulated other comprehensive income (loss) into net period benefit cost	$4

Employee_Benefit_Plans_Schedul

Employee Benefit Plans (Schedule of Assumptions Used) (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Qualified [Member]
Defined Benefit Plan Disclosure [Line Items]
Discount rate for benefit obligation	4.20%	5.00%
Rate of annual compensation increase, benefit obligation	3.75%	3.75%
Discount rate for net periodic benefit cost	5.00%	4.25%	4.60%
Expected long-term rate of return on plan assets	7.75%	7.75%	7.75%
Rate of annual compensation increase, net periodic benefit cost	3.75%	3.75%	3.75%
Non-qualified Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Discount rate for benefit obligation	3.75%	4.50%
Rate of annual compensation increase, benefit obligation	3.75%	3.75%
Discount rate for net periodic benefit cost	4.50%	3.65%	4.35%
Rate of annual compensation increase, net periodic benefit cost	3.75%	3.75%	3.75%

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, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	$1,859	$1,812	$1,749
Cash and Cash Equivalents [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	40	30
Fixed Income Securities [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	287	367
Fixed Income Securities [Member] | US Treasury and Government [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	132	135
Fixed Income Securities [Member] | Collateralized Mortgage Backed Securities [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	0	5
Fixed Income Securities [Member] | Collateralized Mortgage Obligations [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	0	2
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	1
Fixed Income Securities [Member] | Corporate Bond Securities [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	155	171
Fixed Income Securities [Member] | Unit Investment Trust [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	0	53
Equity Securities [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	296	287
Equity Securities [Member] | Domestic [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	278	271
Equity Securities [Member] | International [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	18	16
Mutual Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	162	101
Mutual Funds [Member] | Domestic [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	0	101
Mutual Funds [Member] | International [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	162	0
Collective Investment Trust Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	678	641
Collective Investment Trust Funds [Member] | Fixed Income Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	298	227
Collective Investment Trust Funds [Member] | Common Stock Fund [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	219	186
Collective Investment Trust Funds [Member] | International Fund [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	161	228
International Hedge Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	93	90
Real Estate Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	210	225	203
Private Equity Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	92	70	46
Other assets [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	1	1
Level 1 [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	498	418
Level 1 [Member] | Cash and Cash Equivalents [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	40	30
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] | US Treasury and Government [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 Bond 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] | 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	296	287
Level 1 [Member] | Equity Securities [Member] | Domestic [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	278	271
Level 1 [Member] | Equity Securities [Member] | International [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	18	16
Level 1 [Member] | Mutual Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	162	101
Level 1 [Member] | Mutual Funds [Member] | Domestic [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	0	101
Level 1 [Member] | Mutual Funds [Member] | International [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	162	0
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	1,058	1,098
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	287	367
Level 2 [Member] | Fixed Income Securities [Member] | US Treasury and Government [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	132	135
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	0	5
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	0	2
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	0	1
Level 2 [Member] | Fixed Income Securities [Member] | Corporate Bond Securities [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	155	171
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	0	53
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	678	641
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	298	227
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	219	186
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	161	228
Level 2 [Member] | International Hedge Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	93	90
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	303	296
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] | US Treasury and Government [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 Bond 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] | 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	210	225
Level 3 [Member] | Private Equity Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets	92	70
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 $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]
Fair Value of Plan Assets, beginning of period			$1,749
Fair Value of Plan Assets, end of period	1,859	1,812	1,749
Real Estate Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets, Period Increase (Decrease)	13	21
Fair Value of Plan Assets, beginning of period	225	203
Purchases, sales, issuances, and settlements, net	-28	1
Fair Value of Plan Assets, end of period	210	225
The amount of total gains (losses) for the period attributable to the change in unrealized gains (losses) relating to assets still held	13	21
Private Equity Funds [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets, Period Increase (Decrease)	24	11
Fair Value of Plan Assets, beginning of period	70	46
Purchases, sales, issuances, and settlements, net	-2	13
Fair Value of Plan Assets, end of period	92	70
The amount of total gains (losses) for the period attributable to the change in unrealized gains (losses) relating to assets still held	24	11
Other Assets [Member]
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Fair Value of Plan Assets, Period Increase (Decrease)	0	0
Fair Value of Plan Assets, beginning of period	1	1
Purchases, sales, issuances, and settlements, net	0	0
Fair Value of Plan Assets, end of period	1	1
The amount of total gains (losses) for the period attributable to the change in unrealized gains (losses) relating to assets still held	$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, 2014
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plans, Estimated Future Employer Contributions in Next Fiscal Year	$0
Defined Benefit Plan, Expected Future Benefit Payments, Next Twelve Months	86
Defined Benefit Plan, Expected Future Benefit Payments, Year Two	88
Defined Benefit Plan, Expected Future Benefit Payments, Year Three	91
Defined Benefit Plan, Expected Future Benefit Payments, Year Four	95
Defined Benefit Plan, Expected Future Benefit Payments, Year Five	98
Defined Benefit Plan, Expected Future Benefit Payments, Five Fiscal Years Thereafter	$557

Other_Non_Interest_Income_Deta

Other Non Interest Income (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Investment management and trust fee income	$193	$196	$195
Insurance Commissions and Fees	124	114	109
Bank Owned Life Insurance Income	85	82	81
Capital Markets Fee Income and Other	73	87	83
Commercial Credit Fee Income	61	65	68
Investment Services Fees Income	43	34	27
Leveraged lease termination gains	10	39	14
Gain (Loss) on Sale of Other Assets	0	24	0
Net Loss From Affordable Housing	-66	-49	-49
Other Miscellaneous Income	93	112	91
Other Non-Interest Income	$616	$704	$619

Other_Non_Interest_Expense_Det

Other Non Interest Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Professional, Legal and Regulatory Expenses	$235	[1]	$190	[1]	$114	[1]
Outside Services	131		106		82
Marketing	95		98		87
Deposit administrative fee	75		125		162
Amortization of other intangibles	51		54		109
Credit / Checkcard Expenses	44		41		64
Branch Consolidation And Property and Equipment Charges	16		5		0
REIT investment early termination costs	0		0		42
Gains (Loss) on Early Extinguishment of Debt	0		61		11
Provision (credit) for unfunded credit commitments	-13		-5		5
(Gain) Loss On Loans Held For Sale	-23		-30		-61
Gain on TDRs Held for Sale, net	-35		0		0
Other Miscellaneous Expenses	391		448		505
Other Noninterest Expense	$967		$1,093		$1,120
[1]	"Professional and legal expenses" and "regulatory charge" line items were combined in 2014. All prior periods presented have been reclassified to conform to this presentation.

