First Horizon (FHN) 10-Q 8 May 20 2020 Q1 Quarterly report Financial data

Cover

Cover	3 Months Ended
	Mar. 31, 2020shares
Entity Information [Line Items]
Document Type	10-Q
Document Quarterly Report	true
Document Period End Date	Mar. 31, 2020
Document Transition Report	false
Entity File Number	001-15185
Entity Registrant Name	First Horizon National Corporation
Entity Incorporation, State or Country Code	TN
Entity Tax Identification Number	62-0803242
Entity Address, Address Line One	165 Madison Avenue
Entity Address, City or Town	Memphis,
Entity Address, State or Province	TN
Entity Address, Postal Zip Code	38103
City Area Code	901
Local Phone Number	523-4444
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Shell Company	false
Entity Common Stock, Shares Outstanding (in shares)	311,862,565
Current Fiscal Year End Date	--12-31
Entity Central Index Key	0000036966
Document Fiscal Year Focus	2020
Document Fiscal Period Focus	Q1
Amendment Flag	false
Common Capital Stock
Entity Information [Line Items]
Title of 12(b) Security	$.625 Par Value Common Capital Stock
Trading Symbol	FHN
Security Exchange Name	NYSE
Series A Preferred Stock
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, each representing a 1/4,000th interest ina share of Non-Cumulative Perpetual Preferred Stock, Series A
Trading Symbol	FHN PR A
Security Exchange Name	NYSE

CONSOLIDATED CONDENSED STATEMEN

CONSOLIDATED CONDENSED STATEMENTS OF CONDITION - USD ($) $ in Thousands		Mar. 31, 2020	Dec. 31, 2019
Assets:
Cash and due from banks		$ 537,564	$ 633,728
Federal funds sold		30,050	46,536
Securities purchased under agreements to resell (Note 15)		562,435	586,629
Total cash and cash equivalents		1,130,049	1,266,893
Interest-bearing cash		670,525	482,405
Trading securities		1,877,514	1,346,207
Loans held-for-sale	[1]	595,601	593,790
Securities available-for-sale (Note 3)		4,544,907	4,445,403
Securities held-to-maturity (Note 3)		10,000	10,000
Loans, net of unearned income	[2]	33,378,303	31,061,111
Less: Allowance for loan losses		444,490	200,307
Total net loans		32,933,813	30,860,804
Goodwill (Note 6)		1,432,787	1,432,787
Other intangible assets, net (Note 6)		124,892	130,200
Fixed income receivables		180,569	40,114
Premises and equipment, net (March 31, 2020 and December 31, 2019 include $7.5 million and $9.7 million, respectively, classified as held-for-sale)		447,812	455,006
Other real estate owned (OREO)	[3]	15,837	17,838
Derivative assets (Note 14)		696,250	183,115
Other assets		2,536,822	2,046,338
Total assets		47,197,378	43,310,900
Deposits:
Savings		13,860,342	11,664,906
Time deposits, net		3,058,198	3,618,337
Other interest-bearing deposits		8,561,302	8,717,341
Interest-bearing		25,479,842	24,000,584
Noninterest-bearing		8,939,808	8,428,951
Total deposits		34,419,650	32,429,535
Federal funds purchased		476,013	548,344
Securities sold under agreements to repurchase (Note 15)		788,595	716,925
Trading liabilities		452,611	505,581
Other short-term borrowings		4,060,673	2,253,045
Term borrowings		792,751	791,368
Fixed income payables		91,274	49,535
Derivative liabilities (Note 14)		234,984	67,480
Other liabilities		825,247	873,079
Total liabilities		42,141,798	38,234,892
First Horizon National Corporation Shareholders’ Equity:
Preferred stock - Series A, non-cumulative perpetual, no par value, liquidation preference of $100,000 per share - (shares authorized - 1,000; shares issued - 1,000 on March 31, 2020 and December 31, 2019)		95,624	95,624
Common stock - $.625 par value (shares authorized - 400,000,000; shares issued - 311,862,565 on March 31, 2020 and 311,469,056 on December 31, 2019)		194,914	194,668
Capital surplus		2,938,670	2,931,451
Undivided profits		1,667,105	1,798,442
Accumulated other comprehensive loss, net (Note 8)		(136,164)	(239,608)
Total First Horizon National Corporation Shareholders’ Equity		4,760,149	4,780,577
Noncontrolling interest		295,431	295,431
Total equity		5,055,580	5,076,008
Total liabilities and equity		$ 47,197,378	$ 43,310,900
[1]	March 31, 2020 and December 31, 2019 include $4.7 million and $6.8 million , respectively, of held-for-sale consumer mortgage loans secured by residential real estate in process of foreclosure.
[2]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.
[3]	March 31, 2020 and December 31, 2019 include $7.8 million and $9.2 million , respectively, of foreclosed residential real estate.

CONSOLIDATED CONDENSED STATEM_2

CONSOLIDATED CONDENSED STATEMENTS OF CONDITION (Parenthetical) - USD ($) $ in Thousands		Mar. 31, 2020	Dec. 31, 2019
Premises and equipment, net, held-for-sale)		$ 7,500	$ 9,700
Preferred stock liquidation preference value (in dollars per share)		$ 100,000	$ 100,000
Preferred stock, shares authorized (in shares)		1,000	1,000
Preferred stock, shares issued (in shares)		1,000	1,000
Common stock, par value (in dollars per share)		$ 0.625	$ 0.625
Common stock, shares authorized (in shares)		400,000,000	400,000,000
Common stock, shares issued (in shares)		311,862,565	311,469,056
OREO	[1]	$ 15,837	$ 17,838
Residential Real Estate
Consumer mortgage loans secured by residential real estate in process of foreclosure		20,800	18,800
OREO		7,800	9,200
Residential Real Estate | Loans Held For Sale, Residential Real Estate
Consumer mortgage loans secured by residential real estate in process of foreclosure		$ 4,700	$ 6,800
[1]	March 31, 2020 and December 31, 2019 include $7.8 million and $9.2 million , respectively, of foreclosed residential real estate.

CONSOLIDATED CONDENSED STATEM_3

CONSOLIDATED CONDENSED STATEMENTS OF INCOME - USD ($) shares in Thousands, $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Interest income:
Interest and fees on loans	$ 326,599	$ 331,938
Interest on investment securities available-for-sale	27,756	31,843
Interest on investment securities held-to-maturity	131	131
Interest on loans held-for-sale	6,899	9,877
Interest on trading securities	13,117	13,548
Interest on other earning assets	3,866	13,278
Total interest income	378,368	400,615
Interest on deposits:
Savings	26,333	39,914
Time deposits	13,943	20,254
Other interest-bearing deposits	14,213	22,042
Interest on trading liabilities	3,292	2,816
Interest on short-term borrowings	9,864	6,744
Interest on term borrowings	7,921	14,337
Total interest expense	75,566	106,107
Net interest income	302,802	294,508
Provision/(provision credit) for loan losses	145,000	9,000
Net interest income after provision/(provision credit) for loan losses	157,802	285,508
Noninterest income:
Fixed income	95,635	53,749
Deposit transactions and cash management	30,290	31,621
Brokerage, management fees and commissions	15,405	12,633
Bankcard income	7,253	6,952
Trust services and investment management	7,195	7,026
Bank-owned life insurance (BOLI)	4,589	4,402
Equity securities gains/(losses), net (Note 3)	25	31
All other income and commissions (Note 7)	14,364	24,631
Total noninterest income	174,756	141,045
Adjusted gross income after provision/(provision credit) for loan losses	332,558	426,553
Noninterest expense:
Employee compensation, incentives, and benefits	183,470	177,925
Occupancy	19,563	20,693
Computer software	16,027	15,139
Operations services	11,692	11,488
Equipment rentals, depreciation, and maintenance	8,552	8,829
Advertising and public relations	7,456	7,242
Professional fees	6,996	12,299
FDIC premium expense	6,742	4,273
Communications and courier	5,528	6,453
Amortization of intangible assets	5,308	6,216
Contract employment and outsourcing	4,936	3,371
Legal fees	1,823	2,831
All other expense (Note 7)	33,226	19,331
Total noninterest expense	311,319	296,090
Income/(loss) before income taxes	21,239	130,463
Provision/(benefit) for income taxes	4,767	27,058
Net income/(loss)	16,472	103,405
Net income attributable to noncontrolling interest	2,852	2,820
Net income/(loss) attributable to controlling interest	13,620	100,585
Preferred stock dividends	1,550	1,550
Net income/(loss) available to common shareholders	$ 12,070	$ 99,035
Basic earnings/(loss) per share (Note 9) (in dollars per share)	$ 0.04	$ 0.31
Diluted earnings/(loss) per share (Note 9) (in dollars per share)	$ 0.04	$ 0.31
Weighted average common shares (Note 9) (in shares)	311,597	317,435
Diluted average common shares (Note 9) (in shares)	313,170	319,581

CONSOLIDATED CONDENSED STATEM_4

CONSOLIDATED CONDENSED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Statements of Comprehensive Income/(loss)
Net income/(loss)	$ 16,472	$ 103,405
Other comprehensive income/(loss), net of tax:
Net unrealized gains/(losses) on securities available-for-sale	88,278	48,615
Net unrealized gains/(losses) on cash flow hedges	13,061	5,387
Net unrealized gains/(losses) on pension and other postretirement plans	2,105	1,463
Other comprehensive income/(loss)	103,444	55,465
Comprehensive income/(loss)	119,916	158,870
Comprehensive income attributable to noncontrolling interest	2,852	2,820
Comprehensive income attributable to controlling interest	117,064	156,050
Income tax expense/(benefit) of items included in Other comprehensive income:
Net unrealized gains/(losses) on securities available-for-sale	28,787	15,958
Net unrealized gains/(losses) on cash flow hedges	4,260	1,768
Net unrealized gains/(losses) on pension and other postretirement plans	$ 686	$ 480

CONSOLIDATED CONDENSED STATEM_5

CONSOLIDATED CONDENSED STATEMENTS OF EQUITY - USD ($) $ in Thousands		Total	Common Stock	Preferred Stock	Capital Surplus	Undivided Profits	Accumulated Other Comprehensive Income/(Loss)		Noncontrolling Interest
Balance, beginning of period (in shares) at Dec. 31, 2018			318,573,000
Balance, beginning of period at Dec. 31, 2018		$ 4,785,380	$ 199,108	$ 95,624	$ 3,029,425	$ 1,542,408	$ (376,616)	[1]	$ 295,431
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income/(loss)		103,405				100,585			2,820
Other comprehensive income/(loss)		55,465					55,465	[1]
Comprehensive income/(loss)		158,870				100,585	55,465	[1]	2,820
Cash dividends declared:
Preferred stock		(1,550)				(1,550)
Common stock		(44,864)				(44,864)
Common stock repurchased (in shares)	[2]		(3,594,000)
Common stock repurchased	[2]	(53,436)	$ (2,246)		(51,190)
Common stock issued for:
Stock options and restricted stock - equity awards (in shares)			382,000
Stock options and restricted stock - equity awards		520	$ 239		281
Stock-based compensation expense		5,432			5,432
Dividends declared - noncontrolling interest of subsidiary preferred stock		(2,820)							(2,820)
Balance, end of period (in shares) at Mar. 31, 2019			315,361,000
Balance, end of period at Mar. 31, 2019		4,846,521	$ 197,101	95,624	2,983,948	1,595,568	(321,151)	[1]	295,431
Balance, beginning of period (in shares) at Dec. 31, 2019			311,469,000
Balance, beginning of period at Dec. 31, 2019		5,076,008	$ 194,668	95,624	2,931,451	1,798,442	(239,608)	[3]	295,431
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income/(loss)		16,472				13,620			2,852
Other comprehensive income/(loss)		103,444					103,444	[3]
Comprehensive income/(loss)		119,916				13,620	103,444	[3]	2,852
Cash dividends declared:
Preferred stock		(1,550)				(1,550)
Common stock		(47,350)				(47,350)
Common stock repurchased (in shares)			(141,000)
Common stock repurchased		(2,064)	$ (88)		(1,976)
Common stock issued for:
Stock options and restricted stock - equity awards (in shares)			652,000
Stock options and restricted stock - equity awards		4,140	$ 407		3,733
Stock-based compensation expense		7,281			7,281
Dividends declared - noncontrolling interest of subsidiary preferred stock		(2,852)							(2,852)
Other (in shares)	[4]		(117,000)
Other	[4]	(1,892)	$ (73)		(1,819)
Balance, end of period (in shares) at Mar. 31, 2020			311,863,000
Balance, end of period at Mar. 31, 2020		$ 5,055,580	$ 194,914	$ 95,624	$ 2,938,670	$ 1,667,105	$ (136,164)	[3]	$ 295,431
[1]	Due to the nature of the preferred stock issued by FHN and its subsidiaries, all components of Other comprehensive income/(loss) have been attributed solely to FHN as the controlling interest holder.
[2]	Includes $51.5 million repurchased under share repurchase programs.
[3]	Due to the nature of the preferred stock issued by FHN and its subsidiaries, all components of Other comprehensive income/(loss) have been attributed solely to FHN as the controlling interest holder.
[4]	Represents shares canceled in connection with the resolution of remaining Capital Bank Financial Corporation ("CBF") dissenters' appraisal process.

CONSOLIDATED CONDENSED STATEM_6

CONSOLIDATED CONDENSED STATEMENTS OF EQUITY (Parenthetical) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Preferred stock - cash dividends declared per share (in dollars per share)	$ 1,550	$ 1,550
Common stock - cash dividends declared per share (in dollars per share)	$ 0.15	$ 0.14
First Horizon Share Repurchase Program
Common stock repurchased under share repurchase program		$ 51.5

CONSOLIDATED CONDENSED STATEM_7

CONSOLIDATED CONDENSED STATEMENTS OF CASH FLOWS - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2020	Mar. 31, 2019
Operating Activities
Net income/(loss)		$ 16,472	$ 103,405
Adjustments to reconcile net income/(loss) to net cash provided/(used) by operating activities:
Provision/(provision credit) for loan losses		145,000	9,000
Provision/(benefit) for deferred income taxes		(18,600)	7,238
Depreciation and amortization of premises and equipment		10,516	11,400
Amortization of intangible assets		5,308	6,216
Net other amortization and accretion		3,664	1,257
Net (increase)/decrease in derivatives		(323,845)	(51,821)
Fair value adjustment on interest-only strips		1,295	1,258
(Gains)/losses and write-downs on OREO, net		(68)	(290)
Stock-based compensation expense		7,281	5,432
Equity securities (gains)/losses, net		(25)	(31)
Net (gains)/losses on sale/disposal of fixed assets		458	(42)
(Gain)/loss on BOLI		366	(1,032)
Loans held-for-sale:
Purchases and originations		(587,593)	(513,788)
Gross proceeds from settlements and sales		180,810	135,855
(Gain)/loss due to fair value adjustments and other		(1,129)	19,291
Net (increase)/decrease in:
Trading securities		(133,755)	192,101
Fixed income receivables		(140,455)	(7,921)
Interest receivable		(1,089)	(5,970)
Other assets		(477,645)	56,985
Net increase/(decrease) in:
Trading liabilities		(52,970)	94,289
Fixed income payables		41,739	90,718
Interest payable		(8,882)	16,570
Other liabilities		(66,858)	(47,631)
Total adjustments		(1,416,477)	19,084
Net cash provided/(used) by operating activities		(1,400,005)	122,489
Available-for-sale securities:
Sales		8,703	13,012
Maturities		224,406	157,502
Purchases		(213,950)	(83,512)
Premises and equipment:
Sales		2,185	4,080
Purchases		(7,603)	(6,995)
Proceeds from sales of OREO		3,185	3,791
Proceeds from BOLI		1,610	3,208
Net (increase)/decrease in:
Loans		(2,312,423)	(448,321)
Interests retained from securitizations classified as trading securities		64	148
Interest-bearing cash		(188,120)	264,357
Net cash provided/(used) by investing activities		(2,481,943)	(92,730)
Common stock:
Stock options exercised		4,144	520
Cash dividends paid		(44,077)	(38,759)
Repurchase of shares	[1]	(2,064)	(53,436)
Cancellation of common shares	[2]	(1,892)	0
Cash dividends paid - preferred stock - noncontrolling interest		(2,883)	(2,883)
Cash dividends paid - Series A preferred stock		(1,550)	(1,550)
Term borrowings:
Payments/maturities		0	(1,179)
Increases in restricted and secured term borrowings		(3,656)	3,120
Net increase/(decrease) in:
Deposits		1,990,115	(220,104)
Short-term borrowings		1,806,967	92,057
Net cash provided/(used) by financing activities		3,745,104	(222,214)
Net increase/(decrease) in cash and cash equivalents		(136,844)	(192,455)
Cash and cash equivalents at beginning of period		1,266,893	1,405,325
Cash and cash equivalents at end of period		1,130,049	1,212,870
Supplemental Disclosures
Total interest paid		83,866	88,774
Total taxes paid		5,240	1,008
Total taxes refunded		2	27,522
Transfer from loans to OREO		1,116	1,607
Transfer from loans HFS to trading securities		$ 397,616	$ 425,808
[1]	2019 includes $51.5 million repurchased under share repurchase programs.
[2]	Represents shares canceled in connection with the resolution of remaining CBF dissenters' appraisal process.

CONSOLIDATED CONDENSED STATEM_8

CONSOLIDATED CONDENSED STATEMENTS OF CASH FLOWS (Parenthetical) $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)
Repurchase of shares	$ 53,436	[1]
First Horizon Share Repurchase Program
Repurchase of shares	$ 51,500
[1]	2019 includes $51.5 million repurchased under share repurchase programs.

Financial Information

Financial Information	3 Months Ended
	Mar. 31, 2020
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Financial Information	Financial Information Basis of Accounting. The unaudited interim consolidated condensed financial statements of First Horizon National Corporation (“FHN”), including its subsidiaries, have been prepared in conformity with accounting principles generally accepted in the United States of America and follow general practices within the industries in which it operates. This preparation requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes. These estimates and assumptions are based on information available as of the date of the financial statements and could differ from actual results. In the opinion of management, all necessary adjustments have been made for a fair presentation of financial position and results of operations for the periods presented. These adjustments are of a normal recurring nature unless otherwise disclosed in this Quarterly Report on Form 10-Q. The operating results for the interim 2020 period are not necessarily indicative of the results that may be expected going forward. For further information, refer to the audited consolidated financial statements in Item 8 to FHN’s Annual Report on Form 10-K for the year ended December 31, 2019 . Revenues. Revenue is recognized when the performance obligations under the terms of a contract with a customer are satisfied in an amount that reflects the consideration FHN expects to be entitled. FHN derives a significant portion of its revenues from fee-based services. Noninterest income from transaction-based fees is generally recognized immediately upon completion of the transaction. Noninterest income from service-based fees is generally recognized over the period in which FHN provides the service. Any services performed over time generally require that FHN render services each period and therefore FHN measures progress in completing these services based upon the passage of time and recognizes revenue as invoiced. See Note 1– Summary of Significant Accounting Policies in the Notes to Consolidated Financial Statements on Form 10-K for the year ended December 31, 2019, for a discussion of FHN's key revenues. Contract Balances. As of March 31, 2020 , accounts receivable related to products and services on non-interest income were $8.4 million . For the three months ended March 31, 2020 , FHN had no material impairment losses on non-interest accounts receivable and there were no material contract assets, contract liabilities or deferred contract costs recorded on the Consolidated Condensed Statements of Condition as of March 31, 2020 . Credit risk is assessed on these accounts receivable each reporting period and the amount of estimated uncollectible receivables is not significant. Transaction Price Allocated to Remaining Performance Obligations. For the three months ended March 31, 2020 , revenue recognized from performance obligations related to prior periods was not material. Revenue expected to be recognized in any future year related to remaining performance obligations, excluding revenue pertaining to contracts that have an original expected duration of one year or less and contracts where revenue is recognized as invoiced, is not material. Refer to Note 12– Business Segment Information for a reconciliation of disaggregated revenue by major product line and reportable segment. Debt Investment Securities. Debt securities that may be sold prior to maturity are classified as available-for-sale (“AFS”) and are carried at fair value. The unrealized gains and losses on debt securities AFS, including securities for which no credit impairment exists, are excluded from earnings and are reported, net of tax, as a component of other comprehensive income within shareholders’ equity and the Consolidated Condensed Statements of Comprehensive Income. Debt securities which management has the intent and ability to hold to maturity (“HTM”) are reported at amortized cost. Interest-only strips that are classified as securities AFS are valued at elected fair value. See Note 16 - Fair Value of Assets and Liabilities for additional information. Realized gains and losses (i.e., from sales) for debt investment securities are determined by the specific identification method and reported in noninterest income. In periods subsequent to 2019, the evaluation of credit risk for HTM debt securities mirrors the process described below for loans held-for-investment. AFS debt securities are reviewed for potential credit impairment at the individual security level. The evaluation of credit risk includes consideration of third-party and government guarantees (both explicit and implicit), senior or subordinated status, credit ratings of the issuer, the effects of interest rate changes since purchase and observable market information such as issuer-specific credit spreads. Credit losses for AFS debt securities are generally recognized through establishment of an allowance for credit losses that cannot exceed the amount by which amortized cost exceeds fair value. Charge offs are recorded as reductions of the security’s amortized cost and the credit allowance. Subsequent improvements in estimated credit losses result in reduction of the credit allowance, but not beyond zero. However, if FHN has the intent to sell or if it is more-likely-than-not that it will be compelled to sell a security with an unrecognized loss, the difference between the security's carrying value and fair value is recognized through earnings and a new amortized cost basis is established for the security (i.e., no allowance for credit losses is recognized). FHN has elected to exclude accrued interest receivable (“AIR”) from the fair value and amortized cost basis on AFS debt securities when assessing whether these securities have experienced credit impairment. Additionally, FHN has elected to not measure an allowance for credit losses on AIR for AFS debt securities based on its policy to write off uncollectible interest in a timely manner, which generally occurs when delinquency reaches no more than 90 days for all security types. Any such write offs are recognized as a reduction of interest income. AIR for AFS debt securities is included within Other assets in the Consolidated Condensed Statement of Condition. In periods prior to 2020, both AFS and HTM securities were reviewed quarterly for possible other-than-temporary impairment (“OTTI”). The review included an analysis of the facts and circumstances of each individual investment such as the degree of loss, the length of time the fair value had been below cost, the expectation for that security’s performance, the creditworthiness of the issuer and FHN’s intent and ability to hold the security. Declines in value judged to be other-than-temporary (“OTTI”) based on FHN’s analysis of the facts and circumstances related to an individual investment, including securities that FHN had the intent to sell, were determined by the specific identification method. For HTM debt securities, OTTI recognized was typically credit-related and was reported in noninterest income. For impaired AFS debt securities that FHN did not intend to sell and was not required to sell prior to recovery but for which credit losses existed, the OTTI recognized was allocated between the total impairment related to credit losses which was reported in noninterest income, and the impairment related to all other factors which was excluded from earnings and reported, net of tax, as a component of other comprehensive income within shareholders’ equity and the Consolidated Condensed Statements of Comprehensive Income. Fed Funds Sold and Purchased. Fed funds sold and purchased represent unsecured overnight funding arrangements between participants in the Federal Reserve system primarily to assist banks in meeting their regulatory cash reserve requirements. Fed Funds sold are evaluated for credit risk each reporting period. Due to the short duration of each transaction and the history of no credit losses, no credit loss has been recognized. Securities Purchased Under Agreements to Resell and Securities Sold Under Agreements to Repurchase. FHN purchases short-term securities under agreements to resell which are accounted for as collateralized financings except where FHN does not have an agreement to sell the same or substantially the same securities before maturity at a fixed or determinable price. All of FHN’s securities purchased under agreements to resell are recognized as collateralized financings. Securities delivered under these transactions are delivered to either the dealer custody account at the FRB or to the applicable counterparty. Securities sold under agreements to repurchase are offered to cash management customers as an automated, collateralized investment account. Securities sold under agreements to repurchase are also used by the consumer/commercial bank to obtain favorable borrowing rates on its purchased funds. All of FHN's securities sold under agreements to repurchase are secured borrowings. Collateral is valued daily and FHN may require counterparties to deposit additional securities or cash as collateral, or FHN may return cash or securities previously pledged by counterparties, or FHN may be required to post additional securities or cash as collateral, based on the contractual requirements for these transactions. FHN’s fixed income business utilizes securities borrowing arrangements as part of its trading operations. Securities borrowing transactions generally require FHN to deposit cash with the securities lender. The amount of cash advanced is recorded within Securities purchased under agreements to resell in the Consolidated Condensed Statements of Condition. These transactions are not considered purchases and the securities borrowed are not recognized by FHN. FHN does not conduct securities lending transactions. Securities purchased under agreements to resell and securities borrowing arrangements are evaluated for credit risk each reporting period. As presented in Note 15 - Master Netting and Similar Agreements - Repurchase, Reverse Repurchase, and Securities Borrowing Transactions, these agreements are collateralized by the related securities and collateral maintenance provisions with counterparties, including replenishment and adjustment on a transaction specific basis. This collateral includes both the securities collateral for each transaction as well as offsetting securities sold under agreements to repurchase with the same counterparty. Given the history of no credit losses and collateralized nature of these transactions, no credit loss has been recognized. Loans. Generally, loans are stated at principal amounts outstanding, net of unearned income. Interest on loans is recognized on an accrual basis at the applicable interest rate on the principal amount outstanding. Loan origination fees and direct costs as well as premiums and discounts are amortized as level yield adjustments over the respective loan terms. Unamortized net fees or costs, premiums and discounts are recognized in interest income upon early repayment of the loans. Cash collections from loans that were fully charged off prior to acquisition are recognized in noninterest income. Loan commitment fees are generally deferred and amortized on a straight-line basis over the commitment period. FHN has elected to exclude accrued interest receivable (“AIR”) from the amortized cost basis on for its held-for-investment loan portfolio. FHN has also elected to not measure an allowance for credit losses on AIR for loans held-for-investment based on its policy to write off uncollectible interest in a timely manner, which occurs when a loan is placed on nonaccrual status. Such write offs are recognized as a reduction of interest income. AIR for held-for-investment loans is included within Other assets in the Consolidated Condensed Statements of Condition. Purchased Credit-Deteriorated Loans. Subsequent to 2019, FHN evaluates all acquired loans to determine if they have experienced a more-than-insignificant deterioration in credit quality since origination (“PCD loans”). PCD loans can be identified on either an 1) individual or 2) pooled basis when the loans share similar risk characteristics. FHN evaluates various absolute factors to assist in the identification of PCD loans, including criteria such as, existing PCD status, risk rating of special mention or lower, nonaccrual or impaired status, identification of prior TDRs, and delinquency status. FHN also utilizes relative factors to identify PCD loans such as commercial loan grade migration, expansion of borrower credit spreads, declines in external risk ratings and changes in consumer loan characteristics (e.g., FICO decline or LTV increase). In addition, factors reflective of broad economic considerations are also considered in identifying PCD loans. These include industry, collateral type, and geographic location for the borrower’s operations. Internal factors for origination of new loans that are similar to the acquired loans are also evaluated to assess loans for PCD status, including increases in required yields, necessity of borrowers’ providing additional collateral and/or guarantees and changes in acceptable loan duration. Other indicators may also be used to evaluate loans for PCD status depending on borrower-specific communications and actions, such public statements, initiation of loan modification discussions and obtaining emergency funding from alternate sources. Upon acquisition, the expected credit losses are allocated to the purchase price of individual PCD loans to determine each individual assets amortized cost basis, typically resulting in a reduction of the discount that is accreted prospectively to interest income. At the acquisition date and prospectively, only the unpaid principal balance is incorporated within the estimation of expected credit losses for PCD loans. Otherwise, the process for estimate of expected credit losses is consistent with that discussed below. As discussed below FHN applies undiscounted cash flow methodologies for the estimation of expected credit losses, which results in the calculated amount of credit losses at acquisition that is added to the amortized cost basis of the related PCD loans to exceed the discounted value of estimated credit losses included in the loan valuation. Purchased Credit-Impaired Loans. Prior to 2020, ASC 310-30 “Accounting for Certain Loans or Debt Securities Acquired in a Transfer,” established guidance for acquired loans that exhibited deterioration of credit quality between origination and the time of acquisition and for which the timely collection of the interest and principal was not reasonably assured (“PCI loans”). PCI loans were initially recorded at fair value which was estimated by discounting expected cash flows at acquisition date. The expected cash flows included all contractually expected amounts (including interest) and incorporated an estimate for future expected credit losses, pre-payment assumptions, and yield requirement for a market participant, among other things. To the extent possible, certain PCI loans were aggregated into pools with composite interest rate and cash flows expected to be collected for the pool. Aggregation into loan pools was based upon common risk characteristics that include similar credit risk or risk ratings, and one or more predominant risk characteristics. Each PCI pool was accounted for as a single unit. Accretable yield was initially established at acquisition and is the excess of cash flows expected at acquisition over the initial investment in the loan and was recognized in interest income over the remaining life of the loan, or pool of loans. Nonaccretable difference was initially established at acquisition and was the difference between the contractually required payments at acquisition and the cash flows expected to be collected at acquisition. FHN estimated expected cash flows for PCI loans on a quarterly basis. Increases in expected cash flows from the last measurement resulted in reversal of any nonaccretable difference (or allowance for loan losses to the extent any has previously been recorded) with a prospective positive impact on interest income. Decreases to the expected cash flows resulted in an increase in the allowance for loan losses through provision expense. FHN did not report PCI loans as nonperforming loans due to the accretion of interest income. Additionally, PCI loans that have been pooled and subsequently modified were not reported as troubled debt restructurings since the pool was the unit of measurement. Subsequent to 2019, PCI loans have transitioned to purchased-credit-deteriorated status and are accounted for as discussed above. Allowance for Loan Losses. The nature of the process by which FHN determines the appropriate ALLL requires the exercise of considerable judgment. See Note 5 - Allowance for Loan Losses for a discussion of FHN’s ALLL methodology and a description of the models utilized in the estimation process for the commercial and consumer loan portfolios. The discussion herein reflects periods before and after implementation of a change in credit loss estimation processes that was effective January 1, 2020. Future adjustments to the ALLL may be necessary if economic or other conditions differ substantially from the assumptions used in making the estimates or, if required by regulators, based upon information at the time of their examinations or upon future regulatory guidance. Such adjustments to original estimates, as necessary, are made in the period in which these factors and other relevant considerations indicate that loss levels vary from previous estimates. Subsequent to 2019 The ALLL is maintained at a level that management determines is sufficient to absorb current expected credit losses (“CECL”) in the loan portfolio. Management uses analytical models to estimate expected credit losses in the loan portfolio as of the balance sheet date. The models are carefully reviewed to identify trends that may not be captured in the modeled loss estimates. Management uses qualitative adjustments for those items not reflected in the modeled loss information such as recent changes from the macroeconomic forecasts utilized in model calculations, results of additional stressed modeling scenarios, observed and/or expected changes affecting borrowers in specific industries or geographic areas, exposure to large lending relationships and expected recoveries of prior charge offs. The ALLL is increased by the provision for loan losses and is decreased by loan charge-offs. The ALLL is determined in accordance with ASC 326-20 "Financial Instruments - Credit Losses.” Credit loss estimation is based on the amortized cost of Loans, net, which includes the following: 1. Unpaid principal balance for originated assets or acquisition price for purchased assets 2. Accrued interest (see elections discussed previously) 3. Accretion or amortization of premium, discount, and net deferred fees or costs 4. Collection of cash 5. Charge-offs 6. Foreign exchange adjustments (none for FHN) 7. Fair value hedge accounting adjustments (none for FHN) Premiums, discounts and net deferred origination costs/fees affect the calculated amount of expected credit losses but they are not considered when determining the amount of expected credit losses that are recorded. Under CECL, loans must be pooled when they share similar risk characteristics with other loans. Loans that do not share similar risk characteristics are evaluated individually. Expected credit loss is estimated for the remaining life of loan(s), which is limited to the remaining contractual term(s), adjusted for prepayment estimates, which are included as separate inputs into modeled loss estimates. Renewals and extensions are not anticipated unless they are included in existing loan documentation and are not unconditionally cancellable by the lender. However, losses are estimated over the estimated remaining life of reasonably expected TDRs which can extend beyond the current remaining contractual term. Estimates of expected credit losses incorporate consideration of available information that is relevant to assessing the collectability of future cash flows. This includes internal and external information relating to past events, current conditions and reasonable and supportable forecasts of future conditions. FHN utilizes internal historical loss information as the initial point for estimating expected credit losses. Given the duration of historical information available, FHN considers its internal loss history to fully incorporate the effects of prior credit cycles. The historical loss information may be adjusted in situations where current loan characteristics (e.g., underwriting criteria) differ from those in existence at the time the historical losses occurred. Historical loss information is also adjusted for differences in economic conditions, macroeconomic forecasts and other factors management considers relevant over a period extending beyond the measurement date which is considered reasonable and supportable. This reasonable and supportable period is followed by a reversion period after which loss estimates are based on long-term historical loss averages. FHN generally measures expected credit losses using undiscounted cash flow methodologies. Credit enhancements (e.g., guarantors) are considered in the estimation of uncollectible cash flows. Estimation of expected credit losses for loan agreements involving collateral maintenance provisions include consideration of the value of the collateral and replenishment requirements, with the maximum loss limited to the difference between the amortized cost of the loan and the fair value of the collateral. Expected credit losses for loans for which foreclosure is probable are measured at the fair value of collateral, less estimated costs to sell when disposition through sale is anticipated. Additionally, certain loans are valued at the fair value of collateral when repayment is expected to be provided substantially through the operation or sale of the collateral when the borrower is experiencing financial difficulty. Expected credit losses for TDRs are measured in accordance with ASC 310-40, which generally requires a discounted cash flow methodology, whereby the loans are measured based on the present value of expected future payments discounted at the loan’s original effective interest rate. Expected recoveries of previously charged-off amounts are also included as a qualitative adjustment in the estimation of expected credit losses, which reduces the amount of the allowance recognized. Estimates of recoveries on previously charged-off assets included in the valuation account do not exceed the aggregate of amounts previously written off and expected to be written off. Since CECL requires estimation of credit for the entire expected life of loans, loss estimates are highly sensitive to changes in macroeconomic forecasts, especially when those forecasts change dramatically in short time periods. Additionally, under CECL credit loss estimates are more likely to increase rapidly in periods of loan growth. Expected credit losses for unfunded commitments are estimated for periods where the commitment is not unconditionally cancellable by FHN. The measurement of expected credit losses for unfunded commitments mirrors that of loans with the additional estimate of future draw rates (timing and amount). Prior to 2020 The ALLL was maintained at a level that management determined was sufficient to absorb estimated probable incurred losses in the loan portfolio. The ALLL was increased by the provision for loan losses and loan recoveries and was decreased by loan charge-offs. The ALLL was determined in accordance with ASC 450-20-50 "Contingencies - Accruals for Loss Contingencies" and was composed of reserves for commercial loans evaluated based on pools of credit graded loans and reserves for pools of smaller-balance homogeneous consumer and commercial loans. The reserve factors applied to these pools were an estimate of probable incurred losses based on management’s evaluation of historical net losses from loans with similar characteristics. Additionally, the ALLL included specific reserves established in accordance with ASC 310-10-35 for loans determined by management to be individually impaired as well as reserves associated with PCI loans. Management used analytical models to estimate probable incurred losses in the loan portfolio as of the balance sheet date. The models, which were primarily driven by historical losses, were carefully reviewed to identify trends that may not have been captured in the historical loss factors used in the models. Management used qualitative adjustments for those items not yet captured in the models like then-current events, recent trends in the portfolio, current underwriting guidelines, and local and macroeconomic trends, among other things. Key components of the estimation process were as follows: (1) commercial loans determined by management to be individually impaired loans were evaluated individually and specific reserves were determined based on the difference between the outstanding loan amount and the estimated net realizable value of the collateral (if collateral dependent), the present value of expected future cash flows or by observable market prices; (2) individual commercial loans not considered to be individually impaired were segmented based on similar credit risk characteristics and evaluated on a pool basis; (3) reserve rates for the commercial segment were calculated based on historical net charge-offs and were subject to adjustment by management to reflect current events, trends, and conditions (including economic considerations and trends); (4) management’s estimate of probable incurred losses reflected the reserve rates applied against the balance of loans in the commercial segment of the loan portfolio; (5) consumer loans were generally segmented based on loan type; (6) reserve amounts for each consumer portfolio segment were calculated using analytical models based on delinquency trends and net loss experience and were subject to adjustment by management to reflect current events, trends, and conditions (including economic considerations and trends); and (7) the reserve amount for each consumer portfolio segment reflected management’s estimate of probable incurred losses in the consumer segment of the loan portfolio. Impairment related to individually impaired loans was measured in accordance with ASC 310-10. All commercial portfolio segments, commercial TDRs and other individually impaired commercial loans were measured based on the present value of expected future payments discounted at the loan’s effective interest rate (“the DCF method”), observable market prices, or for loans that are solely dependent on the collateral for repayment, the net realizable value (collateral value less estimated costs to sell). Impaired loans also included consumer TDRs. Summary of Accounting Changes. In June 2016, the FASB issued ASU 2016-13, “Measurement of Credit Losses on Financial Instruments,” which revises the measurement and recognition of credit losses for assets measured at amortized cost (e.g., HTM loans and debt securities) and AFS debt securities. Under ASU 2016-13, for assets measured at amortized cost, the current expected credit loss (“CECL”) is measured as the difference between amortized cost and the net amount expected to be collected. This represents a departure from prior GAAP as the “incurred loss” methodology for recognizing credit losses delayed recognition until it was probable a loss had been incurred. Under CECL the full amount of expected credit losses will be recognized at the time of loan origination. The measurement of current expected credit losses is based on relevant information about past events, including historical experience, current conditions, and reasonable and supportable forecasts that affect the collectability of the reported amount. Additionally, current disclosures of credit quality indicators in relation to the amortized cost of financing receivables are further disaggregated by year of origination. ASU 2016-13 leaves the methodology for measuring credit losses on AFS debt securities largely unchanged, with the maximum credit loss representing the difference between amortized cost and fair value. However, such credit losses are recognized through an allowance for credit losses, which permits recovery of previously recognized credit losses if circumstances change. ASU 2016-13 also revises the recognition of credit losses for purchased financial assets with a more-than insignificant amount of credit deterioration since origination (“PCD assets”). For PCD assets, the initial allowance for credit losses is added to the purchase price. Only subsequent changes in the allowance for credit losses are recorded as a credit loss expense for PCD assets. Interest income for PCD assets is recognized based on the effective interest rate, excluding the discount embedded in the purchase price that is attributable to the acquirer’s assessment of credit losses at acquisition. Previously, credit losses for purchased credit-impaired assets were included in the initial basis of the assets with subsequent declines in credit resulting in expense while subsequent improvements in credit were reflected as an increase in the future yield from the assets. For non-PCD assets, expected credit losses are recognized through earnings upon acquisition and the entire premium or discount accreted to interest income over the remaining life of the loan. Credit allowances for acquired non-PCD assets are established through immediate recognition of credit loss expense (similar to originated loans) and do not consider purchase discounts related to estimated credit losses. The provisions of ASU 2016-13 were generally adopted through a cumulative-effect adjustment to retained earnings as of the beginning of the first reporting period in the year of adoption. Prospective implementation is required for debt securities for which an other-than-temporary-impairment (“OTTI”) had been previously recognized. Amounts previously recognized in accumulated other comprehensive income (“AOCI”) as of the date of adoption that relate to improvements in cash flows expected to be collected continue to be accreted into income over the remaining life of the asset. Recoveries of amounts previously written off relating to improvements in cash flows after the date of adoption are recorded in earnings when received. A prospective transition approach was used for existing PCD assets where, upon adoption, the amortized cost basis was increased to offset the initial recognition of the allowance for credit losses. Thus, an entity was not be required to reassess its purchased financial assets that existed as of the date of adoption to determine whether they would have met at acquisition the new criteria of more-than-insignificant credit deterioration since origination. An entity accretes the remaining noncredit discount (based on the revised amortized cost basis) into interest income at the effective interest rate at the adoption date. ASU 2016-13 is effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years. FHN’s most significant implementation activities included review of loan portfolio segments and classes, identification and evaluation of collateral dependent loans and loans secured by collateral replenishment arrangements, selection of measurement methodologies and related model development, data accumulation and verification, development of loan life estimates, identification of reasonable and supportable forecast periods, selection of time lines and methods for reversion to unadjusted historical information, multiple preliminary analysis including parallel runs against existing loan loss estimation processes, and design and evaluation of internal controls over the new estimation processes. FHN utilizes undiscounted cash flow methods for loans except for troubled debt restructurings, which require use of discounted cash flow methodologies. A significant portion of the adoption impact for ASU 2016-13 relates to increased reserves within the consumer portfolios, given the longer contractual maturities associated with many of these products as well as increased reserves for acquired loans that previously considered purchase discounts. Based on its implementation efforts, FHN recorded the following adoption adjustments effe