Components_Of_Income_Tax_Benef

Components Of Income Tax (Benefit) Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Current Income Tax Expense (Benefit), Continuing Operations [Abstract]
Current Federal Tax Expense (Benefit)	$269	$88	($20)
Current State and Local Tax Expense (Benefit)	15	19	16
Current Income Tax Expense (Benefit)	284	107	-4
Deferred Income Tax Expense (Benefit), Continuing Operations [Abstract]
Deferred Federal Income Tax Expense (Benefit)	106	356	383
Deferred State and Local Income Tax Expense (Benefit)	67	-11	103
Deferred income tax expense (benefit)	173	345	486
Income tax expense	$457	$452	$482

Income_Tax_Rate_Reconciliation

Income Tax Rate Reconciliation (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Taxes [Abstract]
Income Tax Reconciliation, Income Tax Expense (Benefit), at Federal Statutory Income Tax Rate	$560	$555	$582
Income tax expense	457	452	482
Effective Income Tax Rate, Continuing Operations	28.60%	28.50%	29.00%
Increase (decrease) in taxes resulting from: [Abstract]
Income Tax Reconciliation, State and Local Income Taxes	53	5	77
Income Tax Reconciliation, Tax Credits	-111	-108	-108
Income Tax Reconciliation, Tax Exempt Income	-36	-32	-29
Effective Income Tax Rate Reconciliation, Nondeductible Expense, Life Insurance, Amount	-33	-33	-32
Income Tax Reconciliation, Nondeductible Expense, Leases	25	38	24
Income Tax Reconciliation Regulatory Charge	1	20	0
Effective Income Tax Rate Reconciliation, Tax Settlement, Amount	0	0	61
Income Tax Reconciliation, Nondeductible Expense, Other	($2)	$7	$29

Summary_Of_Significant_Compone

Summary Of Significant Components Of Deferred Tax Assets And Liabilities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Deferred Tax Assets [Abstract]
Deferred Tax Assets, Tax Deferred Expense, Reserves and Accruals, Provision for Loan Losses	$444	$539
Deferred Tax Assets, Other Comprehensive Income	146	196
Deferred Tax Assets Accrued Expenses	193	191
Deferred Tax Assets, Operating Loss Carryforwards	134	176
Deferred Tax Assets, Tax Deferred Expense, Compensation and Benefits, Employee Benefits	126	109
Federal Tax Credit Carryforwards Before Allowance	10	74
Deferred Tax Assets, Other	62	96
Deferred Tax Assets, Gross	1,115	1,381
Deferred Tax Assets, Valuation Allowance	-32	-36
Deferred Tax Assets, Net of Valuation Allowance	1,083	1,345
Deferred Tax Liabilities, Gross [Abstract]
Deferred Tax Liabilities, Leasing Arrangements	418	413
Deferred Tax Liabilities, Goodwill and Intangible Assets	171	188
Deferred Tax Liabilities, Mortgage Servicing Rights	79	96
Deferred Tax Liabilities, Property, Plant and Equipment	23	15
Deferred Tax Liabilities, Other	25	21
Deferred Tax Liabilities, Gross	716	733
Deferred Tax Assets, Net	$367	$612

Summary_Of_Detail_Of_Tax_Carry

Summary Of Detail Of Tax Carryforwards (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Income Tax Contingency [Line Items]
Operating Loss Carryforwards, Valuation Allowance	32	$36
Deferred Tax Assets, Net	367	612
Alternate Minimum Tax Credits Federal [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Deferred Tax Asset	10
Tax Credit Carryforward, Valuation Allowance	0
Deferred Tax Assets, Net	10
Net Operating Losses States Date Range One [Member]
Income Tax Contingency [Line Items]
Operating Loss Carryforwards, Valuation Allowance	5
Deferred Tax Assets, Net	54
Deferred Tax Assets, Operating Loss Carryforwards, State and Local	59
Pre Tax Earnings Necessary To Realize	1,283
Net Operating Losses States Date Range Two [Member]
Income Tax Contingency [Line Items]
Operating Loss Carryforwards, Valuation Allowance	17
Deferred Tax Assets, Net	32
Deferred Tax Assets, Operating Loss Carryforwards, State and Local	49
Pre Tax Earnings Necessary To Realize	745
Net Operating Losses States Date Range Three [Member]
Income Tax Contingency [Line Items]
Operating Loss Carryforwards, Valuation Allowance	7
Deferred Tax Assets, Net	19
Deferred Tax Assets, Operating Loss Carryforwards, State and Local	26
Pre Tax Earnings Necessary To Realize	485
Other Credits States [Member]
Income Tax Contingency [Line Items]
Deferred Tax Asset Balance	7
Tax Credit Carryforward, Valuation Allowance	3
Deferred Tax Assets, Net	4
Minimum [Member] | Net Operating Losses States Date Range One [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-15
Minimum [Member] | Net Operating Losses States Date Range Two [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-20
Minimum [Member] | Net Operating Losses States Date Range Three [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-27
Minimum [Member] | Other Credits States [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-15
Maximum [Member] | Net Operating Losses States Date Range One [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-19
Maximum [Member] | Net Operating Losses States Date Range Two [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-26
Maximum [Member] | Net Operating Losses States Date Range Three [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-34
Maximum [Member] | Other Credits States [Member]
Income Tax Contingency [Line Items]
Tax Credit Carryforward, Expiration Date	31-Dec-19

Reconciliation_Of_Beginning_An

Reconciliation Of Beginning And Ending Amount Of Unrecognized Tax Benefits (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Taxes [Abstract]
Balance at beginning of year	$51	$55	$94
Unrecognized Tax Benefits, Increases Resulting from Current Period Tax Positions	3	2	24
Unrecognized Tax Benefits, Increases Resulting from Prior Period Tax Positions	0	4	11
Unrecognized Tax Benefits, Decreases Resulting from Prior Period Tax Positions	-1	-10	-63
Unrecognized Tax Benefits, Decreases Resulting from Settlements with Taxing Authorities	-3	0	-11
Balance at end of year	$50	$51	$55

Income_Taxes_Narrative_Details

Income Taxes (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Taxes [Abstract]
Significant Change in Unrecognized Tax Benefits is Reasonably Possible, Estimated Range of Change, Upper Bound	$30
Unrecognized Tax Benefits that Would Impact Effective Tax Rate	34	34	40
Income Tax Examination, Penalties and Interest Expense	1	2	0
Income tax expense (benefit)	8	-11	-40
Discontinued Operations Deferred Tax Effect Of Discontinued Operation	22	34	-52
Income Tax Effects Allocated Directly to Equity	6	0	6
Stock transactions under employee compensation plans effect on deferred tax asset	0	5	6
Effective Income Tax Rate Reconciliation, at Federal Statutory Income Tax Rate	35.00%
Deferred Tax Assets, Net	367	612
Net Operating Losses And Tax Carryforwards	119
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	90
Deferred Tax Asset Liabilities Net With No Expiration Date	248
Taxable Temporary Differences That Will Offset Amount Of Gross Deferred Tax Asset	714
Operating Loss Carryforwards, Valuation Allowance	32	36
Valuation Allowance, Deferred Tax Asset, Change in Amount	4
Income Tax Examination, Penalties and Interest Accrued	$5	$4