Acquisitions and Divestitures

Acquisitions and Divestitures	3 Months Ended
	Mar. 31, 2020
Business Combinations [Abstract]
Acquisitions and Divestitures	Acquisitions and Divestitures On November 4, 2019, FHN and IBERIABANK Corporation (“IBKC”) announced that they had entered into an agreement and plan of merger under which IBKC will merge with FHN in a merger-of-equals transaction. IBKC, headquartered in Lafayette, Louisiana, has 319 offices in 12 states, mostly in the southern and southeastern U.S., and has reported $32.2 billion of total assets, $24.5 billion in loans, and $25.5 billion in deposits, at March 31, 2020. IBKC‘s common stock is listed on The NASDAQ Stock Market, LLC under the symbol IBKC. Under the merger agreement, each share of IBKC common stock will be converted into 4.584 shares of FHN common stock. After closing, FHN expects IBKC common shares will be converted into approximately 44 percent of the then-outstanding shares of FHN common stock. The merger agreement requires FHN to expand its board of directors to seventeen persons; after closing, eight board positions will be held by current IBKC directors, and nine will be held by current FHN directors. FHN expects the transaction to close in second quarter 2020, subject to regulatory approvals and other customary conditions. Merger and integration expenses related to the pending merger of equals with IBKC are recorded in FHN’s Corporate segment. Total merger expenses for the IBKC merger recognized for the three months ended March 31, 2020 are presented in the table below: Three Months Ended (Dollars in thousands) 2020 Professional fees (a) $ 662 Employee compensation, incentives and benefits (b) 689 Miscellaneous expense (c) 254 Total IBKC acquisition expense $ 1,605 (a) Primarily comprised of fees for legal, accounting, and merger consultants. (b) Primarily comprised of fees for severance and retention. (c) Primarily comprised of fees for travel and entertainment, contract employment, and other miscellaneous expenses. On November 8, 2019, FHN announced an agreement for First Horizon Bank to purchase 30 branches from SunTrust Bank in conjunction with SunTrust Banks, Inc.'s merger with BB&T Corporation, which created Truist Financial Corp. As part of the agreement, FHN will assume approximately $2.4 billion of branch deposits for a 3.40 percent deposit premium and purchase approximately $410 million of branch loans. The branches are in communities in North Carolina ( 20 branches), Virginia ( 8 branches), and Georgia ( 2 branches). FHN expects the purchase to close in third quarter 2020, subject to customary closing conditions. See Note 2- Acquisitions and Divestitures in the Notes to Consolidated Financial Statements on Form 10-K for the year ended December 31, 2019, for additional information about FHN's other acquisitions. Expenses related to FHN's merger and integration activities are recorded in FHN's Corporate segment. Total other merger and integration expense recognized for the three months ended March 31, 2020 and 2019 are presented in the table below: Three Months Ended (Dollars in thousands) 2020 2019 Professional fees (a) $ 799 $ 1,867 Employee compensation, incentives and benefits (b) 396 1,517 Contract employment and outsourcing (c) 306 — Occupancy (d) (25 ) 118 Miscellaneous expense (e) 822 1,069 All other expense (f) 1,874 1,089 Total $ 4,172 $ 5,660 Certain previously reported amounts have been reclassified to agree with current presentation. (a) Primarily comprised of fees for legal, accounting, and merger consultants. (b) Primarily comprised of fees for severance and retention. (c) Primarily relates to fees for temporary assistance for merger and integration activities. (d) Primarily relates to expenses associated with lease exits. (e) Consists of fees for operations services, communications and courier, equipment rentals, deprecation and maintenance, supplies, travel and entertainment, computer software, and advertising and public relations. (f) Primarily relates to contract termination charges, internal technology development costs, costs of shareholder matters and asset impairments, as well as other miscellaneous expenses. In addition to the transactions mentioned above, FHN acquires or divests assets from time to time in transactions that are considered business combinations or divestitures but are not material to FHN individually or in the aggregate. In April 2019, FHN sold a subsidiary acquired as part of the CBF merger in 2017 that did not fit within FHN's risk profile. The sale resulted in the removal of approximately $25 million

Investment Securities

Investment Securities	3 Months Ended
	Mar. 31, 2020
Marketable Securities [Abstract]
Investment Securities	Investment Securities The following tables summarize FHN’s investment securities on March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Securities available-for-sale: U.S. treasuries $ 100 $ — $ — $ 100 Government agency issued mortgage-backed securities (“MBS”) 2,303,720 98,797 — 2,402,517 Government agency issued collateralized mortgage obligations (“CMO”) 1,578,623 48,320 — 1,626,943 Other U.S. government agencies 366,453 7,268 (1,224 ) 372,497 Corporates and other debt 40,000 621 — 40,621 States and municipalities 74,578 4,572 (25 ) 79,125 $ 4,363,474 $ 159,578 $ (1,249 ) 4,521,803 AFS debt securities recorded at fair value through earnings: SBA-interest only strips (a) 23,104 Total securities available-for-sale (b) $ 4,544,907 Securities held-to-maturity: Corporates and other debt $ 10,000 $ — $ (176 ) $ 9,824 Total securities held-to-maturity $ 10,000 $ — $ (176 ) $ 9,824 (a) SBA-interest only strips are recorded at elected fair value. See Note 16 - Fair Value for additional information. (b) Includes $4.0 billion of securities pledged to secure public deposits, securities sold under agreements to repurchase, and for other purposes. December 31, 2019 (Dollars in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Securities available-for-sale: U.S. treasuries $ 100 $ — $ — $ 100 Government agency issued MBS 2,316,381 34,692 (2,556 ) 2,348,517 Government agency issued CMO 1,667,773 9,916 (7,197 ) 1,670,492 Other U.S. government agencies 303,463 3,750 (1,121 ) 306,092 Corporates and other debt 40,054 486 — 40,540 States and municipalities 57,232 3,324 (30 ) 60,526 $ 4,385,003 $ 52,168 $ (10,904 ) 4,426,267 AFS debt securities recorded at fair value through earnings: SBA-interest only strips (a) 19,136 Total securities available-for-sale (b) $ 4,445,403 Securities held-to-maturity: Corporates and other debt $ 10,000 $ 1 $ — $ 10,001 Total securities held-to-maturity $ 10,000 $ 1 $ — $ 10,001 (a) SBA-interest only strips are recorded at elected fair value. See Note 16 - Fair Value of Assets and Liabilities for additional information. (b) Includes $3.8 billion of securities pledged to secure public deposits, securities sold under agreements to repurchase, and for other purposes. The amortized cost and fair value by contractual maturity for the available-for-sale and held-to-maturity debt securities portfolios on March 31, 2020 are provided below: Held-to-Maturity Available-for-Sale (Dollars in thousands) Amortized Cost Fair Value Amortized Cost Fair Value Within 1 year $ — $ — $ 54,958 $ 55,730 After 1 year; within 5 years — — 189,021 195,624 After 5 years; within 10 years 10,000 9,824 3,581 8,480 After 10 years — — 233,571 255,613 Subtotal 10,000 9,824 481,131 515,447 Government agency issued MBS and CMO (a) — — 3,882,343 4,029,460 Total $ 10,000 $ 9,824 $ 4,363,474 $ 4,544,907 (a) 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. The table below provides information on gross gains and gross losses from debt investment securities for the three months ended March 31 , 2020 and 2019. Three Months Ended (Dollars in thousands) 2020 2019 Gross gains on sales of securities $ — $ — Gross (losses) on sales of securities — — Net gain/(loss) on sales of securities (a) $ — $ — (a) Cash proceeds for the three months ended March 31, 2020 and 2019 were not material. The following tables provide information on investments within the available-for-sale portfolio that had unrealized losses as of March 31, 2020 and December 31, 2019 : As of March 31, 2020 Less than 12 months 12 months or longer Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses Other U.S. government agencies $ 88,334 $ (1,224 ) $ — $ — $ 88,334 $ (1,224 ) States and municipalities 1,466 (25 ) — — 1,466 (25 ) Total temporarily impaired securities $ 89,800 $ (1,249 ) $ — $ — $ 89,800 $ (1,249 ) As of December 31, 2019 Less than 12 months 12 months or longer Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses Government agency issued MBS $ 174,983 $ (495 ) $ 192,755 $ (2,061 ) $ 367,738 $ (2,556 ) Government agency issued CMO 378,815 (1,970 ) 361,124 (5,227 ) 739,939 (7,197 ) Other U.S. government agencies 98,471 (1,121 ) — — 98,471 (1,121 ) States and municipalities 3,551 (30 ) — — 3,551 (30 ) Total temporarily impaired securities $ 655,820 $ (3,616 ) $ 553,979 $ (7,288 ) $ 1,209,799 $ (10,904 ) For periods subsequent to 2019, FHN has evaluated all AFS debt securities that were in unrealized loss positions in accordance with its accounting policy for recognition of credit losses. No AFS debt securities were determined to have credit losses because the primary cause of the decline in value was attributable to changes in interest rates. Total AIR not included in the fair value or amortized cost basis of AFS debt securities was $12.3 million as of March 31, 2020 . Consistent with its review of the related securities, there were no credit-related write downs of AIR for AFS debt securities during the reporting period. Additionally, for AFS debt securities with unrealized losses, FHN does not intend to sell them and it is more-likely-than-not that FHN will not be required to sell them prior to recovery. Therefore, no write downs of these investments to fair value occurred during the reporting period. For periods prior to 2020, FHN reviewed debt investment securities that were in unrealized loss positions in accordance with its accounting policy for OTTI and did not consider them other-than-temporarily impaired. For debt securities with unrealized losses, FHN did not intend to sell them and it is more-likely-than-not that FHN would not be required to sell them prior to recovery. The decline in value was primarily attributable to changes in interest rates and not credit losses. The carrying amount of equity investments without a readily determinable fair value was $25.9 million and $25.6 million at March 31, 2020 and December 31, 2019 , respectively. The year-to-date 2020 and 2019 gross amounts of upward and downward valuation adjustments were not significant. Unrealized losses of $5.7 million and unrealized gains of $3.4 million were recognized in the three months ended March 31, 2020 and 2019 , respectively, for equity investments with readily determinable fair values.

Loans

Loans	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Loans	Loans The following table provides the balance (amortized cost basis) of loans, net of unearned income, by portfolio segment as of March 31, 2020 and December 31, 2019 : March 31 December 31 (Dollars in thousands) 2020 2019 Commercial: Commercial, financial, and industrial $ 22,124,430 $ 20,051,091 Commercial real estate 4,639,692 4,337,017 Consumer: Consumer real estate (a) 6,119,383 6,177,139 Credit card & other 494,798 495,864 Loans, net of unearned income $ 33,378,303 $ 31,061,111 Allowance for loan losses 444,490 200,307 Total net loans $ 32,933,813 $ 30,860,804 (a) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability. COMPONENTS OF THE LOAN PORTFOLIO The loan portfolio is disaggregated into segments and then further disaggregated into classes for certain disclosures. GAAP defines a portfolio segment as the level at which an entity develops and documents a systematic method for determining its allowance for credit losses. A class is generally determined based on the initial measurement attribute (i.e., amortized cost or purchased credit-impaired), risk characteristics of the loan, and FHN’s method for monitoring and assessing credit risk. Commercial loan portfolio segments include commercial, financial and industrial (“C&I”) and commercial real estate ("CRE"). Commercial classes within C&I include general C&I, loans to mortgage companies ("LMC"), the trust preferred loans (“TRUPS”) (i.e. long-term unsecured loans to bank and insurance-related businesses) portfolio and purchased credit-impaired (“PCI”) loans (for periods prior to 2020). Loans to mortgage companies include commercial lines of credit to qualified mortgage companies primarily for the temporary warehousing of eligible mortgage loans prior to the borrower’s sale of those mortgage loans to third party investors. Commercial classes within CRE include income CRE, residential CRE and PCI loans (for periods prior to 2020). Consumer loan portfolio segments include consumer real estate, and the credit card and other portfolio. Consumer classes include home equity lines of credit (“HELOCs”), real estate (“R/E”) installment and PCI loans (for periods prior to 2020) within the consumer real estate segment and credit card and other. Credit Risk Characteristics Inherent in the Loan Portfolio Credit risk is the risk of loss due to adverse changes in a borrower’s or counterparty’s ability to meet its financial obligations under agreed upon terms. FHN is subject to credit risk in lending, trading, investing, liquidity/funding, and asset management activities although lending activities have the most exposure to credit risk. The nature and amount of credit risk depends on the types of transaction, the structure of those transactions, collateral received, the use of guarantors and the parties involved. FHN assesses and manages credit risk through a series of policies, processes, measurement systems, and controls. FHN’s credit risk function ensures subject matter experts are providing oversight, support and credit approvals, particularly in the specialty lending areas where industry-specific knowledge is required. Management emphasizes general portfolio servicing such that emerging risks are able to be identified early enough to correct potential deficiencies, prevent further credit deterioration, and mitigate credit losses. Commercial Loans The C&I portfolio is comprised of loans used for general business purposes. Typical products including working capital lines of credit, term loan financing of owner-occupied real estate and fixed assets, and trade credit enhancement through letters of credit. FHN utilizes deal teams comprised of relationship managers (RMs), portfolio managers (PMs), credit analysts and other specialists to identify, mitigate, document, and manage ongoing risk. Their function includes enhanced analytical support during loan origination and servicing, monitoring the financial condition of the borrower, and tracking compliance with loan agreements. FHN strives to identify problem assets early through comprehensive policies and guidelines, targeted portfolio reviews, more frequent servicing on lower rated borrowers, and an emphasis on frequent grading. To the extent a guarantor/sponsor is used to support a commercial lending decision, FHN analyzes capability to pay, factoring in, among other things, liquidity and direct/indirect cash flows. A strong, legally enforceable guaranty can mitigate the risk of default or loss, justify a less severe rating, and consequently reduce the level of allowance or charge-off that might otherwise be deemed appropriate. Loans to mortgage companies include commercial lines of credit to qualified mortgage companies primarily for the temporary warehousing of eligible mortgage loans prior to the borrower’s sale of those mortgage loans to third party investors. Approximately 90 percent of the loans to mortgage companies are collateralized with government guaranteed loans. The loans are of short duration with maturities less than one year. TRUPS loans are long-term unsecured loans to bank and insurance-related businesses. TRUPS lending was originally extended as a form of “bridge” financing to participants in the pooled trust preferred securitization program offered primarily to smaller banking (generally less than $15 billion in total assets) and insurance institutions through FHN’s fixed income business. Origination of TRUPS lending ceased in early 2008. Individual TRUPS are regraded at least quarterly as part of FHN’s commercial loan review process. Commercial Real Estate loans include financings for commercial construction and nonconstruction loans. The income-producing CRE class contains loans and draws on lines and letters of credit to commercial real estate developers for the construction and mini-permanent financing of income-producing real estate. The residential CRE class includes loans to residential builders and developers for the purpose of constructing single-family homes, condominiums, and town homes and on a limited basis, for developing residential subdivisions. Active residential CRE lending is primarily focused in certain core markets with nearly all new originations made to “strategic” clients. FHN considers a “strategic” residential CRE borrower as a homebuilder who demonstrates the ability to withstand cyclical downturns, maintains active development and investment activities providing for regular financing opportunities, and is fundamentally sound as evidenced by a prudent loan structure, appropriate covenants and recourse, and capable and willing sponsors in markets with positive homebuilding and economic dynamics. The credit administration and ongoing monitoring of these portfolios consists of multiple internal control processes including stressing a borrower’s or project’s financial capacity utilizing numerous attributes such as interest rates, vacancy, and discount rates. Key information captured from the various portfolios is aggregated and utilized to assist with the assessment and adequacy of the ALLL and to steer portfolio management strategies. Consumer Loans The consumer real estate portfolio is primarily comprised of home equity lines and installment loans within FHN’s regional banking segment and jumbo mortgages and one-time-close (“OTC”) completed construction loans in FHN’s non-strategic segment that were originated through pre-2009 mortgage businesses. The corporate segment also includes loans that were previously included in off-balance sheet proprietary securitization trusts that were brought back into the loan portfolios at fair value through the execution of cleanup calls due to the relatively small balances left in the securitization and should continue to run-off. Generally performance of this portfolio is affected by life events that affect borrowers’ finances, the level of unemployment, and home prices. FHN obtains first lien performance information from third parties and through loss mitigation activities, and places a stand-alone second lien loan on nonaccrual if performance issues with the first lien are discovered. FHN performs continuous HELOC account review processes in order to identify higher-risk home equity lines and initiate preventative and corrective actions. The reviews consider a number of account activity patterns and characteristics such as the number of times delinquent within recent periods, changes in credit bureaus score since origination, scored degradation, performance of the first lien, and account utilization. In accordance with FHN’s interpretation of regulatory guidance, FHN may block future draws on accounts in order to mitigate risk of loss to FHN. The credit card and other portfolio is primarily comprised of automobile loans, credit card receivables, and other consumer-related credits. As discussed in Note 1 - Summary of Significant Accounting Policies, the ALLL estimation process was revised on January 1, 2020 to reflect the adoption of ASU 2016-13. All information contained in the following disclosures reflects the application of requirements from the adoption of ASU 2016-13 for periods after 2019. Information for periods prior to 2020 has been retained with the content consistent with prior disclosures. Concentrations FHN has a concentration of residential real estate loans ( 19 percent of total loans). Loans to finance and insurance companies total $2.8 billion ( 13 percent of the C&I portfolio, or 8 percent of the total loans). FHN had loans to mortgage companies totaling $5.7 billion ( 26 percent of the C&I segment, or 17 percent of total loans) as of March 31, 2020 . As a result, 39 percent of the C&I segment is sensitive to impacts on the financial services industry. Asset Quality Indicators FHN employs a dual grade commercial risk grading methodology to assign an estimate for the probability of default (“PD”) and the loss given default (“LGD”) for each commercial loan using factors specific to various industry, portfolio, or product segments that result in a rank ordering of risk and the assignment of grades PD 1 to PD 16 . This credit grading system is intended to identify and measure the credit quality of the loan portfolio by analyzing the migration of loans between grading categories. PD grades assigned through FHN’s risk rating process are used as a loan level input to inform probability of default forecasts under certain macroeconomic scenarios. Each PD grade corresponds to an estimated one-year default probability percentage; a PD 1 has the lowest expected default probability, and probabilities increase as grades progress down the scale. PD 1 through PD 12 are “pass” grades. PD grades 13 - 16 correspond to the regulatory-defined categories of special mention ( 13 ), substandard ( 14 ), doubtful ( 15 ), and loss ( 16 ). Pass loan grades are required to be reassessed annually or earlier whenever there has been a material change in the financial condition of the borrower or risk characteristics of the relationship. All commercial loans over $1 million and certain commercial loans over $500,000 that are graded 13 or worse are reassessed on a quarterly basis. Loan grading discipline is regularly reviewed internally by Credit Assurance Services to determine if the process continues to result in accurate loan grading across the portfolio. FHN may utilize availability of guarantors/sponsors to support lending decisions during the credit underwriting process and when determining the assignment of internal loan grades. LGD grades are assigned based on a scale of 1 - 12 and represent FHN’s expected recovery based on collateral type in the event a loan defaults. See Note 5 – Allowance for Loan Losses for further discussion on the credit grading system. The following tables provide the amortized cost basis of the commercial loan portfolio by year of origination and credit quality indicator as of March 31, 2020 : C&I (Dollars in thousands) 2020 2019 2018 2017 2016 prior to 2016 (a) LMC (b) Revolving Revolving Total PD Grade: 1 $ 27,293 $ 100,359 $ 125,095 $ 81,397 $ 112,175 $ 117,965 $ — $ 156,041 $ 223 $ 720,548 2 33,244 239,750 95,269 81,542 176,068 112,586 — 108,408 51 846,918 3 15,083 165,433 52,645 96,725 65,932 119,415 1,028,798 219,037 14,042 1,777,110 4 144,129 318,374 155,173 140,516 158,705 149,248 958,145 372,890 277 2,397,457 5 149,048 604,067 306,849 161,921 127,011 228,347 927,946 507,991 14,230 3,027,410 6 187,540 713,579 244,128 241,828 107,498 201,660 1,740,304 801,860 16,485 4,254,882 7 270,190 903,326 395,680 167,749 91,881 156,238 806,853 794,174 447 3,586,538 8 224,670 626,348 217,091 178,183 33,476 115,727 140,372 495,002 7,096 2,037,965 9 128,773 332,262 92,720 91,648 60,522 93,750 68,707 419,388 2,055 1,289,825 10 65,206 128,169 113,744 56,088 60,659 53,920 25,023 191,883 996 695,688 11 29,742 95,269 65,404 64,494 75,508 52,240 — 109,709 3,618 495,984 12 25,376 36,918 46,792 41,370 19,248 28,881 17,766 114,052 1,112 331,515 13 18,233 32,564 12,153 11,247 84,321 39,710 — 63,993 383 262,604 14,15,16 35,268 22,351 51,983 26,586 17,414 14,493 — 124,557 7,242 299,894 Collectively evaluated for impairment 1,353,795 4,318,769 1,974,726 1,441,294 1,190,418 1,484,180 5,713,914 4,478,985 68,257 22,024,338 Individually evaluated for impairment — 12,771 12,642 14,552 1,827 24,145 — 33,988 167 100,092 Total C&I loans $ 1,353,795 $ 4,331,540 $ 1,987,368 $ 1,455,846 $ 1,192,245 $ 1,508,325 $ 5,713,914 $ 4,512,973 $ 68,424 $ 22,124,430 (a) TRUPS loans were originated prior to 2016. Total balance of TRUPS as of March 31, 2020 is $215.4 million , with $3.3 million in PD 3, $42.4 million in PD 4, $84.5 million in PD 5, $27.3 million in PD 6, $7.4 million in PD 7, $31.9 million in PD 9, and $18.6 million in PD 10. (b) LMC includes non-revolving commercial lines of credit to qualified mortgage companies primarily for the temporary warehousing of eligible mortgage loans prior to the borrower's sale of those mortgage loans to third party investors. The loans are of short duration with maturities less than one year. (c) $14.1 million of C&I loans were converted from revolving to term in first quarter 2020. Income CRE (Dollars in thousands) 2020 2019 2018 2017 2016 prior to 2016 Revolving Revolving Total PD Grade: 1 $ 22,307 $ — $ 398 $ — $ 130 $ 1,102 $ — $ — $ 23,937 2 445 30,859 651 333 1,211 2,410 — — 35,909 3 62,707 207,828 78,203 75,629 65,898 29,466 68,770 188 588,689 4 65,474 287,116 98,370 122,518 75,032 63,680 934 3,234 716,358 5 192,596 296,099 160,253 233,104 114,572 35,705 36,944 10,729 1,080,002 6 81,162 215,741 143,419 143,142 34,758 133,573 33,021 195 785,011 7 122,282 224,637 140,601 85,853 19,369 35,968 36,633 2,432 667,775 8 15,635 76,102 54,998 15,421 29,382 50,736 6,239 132 248,645 9 25,288 29,485 23,192 27,916 4,169 39,457 38 — 149,545 10 15,437 15,563 7,260 3,805 8,973 17,006 — 150 68,194 11 1,696 19,007 11,372 22,561 3,931 16,481 128 — 75,176 12 — 15,050 2,445 697 554 10,877 71 232 29,926 13 418 9,672 913 2,185 223 1,325 138 — 14,874 14,15,16 7,021 19,536 45 30,449 129 3,635 20,384 — 81,199 Collectively evaluated for impairment 612,468 1,446,695 722,120 763,613 358,331 441,421 203,300 17,292 4,565,240 Individually evaluated for impairment — — — — — 163 — — 163 Total CRE-IP $ 612,468 $ 1,446,695 $ 722,120 $ 763,613 $ 358,331 $ 441,584 $ 203,300 $ 17,292 $ 4,565,403 Residential CRE (Dollars in thousands) 2020 2019 2018 2017 2016 prior to 2016 Revolving Revolving Total PD Grade: 1 $ — $ — $ — $ — $ — $ 23 $ — $ — $ 23 2 — — — — — — — — — 3 — — 272 175 — 106 — — 553 4 95 886 — 313 — 124 — — 1,418 5 — — — — 79 — — — 79 6 5,568 6,252 42 338 44 349 — — 12,593 7 — 527 2,904 1,795 — 190 21,382 — 26,798 8 150 312 463 — — 153 100 — 1,178 9 — — 263 — 498 79 — — 840 10 — 735 266 — — 77 — — 1,078 11 3,517 20,693 3,471 161 — 477 — — 28,319 12 — — — — — 161 — — 161 13 1,006 — 45 — — 9 — — 1,060 14,15,16 15 28 — — — 146 — — 189 Collectively evaluated for impairment 10,351 29,433 7,726 2,782 621 1,894 21,482 — 74,289 Individually evaluated for impairment — — — — — — — — — Total CRE-RES $ 10,351 $ 29,433 $ 7,726 $ 2,782 $ 621 $ 1,894 $ 21,482 $ — $ 74,289 The following table provides the balances of commercial loan portfolio classes with associated allowance, disaggregated by PD grade as of December 31, 2019. December 31, 2019 (Dollars in thousands) General C&I Loans to Mortgage Companies TRUPS (a) Income CRE Residential CRE Total Percentage of Total Allowance for Loan Losses PD Grade: 1 $ 696,040 $ — $ — $ 1,848 $ — $ 697,888 3 % $ 69 2 767,048 — — 48,906 38 815,992 4 165 3 743,123 877,210 3,314 474,067 806 2,098,520 9 274 4 1,237,772 692,971 46,375 680,223 477 2,657,818 11 738 5 1,986,761 670,402 72,512 993,628 1,700 3,725,003 15 8,265 6 2,511,290 1,410,387 27,263 717,062 17,027 4,683,029 19 12,054 7 2,708,707 509,616 18,378 641,345 30,925 3,908,971 16 20,409 8 1,743,364 136,771 — 269,407 16,699 2,166,241 9 22,514 9 1,101,873 77,139 31,909 169,586 13,007 1,393,514 6 17,484 10 563,635 21,229 18,536 59,592 2,153 665,145 3 10,197 11 495,140 — — 81,682 2,302 579,124 2 13,454 12 262,906 15,158 — 28,807 1,074 307,945 1 8,471 13 232,823 — — 32,966 1,126 266,915 1 8,142 14,15,16 263,076 — — 43,400 626 307,102 1 29,318 Collectively evaluated for impairment 15,313,558 4,410,883 218,287 4,242,519 87,960 24,273,207 100 151,554 Individually evaluated for impairment 82,438 — — 1,563 — 84,001 — 6,196 Purchased credit-impaired loans 25,925 — — 4,155 820 30,900 — 848 Total commercial loans $ 15,421,921 $ 4,410,883 $ 218,287 $ 4,248,237 $ 88,780 $ 24,388,108 100 % $ 158,598 (a) Balances presented net of a $19.1 million valuation allowance. The consumer portfolio is comprised primarily of smaller-balance loans which are very similar in nature in that most are standard products and are backed by residential real estate. Because of the similarities of consumer loan-types, FHN is able to utilize the Fair Isaac Corporation (“FICO”) score, among other attributes, to assess the credit quality of consumer borrowers. FICO scores are refreshed on a quarterly basis in an attempt to reflect the recent risk profile of the borrowers. Accruing delinquency amounts are indicators of asset quality within the credit card and other consumer portfolio. The following table reflects the amortized cost basis by year of origination and refreshed FICO scores for consumer real estate as of March 31, 2020 . Within consumer real estate, classes include home equity line of credit ("HELOC") and real estate installment. HELOCs are loans which during their draw period are classified as revolving loans. Once the draw period ends and the loan enters its repayment period, the loan converts to a term loan and is classified as revolving loans converted to term loans. All loans classified in the following table as revolving loans or revolving loans converted to term loans are HELOCs. Real estate installment loans are originated as a fixed term loan and are classified below in their vintage year from prior to 2016 to 2020. All loans in the following table classified in a vintage year are real estate installment loans. Consumer Real Estate (Dollars in thousands) 2020 2019 2018 2017 2016 Prior to 2016 Revolving Revolving Total FICO score 740 or greater $ 134,032 $ 586,720 $ 451,497 $ 438,007 $ 541,683 $ 1,346,587 $ 646,462 $ 142,848 $ 4,287,836 FICO score 720-739 25,129 80,851 50,344 42,134 78,632 135,173 75,392 31,629 519,284 FICO score 700-719 10,325 63,306 32,469 36,606 35,111 130,881 58,913 29,201 396,812 FICO score 660-699 27,489 54,870 38,198 33,127 45,329 175,873 80,018 54,440 509,344 FICO score 620-659 1,026 21,260 9,708 11,482 16,651 72,843 28,433 31,527 192,930 FICO score less than 620 339 12,792 9,706 11,477 12,671 91,003 26,318 48,871 213,177 Total $ 198,340 $ 819,799 $ 591,922 $ 572,833 $ 730,077 $ 1,952,360 $ 915,536 $ 338,516 $ 6,119,383 (a) $9.0 million of HELOC loans were converted from revolving to term in first quarter 2020. The following table reflects the amortized cost basis by year of origination and refreshed FICO scores for other consumer loans as of March 31, 2020 . Other Consumer (Dollars in thousands) 2020 2019 2018 2017 2016 Prior to 2016 Revolving Revolving Total FICO score 740 or greater $ 9,410 $ 41,336 $ 24,423 $ 12,035 $ 5,338 $ 21,272 $ 176,917 $ 3,293 $ 294,024 FICO score 720-739 1,509 6,235 3,799 1,911 1,054 2,954 36,173 709 54,344 FICO score 700-719 2,236 5,986 2,551 2,103 924 2,674 23,185 934 40,593 FICO score 660-699 3,219 8,803 4,355 3,221 1,524 4,041 32,282 1,700 59,145 FICO score 620-659 449 2,760 1,945 912 1,196 2,213 13,020 632 23,127 FICO score less than 620 279 1,458 1,190 752 3,034 4,573 10,781 1,498 23,565 Total $ 17,102 $ 66,578 $ 38,263 $ 20,934 $ 13,070 $ 37,727 $ 292,358 $ 8,766 $ 494,798 (a) $1.5 million of other consumer loans were converted from revolving to term in first quarter 2020. The following table reflects the percentage of balances outstanding by average, refreshed FICO scores for the HELOC and real estate installment classes of loans as of December 31, 2019. December 31, 2019 (Dollars in thousands) HELOC R/E Installment Loans (b) FICO score 740 or greater 62.0 % 71.9 % FICO score 720-739 8.6 8.3 FICO score 700-719 7.6 6.3 FICO score 660-699 10.8 8.1 FICO score 620-659 4.7 2.8 FICO score less than 620 (a) 6.3 2.6 Total 100.0 % 100.0 % (a) For this group, a majority of the loan balances had FICO scores at the time of the origination that exceeded 620 but have since deteriorated as the loan have seasoned. (b) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability. Nonaccrual and Past Due Loans Nonperforming loans are loans placed on nonaccrual if it becomes evident that full collection of principal and interest is at risk, impairment has been recognized as a partial charge-off of principal balance due to insufficient collateral value and past due status, or on a case-by-case basis if FHN continues to receive payments but there are other borrower-specific issues. Included in nonaccruals are loans that FHN continues to receive payments including residential real estate loans where the borrower has been discharged of personal obligation through bankruptcy, and second liens, regardless of delinquency status, behind first liens that are 90 or more days past due, are bankruptcies, or are TDRs. Past due loans are loans contractually past due as to interest or principal payments, but which have not yet been put on nonaccrual status. The following table reflects accruing and non-accruing loans by class on March 31, 2020 : Accruing Non-Accruing (Dollars in thousands) Current 30-89 Days Past Due 90+ Days Past Due Total Accruing Current 30-89 Days Past Due 90+ Days Past Due Total Non- Accruing Total Loans Commercial (C&I): General C&I (a) $ 16,081,865 $ 17,049 $ 166 $ 16,099,080 $ 60,387 $ 2,505 $ 33,189 $ 96,081 $ 16,195,161 Loans to mortgage companies 5,713,914 — — 5,713,914 — — — — 5,713,914 TRUPS (b) 215,355 — — 215,355 — — — — 215,355 Total commercial (C&I) 22,011,134 17,049 166 22,028,349 60,387 2,505 33,189 96,081 22,124,430 Commercial real estate: Income CRE 4,562,822 419 — 4,563,241 29 816 1,317 2,162 4,565,403 Residential CRE 74,222 39 — 74,261 — 28 — 28 74,289 Total commercial real estate 4,637,044 458 — 4,637,502 29 844 1,317 2,190 4,639,692 Consumer real estate: HELOC 1,186,834 10,213 5,828 1,202,875 41,506 3,547 6,124 51,177 1,254,052 R/E installment loans 4,801,281 17,741 6,304 4,825,326 24,162 2,420 13,423 40,005 4,865,331 Total consumer real estate 5,988,115 27,954 12,132 6,028,201 65,668 5,967 19,547 91,182 6,119,383 Credit card & other: Credit card 189,247 1,893 1,715 192,855 — — — — 192,855 Other 300,308 1,144 131 301,583 153 38 169 360 301,943 Total credit card & other 489,555 3,037 1,846 494,438 153 38 169 360 494,798 Total loans, net of unearned income $ 33,125,848 $ 48,498 $ 14,144 $ 33,188,490 $ 126,237 $ 9,354 $ 54,222 $ 189,813 $ 33,378,303 (a) $36.1 million of general C&I loans are nonaccrual loans with no related allowance. (b) TRUPS is presented net of the valuation allowance of $18.9 million . The following table reflects accruing and non-accruing loans by class on December 31, 2019 : Accruing Non-Accruing (Dollars in thousands) Current 30-89 Days Past Due 90+ Days Past Due Total Accruing Current 30-89 Days Past Due 90+ Days Past Due Total Non- Accruing Total Loans Commercial (C&I): General C&I $ 15,314,292 $ 7,155 $ 237 $ 15,321,684 $ 36,564 $ 14,385 $ 23,363 $ 74,312 $ 15,395,996 Loans to mortgage companies 4,410,883 — — 4,410,883 — — — — 4,410,883 TRUPS (a) 218,287 — — 218,287 — — — — 218,287 Purchased credit-impaired loans 23,840 287 1,798 25,925 — — — — 25,925 Total commercial (C&I) 19,967,302 7,442 2,035 19,976,779 36,564 14,385 23,363 74,312 20,051,091 Commercial real estate: Income CRE 4,242,044 679 — 4,242,723 — 19 1,340 1,359 4,244,082 Residential CRE 87,487 7 — 87,494 — 466 — 466 87,960 Purchased credit-impaired loans 4,752 128 95 4,975 — — — — 4,975 Total commercial real estate 4,334,283 814 95 4,335,192 — 485 1,340 1,825 4,337,017 Consumer real estate: HELOC 1,217,344 9,156 5,669 1,232,169 43,007 4,227 7,472 54,706 1,286,875 R/E installment loans (b) 4,812,446 12,894 9,170 4,834,510 20,710 1,076 9,202 30,988 4,865,498 Purchased credit-impaired loans 18,720 2,770 3,276 24,766 — — — — 24,766 Total consumer real estate 6,048,510 24,820 18,115 6,091,445 63,717 5,303 16,674 85,694 6,177,139 Credit card & other: Credit card 198,917 1,076 1,178 201,171 — — — — 201,171 Other 291,700 1,802 337 293,839 101 44 189 334 294,173 Purchased credit-impaired loans 323 98 99 520 — — — — 520 Total credit card & other 490,940 2,976 1,614 495,530 101 44 189 334 495,864 Total loans, net of unearned income $ 30,841,035 $ 36,052 $ 21,859 $ 30,898,946 $ 100,382 $ 20,217 $ 41,566 $ 162,165 $ 31,061,111 Certain previously reported amounts have been reclassified to agree with current presentation. (a) TRUPS is presented net of the valuation allowance of $19.1 million . (b) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability. Troubled Debt Restructurings As part of FHN’s ongoing risk management practices, FHN attempts to work with borrowers when necessary to extend or modify loan terms to better align with their current ability to repay. Extensions and modifications to loans are made in accordance with internal policies and guidelines which conform to regulatory guidance. Each occurrence is unique to the borrower and is evaluated separately. A modification is classified as a TDR if the borrower is experiencing financial difficulty and it is determined that FHN has granted a concession to the borrower. FHN may determine that a borrower is experiencing financial difficulty if the borrower is currently in default on any of its debt, or if it is probable that a borrower may default in the foreseeable future. Many aspects of a borrower’s financial situation are assessed when determining whether they are experiencing financial difficulty. Concessions could include extension of the maturity date, reductions of the interest rate (which may make the rate lower than current market for a new loan with similar risk), reduction or forgiveness of accrued interest, or principal forgiveness. The assessments of whether a borrower is experiencing (or is likely to experience) financial difficulty, and whether a concession has been granted, are subjective in nature and management’s judgment is required when determining whether a modification is classified as a TDR. For all classes within the commercial portfolio segment, TDRs are typically modified through forbearance agreements (generally 6 to 12 months ). Forbearance agreements could include reduced interest rates, reduced payments, release of guarantor, or entering into short sale agreements. FHN’s proprietary modification programs for consumer loans are generally structured using parameters of U.S. government-sponsored programs such as the former Home Affordable Modification Program (“HAMP”). Within the HELOC and R/E installment loans classes of the consumer portfolio segment, TDRs are typically modified by reducing the interest rate (in increments of 25 basis points to a minimum of 1 percent for up to 5 years ) and a possible maturity date extension to reach an affordable housing debt-to-income ratio. After 5 years , the interest rate generally returns to the original interest rate prior to modification; for certain modifications, the modified interest rate increases 2 percent per year until the original interest rate prior to modification is achieved. Prior to 2020, Consumer real estate mortgage TDRs (previously classified as permanent mortgage) were typically modified by reducing the interest rate (in increments of 25 basis points to a minimum of 2 percent for up to 5 years ) and a possible maturity date extension to reach an affordable housing debt-to-income ratio. After 5 years , the interest rate stepped up 1 percent every year until it reached the Federal Home Loan Mortgage Corporation Weekly Survey Rate cap. Contractual maturities may be extended to 40 years for consumer real estate loans. Within the credit card class of the consumer portfolio segment, TDRs are typically modified through either a short-term credit card hardship program or a longer-term credit card workout program. In the credit card hardship program, borrowers may be granted rate and payment reductions for 6 months to 1 year . In the credit card workout program, customers are granted a rate reduction to 0 percent and term extensions for up to 5 years to pay off the remaining balance. Despite the absence of a loan modification, the discharge of personal liability through bankruptcy proceedings is considered a concession. As a result, FHN classifies all non-reaffirmed residential real estate loans discharged in Chapter 7 bankruptcy as nonaccruing TDRs. On March 31, 2020 and December 31, 2019 , FHN had $194.7 million and $206.3 million of portfolio loans classified as TDRs, respectively. For TDRs in the loan portfolio, FHN had loan loss reserves of $13.9 million , or 7 percent as of March 31, 2020 , and $19.7 million , or 10 percent as of December 31, 2019 . Additionally, $50.5 million and $51.1 million of loans held-for-sale as of March 31, 2020 and December 31, 2019 , respectively, were classified as TDRs. The following tables reflect portfolio loans that were classified as TDRs during the three months ended March 31, 2020 and 2019 : March 31, 2020 March 31, 2019 (Dollars in thousands) Number Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Number Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Commercial (C&I): General C&I 3 $ 5,927 $ 4,433 2 $ 13,895 $ 13,820 Total commercial (C&I) 3 5,927 4,433 2 13,895 13,820 Consumer real estate: HELOC 8 912 891 19 2,104 2,084 R/E installment loans 10 1,511 1,497 47 7,425 7,413 Total consumer real estate 18 2,423 2,388 66 9,529 9,497 Credit card & other 24 158 146 15 74 71 Total troubled debt restructurings 45 $ 8,508 $ 6,967 83 $ 23,498 $ 23,388 The following tables present TDRs which re-defaulted during the three months ended March 31, 2020 and 2019 , and as to which the modification occurred 12 months or less prior to the re-default. For purposes of this disclosure, FHN generally defines payment default as 30 or more days past due. March 31, 2020 March 31, 2019 (Dollars in thousands) Number Recorded Investment Number Recorded Investment Commercial (C&I): General C&I — $ — — $ — Total commercial (C&I) — — — — Consumer real estate: HELOC 4 960 1 33 R/E installment loans 5 344 — — Total consumer real estate 9 1,304 1 33 Credit card & other 7 31 8 18 Total troubled debt restructurings 16 $ 1,335 9 $ 51 Accrued Interest In accordance with its accounting policy elections, FHN has excluded AIR from the amortized cost basis of Loans, net of unearned income. AIR is included within Other assets in the Consolidated Condensed Statements of Condition and the amounts by portfolio segment are presented in the following table. March 31 (Dollars in thousands) 2020 Commercial: Commercial, financial, and industrial $ 55,215 Commercial real estate 11,233 Consumer: Consumer real estate 16,154 Credit card & other 1,672 Total accrued interest $ 84,274 Purchased Credit-Impaired Loans The following table presents a rollforward of the accretable yield for the year ended December 31, 2019: Year Ended (Dollars in thousands) 2019 Ba

Allowance for Loan Losses

Allowance for Loan Losses	3 Months Ended
	Mar. 31, 2020
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Allowance for Loan Losses	Allowance for Loan Losses As discussed in Note 1 - Summary of Significant Accounting Policies, the ALLL estimation process was revised on January 1, 2020 to reflect the adoption of ASU 2016-13. All information contained in the following disclosures reflects the application of requirements from the adoption of ASU 2016-13 for periods after 2019. Information for periods prior to 2020 has been retained with the content consistent with prior disclosures. Periods after 2019 The ALLL has been determined in accordance with ASC 326-20, which requires a recognition of current expected credit losses on the amortized cost basis of loans. During the first quarter of 2020, expected credit loss estimates were adversely affected across all portfolio segments due to the sudden, steep decline in macroeconomic forecasts due to the actual and projected effects of the COVID-19 pandemic. To a lesser extent, loan growth also resulted in a higher ALLL as those increased balances received a full life-of-loan allowance based on current macroeconomic projections. For all portfolio segments, FHN has selected a 4-year reasonable and supportable forecast period which reflects a 3-year period during which macroeconomic variables are used to estimate expected credit losses. This is followed by a 1-year, time-weighted reversion to historical loss factors with weights assigned to macroeconomic variables diminishing, and weights assigned to historical loss averages increasing, pro rata as months lapse during the 1-year period. Thereafter, FHN immediately reverts to historical loss averages over the remaining estimated life of loans. In developing credit loss estimates for its loan portfolio, FHN evaluated multiple macroeconomic forecasts provided by Moody’s. FHN selected Moody’s baseline forecast as the primary source for its macroeconomic inputs which are inclusive of the following assumptions related to the economic effects of the COVID-19 pandemic: • Passage and implementation of the CARES Act • Federal Reserve stimulus including open-ended quantitative easing and announced programs • Assumes passage of a fourth stimulus package in in fourth quarter 2020 • Recession starts in the first 6 months of 2020 • Unemployment peaks at 9 percent in second quarter 2020 • The economy experiences a partial bounce back in third quarter 2020, which is followed by slow growth • GDP growth accelerates later in 2021 • Return to full employment by 2023 FHN also utilized more stressed economic scenarios in evaluating certain components of its loan portfolio (industries) that are most exposed to the effects of the COVID-19 pandemic, including Franchise Finance, Energy and Hospitality within the C&I segment and CRE-Hospitality within the Commercial Real Estate segment. This analysis was utilized in developing qualitative adjustments to increase the recorded ALLL attributable to these components beyond the modeled results. Management also made qualitative adjustments to reflect estimated recoveries based on a review of prior charge off and recovery levels, for default risk associated with large balances with individual borrowers, for estimated loss amounts not reflected in historical factors due to specific portfolio risk and for instances where limited data for acquired loans is considered to affect modeled results. Typically commercial loans in C&I and CRE have shorter expected lives, based on the contractual term of loan agreements, prepayment estimates and a limited amount of renewal or extension options that are not unconditionally cancellable by FHN. Estimated weighted average lives are normally under 3 years . TRUPs loans are an exception due to longer contractual lives, beneficial borrower terms and balloon payoff structure. Consumer HELOC and installment loans tend to have significantly longer lives based on their contractual terms which is reduced somewhat by estimated prepayments with estimated weighted average lives normally 5 years or less. Credit card loans have shorter estimated lives approximating 1 year based on customer payment trends and because the revolving lines are unconditionally cancellable by FHN. As of March 31, 2020, FHN had General C&I loans with amortized cost of approximately $32 million that was based on the value of underlying collateral. At a minimum, the estimated value of the collateral for each loan equals the current book value. The collateral for these loans generally consists of business assets including land, buildings, equipment and financial assets. During the three months ended March 31, 2020, FHN recognized charge-offs of approximately $6 million on these loans related to reductions in estimated collateral values. Consumer HELOC and installment loans with amortized cost based on the value of underlying real estate collateral were approximately $10 million and $23 million , respectively, as of March 31, 2020. At a minimum, the estimated value of the collateral for each loan equals the current book value. Charge offs during the three months ended March 31, 2020 were not significant for either portfolio segment. Unfunded Commitments The measurement of expected credit losses for unfunded commitments mirrors that of loans with the additional estimate of future draw rates (timing and amount). Consistent with the ALLL, the decline in macroeconomic forecasts during March resulted in higher credit expense for unfunded commitments. However, this effect of higher loss forecasts was offset somewhat because many borrowers drew on available lines prior to the end of the quarter which resulted in higher loan balances (and ALLL). Total credit loss expense for unfunded commitments was $9.2 million for the three months ended March 31, 2020. Periods prior to 2020 The ALLL included the following components: reserves for commercial loans evaluated based on pools of credit graded loans and reserves for pools of smaller-balance homogeneous consumer loans, both determined in accordance with ASC 450-20-50, and to a lesser extent, reserves determined in accordance with ASC 310-10-35 for loans determined by management to be individually impaired and an allowance associated with PCI loans. For commercial loans, ASC 450-20-50 reserves were established using historical net loss factors by grade level, loan product, and business segment. The ALLL for smaller-balance homogeneous consumer loans was determined based on pools of similar loan types that have similar credit risk characteristics. ASC 450-20-50 reserves for the consumer portfolio were determined using segmented roll-rate models that incorporated various factors including historical delinquency trends, experienced loss frequencies, and experienced loss severities. Generally, reserves for consumer loans reflected inherent losses in the portfolio that were expected to be recognized over the following twelve months. The historical net loss factors for both commercial and consumer ASC 450-20-50 reserve models were subject to qualitative adjustments by management to reflect current events, trends, and conditions (including economic considerations and trends), which were not fully captured in the historical net loss factors. The pace of the economic recovery, performance of the housing market, unemployment levels, labor participation rate, the regulatory environment, regulatory guidance, and portfolio segment-specific trends, were examples of additional factors considered by management in determining the ALLL. Additionally, management considered the inherent uncertainty of quantitative models that were driven by historical loss data. Management evaluated the periods of historical losses that were the basis for the loss rates used in the quantitative models and selected historical loss periods that were believed to be the most reflective of losses inherent in the loan portfolio as of the balance sheet date. Management also periodically reviewed an analysis of the loss emergence period which was the amount of time required for a loss to be confirmed (initial charge-off) after a loss event had occurred. FHN performed extensive studies related to the historical loss periods used in the model and the loss emergence period and model assumptions were adjusted accordingly. Impairment related to individually impaired loans was measured in accordance with ASC 310-10. For all commercial portfolio segments, commercial TDRs and other individually impaired commercial loans were measured based on the present value of expected future payments discounted at the loan’s effective interest rate (“the DCF method”), observable market prices, or for loans that are solely dependent on the collateral for repayment, the net realizable value (collateral value less estimated costs to sell). Impaired loans also included consumer TDRs. Generally, the allowance for TDRs in all consumer portfolio segments was determined by estimating the expected future cash flows using the modified interest rate (if an interest rate concession), incorporating payoff and net charge-off rates specific to the TDRs within the portfolio segment being assessed, and discounted using the pre-modification interest rate. The discount rates of variable rate TDRs were adjusted to reflect changes in the interest rate index to which the rates are tied. The discounted cash flows were then compared to the outstanding principal balance in order to determine required reserves. Residential real estate loans discharged through bankruptcy were considered collateral-dependent and were charged down to net realizable value (collateral value less estimated costs to sell). The following table provides a rollforward of the allowance for loan losses by portfolio segment for the three months ended March 31, 2020 and 2019 : (Dollars in thousands) C&I Commercial Real Estate Consumer Real Estate (a) Credit Card and Other Total Balance as of January 1, 2020 $ 122,486 $ 36,112 $ 28,443 $ 13,266 $ 200,307 Adoption of ASU 2016-13 18,782 (7,348 ) 92,992 1,968 106,394 Charge-offs (6,751 ) (581 ) (2,310 ) (3,811 ) (13,453 ) Recoveries 935 573 3,555 1,179 6,242 Provision for loan losses 119,064 18,869 342 6,725 145,000 Balance as of March 31, 2020 254,516 47,625 123,022 19,327 444,490 Allowance - individually evaluated for impairment 11,401 — 13,394 468 25,263 Allowance - collectively evaluated for impairment 243,115 47,625 109,628 18,859 419,227 Loans, net of unearned as of March 31, 2020: Individually evaluated for impairment 100,092 163 152,393 699 253,347 Collectively evaluated for impairment 22,024,338 4,639,529 5,966,990 494,099 33,124,956 Total loans, net of unearned income $ 22,124,430 $ 4,639,692 $ 6,119,383 $ 494,798 $ 33,378,303 Balance as of January 1, 2019 $ 98,947 $ 31,311 $ 37,439 $ 12,727 $ 180,424 Charge-offs (3,101 ) (434 ) (2,804 ) (4,188 ) (10,527 ) Recoveries 829 57 4,041 1,087 6,014 Provision/(provision credit) for loan losses 7,038 3,448 (4,522 ) 3,036 9,000 Balance as of March 31, 2019 103,713 34,382 34,154 12,662 184,911 Allowance - individually evaluated for impairment 3,437 — 23,923 446 27,806 Allowance - collectively evaluated for impairment 98,135 34,382 9,108 12,067 153,692 Allowance - purchased credit-impaired loans 2,141 — 1,123 149 3,413 Loans, net of unearned as of March 31, 2019: Individually evaluated for impairment 83,253 1,879 189,332 684 275,148 Collectively evaluated for impairment 17,056,034 3,936,727 6,141,585 504,271 27,638,617 Purchased credit-impaired loans 36,825 8,337 29,846 1,275 76,283 Total loans, net of unearned income $ 17,176,112 $ 3,946,943 $ 6,360,763 $ 506,230 $ 27,990,048 Certain previously reported amounts have been reclassified to agree with current presentation. a) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability . In accordance with its accounting policy elections, FHN does not recognize a separate allowance for expected credit losses for AIR and records reversals of AIR as reductions of interest income. FHN reverses previously accrued but uncollected interest when an asset is placed on nonaccrual status. The total amount of interest reversals from loans placed on nonaccrual status during the three months ended March 31, 2020 was not material. In addition, the amount of income recognized on nonaccrual loans for the three months ended in March 31, 2020 was not material.

Intangible Assets

Intangible Assets	3 Months Ended
	Mar. 31, 2020
Goodwill and Intangible Assets Disclosure [Abstract]
Intangible Assets	Intangible Assets The following is a summary of other intangible assets included in the Consolidated Condensed Statements of Condition: March 31, 2020 December 31, 2019 (Dollars in thousands) Gross Carrying Amount Accumulated Amortization Net Carrying Value Gross Carrying Amount Accumulated Amortization Net Carrying Value Core deposit intangibles $ 157,150 $ (51,966 ) $ 105,184 $ 157,150 $ (47,372 ) $ 109,778 Customer relationships (a) 23,000 (5,734 ) 17,266 77,865 (60,150 ) 17,715 Other (b) 5,622 (3,180 ) 2,442 5,622 (2,915 ) 2,707 Total $ 185,772 $ (60,880 ) $ 124,892 $ 240,637 $ (110,437 ) $ 130,200 (a) 2020 decrease in gross carrying amounts and accumulated amortization associated with $54.9 million of customer relationships fully amortized at December 31, 2019. (b) Balance primarily includes noncompete covenants, as well as $ .3 million related to state banking licenses not subject to amortization. Amortization expense was $5.3 million and $6.2 million for the three months ended March 31, 2020 and 2019 , respectively. As of March 31, 2020 the estimated aggregated amortization expense is expected to be: (Dollars in thousands) Year Amortization Remainder of 2020 $ 15,852 2021 19,547 2022 17,412 2023 16,117 2024 14,679 2025 12,580 Gross goodwill, accumulated impairments, and accumulated divestiture related write-offs were determined beginning January 1, 2002, when a change in accounting requirements resulted in goodwill being assessed for impairment rather than being amortized. Gross goodwill of $200.0 million with accumulated impairments and accumulated divestiture-related write-offs of $114.1 million and $85.9 million , respectively, were previously allocated to the non-strategic segment, resulting in $0 net goodwill allocated to the non-strategic segment as of March 31, 2020 and December 31, 2019 . The regional banking and fixed income segments do not have any accumulated impairments or divestiture related write-offs. The following is a summary of goodwill by reportable segment included in the Consolidated Condensed Statements of Condition as of March 31, 2020 and December 31, 2019 . (Dollars in thousands) Regional Banking Fixed Income Total December 31, 2018 $ 1,289,819 $ 142,968 $ 1,432,787 Additions — — — March 31, 2019 $ 1,289,819 $ 142,968 $ 1,432,787 December 31, 2019 $ 1,289,819 $ 142,968 $ 1,432,787 Additions — — — March 31, 2020 $ 1,289,819 $ 142,968 $ 1,432,787

Other Income And Other Expense

Other Income And Other Expense	3 Months Ended
	Mar. 31, 2020
Other Nonoperating Income (Expense) [Abstract]
Other Income And Other Expense	Other Income and Other Expense Following is detail of All other income and commissions and All other expense as presented in the Consolidated Condensed Statements of Income: Three Months Ended (Dollars in thousands) 2020 2019 All other income and commissions: Other service charges $ 5,219 $ 3,869 ATM and interchange fees 4,212 3,241 Mortgage banking 2,431 1,886 Letter of credit fees 1,462 1,368 Dividend income 1,130 2,313 Electronic banking fees 1,030 1,271 Insurance commissions 789 624 Gain/(loss) on extinguishment of debt — (1 ) Deferred compensation (a) (9,507 ) 5,474 Other 7,598 4,586 Total $ 14,364 $ 24,631 All other expense: Credit expense on unfunded commitments (b) $ 9,230 $ 396 Travel and entertainment 2,709 2,712 Other insurance and taxes 2,679 2,694 Non-service components of net periodic pension and post-retirement cost 2,508 432 Supplies 2,411 1,804 Customer relations 2,004 1,599 Employee training and dues 1,341 1,457 Miscellaneous loan costs 1,094 1,027 Tax credit investments 346 675 Litigation and regulatory matters 13 13 OREO (184 ) (366 ) Other 9,075 6,888 Total $ 33,226 $ 19,331 Certain previously reported amounts have been reclassified to agree with current presentation. (a) Amounts are driven by market conditions and are mirrored by changes in deferred compensation expense which is included in employee compensation expense. First quarter 2020 decrease was driven by negative equity market valuations. (b) First quarter 2020 increase largely associated with a sudden, steep decline in economic forecast attributable to the COVID-19 pandemic.

Components of Other Comprehensi

Components of Other Comprehensive Income/(loss)	3 Months Ended
	Mar. 31, 2020
Other Comprehensive Income (Loss), Net of Tax [Abstract]
Components of Other Comprehensive Income/(loss)	Components of Other Comprehensive Income/(loss) The following table provides the changes in accumulated other comprehensive income/(loss) by component, net of tax, for the three months ended March 31, 2020 and 2019 : (Dollars in thousands) Securities AFS Cash Flow Pension and Total Balance as of January 1, 2020 $ 31,079 $ 3,227 $ (273,914 ) $ (239,608 ) Net unrealized gains/(losses) 88,278 13,155 — 101,433 Amounts reclassified from AOCI — (94 ) 2,105 2,011 Other comprehensive income/(loss) 88,278 13,061 2,105 103,444 Balance as of March 31, 2020 $ 119,357 $ 16,288 $ (271,809 ) $ (136,164 ) Balance as of January 1, 2019 $ (75,736 ) $ (12,112 ) $ (288,768 ) $ (376,616 ) Net unrealized gains/(losses) 48,615 3,936 — 52,551 Amounts reclassified from AOCI — 1,451 1,463 2,914 Other comprehensive income/(loss) 48,615 5,387 1,463 55,465 Balance as of March 31, 2019 $ (27,121 ) $ (6,725 ) $ (287,305 ) $ (321,151 ) Reclassifications from AOCI, and related tax effects, were as follows: (Dollars in thousands) Three Months Ended Details about AOCI 2020 2019 Affected line item in the statement where net income is presented Cash flow hedges: Realized (gains)/losses on cash flow hedges (124 ) 1,927 Interest and fees on loans Tax expense/(benefit) 30 (476 ) Provision/(benefit) for income taxes (94 ) 1,451 Pension and Postretirement Plans: Amortization of prior service cost and net actuarial gain/(loss) 2,791 1,943 All other expense Tax expense/(benefit) (686 ) (480 ) Provision/(benefit) for income taxes 2,105 1,463 Total reclassification from AOCI $ 2,011 $ 2,914

Earnings Per Share

Earnings Per Share	3 Months Ended
	Mar. 31, 2020
Earnings Per Share [Abstract]
Earnings Per Share	Earnings Per Share The following table provides reconciliations of net income to net income available to common shareholders and the difference between average basic common shares outstanding and average diluted common shares outstanding: Three Months Ended (Dollars and shares in thousands, except per share data) 2020 2019 Net income/(loss) $ 16,472 $ 103,405 Net income attributable to noncontrolling interest 2,852 2,820 Net income/(loss) attributable to controlling interest 13,620 100,585 Preferred stock dividends 1,550 1,550 Net income/(loss) available to common shareholders $ 12,070 $ 99,035 Weighted average common shares outstanding—basic 311,597 317,435 Effect of dilutive securities 1,573 2,146 Weighted average common shares outstanding—diluted 313,170 319,581 Net income/(loss) per share available to common shareholders $ 0.04 $ 0.31 Diluted income/(loss) per share available to common shareholders $ 0.04 $ 0.31 The following table presents outstanding options and other equity awards that were excluded from the calculation of diluted earnings per share because they were either anti-dilutive (the exercise price was higher than the weighted-average market price for the period) or the performance conditions have not been met: Three Months Ended (Shares in thousands) 2020 2019 Stock options excluded from the calculation of diluted EPS 3,031 2,613 Weighted average exercise price of stock options excluded from the calculation of diluted EPS $ 18.73 $ 21.77 Other equity awards excluded from the calculation of diluted EPS 4,264 1,922

Contingencies And Other Disclos

Contingencies And Other Disclosures	3 Months Ended
	Mar. 31, 2020
Commitments and Contingencies Disclosure [Abstract]
Contingencies and Other Disclosures	Contingencies and Other Disclosures CONTINGENCIES Contingent Liabilities Overview Contingent liabilities arise in the ordinary course of business. Often they are related to lawsuits, arbitration, mediation, and other forms of litigation. Various litigation matters are threatened or pending against FHN and its subsidiaries. Also, FHN at times receives requests for information, subpoenas, or other inquiries from federal, state, and local regulators, from other government authorities, and from other parties concerning various matters relating to FHN’s current or former businesses. Certain matters of that sort are pending at this time, and FHN is cooperating in those matters. Pending and threatened litigation matters sometimes are settled by the parties, and sometimes pending matters are resolved in court or before an arbitrator. Regardless of the manner of resolution, frequently the most significant changes in status of a matter occur over a short time period, often following a lengthy period of little substantive activity. In view of the inherent difficulty of predicting the outcome of these matters, particularly where the claimants seek very large or indeterminate damages, or where the cases present novel legal theories or involve a large number of parties, or where claims or other actions may be possible but have not been brought, FHN cannot reasonably determine what the eventual outcome of the matters will be, what the timing of the ultimate resolution of these matters may be, or what the eventual loss or impact related to each matter may be. FHN establishes a loss contingency liability for a litigation matter when loss is both probable and reasonably estimable as prescribed by applicable financial accounting guidance. If loss for a matter is probable and a range of possible loss outcomes is the best estimate available, accounting guidance requires a liability to be established at the low end of the range. Based on current knowledge, and after consultation with counsel, management is of the opinion that loss contingencies related to threatened or pending litigation matters should not have a material adverse effect on the consolidated financial condition of FHN, but may be material to FHN’s operating results for any particular reporting period depending, in part, on the results from that period. Material Loss Contingency Matters Summary As used in this Note, except for matters that are reported as having been substantially settled or otherwise substantially resolved, FHN's “material loss contingency matters” generally fall into at least one of the following categories: (i) FHN has determined material loss to be probable and has established a material loss liability in accordance with applicable financial accounting guidance; (ii) FHN has determined material loss to be probable but is not reasonably able to estimate an amount or range of material loss liability; or (iii) FHN has determined that material loss is not probable but is reasonably possible, and that the amount or range of that reasonably possible material loss is estimable. As defined in applicable accounting guidance, loss is reasonably possible if there is more than a remote chance of a material loss outcome for FHN. Set forth below are disclosures for certain pending or threatened litigation matters, including all matters mentioned in (i) or (ii) and certain matters mentioned in (iii). In addition, certain other groups of matters are discussed relating to FHN’s pre-2009 mortgage origination and servicing businesses. In all litigation matters discussed, unless settled or otherwise resolved, FHN believes it has meritorious defenses and intends to pursue those defenses vigorously. FHN reassesses the liability for litigation matters each quarter as the matters progress. At March 31, 2020 , the aggregate amount of liabilities established for all such loss contingency matters was $.6 million . These liabilities are separate from those discussed under the heading “Loan Repurchase and Foreclosure Liability” below. In each material loss contingency matter, except as otherwise noted, there is more than a remote chance that any of the following outcomes will occur: the plaintiff will substantially prevail; the defense will substantially prevail; the plaintiff will prevail in part; or the matter will be settled by the parties. At March 31, 2020 , FHN is unable to estimate any material reasonably possible loss ("RPLs") for contingency matters in future periods in excess of currently established liabilities. As a result of the general uncertainties discussed above and the specific uncertainties discussed for each matter mentioned below, it is possible that the ultimate future loss experienced by FHN for any particular matter may materially exceed the amount, if any, of currently established liability for that matter. Material Matters FHN was one of multiple defendants in a consolidated putative class action suit: In re GSE Bonds Antitrust Litigation, No. 1:19-cv-01704-JSR (U.S. District Court S.D.N.Y.). The plaintiffs claim that defendants conspired to fix secondary market prices of government-sponsored enterprise (“GSE”) bonds from 2009 through 2015. During the third quarter of 2019, FHN reached a class settlement with the plaintiffs, subject to court approval, without admitting liability. Though still subject to court approval, the settlement has been paid and therefore is not reflected in established liabilities. In the first quarter of 2020, a former shareholder of Capital Bank Financial Corp. ("CBF") filed a putative class action suit, Searles v. DeMartini et al, No. 2020-0136 (Del. Chancery), against certain former directors, officers, and shareholders of CBF, alleging, among other things, that defendants breached certain fiduciary duties in connection with CBF's merger with FHN in 2017. Plaintiff claims unspecified damages related to the merger consideration and opportunity loss. FHN is unable to estimate an RPL range for this matter due to significant uncertainties regarding: whether a class will be certified and, if so, the composition of the class; the amount of potential damages that might be awarded, if any; of any such damages amount, the amount that FHN would be obliged to indemnify; the availability of applicable insurance; and the outcome of discovery, which has not yet begun. Exposures from pre-2009 Mortgage Business FHN is contending with indemnification claims related to "other whole loans sold," which were mortgage loans originated by FHN before 2009 and sold outside of an FHN securitization. These claims generally assert that FHN-originated loans contributed to losses in connection with mortgage loans securitized by the buyer of the loans. The claims generally do not include specific deficiencies for specific loans sold by FHN. Instead, the claims generally assert that FHN is liable for a share of the claimant's loss estimated by assessing the totality of the other whole loans sold by FHN to claimant in relation to the totality of the larger number of loans securitized by claimant. FHN is unable to estimate an RPL range for these matters due to significant uncertainties regarding: the number of, and the facts underlying, the loan originations which claimants assert are indemnifiable; the applicability of FHN’s contractual indemnity covenants to those facts and originations; and, in those cases where an indemnity claim may be supported, whether any legal defenses, counterclaims, other counter-positions, or third-party claims might eliminate or reduce claims against FHN or their impact on FHN. FHN also is contending with indemnification claims related to servicing obligations. The most significant is from Nationstar Mortgage LLC, currently doing business as “Mr. Cooper.” Nationstar was the purchaser of FHN’s mortgage servicing obligations and assets in 2013 and 2014 and, starting in 2011, was FHN’s subservicer. Nationstar asserts several categories of indemnity obligations in connection with mortgage loans under the subservicing arrangement and under the purchase transaction. This matter currently is not in litigation, but litigation in the future is possible. FHN is unable to estimate an RPL range for this matter due to significant uncertainties regarding: the exact nature of each of Nationstar’s claims and its position in respect of each; the number of, and the facts underlying, the claimed instances of indemnifiable events; the applicability of FHN’s contractual indemnity covenants to those facts and events; and, in those cases where the facts and events might support an indemnity claim, whether any legal defenses, counterclaims, other counter-positions, or third-party claims might eliminate or reduce claims against FHN or their impact on FHN. FHN has additional potential exposures related to its pre-2009 mortgage businesses. A few of those matters have become litigation which FHN currently estimates are immaterial, some are non-litigation claims or threats, some are mere subpoenas or other requests for information, and in some areas FHN has no indication of any active or threatened dispute. Some of those matters might eventually result in settlements, and some might eventually result in adverse litigation outcomes, but none are included in the material loss contingency liabilities mentioned above or in the RPL range mentioned above. Mortgage Loan Repurchase and Foreclosure Liability FHN’s repurchase and foreclosure liability, primarily related to its pre-2009 mortgage businesses, is comprised of accruals to cover estimated loss content in the active pipeline (consisting of mortgage loan repurchase, make-whole, foreclosure/servicing demands and certain related exposures), estimated future inflows, and estimated loss content related to certain known claims not currently included in the active pipeline. FHN compares the estimated probable incurred losses determined under the applicable loss estimation approaches for the respective periods with current reserve levels. Changes in the estimated required liability levels are recorded as necessary through the repurchase and foreclosure provision. Based on currently available information and experience to date, FHN has evaluated its loan repurchase, make-whole, foreclosure, and certain related exposures and has accrued for losses of $13.5 million and $14.5 million as of March 31, 2020 and December 31, 2019 , respectively. Accrued liabilities for FHN’s estimate of these obligations are reflected in Other liabilities on the Consolidated Condensed Statements of Condition. Charges/expense reversals to increase/decrease the liability are included within Repurchase and foreclosure provision/(provision credit) on the Consolidated Condensed Statements of Income. The estimates are based upon currently available information and fact patterns that exist as of each balance sheet date and could be subject to future changes. Changes to any one of these factors could significantly impact the estimate of FHN’s liability. OTHER DISCLOSURES Indemnification Agreements and Guarantees In the ordinary course of business, FHN enters into indemnification agreements for legal proceedings against its directors and officers and standard representations and warranties for underwriting agreements, merger and acquisition agreements, loan sales, contractual commitments, and various other business transactions or arrangements. The extent of FHN’s obligations under these agreements depends upon the occurrence of future events; therefore, it is not possible to estimate a maximum potential amount of payouts that could be required by such agreements.

Pension, Savings, And Other Emp

Pension, Savings, And Other Employee Benefits	3 Months Ended
	Mar. 31, 2020
Retirement Benefits, Description [Abstract]
Pension, Savings, and Other Employee Benefits	Pension, Savings, and Other Employee Benefits Pension plan. FHN sponsors a noncontributory, qualified defined benefit pension plan to employees hired or re-hired on or before September 1, 2007. Pension benefits are based on years of service, average compensation near retirement or other termination, and estimated social security benefits at age 65 . Benefits under the plan are “frozen” so that years of service and compensation changes after 2012 do not affect the benefit owed. Minimum contributions are based upon actuarially determined amounts necessary to fund the total benefit obligation. Decisions to contribute to the plan are based upon pension funding requirements under the Pension Protection Act, the maximum amount deductible under the Internal Revenue Code, the actual performance of plan assets, and trends in the regulatory environment. FHN made no contributions to the qualified pension plan in 2019. Management does not currently anticipate that FHN will make a contribution to the qualified pension plan for the remainder of 2020. FHN also maintains non-qualified plans including a supplemental retirement plan that covers certain employees whose benefits under the qualified pension plan have been limited by tax rules. These other non-qualified plans are unfunded, and contributions to these plans cover all benefits paid under the non-qualified plans. Payments made under the non-qualified plans were $5.2 million for 2019 . FHN anticipates making benefit payments under the non-qualified plans of $5.2 million in 2020 . Savings plan. FHN provides all qualifying full-time employees with the opportunity to participate in FHN's tax qualifi ed 401(k) savings plan. The qualified plan allows employees to defer receipt of earned salary, up to tax law limits, on a tax- advantaged basis. Accounts, which are held in trust, may be invested in a wide range of mutual funds and in FHN common stock. Up to tax law limits, FHN provides a 100 percent match for the first 6 percent of salary deferred, with company matching contributions invested according to a participant’s current investment election. Through a non-qualified savings restoration plan, FHN provides a restorative benefit to certain highly-compensated employees who participate in the savings plan and whose contribution elections are capped by tax limitations. Other employee benefits. FHN provides postretirement life insurance benefits to certain employees and also provides postretirement medical insurance benefits to retirement-eligible employees. The postretirement medical plan is contributory with FHN contributing a fixed amount for certain participants. FHN’s postretirement benefits include certain prescription drug benefits. Service cost is included in Employee compensation, incentives, and benefits in the Consolidated Condensed Statements of Income. All other components of net periodic benefit cost are included in All other expense. The components of net periodic benefit cost for the three months ended March 31 are as follows: Pension Benefits Other Benefits (Dollars in thousands) 2020 2019 2020 2019 Components of net periodic benefit cost Service cost $ 8 $ 8 $ 25 $ 24 Interest cost 5,909 7,575 304 351 Expected return on plan assets (6,168 ) (9,173 ) (311 ) (269 ) Amortization of unrecognized: Prior service cost/(credit) — — 8 — Actuarial (gain)/loss 3,224 2,435 (75 ) (117 ) Net periodic benefit cost/(credit) $ 2,973 $ 845 $ (49 ) $ (11 )

Business Segment Information

Business Segment Information	3 Months Ended
	Mar. 31, 2020
Segment Reporting, Measurement Disclosures [Abstract]
Business Segment Information	Business Segment Information FHN has four business segments: regional banking, fixed income, corporate, and non-strategic. The regional banking segment offers financial products and services, including traditional lending and deposit taking, to consumer and commercial customers in the southeast U.S. and other selected markets. Regional banking also provides investments, wealth management, financial planning, trust services and asset management, mortgage banking, credit card, and cash management. Additionally, the regional banking segment includes correspondent banking which provides credit, depository, and other banking related services to other financial institutions nationally. The fixed income segment consists of fixed income securities sales, trading, underwriting, and strategies for institutional clients in the U.S. and abroad, as well as loan sales, portfolio advisory services, and derivative sales. The corporate segment consists of unallocated corporate expenses, expense on subordinated debt issuances, bank-owned life insurance, unallocated interest income associated with excess equity, net impact of raising incremental capital, revenue and expense associated with deferred compensation plans, funds management, tax credit investment activities, derivative valuation adjustments related to prior sales of Visa Class B shares, gain/(loss) on extinguishment of debt, acquisition- and integration-related costs, expenses associated with rebranding initiatives, and various charges related to restructuring, repositioning, and efficiency efforts. The non-strategic segment consists of run-off consumer lending activities, pre-2009 mortgage banking elements, and the associated ancillary revenues and expenses related to these businesses. Non-strategic also includes the wind-down trust preferred loan portfolio and exited businesses. Periodically, FHN adapts its segments to reflect managerial or strategic changes. FHN may also modify its methodology of allocating expenses and equity among segments which could change historical segment results. Business segment revenue, expense, asset, and equity levels reflect those which are specifically identifiable or which are allocated based on an internal allocation method. Because the allocations are based on internally developed assignments and allocations, to an extent they are subjective. Generally, all assignments and allocations have been consistently applied for all periods presented. The following table reflects the amounts of consolidated revenue, expense, tax, and average assets for each segment for the three months ended March 31 : Three Months Ended (Dollars in thousands) 2020 2019 Consolidated Net interest income $ 302,802 $ 294,508 Provision/(provision credit) for loan losses (a) 145,000 9,000 Noninterest income 174,756 141,045 Noninterest expense 311,319 296,090 Income/(loss) before income taxes 21,239 130,463 Provision/(benefit) for income taxes 4,767 27,058 Net income/(loss) $ 16,472 $ 103,405 Average assets $ 43,551,912 $ 40,883,192 (a) First quarter 2020 increase in provision expense primarily associated with a sudden, steep decline in the economic forecast attributable to the COVID-19 pandemic. Three Months Ended (Dollars in thousands) 2020 2019 Regional Banking Net interest income $ 300,128 $ 286,023 Provision/(provision credit) for loan losses (a) 145,435 13,442 Noninterest income 81,871 73,029 Noninterest expense 211,013 198,569 Income/(loss) before income taxes 25,551 147,041 Provision/(benefit) for income taxes 4,388 34,109 Net income/(loss) $ 21,163 $ 112,932 Average assets $ 32,164,347 $ 28,801,849 Fixed Income Net interest income $ 10,914 $ 7,332 Noninterest income 95,723 53,807 Noninterest expense 81,063 50,533 Income/(loss) before income taxes 25,574 10,606 Provision/(benefit) for income taxes 6,099 2,457 Net income/(loss) $ 19,475 $ 8,149 Average assets $ 3,764,192 $ 2,848,249 Corporate Net interest income/(expense) $ (13,359 ) $ (7,914 ) Noninterest income (b) (3,718 ) 13,353 Noninterest expense (b) (c) 15,449 41,779 Income/(loss) before income taxes (32,526 ) (36,340 ) Provision/(benefit) for income taxes (6,372 ) (11,771 ) Net income/(loss) $ (26,154 ) $ (24,569 ) Average assets $ 6,784,190 $ 8,058,041 Non-Strategic Net interest income $ 5,119 $ 9,067 Provision/(provision credit) for loan losses (a) (435 ) (4,442 ) Noninterest income 880 856 Noninterest expense 3,794 5,209 Income/(loss) before income taxes 2,640 9,156 Provision/(benefit) for income taxes 652 2,263 Net income/(loss) $ 1,988 $ 6,893 Average assets $ 839,183 $ 1,175,053 Certain previously reported amounts have been reclassified to agree with current presentation. (a) First quarter 2020 increase in provision expense primarily associated with a sudden, steep decline in the economic forecast attributable to the COVID-19 pandemic. (b) First quarter 2020 decrease due to fluctuations in deferred compensation income driven by equity market valuations and mirrored by changes in deferred compensation expense, which is included in employee compensation expense. (c) 2020 and 2019 include restructuring-related costs associated with efficiency initiatives; refer to Note 17 - Restructuring, Repositioning, and Efficiency for additional information. 2020 and 2019 include acquisition-related expenses; refer to Note 2 - Acquisitions and Divestitures for additional information. The following tables reflect a disaggregation of FHN’s noninterest income by major product line and reportable segment for the three months ended March 31, 2020 and 2019 : Three months ended March 31, 2020 (Dollars in thousands) Regional Banking Fixed Income Corporate Non-Strategic Consolidated Noninterest income: Fixed income (a) $ 121 $ 95,514 $ — $ — $ 95,635 Deposit transactions and cash management 28,812 — 1,435 43 30,290 Brokerage, management fees and commissions 15,405 — — — 15,405 Bankcard income 7,150 — 70 33 7,253 Trust services and investment management 7,213 — (18 ) — 7,195 BOLI (b) — — 4,589 — 4,589 Equity securities gains/(losses), net (b) — — 25 — 25 All other income and commissions (c) (d) 23,170 209 (9,819 ) 804 14,364 Total noninterest income $ 81,871 $ 95,723 $ (3,718 ) $ 880 $ 174,756 (a) Includes $9.3 million of underwriting, portfolio advisory, and other noninterest income in scope of Accounting Standards Codification ("ASC") 606, "Revenue From Contracts With Customers." (b) Represents noninterest income excluded from the scope of ASC 606. Amount is presented for informational purposes to reconcile total non-interest income. (c) Includes other service charges, ATM and interchange fees, electronic banking fees, and insurance commission in scope of ASC 606. (d) First quarter 2020 Corporate balance includes negative deferred compensation income driven by equity market valuations. Three months ended March 31, 2019 (Dollars in thousands) Regional Banking Fixed Income Corporate Non- Strategic Consolidated Noninterest income: Fixed income (a) $ 17 $ 53,732 $ — $ — $ 53,749 Deposit transactions and cash management 30,003 3 1,563 52 31,621 Brokerage, management fees and commissions 12,630 — — 3 12,633 Bankcard income 7,039 — 62 (149 ) 6,952 Trust services and investment management 7,056 — (30 ) — 7,026 BOLI (b) — — 4,402 — 4,402 Equity securities gains/(losses), net (b) — — 31 — 31 All other income and commissions (c) 16,284 72 7,325 950 24,631 Total noninterest income $ 73,029 $ 53,807 $ 13,353 $ 856 $ 141,045 Certain previously reported amounts have been reclassified to agree with current presentation. (a) Includes $7.3 million of underwriting, portfolio advisory, and other noninterest income in scope of Accounting Standards Codification ("ASC") 606, "Revenue From Contracts With Customers." (b) Represents noninterest income excluded from the scope of ASC 606. Amount is presented for informational purposes to reconcile total non-interest income. (c) Includes other service charges, ATM and interchange fees, electronic banking fees, and insurance commission in scope of ASC 606.

Variable Interest Entities

Variable Interest Entities	3 Months Ended
	Mar. 31, 2020
Variable Interest Entities [Abstract]
Variable Interest Entities	Variable Interest Entities ASC 810 defines a VIE as a legal entity where (a) the equity investors, as a group, lack sufficient equity at risk for the entity to finance its activities without additional subordinated financial support, (b) the equity investors, as a group, lack either, (1) the power through voting rights, or similar rights, to direct the activities of an entity that most significantly impact the entity’s economic performance, (2) the obligation to absorb the expected losses of the entity, or (3) the right to receive the expected residual returns of the entity, or (c) the entity is structured with non-substantive voting rights. A variable interest is a contractual ownership or other interest that fluctuates with changes in the fair value of the VIE’s net assets exclusive of variable interests. Under ASC 810, as amended, a primary beneficiary is required to consolidate a VIE when it has a variable interest in a VIE that provides it with a controlling financial interest. For such purposes, the determination of whether a controlling financial interest exists is based on whether a single party has both the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant. Consolidated Variable Interest Entities FHN has established certain rabbi trusts related to deferred compensation plans offered to its employees. FHN contributes employee cash compensation deferrals to the trusts and directs the underlying investments made by the trusts. The assets of these trusts are available to FHN’s creditors only in the event that FHN becomes insolvent. These trusts are considered VIEs as there is no equity at risk in the trusts since FHN provided the equity interest to its employees in exchange for services rendered. FHN is considered the primary beneficiary of the rabbi trusts as it has the power to direct the activities that most significantly impact the economic performance of the rabbi trusts through its ability to direct the underlying investments made by the trusts. Additionally, FHN could potentially receive benefits or absorb losses that are significant to the trusts due to its right to receive any asset values in excess of liability payoffs and its obligation to fund any liabilities to employees that are in excess of a rabbi trust’s assets. The following table summarizes the carrying value of assets and liabilities associated with rabbi trusts used for deferred compensation plans which are consolidated by FHN as of March 31, 2020 and December 31, 2019 : ( Dollars in thousands ) March 31, 2020 December 31, 2019 Assets: Other assets $ 82,904 $ 91,873 Total assets $ 82,904 $ 91,873 Liabilities: Other liabilities $ 61,517 $ 70,830 Total liabilities $ 61,517 $ 70,830 Nonconsolidated Variable Interest Entities Low Income Housing Partnerships. First Horizon Community Investment Group, Inc. ("FHCIG"), a wholly-owned subsidiary of First Horizon Bank, makes equity investments as a limited partner in various partnerships that sponsor affordable housing projects utilizing the Low Income Housing Tax Credit (“LIHTC”) pursuant to Section 42 of the Internal Revenue Code. The purpose of these investments is to achieve a satisfactory return on capital and to support FHN’s community reinvestment initiatives. The activities of the limited partnerships include the identification, development, and operation of multi-family housing units that are leased to qualifying residential tenants generally within FHN’s primary geographic region. LIHTC partnerships are considered VIEs as FHCIG, the holder of the equity investment at risk, does not have the ability to direct the activities that most significantly affect the performance of the entity through voting rights or similar rights. FHCIG could absorb losses that are significant to the LIHTC partnerships as it has a risk of loss for its capital contributions and funding commitments to each partnership. The general partners are considered the primary beneficiaries as managerial functions give them the power to direct the activities that most significantly impact the entities’ economic performance and the managing members are exposed to all losses beyond FHCIG’s initial capital contributions and funding commitments. FHN accounts for all qualifying LIHTC investments under the proportional amortization method. Under this method an entity amortizes the initial cost of the investment in proportion to the tax credits and other tax benefits received and recognizes the net investment performance in the income statement as a component of income tax expense/ (benefit). LIHTC investments that do not qualify for the proportional amortization method are accounted for using the equity method. Expenses associated with these investments were $.2 million and $.5 million for the three months ended March 31, 2020 and 2019 , respectively. The following table summarizes the impact to the Provision/(benefit) for income taxes on the Consolidated Condensed Statements of Income for the three months ended March 31, 2020 , and 2019 for LIHTC investments accounted for under the proportional amortization method. Three Months Ended ( Dollars in thousands ) 2020 2019 Provision/(benefit) for income taxes: Amortization of qualifying LIHTC investments $ 5,561 $ 3,998 Low income housing tax credits (4,598 ) (3,629 ) Other tax benefits related to qualifying LIHTC investments (2,555 ) (1,610 ) Other Tax Credit Investments. First Tennessee New Markets Corporation (“FTNMC”), a wholly-owned subsidiary of First Horizon Bank, periodically makes equity investments through wholly-owned subsidiaries as a non-managing member in various limited liability companies (“LLCs”) that sponsor community development projects utilizing the New Market Tax Credit (“NMTC”) pursuant to Section 45 of the Internal Revenue Code. The purpose of these investments is to achieve a satisfactory return on capital and to support FHN’s community reinvestment initiatives. The activities of the LLCs include providing investment capital for low-income communities within FHN’s primary geographic region. A portion of the funding of FTNMC’s investment in a NMTC LLC is obtained via a loan from an unrelated third-party that is typically a community development enterprise. The NMTC LLCs are considered VIEs as FTNMC, the holder of the equity investment at risk, does not have the ability to direct the activities that most significantly affect the performance of the entity through voting rights or similar rights. While FTNMC could absorb losses that are significant to the NMTC LLCs as it has a risk of loss for its initial capital contributions, the managing members are considered the primary beneficiaries as managerial functions give them the power to direct the activities that most significantly impact the NMTC LLCs’ economic performance and the managing members are exposed to all losses beyond FTNMC’s initial capital contributions. FHCIG also makes equity investments as a limited partner or non-managing member in entities that receive Historic Tax Credits pursuant to Section 47 of the Internal Revenue Code. As of March 31, 2020 and December 31, 2019, there were no investments funded through loans from community development enterprises. The purpose of these entities is the rehabilitation of historic buildings with the tax credits provided to incent private investment in the historic cores of cities and towns. These entities are considered VIEs as FHCIG, the holder of the equity investment at risk, does not have the ability to direct the activities that most significantly affect the performance of the entity through voting rights or similar rights. FHCIG could absorb losses that are significant to the entities as it has a risk of loss for its capital contributions and funding commitments to each partnership. The managing members are considered the primary beneficiaries as managerial functions give them the power to direct the activities that most significantly impact the entities’ economic performance and the managing members are exposed to all losses beyond FHCIG’s initial capital contributions and funding commitments. Small Issuer Trust Preferred Holdings . First Horizon Bank holds variable interests in trusts which have issued mandatorily redeemable preferred capital securities (“trust preferreds”) for smaller banking and insurance enterprises. First Horizon Bank has no voting rights for the trusts’ activities. The trusts’ only assets are junior subordinated debentures of the issuing enterprises. The creditors of the trusts hold no recourse to the assets of First Horizon Bank. These trusts meet the definition of a VIE as the holders of the equity investment at risk do not have the power through voting rights, or similar rights, to direct the activities that most significantly impact the trusts’ economic performance. Based on the nature of the trusts’ activities and the size of First Horizon Bank’s holdings, First Horizon Bank could potentially receive benefits or absorb losses that are significant to the trusts regardless of whether a majority of a trust’s securities are held by First Horizon Bank. However, since First Horizon Bank is solely a holder of the trusts’ securities, it has no rights which would give it the power to direct the activities that most significantly impact the trusts’ economic performance and thus it is not considered the primary beneficiary of the trusts. First Horizon Bank has no contractual requirements to provide financial support to the trusts. On-Balance Sheet Trust Preferred Securitization. In 2007, First Horizon Bank executed a securitization of certain small issuer trust preferreds for which the underlying trust meets the definition of a VIE as the holders of the equity investment at risk do not have the power through voting rights, or similar rights, to direct the activities that most significantly impact the entity’s economic performance. First Horizon Bank could potentially receive benefits or absorb losses that are significant to the trust based on the size and priority of the interests it retained in the securities issued by the trust. However, since First Horizon Bank did not retain servicing or other decision making rights, First Horizon Bank is not the primary beneficiary as it does not have the power to direct the activities that most significantly impact the trust’s economic performance. Accordingly, First Horizon Bank has accounted for the funds received through the securitization as a term borrowing in its Consolidated Condensed Statements of Condition. First Horizon Bank has no contractual requirements to provide financial support to the trust. Proprietary Residential Mortgage Securitizations. FHN holds variable interests (primarily principal-only strips) in proprietary residential mortgage securitization trusts it established prior to 2008 as a source of liquidity for its mortgage banking operations. Except for recourse due to breaches of representations and warranties made by FHN in connection with the sale of the loans to the trusts, the creditors of the trusts hold no recourse to the assets of FHN. Additionally, FHN has no contractual requirements to provide financial support to the trusts. Based on their restrictive nature, the trusts are considered VIEs as the holders of equity at risk do not have the power through voting rights, or similar rights, to direct the activities that most significantly impact the trusts’ economic performance. However, FHN did not have the ability to participate in significant portions of a securitization trust’s cash flows and FHN was not considered the primary beneficiary of the trust. Therefore, these trusts were not consolidated by FHN. Holdings in Agency Mortgage-Backed Securities. FHN holds securities issued by various Agency securitization trusts. Based on their restrictive nature, the trusts meet the definition of a VIE since the holders of the equity investments at risk do not have the power through voting rights, or similar rights, to direct the activities that most significantly impact the entities’ economic performance. FHN could potentially receive benefits or absorb losses that are significant to the trusts based on the nature of the trusts’ activities and the size of FHN’s holdings. However, FHN is solely a holder of the trusts’ securities and does not have the power to direct the activities that most significantly impact the trusts’ economic performance, and is not considered the primary beneficiary of the trusts. FHN has no contractual requirements to provide financial support to the trusts. Commercial Loan Troubled Debt Restructurings. For certain troubled commercial loans, First Horizon Bank restructures the terms of the borrower’s debt in an effort to increase the probability of receipt of amounts contractually due. Following a troubled debt restructuring, the borrower entity typically meets the definition of a VIE as the initial determination of whether an entity is a VIE must be reconsidered as events have proven that the entity’s equity is not sufficient to permit it to finance its activities without additional subordinated financial support or a restructuring of the terms of its financing. As First Horizon Bank does not have the power to direct the activities that most significantly impact such troubled commercial borrowers’ operations, it is not considered the primary beneficiary even in situations where, based on the size of the financing provided, First Horizon Bank is exposed to potentially significant benefits and losses of the borrowing entity. First Horizon Bank has no contractual requirements to provide financial support to the borrowing entities beyond certain funding commitments established upon restructuring of the terms of the debt that allows for preparation of the underlying collateral for sale. Sale Leaseback Transaction . First Horizon Bank has entered into an agreement with a single asset leasing entity for the sale and leaseback of an office building. In conjunction with this transaction, First Horizon Bank loaned funds to a related party of the buyer that were used for the purchase price of the building. First Horizon Bank also entered into a construction loan agreement with the single asset entity for renovation of the building. Since this transaction did not qualify as a sale prior to 2019, it was accounted for using the deposit method which created a net asset or liability for all cash flows between First Horizon Bank and the buyer. Upon adoption of ASU 2016-02 the transaction qualified as a seller-financed sale-leaseback. The buyer-lessor in this transaction meets the definition of a VIE as it does not have sufficient equity at risk since First Horizon Bank is providing the funding for the purchase and renovation. A related party of the buyer-lessor has the power to direct the activities that most significantly impact the operations and could potentially receive benefits or absorb losses that are significant to the transactions, making it the primary beneficiary. Therefore, First Horizon Bank does not consolidate the leasing entity. Proprietary Trust Preferred Issuances . In conjunction with the acquisition of CBF, FHN acquired junior subordinated debt underlying multiple issuances of trust preferred debt by institutions previously acquired by CBF. All of the remaining trusts are considered VIEs because the ownership interests from the capital contributions to these trusts are not considered “at risk” in evaluating whether the holders of the equity investments at risk in the trusts have the power through voting rights, or similar rights, to direct the activities that most significantly impact the entities’ economic performance. Thus, FHN cannot be the trusts’ primary beneficiary because its ownership interests in the trusts are not considered variable interests as they are not considered “at risk”. Consequently, none of the trusts are consolidated by FHN. The following table summarizes FHN’s nonconsolidated VIEs as of March 31, 2020 : (Dollars in thousands) Maximum Loss Exposure Liability Recognized Classification Type Low income housing partnerships $ 241,435 $ 123,720 (a) Other tax credit investments (b) 6,161 — Other assets Small issuer trust preferred holdings (c) 234,214 — Loans, net of unearned income On-balance sheet trust preferred securitization 32,261 81,912 (d) Proprietary residential mortgage securitizations 785 — Trading securities Holdings of agency mortgage-backed securities (c) 5,126,372 — (e) Commercial loan troubled debt restructurings (f) 42,109 — Loans, net of unearned income Sale-leaseback transaction 18,052 — (g) Proprietary trust preferred issuances (h) — 167,014 Term borrowings (a) Maximum loss exposure represents $117.7 million of current investments and $123.7 million of accrued contractual funding commitments. Accrued funding commitments represent unconditional contractual obligations for future funding events, and are also recognized in Other liabilities. FHN currently expects to be required to fund these accrued commitments by the end of 2023. (b) A liability is not recognized as investments are written down over the life of the related tax credit. Maximum loss exposure represents the value of current investments. (c) Maximum loss exposure represents the value of current investments. A liability is not recognized as FHN is solely a holder of the trusts’ securities. (d) Includes $112.5 million classified as Loans, net of unearned income, and $1.7 million classified as Trading securities which are offset by $81.9 million classified as Term borrowings. (e) Includes $1.1 billion classified as Trading securities and $4.0 billion classified as Securities available-for-sale. (f) Maximum loss exposure represents $41.6 million of current receivables and $.5 million of contractual funding commitments on loans related to commercial borrowers involved in a troubled debt restructuring. (g) Maximum loss exposure represents the current loan balance plus additional funding commitments. (h) No exposure to loss due to nature of FHN's involvement. The following table summarizes FHN’s nonconsolidated VIEs as of December 31, 2019 : (Dollars in thousands) Maximum Loss Exposure Liability Recognized Classification Type Low income housing partnerships $ 237,668 $ 136,404 (a) Other tax credit investments (b) (c) 6,282 — Other assets Small issuer trust preferred holdings (d) 238,397 — Loans, net of unearned income On-balance sheet trust preferred securitization 33,265 80,908 (e) Proprietary residential mortgage securitizations 941 — Trading securities Holdings of agency mortgage-backed securities (d) 4,537,685 — (f) Commercial loan troubled debt restructurings (g) 45,169 — Loans, net of unearned income Sale-leaseback transaction 18,111 — (h) Proprietary trust preferred issuances (i) — 167,014 Term borrowings (a) Maximum loss exposure represents $101.3 million of current investments and $136.4 million of accrued contractual funding commitments. Accrued funding commitments represent unconditional contractual obligations for future funding events, and are also recognized in Other liabilities. FHN currently expects to be required to fund these accrued commitments by the end of 2023. (b) A liability is not recognized as investments are written down over the life of the related tax credit. (c) Maximum loss exposure represents current investment balance. As of December 31, 2019, there were no investments funded through loans from community development enterprises. (d) Maximum loss exposure represents the value of current investments. A liability is not recognized as FHN is solely a holder of the trusts’ securities. (e) Includes $112.5 million classified as Loans, net of unearned income, and $1.7 million classified as Trading securities which are offset by $80.9 million classified as Term borrowings. (f) Includes $.5 billion classified as Trading securities and $4.0 billion classified as Securities available-for-sale. (g) Maximum loss exposure represents $43.4 million of current receivables and $ 1.8 million of contractual funding commitments on loans related to commercial borrowers involved in a troubled debt restructuring. (h) Maximum loss exposure represents the current loan balance plus additional funding commitments less amounts received from the buyer-lessor. (i)