Derivative_Financial_Instrumen2

Derivative Financial Instruments And Hedging Activities (Schedule Of Derivative Instruments Notional And Fair Values) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives, notional amounts	$81,870		$75,389
Fair value of derivative assets	1,215	[1]	1,219	[1]
Fair value of derivative liabilities	1,254	[1]	1,301	[1]
Designated as Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives, notional amounts	10,867		10,041
Fair value of derivative assets	44	[1]	75	[1]
Fair value of derivative liabilities	61	[1]	109	[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	30	[1]	29	[1]
Liability derivatives in cash flow hedging relationships	31	[1]	80	[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	6	[1]	70	[1]
Asset derivatives in cash flow hedging relationships	38	[1]	5	[1]
Not Designated as Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives, notional amounts	71,003		65,348
Fair value of derivative assets	1,171	[1]	1,144	[1]
Fair value of derivative liabilities	1,193	[1]	1,192	[1]
Not Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member]
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives, notional amounts	45,860		46,591
Not Designated as Hedging Instrument [Member] | Interest Rate Options [Member]
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives, notional amounts	3,016		2,865
Not Designated as Hedging Instrument [Member] | Interest Rate Futures And Forward Commitments [Member]
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives, notional amounts	17,978		13,357
Not Designated as Hedging Instrument [Member] | Other Contract [Member]
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives, notional amounts	4,149		2,535
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	972	[1]	1,142	[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	2	[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	8	[1]	2	[1]
Not Designated as Hedging Instrument [Member] | Other liabilities [Member] | Other Contract [Member]
Derivative Instruments And Hedging Activities [Line Items]
Fair value of derivative liabilities	211	[1]	44	[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	941	[1]	1,078	[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	10	[1]	9	[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	3	[1]	9	[1]
Not Designated as Hedging Instrument [Member] | Other assets [Member] | Other Contract [Member]
Derivative Instruments And Hedging Activities [Line Items]
Fair value of derivative assets	217	[1]	48	[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	2,817		4,241
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member]
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives, notional amounts	$8,050		$5,800
[1]	Derivatives in a gain position are recorded as other assets and derivatives in a 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, 2014		Dec. 31, 2013		Dec. 31, 2012
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	($58)		$8		$54
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	79		41		53
Amount of Gain (Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	18	[1],[2]	-78	[1],[2]	9	[1],[2]
(Gain) or Loss Reclassified from AOCI into Income	126	[1],[3]	86	[1],[3]	67	[1],[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)	3	[1],[2]	9	[1],[2]	9	[1],[2]
(Gain) or Loss Reclassified from AOCI into Income	-5	[1],[3]	-15	[1],[3]	-15	[1],[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)	15	[1],[2]	-87	[1],[2]	0	[1],[2]
(Gain) or Loss Reclassified from AOCI into Income	131	[1],[3]	101	[1],[3]	82	[1],[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	24		57		104
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	19		8		12
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	-6		-76		-50
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	9		66		41
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	-60		33		0
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	51		-33		0
Securities Available For Sale [Member] | Interest Income [Member] | Interest Rate Swaps [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	-16		-6		0
Amount of Gain (Loss) Recognized in Income on Related Hedged Item	$0		$0		$0
[1]	All cash flow hedges were highly effective for all periods presented, and the change in fair value attributed to hedge ineffectiveness was not material.
[2]	After-tax
[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, 2014		Dec. 31, 2013		Dec. 31, 2012
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	$62		($11)		$107
Capital Markets Fee Income and other [Member]
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	24	[1]	42	[1]	37	[1]
Mortgage Income [Member]
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	38		-53		70
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	12	[1]	25	[1]	29	[1]
Interest Rate Swaps [Member] | Mortgage Income [Member]
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	35		-32		28
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	0	[1]	2	[1]	-1	[1]
Interest Rate Options [Member] | Mortgage Income [Member]
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	1		-18		7
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	[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	2		-3		35
Other Contract [Member] | Capital Markets Fee Income and other [Member]
Amount of gain (loss) recognized in income on derivatives not designated as hedging instruments	$13	[1]	$14	[1]	$10	[1]
[1]	Capital markets fee income and other is included in Other income on the consolidated statements of income.

Derivative_Financial_Instrumen5

Derivative Financial Instruments and Hedging Activities (Offsetting Derivatives) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Derivative Asset Securities Purchased Under Agreements to Resell Securities Borrowed [Abstract]
Gross amounts subject to offsetting, assets	$1,157		$1,165
Gross amounts not subject to offsetting, assets	58		54
Gross amounts recognized, assets	1,215	[1]	1,219	[1]
Net amounts	815	[2]	774	[2]
Derivative Assets	400		445
Financial instruments	8		10
Cash collateral received/posted	0		0
Net amounts presented in the consolidated balance sheets	392		435
Offsetting Derivative Liability Securities Sold Under Agreements to Resell Securities Loaned [Abstract]
Gross Amounts subject to offsetting, liabilities	1,195		1,257
Gross amounts not subject to offsetting, liabilities	59		44
Gross amounts recognized, liabilities	1,254	[1]	1,301	[1]
Net amounts	1,054	[2]	1,233	[2]
Derivative Liabilities	200		68
Financial instruments	0		0
Cash collateral received/posted	29		24
Net amounts presented in the consolidated balance sheets	171		44
Cash collateral received, offset	111		42
Cash collateral posted, offset	$354		$501
[1]	Derivatives in a gain position are recorded as other assets and derivatives in a loss position are recorded as other liabilities on the consolidated balance sheets.
[2]	At December 31, 2014, gross amounts of derivative assets and liabilities offset in the consolidated balance sheets presented above include cash collateral received of $111 million and cash collateral posted of $354 million, respectively. At December 31, 2013, the 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.

Derivative_Financial_Instrumen6

Derivative Financial Instruments And Hedging Activities (Narrative) (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Notional Amount Of Interest Rate Lock Commitments	$233,000,000	$267,000,000
Notional Amount Of Forward Sale Commitments	621,000,000	636,000,000
Cash Flow Hedge Gain (Loss) Recognized Into Oci After Tax	32,000,000	63,000,000
Pre-tax income related to amortization of cash flow hedges of loan and debt instruments	50,000,000	47,000,000
Cash flow hedge gain reclassified from other comprehensive income into earnings	113,000,000
Pre-tax net income related to amortization of discontinued cash flow hedges	39,000,000
Notional amount of forward rate commitments and futures contracts to hedge against mortgage servicing rights	3,700,000,000	3,400,000,000
Net credit risk on all trading and other derivative positions	392,000,000	453,000,000
Maximum potential future exposure on swap participations	55,000,000
Aggregate fair value of all derivative instruments with credit risk	272,000,000	364,000,000
Posted collateral related to derivative instruments with credit risk	$272,000,000	$409,000,000

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, 2014		Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Federal Reserve Bank Stock	$488		$472
Trading account securities	106		111
Available-for-sale Securities	22,580		21,485
Mortgages Held-for-sale, Fair Value Disclosure	440		429
Residential mortgage servicing rights, at fair value	257		297		191
Derivative Assets	400		445
Derivative Liabilities	200		68
Loans held for sale	440		429
Federal Home Loan Bank Stock	39		67
US Treasury Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	176		56
Obligations of States and Political Subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	2		5
Residential Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	16,038		15,677
Residential Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	8		9
Commercial Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,964		935
Commercial Non Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,494		1,211
Corporate and Other Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	1,990		2,827
Equity Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Federal Reserve Bank Stock	488		472
Available-for-sale Securities	673		676
Federal Home Loan Bank Stock	39		67
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	106		111
Available-for-sale Securities	322		193
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	106		111
Available-for-sale Securities	322		193
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	176		56
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	146	[1]	137	[1]
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Residential mortgage servicing rights, at fair value	0		0
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 Contract [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
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
Level 1 [Member] | Recurring Fair Value Measurements [Member] | Loans Held For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages Held-for-sale, Fair Value Disclosure	0		0
Level 1 [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	0		0
Level 1 [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	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	22,247		21,281
Derivative Assets	1,207		1,214
Derivative Liabilities	1,254		1,301
Loans held for sale	440		429
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	21,720		20,742
Derivative Assets	1,207		1,214
Derivative Liabilities	1,254		1,301
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	235		89
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	2		5
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	16,038		15,677
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	1,964		935
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	1,494		1,211
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	1,987		2,825
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] | Mortgage Servicing Rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Residential mortgage servicing rights, at fair value	0		0
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	985		1,153
Derivative Liabilities	1,033		1,251
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	2		4
Derivative Liabilities	2		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	3		9
Derivative Liabilities	8		2
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Other Contract [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Liabilities	211		44
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	217		48
Level 2 [Member] | Recurring Fair Value Measurements [Member] | Loans Held For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages Held-for-sale, Fair Value Disclosure	440		429
Level 2 [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	0		0
Level 2 [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	41		49
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		11
Derivative Assets	8		5
Derivative Liabilities	0		0
Loans held for sale	101		626
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		11
Derivative Assets	8		5
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	8		9
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	3		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] | Mortgage Servicing Rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Residential mortgage servicing rights, at fair value	257		297
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	8		5
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 Contract [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
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
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Loans Held For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages Held-for-sale, Fair Value Disclosure	0		0
Level 3 [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	33		596
Level 3 [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	8		18
Fair Value [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	106		111
Available-for-sale Securities	22,580		21,485
Derivative Assets	1,215		1,219
Derivative Liabilities	1,254		1,301
Loans held for sale	541		1,055
Fair Value [Member] | Recurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	106		111
Available-for-sale Securities	22,053		20,946
Derivative Assets	1,215		1,219
Derivative Liabilities	1,254		1,301
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	176		56
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	235		89
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	2		5
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	16,038		15,677
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	8		9
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	1,964		935
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	1,494		1,211
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	1,990		2,827
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	146	[1]	137	[1]
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Residential mortgage servicing rights, at fair value	257		297
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	985		1,153
Derivative Liabilities	1,033		1,251
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	10		9
Derivative Liabilities	2		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	3		9
Derivative Liabilities	8		2
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Other Contract [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Liabilities	211		44
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	217		48
Fair Value [Member] | Recurring Fair Value Measurements [Member] | Loans Held For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages Held-for-sale, Fair Value Disclosure	440		429
Fair Value [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	33		596
Fair Value [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	$49		$67
[1]	Excludes Federal Reserve Bank and Federal Home Loan Bank Stock totaling $488 million and $39 million at December 31, 2014 and $472 million and $67 million at December 31, 2013, 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, 2014		Dec. 31, 2013		Dec. 31, 2012
Mortgage Servicing Rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	$297		$191		$182
Included in Earnings, Assets	-80	[1]	22	[1]	-51	[1]
Assets included in other comprehensive income (loss)	0		0		0
Asset purchases	40		84		60
Asset sales	0		0		0
Issuances	0		0		0
Asset settlements	0		0		0
Transfers Into Level 3	0		0		0
Transfers Out Of Level 3	0		0		0
Disposition of Morgan Keegan					0
Ending balance, Assets, Net	257		297		191
Interest Rate Options [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	5		22		13
Included in Earnings, Assets	93	[1]	77	[1]	240	[1]
Assets included in other comprehensive income (loss)	0		0		0
Asset purchases	0		0		0
Asset sales	0		0		0
Issuances	0		0		0
Asset settlements	-90		-94		-231
Transfers Into Level 3	0		0		0
Transfers Out Of Level 3	0		0		0
Disposition of Morgan Keegan					0
Ending balance, Assets, Net	8		5		22
Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net					191	[2]
Included in Earnings, Assets					3	[2],[3]
Assets included in other comprehensive income (loss)					0	[2]
Asset purchases					2,620	[2]
Asset sales					0	[2]
Issuances					0	[2]
Asset settlements					-2,573	[2]
Transfers Into Level 3					0	[2]
Transfers Out Of Level 3					0	[2]
Disposition of Morgan Keegan					-241	[2]
Ending balance, Assets, Net					0	[2]
Trading Securities [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]
Included in Earnings, Assets					-3	[4]
Assets included in other comprehensive income (loss)					0	[4]
Asset purchases					4	[4]
Asset sales					0	[4]
Issuances					0	[4]
Asset settlements					-16	[4]
Transfers Into Level 3					0	[4]
Transfers Out Of Level 3					0	[4]
Disposition of Morgan Keegan					-124	[4]
Ending balance, Assets, Net					0	[4]
Trading Securities [Member] | Commercial Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net					51	[4]
Included in Earnings, Assets					2	[4]
Assets included in other comprehensive income (loss)					0	[4]
Asset purchases					368	[4]
Asset sales					0	[4]
Issuances					0	[4]
Asset settlements					-317	[4]
Transfers Into Level 3					0	[4]
Transfers Out Of Level 3					0	[4]
Disposition of Morgan Keegan					-104	[4]
Ending balance, Assets, Net					0	[4]
Trading Securities [Member] | Other Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net					1	[4]
Included in Earnings, Assets					4	[4]
Assets included in other comprehensive income (loss)					0	[4]
Asset purchases					2,248	[4]
Asset sales					0	[4]
Issuances					0	[4]
Asset settlements					-2,240	[4]
Transfers Into Level 3					0	[4]
Transfers Out Of Level 3					0	[4]
Disposition of Morgan Keegan					-13	[4]
Ending balance, Assets, Net					0	[4]
Securities Available For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	11		15		36
Included in Earnings, Assets	0		0		0
Assets included in other comprehensive income (loss)	0		0		-1
Asset purchases	4		0		104
Asset sales	0		0		-16
Issuances	0		0		0
Asset settlements	-4		-4		-5
Transfers Into Level 3	0		0		3
Transfers Out Of Level 3	0		0		-106
Disposition of Morgan Keegan					0
Ending balance, Assets, Net	11		11		15
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
Included in Earnings, Assets					0
Assets included in other comprehensive income (loss)					-2
Asset purchases					0
Asset sales					-16
Issuances					0
Asset settlements					-2
Transfers Into Level 3					0
Transfers Out Of Level 3					0
Disposition of Morgan Keegan					0
Ending balance, Assets, Net					0
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	9		13		16
Included in Earnings, Assets	0		0		0
Assets included in other comprehensive income (loss)	0		0		0
Asset purchases	0		0		0
Asset sales	0		0		0
Issuances	0		0		0
Asset settlements	-1		-4		-3
Transfers Into Level 3	0		0		0
Transfers Out Of Level 3	0		0		0
Disposition of Morgan Keegan					0
Ending balance, Assets, Net	8		9		13
Securities Available For Sale [Member] | Commercial Non Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net					0
Included in Earnings, Assets					0
Assets included in other comprehensive income (loss)					1
Asset purchases					104
Asset sales					0
Issuances					0
Asset settlements					0
Transfers Into Level 3					0
Transfers Out Of Level 3					-105
Disposition of Morgan Keegan					0
Ending balance, Assets, Net					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		2		0
Included in Earnings, Assets	0		0		0
Assets included in other comprehensive income (loss)	0		0		0
Asset purchases	4		0		0
Asset sales	0		0		0
Issuances	0		0		0
Asset settlements	-3		0		0
Transfers Into Level 3	0		0		3
Transfers Out Of Level 3	0		0		-1
Disposition of Morgan Keegan					0
Ending balance, Assets, Net	3		2		2
Trading Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning Balance, Liabilities, Net					7	[3]
Included in Earnings, Assets					0	[3]
Assets included in other comprehensive income (loss)					0	[3]
Liability purchases					49	[3]
Asset sales					0	[3]
Issuances					0	[3]
Liability settlements					-4	[3]
Transfers Into Level 3					0	[3]
Transfers Out Of Level 3					0	[3]
Disposition of Morgan Keegan					-52	[3]
Ending Balance, Liabilities, Net					0	[3]
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
Included in Earnings, Assets					0
Assets included in other comprehensive income (loss)					0
Liability purchases					37
Asset sales					0
Issuances					0
Liability settlements					0
Transfers Into Level 3					0
Transfers Out Of Level 3					0
Disposition of Morgan Keegan					-42
Ending Balance, Liabilities, Net					0
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
Included in Earnings, Assets					0
Assets included in other comprehensive income (loss)					0
Liability purchases					12
Asset sales					0
Issuances					0
Liability settlements					-4
Transfers Into Level 3					0
Transfers Out Of Level 3					0
Disposition of Morgan Keegan					-10
Ending Balance, Liabilities, Net					$0
[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 represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.