Derivatives

Derivatives	3 Months Ended
	Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Derivatives In the normal course of business, FHN utilizes various financial instruments (including derivative contracts and credit-related agreements) through its fixed income and risk management operations, as part of its risk management strategy and as a means to meet customers’ needs. Derivative instruments are subject to credit and market risks in excess of the amount recorded on the balance sheet as required by GAAP. The contractual or notional amounts of these financial instruments do not necessarily represent the amount of credit or market risk. However, they can be used to measure the extent of involvement in various types of financial instruments. Controls and monitoring procedures for these instruments have been established and are routinely reevaluated. The Asset/Liability Committee (“ALCO”) controls, coordinates, and monitors the usage and effectiveness of these financial instruments. Credit risk represents the potential loss that may occur if a party to a transaction fails to perform according to the terms of the contract. The measure of credit exposure is the replacement cost of contracts with a positive fair value. FHN manages credit risk by entering into financial instrument transactions through national exchanges, primary dealers or approved counterparties, and by using mutual margining and master netting agreements whenever possible to limit potential exposure. FHN also maintains collateral posting requirements with certain counterparties to limit credit risk. Daily margin posted or received with central clearinghouses is considered a legal settlement of the related derivative contracts which results in a net presentation for each contract in the Consolidated Condensed Statements of Condition. Treatment of daily margin as a settlement has no effect on hedge accounting or gains/losses for the applicable derivative contracts. On March 31, 2020 and December 31, 2019 , respectively, FHN had $214.4 million and $136.6 million of cash receivables and $160.7 million and $53.0 million of cash payables related to collateral posting under master netting arrangements, inclusive of collateral posted related to contracts with adjustable collateral posting thresholds and over-collateralized positions, with derivative counterparties. With exchange-traded contracts, the credit risk is limited to the clearinghouse used. For non-exchange traded instruments, credit risk may occur when there is a gain in the fair value of the financial instrument and the counterparty fails to perform according to the terms of the contract and/or when the collateral proves to be of insufficient value. See additional discussion regarding master netting agreements and collateral posting requirements later in this note under the heading “Master Netting and Similar Agreements.” Market risk represents the potential loss due to the decrease in the value of a financial instrument caused primarily by changes in interest rates or the prices of debt instruments. FHN manages market risk by establishing and monitoring limits on the types and degree of risk that may be undertaken. FHN continually measures this risk through the use of models that measure value-at-risk and earnings-at-risk. Derivative Instruments. FHN enters into various derivative contracts both to facilitate customer transactions and as a risk management tool. Where contracts have been created for customers, FHN enters into upstream transactions with dealers to offset its risk exposure. Contracts with dealers that require central clearing are novated to a clearing agent who becomes FHN’s counterparty. Derivatives are also used as a risk management tool to hedge FHN’s exposure to changes in interest rates or other defined market risks. Forward contracts are over-the-counter contracts where two parties agree to purchase and sell a specific quantity of a financial instrument at a specified price, with delivery or settlement at a specified date. Futures contracts are exchange-traded contracts where two parties agree to purchase and sell a specific quantity of a financial instrument at a specified price, with delivery or settlement at a specified date. Interest rate option contracts give the purchaser the right, but not the obligation, to buy or sell a specified quantity of a financial instrument, at a specified price, during a specified period of time. Caps and floors are options that are linked to a notional principal amount and an underlying indexed interest rate. Interest rate swaps involve the exchange of interest payments at specified intervals between two parties without the exchange of any underlying principal. Swaptions are options on interest rate swaps that give the purchaser the right, but not the obligation, to enter into an interest rate swap agreement during a specified period of time. Trading Activities FHN’s fixed income segment trades U.S. Treasury, U.S. Agency, government-guaranteed loan, mortgage-backed, corporate and municipal fixed income securities, and other securities for distribution to customers. When these securities settle on a delayed basis, they are considered forward contracts. Fixed income also enters into interest rate contracts, including caps, swaps, and floors, for its customers. In addition, fixed income enters into futures and option contracts to economically hedge interest rate risk associated with a portion of its securities inventory. These transactions are measured at fair value, with changes in fair value recognized currently in fixed income noninterest income. Related assets and liabilities are recorded on the Consolidated Condensed Statements of Condition as Derivative assets and Derivative liabilities. The FHN Financial Risk Committee and the Credit Risk Management Committee collaborate to mitigate credit risk related to these transactions. Credit risk is controlled through credit approvals, risk control limits, and ongoing monitoring procedures. Total trading revenues were $78.4 million and $44.5 million for the three months ended March 31, 2020 and 2019 , respectively. Trading revenues are inclusive of both derivative and non-derivative financial instruments, and are included in Fixed income noninterest income on the Consolidated Condensed Statements of Income. The following tables summarize FHN’s derivatives associated with fixed income trading activities as of March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Notional Assets Liabilities Customer interest rate contracts $ 3,395,932 $ 232,886 $ 1,509 Offsetting upstream interest rate contracts 3,395,932 8,822 16,735 Forwards and futures purchased 8,641,017 156,687 8,508 Forwards and futures sold 9,435,099 8,829 163,096 December 31, 2019 (Dollars in thousands) Notional Assets Liabilities Customer interest rate contracts $ 2,697,522 $ 65,768 $ 6,858 Offsetting upstream interest rate contracts 2,697,522 2,583 3,994 Option contracts purchased 40,000 131 — Forwards and futures purchased 9,217,350 17,029 3,187 Forwards and futures sold 9,403,112 3,611 16,620 Interest Rate Risk Management FHN’s ALCO focuses on managing market risk by controlling and limiting earnings volatility attributable to changes in interest rates. Interest rate risk exists to the extent that interest-earning assets and interest-bearing liabilities have different maturity or repricing characteristics. FHN uses derivatives, primarily swaps, that are designed to moderate the impact on earnings as interest rates change. Interest paid or received for swaps utilized by FHN to hedge the fair value of long term debt is recognized as an adjustment of the interest expense of the liabilities whose risk is being managed. FHN’s interest rate risk management policy is to use derivatives to hedge interest rate risk or market value of assets or liabilities, not to speculate. In addition, FHN has entered into certain interest rate swaps and caps as a part of a product offering to commercial customers that includes customer derivatives paired with upstream offsetting market instruments that, when completed, are designed to mitigate interest rate risk. These contracts do not qualify for hedge accounting and are measured at fair value with gains or losses included in current earnings in Noninterest expense on the Consolidated Condensed Statements of Income. FHN designated a derivative transaction in a hedging strategy to manage interest rate risk on $400.0 million of senior debt issued by First Horizon Bank prior to its maturity in December 2019. This qualified for hedge accounting under ASC 815-20 using the long-haul method. FHN entered into a pay floating, receive fixed interest rate swap to hedge the interest rate risk of the senior debt. First Horizon Bank early redeemed the $400.0 million senior debt on November 1, 2019. FHN has designated a derivative transaction in a hedging strategy to manage interest rate risk on $500.0 million of senior debt which matures in December 2020. This qualifies for hedge accounting under ASC 815-20 using the long-haul method. FHN entered into a pay floating, receive fixed interest rate swap to hedge the interest rate risk of the senior debt. The following tables summarize FHN’s derivatives associated with interest rate risk management activities as of March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Notional Assets Liabilities Customer Interest Rate Contracts Hedging Hedging Instruments and Hedged Items: Customer interest rate contracts $ 3,433,278 $ 282,434 $ 503 Offsetting upstream interest rate contracts 3,433,278 5,750 23,066 Debt Hedging Hedging Instruments: Interest rate swaps $ 500,000 $ 61 N/A Hedged Items: Term borrowings: Par N/A N/A $ 500,000 Cumulative fair value hedging adjustments N/A N/A 2,862 Unamortized premium/(discount) and issuance costs N/A N/A (519 ) Total carrying value N/A N/A $ 502,343 December 31, 2019 (Dollars in thousands) Notional Assets Liabilities Customer Interest Rate Contracts Hedging Hedging Instruments and Hedged Items: Customer interest rate contracts $ 3,044,067 $ 90,394 $ 3,515 Offsetting upstream interest rate contracts 3,044,067 3,537 9,735 Debt Hedging Hedging Instruments: Interest rate swaps $ 500,000 N/A $ 69 Hedged Items: Term borrowings: Par N/A N/A $ 500,000 Cumulative fair value hedging adjustments N/A N/A (1,604 ) Unamortized premium/(discount) and issuance costs N/A N/A (740 ) Total carrying value N/A N/A $ 497,656 The following table summarizes gains/(losses) on FHN’s derivatives associated with interest rate risk management activities for the three months ended March 31, 2020 and 2019 : Three Months Ended 2020 2019 (Dollars in thousands) Gains/(Losses) Gains/(Losses) Customer Interest Rate Contracts Hedging Hedging Instruments and Hedged Items: Customer interest rate contracts (a) $ 195,552 $ 29,112 Offsetting upstream interest rate contracts (a) (195,552 ) (29,112 ) Debt Hedging Hedging Instruments: Interest rate swaps (b) $ 4,934 $ 4,279 Hedged Items: Term borrowings (a) (c) (4,465 ) (4,266 ) (a) Gains/losses included in All other expense within the Consolidated Condensed Statements of Income. (b) Gains/losses included in the Interest expense. (c) Represents gains and losses attributable to changes in fair value due to interest rate risk as designated in ASC 815-20 hedging relationships. In first quarter 2016, FHN entered into a pay floating, receive fixed interest rate swap in a hedging strategy to manage its exposure to the variability in cash flows related to the interest payments for the following five years on $250 million principal of debt instruments, which primarily consist of held-to-maturity trust preferred loans that have variable interest payments based on 3-month LIBOR. In first quarter 2017, FHN initiated cash flow hedges of $650 million notional amount that had initial durations between three years and seven years . The debt instruments primarily consist of held-to-maturity commercial loans that have variable interest payments based on 1-month LIBOR. $200 million of these swaps expired in first quarter 2020. These qualify for hedge accounting as cash flow hedges under ASC 815-20. All changes in the fair value of these derivatives are recorded as a component of AOCI. Amounts are reclassified from AOCI to earnings as the hedged cash flows affect earnings. Interest paid or received for these swaps is recognized as an adjustment to interest income of the assets whose cash flows are being hedged. The following tables summarize FHN’s derivative activities associated with cash flow hedges as of March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Notional Assets Liabilities Cash Flow Hedges Hedging Instruments: Interest rate swaps $ 700,000 $ 187 N/A Hedged Items: Variability in cash flows related to debt instruments (primarily loans) N/A $ 700,000 N/A December 31, 2019 (Dollars in thousands) Notional Assets Liabilities Cash Flow Hedges Hedging Instruments: Interest rate swaps $ 900,000 N/A $ 241 Hedged Items: Variability in cash flows related to debt instruments (primarily loans) N/A $ 900,000 N/A The following table summarizes gains/(losses) on FHN’s derivatives associated with cash flow hedges for the three months ended March 31, 2020 and 2019 : Three Months Ended 2020 2019 (Dollars in thousands) Gains/(Losses) Gains/(Losses) Cash Flow Hedges Hedging Instruments: Interest rate swaps (a) $ 17,374 $ 7,218 Gain/(loss) recognized in Other comprehensive income/(loss) 13,155 3,936 Gain/(loss) reclassified from AOCI into Interest income (94 ) 1,451 (a) Approximately $9.1 million of pre-tax gains are expected to be reclassified into earnings in the next twelve months. Other Derivatives In conjunction with the sales of a portion of its Visa Class B shares in 2010 and 2011, FHN and the purchaser entered into derivative transactions whereby FHN will make or receive cash payments whenever the conversion ratio of the Visa Class B shares into Visa Class A shares is adjusted. FHN is also required to make periodic financing payments to the purchasers until all of Visa's covered litigation matters are resolved. In third quarter 2018, FHN sold the remainder of its Visa Class B shares, entering into a similar derivative arrangement with the counterparty. All of these derivatives extend until the end of Visa’s Covered Litigation matters. In September 2018, Visa reached a preliminary settlement for one class of plaintiffs in its Payment Card Interchange matter which later received final court approval in December 2019. In accordance with the agreement terms, several individual plaintiffs opted out of the settlement and have the opportunity to separately pursue resolution with Visa. Settlement has not been reached with the second class of plaintiffs in this matter and other covered litigation matters are also pending judicial resolution. Accordingly, the value and timing for completion of Visa’s Covered Litigation matters are uncertain. The derivative transaction executed in third quarter 2018 includes a contingent accelerated termination clause based on the credit ratings of FHN and First Horizon Bank. FHN has not received or paid collateral related to this contract. As of March 31, 2020 and December 31, 2019 , the derivative liabilities associated with the sales of Visa Class B shares were $20.4 million and $22.8 million , respectively. See Note 17 - Fair Value of Assets & Liabilities for discussion of the valuation inputs and processes for these Visa-related derivatives. FHN utilizes cross currency swaps and cross currency interest rate swaps to economically hedge its exposure to foreign currency risk and interest rate risk associated with non-U.S. dollar denominated loans. As of March 31, 2020 and December 31, 2019 , these loans were valued at $16.2 million and $18.4 million , respectively. The balance sheet amount and the gains/losses associated with these derivatives were not significant. Related to its loan participation/syndication activities, FHN enters into risk participation agreements, under which it assumes exposure for, or receives indemnification for, borrowers’ performance on underlying interest rate derivative contracts. FHN’s counterparties in these contracts are other lending institutions involved in the loan participation/syndication arrangements for which the underlying interest rate derivative contract is intended to hedge interest rate risk for the borrower. FHN will make (other institution is the lead bank) or receive (FHN is the lead bank) payments for risk participations if the borrower defaults on its obligation to perform under the terms of its interest rate derivative agreement with the lead bank in the participation. As of March 31, 2020 the notional values of FHN’s risk participations were $120.8 million of derivative assets and $226.7 million of derivative liabilities. The notional value for risk participation/syndication agreements is consistent with the percentage of participation in the lending arrangement. FHN’s maximum exposure or benefit in the risk participation agreements is contingent on the fair value of the underlying interest rate derivative contracts for which the borrower is in a liability position at the time of default. FHN monitors the credit risk associated with the borrowers to which the risk participations relate through the same credit risk assessment process utilized for establishing credit loss estimates for its loan portfolio. These credit risk estimates are included in the determination of fair value for the risk participations. As of March 31, 2020 , FHN had recognized $280 thousand of derivative assets and $780 thousand of derivative liabilities associated with risk participation agreements. Master Netting and Similar Agreements As previously discussed, FHN uses master netting agreements, mutual margining agreements and collateral posting requirements to minimize credit risk on derivative contracts. Master netting and similar agreements are used when counterparties have multiple derivatives contracts that allow for a “right of setoff,” meaning that a counterparty may net offsetting positions and collateral with the same counterparty under the contract to determine a net receivable or payable. The following discussion provides an overview of these arrangements which may vary due to the derivative type and market in which a derivative transaction is executed. Interest rate derivatives are subject to agreements consistent with standard agreement forms of the International Swap and Derivatives Association (“ISDA”). Currently, all interest rate derivative contracts are entered into as over-the-counter transactions and collateral posting requirements are based on the net asset or liability position with each respective counterparty. For contracts that require central clearing, novation to a counterparty with access to a clearinghouse occurs and margin is posted. Cash margin received (posted) that is considered settlements for the derivative contracts is included in the respective derivative asset (liability) value. Cash margin that is considered collateral received (posted) for interest rate derivatives is recognized as a liability (asset) on FHN’s Consolidated Condensed Statements of Condition. Interest rate derivatives with customers that are smaller financial institutions typically require posting of collateral by the counterparty to FHN. This collateral is subject to a threshold with daily adjustments based upon changes in the level or fair value of the derivative position. Positions and related collateral can be netted in the event of default. Collateral pledged by a counterparty is typically cash or securities. The securities pledged as collateral are not recognized within FHN’s Consolidated Condensed Statements of Condition. Interest rate derivatives associated with lending arrangements share the collateral with the related loan(s). The derivative and loan positions may be netted in the event of default. For disclosure purposes, the entire collateral amount is allocated to the loan. Interest rate derivatives with larger financial institutions entered into prior to required central clearing typically contain provisions whereby the collateral posting thresholds under the agreements adjust based on the credit ratings of both counterparties. If the credit rating of FHN and/or First Horizon Bank is lowered, FHN could be required to post additional collateral with the counterparties. Conversely, if the credit rating of FHN and/or First Horizon Bank is increased, FHN could have collateral released and be required to post less collateral in the future. Also, if a counterparty’s credit ratings were to decrease, FHN and/or First Horizon Bank could require the posting of additional collateral; whereas if a counterparty’s credit ratings were to increase, the counterparty could require the release of excess collateral. Collateral for these arrangements is adjusted daily based on changes in the net fair value position with each counterparty. The net fair value, determined by individual counterparty, of all derivative instruments with adjustable collateral posting thresholds was $232.5 million of assets and $4.4 million of liabilities on March 31, 2020 , and $63.1 million of assets and $6.4 million of liabilities on December 31, 2019 . As of March 31, 2020 and December 31, 2019 , FHN had received collateral of $291.3 million and $148.5 million and posted collateral of $41.4 million and $18.4 million , respectively, in the normal course of business related to these agreements. Certain agreements entered into prior to required central clearing also contain accelerated termination provisions, inclusive of the right of offset, if a counterparty’s credit rating falls below a specified level. If a counterparty’s debt rating (including FHN’s and First Horizon Bank’s) were to fall below these minimums, these provisions would be triggered, and the counterparties could terminate the agreements and require immediate settlement of all derivative contracts under the agreements. The net fair value, determined by individual counterparty, of all derivative instruments with credit-risk-related contingent accelerated termination provisions was $232.3 million of assets and $24.2 million of liabilities on March 31, 2020 , and $63.1 million of assets and $10.3 million of liabilities on December 31, 2019 . As of March 31, 2020 and December 31, 2019 , FHN had received collateral of $291.4 million and $148.5 million and posted collateral of $62.5 million and $22.7 million , respectively, in the normal course of business related to these contracts. FHN’s fixed income segment buys and sells various types of securities for its customers. When these securities settle on a delayed basis, they are considered forward contracts, and are generally not subject to master netting agreements. For futures and options, FHN transacts through a third party, and the transactions are subject to margin and collateral maintenance requirements. In the event of default, open positions can be offset along with the associated collateral. For this disclosure, FHN considers the impact of master netting and other similar agreements which allow FHN to settle all contracts with a single counterparty on a net basis and to offset the net derivative asset or liability position with the related securities and cash collateral. The application of the collateral cannot reduce the net derivative asset or liability position below zero, and therefore any excess collateral is not reflected in the following tables. The following table provides details of derivative assets and collateral received as presented on the Consolidated Condensed Statements of Condition as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized assets Gross amounts offset in the Statements of Condition Net amounts of assets presented in the Statements of Condition (a) Derivative liabilities available for offset Collateral received Net amount Derivative assets: March 31, 2020 Interest rate derivative contracts $ 530,337 $ — $ 530,337 $ (1,974 ) $ (303,798 ) $ 224,565 Forward contracts 165,516 — 165,516 (89,790 ) (54,018 ) 21,708 $ 695,853 $ — $ 695,853 $ (91,764 ) $ (357,816 ) $ 246,273 December 31, 2019 Interest rate derivative contracts $ 162,344 $ — $ 162,344 $ (5,604 ) $ (143,334 ) $ 13,406 Forward contracts 20,640 — 20,640 (13,292 ) (2,000 ) 5,348 $ 182,984 $ — $ 182,984 $ (18,896 ) $ (145,334 ) $ 18,754 (a) Included in Derivative assets on the Consolidated Condensed Statements of Condition. As of March 31, 2020 and December 31, 2019 , $.4 million and $.1 million , respectively, of derivative assets have been excluded from these tables because they are generally not subject to master netting or similar agreements. The following table provides details of derivative liabilities and collateral pledged as presented on the Consolidated Condensed Statements of Condition as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized liabilities Gross amounts offset in the Statements of Condition Net amounts of liabilities presented in the Statements of Condition (a) Derivative assets available for offset Collateral pledged Net amount Derivative liabilities: March 31, 2020 Interest rate derivative contracts $ 41,980 $ — $ 41,980 $ (1,974 ) $ (36,129 ) $ 3,877 Forward contracts 171,604 — 171,604 (89,790 ) (81,814 ) — $ 213,584 $ — $ 213,584 $ (91,764 ) $ (117,943 ) $ 3,877 December 31, 2019 Interest rate derivative contracts $ 24,431 $ — $ 24,431 $ (5,604 ) $ (18,689 ) $ 138 Forward contracts 19,807 — 19,807 (13,292 ) (6,515 ) — $ 44,238 $ — $ 44,238 $ (18,896 ) $ (25,204 ) $ 138 (a) Included in Derivative liabilities on the Consolidated Condensed Statements of Condition. As of March 31, 2020 and December 31, 2019 , $21.4 million and $23.2 million , respectively, of derivative liabilities (primarily Visa-related derivatives) have been excluded from these tables because they are generally not subject to master netting or similar agreements.

Master Netting and Similar Agre

Master Netting and Similar Agreements—Repurchase, Reverse Repurchase, and Securities Borrowing Transactions	3 Months Ended
	Mar. 31, 2020
Offsetting [Abstract]
Master Netting and Similar Agreements—Repurchase, Reverse Repurchase, and Securities Borrowing Transactions	Master Netting and Similar Agreements—Repurchase, Reverse Repurchase, and Securities Borrowing Transactions For repurchase, reverse repurchase and securities borrowing transactions, FHN and each counterparty have the ability to offset all open positions and related collateral in the event of default. Due to the nature of these transactions, the value of the collateral for each transaction approximates the value of the corresponding receivable or payable. For repurchase agreements through FHN’s fixed income business (Securities purchased under agreements to resell and Securities sold under agreements to repurchase), transactions are collateralized by securities and/or government guaranteed loans which are delivered on the settlement date and are maintained throughout the term of the transaction. For FHN’s repurchase agreements through banking activities (Securities sold under agreements to repurchase), securities are typically pledged at settlement and not released until maturity. For asset positions, the collateral is not included on FHN’s Consolidated Condensed Statements of Condition. For liability positions, securities collateral pledged by FHN is generally represented within FHN’s trading or available-for-sale securities portfolios. For this disclosure, FHN considers the impact of master netting and other similar agreements that allow FHN to settle all contracts with a single counterparty on a net basis and to offset the net asset or liability position with the related securities collateral. The application of the collateral cannot reduce the net asset or liability position below zero, and therefore any excess collateral is not reflected in the tables below. The following table provides details of Securities purchased under agreements to resell as presented on the Consolidated Condensed Statements of Condition and collateral pledged by counterparties as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized assets Gross amounts offset in the Statements of Condition Net amounts of assets presented in the Statements of Condition Offsetting securities sold under agreements to repurchase Securities collateral (not recognized on FHN’s Statements of Condition) Net amount Securities purchased under agreements to resell: March 31, 2020 $ 562,435 $ — $ 562,435 $ (6,290 ) $ (553,688 ) $ 2,457 December 31, 2019 586,629 — 586,629 (21,004 ) (562,702 ) 2,923 The following table provides details of Securities sold under agreements to repurchase as presented on the Consolidated Condensed Statements of Condition and collateral pledged by FHN as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized liabilities Gross amounts offset in the Statements of Condition Net amounts of liabilities presented in the Statements of Condition Offsetting securities purchased under agreements to resell Securities/ government guaranteed loans collateral Net amount Securities sold under agreements to repurchase: March 31, 2020 $ 788,595 $ — $ 788,595 $ (6,290 ) $ (782,305 ) $ — December 31, 2019 716,925 — 716,925 (21,004 ) (695,879 ) 42 Due to the short duration of Securities sold under agreements to repurchase and the nature of collateral involved, the risks associated with these transactions are considered minimal. The following tables provide details, by collateral type, of the remaining contractual maturity of Securities sold under agreements to repurchase as of March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Overnight and Continuous Up to 30 Days Total Securities sold under agreements to repurchase: U.S. treasuries $ 18,955 $ — $ 18,955 Government agency issued MBS 399,353 10,397 409,750 Government agency issued CMO — 5,498 5,498 Other U.S. government agencies 83,214 — 83,214 Government guaranteed loans (SBA and USDA) 271,178 — 271,178 Total Securities sold under agreements to repurchase $ 772,700 $ 15,895 $ 788,595 December 31, 2019 (Dollars in thousands) Overnight and Continuous Up to 30 Days Total Securities sold under agreements to repurchase: U.S. treasuries $ 41,364 $ — $ 41,364 Government agency issued MBS 341,173 4,545 345,718 Other U.S. government agencies 54,924 — 54,924 Government guaranteed loans (SBA and USDA) 274,919 — 274,919 Total Securities sold under agreements to repurchase $ 712,380 $ 4,545 $ 716,925