Fair_Value_Measurements_Schedu1

Fair Value Measurements (Schedule Of Fair Value Adjustments Related To Non-Recurring Fair Value Measurements) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Loans Held For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Adjustment	$42	$248
Foreclosed Property And Other Real Estate [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Adjustment	$29	$35

Fair_Value_Measurements_Summar

Fair Value Measurements (Summary Of Quantitative Information About Level 3 Fair Value Measurements) (Details) (USD $)	Dec. 31, 2014		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	$22,580		$21,485
Residential mortgage servicing rights, at fair value	257		297		191
Interest rate options	400		445
Loans held for sale	440		429
Residential Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	8		9
Corporate and Other Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	1,990		2,827
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	12.30%		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	9.50%		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	1.40%		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	37.40%		38.40%		48.10%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Corporate and Other Debt Securities [Member] | Comparability Adjustments [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage			0.96%		1.00%
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	12.00%	[1]	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%	[1]	9.00%	[1]	7.50%	[1]
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	12.00%		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%		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	87.80%		82.10%		76.90%
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%		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	6.30%		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	1.40%		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	37.40%		38.40%		39.30%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Corporate and Other Debt 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%
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	9.90%	[1]	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	7.70%	[1]	7.00%	[1]	1.00%	[1]
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	9.90%		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	7.70%		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	7.30%		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%		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	0.20%		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	1.40%		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	37.40%		38.40%		100.00%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Corporate and Other Debt 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%
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	22.40%	[1]	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	11.30%	[1]	23.60%	[1]	23.60%	[1]
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	22.40%		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	11.30%		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	99.10%		99.70%		98.80%
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	29.60%		42.30%		36.20%
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	3.70%		30.00%		35.00%
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	73.00%		100.00%		100.00%
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Corporate and Other Debt 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	99.90%		99.60%		99.60%
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Minimum [Member] | Corporate and Other Debt 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	99.90%		99.00%		99.10%
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Maximum [Member] | Corporate and Other Debt 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	99.90%		100.00%		100.00%
Commercial Loan [Member] | 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	53.30%		49.60%		46.30%
Commercial Loan [Member] | 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	8.30%		1.00%		8.00%
Commercial Loan [Member] | 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	90.90%		99.00%		94.00%
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
Residential First Mortgage [Member] | 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%
Residential First Mortgage [Member] | 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%
Residential First Mortgage [Member] | 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%
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	11		11
Interest rate options	8		5
Loans held for sale	101		626
Level 3 [Member] | Recurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	11		11
Interest rate options	8		5
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]
Securities available for sale	8		9
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]
Securities available for sale	3		2
Level 3 [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Residential mortgage servicing rights, at fair value	257		297
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]
Interest rate options	8		5
Level 3 [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	33		596
Level 3 [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	8		18
Level 3 [Member] | Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	8		9		13
Level 3 [Member] | 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]
Residential mortgage servicing rights, at fair value	257	[1]	297	[1]	191	[1]
Level 3 [Member] | Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Interest rate options	8		5		22
Level 3 [Member] | 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	8		18		40
Level 3 [Member] | Comparable Evaluated Quote [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]
Securities available for sale	3		2		2
Level 3 [Member] | 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	33		61		51
Level 3 [Member] | Residential First Mortgage [Member] | Activity For Sales Of Similar Loans [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]
Loans held for sale			$535
[1]	See Note 7 for additional disclosures related to assumptions used in the fair value calculation for residential 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, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Mortgages Held-for-sale, Fair Value Disclosure	$440	$429
Aggregate Unpaid Principal	421	424
Aggregate Fair Value Less Aggregate Unpaid Principal	$19	$5