Fair Value of Assets & Liabilit

Fair Value of Assets & Liabilities	3 Months Ended
	Mar. 31, 2020
Fair Value Disclosures [Abstract]
Fair Value of Assets & Liabilities	Fair Value of Assets & Liabilities FHN groups its assets and liabilities measured at fair value in three levels, based on the markets in which the assets and liabilities are traded and the reliability of the assumptions used to determine fair value. This hierarchy requires FHN to maximize the use of observable market data, when available, and to minimize the use of unobservable inputs when determining fair value. Each fair value measurement is placed into the proper level based on the lowest level of significant input. These levels are: • Level 1—Valuation is based upon quoted prices for identical instruments traded in active markets. • Level 2—Valuation is based upon quoted prices for similar instruments 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. • Level 3—Valuation is generated from model-based techniques that use significant assumptions not observable in the market. These unobservable assumptions reflect management’s estimates of assumptions that market participants would use in pricing the asset or liability. Valuation techniques include use of option pricing models, discounted cash flow models, and similar techniques. Recurring Fair Value Measurements The following table presents the balance of assets and liabilities measured at fair value on a recurring basis as of March 31, 2020 : March 31, 2020 (Dollars in thousands) Level 1 Level 2 Level 3 Total Trading securities—fixed income: U.S. treasuries $ — $ 243,315 $ — $ 243,315 Government agency issued MBS — 661,174 — 661,174 Government agency issued CMO — 435,738 — 435,738 Other U.S. government agencies — 57,993 — 57,993 States and municipalities — 75,288 — 75,288 Corporate and other debt — 403,019 — 403,019 Equity, mutual funds, and other — 202 — 202 Total trading securities—fixed income — 1,876,729 — 1,876,729 Trading securities—mortgage banking — — 785 785 Loans held-for-sale (elected fair value) — — 13,584 13,584 Securities available-for-sale: U.S. treasuries — 100 — 100 Government agency issued MBS — 2,402,517 — 2,402,517 Government agency issued CMO — 1,626,943 — 1,626,943 Other U.S. government agencies — 372,497 — 372,497 States and municipalities — 79,125 — 79,125 Corporate and other debt — 40,621 — 40,621 Interest-Only Strip (elected fair value) — — 23,104 23,104 Total securities available-for-sale — 4,521,803 23,104 4,544,907 Other assets: Deferred compensation mutual funds 41,666 — — 41,666 Equity, mutual funds, and other 22,833 — — 22,833 Derivatives, forwards and futures 165,516 — — 165,516 Derivatives, interest rate contracts — 530,140 — 530,140 Derivatives, other — 314 280 594 Total other assets 230,015 530,454 280 760,749 Total assets $ 230,015 $ 6,928,986 $ 37,753 $ 7,196,754 Trading liabilities—fixed income: U.S. treasuries $ — $ 387,498 $ — $ 387,498 Government issued agency CMO — 1,746 — 1,746 Corporate and other debt — 63,367 — 63,367 Total trading liabilities—fixed income — 452,611 — 452,611 Other liabilities: Derivatives, forwards and futures 171,604 — — 171,604 Derivatives, interest rate contracts — 41,813 — 41,813 Derivatives, other — 397 21,170 21,567 Total other liabilities 171,604 42,210 21,170 234,984 Total liabilities $ 171,604 $ 494,821 $ 21,170 $ 687,595 The following table presents the balance of assets and liabilities measured at fair value on a recurring basis as of December 31, 2019 : December 31, 2019 (Dollars in thousands) Level 1 Level 2 Level 3 Total Trading securities—fixed income: U.S. treasuries $ — $ 134,844 $ — $ 134,844 Government agency issued MBS — 268,024 — 268,024 Government agency issued CMO — 250,652 — 250,652 Other U.S. government agencies — 124,972 — 124,972 States and municipalities — 120,744 — 120,744 Corporate and other debt — 445,253 — 445,253 Equity, mutual funds, and other — 777 — 777 Total trading securities—fixed income — 1,345,266 — 1,345,266 Trading securities—mortgage banking — — 941 941 Loans held-for-sale (elected fair value) — — 14,033 14,033 Securities available-for-sale: U.S. treasuries — 100 — 100 Government agency issued MBS — 2,348,517 — 2,348,517 Government agency issued CMO — 1,670,492 — 1,670,492 Other U.S. government agencies — 306,092 — 306,092 States and municipalities — 60,526 — 60,526 Corporate and other debt — 40,540 — 40,540 Interest-Only Strip (elected fair value) — — 19,136 19,136 Total securities available-for-sale — 4,426,267 19,136 4,445,403 Other assets: Deferred compensation mutual funds 46,815 — — 46,815 Equity, mutual funds, and other 22,643 — — 22,643 Derivatives, forwards and futures 20,640 — — 20,640 Derivatives, interest rate contracts — 162,413 — 162,413 Derivatives, other — 62 — 62 Total other assets 90,098 162,475 — 252,573 Total assets $ 90,098 $ 5,934,008 $ 34,110 $ 6,058,216 Trading liabilities—fixed income: U.S. treasuries $ — $ 406,380 $ — $ 406,380 Other U.S. government agencies — 88 — 88 Government agency issued MBS — 33 — 33 Corporate and other debt — 99,080 — 99,080 Total trading liabilities—fixed income — 505,581 — 505,581 Other liabilities: Derivatives, forwards and futures 19,807 — — 19,807 Derivatives, interest rate contracts — 24,412 — 24,412 Derivatives, other — 466 22,795 23,261 Total other liabilities 19,807 24,878 22,795 67,480 Total liabilities $ 19,807 $ 530,459 $ 22,795 $ 573,061 Changes in Recurring Level 3 Fair Value Measurements The changes in Level 3 assets and liabilities measured at fair value for the three months ended March 31, 2020 and 2019 , on a recurring basis are summarized as follows: Three Months Ended March 31, 2020 (Dollars in thousands) Trading securities Interest- only strips- AFS Loans held- for-sale Net derivative Balance on January 1, 2020 $ 941 $ 19,136 $ 14,033 $ (22,795 ) Total net gains/(losses) included in: Net income (156 ) (1,295 ) 329 (511 ) Purchases — 5,481 — — Sales — (8,703 ) — — Settlements — — (778 ) 2,416 Net transfers into/(out of) Level 3 — 8,485 (b) — — Balance on March 31, 2020 $ 785 $ 23,104 $ 13,584 $ (20,890 ) Net unrealized gains/(losses) included in net income $ — (a) $ (865 ) (c) $ 329 (a) $ (511 ) (d) Three Months Ended March 31, 2019 (Dollars in thousands) Trading securities Interest-only-strips-AFS Loans held-for-sale Net derivative Balance on January 1, 2019 $ 1,524 $ 9,902 $ 16,273 $ (31,540 ) Total net gains/(losses) included in: Net income 21 (1,258 ) 495 135 Purchases — 86 — — Sales — (13,012 ) — — Settlements (148 ) — (1,017 ) 2,435 Net transfers into/(out of) Level 3 — 17,477 (b) — — Balance on March 31, 2019 $ 1,397 $ 13,195 $ 15,751 $ (28,970 ) Net unrealized gains/(losses) included in net income $ (30 ) (a) $ (894 ) (c) $ 495 (a) $ 135 (d) (a) Primarily included in mortgage banking income on the Consolidated Condensed Statements of Income. (b) Transfers into interest-only strips - AFS level 3 measured on a recurring basis reflect movements from loans held-for-sale (Level 2 nonrecurring). (c) Primarily included in fixed income on the Consolidated Condensed Statements of Income. (d) Included in Other expense. There were no net unrealized gains/(losses) for Level 3 assets and liabilities included in other comprehensive income as of March 31, 2020 and 2019 . Nonrecurring Fair Value Measurements From time to time, FHN may be required to measure certain other financial assets at fair value on a nonrecurring basis in accordance with GAAP. These adjustments to fair value usually result from the application of lower of cost or market (“LOCOM”) accounting or write-downs of individual assets. For assets measured at fair value on a nonrecurring basis which were still held on the Consolidated Condensed Statements of Condition at March 31, 2020 , and December 31, 2019 , respectively, the following tables provide the level of valuation assumptions used to determine each adjustment and the related carrying value. Carrying value at March 31, 2020 (Dollars in thousands) Level 1 Level 2 Level 3 Total Loans held-for-sale—SBAs and USDA $ — $ 493,876 $ 890 $ 494,766 Loans held-for-sale—first mortgages — — 515 515 Loans, net of unearned income (a) — — 31,535 31,535 OREO (b) — — 13,881 13,881 Other assets (c) — — 10,262 10,262 Carrying value at December 31, 2019 (Dollars in thousands) Level 1 Level 2 Level 3 Total Loans held-for-sale—SBAs and USDA $ — $ 492,595 $ 929 $ 493,524 Loans held-for-sale—first mortgages — — 516 516 Loans, net of unearned income (a) — — 42,208 42,208 OREO (b) — — 15,660 15,660 Other assets (c) — — 10,608 10,608 (a) Represents carrying value of loans for which adjustments are required to be based on the appraised value of the collateral less estimated costs to sell. Write-downs on these loans are recognized as part of provision for loan losses. (b) Represents the fair value and related losses of foreclosed properties that were measured subsequent to their initial classification as OREO. Balance excludes OREO related to government insured mortgages. (c) Represents tax credit investments accounted for under the equity method. For assets measured on a nonrecurring basis which were still held on the Consolidated Condensed Statements of Condition at period end, the following table provides information about the fair value adjustments recorded during the three months ended March 31, 2020 and 2019 : Net gains/(losses) (Dollars in thousands) 2020 2019 Loans held-for-sale—other consumer $ — $ (200 ) Loans held-for-sale—SBAs and USDA (1,391 ) (683 ) Loans held-for-sale—first mortgages 5 15 Loans, net of unearned income (a) (4,839 ) 200 OREO (b) (27 ) 35 Other assets (c) (346 ) (675 ) $ (6,598 ) $ (1,308 ) (a) Write-downs on these loans are recognized as part of provision for loan losses. (b) Represents losses of foreclosed properties that were measured subsequent to their initial classification as OREO. Balance excludes OREO related to government insured mortgages. (c) Represents tax credit investments accounted for under the equity method. In 2019, FHN recognized $4.6 million of impairments and $.7 million of impairment reversals, respectively, related to dispositions of acquired properties and $1.5 million of impairments for lease assets related to continuing acquisition integration efforts associated with reduction of leased office space and branch optimization. Related to its restructuring, repositioning, and efficiency efforts, FHN recognized $14.0 million of impairments and $1.4 million of impairment reversals, respectively, for tangible long-lived assets and lease assets. Related to the Company's rebranding initiative, FHN recognized $7.1 million of impairments within the Corporate segment for long-lived tangible assets, primarily signage, related to the company's rebranding initiative. These amounts were recognized in the Corporate segment. Lease asset impairments recognized in 2019 represent the reduction in value of the right-of-use assets associated with leases that are being exited in advance of the contractual lease expiration. Impairments are measured using a discounted cash flow methodology, which is considered a Level 3 valuation. Impairments of long-lived tangible assets reflect locations where the associated land and building are either owned or leased. The fair values of owned sites were determined using estimated sales prices from appraisals and broker opinions less estimated costs to sell with adjustments upon final disposition. The fair values of owned assets in leased sites (e.g., leasehold improvements) were determined using a discounted cash flow approach, based on the revised estimated useful lives of the related assets. Both measurement methodologies are considered Level 3 valuations. Impairment adjustments recognized upon disposition of a location are considered Level 2 valuations. Level 3 Measurements The following tables provide information regarding the unobservable inputs utilized in determining the fair value of Level 3 recurring and non-recurring measurements as of March 31, 2020 and December 31, 2019 : (Dollars in thousands) Values Utilized Level 3 Class Fair Value at Valuation Techniques Unobservable Input Range Weighted Average (d) Available-for-sale- securities SBA-interest only strips $ 23,104 Discounted cash flow Constant prepayment rate 12% 12% Bond equivalent yield 14% - 18% 14% Loans held-for-sale - residential real estate 14,099 Discounted cash flow Prepayment speeds - First mortgage 3% - 15% 4.6% Foreclosure losses 50% - 66% 64% Loss severity trends - First mortgage 2% - 20% of UPB 14.2% Loans held-for-sale- unguaranteed interest in SBA loans 890 Discounted cash flow Constant prepayment rate 8% - 12% 10% Bond equivalent yield 8% 8% Derivative liabilities, other 20,890 Discounted cash flow Visa covered litigation resolution amount $5.4 billion - $6.0 billion $5.8 billion Probability of resolution scenarios 10% - 50% 16% Time until resolution 12 - 36 months 26 months Loans, net of unearned 31,535 Appraisals from comparable properties Marketability adjustments for specific properties 0% - 10% of appraisal NM Other collateral valuations Borrowing base certificates adjustment 20% - 50% of gross value NM Financial Statements/Auction values adjustment 0% - 25% of reported value NM OREO (b) 13,881 Appraisals from comparable properties Adjustment for value changes since appraisal 0% - 10% of appraisal NM Other assets (c) 10,262 Discounted cash flow Adjustments to current sales yields for specific properties 0% - 15% adjustment to yield NM Appraisals from comparable properties Marketability adjustments for specific properties 0% - 25% of appraisal NM NM - Not meaningful. (a) Represents carrying value of loans for which adjustments are required to be based on the appraised value of the collateral less estimated costs to sell. Write-downs on these loans are recognized as part of provision for loan losses. (b) Represents the fair value of foreclosed properties that were measured subsequent to their initial classification as OREO. Balance excludes OREO related to government insured mortgages. (c) Represents tax credit investments accounted for under the equity method. (d) Weighted averages are determined by the relative fair value of the instruments or the relative contribution to an instrument's fair value. (Dollars in thousands) Values Utilized Level 3 Class Fair Value at Valuation Techniques Unobservable Input Range Weighted Average (d) Available-for-sale- securities SBA-interest only strips $ 19,136 Discounted cash flow Constant prepayment rate 12% 12% Bond equivalent yield 16% - 17% 16% Loans held-for-sale - residential real estate 14,549 Discounted cash flow Prepayment speeds - First mortgage 3% - 14% 4.1% Prepayment speeds - HELOC 0% - 12% 7.6% Foreclosure losses 50% - 66% 64% Loss severity trends - First mortgage 3% - 24% of UPB 14.3% Loss severity trends - HELOC 0% - 72% of UPB 50% Loans held-for-sale- unguaranteed interest in SBA loans 929 Discounted cash flow Constant prepayment rate 8% - 12% 10% Bond equivalent yield 9% 9% Derivative liabilities, other 22,795 Discounted cash flow Visa covered litigation resolution amount $5.4 billion - $6.0 billion $5.8 billion Probability of resolution scenarios 10% - 50% 16% Time until resolution 15 - 39 months 29 months Loans, net of unearned 42,208 Appraisals from comparable properties Marketability adjustments for specific properties 0% - 10% of appraisal NM Other collateral valuations Borrowing base certificates adjustment 20% - 50% of gross value NM Financial Statements/Auction values adjustment 0% - 25% of reported value NM OREO (b) 15,660 Appraisals from comparable properties Adjustment for value changes since appraisal 0% - 10% of appraisal NM Other assets (c) 10,608 Discounted cash flow Adjustments to current sales yields for specific properties 0% - 15% adjustment to yield NM Appraisals from comparable properties Marketability adjustments for specific properties 0% - 25% of appraisal NM NM - Not meaningful. (a) Represents carrying value of loans for which adjustments are required to be based on the appraised value of the collateral less estimated costs to sell. Write-downs on these loans are recognized as part of provision for loan losses. (b) Represents the fair value of foreclosed properties that were measured subsequent to their initial classification as OREO. Balance excludes OREO related to government insured mortgages. (c) Represents tax credit investments accounted for under the equity method. (d) Weighted averages are determined by the relative fair value of the instruments or the relative contribution to an instrument's fair value Securities AFS . Increases (decreases) in estimated prepayment rates and bond equivalent yields negatively (positively) affect the value of SBA interest only strips. Management additionally considers whether the loans underlying related SBA-interest only strips are delinquent, in default or prepaying, and adjusts the fair value down 20 - 100% depending on the length of time in default. Loans held-for-sale. Foreclosure losses and prepayment rates are significant unobservable inputs used in the fair value measurement of FHN’s residential real estate loans held-for-sale. Loss severity trends are also assessed to evaluate the reasonableness of fair value estimates resulting from discounted cash flows methodologies as well as to estimate fair value for newly repurchased loans and loans that are near foreclosure. Significant increases (decreases) in any of these inputs in isolation would result in significantly lower (higher) fair value measurements. All observable and unobservable inputs are re-assessed quarterly. Increases (decreases) in estimated prepayment rates and bond equivalent yields negatively (positively) affect the value of unguaranteed interests in SBA loans. Unguaranteed interest in SBA loans held-for-sale are carried at less than the outstanding balance due to credit risk estimates. Credit risk adjustments may be reduced if prepayment is likely or as consistent payment history is realized. Management also considers other factors such as delinquency or default and adjusts the fair value accordingly. Derivative liabilities. In conjunction with the sales of portions of its Visa Class B shares, FHN and the purchasers entered into derivative transactions whereby FHN will make, or receive, cash payments whenever the conversion ratio of the Visa Class B shares into Visa Class A shares is adjusted. FHN uses a discounted cash flow methodology in order to estimate the fair value of FHN’s derivative liabilities associated with its prior sales of Visa Class B shares. The methodology includes estimation of both the resolution amount for Visa’s Covered Litigation matters as well as the length of time until the resolution occurs. Significant increases (decreases) in either of these inputs in isolation would result in significantly higher (lower) fair value measurements for the derivative liabilities. Additionally, FHN performs a probability weighted multiple resolution scenario to calculate the estimated fair value of these derivative liabilities. Assignment of higher (lower) probabilities to the larger potential resolution scenarios would result in an increase (decrease) in the estimated fair value of the derivative liabilities. Since this estimation process requires application of judgment in developing significant unobservable inputs used to determine the possible outcomes and the probability weighting assigned to each scenario, these derivatives have been classified within Level 3 in fair value measurements disclosures. Loans, net of unearned income and Other Real Estate Owned. Collateral-dependent loans and OREO are primarily valued using appraisals based on sales of comparable properties in the same or similar markets. Other collateral (receivables, inventory, equipment, etc.) is valued through borrowing base certificates, financial statements and/or auction valuations. These valuations are discounted based on the quality of reporting, knowledge of the marketability/collectability of the collateral and historical disposition rates. Other assets – tax credit investments. The estimated fair value of tax credit investments accounted for under the equity method is generally determined in relation to the yield (i.e., future tax credits to be received) an acquirer of these investments would expect in relation to the yields experienced on current new issue and/or secondary market transactions. Thus, as tax credits are recognized, the future yield to a market participant is reduced, resulting in consistent impairment of the individual investments. Individual investments are reviewed for impairment quarterly, which may include the consideration of additional marketability discounts related to specific investments which typically includes consideration of the underlying property’s appraised value. Fair Value Option FHN has elected the fair value option on a prospective basis for almost all types of mortgage loans originated for sale purposes under the Financial Instruments Topic (“ASC 825”) except for mortgage origination operations which utilize the platform acquired from CBF. FHN determined that the election reduces certain timing differences and better matches changes in the value of such loans with changes in the value of derivatives and forward delivery commitments used as economic hedges for these assets at the time of election. Repurchased loans are recognized within loans held-for-sale at fair value at the time of repurchase, which includes consideration of the credit status of the loans and the estimated liquidation value. FHN has elected to continue recognition of these loans at fair value in periods subsequent to reacquisition. Due to the credit-distressed nature of the vast majority of repurchased loans and the related loss severities experienced upon repurchase, FHN believes that the fair value election provides a more timely recognition of changes in value for these loans that occur subsequent to repurchase. Absent the fair value election, these loans would be subject to valuation at the LOCOM value, which would prevent subsequent values from exceeding the initial fair value, determined at the time of repurchase, but would require recognition of subsequent declines in value. Thus, the fair value election provides for a more timely recognition of any potential future recoveries in asset values while not affecting the requirement to recognize subsequent declines in value. The following tables reflect the differences between the fair value carrying amount of residential real estate loans held-for-sale measured at fair value in accordance with management’s election and the aggregate unpaid principal amount FHN is contractually entitled to receive at maturity. March 31, 2020 (Dollars in thousands) Fair value carrying amount Aggregate unpaid principal Fair value carrying amount less aggregate unpaid principal Residential real estate loans held-for-sale reported at fair value: Total loans $ 13,584 $ 18,546 $ (4,962 ) Nonaccrual loans 3,181 6,069 (2,888 ) Loans 90 days or more past due and still accruing 190 268 (78 ) December 31, 2019 (Dollars in thousands) Fair value carrying amount Aggregate unpaid principal Fair value carrying amount less aggregate unpaid principal Residential real estate loans held-for-sale reported at fair value: Total loans $ 14,033 $ 19,278 $ (5,245 ) Nonaccrual loans 3,532 6,646 (3,114 ) Loans 90 days or more past due and still accruing 163 268 (105 ) Assets and liabilities accounted for under the fair value election are initially measured at fair value with subsequent changes in fair value recognized in earnings. Such changes in the fair value of assets and liabilities for which FHN elected the fair value option are included in current period earnings with classification in the income statement line item reflected in the following table: Three Months Ended (Dollars in thousands) 2020 2019 Changes in fair value included in net income: Mortgage banking noninterest income Loans held-for-sale $ 329 $ 495 For the three months ended March 31, 2019, the amount for residential real estate loans held-for-sale included a gain of $.3 million in pretax earnings that is attributable to changes in instrument-specific credit risk. For the three months ended March 31, 2020 this amount was not material. The portion of the fair value adjustments related to credit risk was determined based on estimated default rates and estimated loss severities. Interest income on residential real estate loans held-for-sale measured at fair value is calculated based on the note rate of the loan and is recorded in the interest income section of the Consolidated Condensed Statements of Income as interest on loans held-for-sale. FHN has elected to account for retained interest-only strips from guaranteed SBA loans recorded in available-for-sale securities at fair value through earnings. Since these securities are subject to the risk that prepayments may result in FHN not recovering all or a portion of its recorded investment, the fair value election results in a more timely recognition of the effects of estimated prepayments through earnings rather than being recognized through other comprehensive income with periodic review for other-than-temporary impairment. Gains or losses are recognized through fixed income revenues and are presented in the recurring measurements table. Determination of Fair Value In accordance with ASC 820-10-35, fair values are based on the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The following describes the assumptions and methodologies used to estimate the fair value of financial instruments recorded at fair value in the Consolidated Condensed Statements of Condition and for estimating the fair value of financial instruments for which fair value is disclosed under ASC 825-10-50. Short-term financial assets. Federal funds sold, securities purchased under agreements to resell, and interest bearing deposits with other financial institutions and the Federal Reserve are carried at historical cost. The carrying amount is a reasonable estimate of fair value because of the relatively short time between the origination of the instrument and its expected realization. Trading securities and trading liabilities. Trading securities and trading liabilities are recognized at fair value through current earnings. Trading inventory held for broker-dealer operations is included in trading securities and trading liabilities. Broker-dealer long positions are valued at bid price in the bid-ask spread. Short positions are valued at the ask price. Inventory positions are valued using observable inputs including current market transactions, LIBOR and U.S. treasury curves, credit spreads, and consensus prepayment speeds. Trading loans are valued using observable inputs including current market transactions, swap rates, mortgage rates, and consensus prepayment speeds. Trading securities also include retained interests in prior mortgage securitizations that qualify as financial assets, which include primarily principal-only strips. FHN uses inputs including yield curves, credit spreads, and prepayment speeds to determine the fair value of principal-only strips. Securities available-for-sale. Securities available-for-sale includes the investment portfolio accounted for as available-for-sale under ASC 320-10-25. Valuations of available-for-sale securities are performed using observable inputs obtained from market transactions in similar securities. Typical inputs include LIBOR and U.S. treasury curves, consensus prepayment estimates, and credit spreads. When available, broker quotes are used to support these valuations. Interest only strips are valued at elected fair value based on an income approach using an internal valuation model. The internal valuation model includes assumptions regarding projections of future cash flows, prepayment rates, default rates and interest only strip terms. These securities bear the risk of loan prepayment or default that may result in the Company not recovering all or a portion of its recorded investment. When appropriate, valuations are adjusted for various factors including default or prepayment status of the underlying SBA loans. Because of the inherent uncertainty of valuation, those estimated values may be higher or lower than the values that would have been used had a ready market for the securities existed, and may change in the near term. Loans held-for-sale. Residential real estate loans held-for-sale are valued using current transaction prices and/or values on similar assets when available, including committed bids for specific loans or loan portfolios. Uncommitted bids may be adjusted based on other available market information. For all other loans FHN determines the fair value of residential real estate loans held-for-sale using a discounted cash flow model which incorporates both observable and unobservable inputs. Inputs include current mortgage rates for similar products, estimated prepayment rates, foreclosure losses, and various loan performance measures (delinquency, LTV, credit score). Adjustments for delinquency and other differences in loan characteristics are typically reflected in the model’s discount rates. Loss severity trends and the value of underlying collateral are also considered in assessing the appropriate fair value for severely delinquent loans and loans in foreclosure. The valuation of HELOCs also incorporates estimated cancellation rates for loans expected to become delinquent. Non-mortgage consumer loans held-for-sale are valued using committed bids for specific loans or loan portfolios or current market pricing for similar assets with adjustments for differences in credit standing (delinquency, historical default rates for similar loans), yield, collateral values and prepayment rates. If pricing for similar assets is not available, a discounted cash flow methodology is utilized, which incorporates all of these factors into an estimate of investor required yield for the discount rate. The Company utilizes quoted market prices of similar instruments or broker and dealer quotations to value the SBA and USDA guaranteed loans. The Company values SBA-unguaranteed interests in loans held-for-sale based on individual loan characteristics, such as industry type and pay history which generally follows an income approach. Furthermore, these valuations are adjusted for changes in prepayment estimates and are reduced due to restrictions on trading. The fair value of other non-residential real estate loans held-for-sale is approximated by their carrying values based on current transaction values. Collateral-Dependent loans. For loans measured using the estimated fair value of collateral less costs to sell, fair value is estimated using appraisals of the collateral. Collateral values are monitored and additional write-downs are recognized if it is determined that the estimated collateral values have declined further. Estimated costs to sell are based on current amounts of disposal costs for similar assets. Carrying value is considered to reflect fair value for these loans. Derivative assets and liabilities . The fair value for forwards and futures contracts is based on current transactions involving identical securities. Futures contracts are exchange-traded and thus have no credit risk factor assigned as the risk of non-performance is limited to the clearinghouse used. Valuations of other derivatives (primarily interest rate related swaps) are based on inputs observed in active markets for similar instruments. Typical inputs include the LIBOR curve, Overnight Indexed Swap (“OIS”) curve, option volatility, and option skew. In measuring the fair value of these derivative assets and liabilities, FHN has elected to consider credit risk based on the net exposure to individual counterparties. Credit risk is mitigated for these instruments through the use of mutual margining and master netting agreements as well as collateral posting requirements. For derivative contracts with daily cash margin requirements that are considered settlements, the daily margin amount is netted within derivative assets or liabilities. Any remaining credit risk related to interest rate derivatives is considered in determining fair value through evaluation of additional factors such as customer loan grades and debt ratings. Foreign currency related derivatives also utilize observable exchange rates in the determination of fair value. The determination of fair value for FHN’s derivative liabilities associat

Restructuring, Repositioning, a

Restructuring, Repositioning, and Efficiency	3 Months Ended
	Mar. 31, 2020
Restructuring and Related Activities [Abstract]
Restructuring, Repositioning, and Efficiency	Restructuring, Repositioning, and Efficiency Beginning in 2019, FHN initiated a company-wide review of business practices with the goal of optimizing its expense base to improve profitability and create capacity to reinvest savings into technology and revenue production activities. Restructuring, repositioning, and efficiency charges related to these corporate-driven actions were not significant in first quarter 2020 and were $12.2 million in first quarter 2019 and are included in the Corporate segment. Significant expenses resulted from the following actions: • Severance and other employee costs primarily related to efficiency initiatives within corporate and bank services functions which are classified as Employee compensation, incentives and benefits within noninterest expense. • Expense largely related to the identification of efficiency opportunities within the organization which is reflected in Professional fees. Settlement of the obligations arising from current initiatives will be funded from operating cash flows. Total expense recognized for the three months ended March 31, 2020 and 2019 is presented in the table below: Three Months Ended Dollars in thousands 2020 2019 Employee compensation, incentives and benefits $ 57 $ 6,505 Professional fees 7 4,295 Occupancy 2 817 Other (103 ) 535 Total restructuring and repositioning charges $ (37 ) $ 12,152

Other Events

Other Events	3 Months Ended
	Mar. 31, 2020
Subsequent Events [Abstract]
Other Events	Other Events In April 2020, First Horizon Bank issued $450 million of 5.750% Subordinated Notes due May 1, 2030. Interest payments are due semi-annually on May 1 and November 1, commencing November 1, 2020. The sale of the Notes resulted in net proceeds to the Company of approximately $446 million .

Financial Information (Policies

Financial Information (Policies)	3 Months Ended
	Mar. 31, 2020
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis Of Accounting	Basis of Accounting. The unaudited interim consolidated condensed financial statements of First Horizon National Corporation (“FHN”), including its subsidiaries, have been prepared in conformity with accounting principles generally accepted in the United States of America and follow general practices within the industries in which it operates. This preparation requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes. These estimates and assumptions are based on information available as of the date of the financial statements and could differ from actual results. In the opinion of management, all necessary adjustments have been made for a fair presentation of financial position and results of operations for the periods presented. These adjustments are of a normal recurring nature unless otherwise disclosed in this Quarterly Report on Form 10-Q. The operating results for the interim 2020 period are not necessarily indicative of the results that may be expected going forward. For further information, refer to the audited consolidated financial statements in Item 8 to FHN’s Annual Report on Form 10-K for the year ended December 31, 2019 .
Revenues, Contract Balances, Transaction Price Allocated to Remaining Performance Obligation	Revenues. Revenue is recognized when the performance obligations under the terms of a contract with a customer are satisfied in an amount that reflects the consideration FHN expects to be entitled. FHN derives a significant portion of its revenues from fee-based services. Noninterest income from transaction-based fees is generally recognized immediately upon completion of the transaction. Noninterest income from service-based fees is generally recognized over the period in which FHN provides the service. Any services performed over time generally require that FHN render services each period and therefore FHN measures progress in completing these services based upon the passage of time and recognizes revenue as invoiced. See Note 1– Summary of Significant Accounting Policies in the Notes to Consolidated Financial Statements on Form 10-K for the year ended December 31, 2019, for a discussion of FHN's key revenues. Contract Balances. As of March 31, 2020 , accounts receivable related to products and services on non-interest income were $8.4 million . For the three months ended March 31, 2020 , FHN had no material impairment losses on non-interest accounts receivable and there were no material contract assets, contract liabilities or deferred contract costs recorded on the Consolidated Condensed Statements of Condition as of March 31, 2020 . Credit risk is assessed on these accounts receivable each reporting period and the amount of estimated uncollectible receivables is not significant. Transaction Price Allocated to Remaining Performance Obligations. For the three months ended March 31, 2020 , revenue recognized from performance obligations related to prior periods was not material. Revenue expected to be recognized in any future year related to remaining performance obligations, excluding revenue pertaining to contracts that have an original expected duration of one year or less and contracts where revenue is recognized as invoiced, is not material. Refer to Note 12– Business Segment Information for a reconciliation of disaggregated revenue by major product line and reportable segment.
Debt Investment Securities	Debt Investment Securities. Debt securities that may be sold prior to maturity are classified as available-for-sale (“AFS”) and are carried at fair value. The unrealized gains and losses on debt securities AFS, including securities for which no credit impairment exists, are excluded from earnings and are reported, net of tax, as a component of other comprehensive income within shareholders’ equity and the Consolidated Condensed Statements of Comprehensive Income. Debt securities which management has the intent and ability to hold to maturity (“HTM”) are reported at amortized cost. Interest-only strips that are classified as securities AFS are valued at elected fair value. See Note 16 - Fair Value of Assets and Liabilities for additional information. Realized gains and losses (i.e., from sales) for debt investment securities are determined by the specific identification method and reported in noninterest income. In periods subsequent to 2019, the evaluation of credit risk for HTM debt securities mirrors the process described below for loans held-for-investment. AFS debt securities are reviewed for potential credit impairment at the individual security level. The evaluation of credit risk includes consideration of third-party and government guarantees (both explicit and implicit), senior or subordinated status, credit ratings of the issuer, the effects of interest rate changes since purchase and observable market information such as issuer-specific credit spreads. Credit losses for AFS debt securities are generally recognized through establishment of an allowance for credit losses that cannot exceed the amount by which amortized cost exceeds fair value. Charge offs are recorded as reductions of the security’s amortized cost and the credit allowance. Subsequent improvements in estimated credit losses result in reduction of the credit allowance, but not beyond zero. However, if FHN has the intent to sell or if it is more-likely-than-not that it will be compelled to sell a security with an unrecognized loss, the difference between the security's carrying value and fair value is recognized through earnings and a new amortized cost basis is established for the security (i.e., no allowance for credit losses is recognized). FHN has elected to exclude accrued interest receivable (“AIR”) from the fair value and amortized cost basis on AFS debt securities when assessing whether these securities have experienced credit impairment. Additionally, FHN has elected to not measure an allowance for credit losses on AIR for AFS debt securities based on its policy to write off uncollectible interest in a timely manner, which generally occurs when delinquency reaches no more than 90 days for all security types. Any such write offs are recognized as a reduction of interest income. AIR for AFS debt securities is included within Other assets in the Consolidated Condensed Statement of Condition. In periods prior to 2020, both AFS and HTM securities were reviewed quarterly for possible other-than-temporary impairment (“OTTI”). The review included an analysis of the facts and circumstances of each individual investment such as the degree of loss, the length of time the fair value had been below cost, the expectation for that security’s performance, the creditworthiness of the issuer and FHN’s intent and ability to hold the security. Declines in value judged to be other-than-temporary (“OTTI”) based on FHN’s analysis of the facts and circumstances related to an individual investment, including securities that FHN had the intent to sell, were determined by the specific identification method. For HTM debt securities, OTTI recognized was typically credit-related and was reported in noninterest income. For impaired AFS debt securities that FHN did not intend to sell and was not required to sell prior to recovery but for which credit losses existed, the OTTI recognized was allocated between the total impairment related to credit losses which was reported in noninterest income, and the impairment related to all other factors which was excluded from earnings and reported, net of tax, as a component of other comprehensive income within shareholders’ equity and the Consolidated Condensed Statements of Comprehensive Income.
Fed Funds Sold and Purchased	Fed Funds Sold and Purchased. Fed funds sold and purchased represent unsecured overnight funding arrangements between participants in the Federal Reserve system primarily to assist banks in meeting their regulatory cash reserve requirements. Fed Funds sold are evaluated for credit risk each reporting period. Due to the short duration of each transaction and the history of no credit losses, no credit loss has been recognized.
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. FHN purchases short-term securities under agreements to resell which are accounted for as collateralized financings except where FHN does not have an agreement to sell the same or substantially the same securities before maturity at a fixed or determinable price. All of FHN’s securities purchased under agreements to resell are recognized as collateralized financings. Securities delivered under these transactions are delivered to either the dealer custody account at the FRB or to the applicable counterparty. Securities sold under agreements to repurchase are offered to cash management customers as an automated, collateralized investment account. Securities sold under agreements to repurchase are also used by the consumer/commercial bank to obtain favorable borrowing rates on its purchased funds. All of FHN's securities sold under agreements to repurchase are secured borrowings. Collateral is valued daily and FHN may require counterparties to deposit additional securities or cash as collateral, or FHN may return cash or securities previously pledged by counterparties, or FHN may be required to post additional securities or cash as collateral, based on the contractual requirements for these transactions. FHN’s fixed income business utilizes securities borrowing arrangements as part of its trading operations. Securities borrowing transactions generally require FHN to deposit cash with the securities lender. The amount of cash advanced is recorded within Securities purchased under agreements to resell in the Consolidated Condensed Statements of Condition. These transactions are not considered purchases and the securities borrowed are not recognized by FHN. FHN does not conduct securities lending transactions. Securities purchased under agreements to resell and securities borrowing arrangements are evaluated for credit risk each reporting period. As presented in Note 15 - Master Netting and Similar Agreements - Repurchase, Reverse Repurchase, and Securities Borrowing Transactions, these agreements are collateralized by the related securities and collateral maintenance provisions with counterparties, including replenishment and adjustment on a transaction specific basis. This collateral includes both the securities collateral for each transaction as well as offsetting securities sold under agreements to repurchase with the same counterparty. Given the history of no credit losses and collateralized nature of these transactions, no credit loss has been recognized.
Loans, Purchased Credit-Deteriorated Loans, Purchased Credit-Impaired Loans, and Allowance for Loan Losses	Subsequent to 2019 The ALLL is maintained at a level that management determines is sufficient to absorb current expected credit losses (“CECL”) in the loan portfolio. Management uses analytical models to estimate expected credit losses in the loan portfolio as of the balance sheet date. The models are carefully reviewed to identify trends that may not be captured in the modeled loss estimates. Management uses qualitative adjustments for those items not reflected in the modeled loss information such as recent changes from the macroeconomic forecasts utilized in model calculations, results of additional stressed modeling scenarios, observed and/or expected changes affecting borrowers in specific industries or geographic areas, exposure to large lending relationships and expected recoveries of prior charge offs. The ALLL is increased by the provision for loan losses and is decreased by loan charge-offs. The ALLL is determined in accordance with ASC 326-20 "Financial Instruments - Credit Losses.” Credit loss estimation is based on the amortized cost of Loans, net, which includes the following: 1. Unpaid principal balance for originated assets or acquisition price for purchased assets 2. Accrued interest (see elections discussed previously) 3. Accretion or amortization of premium, discount, and net deferred fees or costs 4. Collection of cash 5. Charge-offs 6. Foreign exchange adjustments (none for FHN) 7. Fair value hedge accounting adjustments (none for FHN) Premiums, discounts and net deferred origination costs/fees affect the calculated amount of expected credit losses but they are not considered when determining the amount of expected credit losses that are recorded. Under CECL, loans must be pooled when they share similar risk characteristics with other loans. Loans that do not share similar risk characteristics are evaluated individually. Expected credit loss is estimated for the remaining life of loan(s), which is limited to the remaining contractual term(s), adjusted for prepayment estimates, which are included as separate inputs into modeled loss estimates. Renewals and extensions are not anticipated unless they are included in existing loan documentation and are not unconditionally cancellable by the lender. However, losses are estimated over the estimated remaining life of reasonably expected TDRs which can extend beyond the current remaining contractual term. Estimates of expected credit losses incorporate consideration of available information that is relevant to assessing the collectability of future cash flows. This includes internal and external information relating to past events, current conditions and reasonable and supportable forecasts of future conditions. FHN utilizes internal historical loss information as the initial point for estimating expected credit losses. Given the duration of historical information available, FHN considers its internal loss history to fully incorporate the effects of prior credit cycles. The historical loss information may be adjusted in situations where current loan characteristics (e.g., underwriting criteria) differ from those in existence at the time the historical losses occurred. Historical loss information is also adjusted for differences in economic conditions, macroeconomic forecasts and other factors management considers relevant over a period extending beyond the measurement date which is considered reasonable and supportable. This reasonable and supportable period is followed by a reversion period after which loss estimates are based on long-term historical loss averages. FHN generally measures expected credit losses using undiscounted cash flow methodologies. Credit enhancements (e.g., guarantors) are considered in the estimation of uncollectible cash flows. Estimation of expected credit losses for loan agreements involving collateral maintenance provisions include consideration of the value of the collateral and replenishment requirements, with the maximum loss limited to the difference between the amortized cost of the loan and the fair value of the collateral. Expected credit losses for loans for which foreclosure is probable are measured at the fair value of collateral, less estimated costs to sell when disposition through sale is anticipated. Additionally, certain loans are valued at the fair value of collateral when repayment is expected to be provided substantially through the operation or sale of the collateral when the borrower is experiencing financial difficulty. Expected credit losses for TDRs are measured in accordance with ASC 310-40, which generally requires a discounted cash flow methodology, whereby the loans are measured based on the present value of expected future payments discounted at the loan’s original effective interest rate. Expected recoveries of previously charged-off amounts are also included as a qualitative adjustment in the estimation of expected credit losses, which reduces the amount of the allowance recognized. Estimates of recoveries on previously charged-off assets included in the valuation account do not exceed the aggregate of amounts previously written off and expected to be written off. Since CECL requires estimation of credit for the entire expected life of loans, loss estimates are highly sensitive to changes in macroeconomic forecasts, especially when those forecasts change dramatically in short time periods. Additionally, under CECL credit loss estimates are more likely to increase rapidly in periods of loan growth. Expected credit losses for unfunded commitments are estimated for periods where the commitment is not unconditionally cancellable by FHN. The measurement of expected credit losses for unfunded commitments mirrors that of loans with the additional estimate of future draw rates (timing and amount). Prior to 2020 The ALLL was maintained at a level that management determined was sufficient to absorb estimated probable incurred losses in the loan portfolio. The ALLL was increased by the provision for loan losses and loan recoveries and was decreased by loan charge-offs. The ALLL was determined in accordance with ASC 450-20-50 "Contingencies - Accruals for Loss Contingencies" and was composed of reserves for commercial loans evaluated based on pools of credit graded loans and reserves for pools of smaller-balance homogeneous consumer and commercial loans. The reserve factors applied to these pools were an estimate of probable incurred losses based on management’s evaluation of historical net losses from loans with similar characteristics. Additionally, the ALLL included specific reserves established in accordance with ASC 310-10-35 for loans determined by management to be individually impaired as well as reserves associated with PCI loans. Management used analytical models to estimate probable incurred losses in the loan portfolio as of the balance sheet date. The models, which were primarily driven by historical losses, were carefully reviewed to identify trends that may not have been captured in the historical loss factors used in the models. Management used qualitative adjustments for those items not yet captured in the models like then-current events, recent trends in the portfolio, current underwriting guidelines, and local and macroeconomic trends, among other things. Key components of the estimation process were as follows: (1) commercial loans determined by management to be individually impaired loans were evaluated individually and specific reserves were determined based on the difference between the outstanding loan amount and the estimated net realizable value of the collateral (if collateral dependent), the present value of expected future cash flows or by observable market prices; (2) individual commercial loans not considered to be individually impaired were segmented based on similar credit risk characteristics and evaluated on a pool basis; (3) reserve rates for the commercial segment were calculated based on historical net charge-offs and were subject to adjustment by management to reflect current events, trends, and conditions (including economic considerations and trends); (4) management’s estimate of probable incurred losses reflected the reserve rates applied against the balance of loans in the commercial segment of the loan portfolio; (5) consumer loans were generally segmented based on loan type; (6) reserve amounts for each consumer portfolio segment were calculated using analytical models based on delinquency trends and net loss experience and were subject to adjustment by management to reflect current events, trends, and conditions (including economic considerations and trends); and (7) the reserve amount for each consumer portfolio segment reflected management’s estimate of probable incurred losses in the consumer segment of the loan portfolio. Impairment related to individually impaired loans was measured in accordance with ASC 310-10. All commercial portfolio segments, commercial TDRs and other individually impaired commercial loans were measured based on the present value of expected future payments discounted at the loan’s effective interest rate (“the DCF method”), observable market prices, or for loans that are solely dependent on the collateral for repayment, the net realizable value (collateral value less estimated costs to sell). Impaired loans also included consumer TDRs. Loans. Generally, loans are stated at principal amounts outstanding, net of unearned income. Interest on loans is recognized on an accrual basis at the applicable interest rate on the principal amount outstanding. Loan origination fees and direct costs as well as premiums and discounts are amortized as level yield adjustments over the respective loan terms. Unamortized net fees or costs, premiums and discounts are recognized in interest income upon early repayment of the loans. Cash collections from loans that were fully charged off prior to acquisition are recognized in noninterest income. Loan commitment fees are generally deferred and amortized on a straight-line basis over the commitment period. FHN has elected to exclude accrued interest receivable (“AIR”) from the amortized cost basis on for its held-for-investment loan portfolio. FHN has also elected to not measure an allowance for credit losses on AIR for loans held-for-investment based on its policy to write off uncollectible interest in a timely manner, which occurs when a loan is placed on nonaccrual status. Such write offs are recognized as a reduction of interest income. AIR for held-for-investment loans is included within Other assets in the Consolidated Condensed Statements of Condition. Purchased Credit-Deteriorated Loans. Subsequent to 2019, FHN evaluates all acquired loans to determine if they have experienced a more-than-insignificant deterioration in credit quality since origination (“PCD loans”). PCD loans can be identified on either an 1) individual or 2) pooled basis when the loans share similar risk characteristics. FHN evaluates various absolute factors to assist in the identification of PCD loans, including criteria such as, existing PCD status, risk rating of special mention or lower, nonaccrual or impaired status, identification of prior TDRs, and delinquency status. FHN also utilizes relative factors to identify PCD loans such as commercial loan grade migration, expansion of borrower credit spreads, declines in external risk ratings and changes in consumer loan characteristics (e.g., FICO decline or LTV increase). In addition, factors reflective of broad economic considerations are also considered in identifying PCD loans. These include industry, collateral type, and geographic location for the borrower’s operations. Internal factors for origination of new loans that are similar to the acquired loans are also evaluated to assess loans for PCD status, including increases in required yields, necessity of borrowers’ providing additional collateral and/or guarantees and changes in acceptable loan duration. Other indicators may also be used to evaluate loans for PCD status depending on borrower-specific communications and actions, such public statements, initiation of loan modification discussions and obtaining emergency funding from alternate sources. Upon acquisition, the expected credit losses are allocated to the purchase price of individual PCD loans to determine each individual assets amortized cost basis, typically resulting in a reduction of the discount that is accreted prospectively to interest income. At the acquisition date and prospectively, only the unpaid principal balance is incorporated within the estimation of expected credit losses for PCD loans. Otherwise, the process for estimate of expected credit losses is consistent with that discussed below. As discussed below FHN applies undiscounted cash flow methodologies for the estimation of expected credit losses, which results in the calculated amount of credit losses at acquisition that is added to the amortized cost basis of the related PCD loans to exceed the discounted value of estimated credit losses included in the loan valuation. Purchased Credit-Impaired Loans. Prior to 2020, ASC 310-30 “Accounting for Certain Loans or Debt Securities Acquired in a Transfer,” established guidance for acquired loans that exhibited deterioration of credit quality between origination and the time of acquisition and for which the timely collection of the interest and principal was not reasonably assured (“PCI loans”). PCI loans were initially recorded at fair value which was estimated by discounting expected cash flows at acquisition date. The expected cash flows included all contractually expected amounts (including interest) and incorporated an estimate for future expected credit losses, pre-payment assumptions, and yield requirement for a market participant, among other things. To the extent possible, certain PCI loans were aggregated into pools with composite interest rate and cash flows expected to be collected for the pool. Aggregation into loan pools was based upon common risk characteristics that include similar credit risk or risk ratings, and one or more predominant risk characteristics. Each PCI pool was accounted for as a single unit. Accretable yield was initially established at acquisition and is the excess of cash flows expected at acquisition over the initial investment in the loan and was recognized in interest income over the remaining life of the loan, or pool of loans. Nonaccretable difference was initially established at acquisition and was the difference between the contractually required payments at acquisition and the cash flows expected to be collected at acquisition. FHN estimated expected cash flows for PCI loans on a quarterly basis. Increases in expected cash flows from the last measurement resulted in reversal of any nonaccretable difference (or allowance for loan losses to the extent any has previously been recorded) with a prospective positive impact on interest income. Decreases to the expected cash flows resulted in an increase in the allowance for loan losses through provision expense. FHN did not report PCI loans as nonperforming loans due to the accretion of interest income. Additionally, PCI loans that have been pooled and subsequently modified were not reported as troubled debt restructurings since the pool was the unit of measurement. Subsequent to 2019, PCI loans have transitioned to purchased-credit-deteriorated status and are accounted for as discussed above.
Allowance for Loan Losses	Allowance for Loan Losses. The nature of the process by which FHN determines the appropriate ALLL requires the exercise of considerable judgment. See Note 5 - Allowance for Loan Losses for a discussion of FHN’s ALLL methodology and a description of the models utilized in the estimation process for the commercial and consumer loan portfolios. The discussion herein reflects periods before and after implementation of a change in credit loss estimation processes that was effective January 1, 2020. Future adjustments to the ALLL may be necessary if economic or other conditions differ substantially from the assumptions used in making the estimates or, if required by regulators, based upon information at the time of their examinations or upon future regulatory guidance. Such adjustments to original estimates, as necessary, are made in the period in which these factors and other relevant considerations indicate that loss levels vary from previous estimates. Subsequent to 2019 The ALLL is maintained at a level that management determines is sufficient to absorb current expected credit losses (“CECL”) in the loan portfolio. Management uses analytical models to estimate expected credit losses in the loan portfolio as of the balance sheet date. The models are carefully reviewed to identify trends that may not be captured in the modeled loss estimates. Management uses qualitative adjustments for those items not reflected in the modeled loss information such as recent changes from the macroeconomic forecasts utilized in model calculations, results of additional stressed modeling scenarios, observed and/or expected changes affecting borrowers in specific industries or geographic areas, exposure to large lending relationships and expected recoveries of prior charge offs. The ALLL is increased by the provision for loan losses and is decreased by loan charge-offs. The ALLL is determined in accordance with ASC 326-20 "Financial Instruments - Credit Losses.” Credit loss estimation is based on the amortized cost of Loans, net, which includes the following: 1. Unpaid principal balance for originated assets or acquisition price for purchased assets 2. Accrued interest (see elections discussed previously) 3. Accretion or amortization of premium, discount, and net deferred fees or costs 4. Collection of cash 5. Charge-offs 6. Foreign exchange adjustments (none for FHN) 7. Fair value hedge accounting adjustments (none for FHN) Premiums, discounts and net deferred origination costs/fees affect the calculated amount of expected credit losses but they are not considered when determining the amount of expected credit losses that are recorded. Under CECL, loans must be pooled when they share similar risk characteristics with other loans. Loans that do not share similar risk characteristics are evaluated individually. Expected credit loss is estimated for the remaining life of loan(s), which is limited to the remaining contractual term(s), adjusted for prepayment estimates, which are included as separate inputs into modeled loss estimates. Renewals and extensions are not anticipated unless they are included in existing loan documentation and are not unconditionally cancellable by the lender. However, losses are estimated over the estimated remaining life of reasonably expected TDRs which can extend beyond the current remaining contractual term. Estimates of expected credit losses incorporate consideration of available information that is relevant to assessing the collectability of future cash flows. This includes internal and external information relating to past events, current conditions and reasonable and supportable forecasts of future conditions. FHN utilizes internal historical loss information as the initial point for estimating expected credit losses. Given the duration of historical information available, FHN considers its internal loss history to fully incorporate the effects of prior credit cycles. The historical loss information may be adjusted in situations where current loan characteristics (e.g., underwriting criteria) differ from those in existence at the time the historical losses occurred. Historical loss information is also adjusted for differences in economic conditions, macroeconomic forecasts and other factors management considers relevant over a period extending beyond the measurement date which is considered reasonable and supportable. This reasonable and supportable period is followed by a reversion period after which loss estimates are based on long-term historical loss averages. FHN generally measures expected credit losses using undiscounted cash flow methodologies. Credit enhancements (e.g., guarantors) are considered in the estimation of uncollectible cash flows. Estimation of expected credit losses for loan agreements involving collateral maintenance provisions include consideration of the value of the collateral and replenishment requirements, with the maximum loss limited to the difference between the amortized cost of the loan and the fair value of the collateral. Expected credit losses for loans for which foreclosure is probable are measured at the fair value of collateral, less estimated costs to sell when disposition through sale is anticipated. Additionally, certain loans are valued at the fair value of collateral when repayment is expected to be provided substantially through the operation or sale of the collateral when the borrower is experiencing financial difficulty. Expected credit losses for TDRs are measured in accordance with ASC 310-40, which generally requires a discounted cash flow methodology, whereby the loans are measured based on the present value of expected future payments discounted at the loan’s original effective interest rate. Expected recoveries of previously charged-off amounts are also included as a qualitative adjustment in the estimation of expected credit losses, which reduces the amount of the allowance recognized. Estimates of recoveries on previously charged-off assets included in the valuation account do not exceed the aggregate of amounts previously written off and expected to be written off. Since CECL requires estimation of credit for the entire expected life of loans, loss estimates are highly sensitive to changes in macroeconomic forecasts, especially when those forecasts change dramatically in short time periods. Additionally, under CECL credit loss estimates are more likely to increase rapidly in periods of loan growth. Expected credit losses for unfunded commitments are estimated for periods where the commitment is not unconditionally cancellable by FHN. The measurement of expected credit losses for unfunded commitments mirrors that of loans with the additional estimate of future draw rates (timing and amount). Prior to 2020 The ALLL was maintained at a level that management determined was sufficient to absorb estimated probable incurred losses in the loan portfolio. The ALLL was increased by the provision for loan losses and loan recoveries and was decreased by loan charge-offs. The ALLL was determined in accordance with ASC 450-20-50 "Contingencies - Accruals for Loss Contingencies" and was composed of reserves for commercial loans evaluated based on pools of credit graded loans and reserves for pools of smaller-balance homogeneous consumer and commercial loans. The reserve factors applied to these pools were an estimate of probable incurred losses based on management’s evaluation of historical net losses from loans with similar characteristics. Additionally, the ALLL included specific reserves established in accordance with ASC 310-10-35 for loans determined by management to be individually impaired as well as reserves associated with PCI loans. Management used analytical models to estimate probable incurred losses in the loan portfolio as of the balance sheet date. The models, which were primarily driven by historical losses, were carefully reviewed to identify trends that may not have been captured in the historical loss factors used in the models. Management used qualitative adjustments for those items not yet captured in the models like then-current events, recent trends in the portfolio, current underwriting guidelines, and local and macroeconomic trends, among other things. Key components of the estimation process were as follows: (1) commercial loans determined by management to be individually impaired loans were evaluated individually and specific reserves were determined based on the difference between the outstanding loan amount and the estimated net realizable value of the collateral (if collateral dependent), the present value of expected future cash flows or by observable market prices; (2) individual commercial loans not considered to be individually impaired were segmented based on similar credit risk characteristics and evaluated on a pool basis; (3) reserve rates for the commercial segment were calculated based on historical net charge-offs and were subject to adjustment by management to reflect current events, trends, and conditions (including economic considerations and trends); (4) management’s estimate of probable incurred losses reflected the reserve rates applied against the balance of loans in the commercial segment of the loan portfolio; (5) consumer loans were generally segmented based on loan type; (6) reserve amounts for each consumer portfolio segment were calculated using analytical models based on delinquency trends and net loss experience and were subject to adjustment by management to reflect current events, trends, and conditions (including economic considerations and trends); and (7) the reserve amount for each consumer portfolio segment reflected management’s estimate of probable incurred losses in the consumer segment of the loan portfolio. Impairment related to individually impaired loans was measured in accordance with ASC 310-10. All commercial portfolio segments, commercial TDRs and other individually impaired commercial loans were measured based on the present value of expected future payments discounted at the loan’s effective interest rate (“the DCF method”), observable market prices, or for loans that are solely dependent on the collateral for repayment, the net realizable value (collateral value less estimated costs to sell). Impaired loans also included consumer TDRs.
Summary of Accounting Changes and Accounting Changes Issued But Not Currently Effective	Summary of Accounting Changes. In June 2016, the FASB issued ASU 2016-13, “Measurement of Credit Losses on Financial Instruments,” which revises the measurement and recognition of credit losses for assets measured at amortized cost (e.g., HTM loans and debt securities) and AFS debt securities. Under ASU 2016-13, for assets measured at amortized cost, the current expected credit loss (“CECL”) is measured as the difference between amortized cost and the net amount expected to be collected. This represents a departure from prior GAAP as the “incurred loss” methodology for recognizing credit losses delayed recognition until it was probable a loss had been incurred. Under CECL the full amount of expected credit losses will be recognized at the time of loan origination. The measurement of current expected credit losses is based on relevant information about past events, including historical experience, current conditions, and reasonable and supportable forecasts that affect the collectability of the reported amount. Additionally, current disclosures of credit quality indicators in relation to the amortized cost of financing receivables are further disaggregated by year of origination. ASU 2016-13 leaves the methodology for measuring credit losses on AFS debt securities largely unchanged, with the maximum credit loss representing the difference between amortized cost and fair value. However, such credit losses are recognized through an allowance for credit losses, which permits recovery of previously recognized credit losses if circumstances change. ASU 2016-13 also revises the recognition of credit losses for purchased financial assets with a more-than insignificant amount of credit deterioration since origination (“PCD assets”). For PCD assets, the initial allowance for credit losses is added to the purchase price. Only subsequent changes in the allowance for credit losses are recorded as a credit loss expense for PCD assets. Interest income for PCD assets is recognized based on the effective interest rate, excluding the discount embedded in the purchase price that is attributable to the acquirer’s assessment of credit losses at acquisition. Previously, credit losses for purchased credit-impaired assets were included in the initial basis of the assets with subsequent declines in credit resulting in expense while subsequent improvements in credit were reflected as an increase in the future yield from the assets. For non-PCD assets, expected credit losses are recognized through earnings upon acquisition and the entire premium or discount accreted to interest income over the remaining life of the loan. Credit allowances for acquired non-PCD assets are established through immediate recognition of credit loss expense (similar to originated loans) and do not consider purchase discounts related to estimated credit losses. The provisions of ASU 2016-13 were generally adopted through a cumulative-effect adjustment to retained earnings as of the beginning of the first reporting period in the year of adoption. Prospective implementation is required for debt securities for which an other-than-temporary-impairment (“OTTI”) had been previously recognized. Amounts previously recognized in accumulated other comprehensive income (“AOCI”) as of the date of adoption that relate to improvements in cash flows expected to be collected continue to be accreted into income over the remaining life of the asset. Recoveries of amounts previously written off relating to improvements in cash flows after the date of adoption are recorded in earnings when received. A prospective transition approach was used for existing PCD assets where, upon adoption, the amortized cost basis was increased to offset the initial recognition of the allowance for credit losses. Thus, an entity was not be required to reassess its purchased financial assets that existed as of the date of adoption to determine whether they would have met at acquisition the new criteria of more-than-insignificant credit deterioration since origination. An entity accretes the remaining noncredit discount (based on the revised amortized cost basis) into interest income at the effective interest rate at the adoption date. ASU 2016-13 is effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years. FHN’s most significant implementation activities included review of loan portfolio segments and classes, identification and evaluation of collateral dependent loans and loans secured by collateral replenishment arrangements, selection of measurement methodologies and related model development, data accumulation and verification, development of loan life estimates, identification of reasonable and supportable forecast periods, selection of time lines and methods for reversion to unadjusted historical information, multiple preliminary analysis including parallel runs against existing loan loss estimation processes, and design and evaluation of internal controls over the new estimation processes. FHN utilizes undiscounted cash flow methods for loans except for troubled debt restructurings, which require use of discounted cash flow methodologies. A significant portion of the adoption impact for ASU 2016-13 relates to increased reserves within the consumer portfolios, given the longer contractual maturities associated with many of these products as well as increased reserves for acquired loans that previously considered purchase discounts. Based on its implementation efforts, FHN recorded the following adoption adjustments effective January 1, 2020. (Dollars in thousands) January 1, 2020 Loans, net of unearned income (a) $ 2,980 Allowance for loan losses (106,394 ) Other assets (deferred taxes) 31,330 Total assets $ (72,084 ) Other liabilities (unfunded commitments) $ 23,973 Undivided profits (96,057 ) Total liabilities and equity $ (72,084 ) (a) The effect on loans represents the increase in amortized cost for recognition of the allowance for credit losses on PCD loans. FHN also assessed several asset classes other than loans that are within the scope of CECL and determined that the adoption effects for the change in measurement of credit risk were minimal for these classes. This includes Fed funds sold which have no history of credit losses due to their short (typically overnight) duration and counterparty risk assessment processes. This also includes securities borrowed and securities purchased under agreements to resell which have collateral maintenance agreements that incorporate master netting provisions resulting in minimal uncollateralized positions as of any date as evidenced by the disclosures provided in Note 15 - Master Netting and Similar Agreements-Repurchase, Reverse Repurchase, and Securities Borrowing Transactions. Additionally, FHN also evaluated the composition of its AFS securities and determined that the changes in ASU 2016-13 did not have an effect on the current portfolio. In April 2019, the FASB issued ASU 2019-04, "Codification Improvements to Topic 326, Financial Instruments-Credit Losses, Topic 815, Derivatives and Hedging, and Topic 825, Financial Instruments," which provides an election to either 1) not measure or 2) measure separately an allowance for credit losses for accrued interest receivable (“AIR"). Entities electing to not measure an allowance for AIR must write off uncollectible interest in a timely manner. Additionally, an election is provided for the write off of uncollectible interest to be recorded either as a reversal of interest income or a charge against the allowance for credit losses or a combination of both. Disclosures are required depending upon which elections are made. ASU 2019-04 also clarifies that when loans and securities are transferred between balance sheet categories (e.g., loans from held-for-investment to held-for-sale or securities from held-to-maturity to available-for-sale) the associated allowance for credit losses should be reversed to income and prospective accounting follows the requirements for the new classification. Further, ASU 2019-04 clarifies that recoveries should be incorporated within the estimation of the allowance for credit losses. Expected recoveries should not exceed the aggregate amount of prior write offs and expected future write offs. The inclusion of expected recoveries in the measurement of expected credit losses may result in a negative credit allowance in certain circumstances. Additionally, for collateral dependent financial assets, the allowance for credit losses that is added to the amortized cost basis should not exceed amounts previously written off. ASU 2019-04 also makes several changes when a discounted cash flow approach is used to measure expected credit losses. ASU 2019-04 removes ASU 2016-03’s prohibition of using projections of future interest rate environments when using a discounted cash flow method to measure expected credit losses on variable-rate financial instruments. If an entity uses projections or expectations of future interest rate environments in estimating expected cash flows, the same assumptions should be used in determining the effective interest rate used to discount those expected cash flows. The effective interest rate should also be adjusted to consider the effects of expected prepayments on the timing of expected future cash flows. ASU 2019-04 provides an election to adjust the effective interest rate used in discounting expected cash flows to isolate credit risk in measuring the allowance for credit losses. Further, the discount rate should not be adjusted for subsequent changes in expected prepayments if a financial asset is restructured in a troubled debt restructuring. Related to collateral-dependent financial assets, ASU 2019-04 requires inclusion of estimated costs to sell in the measurement of expected credit losses in situations where the entity intends to sell rather than operate the collateral. Additionally, the estimated costs to sell should be undiscounted when the entity intends to sell rather than operate the collateral. Finally, ASU 2019-04 specifies that contractual renewal or extension options, except those treated as derivatives, should be included in the determination of the contractual term for a financial asset when included in the original or modified contract as of the reporting date if they are not unconditionally cancellable by the entity. The effective date and transition requirements for these components of ASU 2019-04 are consistent with the requirements for ASU 2016-13 and FHN incorporated these changes and revisions within its implementation efforts. Based on its previous existing practices for the timely write off uncollectible AIR, FHN elected to not measure an allowance for credit losses for AIR and to continue recognition of related write offs as a reversal of interest income. In May 2019, the FASB issued ASU 2019-05, “Financial Instruments - Credit Losses, Targeted Transition Relief,” which provides an option to irrevocably elect the fair value option for certain financial assets previously measured at amortized cost basis that are in the scope of ASU 2016-13, applied on an instrument-by-instrument basis. The fair value option election does not apply to HTM debt securities. The effective date and transition requirements for ASU 2019-05 are consistent with the requirements for ASU 2016-13. FHN did not elect to apply the fair value option to any asset classes that are in scope for CECL. In November 2019, the FASB issued ASU 2019-11, “Codification Improvements to Topic 326, Financial Instruments-Credit Losses” which clarifies that expected recoveries should be included in the amortized cost basis previously written off or expected to be written off in the valuation allowance for PCD assets. ASU 2019-11 also clarifies that recoveries or expected recoveries of the unamortized noncredit discount or premium should not be included in the allowance for credit losses. ASU 2019-11 provides specific transition relief for existing troubled debt restructurings and extends the disclosure relief of ASU 2019-04 for accrued interest receivable balances to additional relevant disclosures involving amortized cost basis. Related to the assessment of credit risk for collateralized assets, ASU 2019-11 indicates that an entity should assess whether it reasonably expects the borrower will be able to continually replenish collateral securing the financial asset to apply the practical expedient of ASU 2016-13 while also requiring an estimation of expected credit losses for any difference between the amount of the amortized cost basis that is greater than the fair value of the collateral securing the financial asset. The effective date and transition requirements for ASU 2019-11 are consistent with the requirements for ASU 2016-13 and FHN incorporated these changes and revisions within its implementation efforts and the effects are embedded within the adoption effects of ASU 2016-13. Consistent with non-PCD assets, the effect of including recoveries and expected recoveries within the measurement of expected credit losses for PCD assets may result in a negative credit allowance in certain circumstances. On March 22, 2020, The Board of Governors of the Federal Reserve System, the Federal Deposit Insurance Corporation, the National Credit Union Administration, the Office of the Comptroller of the Currency, and the Consumer Financial Protection Bureau issued guidance (the “Interagency Guidance”) that interprets, but does not suspend, ASC 310-40 related to the identification of troubled debt restructurings (“TDRs”). Also on that day, the FASB issued a statement indicating that the Interagency Guidance had been developed in consultation with the staff of the FASB who concurred in the approach. The Interagency Guidance indicates that a lender can conclude that a borrower is not experiencing financial difficulty if either 1) short-term (e.g., six months) modifications are made in response to the economic effects of the Coronavirus disease 2019 (“COVID-19”) pandemic, such as payment deferrals, fee waivers, extensions of repayment terms, or other delays in payment that are insignificant related to loans in which the borrower is less than 30 days past due on its contractual payments at the time a modification program is implemented, or 2) the modification or deferral program is mandated by the federal government or a state government. Accordingly, any loan modification made in response to COVID-19 pandemic that meets either of these practical expedients would not be considered a TDR because the borrower is not experiencing financial difficulty. Consistent with this perspective, financial institutions are generally not expected to designate loans with deferrals granted due to COVID-19 as past due or nonaccrual because of a deferral. On March 27, 2020, the Coronavirus Aid, Relief, and Economic Security Act (the “CARES Act”) was signed into law. The CARES Act provides relief from certain requirements under U.S. GAAP. Section 4013 of the CARES Act provides entities optional temporary relief from the accounting and disclosure requirements for troubled debt restructurings (TDRs) under ASC 310-40 in certain situations. Section 4013 of the CARES Act permits the suspension of ASC 310-40 for loan modifications that are made by financial institutions in response to the COVID-19 pandemic if 1) the borrower was not more than 30 days past due as of December 31, 2019, and 2) the modifications are related to arrangements that defer or delay the payment of principal or interest, or change the interest rate on the loan. The CARES provisions apply to loan modifications relating to COVID-19 that are made between March 1, 2020 and the earlier of December 31, 2020 or 60 days after the national emergency related to COVID-19 ends. On April 3, 2020, the Chief Accountant of the SEC issued a statement indicating that the staff would not object to the conclusion that elective application of the provisions of CARES Act are in accordance with GAAP for the periods that such elections are available. On April 7, 2020, revised Interagency Guidance was issued to reflect the interaction of the CARES Act provisions and the Interagency Guidance, clarifying that the CARES Act guidance can be applied for regulatory purposes. Loan modifications outside the scope of the CARES Act and organizations that elect to not apply the CARES Act guidance should continue to apply ASC 310-40 as interpreted by the Interagency Guidance. FHN has evaluated the provisions of the CARES Act and the Interagency Guidance related to loan modification programs instituted as a result of the COVID-19 pandemic. FHN’s programs involve the deferral of principal and interest payments, fee waivers and extensions for shorter terms (i.e., 6 months or less) or in response to government modification requirements which are consistent with the terms of the Interagency Guidance. Depending upon the duration and severity of the economic effects of the COVID-19 pandemic, additional loan modification programs may be implemented in the future which will be separately evaluated under the CARES Act and the Interagency Guidance. Accounting Changes Issued but Not Currently Effective In March 2020, the FASB issued ASU 2020-04, “Facilitation of the Effects of Reference Rate Reform on Financial Reporting” which provides several optional expedients and exceptions to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform on financial reporting. The provisions of ASU 2020-04 primarily affect 1) contract modifications (e.g., loans, leases, debt, and derivatives) made in anticipation that a reference rate (e.g., LIBOR) will be discontinued and 2) the application of hedge accounting for existing relationships affected by those modifications. The provisions of ASU 2020-04 are effective upon release and apply only to contracts, hedging relationships, and other transactions that reference LIBOR or another reference rate expected to be discontinued because of reference rate reform. The expedients and exceptions provided by ASU 2020-04 do not apply to contract modifications made and hedging relationships entered into or evaluated after December 31, 2022, except for hedging relationships existing as of December 31, 2022, that an entity has elected certain optional expedients for and that are retained through the end of the hedging relationship. FHN has been identifying contracts affected by reference rate reform and developing modification plans for those contracts. FHN anticipates that it will utilize the optional expedients and exceptions provided by ASU 2020-04 in situations where they mitigate potential accounting outcomes that do not faithfully represent management’s intent or risk management activities which is consistent with the purpose of the standard.

Financial Information (Tables)

Financial Information (Tables)	3 Months Ended
	Mar. 31, 2020
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Schedule of Adoption Adjustments	Based on its implementation efforts, FHN recorded the following adoption adjustments effective January 1, 2020. (Dollars in thousands) January 1, 2020 Loans, net of unearned income (a) $ 2,980 Allowance for loan losses (106,394 ) Other assets (deferred taxes) 31,330 Total assets $ (72,084 ) Other liabilities (unfunded commitments) $ 23,973 Undivided profits (96,057 ) Total liabilities and equity $ (72,084 ) (a) The effect on loans represents the increase in amortized cost for recognition of the allowance for credit losses on PCD loans.

Acquisitions and Divestitures (

Acquisitions and Divestitures (Tables)	3 Months Ended
	Mar. 31, 2020
Business Combinations [Abstract]
Merger And Integration Expense	Total other merger and integration expense recognized for the three months ended March 31, 2020 and 2019 are presented in the table below: Three Months Ended (Dollars in thousands) 2020 2019 Professional fees (a) $ 799 $ 1,867 Employee compensation, incentives and benefits (b) 396 1,517 Contract employment and outsourcing (c) 306 — Occupancy (d) (25 ) 118 Miscellaneous expense (e) 822 1,069 All other expense (f) 1,874 1,089 Total $ 4,172 $ 5,660 Certain previously reported amounts have been reclassified to agree with current presentation. (a) Primarily comprised of fees for legal, accounting, and merger consultants. (b) Primarily comprised of fees for severance and retention. (c) Primarily relates to fees for temporary assistance for merger and integration activities. (d) Primarily relates to expenses associated with lease exits. (e) Consists of fees for operations services, communications and courier, equipment rentals, deprecation and maintenance, supplies, travel and entertainment, computer software, and advertising and public relations. (f) Primarily relates to contract termination charges, internal technology development costs, costs of shareholder matters and asset impairments, as well as other miscellaneous expenses. Total merger expenses for the IBKC merger recognized for the three months ended March 31, 2020 are presented in the table below: Three Months Ended (Dollars in thousands) 2020 Professional fees (a) $ 662 Employee compensation, incentives and benefits (b) 689 Miscellaneous expense (c) 254 Total IBKC acquisition expense $ 1,605 (a) Primarily comprised of fees for legal, accounting, and merger consultants. (b) Primarily comprised of fees for severance and retention.

Investment Securities (Tables)

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2020
Marketable Securities [Abstract]
Schedule of FHN's Investment Securities	The following tables summarize FHN’s investment securities on March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Securities available-for-sale: U.S. treasuries $ 100 $ — $ — $ 100 Government agency issued mortgage-backed securities (“MBS”) 2,303,720 98,797 — 2,402,517 Government agency issued collateralized mortgage obligations (“CMO”) 1,578,623 48,320 — 1,626,943 Other U.S. government agencies 366,453 7,268 (1,224 ) 372,497 Corporates and other debt 40,000 621 — 40,621 States and municipalities 74,578 4,572 (25 ) 79,125 $ 4,363,474 $ 159,578 $ (1,249 ) 4,521,803 AFS debt securities recorded at fair value through earnings: SBA-interest only strips (a) 23,104 Total securities available-for-sale (b) $ 4,544,907 Securities held-to-maturity: Corporates and other debt $ 10,000 $ — $ (176 ) $ 9,824 Total securities held-to-maturity $ 10,000 $ — $ (176 ) $ 9,824 (a) SBA-interest only strips are recorded at elected fair value. See Note 16 - Fair Value for additional information. (b) Includes $4.0 billion of securities pledged to secure public deposits, securities sold under agreements to repurchase, and for other purposes. December 31, 2019 (Dollars in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Securities available-for-sale: U.S. treasuries $ 100 $ — $ — $ 100 Government agency issued MBS 2,316,381 34,692 (2,556 ) 2,348,517 Government agency issued CMO 1,667,773 9,916 (7,197 ) 1,670,492 Other U.S. government agencies 303,463 3,750 (1,121 ) 306,092 Corporates and other debt 40,054 486 — 40,540 States and municipalities 57,232 3,324 (30 ) 60,526 $ 4,385,003 $ 52,168 $ (10,904 ) 4,426,267 AFS debt securities recorded at fair value through earnings: SBA-interest only strips (a) 19,136 Total securities available-for-sale (b) $ 4,445,403 Securities held-to-maturity: Corporates and other debt $ 10,000 $ 1 $ — $ 10,001 Total securities held-to-maturity $ 10,000 $ 1 $ — $ 10,001 (a) SBA-interest only strips are recorded at elected fair value. See Note 16 - Fair Value of Assets and Liabilities for additional information. (b) Includes $3.8 billion of securities pledged to secure public deposits, securities sold under agreements to repurchase, and for other purposes.
Schedule of Amortized Cost And Fair Value By Contractual Maturity	The amortized cost and fair value by contractual maturity for the available-for-sale and held-to-maturity debt securities portfolios on March 31, 2020 are provided below: Held-to-Maturity Available-for-Sale (Dollars in thousands) Amortized Cost Fair Value Amortized Cost Fair Value Within 1 year $ — $ — $ 54,958 $ 55,730 After 1 year; within 5 years — — 189,021 195,624 After 5 years; within 10 years 10,000 9,824 3,581 8,480 After 10 years — — 233,571 255,613 Subtotal 10,000 9,824 481,131 515,447 Government agency issued MBS and CMO (a) — — 3,882,343 4,029,460 Total $ 10,000 $ 9,824 $ 4,363,474 $ 4,544,907 (a) 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.
Schedule of Gross Gains And Losses On Sale From Available For Sale Portfolio	The table below provides information on gross gains and gross losses from debt investment securities for the three months ended March 31 , 2020 and 2019. Three Months Ended (Dollars in thousands) 2020 2019 Gross gains on sales of securities $ — $ — Gross (losses) on sales of securities — — Net gain/(loss) on sales of securities (a) $ — $ — (a) Cash proceeds for the three months ended March 31, 2020 and 2019 were not material.
Schedule of Investments Within The Available For Sale Portfolio That Had Unrealized Losses	The following tables provide information on investments within the available-for-sale portfolio that had unrealized losses as of March 31, 2020 and December 31, 2019 : As of March 31, 2020 Less than 12 months 12 months or longer Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses Other U.S. government agencies $ 88,334 $ (1,224 ) $ — $ — $ 88,334 $ (1,224 ) States and municipalities 1,466 (25 ) — — 1,466 (25 ) Total temporarily impaired securities $ 89,800 $ (1,249 ) $ — $ — $ 89,800 $ (1,249 ) As of December 31, 2019 Less than 12 months 12 months or longer Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses Government agency issued MBS $ 174,983 $ (495 ) $ 192,755 $ (2,061 ) $ 367,738 $ (2,556 ) Government agency issued CMO 378,815 (1,970 ) 361,124 (5,227 ) 739,939 (7,197 ) Other U.S. government agencies 98,471 (1,121 ) — — 98,471 (1,121 ) States and municipalities 3,551 (30 ) — — 3,551 (30 ) Total temporarily impaired securities $ 655,820 $ (3,616 ) $ 553,979 $ (7,288 ) $ 1,209,799 $ (10,904 )

Loans (Tables)

Loans (Tables)	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Schedule Of Loans By Portfolio Segment	The following table provides the balance (amortized cost basis) of loans, net of unearned income, by portfolio segment as of March 31, 2020 and December 31, 2019 : March 31 December 31 (Dollars in thousands) 2020 2019 Commercial: Commercial, financial, and industrial $ 22,124,430 $ 20,051,091 Commercial real estate 4,639,692 4,337,017 Consumer: Consumer real estate (a) 6,119,383 6,177,139 Credit card & other 494,798 495,864 Loans, net of unearned income $ 33,378,303 $ 31,061,111 Allowance for loan losses 444,490 200,307 Total net loans $ 32,933,813 $ 30,860,804 (a) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability.
Financing Receivable Credit Quality Indicators	The following tables provide the amortized cost basis of the commercial loan portfolio by year of origination and credit quality indicator as of March 31, 2020 : C&I (Dollars in thousands) 2020 2019 2018 2017 2016 prior to 2016 (a) LMC (b) Revolving Revolving Total PD Grade: 1 $ 27,293 $ 100,359 $ 125,095 $ 81,397 $ 112,175 $ 117,965 $ — $ 156,041 $ 223 $ 720,548 2 33,244 239,750 95,269 81,542 176,068 112,586 — 108,408 51 846,918 3 15,083 165,433 52,645 96,725 65,932 119,415 1,028,798 219,037 14,042 1,777,110 4 144,129 318,374 155,173 140,516 158,705 149,248 958,145 372,890 277 2,397,457 5 149,048 604,067 306,849 161,921 127,011 228,347 927,946 507,991 14,230 3,027,410 6 187,540 713,579 244,128 241,828 107,498 201,660 1,740,304 801,860 16,485 4,254,882 7 270,190 903,326 395,680 167,749 91,881 156,238 806,853 794,174 447 3,586,538 8 224,670 626,348 217,091 178,183 33,476 115,727 140,372 495,002 7,096 2,037,965 9 128,773 332,262 92,720 91,648 60,522 93,750 68,707 419,388 2,055 1,289,825 10 65,206 128,169 113,744 56,088 60,659 53,920 25,023 191,883 996 695,688 11 29,742 95,269 65,404 64,494 75,508 52,240 — 109,709 3,618 495,984 12 25,376 36,918 46,792 41,370 19,248 28,881 17,766 114,052 1,112 331,515 13 18,233 32,564 12,153 11,247 84,321 39,710 — 63,993 383 262,604 14,15,16 35,268 22,351 51,983 26,586 17,414 14,493 — 124,557 7,242 299,894 Collectively evaluated for impairment 1,353,795 4,318,769 1,974,726 1,441,294 1,190,418 1,484,180 5,713,914 4,478,985 68,257 22,024,338 Individually evaluated for impairment — 12,771 12,642 14,552 1,827 24,145 — 33,988 167 100,092 Total C&I loans $ 1,353,795 $ 4,331,540 $ 1,987,368 $ 1,455,846 $ 1,192,245 $ 1,508,325 $ 5,713,914 $ 4,512,973 $ 68,424 $ 22,124,430 (a) TRUPS loans were originated prior to 2016. Total balance of TRUPS as of March 31, 2020 is $215.4 million , with $3.3 million in PD 3, $42.4 million in PD 4, $84.5 million in PD 5, $27.3 million in PD 6, $7.4 million in PD 7, $31.9 million in PD 9, and $18.6 million in PD 10. (b) LMC includes non-revolving commercial lines of credit to qualified mortgage companies primarily for the temporary warehousing of eligible mortgage loans prior to the borrower's sale of those mortgage loans to third party investors. The loans are of short duration with maturities less than one year. (c) $14.1 million of C&I loans were converted from revolving to term in first quarter 2020. Income CRE (Dollars in thousands) 2020 2019 2018 2017 2016 prior to 2016 Revolving Revolving Total PD Grade: 1 $ 22,307 $ — $ 398 $ — $ 130 $ 1,102 $ — $ — $ 23,937 2 445 30,859 651 333 1,211 2,410 — — 35,909 3 62,707 207,828 78,203 75,629 65,898 29,466 68,770 188 588,689 4 65,474 287,116 98,370 122,518 75,032 63,680 934 3,234 716,358 5 192,596 296,099 160,253 233,104 114,572 35,705 36,944 10,729 1,080,002 6 81,162 215,741 143,419 143,142 34,758 133,573 33,021 195 785,011 7 122,282 224,637 140,601 85,853 19,369 35,968 36,633 2,432 667,775 8 15,635 76,102 54,998 15,421 29,382 50,736 6,239 132 248,645 9 25,288 29,485 23,192 27,916 4,169 39,457 38 — 149,545 10 15,437 15,563 7,260 3,805 8,973 17,006 — 150 68,194 11 1,696 19,007 11,372 22,561 3,931 16,481 128 — 75,176 12 — 15,050 2,445 697 554 10,877 71 232 29,926 13 418 9,672 913 2,185 223 1,325 138 — 14,874 14,15,16 7,021 19,536 45 30,449 129 3,635 20,384 — 81,199 Collectively evaluated for impairment 612,468 1,446,695 722,120 763,613 358,331 441,421 203,300 17,292 4,565,240 Individually evaluated for impairment — — — — — 163 — — 163 Total CRE-IP $ 612,468 $ 1,446,695 $ 722,120 $ 763,613 $ 358,331 $ 441,584 $ 203,300 $ 17,292 $ 4,565,403 Residential CRE (Dollars in thousands) 2020 2019 2018 2017 2016 prior to 2016 Revolving Revolving Total PD Grade: 1 $ — $ — $ — $ — $ — $ 23 $ — $ — $ 23 2 — — — — — — — — — 3 — — 272 175 — 106 — — 553 4 95 886 — 313 — 124 — — 1,418 5 — — — — 79 — — — 79 6 5,568 6,252 42 338 44 349 — — 12,593 7 — 527 2,904 1,795 — 190 21,382 — 26,798 8 150 312 463 — — 153 100 — 1,178 9 — — 263 — 498 79 — — 840 10 — 735 266 — — 77 — — 1,078 11 3,517 20,693 3,471 161 — 477 — — 28,319 12 — — — — — 161 — — 161 13 1,006 — 45 — — 9 — — 1,060 14,15,16 15 28 — — — 146 — — 189 Collectively evaluated for impairment 10,351 29,433 7,726 2,782 621 1,894 21,482 — 74,289 Individually evaluated for impairment — — — — — — — — — Total CRE-RES $ 10,351 $ 29,433 $ 7,726 $ 2,782 $ 621 $ 1,894 $ 21,482 $ — $ 74,289 The following table provides the balances of commercial loan portfolio classes with associated allowance, disaggregated by PD grade as of December 31, 2019. December 31, 2019 (Dollars in thousands) General C&I Loans to Mortgage Companies TRUPS (a) Income CRE Residential CRE Total Percentage of Total Allowance for Loan Losses PD Grade: 1 $ 696,040 $ — $ — $ 1,848 $ — $ 697,888 3 % $ 69 2 767,048 — — 48,906 38 815,992 4 165 3 743,123 877,210 3,314 474,067 806 2,098,520 9 274 4 1,237,772 692,971 46,375 680,223 477 2,657,818 11 738 5 1,986,761 670,402 72,512 993,628 1,700 3,725,003 15 8,265 6 2,511,290 1,410,387 27,263 717,062 17,027 4,683,029 19 12,054 7 2,708,707 509,616 18,378 641,345 30,925 3,908,971 16 20,409 8 1,743,364 136,771 — 269,407 16,699 2,166,241 9 22,514 9 1,101,873 77,139 31,909 169,586 13,007 1,393,514 6 17,484 10 563,635 21,229 18,536 59,592 2,153 665,145 3 10,197 11 495,140 — — 81,682 2,302 579,124 2 13,454 12 262,906 15,158 — 28,807 1,074 307,945 1 8,471 13 232,823 — — 32,966 1,126 266,915 1 8,142 14,15,16 263,076 — — 43,400 626 307,102 1 29,318 Collectively evaluated for impairment 15,313,558 4,410,883 218,287 4,242,519 87,960 24,273,207 100 151,554 Individually evaluated for impairment 82,438 — — 1,563 — 84,001 — 6,196 Purchased credit-impaired loans 25,925 — — 4,155 820 30,900 — 848 Total commercial loans $ 15,421,921 $ 4,410,883 $ 218,287 $ 4,248,237 $ 88,780 $ 24,388,108 100 % $ 158,598 The following table reflects the amortized cost basis by year of origination and refreshed FICO scores for consumer real estate as of March 31, 2020 . Within consumer real estate, classes include home equity line of credit ("HELOC") and real estate installment. HELOCs are loans which during their draw period are classified as revolving loans. Once the draw period ends and the loan enters its repayment period, the loan converts to a term loan and is classified as revolving loans converted to term loans. All loans classified in the following table as revolving loans or revolving loans converted to term loans are HELOCs. Real estate installment loans are originated as a fixed term loan and are classified below in their vintage year from prior to 2016 to 2020. All loans in the following table classified in a vintage year are real estate installment loans. Consumer Real Estate (Dollars in thousands) 2020 2019 2018 2017 2016 Prior to 2016 Revolving Revolving Total FICO score 740 or greater $ 134,032 $ 586,720 $ 451,497 $ 438,007 $ 541,683 $ 1,346,587 $ 646,462 $ 142,848 $ 4,287,836 FICO score 720-739 25,129 80,851 50,344 42,134 78,632 135,173 75,392 31,629 519,284 FICO score 700-719 10,325 63,306 32,469 36,606 35,111 130,881 58,913 29,201 396,812 FICO score 660-699 27,489 54,870 38,198 33,127 45,329 175,873 80,018 54,440 509,344 FICO score 620-659 1,026 21,260 9,708 11,482 16,651 72,843 28,433 31,527 192,930 FICO score less than 620 339 12,792 9,706 11,477 12,671 91,003 26,318 48,871 213,177 Total $ 198,340 $ 819,799 $ 591,922 $ 572,833 $ 730,077 $ 1,952,360 $ 915,536 $ 338,516 $ 6,119,383 (a) $9.0 million of HELOC loans were converted from revolving to term in first quarter 2020. The following table reflects the amortized cost basis by year of origination and refreshed FICO scores for other consumer loans as of March 31, 2020 . Other Consumer (Dollars in thousands) 2020 2019 2018 2017 2016 Prior to 2016 Revolving Revolving Total FICO score 740 or greater $ 9,410 $ 41,336 $ 24,423 $ 12,035 $ 5,338 $ 21,272 $ 176,917 $ 3,293 $ 294,024 FICO score 720-739 1,509 6,235 3,799 1,911 1,054 2,954 36,173 709 54,344 FICO score 700-719 2,236 5,986 2,551 2,103 924 2,674 23,185 934 40,593 FICO score 660-699 3,219 8,803 4,355 3,221 1,524 4,041 32,282 1,700 59,145 FICO score 620-659 449 2,760 1,945 912 1,196 2,213 13,020 632 23,127 FICO score less than 620 279 1,458 1,190 752 3,034 4,573 10,781 1,498 23,565 Total $ 17,102 $ 66,578 $ 38,263 $ 20,934 $ 13,070 $ 37,727 $ 292,358 $ 8,766 $ 494,798 (a) $1.5 million of other consumer loans were converted from revolving to term in first quarter 2020. The following table reflects the percentage of balances outstanding by average, refreshed FICO scores for the HELOC and real estate installment classes of loans as of December 31, 2019. December 31, 2019 (Dollars in thousands) HELOC R/E Installment Loans (b) FICO score 740 or greater 62.0 % 71.9 % FICO score 720-739 8.6 8.3 FICO score 700-719 7.6 6.3 FICO score 660-699 10.8 8.1 FICO score 620-659 4.7 2.8 FICO score less than 620 (a) 6.3 2.6 Total 100.0 % 100.0 % (a) For this group, a majority of the loan balances had FICO scores at the time of the origination that exceeded 620 but have since deteriorated as the loan have seasoned. (b) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability.
Accruing And Non-Accruing Loans By Class	The following table reflects accruing and non-accruing loans by class on March 31, 2020 : Accruing Non-Accruing (Dollars in thousands) Current 30-89 Days Past Due 90+ Days Past Due Total Accruing Current 30-89 Days Past Due 90+ Days Past Due Total Non- Accruing Total Loans Commercial (C&I): General C&I (a) $ 16,081,865 $ 17,049 $ 166 $ 16,099,080 $ 60,387 $ 2,505 $ 33,189 $ 96,081 $ 16,195,161 Loans to mortgage companies 5,713,914 — — 5,713,914 — — — — 5,713,914 TRUPS (b) 215,355 — — 215,355 — — — — 215,355 Total commercial (C&I) 22,011,134 17,049 166 22,028,349 60,387 2,505 33,189 96,081 22,124,430 Commercial real estate: Income CRE 4,562,822 419 — 4,563,241 29 816 1,317 2,162 4,565,403 Residential CRE 74,222 39 — 74,261 — 28 — 28 74,289 Total commercial real estate 4,637,044 458 — 4,637,502 29 844 1,317 2,190 4,639,692 Consumer real estate: HELOC 1,186,834 10,213 5,828 1,202,875 41,506 3,547 6,124 51,177 1,254,052 R/E installment loans 4,801,281 17,741 6,304 4,825,326 24,162 2,420 13,423 40,005 4,865,331 Total consumer real estate 5,988,115 27,954 12,132 6,028,201 65,668 5,967 19,547 91,182 6,119,383 Credit card & other: Credit card 189,247 1,893 1,715 192,855 — — — — 192,855 Other 300,308 1,144 131 301,583 153 38 169 360 301,943 Total credit card & other 489,555 3,037 1,846 494,438 153 38 169 360 494,798 Total loans, net of unearned income $ 33,125,848 $ 48,498 $ 14,144 $ 33,188,490 $ 126,237 $ 9,354 $ 54,222 $ 189,813 $ 33,378,303 (a) $36.1 million of general C&I loans are nonaccrual loans with no related allowance. (b) TRUPS is presented net of the valuation allowance of $18.9 million . The following table reflects accruing and non-accruing loans by class on December 31, 2019 : Accruing Non-Accruing (Dollars in thousands) Current 30-89 Days Past Due 90+ Days Past Due Total Accruing Current 30-89 Days Past Due 90+ Days Past Due Total Non- Accruing Total Loans Commercial (C&I): General C&I $ 15,314,292 $ 7,155 $ 237 $ 15,321,684 $ 36,564 $ 14,385 $ 23,363 $ 74,312 $ 15,395,996 Loans to mortgage companies 4,410,883 — — 4,410,883 — — — — 4,410,883 TRUPS (a) 218,287 — — 218,287 — — — — 218,287 Purchased credit-impaired loans 23,840 287 1,798 25,925 — — — — 25,925 Total commercial (C&I) 19,967,302 7,442 2,035 19,976,779 36,564 14,385 23,363 74,312 20,051,091 Commercial real estate: Income CRE 4,242,044 679 — 4,242,723 — 19 1,340 1,359 4,244,082 Residential CRE 87,487 7 — 87,494 — 466 — 466 87,960 Purchased credit-impaired loans 4,752 128 95 4,975 — — — — 4,975 Total commercial real estate 4,334,283 814 95 4,335,192 — 485 1,340 1,825 4,337,017 Consumer real estate: HELOC 1,217,344 9,156 5,669 1,232,169 43,007 4,227 7,472 54,706 1,286,875 R/E installment loans (b) 4,812,446 12,894 9,170 4,834,510 20,710 1,076 9,202 30,988 4,865,498 Purchased credit-impaired loans 18,720 2,770 3,276 24,766 — — — — 24,766 Total consumer real estate 6,048,510 24,820 18,115 6,091,445 63,717 5,303 16,674 85,694 6,177,139 Credit card & other: Credit card 198,917 1,076 1,178 201,171 — — — — 201,171 Other 291,700 1,802 337 293,839 101 44 189 334 294,173 Purchased credit-impaired loans 323 98 99 520 — — — — 520 Total credit card & other 490,940 2,976 1,614 495,530 101 44 189 334 495,864 Total loans, net of unearned income $ 30,841,035 $ 36,052 $ 21,859 $ 30,898,946 $ 100,382 $ 20,217 $ 41,566 $ 162,165 $ 31,061,111 Certain previously reported amounts have been reclassified to agree with current presentation. (a) TRUPS is presented net of the valuation allowance of $19.1 million . (b) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability.
Schedule Of Troubled Debt Restructurings Occurring During The Year	The following tables reflect portfolio loans that were classified as TDRs during the three months ended March 31, 2020 and 2019 : March 31, 2020 March 31, 2019 (Dollars in thousands) Number Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Number Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Commercial (C&I): General C&I 3 $ 5,927 $ 4,433 2 $ 13,895 $ 13,820 Total commercial (C&I) 3 5,927 4,433 2 13,895 13,820 Consumer real estate: HELOC 8 912 891 19 2,104 2,084 R/E installment loans 10 1,511 1,497 47 7,425 7,413 Total consumer real estate 18 2,423 2,388 66 9,529 9,497 Credit card & other 24 158 146 15 74 71 Total troubled debt restructurings 45 $ 8,508 $ 6,967 83 $ 23,498 $ 23,388
Schedule Of Troubled Debt Restructurings Within The Previous 12 Months	The following tables present TDRs which re-defaulted during the three months ended March 31, 2020 and 2019 , and as to which the modification occurred 12 months or less prior to the re-default. For purposes of this disclosure, FHN generally defines payment default as 30 or more days past due. March 31, 2020 March 31, 2019 (Dollars in thousands) Number Recorded Investment Number Recorded Investment Commercial (C&I): General C&I — $ — — $ — Total commercial (C&I) — — — — Consumer real estate: HELOC 4 960 1 33 R/E installment loans 5 344 — — Total consumer real estate 9 1,304 1 33 Credit card & other 7 31 8 18 Total troubled debt restructurings 16 $ 1,335 9 $ 51
Accrued Interest	AIR is included within Other assets in the Consolidated Condensed Statements of Condition and the amounts by portfolio segment are presented in the following table. March 31 (Dollars in thousands) 2020 Commercial: Commercial, financial, and industrial $ 55,215 Commercial real estate 11,233 Consumer: Consumer real estate 16,154 Credit card & other 1,672 Total accrued interest $ 84,274
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Accretable Yield Movement Schedule Rollforward	The following table presents a rollforward of the accretable yield for the year ended December 31, 2019: Year Ended (Dollars in thousands) 2019 Balance, beginning of period $ 13,375 Accretion (5,792 ) Adjustment for payoffs (2,438 ) Adjustment for charge-offs (479 ) Adjustment for pool excess recovery (a) — Increase in accretable yield (b) 5,513 Disposals (4 ) Other (367 ) Balance, end of period $ 9,808 (a) Represents the removal of accretable difference for the remaining loans in a pool which is now in a recovery state. (b) Includes changes in the accretable yield due to both transfers from the nonaccretable difference and the impact of changes in the expected timing of the cash flows.
Schedule of Acquired Purchase Credit Impaired Loans by Portfolio Segment	The following table reflects the outstanding principal balance and carrying amounts of the acquired PCI loans as of December 31, 2019: December 31, 2019 (Dollars in thousands) Carrying value Unpaid balance Commercial, financial and industrial $ 24,973 $ 25,938 Commercial real estate 5,078 5,466 Consumer real estate 23,681 26,245 Credit card and other 489 567 Total $ 54,221 $ 58,216
Information By Class Related To Individually Impaired Loans	December 31, 2019 (Dollars in thousands) Recorded Unpaid Related Impaired loans with no related allowance recorded: Commercial: General C&I $ 52,672 $ 63,602 $ — Income CRE 1,563 1,563 — Total $ 54,235 $ 65,165 $ — Consumer: HELOC (a) $ 4,940 $ 10,438 $ — R/E installment loans (a) 7,593 10,054 — Total $ 12,533 $ 20,492 $ — Impaired loans with related allowance recorded: Commercial: General C&I $ 29,766 $ 31,536 $ 6,196 TRUPS — — — Income CRE — — — Total $ 29,766 $ 31,536 $ 6,196 Consumer: HELOC $ 55,522 $ 59,122 $ 7,016 R/E installment loans 94,191 104,121 12,282 Credit card & other 653 653 422 Total $ 150,366 $ 163,896 $ 19,720 Total commercial $ 84,001 $ 96,701 $ 6,196 Total consumer $ 162,899 $ 184,388 $ 19,720 Total impaired loans $ 246,900 $ 281,089 $ 25,916 (a) All discharged bankruptcy loans are charged down to an estimate of net realizable value and do not carry any allowance. Three Months Ended March 31 2019 (Dollars in thousands) Average Interest Impaired loans with no related allowance recorded: Commercial: General C&I $ 55,765 $ 180 Loans to mortgage companies — — Income CRE 1,556 13 Residential CRE — — Total $ 57,321 $ 193 Consumer: HELOC (a) $ 7,597 $ — R/E installment loans (a) 8,637 — Total $ 16,234 $ — Impaired loans with related allowance recorded: Commercial: General C&I $ 7,294 $ — TRUPS 2,863 — Income CRE 367 4 Residential CRE — — Total $ 10,524 $ 4 Consumer: HELOC $ 65,013 $ 522 R/E installment loans 108,059 822 Credit card & other 690 5 Total $ 173,762 $ 1,349 Total commercial $ 67,845 $ 197 Total consumer $ 189,996 $ 1,349 Total impaired loans $ 257,841 $ 1,546 (a) All discharged bankruptcy loans are charged down to an estimate of net realizable value and do not carry any allowance.