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, 2014	Dec. 31, 2013
Loans Held For Sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Net gains (losses) resulting from changes in fair value	$15	($42)

Fair_Value_Measurements_Schedu2

Fair Value Measurements (Schedule Of Carrying Amounts And Estimated Fair Values Of Financial Instruments) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]
Trading account securities	$106,000,000	$111,000,000
Securities held to maturity	2,209,000,000	2,307,000,000
Securities available for sale	22,580,000,000	21,485,000,000
Loans held for sale	440,000,000	429,000,000
Other interest-earning assets	67,000,000	86,000,000
Derivative Assets	400,000,000	445,000,000
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]
Derivative Liability	200,000,000	68,000,000
Fair value discount on loan portfolio, amount	4,400,000,000	5,400,000,000
Fair value discount on loan portfolio, rate	5.90%	7.60%
Leases, carrying amount excluded	1,700,000,000	1,700,000,000
Level 1 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]
Cash and cash equivalents	4,004,000,000	5,273,000,000
Trading account securities	106,000,000	111,000,000
Securities held to maturity	1,000,000	1,000,000
Securities available for sale	322,000,000	193,000,000
Loans held for sale	0	0
Loans (excluding leases), net of unearned income and allowance for loan losses	0	0
Other interest-earning assets	0	0
Derivative Assets	0	0
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]
Derivative Liability	0	0
Deposits	0	0
Short-term Debt, Fair Value	0	0
Long-term Debt, Fair Value	0	0
Loan commitments and letters of credit	0	0
Indemnification obligation	0	0
Level 2 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]
Cash and cash equivalents	0	0
Trading account securities	0	0
Securities held to maturity	2,208,000,000	2,306,000,000
Securities available for sale	22,247,000,000	21,281,000,000
Loans held for sale	440,000,000	429,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	0	0
Other interest-earning assets	67,000,000	86,000,000
Derivative Assets	1,207,000,000	1,214,000,000
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]
Derivative Liability	1,254,000,000	1,301,000,000
Deposits	94,186,000,000	92,460,000,000
Short-term Debt, Fair Value	2,253,000,000	2,182,000,000
Long-term Debt, Fair Value	3,504,000,000	0
Loan commitments and letters of credit	0	0
Indemnification obligation	0	0
Level 3 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]
Cash and cash equivalents	0	0
Trading account securities	0	0
Securities held to maturity	0	0
Securities available for sale	11,000,000	11,000,000
Loans held for sale	101,000,000	626,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	70,114,000,000	66,167,000,000
Other interest-earning assets	0	0
Derivative Assets	8,000,000	5,000,000
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]
Derivative Liability	0	0
Deposits	0	0
Short-term Debt, Fair Value	0	0
Long-term Debt, Fair Value	367,000,000	5,085,000,000
Loan commitments and letters of credit	539,000,000	621,000,000
Indemnification obligation	198,000,000	243,000,000
Carrying Amount [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]
Cash and cash equivalents	4,004,000,000	5,273,000,000
Trading account securities	106,000,000	111,000,000
Securities held to maturity	2,175,000,000	2,353,000,000
Securities available for sale	22,580,000,000	21,485,000,000
Loans held for sale	541,000,000	1,055,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	74,482,000,000	71,594,000,000
Other interest-earning assets	67,000,000	86,000,000
Derivative Assets	1,215,000,000	1,219,000,000
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]
Derivative Liability	1,254,000,000	1,301,000,000
Deposits	94,200,000,000	92,453,000,000
Short-term Debt, Fair Value	2,253,000,000	2,182,000,000
Long-term Debt, Fair Value	3,462,000,000	4,830,000,000
Loan commitments and letters of credit	106,000,000	117,000,000
Indemnification obligation	206,000,000	260,000,000
Fair Value [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]
Cash and cash equivalents	4,004,000,000	5,273,000,000
Trading account securities	106,000,000	111,000,000
Securities held to maturity	2,209,000,000	2,307,000,000
Securities available for sale	22,580,000,000	21,485,000,000
Loans held for sale	541,000,000	1,055,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	70,114,000,000	66,167,000,000
Other interest-earning assets	67,000,000	86,000,000
Derivative Assets	1,215,000,000	1,219,000,000
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]
Derivative Liability	1,254,000,000	1,301,000,000
Deposits	94,186,000,000	92,460,000,000
Short-term Debt, Fair Value	2,253,000,000	2,182,000,000
Long-term Debt, Fair Value	3,871,000,000	5,085,000,000
Loan commitments and letters of credit	539,000,000	621,000,000
Indemnification obligation	$198,000,000	$243,000,000

Fair_Value_Measurements_Fair_V

Fair Value Measurements Fair Value Measurements (Narrative) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Fair Value Disclosures [Abstract]
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount	$0	$0	$0

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, 2014	Dec. 31, 2013	Dec. 31, 2012
Segment Reporting Information [Line Items]
Non-interest income	$1,821	$2,019	$2,100
Noninterest Expense	3,432	3,556	3,526
Income from continuing operations before income taxes	1,599	1,587	1,661
Income tax expense (benefit)	457	452	482
Corporate Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (loss)	1,165	1,168	1,224
Provision (credit) for loan losses	18	108	273
Non-interest income	326	370	316
Noninterest Expense	549	485	411
Income from continuing operations before income taxes	924	945	856
Income tax expense (benefit)	351	359	325
Net income (loss)	573	586	531
Average assets	43,688	39,492	37,192
Consumer Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (loss)	2,459	2,536	2,631
Provision (credit) for loan losses	285	587	738
Non-interest income	1,109	1,232	1,380
Noninterest Expense	2,292	2,428	2,505
Income from continuing operations before income taxes	991	753	768
Income tax expense (benefit)	376	286	292
Net income (loss)	615	467	476
Average assets	38,378	39,509	41,302
Wealth Management [Member]
Segment Reporting Information [Line Items]
Net interest income (loss)	172	180	193
Provision (credit) for loan losses	4	21	29
Non-interest income	367	378	338
Noninterest Expense	436	444	424
Income from continuing operations before income taxes	99	93	78
Income tax expense (benefit)	37	36	30
Net income (loss)	62	57	48
Average assets	2,944	3,024	3,394
Other [Member]
Segment Reporting Information [Line Items]
Net interest income (loss)	-517	-622	-748
Provision (credit) for loan losses	-238	-578	-827
Non-interest income	19	39	66
Noninterest Expense	155	199	186
Income from continuing operations before income taxes	-415	-204	-41
Income tax expense (benefit)	-307	-229	-165
Net income (loss)	-108	25	124
Average assets	33,458	35,780	40,294
Continuing Operations [Member]
Segment Reporting Information [Line Items]
Net interest income (loss)	3,279	3,262	3,300
Provision (credit) for loan losses	69	138	213
Non-interest income	1,821	2,019	2,100
Noninterest Expense	3,432	3,556	3,526
Income from continuing operations before income taxes	1,599	1,587	1,661
Income tax expense (benefit)	457	452	482
Net income (loss)	1,142	1,135	1,179
Average assets	118,468	117,805	122,182
Discontinued Operations [Member]
Segment Reporting Information [Line Items]
Net interest income (loss)	0	0	7
Provision (credit) for loan losses	0	0	0
Non-interest income	19	0	264
Noninterest Expense	-2	24	370
Income from continuing operations before income taxes	21	-24	-99
Income tax expense (benefit)	8	-11	-40
Net income (loss)	13	-13	-59
Average assets	0	0	713
Consolidated [Member]
Segment Reporting Information [Line Items]
Net interest income (loss)	3,279	3,262	3,307
Provision (credit) for loan losses	69	138	213
Non-interest income	1,840	2,019	2,364
Noninterest Expense	3,430	3,580	3,896
Income from continuing operations before income taxes	1,620	1,563	1,562
Income tax expense (benefit)	465	441	442
Net income (loss)	1,155	1,122	1,120
Average assets	$118,468	$117,805	$122,895