Allowance for Loan Losses (Tabl

Allowance for Loan Losses (Tables)	3 Months Ended
	Mar. 31, 2020
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Rollforward Of The Allowance For Loan Losses By Portfolio Segment	The following table provides a rollforward of the allowance for loan losses by portfolio segment for the three months ended March 31, 2020 and 2019 : (Dollars in thousands) C&I Commercial Real Estate Consumer Real Estate (a) Credit Card and Other Total Balance as of January 1, 2020 $ 122,486 $ 36,112 $ 28,443 $ 13,266 $ 200,307 Adoption of ASU 2016-13 18,782 (7,348 ) 92,992 1,968 106,394 Charge-offs (6,751 ) (581 ) (2,310 ) (3,811 ) (13,453 ) Recoveries 935 573 3,555 1,179 6,242 Provision for loan losses 119,064 18,869 342 6,725 145,000 Balance as of March 31, 2020 254,516 47,625 123,022 19,327 444,490 Allowance - individually evaluated for impairment 11,401 — 13,394 468 25,263 Allowance - collectively evaluated for impairment 243,115 47,625 109,628 18,859 419,227 Loans, net of unearned as of March 31, 2020: Individually evaluated for impairment 100,092 163 152,393 699 253,347 Collectively evaluated for impairment 22,024,338 4,639,529 5,966,990 494,099 33,124,956 Total loans, net of unearned income $ 22,124,430 $ 4,639,692 $ 6,119,383 $ 494,798 $ 33,378,303 Balance as of January 1, 2019 $ 98,947 $ 31,311 $ 37,439 $ 12,727 $ 180,424 Charge-offs (3,101 ) (434 ) (2,804 ) (4,188 ) (10,527 ) Recoveries 829 57 4,041 1,087 6,014 Provision/(provision credit) for loan losses 7,038 3,448 (4,522 ) 3,036 9,000 Balance as of March 31, 2019 103,713 34,382 34,154 12,662 184,911 Allowance - individually evaluated for impairment 3,437 — 23,923 446 27,806 Allowance - collectively evaluated for impairment 98,135 34,382 9,108 12,067 153,692 Allowance - purchased credit-impaired loans 2,141 — 1,123 149 3,413 Loans, net of unearned as of March 31, 2019: Individually evaluated for impairment 83,253 1,879 189,332 684 275,148 Collectively evaluated for impairment 17,056,034 3,936,727 6,141,585 504,271 27,638,617 Purchased credit-impaired loans 36,825 8,337 29,846 1,275 76,283 Total loans, net of unearned income $ 17,176,112 $ 3,946,943 $ 6,360,763 $ 506,230 $ 27,990,048 Certain previously reported amounts have been reclassified to agree with current presentation. a) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability .

Intangible Assets (Tables)

Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2020
Goodwill and Intangible Assets Disclosure [Abstract]
Summary Of Intangible Assets and Accumulated Amortization Included In The Consolidated Statements of Condition	The following is a summary of other intangible assets included in the Consolidated Condensed Statements of Condition: March 31, 2020 December 31, 2019 (Dollars in thousands) Gross Carrying Amount Accumulated Amortization Net Carrying Value Gross Carrying Amount Accumulated Amortization Net Carrying Value Core deposit intangibles $ 157,150 $ (51,966 ) $ 105,184 $ 157,150 $ (47,372 ) $ 109,778 Customer relationships (a) 23,000 (5,734 ) 17,266 77,865 (60,150 ) 17,715 Other (b) 5,622 (3,180 ) 2,442 5,622 (2,915 ) 2,707 Total $ 185,772 $ (60,880 ) $ 124,892 $ 240,637 $ (110,437 ) $ 130,200 (a) 2020 decrease in gross carrying amounts and accumulated amortization associated with $54.9 million of customer relationships fully amortized at December 31, 2019. (b) Balance primarily includes noncompete covenants, as well as $ .3 million related to state banking licenses not subject to amortization.
Schedule of Estimated Aggregate Amortization Expense for Intangible Assets	As of March 31, 2020 the estimated aggregated amortization expense is expected to be: (Dollars in thousands) Year Amortization Remainder of 2020 $ 15,852 2021 19,547 2022 17,412 2023 16,117 2024 14,679 2025 12,580
Summary Of Gross Goodwill And Accumulated Impairment Losses And Write-Offs Detailed By Reportable Segments	The following is a summary of goodwill by reportable segment included in the Consolidated Condensed Statements of Condition as of March 31, 2020 and December 31, 2019 . (Dollars in thousands) Regional Banking Fixed Income Total December 31, 2018 $ 1,289,819 $ 142,968 $ 1,432,787 Additions — — — March 31, 2019 $ 1,289,819 $ 142,968 $ 1,432,787 December 31, 2019 $ 1,289,819 $ 142,968 $ 1,432,787 Additions — — — March 31, 2020 $ 1,289,819 $ 142,968 $ 1,432,787

Other Income And Other Expense

Other Income And Other Expense (Tables)	3 Months Ended
	Mar. 31, 2020
Other Nonoperating Income (Expense) [Abstract]
Other Income And Other Expense	Following is detail of All other income and commissions and All other expense as presented in the Consolidated Condensed Statements of Income: Three Months Ended (Dollars in thousands) 2020 2019 All other income and commissions: Other service charges $ 5,219 $ 3,869 ATM and interchange fees 4,212 3,241 Mortgage banking 2,431 1,886 Letter of credit fees 1,462 1,368 Dividend income 1,130 2,313 Electronic banking fees 1,030 1,271 Insurance commissions 789 624 Gain/(loss) on extinguishment of debt — (1 ) Deferred compensation (a) (9,507 ) 5,474 Other 7,598 4,586 Total $ 14,364 $ 24,631 All other expense: Credit expense on unfunded commitments (b) $ 9,230 $ 396 Travel and entertainment 2,709 2,712 Other insurance and taxes 2,679 2,694 Non-service components of net periodic pension and post-retirement cost 2,508 432 Supplies 2,411 1,804 Customer relations 2,004 1,599 Employee training and dues 1,341 1,457 Miscellaneous loan costs 1,094 1,027 Tax credit investments 346 675 Litigation and regulatory matters 13 13 OREO (184 ) (366 ) Other 9,075 6,888 Total $ 33,226 $ 19,331 Certain previously reported amounts have been reclassified to agree with current presentation. (a) Amounts are driven by market conditions and are mirrored by changes in deferred compensation expense which is included in employee compensation expense. First quarter 2020 decrease was driven by negative equity market valuations. (b) First quarter 2020 increase largely associated with a sudden, steep decline in economic forecast attributable to the COVID-19 pandemic.

Components of Other Comprehen_2

Components of Other Comprehensive Income/(loss) (Tables)	3 Months Ended
	Mar. 31, 2020
Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated Other Comprehensive Income/(Loss)	The following table provides the changes in accumulated other comprehensive income/(loss) by component, net of tax, for the three months ended March 31, 2020 and 2019 : (Dollars in thousands) Securities AFS Cash Flow Pension and Total Balance as of January 1, 2020 $ 31,079 $ 3,227 $ (273,914 ) $ (239,608 ) Net unrealized gains/(losses) 88,278 13,155 — 101,433 Amounts reclassified from AOCI — (94 ) 2,105 2,011 Other comprehensive income/(loss) 88,278 13,061 2,105 103,444 Balance as of March 31, 2020 $ 119,357 $ 16,288 $ (271,809 ) $ (136,164 ) Balance as of January 1, 2019 $ (75,736 ) $ (12,112 ) $ (288,768 ) $ (376,616 ) Net unrealized gains/(losses) 48,615 3,936 — 52,551 Amounts reclassified from AOCI — 1,451 1,463 2,914 Other comprehensive income/(loss) 48,615 5,387 1,463 55,465 Balance as of March 31, 2019 $ (27,121 ) $ (6,725 ) $ (287,305 ) $ (321,151 )
Reclassification Out Of Accumulated Other Comprehensive Income	Reclassifications from AOCI, and related tax effects, were as follows: (Dollars in thousands) Three Months Ended Details about AOCI 2020 2019 Affected line item in the statement where net income is presented Cash flow hedges: Realized (gains)/losses on cash flow hedges (124 ) 1,927 Interest and fees on loans Tax expense/(benefit) 30 (476 ) Provision/(benefit) for income taxes (94 ) 1,451 Pension and Postretirement Plans: Amortization of prior service cost and net actuarial gain/(loss) 2,791 1,943 All other expense Tax expense/(benefit) (686 ) (480 ) Provision/(benefit) for income taxes 2,105 1,463 Total reclassification from AOCI $ 2,011 $ 2,914

Earnings Per Share (Tables)

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2020
Earnings Per Share [Abstract]
Schedule of Reconciliation Of Earnings/(Loss) Per Common And Diluted Share	The following table provides reconciliations of net income to net income available to common shareholders and the difference between average basic common shares outstanding and average diluted common shares outstanding: Three Months Ended (Dollars and shares in thousands, except per share data) 2020 2019 Net income/(loss) $ 16,472 $ 103,405 Net income attributable to noncontrolling interest 2,852 2,820 Net income/(loss) attributable to controlling interest 13,620 100,585 Preferred stock dividends 1,550 1,550 Net income/(loss) available to common shareholders $ 12,070 $ 99,035 Weighted average common shares outstanding—basic 311,597 317,435 Effect of dilutive securities 1,573 2,146 Weighted average common shares outstanding—diluted 313,170 319,581 Net income/(loss) per share available to common shareholders $ 0.04 $ 0.31 Diluted income/(loss) per share available to common shareholders $ 0.04 $ 0.31
Schedule of Anti-Dilutive Options and Awards	The following table presents outstanding options and other equity awards that were excluded from the calculation of diluted earnings per share because they were either anti-dilutive (the exercise price was higher than the weighted-average market price for the period) or the performance conditions have not been met: Three Months Ended (Shares in thousands) 2020 2019 Stock options excluded from the calculation of diluted EPS 3,031 2,613 Weighted average exercise price of stock options excluded from the calculation of diluted EPS $ 18.73 $ 21.77 Other equity awards excluded from the calculation of diluted EPS 4,264 1,922

Pension, Savings, And Other E_2

Pension, Savings, And Other Employee Benefits (Tables)	3 Months Ended
	Mar. 31, 2020
Retirement Benefits, Description [Abstract]
Schedule of Components of Net Periodic Benefit Cost	The components of net periodic benefit cost for the three months ended March 31 are as follows: Pension Benefits Other Benefits (Dollars in thousands) 2020 2019 2020 2019 Components of net periodic benefit cost Service cost $ 8 $ 8 $ 25 $ 24 Interest cost 5,909 7,575 304 351 Expected return on plan assets (6,168 ) (9,173 ) (311 ) (269 ) Amortization of unrecognized: Prior service cost/(credit) — — 8 — Actuarial (gain)/loss 3,224 2,435 (75 ) (117 ) Net periodic benefit cost/(credit) $ 2,973 $ 845 $ (49 ) $ (11 )

Business Segment Information (T

Business Segment Information (Tables)	3 Months Ended
	Mar. 31, 2020
Segment Reporting, Measurement Disclosures [Abstract]
Amounts Of Consolidated Revenue, Expense, Tax And Assets	The following table reflects the amounts of consolidated revenue, expense, tax, and average assets for each segment for the three months ended March 31 : Three Months Ended (Dollars in thousands) 2020 2019 Consolidated Net interest income $ 302,802 $ 294,508 Provision/(provision credit) for loan losses (a) 145,000 9,000 Noninterest income 174,756 141,045 Noninterest expense 311,319 296,090 Income/(loss) before income taxes 21,239 130,463 Provision/(benefit) for income taxes 4,767 27,058 Net income/(loss) $ 16,472 $ 103,405 Average assets $ 43,551,912 $ 40,883,192 (a) First quarter 2020 increase in provision expense primarily associated with a sudden, steep decline in the economic forecast attributable to the COVID-19 pandemic. Three Months Ended (Dollars in thousands) 2020 2019 Regional Banking Net interest income $ 300,128 $ 286,023 Provision/(provision credit) for loan losses (a) 145,435 13,442 Noninterest income 81,871 73,029 Noninterest expense 211,013 198,569 Income/(loss) before income taxes 25,551 147,041 Provision/(benefit) for income taxes 4,388 34,109 Net income/(loss) $ 21,163 $ 112,932 Average assets $ 32,164,347 $ 28,801,849 Fixed Income Net interest income $ 10,914 $ 7,332 Noninterest income 95,723 53,807 Noninterest expense 81,063 50,533 Income/(loss) before income taxes 25,574 10,606 Provision/(benefit) for income taxes 6,099 2,457 Net income/(loss) $ 19,475 $ 8,149 Average assets $ 3,764,192 $ 2,848,249 Corporate Net interest income/(expense) $ (13,359 ) $ (7,914 ) Noninterest income (b) (3,718 ) 13,353 Noninterest expense (b) (c) 15,449 41,779 Income/(loss) before income taxes (32,526 ) (36,340 ) Provision/(benefit) for income taxes (6,372 ) (11,771 ) Net income/(loss) $ (26,154 ) $ (24,569 ) Average assets $ 6,784,190 $ 8,058,041 Non-Strategic Net interest income $ 5,119 $ 9,067 Provision/(provision credit) for loan losses (a) (435 ) (4,442 ) Noninterest income 880 856 Noninterest expense 3,794 5,209 Income/(loss) before income taxes 2,640 9,156 Provision/(benefit) for income taxes 652 2,263 Net income/(loss) $ 1,988 $ 6,893 Average assets $ 839,183 $ 1,175,053 Certain previously reported amounts have been reclassified to agree with current presentation. (a) First quarter 2020 increase in provision expense primarily associated with a sudden, steep decline in the economic forecast attributable to the COVID-19 pandemic. (b) First quarter 2020 decrease due to fluctuations in deferred compensation income driven by equity market valuations and mirrored by changes in deferred compensation expense, which is included in employee compensation expense. (c) 2020 and 2019 include restructuring-related costs associated with efficiency initiatives; refer to Note 17 - Restructuring, Repositioning, and Efficiency for additional information. 2020 and 2019 include acquisition-related expenses; refer to Note 2 - Acquisitions and Divestitures for additional information. The following tables reflect a disaggregation of FHN’s noninterest income by major product line and reportable segment for the three months ended March 31, 2020 and 2019 : Three months ended March 31, 2020 (Dollars in thousands) Regional Banking Fixed Income Corporate Non-Strategic Consolidated Noninterest income: Fixed income (a) $ 121 $ 95,514 $ — $ — $ 95,635 Deposit transactions and cash management 28,812 — 1,435 43 30,290 Brokerage, management fees and commissions 15,405 — — — 15,405 Bankcard income 7,150 — 70 33 7,253 Trust services and investment management 7,213 — (18 ) — 7,195 BOLI (b) — — 4,589 — 4,589 Equity securities gains/(losses), net (b) — — 25 — 25 All other income and commissions (c) (d) 23,170 209 (9,819 ) 804 14,364 Total noninterest income $ 81,871 $ 95,723 $ (3,718 ) $ 880 $ 174,756 (a) Includes $9.3 million of underwriting, portfolio advisory, and other noninterest income in scope of Accounting Standards Codification ("ASC") 606, "Revenue From Contracts With Customers." (b) Represents noninterest income excluded from the scope of ASC 606. Amount is presented for informational purposes to reconcile total non-interest income. (c) Includes other service charges, ATM and interchange fees, electronic banking fees, and insurance commission in scope of ASC 606. (d) First quarter 2020 Corporate balance includes negative deferred compensation income driven by equity market valuations. Three months ended March 31, 2019 (Dollars in thousands) Regional Banking Fixed Income Corporate Non- Strategic Consolidated Noninterest income: Fixed income (a) $ 17 $ 53,732 $ — $ — $ 53,749 Deposit transactions and cash management 30,003 3 1,563 52 31,621 Brokerage, management fees and commissions 12,630 — — 3 12,633 Bankcard income 7,039 — 62 (149 ) 6,952 Trust services and investment management 7,056 — (30 ) — 7,026 BOLI (b) — — 4,402 — 4,402 Equity securities gains/(losses), net (b) — — 31 — 31 All other income and commissions (c) 16,284 72 7,325 950 24,631 Total noninterest income $ 73,029 $ 53,807 $ 13,353 $ 856 $ 141,045 Certain previously reported amounts have been reclassified to agree with current presentation. (a) Includes $7.3 million of underwriting, portfolio advisory, and other noninterest income in scope of Accounting Standards Codification ("ASC") 606, "Revenue From Contracts With Customers." (b) Represents noninterest income excluded from the scope of ASC 606. Amount is presented for informational purposes to reconcile total non-interest income. (c) Includes other service charges, ATM and interchange fees, electronic banking fees, and insurance commission in scope of ASC 606.

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2020
Variable Interest Entities [Abstract]
Summary Of VIEs Consolidated By FHN	The following table summarizes the carrying value of assets and liabilities associated with rabbi trusts used for deferred compensation plans which are consolidated by FHN as of March 31, 2020 and December 31, 2019 : ( Dollars in thousands ) March 31, 2020 December 31, 2019 Assets: Other assets $ 82,904 $ 91,873 Total assets $ 82,904 $ 91,873 Liabilities: Other liabilities $ 61,517 $ 70,830 Total liabilities $ 61,517 $ 70,830
Summary of the Impact of Qualifying LIHTC Investments	The following table summarizes the impact to the Provision/(benefit) for income taxes on the Consolidated Condensed Statements of Income for the three months ended March 31, 2020 , and 2019 for LIHTC investments accounted for under the proportional amortization method. Three Months Ended ( Dollars in thousands ) 2020 2019 Provision/(benefit) for income taxes: Amortization of qualifying LIHTC investments $ 5,561 $ 3,998 Low income housing tax credits (4,598 ) (3,629 ) Other tax benefits related to qualifying LIHTC investments (2,555 ) (1,610 )
Summary Of VIEs Not Consolidated By FHN	The following table summarizes FHN’s nonconsolidated VIEs as of March 31, 2020 : (Dollars in thousands) Maximum Loss Exposure Liability Recognized Classification Type Low income housing partnerships $ 241,435 $ 123,720 (a) Other tax credit investments (b) 6,161 — Other assets Small issuer trust preferred holdings (c) 234,214 — Loans, net of unearned income On-balance sheet trust preferred securitization 32,261 81,912 (d) Proprietary residential mortgage securitizations 785 — Trading securities Holdings of agency mortgage-backed securities (c) 5,126,372 — (e) Commercial loan troubled debt restructurings (f) 42,109 — Loans, net of unearned income Sale-leaseback transaction 18,052 — (g) Proprietary trust preferred issuances (h) — 167,014 Term borrowings (a) Maximum loss exposure represents $117.7 million of current investments and $123.7 million of accrued contractual funding commitments. Accrued funding commitments represent unconditional contractual obligations for future funding events, and are also recognized in Other liabilities. FHN currently expects to be required to fund these accrued commitments by the end of 2023. (b) A liability is not recognized as investments are written down over the life of the related tax credit. Maximum loss exposure represents the value of current investments. (c) Maximum loss exposure represents the value of current investments. A liability is not recognized as FHN is solely a holder of the trusts’ securities. (d) Includes $112.5 million classified as Loans, net of unearned income, and $1.7 million classified as Trading securities which are offset by $81.9 million classified as Term borrowings. (e) Includes $1.1 billion classified as Trading securities and $4.0 billion classified as Securities available-for-sale. (f) Maximum loss exposure represents $41.6 million of current receivables and $.5 million of contractual funding commitments on loans related to commercial borrowers involved in a troubled debt restructuring. (g) Maximum loss exposure represents the current loan balance plus additional funding commitments. (h) No exposure to loss due to nature of FHN's involvement. The following table summarizes FHN’s nonconsolidated VIEs as of December 31, 2019 : (Dollars in thousands) Maximum Loss Exposure Liability Recognized Classification Type Low income housing partnerships $ 237,668 $ 136,404 (a) Other tax credit investments (b) (c) 6,282 — Other assets Small issuer trust preferred holdings (d) 238,397 — Loans, net of unearned income On-balance sheet trust preferred securitization 33,265 80,908 (e) Proprietary residential mortgage securitizations 941 — Trading securities Holdings of agency mortgage-backed securities (d) 4,537,685 — (f) Commercial loan troubled debt restructurings (g) 45,169 — Loans, net of unearned income Sale-leaseback transaction 18,111 — (h) Proprietary trust preferred issuances (i) — 167,014 Term borrowings (a) Maximum loss exposure represents $101.3 million of current investments and $136.4 million of accrued contractual funding commitments. Accrued funding commitments represent unconditional contractual obligations for future funding events, and are also recognized in Other liabilities. FHN currently expects to be required to fund these accrued commitments by the end of 2023. (b) A liability is not recognized as investments are written down over the life of the related tax credit. (c) Maximum loss exposure represents current investment balance. As of December 31, 2019, there were no investments funded through loans from community development enterprises. (d) Maximum loss exposure represents the value of current investments. A liability is not recognized as FHN is solely a holder of the trusts’ securities. (e) Includes $112.5 million classified as Loans, net of unearned income, and $1.7 million classified as Trading securities which are offset by $80.9 million classified as Term borrowings. (f) Includes $.5 billion classified as Trading securities and $4.0 billion classified as Securities available-for-sale. (g) Maximum loss exposure represents $43.4 million of current receivables and $ 1.8 million of contractual funding commitments on loans related to commercial borrowers involved in a troubled debt restructuring. (h) Maximum loss exposure represents the current loan balance plus additional funding commitments less amounts received from the buyer-lessor. (i)

Derivatives (Tables)

Derivatives (Tables)	3 Months Ended
	Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives Associated With Fixed Income Trading Activities	The following tables summarize FHN’s derivatives associated with fixed income trading activities as of March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Notional Assets Liabilities Customer interest rate contracts $ 3,395,932 $ 232,886 $ 1,509 Offsetting upstream interest rate contracts 3,395,932 8,822 16,735 Forwards and futures purchased 8,641,017 156,687 8,508 Forwards and futures sold 9,435,099 8,829 163,096 December 31, 2019 (Dollars in thousands) Notional Assets Liabilities Customer interest rate contracts $ 2,697,522 $ 65,768 $ 6,858 Offsetting upstream interest rate contracts 2,697,522 2,583 3,994 Option contracts purchased 40,000 131 — Forwards and futures purchased 9,217,350 17,029 3,187 Forwards and futures sold 9,403,112 3,611 16,620
Derivatives Associated With Interest Rate Risk Management Activities	The following tables summarize FHN’s derivatives associated with interest rate risk management activities as of March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Notional Assets Liabilities Customer Interest Rate Contracts Hedging Hedging Instruments and Hedged Items: Customer interest rate contracts $ 3,433,278 $ 282,434 $ 503 Offsetting upstream interest rate contracts 3,433,278 5,750 23,066 Debt Hedging Hedging Instruments: Interest rate swaps $ 500,000 $ 61 N/A Hedged Items: Term borrowings: Par N/A N/A $ 500,000 Cumulative fair value hedging adjustments N/A N/A 2,862 Unamortized premium/(discount) and issuance costs N/A N/A (519 ) Total carrying value N/A N/A $ 502,343 December 31, 2019 (Dollars in thousands) Notional Assets Liabilities Customer Interest Rate Contracts Hedging Hedging Instruments and Hedged Items: Customer interest rate contracts $ 3,044,067 $ 90,394 $ 3,515 Offsetting upstream interest rate contracts 3,044,067 3,537 9,735 Debt Hedging Hedging Instruments: Interest rate swaps $ 500,000 N/A $ 69 Hedged Items: Term borrowings: Par N/A N/A $ 500,000 Cumulative fair value hedging adjustments N/A N/A (1,604 ) Unamortized premium/(discount) and issuance costs N/A N/A (740 ) Total carrying value N/A N/A $ 497,656
Gains/(Losses) on Derivatives Associated with Interest Rate Risk Management Activities	The following table summarizes gains/(losses) on FHN’s derivatives associated with interest rate risk management activities for the three months ended March 31, 2020 and 2019 : Three Months Ended 2020 2019 (Dollars in thousands) Gains/(Losses) Gains/(Losses) Customer Interest Rate Contracts Hedging Hedging Instruments and Hedged Items: Customer interest rate contracts (a) $ 195,552 $ 29,112 Offsetting upstream interest rate contracts (a) (195,552 ) (29,112 ) Debt Hedging Hedging Instruments: Interest rate swaps (b) $ 4,934 $ 4,279 Hedged Items: Term borrowings (a) (c) (4,465 ) (4,266 ) (a) Gains/losses included in All other expense within the Consolidated Condensed Statements of Income. (b) Gains/losses included in the Interest expense. (c) Represents gains and losses attributable to changes in fair value due to interest rate risk as designated in ASC 815-20 hedging relationships.
Derivative Associated With Cash Flow Hedges	The following tables summarize FHN’s derivative activities associated with cash flow hedges as of March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Notional Assets Liabilities Cash Flow Hedges Hedging Instruments: Interest rate swaps $ 700,000 $ 187 N/A Hedged Items: Variability in cash flows related to debt instruments (primarily loans) N/A $ 700,000 N/A December 31, 2019 (Dollars in thousands) Notional Assets Liabilities Cash Flow Hedges Hedging Instruments: Interest rate swaps $ 900,000 N/A $ 241 Hedged Items: Variability in cash flows related to debt instruments (primarily loans) N/A $ 900,000 N/A
Gains/(Losses) on Derivatives Associated with Cash Flow Hedges	The following table summarizes gains/(losses) on FHN’s derivatives associated with cash flow hedges for the three months ended March 31, 2020 and 2019 : Three Months Ended 2020 2019 (Dollars in thousands) Gains/(Losses) Gains/(Losses) Cash Flow Hedges Hedging Instruments: Interest rate swaps (a) $ 17,374 $ 7,218 Gain/(loss) recognized in Other comprehensive income/(loss) 13,155 3,936 Gain/(loss) reclassified from AOCI into Interest income (94 ) 1,451 (a) Approximately $9.1 million of pre-tax gains are expected to be reclassified into earnings in the next twelve months.
Derivative Assets And Collateral Received	The following table provides details of derivative assets and collateral received as presented on the Consolidated Condensed Statements of Condition as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized assets Gross amounts offset in the Statements of Condition Net amounts of assets presented in the Statements of Condition (a) Derivative liabilities available for offset Collateral received Net amount Derivative assets: March 31, 2020 Interest rate derivative contracts $ 530,337 $ — $ 530,337 $ (1,974 ) $ (303,798 ) $ 224,565 Forward contracts 165,516 — 165,516 (89,790 ) (54,018 ) 21,708 $ 695,853 $ — $ 695,853 $ (91,764 ) $ (357,816 ) $ 246,273 December 31, 2019 Interest rate derivative contracts $ 162,344 $ — $ 162,344 $ (5,604 ) $ (143,334 ) $ 13,406 Forward contracts 20,640 — 20,640 (13,292 ) (2,000 ) 5,348 $ 182,984 $ — $ 182,984 $ (18,896 ) $ (145,334 ) $ 18,754 (a) Included in Derivative assets on the Consolidated Condensed Statements of Condition. As of March 31, 2020 and December 31, 2019 , $.4 million and $.1 million , respectively, of derivative assets have been excluded from these tables because they are generally not subject to master netting or similar agreements. The following table provides details of derivative liabilities and collateral pledged as presented on the Consolidated Condensed Statements of Condition as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized liabilities Gross amounts offset in the Statements of Condition Net amounts of liabilities presented in the Statements of Condition (a) Derivative assets available for offset Collateral pledged Net amount Derivative liabilities: March 31, 2020 Interest rate derivative contracts $ 41,980 $ — $ 41,980 $ (1,974 ) $ (36,129 ) $ 3,877 Forward contracts 171,604 — 171,604 (89,790 ) (81,814 ) — $ 213,584 $ — $ 213,584 $ (91,764 ) $ (117,943 ) $ 3,877 December 31, 2019 Interest rate derivative contracts $ 24,431 $ — $ 24,431 $ (5,604 ) $ (18,689 ) $ 138 Forward contracts 19,807 — 19,807 (13,292 ) (6,515 ) — $ 44,238 $ — $ 44,238 $ (18,896 ) $ (25,204 ) $ 138 (a) Included in Derivative liabilities on the Consolidated Condensed Statements of Condition. As of March 31, 2020 and December 31, 2019 , $21.4 million and $23.2 million , respectively, of derivative liabilities (primarily Visa-related derivatives) have been excluded from these tables because they are generally not subject to master netting or similar agreements.
Derivative Liabilities and Collateral Pledged	The following table provides details of derivative liabilities and collateral pledged as presented on the Consolidated Condensed Statements of Condition as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized liabilities Gross amounts offset in the Statements of Condition Net amounts of liabilities presented in the Statements of Condition (a) Derivative assets available for offset Collateral pledged Net amount Derivative liabilities: March 31, 2020 Interest rate derivative contracts $ 41,980 $ — $ 41,980 $ (1,974 ) $ (36,129 ) $ 3,877 Forward contracts 171,604 — 171,604 (89,790 ) (81,814 ) — $ 213,584 $ — $ 213,584 $ (91,764 ) $ (117,943 ) $ 3,877 December 31, 2019 Interest rate derivative contracts $ 24,431 $ — $ 24,431 $ (5,604 ) $ (18,689 ) $ 138 Forward contracts 19,807 — 19,807 (13,292 ) (6,515 ) — $ 44,238 $ — $ 44,238 $ (18,896 ) $ (25,204 ) $ 138 (a) Included in Derivative liabilities on the Consolidated Condensed Statements of Condition. As of March 31, 2020 and December 31, 2019 , $21.4 million and $23.2 million , respectively, of derivative liabilities (primarily Visa-related derivatives) have been excluded from these tables because they are generally not subject to master netting or similar agreements.

Master Netting and Similar Ag_2

Master Netting and Similar Agreements—Repurchase, Reverse Repurchase, and Securities Borrowing Transactions (Tables)	3 Months Ended
	Mar. 31, 2020
Offsetting [Abstract]
Securities Purchased Under Agreements To Resell And Collateral Pledged By Counterparties	The following table provides details of Securities purchased under agreements to resell as presented on the Consolidated Condensed Statements of Condition and collateral pledged by counterparties as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized assets Gross amounts offset in the Statements of Condition Net amounts of assets presented in the Statements of Condition Offsetting securities sold under agreements to repurchase Securities collateral (not recognized on FHN’s Statements of Condition) Net amount Securities purchased under agreements to resell: March 31, 2020 $ 562,435 $ — $ 562,435 $ (6,290 ) $ (553,688 ) $ 2,457 December 31, 2019 586,629 — 586,629 (21,004 ) (562,702 ) 2,923
Securities Sold Under Agreements To Repurchase And Collateral Pledged By Company	The following table provides details of Securities sold under agreements to repurchase as presented on the Consolidated Condensed Statements of Condition and collateral pledged by FHN as of March 31, 2020 and December 31, 2019 : Gross amounts not offset in the Statements of Condition (Dollars in thousands) Gross amounts of recognized liabilities Gross amounts offset in the Statements of Condition Net amounts of liabilities presented in the Statements of Condition Offsetting securities purchased under agreements to resell Securities/ government guaranteed loans collateral Net amount Securities sold under agreements to repurchase: March 31, 2020 $ 788,595 $ — $ 788,595 $ (6,290 ) $ (782,305 ) $ — December 31, 2019 716,925 — 716,925 (21,004 ) (695,879 ) 42
Schedule of the Remaining Contractual Maturity by Collateral Type of Securities Sold Under Agreements To Repurchase	The following tables provide details, by collateral type, of the remaining contractual maturity of Securities sold under agreements to repurchase as of March 31, 2020 and December 31, 2019 : March 31, 2020 (Dollars in thousands) Overnight and Continuous Up to 30 Days Total Securities sold under agreements to repurchase: U.S. treasuries $ 18,955 $ — $ 18,955 Government agency issued MBS 399,353 10,397 409,750 Government agency issued CMO — 5,498 5,498 Other U.S. government agencies 83,214 — 83,214 Government guaranteed loans (SBA and USDA) 271,178 — 271,178 Total Securities sold under agreements to repurchase $ 772,700 $ 15,895 $ 788,595 December 31, 2019 (Dollars in thousands) Overnight and Continuous Up to 30 Days Total Securities sold under agreements to repurchase: U.S. treasuries $ 41,364 $ — $ 41,364 Government agency issued MBS 341,173 4,545 345,718 Other U.S. government agencies 54,924 — 54,924 Government guaranteed loans (SBA and USDA) 274,919 — 274,919 Total Securities sold under agreements to repurchase $ 712,380 $ 4,545 $ 716,925