Recovered_Sheet4

Commitments And Contingencies (Credit Risk Of Financial Instruments By Contractual Amounts) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Other Commitments [Line Items]
Unused commitments to extend credit	$43,724	$41,885
Standby letters of credit	1,697	1,629
Commercial letters of credit	71	36
Liabilities associated with standby letters of credit	40	37
Assets associated with standby letters of credit	40	38
Reserve for unfunded credit commitments	$65	$78	$83	$78

Commitments_and_Contingencies_1

Commitments and Contingencies Commitments and Contingencies (Operating Leases) (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Long-term Purchase Commitment [Line Items]
Operating Leases, Future Minimum Payments Due, Next Twelve Months	$144
Operating Leases, Future Minimum Payments, Due in Two Years	124
Operating Leases, Future Minimum Payments, Due in Three Years	99
Operating Leases, Future Minimum Payments, Due in Four Years	84
Operating Leases, Future Minimum Payments, Due in Five Years	75
Operating Leases, Future Minimum Payments, Due Thereafter	319
Operating Leases, Future Minimum Payments Due	845
Building [Member]
Long-term Purchase Commitment [Line Items]
Operating Leases, Future Minimum Payments Due, Next Twelve Months	108
Operating Leases, Future Minimum Payments, Due in Two Years	102
Operating Leases, Future Minimum Payments, Due in Three Years	91
Operating Leases, Future Minimum Payments, Due in Four Years	82
Operating Leases, Future Minimum Payments, Due in Five Years	75
Operating Leases, Future Minimum Payments, Due Thereafter	319
Operating Leases, Future Minimum Payments Due	777
Equipment [Member]
Long-term Purchase Commitment [Line Items]
Operating Leases, Future Minimum Payments Due, Next Twelve Months	36
Operating Leases, Future Minimum Payments, Due in Two Years	22
Operating Leases, Future Minimum Payments, Due in Three Years	8
Operating Leases, Future Minimum Payments, Due in Four Years	2
Operating Leases, Future Minimum Payments, Due in Five Years	0
Operating Leases, Future Minimum Payments, Due Thereafter	0
Operating Leases, Future Minimum Payments Due	$68

Recovered_Sheet5

Commitments And Contingencies (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Apr. 02, 2012
Long-term Purchase Commitment [Line Items]
Operating Leases, Rent Expense	$171	$165	$170
Fair value of the indemnification obligation, defense costs				385
Fair value of the indemnification obligation, unasserted claims				256
Carrying Amount [Member]
Long-term Purchase Commitment [Line Items]
Indemnification obligation	206	260
Fair Value [Member]
Long-term Purchase Commitment [Line Items]
Indemnification obligation	198	243
Indemnification Agreement [Member]
Long-term Purchase Commitment [Line Items]
Estimated aggregate amount of losses reasonably possible to be incurred in excess of amounts accrued	160
Indemnification Agreement [Member] | Carrying Amount [Member]
Long-term Purchase Commitment [Line Items]
Indemnification obligation	206
Indemnification Agreement [Member] | Fair Value [Member]
Long-term Purchase Commitment [Line Items]
Indemnification obligation	$198

Condensed_Financial_Informatio

Condensed Financial Information Parent Company Balance Sheets (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Assets
Interest-bearing deposits in other banks	$2,303	$3,612
Securities available for sale	22,580	21,485
Premises and equipment, net	2,193	2,216
Other assets	6,151	5,828
Total assets	119,679	117,396
Liabilities and Stockholder's Equity [Abstract]
Long-term borrowings	3,462	4,830
Other liabilities	2,775	2,163
Total liabilities	102,690	101,628
Equity [Abstract]
Preferred Stock, Value, Outstanding	884	450
Common stock	14	14
Additional paid-in capital	18,767	19,216
Retained earnings (deficit)	-1,061	-2,216
Treasury Stock, Value	-1,377	-1,377
Accumulated Other Comprehensive Income (Loss), Net of Tax	-238	-319	65	-69
Total stockholder's equity	16,989	15,768	15,499	16,499
Total liabilities and stockholders' equity	119,679	117,396
Parent Company [Member]
Assets
Interest-bearing deposits in other banks	1,875	1,222
Loans to subsidiaries	11	11
Securities available for sale	19	20
Premises and equipment, net	22	22
Investments in and Advance to Affiliates, Subsidiaries, Associates, and Joint Ventures	16,841	16,621
Other assets	423	340
Total assets	19,191	18,236
Liabilities and Stockholder's Equity [Abstract]
Long-term borrowings	1,799	2,161
Other liabilities	403	307
Total liabilities	2,202	2,468
Equity [Abstract]
Preferred Stock, Value, Outstanding	884	450
Common stock	14	14
Additional paid-in capital	18,767	19,216
Retained earnings (deficit)	-1,061	-2,216
Treasury Stock, Value	-1,377	-1,377
Accumulated Other Comprehensive Income (Loss), Net of Tax	-238	-319
Total stockholder's equity	16,989	15,768
Total liabilities and stockholders' equity	19,191	18,236
Bank [Member] | Parent Company [Member]
Assets
Investments in and Advance to Affiliates, Subsidiaries, Associates, and Joint Ventures	16,563	16,356
Non-Bank [Member] | Parent Company [Member]
Assets
Investments in and Advance to Affiliates, Subsidiaries, Associates, and Joint Ventures	$278	$265

Condensed_Financial_Informatio1

Condensed Financial Information Parent Company Statement of Operations (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Expenses [Abstract]
Salaries and employee benefits	$1,810		$1,818		$1,763
Interest expense	309		384		603
Net occupancy expense	368		365		382
Furniture and equipment expense	287		280		261
Professional, Legal and Regulatory Expenses	235	[1]	190	[1]	114	[1]
Income from continuing operations before income taxes	1,599		1,587		1,661
Income tax expense	457		452		482
Income from continuing operations	1,142		1,135		1,179
Discontinued Operations [Abstract]
Loss from discontinued operations before income taxes	-21		24		99
Income tax expense (benefit)	8		-11		-40
Income (loss) from discontinued operations, net of tax	13		-13		-59
Net income	1,155		1,122		1,120
Preferred dividends	-52
Net income available to common shareholders	1,103		1,090		991
Parent Company [Member]
Income [Abstract]
Cash Dividends Paid to Parent Company by Consolidated Subsidiaries	1,185		1,520		950
Service Fees From Subsidiaries	2		160		141
Interest From Subsidiaries	5		3		4
Other Income	0		1		2
Revenues	1,192		1,684		1,097
Expenses [Abstract]
Salaries and employee benefits	52		180		154
Interest expense	85		104		165
Net occupancy expense	0		10		10
Furniture and equipment expense	0		2		3
Professional, Legal and Regulatory Expenses	93		21		17
Other Expenses	78		143		85
Operating Expenses	308		460		434
Income from continuing operations before income taxes	884		1,224		663
Income tax expense	-123		-117		-122
Income from continuing operations	1,007		1,341		785
Discontinued Operations [Abstract]
Loss from discontinued operations before income taxes	-21		24		114
Income tax expense (benefit)	8		-11		-38
Income (loss) from discontinued operations, net of tax	13		-13		-76
Income Loss Before Equity In Undistributed Earnings Loss Of Subsidiaries And Preferred Dividends	1,020		1,328		709
Equity In Undistributed Earnings Of Subsidiaries	135		-206		411
Net income	1,155		1,122		1,120
Preferred dividends	-52		-32		-129
Net income available to common shareholders	1,103		1,090		991
Bank [Member] | Parent Company [Member]
Discontinued Operations [Abstract]
Equity In Undistributed Earnings Of Subsidiaries	122		-221		387
Non-Bank [Member] | Parent Company [Member]
Discontinued Operations [Abstract]
Equity In Undistributed Earnings Of Subsidiaries	$13		$15		$24
[1]	"Professional and legal expenses" and "regulatory charge" line items were combined in 2014. All prior periods presented have been reclassified to conform to this presentation.

Condensed_Financial_Informatio2

Condensed Financial Information Parent Company Statements of Cash Flow (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Operating activities:
Net income	$1,155		$1,122	$1,120
Depreciation, amortization and accretion, net	523		645	717
Gains (Loss) on Early Extinguishment of Debt	0		61	11
Gain on disposition of business	0		0	-19
Net Change in Other Operating Assets and Liabilities [Abstract]
Increase (Decrease) in Trading Securities	5		5	187
Increase (Decrease) in Other Operating Assets	-187		712	823
Other liabilities	421		-915	-353
Increase (Decrease) in Other Operating Assets and Liabilities, Net	-3		7	-1
Net cash from operating activities	2,096		3,799	2,441
Net Cash Provided by (Used in) Investing Activities [Abstract]
Proceeds from maturities of securities available for sale	3,207		5,406	6,844
Payments to Acquire Available-for-sale Securities	-5,965		-7,050	-11,571
Proceeds from disposition of business, net of cash transferred	0		0	855
Net cash from investing activities	-3,770		-125	1,007
Net Cash Provided by (Used in) Financing Activities [Abstract]
Net change in short-term borrowings	71		608	-564
Proceeds from Issuance of Long-term Debt	0		750	0
Repayments of Long-term Debt	-1,350		-1,719	-2,202
Payments of Ordinary Dividends, Common Stock	-247		-138	-54
Dividends, Preferred Stock, Cash	-52		-32	-48
Net Proceeds from Issuance of Preferred Stock	486		0	486
Net proceeds from issuance of common stock	0		0	875
Payments for Repurchase of Common Stock	-256	-347	-340	0
Payments for Repurchase of preferred stock and warrant issued to the U.S. Treasury	0		0	-3,545
Other	6		2	1
Net cash from financing activities	405		-3,890	-5,204
Cash and Cash Equivalents, Period Increase (Decrease)	-1,269		-216	-1,756
Cash and cash equivalents at beginning of year	5,273		5,489	7,245
Cash and cash equivalents at end of period	4,004		5,273	5,489
Parent Company [Member]
Operating activities:
Net income	1,155		1,122	1,120
Equity In Undistributed Earnings Of Subsidiaries	-135		206	-411
Depreciation, amortization and accretion, net	2		1	5
Gains (Loss) on Early Extinguishment of Debt	0		32	11
Gain on disposition of business	0		0	-19
Net Change in Other Operating Assets and Liabilities [Abstract]
Increase (Decrease) in Trading Securities	0		0	20
Increase (Decrease) in Other Operating Assets	-83		122	-90
Other liabilities	96		-152	242
Increase (Decrease) in Other Operating Assets and Liabilities, Net	34		-21	138
Net cash from operating activities	1,069		1,310	1,016
Net Cash Provided by (Used in) Investing Activities [Abstract]
Investment in subsidiaries	-4		-6	2
Principal Payments On Loans To Subsidiaries	0		-10	0
Proceeds from maturities of securities available for sale	6		4	15
Payments to Acquire Available-for-sale Securities	-5		-5	-14
Proceeds from disposition of business, net of cash transferred	0		0	855
Net cash from investing activities	-3		-17	858
Net Cash Provided by (Used in) Financing Activities [Abstract]
Net change in short-term borrowings	0		-70	70
Proceeds from Issuance of Long-term Debt	0		750	0
Repayments of Long-term Debt	-350		-1,100	-1,299
Payments of Ordinary Dividends, Common Stock	-247		-138	-54
Dividends, Preferred Stock, Cash	-52		-32	-48
Net Proceeds from Issuance of Preferred Stock	486		0	486
Net proceeds from issuance of common stock	0		0	875
Payments for Repurchase of Common Stock	-256		-340	0
Payments for Repurchase of preferred stock and warrant issued to the U.S. Treasury	0		0	-3,545
Other	6		2	1
Net cash from financing activities	-413		-928	-3,514
Cash and Cash Equivalents, Period Increase (Decrease)	653		365	-1,640
Cash and cash equivalents at beginning of year	1,222		857	2,497
Cash and cash equivalents at end of period	$1,875		$1,222	$857