Fair Value of Assets & Liabil_2

Fair Value of Assets & Liabilities (Tables)	3 Months Ended
	Mar. 31, 2020
Fair Value Disclosures [Abstract]
Schedule Of Assets And Liabilities Measured At Fair Value On A Recurring Basis	The following table presents the balance of assets and liabilities measured at fair value on a recurring basis as of March 31, 2020 : March 31, 2020 (Dollars in thousands) Level 1 Level 2 Level 3 Total Trading securities—fixed income: U.S. treasuries $ — $ 243,315 $ — $ 243,315 Government agency issued MBS — 661,174 — 661,174 Government agency issued CMO — 435,738 — 435,738 Other U.S. government agencies — 57,993 — 57,993 States and municipalities — 75,288 — 75,288 Corporate and other debt — 403,019 — 403,019 Equity, mutual funds, and other — 202 — 202 Total trading securities—fixed income — 1,876,729 — 1,876,729 Trading securities—mortgage banking — — 785 785 Loans held-for-sale (elected fair value) — — 13,584 13,584 Securities available-for-sale: U.S. treasuries — 100 — 100 Government agency issued MBS — 2,402,517 — 2,402,517 Government agency issued CMO — 1,626,943 — 1,626,943 Other U.S. government agencies — 372,497 — 372,497 States and municipalities — 79,125 — 79,125 Corporate and other debt — 40,621 — 40,621 Interest-Only Strip (elected fair value) — — 23,104 23,104 Total securities available-for-sale — 4,521,803 23,104 4,544,907 Other assets: Deferred compensation mutual funds 41,666 — — 41,666 Equity, mutual funds, and other 22,833 — — 22,833 Derivatives, forwards and futures 165,516 — — 165,516 Derivatives, interest rate contracts — 530,140 — 530,140 Derivatives, other — 314 280 594 Total other assets 230,015 530,454 280 760,749 Total assets $ 230,015 $ 6,928,986 $ 37,753 $ 7,196,754 Trading liabilities—fixed income: U.S. treasuries $ — $ 387,498 $ — $ 387,498 Government issued agency CMO — 1,746 — 1,746 Corporate and other debt — 63,367 — 63,367 Total trading liabilities—fixed income — 452,611 — 452,611 Other liabilities: Derivatives, forwards and futures 171,604 — — 171,604 Derivatives, interest rate contracts — 41,813 — 41,813 Derivatives, other — 397 21,170 21,567 Total other liabilities 171,604 42,210 21,170 234,984 Total liabilities $ 171,604 $ 494,821 $ 21,170 $ 687,595 The following table presents the balance of assets and liabilities measured at fair value on a recurring basis as of December 31, 2019 : December 31, 2019 (Dollars in thousands) Level 1 Level 2 Level 3 Total Trading securities—fixed income: U.S. treasuries $ — $ 134,844 $ — $ 134,844 Government agency issued MBS — 268,024 — 268,024 Government agency issued CMO — 250,652 — 250,652 Other U.S. government agencies — 124,972 — 124,972 States and municipalities — 120,744 — 120,744 Corporate and other debt — 445,253 — 445,253 Equity, mutual funds, and other — 777 — 777 Total trading securities—fixed income — 1,345,266 — 1,345,266 Trading securities—mortgage banking — — 941 941 Loans held-for-sale (elected fair value) — — 14,033 14,033 Securities available-for-sale: U.S. treasuries — 100 — 100 Government agency issued MBS — 2,348,517 — 2,348,517 Government agency issued CMO — 1,670,492 — 1,670,492 Other U.S. government agencies — 306,092 — 306,092 States and municipalities — 60,526 — 60,526 Corporate and other debt — 40,540 — 40,540 Interest-Only Strip (elected fair value) — — 19,136 19,136 Total securities available-for-sale — 4,426,267 19,136 4,445,403 Other assets: Deferred compensation mutual funds 46,815 — — 46,815 Equity, mutual funds, and other 22,643 — — 22,643 Derivatives, forwards and futures 20,640 — — 20,640 Derivatives, interest rate contracts — 162,413 — 162,413 Derivatives, other — 62 — 62 Total other assets 90,098 162,475 — 252,573 Total assets $ 90,098 $ 5,934,008 $ 34,110 $ 6,058,216 Trading liabilities—fixed income: U.S. treasuries $ — $ 406,380 $ — $ 406,380 Other U.S. government agencies — 88 — 88 Government agency issued MBS — 33 — 33 Corporate and other debt — 99,080 — 99,080 Total trading liabilities—fixed income — 505,581 — 505,581 Other liabilities: Derivatives, forwards and futures 19,807 — — 19,807 Derivatives, interest rate contracts — 24,412 — 24,412 Derivatives, other — 466 22,795 23,261 Total other liabilities 19,807 24,878 22,795 67,480 Total liabilities $ 19,807 $ 530,459 $ 22,795 $ 573,061
Summary Of Changes In Level 3 Assets And Liabilities Measured At Fair Value	The changes in Level 3 assets and liabilities measured at fair value for the three months ended March 31, 2020 and 2019 , on a recurring basis are summarized as follows: Three Months Ended March 31, 2020 (Dollars in thousands) Trading securities Interest- only strips- AFS Loans held- for-sale Net derivative Balance on January 1, 2020 $ 941 $ 19,136 $ 14,033 $ (22,795 ) Total net gains/(losses) included in: Net income (156 ) (1,295 ) 329 (511 ) Purchases — 5,481 — — Sales — (8,703 ) — — Settlements — — (778 ) 2,416 Net transfers into/(out of) Level 3 — 8,485 (b) — — Balance on March 31, 2020 $ 785 $ 23,104 $ 13,584 $ (20,890 ) Net unrealized gains/(losses) included in net income $ — (a) $ (865 ) (c) $ 329 (a) $ (511 ) (d) Three Months Ended March 31, 2019 (Dollars in thousands) Trading securities Interest-only-strips-AFS Loans held-for-sale Net derivative Balance on January 1, 2019 $ 1,524 $ 9,902 $ 16,273 $ (31,540 ) Total net gains/(losses) included in: Net income 21 (1,258 ) 495 135 Purchases — 86 — — Sales — (13,012 ) — — Settlements (148 ) — (1,017 ) 2,435 Net transfers into/(out of) Level 3 — 17,477 (b) — — Balance on March 31, 2019 $ 1,397 $ 13,195 $ 15,751 $ (28,970 ) Net unrealized gains/(losses) included in net income $ (30 ) (a) $ (894 ) (c) $ 495 (a) $ 135 (d) (a) Primarily included in mortgage banking income on the Consolidated Condensed Statements of Income. (b) Transfers into interest-only strips - AFS level 3 measured on a recurring basis reflect movements from loans held-for-sale (Level 2 nonrecurring). (c) Primarily included in fixed income on the Consolidated Condensed Statements of Income. (d) Included in Other expense.
Nonrecurring Fair Value Measurements	For assets measured at fair value on a nonrecurring basis which were still held on the Consolidated Condensed Statements of Condition at March 31, 2020 , and December 31, 2019 , respectively, the following tables provide the level of valuation assumptions used to determine each adjustment and the related carrying value. Carrying value at March 31, 2020 (Dollars in thousands) Level 1 Level 2 Level 3 Total Loans held-for-sale—SBAs and USDA $ — $ 493,876 $ 890 $ 494,766 Loans held-for-sale—first mortgages — — 515 515 Loans, net of unearned income (a) — — 31,535 31,535 OREO (b) — — 13,881 13,881 Other assets (c) — — 10,262 10,262 Carrying value at December 31, 2019 (Dollars in thousands) Level 1 Level 2 Level 3 Total Loans held-for-sale—SBAs and USDA $ — $ 492,595 $ 929 $ 493,524 Loans held-for-sale—first mortgages — — 516 516 Loans, net of unearned income (a) — — 42,208 42,208 OREO (b) — — 15,660 15,660 Other assets (c) — — 10,608 10,608 (a) Represents carrying value of loans for which adjustments are required to be based on the appraised value of the collateral less estimated costs to sell. Write-downs on these loans are recognized as part of provision for loan losses. (b) Represents the fair value and related losses of foreclosed properties that were measured subsequent to their initial classification as OREO. Balance excludes OREO related to government insured mortgages. (c)
Gains/(losses) on Nonrecurring Fair Value Measurements	For assets measured on a nonrecurring basis which were still held on the Consolidated Condensed Statements of Condition at period end, the following table provides information about the fair value adjustments recorded during the three months ended March 31, 2020 and 2019 : Net gains/(losses) (Dollars in thousands) 2020 2019 Loans held-for-sale—other consumer $ — $ (200 ) Loans held-for-sale—SBAs and USDA (1,391 ) (683 ) Loans held-for-sale—first mortgages 5 15 Loans, net of unearned income (a) (4,839 ) 200 OREO (b) (27 ) 35 Other assets (c) (346 ) (675 ) $ (6,598 ) $ (1,308 ) (a) Write-downs on these loans are recognized as part of provision for loan losses. (b) Represents losses of foreclosed properties that were measured subsequent to their initial classification as OREO. Balance excludes OREO related to government insured mortgages. (c) Represents tax credit investments accounted for under the equity method.
Schedule Of Unobservable Inputs Utilized In Determining The Fair Value Of Level 3 Recurring And Non-Recurring Measurements	The following tables provide information regarding the unobservable inputs utilized in determining the fair value of Level 3 recurring and non-recurring measurements as of March 31, 2020 and December 31, 2019 : (Dollars in thousands) Values Utilized Level 3 Class Fair Value at Valuation Techniques Unobservable Input Range Weighted Average (d) Available-for-sale- securities SBA-interest only strips $ 23,104 Discounted cash flow Constant prepayment rate 12% 12% Bond equivalent yield 14% - 18% 14% Loans held-for-sale - residential real estate 14,099 Discounted cash flow Prepayment speeds - First mortgage 3% - 15% 4.6% Foreclosure losses 50% - 66% 64% Loss severity trends - First mortgage 2% - 20% of UPB 14.2% Loans held-for-sale- unguaranteed interest in SBA loans 890 Discounted cash flow Constant prepayment rate 8% - 12% 10% Bond equivalent yield 8% 8% Derivative liabilities, other 20,890 Discounted cash flow Visa covered litigation resolution amount $5.4 billion - $6.0 billion $5.8 billion Probability of resolution scenarios 10% - 50% 16% Time until resolution 12 - 36 months 26 months Loans, net of unearned 31,535 Appraisals from comparable properties Marketability adjustments for specific properties 0% - 10% of appraisal NM Other collateral valuations Borrowing base certificates adjustment 20% - 50% of gross value NM Financial Statements/Auction values adjustment 0% - 25% of reported value NM OREO (b) 13,881 Appraisals from comparable properties Adjustment for value changes since appraisal 0% - 10% of appraisal NM Other assets (c) 10,262 Discounted cash flow Adjustments to current sales yields for specific properties 0% - 15% adjustment to yield NM Appraisals from comparable properties Marketability adjustments for specific properties 0% - 25% of appraisal NM NM - Not meaningful. (a) Represents carrying value of loans for which adjustments are required to be based on the appraised value of the collateral less estimated costs to sell. Write-downs on these loans are recognized as part of provision for loan losses. (b) Represents the fair value of foreclosed properties that were measured subsequent to their initial classification as OREO. Balance excludes OREO related to government insured mortgages. (c) Represents tax credit investments accounted for under the equity method. (d) Weighted averages are determined by the relative fair value of the instruments or the relative contribution to an instrument's fair value. (Dollars in thousands) Values Utilized Level 3 Class Fair Value at Valuation Techniques Unobservable Input Range Weighted Average (d) Available-for-sale- securities SBA-interest only strips $ 19,136 Discounted cash flow Constant prepayment rate 12% 12% Bond equivalent yield 16% - 17% 16% Loans held-for-sale - residential real estate 14,549 Discounted cash flow Prepayment speeds - First mortgage 3% - 14% 4.1% Prepayment speeds - HELOC 0% - 12% 7.6% Foreclosure losses 50% - 66% 64% Loss severity trends - First mortgage 3% - 24% of UPB 14.3% Loss severity trends - HELOC 0% - 72% of UPB 50% Loans held-for-sale- unguaranteed interest in SBA loans 929 Discounted cash flow Constant prepayment rate 8% - 12% 10% Bond equivalent yield 9% 9% Derivative liabilities, other 22,795 Discounted cash flow Visa covered litigation resolution amount $5.4 billion - $6.0 billion $5.8 billion Probability of resolution scenarios 10% - 50% 16% Time until resolution 15 - 39 months 29 months Loans, net of unearned 42,208 Appraisals from comparable properties Marketability adjustments for specific properties 0% - 10% of appraisal NM Other collateral valuations Borrowing base certificates adjustment 20% - 50% of gross value NM Financial Statements/Auction values adjustment 0% - 25% of reported value NM OREO (b) 15,660 Appraisals from comparable properties Adjustment for value changes since appraisal 0% - 10% of appraisal NM Other assets (c) 10,608 Discounted cash flow Adjustments to current sales yields for specific properties 0% - 15% adjustment to yield NM Appraisals from comparable properties Marketability adjustments for specific properties 0% - 25% of appraisal NM NM - Not meaningful. (a) Represents carrying value of loans for which adjustments are required to be based on the appraised value of the collateral less estimated costs to sell. Write-downs on these loans are recognized as part of provision for loan losses. (b) Represents the fair value of foreclosed properties that were measured subsequent to their initial classification as OREO. Balance excludes OREO related to government insured mortgages. (c) Represents tax credit investments accounted for under the equity method. (d) Weighted averages are determined by the relative fair value of the instruments or the relative contribution to an instrument's fair value
Summary Of Differences Between The Fair Value Carrying Amount Of Mortgages Held-For-Sale And Aggregate Unpaid Principal Amount	The following tables reflect the differences between the fair value carrying amount of residential real estate loans held-for-sale measured at fair value in accordance with management’s election and the aggregate unpaid principal amount FHN is contractually entitled to receive at maturity. March 31, 2020 (Dollars in thousands) Fair value carrying amount Aggregate unpaid principal Fair value carrying amount less aggregate unpaid principal Residential real estate loans held-for-sale reported at fair value: Total loans $ 13,584 $ 18,546 $ (4,962 ) Nonaccrual loans 3,181 6,069 (2,888 ) Loans 90 days or more past due and still accruing 190 268 (78 ) December 31, 2019 (Dollars in thousands) Fair value carrying amount Aggregate unpaid principal Fair value carrying amount less aggregate unpaid principal Residential real estate loans held-for-sale reported at fair value: Total loans $ 14,033 $ 19,278 $ (5,245 ) Nonaccrual loans 3,532 6,646 (3,114 ) Loans 90 days or more past due and still accruing 163 268 (105 )
Changes In Fair Value Of Assets And Liabilities Which Fair Value Option Included In Current Period Earnings	Assets and liabilities accounted for under the fair value election are initially measured at fair value with subsequent changes in fair value recognized in earnings. Such changes in the fair value of assets and liabilities for which FHN elected the fair value option are included in current period earnings with classification in the income statement line item reflected in the following table: Three Months Ended (Dollars in thousands) 2020 2019 Changes in fair value included in net income: Mortgage banking noninterest income Loans held-for-sale $ 329 $ 495
Summary Of Book Value And Estimated Fair Value Of Financial Instruments	The following table summarizes the book value and estimated fair value of financial instruments recorded in the Consolidated Condensed Statements of Condition as of March 31, 2020 : March 31, 2020 Book Value Fair Value (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets: Loans, net of unearned income and allowance for loan losses Commercial: Commercial, financial and industrial $ 21,869,914 $ — $ — $ 22,072,783 $ 22,072,783 Commercial real estate 4,592,067 — — 4,624,811 4,624,811 Consumer: Consumer real estate (a) 5,996,361 — — 6,141,872 6,141,872 Credit card & other 475,471 — — 481,763 481,763 Total loans, net of unearned income and allowance for loan losses 32,933,813 — — 33,321,229 33,321,229 Short-term financial assets: Interest-bearing cash 670,525 670,525 — — 670,525 Federal funds sold 30,050 — 30,050 — 30,050 Securities purchased under agreements to resell 562,435 — 562,435 — 562,435 Total short-term financial assets 1,263,010 670,525 592,485 — 1,263,010 Trading securities (b) 1,877,514 — 1,876,729 785 1,877,514 Loans held-for-sale Mortgage loans (elected fair value) (b) 13,584 — — 13,584 13,584 USDA & SBA loans- LOCOM 494,766 — 497,071 905 497,976 Other consumer loans- LOCOM 4,940 — 4,940 — 4,940 Mortgage loans- LOCOM 82,311 — — 82,311 82,311 Total loans held-for-sale 595,601 — 502,011 96,800 598,811 Securities available-for-sale (b) 4,544,907 — 4,521,803 23,104 4,544,907 Securities held-to-maturity 10,000 — — 9,824 9,824 Derivative assets (b) 696,250 165,516 530,454 280 696,250 Other assets: Tax credit investments 250,596 — — 249,450 249,450 Deferred compensation mutual funds 41,666 41,666 — — 41,666 Equity, mutual funds, and other (c) 715,549 22,833 — 692,716 715,549 Total other assets 1,007,811 64,499 — 942,166 1,006,665 Total assets $ 42,928,906 $ 900,540 $ 8,023,482 $ 34,394,188 $ 43,318,210 Liabilities: Defined maturity deposits $ 3,058,198 $ — $ 3,105,082 $ — $ 3,105,082 Trading liabilities (b) 452,611 — 452,611 — 452,611 Short-term financial liabilities: Federal funds purchased 476,013 — 476,013 — 476,013 Securities sold under agreements to repurchase 788,595 — 788,595 — 788,595 Other short-term borrowings 4,060,673 — 4,060,673 — 4,060,673 Total short-term financial liabilities 5,325,281 — 5,325,281 — 5,325,281 Term borrowings: Real estate investment trust-preferred 46,253 — — 47,000 47,000 Secured borrowings 17,315 — — 17,315 17,315 Junior subordinated debentures 144,928 — — 129,200 129,200 Other long term borrowings 584,255 — 560,530 — 560,530 Total term borrowings 792,751 — 560,530 193,515 754,045 Derivative liabilities (b) 234,984 171,604 42,210 21,170 234,984 Total liabilities $ 9,863,825 $ 171,604 $ 9,485,714 $ 214,685 $ 9,872,003 (a) In first quarter 2020, the Permanent Mortgage portfolio was combined into Consumer Real Estate portfolio, all prior periods were revised for comparability. (b) Classes are detailed in the recurring and nonrecurring measurement tables. (c) Level 1 primarily consists of mutual funds with readily determinable fair values. Level 3 includes restricted investments in FHLB-Cincinnati stock of $562.0 million and FRB stock of $130.7 million . The following table summarizes the book value and estimated fair value of financial instruments recorded in the Consolidated Statements of Condition as of December 31, 2019 : December 31, 2019 Book Value Fair Value (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets: Loans, net of unearned income and allowance for loan losses Commercial: Commercial, financial and industrial $ 19,928,605 $ — $ — $ 20,096,397 $ 20,096,397 Commercial real estate 4,300,905 — — 4,300,489 4,300,489 Consumer: Consumer real estate 6,148,696 — — 6,334,187 6,334,187 Credit card & other 482,598 — — 487,079 487,079 Total loans, net of unearned income and allowance for loan losses 30,860,804 — — 31,218,152 31,218,152 Short-term financial assets: Interest-bearing cash 482,405 482,405 — — 482,405 Federal funds sold 46,536 — 46,536 — 46,536 Securities purchased under agreements to resell 586,629 — 586,629 — 586,629 Total short-term financial assets 1,115,570 482,405 633,165 — 1,115,570 Trading securities (a) 1,346,207 — 1,345,266 941 1,346,207 Loans held-for-sale Mortgage loans (elected fair value) (a) 14,033 — — 14,033 14,033 USDA & SBA loans- LOCOM 493,525 — 495,323 947 496,270 Other consumer loans- LOCOM 5,197 — 5,197 — 5,197 Mortgage loans- LOCOM 81,035 — — 81,035 81,035 Total loans held-for-sale 593,790 — 500,520 96,015 596,535 Securities available-for-sale (a) 4,445,403 — 4,426,267 19,136 4,445,403 Securities held-to-maturity 10,000 — — 10,001 10,001 Derivative assets (a) 183,115 20,640 162,475 — 183,115 Other assets: Tax credit investments 247,075 — — 244,755 244,755 Deferred compensation assets 46,815 46,815 — — 46,815 Equity, mutual funds, and other (b) 229,352 22,643 — 206,709 229,352 Total other assets 523,242 69,458 — 451,464 520,922 Total assets $ 39,078,131 $ 572,503 $ 7,067,693 $ 31,795,709 $ 39,435,905 Liabilities: Deposits: Defined maturity $ 3,618,337 $ — $ 3,631,090 $ — $ 3,631,090 Trading liabilities (a) 505,581 — 505,581 — 505,581 Short-term financial liabilities: Federal funds purchased 548,344 — 548,344 — 548,344 Securities sold under agreements to repurchase 716,925 — 716,925 — 716,925 Other short-term borrowings 2,253,045 — 2,253,045 — 2,253,045 Total short-term financial liabilities 3,518,314 — 3,518,314 — 3,518,314 Term borrowings: Real estate investment trust-preferred 46,236 — — 47,000 47,000 Secured Borrowings 21,975 — — 21,975 21,975 Junior subordinated debentures 144,593 — — 142,375 142,375 Other long term borrowings 578,564 — 574,287 — 574,287 Total term borrowings 791,368 — 574,287 211,350 785,637 Derivative liabilities (a) 67,480 19,807 24,878 22,795 67,480 Total liabilities $ 8,501,080 $ 19,807 $ 8,254,150 $ 234,145 $ 8,508,102 Certain previously reported amounts have been reclassified to agree with current presentation. (a) Classes are detailed in the recurring and nonrecurring measurement tables. (b) Level 1 primarily consists of mutual funds with readily determinable fair values. Level 3 includes restricted investments in FHLB-Cincinnati stock of $76.0 million and FRB stock of $130.7 million . The following table presents the contractual amount and fair value of unfunded loan commitments and standby and other commitments as of March 31, 2020 and December 31, 2019 : Contractual Amount Fair Value (Dollars in thousands) March 31, 2020 December 31, 2019 March 31, 2020 December 31, 2019 Unfunded Commitments: Loan commitments $ 10,966,768 $ 12,355,220 $ 2,909 $ 3,656 Standby and other commitments 455,028 459,268 6,211 5,513

Restructuring, Repositioning,_2

Restructuring, Repositioning, and Efficiency (Tables)	3 Months Ended
	Mar. 31, 2020
Restructuring and Related Activities [Abstract]
Restructuring Expense Recognized	Total expense recognized for the three months ended March 31, 2020 and 2019 is presented in the table below: Three Months Ended Dollars in thousands 2020 2019 Employee compensation, incentives and benefits $ 57 $ 6,505 Professional fees 7 4,295 Occupancy 2 817 Other (103 ) 535 Total restructuring and repositioning charges $ (37 ) $ 12,152

Financial Information - Narrati

Financial Information - Narrative (Details) $ in Millions	3 Months Ended
	Mar. 31, 2020USD ($)
Product Information [Line Items]
Performance obligation, description of timing	one year or less
Non-Interest income
Product Information [Line Items]
Accounts receivable	$ 8.4

Financial Information - ASU 201

Financial Information - ASU 2016-13 (Details) - USD ($) $ in Thousands	Mar. 31, 2020		Jan. 01, 2020	Dec. 31, 2019		Mar. 31, 2019	Dec. 31, 2018
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Loans, net of unearned income	$ 33,378,303	[1]		$ 31,061,111	[1]	$ 27,990,048
Allowance for loan losses	444,490			200,307		$ 184,911	$ 180,424
Other assets	2,536,822			2,046,338
Other liabilities	825,247			873,079
Undivided profits	1,667,105			1,798,442
Total liabilities and equity	$ 47,197,378			$ 43,310,900
Accounting Standards Update 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Loans, net of unearned income			$ 2,980
Allowance for loan losses			(106,394)
Other assets (deferred taxes)			31,330
Other assets			(72,084)
Other liabilities			23,973
Undivided profits			(96,057)
Total liabilities and equity			$ (72,084)
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Acquisitions and Divestitures -

Acquisitions and Divestitures - Narrative (Details) $ in Thousands	Nov. 08, 2019USD ($)branch	Nov. 04, 2019officestatedirectors	Mar. 31, 2020USD ($)	Dec. 31, 2019USD ($)	Apr. 30, 2019USD ($)	Mar. 31, 2019USD ($)	Dec. 31, 2018USD ($)
Business Acquisition [Line Items]
Assets			$ 47,197,378	$ 43,310,900
Total loans, net of unearned income and allowance for loan losses			32,933,813	30,860,804
Deposits			34,419,650	32,429,535
Goodwill			1,432,787	$ 1,432,787		$ 1,432,787	$ 1,432,787
Subprime Consumer Loans | Discontinued Operations, Held-for-sale
Business Acquisition [Line Items]
Loans disposed of					$ 25,000
IBERIABANK DIRECTORS
Business Acquisition [Line Items]
Number of board of directors | directors		8
IBERIABANK (IBKC)
Business Acquisition [Line Items]
Conversion price of shares		4.584
Conversion percentage of shares		44.00%
Number of board of directors | directors		17
IBERIABANK (IBKC) | FHN DIRECTORS
Business Acquisition [Line Items]
Number of board of directors | directors		9
SunTrust Banks, Inc. Branches
Business Acquisition [Line Items]
Number of bank branches | branch	30
Loans	$ 410,000
Deposits	$ 2,400,000
Deposits premium percent	3.40%
IBERIABANK (IBKC)
Business Acquisition [Line Items]
Number of offices | office		319
Number of states | state		12
Assets			32,200,000
Total loans, net of unearned income and allowance for loan losses			24,500,000
Deposits			$ 25,500,000
NORTH CAROLINA | SunTrust Banks, Inc. Branches
Business Acquisition [Line Items]
Number of bank branches | branch	20
VIRGINIA | SunTrust Banks, Inc. Branches
Business Acquisition [Line Items]
Number of bank branches | branch	8
GEORGIA | SunTrust Banks, Inc. Branches
Business Acquisition [Line Items]
Number of bank branches | branch	2

Acquisitions and Divestitures_2

Acquisitions and Divestitures - Merger and Integration Expenses (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Business Acquisition [Line Items]
Merger and integration expense	$ 4,172	$ 5,660
Professional fees
Business Acquisition [Line Items]
Merger and integration expense	799	1,867
Employee compensation, incentives and benefits
Business Acquisition [Line Items]
Merger and integration expense	396	1,517
Contract employment and outsourcing
Business Acquisition [Line Items]
Merger and integration expense	306	0
Occupancy
Business Acquisition [Line Items]
Merger and integration expense	(25)	118
Miscellaneous expense
Business Acquisition [Line Items]
Merger and integration expense	822	1,069
All other expense
Business Acquisition [Line Items]
Merger and integration expense	1,874	$ 1,089
IBERIABANK (IBKC)
Business Acquisition [Line Items]
Merger and integration expense	1,605
IBERIABANK (IBKC) | Professional fees
Business Acquisition [Line Items]
Merger and integration expense	662
IBERIABANK (IBKC) | Employee compensation, incentives and benefits
Business Acquisition [Line Items]
Merger and integration expense	689
IBERIABANK (IBKC) | Miscellaneous expense
Business Acquisition [Line Items]
Merger and integration expense	$ 254

Investment Securities - Schedul

Investment Securities - Schedule Of FHN's Investment Securities (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]
Securities available for sale, amortized cost	$ 4,363,474
Securities available-for-sale	4,544,907	$ 4,445,403
Schedule of Held-to-maturity Securities [Line Items]
Total	10,000	10,000
Securities held to maturity, gross unrealized gains	0	1
Securities held to maturity, gross unrealized losses	(176)	0
Securities held to maturity, fair value	9,824	10,001
Securities pledged as collateral	4,000,000	3,800,000
U.S. treasuries
Debt Securities, Available-for-sale [Line Items]
Securities available for sale, amortized cost	100	100
Securities available for sale, gross unrealized gains	0	0
Securities available for sale, gross unrealized losses	0	0
Securities available-for-sale	100	100
Government agency issued MBS
Debt Securities, Available-for-sale [Line Items]
Securities available for sale, amortized cost	2,303,720	2,316,381
Securities available for sale, gross unrealized gains	98,797	34,692
Securities available for sale, gross unrealized losses	0	(2,556)
Securities available-for-sale	2,402,517	2,348,517
Government agency issued CMO
Debt Securities, Available-for-sale [Line Items]
Securities available for sale, amortized cost	1,578,623	1,667,773
Securities available for sale, gross unrealized gains	48,320	9,916
Securities available for sale, gross unrealized losses	0	(7,197)
Securities available-for-sale	1,626,943	1,670,492
Other U.S. government agencies
Debt Securities, Available-for-sale [Line Items]
Securities available for sale, amortized cost	366,453	303,463
Securities available for sale, gross unrealized gains	7,268	3,750
Securities available for sale, gross unrealized losses	(1,224)	(1,121)
Securities available-for-sale	372,497	306,092
Corporates and other debt
Debt Securities, Available-for-sale [Line Items]
Securities available for sale, amortized cost	40,000	40,054
Securities available for sale, gross unrealized gains	621	486
Securities available for sale, gross unrealized losses	0	0
Securities available-for-sale	40,621	40,540
States and municipalities
Debt Securities, Available-for-sale [Line Items]
Securities available for sale, amortized cost	74,578	57,232
Securities available for sale, gross unrealized gains	4,572	3,324
Securities available for sale, gross unrealized losses	(25)	(30)
Securities available-for-sale	79,125	60,526
Securities available-for-sale, excluding interest only strip:
Debt Securities, Available-for-sale [Line Items]
Securities available for sale, amortized cost	4,363,474	4,385,003
Securities available for sale, gross unrealized gains	159,578	52,168
Securities available for sale, gross unrealized losses	(1,249)	(10,904)
Securities available-for-sale	4,521,803	4,426,267
Interest- only strips- AFS
Debt Securities, Available-for-sale [Line Items]
Securities available-for-sale	23,104	19,136
Corporate Bonds
Schedule of Held-to-maturity Securities [Line Items]
Total	10,000	10,000
Securities held to maturity, gross unrealized gains	0	1
Securities held to maturity, gross unrealized losses	(176)	0
Securities held to maturity, fair value	$ 9,824	$ 10,001

Investment Securities - Sched_2

Investment Securities - Schedule Of Amortized Cost And Fair Value By Contractual Maturity (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Held-to-Maturity, Amortized Cost
Within 1 year	$ 0
After 1 year; within 5 years	0
After 5 years; within 10 years	10,000
After 10 years	0
Subtotal	10,000
Government agency issued MBS and CMO	0
Total	10,000	$ 10,000
Held-to-Maturity, Fair Value
Within 1 year	0
After 1 year; within 5 years	0
After 5 years; within 10 years	9,824
After 10 years	0
Subtotal	9,824
Government agency issued MBS and CMO	0
Securities held to maturity, fair value	9,824	10,001
Available-for-Sale, Amortized Cost
Within 1 year	54,958
After 1 year; within 5 years	189,021
After 5 years; within 10 years	3,581
After 10 years	233,571
Subtotal	481,131
Government agency issued MBS and CMO	3,882,343
Securities available for sale, amortized cost	4,363,474
Available-for-Sale, Fair Value
Within 1 year	55,730
After 1 year; within 5 years	195,624
After 5 years; within 10 years	8,480
After 10 years	255,613
Subtotal	515,447
Government agency issued MBS and CMO	4,029,460
Securities available-for-sale	$ 4,544,907	$ 4,445,403

Investment Securities - Sched_3

Investment Securities - Schedule Of Realized Gross Gains And Losses On Sale From Available For Sale Portfolio (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Marketable Securities [Abstract]
Gross gains on sales of securities	$ 0	$ 0
Gross (losses) on sales of securities	0	0
Net gain/(loss) on sales of securities	0	0
Cash proceeds	$ 0	$ 0

Investment Securities - Sched_4

Investment Securities - Schedule Of Investments Within The Available For Sale Portfolio That Had Unrealized Losses (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Schedule of Investments [Line Items]
Less than 12 months	$ 89,800	$ 655,820
12 months or longer	0	553,979
Total fair value	89,800	1,209,799
Unrealized Losses
Less than 12 months	(1,249)	(3,616)
12 months or longer	0	(7,288)
Total unrealized losses	(1,249)	(10,904)
Government agency issued MBS
Schedule of Investments [Line Items]
Less than 12 months		174,983
12 months or longer		192,755
Total fair value		367,738
Unrealized Losses
Less than 12 months		(495)
12 months or longer		(2,061)
Total unrealized losses		(2,556)
Government agency issued CMO
Schedule of Investments [Line Items]
Less than 12 months		378,815
12 months or longer		361,124
Total fair value		739,939
Unrealized Losses
Less than 12 months		(1,970)
12 months or longer		(5,227)
Total unrealized losses		(7,197)
Other U.S. government agencies
Schedule of Investments [Line Items]
Less than 12 months	88,334	98,471
12 months or longer	0	0
Total fair value	88,334	98,471
Unrealized Losses
Less than 12 months	(1,224)	(1,121)
12 months or longer	0	0
Total unrealized losses	(1,224)	(1,121)
States and municipalities
Schedule of Investments [Line Items]
Less than 12 months	1,466	3,551
12 months or longer	0	0
Total fair value	1,466	3,551
Unrealized Losses
Less than 12 months	(25)	(30)
12 months or longer	0	0
Total unrealized losses	$ (25)	$ (30)

Investment Securities - Narrati

Investment Securities - Narrative (Details) - USD ($)	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019	Dec. 31, 2019
Marketable Securities [Abstract]
Debt securities, AFS, accrued interest receivable	$ 12,300,000
Carrying amount of equity investments without a readily determinable fair value	25,900,000		$ 25,600,000
Unrealized gain (loss) for equity investments with readily determinable fair values	$ (5,700,000)	$ 3,400,000

Loans - Schedule Of Loans By Po

Loans - Schedule Of Loans By Portfolio Segment (Details) - USD ($) $ in Thousands	Mar. 31, 2020		Dec. 31, 2019		Mar. 31, 2019	Dec. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	$ 33,378,303	[1]	$ 31,061,111	[1]	$ 27,990,048
Allowance for loan losses	444,490		200,307		184,911	$ 180,424
Total net loans	32,933,813		30,860,804
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses			158,598
Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	22,124,430		20,051,091		17,176,112
Allowance for loan losses	254,516		122,486		103,713	98,947
Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	4,639,692		4,337,017		3,946,943
Allowance for loan losses	47,625		36,112		34,382	31,311
Consumer | Consumer real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	6,119,383		6,177,139		6,360,763
Allowance for loan losses	123,022		28,443		34,154	37,439
Consumer | Credit Card and Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	494,798		495,864		506,230
Allowance for loan losses	$ 19,327		$ 13,266		$ 12,662	$ 12,727
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Loans - Concentrations and Rest

Loans - Concentrations and Restrictions (Details) $ in Billions	3 Months Ended
	Mar. 31, 2020USD ($)
Consumer | Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	19.00%
Commercial | Finance And Insurance Companies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing receivable, before allowance for credit loss	$ 2.8
Percentage of commercial & industrial loan portfolio	13.00%
Percentage contributed in total loan	8.00%
Commercial | Loans to Mortgage Companies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing receivable, before allowance for credit loss	$ 5.7
Percentage of commercial & industrial loan portfolio	26.00%
Percentage contributed in total loan	17.00%
Commercial | Finance Insurance And Loans To Mortgage Companies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of commercial & industrial loan portfolio	39.00%

Loans - Asset Quality Indicator

Loans - Asset Quality Indicators (Details)	Mar. 31, 2020USD ($)		Dec. 31, 2019USD ($)	[1]	Mar. 31, 2019USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	$ 33,378,303,000	[1]	$ 31,061,111,000		$ 27,990,048,000
Commercial | PD Grade 1
Accounts, Notes, Loans and Financing Receivable [Line Items]
Lowest expected default probability	1
Commercial | Loss
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	16
Commercial | Special Mention
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	13
Commercial | Substandard
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	14
Commercial | Doubtful
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	15
Commercial | Minimum | Pass
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	1
Commercial | Minimum | Special Mention
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	13
Commercial | Minimum | Loan Reassessed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	$ 1,000,000
Commercial | Minimum | PD Grade 13
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	$ 500,000
Commercial | Minimum | LGD Grade 1
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	1
Commercial | Maximum | Loss
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	16
Commercial | Maximum | Pass
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	12
Commercial | Maximum | LGD Grade 12
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial loan grades	12
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Loans - Balances Of Commercial

Loans - Balances Of Commercial Loan Portfolio Classes, Disaggregated By PD Grade (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020		Dec. 31, 2019		Mar. 31, 2019
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collectively evaluated for impairment	$ 33,124,956				$ 27,638,617
Individually evaluated for impairment	253,347				275,148
Total loans, net of unearned income	33,378,303	[1]	$ 31,061,111	[1]	27,990,048
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collectively evaluated for impairment			24,273,207
Individually evaluated for impairment			84,001
C&I | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	1,353,795
2020, Collectively evaluated for impairment	1,353,795
2020, Individually evaluated for impairment	0
2019	4,331,540
2019, Collectively evaluated for impairment	4,318,769
2019, Individually evaluated for impairment	12,771
2018	1,987,368
2018, Collectively evaluated for impairment	1,974,726
2018, Individually evaluated for impairment	12,642
2017	1,455,846
2017, Collectively evaluated for impairment	1,441,294
2017, Individually evaluated for impairment	14,552
2016	1,192,245
2016, Collectively evaluated for impairment	1,190,418
2016, Individually evaluated for impairment	1,827
Prior to 2016	1,508,325
Prior to 2016, Collectively evaluated for impairment	1,484,180
Prior to 2016, Individually evaluated for impairment	24,145
Non-Revolving Loans	5,713,914
Non-Revolving, Collectively evaluated for impairment	5,713,914
Non-Revolving, Individually evaluated for impairment	0
Revolving Loans	4,512,973
Revolving, Collectively evaluated for impairment	4,478,985
Revolving, Individually evaluated for impairment	33,988
Revolving Loans converted to term loans (c)	68,424
Revolving loans converted to term loans, collectively evaluated for impairment	68,257
Revolving loans converted to term loan, Individually evaluated for impairment	167
Collectively evaluated for impairment	22,024,338				17,056,034
Individually evaluated for impairment	100,092				83,253
Total loans, net of unearned income	22,124,430		20,051,091		17,176,112
Revolving loan converted to term loan during period	14,100
C&I | C&I | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collectively evaluated for impairment			15,313,558
Individually evaluated for impairment			82,438
Total loans, net of unearned income	16,195,161		15,395,996
C&I | Loans to Mortgage Companies | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collectively evaluated for impairment			4,410,883
Individually evaluated for impairment			0
Total loans, net of unearned income	5,713,914		4,410,883
C&I | TRUPS | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Prior to 2016	215,400
Collectively evaluated for impairment			218,287
Individually evaluated for impairment			0
Total loans, net of unearned income	215,355		218,287
C&I | PD Grade 1 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	27,293
2019	100,359
2018	125,095
2017	81,397
2016	112,175
Prior to 2016	117,965
Non-Revolving Loans	0
Revolving Loans	156,041
Revolving Loans converted to term loans (c)	223
Total loans, net of unearned income	720,548
C&I | PD Grade 2 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	33,244
2019	239,750
2018	95,269
2017	81,542
2016	176,068
Prior to 2016	112,586
Non-Revolving Loans	0
Revolving Loans	108,408
Revolving Loans converted to term loans (c)	51
Total loans, net of unearned income	846,918
C&I | PD Grade 3 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	15,083
2019	165,433
2018	52,645
2017	96,725
2016	65,932
Prior to 2016	119,415
Non-Revolving Loans	1,028,798
Revolving Loans	219,037
Revolving Loans converted to term loans (c)	14,042
Total loans, net of unearned income	1,777,110
C&I | PD Grade 3 | TRUPS | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Prior to 2016	3,300
C&I | PD Grade 4 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	144,129
2019	318,374
2018	155,173
2017	140,516
2016	158,705
Prior to 2016	149,248
Non-Revolving Loans	958,145
Revolving Loans	372,890
Revolving Loans converted to term loans (c)	277
Total loans, net of unearned income	2,397,457
C&I | PD Grade 4 | TRUPS | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Prior to 2016	42,400
C&I | PD Grade 5 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	149,048
2019	604,067
2018	306,849
2017	161,921
2016	127,011
Prior to 2016	228,347
Non-Revolving Loans	927,946
Revolving Loans	507,991
Revolving Loans converted to term loans (c)	14,230
Total loans, net of unearned income	3,027,410
C&I | PD Grade 5 | TRUPS | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Prior to 2016	84,500
C&I | PD Grade 6 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	187,540
2019	713,579
2018	244,128
2017	241,828
2016	107,498
Prior to 2016	201,660
Non-Revolving Loans	1,740,304
Revolving Loans	801,860
Revolving Loans converted to term loans (c)	16,485
Total loans, net of unearned income	4,254,882
C&I | PD Grade 6 | TRUPS | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Prior to 2016	27,300
C&I | PD Grade 7 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	270,190
2019	903,326
2018	395,680
2017	167,749
2016	91,881
Prior to 2016	156,238
Non-Revolving Loans	806,853
Revolving Loans	794,174
Revolving Loans converted to term loans (c)	447
Total loans, net of unearned income	3,586,538
C&I | PD Grade 7 | TRUPS | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Prior to 2016	7,400
C&I | PD Grade 8 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	224,670
2019	626,348
2018	217,091
2017	178,183
2016	33,476
Prior to 2016	115,727
Non-Revolving Loans	140,372
Revolving Loans	495,002
Revolving Loans converted to term loans (c)	7,096
Total loans, net of unearned income	2,037,965
C&I | PD Grade 9 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	128,773
2019	332,262
2018	92,720
2017	91,648
2016	60,522
Prior to 2016	93,750
Non-Revolving Loans	68,707
Revolving Loans	419,388
Revolving Loans converted to term loans (c)	2,055
Total loans, net of unearned income	1,289,825
C&I | PD Grade 9 | TRUPS | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Prior to 2016	31,900
C&I | PD Grade 10 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	65,206
2019	128,169
2018	113,744
2017	56,088
2016	60,659
Prior to 2016	53,920
Non-Revolving Loans	25,023
Revolving Loans	191,883
Revolving Loans converted to term loans (c)	996
Total loans, net of unearned income	695,688
C&I | PD Grade 10 | TRUPS | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Prior to 2016	18,600
C&I | PD Grade 11 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	29,742
2019	95,269
2018	65,404
2017	64,494
2016	75,508
Prior to 2016	52,240
Non-Revolving Loans	0
Revolving Loans	109,709
Revolving Loans converted to term loans (c)	3,618
Total loans, net of unearned income	495,984
C&I | PD Grade 12 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	25,376
2019	36,918
2018	46,792
2017	41,370
2016	19,248
Prior to 2016	28,881
Non-Revolving Loans	17,766
Revolving Loans	114,052
Revolving Loans converted to term loans (c)	1,112
Total loans, net of unearned income	331,515
C&I | PD Grade 13 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	18,233
2019	32,564
2018	12,153
2017	11,247
2016	84,321
Prior to 2016	39,710
Non-Revolving Loans	0
Revolving Loans	63,993
Revolving Loans converted to term loans (c)	383
Total loans, net of unearned income	262,604
C&I | PD Grade 14 15 16 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	35,268
2019	22,351
2018	51,983
2017	26,586
2016	17,414
Prior to 2016	14,493
Non-Revolving Loans	0
Revolving Loans	124,557
Revolving Loans converted to term loans (c)	7,242
Total loans, net of unearned income	299,894
Commercial real estate | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collectively evaluated for impairment	4,639,529				3,936,727
Individually evaluated for impairment	163				1,879
Total loans, net of unearned income	4,639,692		4,337,017		$ 3,946,943
Commercial real estate | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	612,468
2020, Collectively evaluated for impairment	612,468
2020, Individually evaluated for impairment	0
2019	1,446,695
2019, Collectively evaluated for impairment	1,446,695
2019, Individually evaluated for impairment	0
2018	722,120
2018, Collectively evaluated for impairment	722,120
2018, Individually evaluated for impairment	0
2017	763,613
2017, Collectively evaluated for impairment	763,613
2017, Individually evaluated for impairment	0
2016	358,331
2016, Collectively evaluated for impairment	358,331
2016, Individually evaluated for impairment	0
Prior to 2016	441,584
Prior to 2016, Collectively evaluated for impairment	441,421
Prior to 2016, Individually evaluated for impairment	163
Revolving Loans	203,300
Revolving, Collectively evaluated for impairment	203,300
Revolving, Individually evaluated for impairment	0
Revolving Loans converted to term loans (c)	17,292
Revolving loans converted to term loans, collectively evaluated for impairment	17,292
Revolving loans converted to term loan, Individually evaluated for impairment	0
Collectively evaluated for impairment	4,565,240		4,242,519
Individually evaluated for impairment	163		1,563
Total loans, net of unearned income	4,565,403		4,244,082
Commercial real estate | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	10,351
2020, Collectively evaluated for impairment	10,351
2020, Individually evaluated for impairment	0
2019	29,433
2019, Collectively evaluated for impairment	29,433
2019, Individually evaluated for impairment	0
2018	7,726
2018, Collectively evaluated for impairment	7,726
2018, Individually evaluated for impairment	0
2017	2,782
2017, Collectively evaluated for impairment	2,782
2017, Individually evaluated for impairment	0
2016	621
2016, Collectively evaluated for impairment	621
2016, Individually evaluated for impairment	0
Prior to 2016	1,894
Prior to 2016, Collectively evaluated for impairment	1,894
Prior to 2016, Individually evaluated for impairment	0
Revolving Loans	21,482
Revolving, Collectively evaluated for impairment	21,482
Revolving, Individually evaluated for impairment	0
Revolving Loans converted to term loans (c)	0
Revolving loans converted to term loans, collectively evaluated for impairment	0
Revolving loans converted to term loan, Individually evaluated for impairment	0
Collectively evaluated for impairment	74,289		87,960
Individually evaluated for impairment	0		0
Total loans, net of unearned income	74,289		$ 87,960
Commercial real estate | PD Grade 1 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	22,307
2019	0
2018	398
2017	0
2016	130
Prior to 2016	1,102
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	23,937
Commercial real estate | PD Grade 1 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior to 2016	23
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	23
Commercial real estate | PD Grade 2 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	445
2019	30,859
2018	651
2017	333
2016	1,211
Prior to 2016	2,410
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	35,909
Commercial real estate | PD Grade 2 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior to 2016	0
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	0
Commercial real estate | PD Grade 3 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	62,707
2019	207,828
2018	78,203
2017	75,629
2016	65,898
Prior to 2016	29,466
Revolving Loans	68,770
Revolving Loans converted to term loans (c)	188
Total loans, net of unearned income	588,689
Commercial real estate | PD Grade 3 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	0
2018	272
2017	175
2016	0
Prior to 2016	106
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	553
Commercial real estate | PD Grade 4 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	65,474
2019	287,116
2018	98,370
2017	122,518
2016	75,032
Prior to 2016	63,680
Revolving Loans	934
Revolving Loans converted to term loans (c)	3,234
Total loans, net of unearned income	716,358
Commercial real estate | PD Grade 4 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	95
2019	886
2018	0
2017	313
2016	0
Prior to 2016	124
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	1,418
Commercial real estate | PD Grade 5 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	192,596
2019	296,099
2018	160,253
2017	233,104
2016	114,572
Prior to 2016	35,705
Revolving Loans	36,944
Revolving Loans converted to term loans (c)	10,729
Total loans, net of unearned income	1,080,002
Commercial real estate | PD Grade 5 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	79
Prior to 2016	0
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	79
Commercial real estate | PD Grade 6 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	81,162
2019	215,741
2018	143,419
2017	143,142
2016	34,758
Prior to 2016	133,573
Revolving Loans	33,021
Revolving Loans converted to term loans (c)	195
Total loans, net of unearned income	785,011
Commercial real estate | PD Grade 6 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	5,568
2019	6,252
2018	42
2017	338
2016	44
Prior to 2016	349
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	12,593
Commercial real estate | PD Grade 7 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	122,282
2019	224,637
2018	140,601
2017	85,853
2016	19,369
Prior to 2016	35,968
Revolving Loans	36,633
Revolving Loans converted to term loans (c)	2,432
Total loans, net of unearned income	667,775
Commercial real estate | PD Grade 7 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	527
2018	2,904
2017	1,795
2016	0
Prior to 2016	190
Revolving Loans	21,382
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	26,798
Commercial real estate | PD Grade 8 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	15,635
2019	76,102
2018	54,998
2017	15,421
2016	29,382
Prior to 2016	50,736
Revolving Loans	6,239
Revolving Loans converted to term loans (c)	132
Total loans, net of unearned income	248,645
Commercial real estate | PD Grade 8 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	150
2019	312
2018	463
2017	0
2016	0
Prior to 2016	153
Revolving Loans	100
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	1,178
Commercial real estate | PD Grade 9 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	25,288
2019	29,485
2018	23,192
2017	27,916
2016	4,169
Prior to 2016	39,457
Revolving Loans	38
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	149,545
Commercial real estate | PD Grade 9 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	0
2018	263
2017	0
2016	498
Prior to 2016	79
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	840
Commercial real estate | PD Grade 10 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	15,437
2019	15,563
2018	7,260
2017	3,805
2016	8,973
Prior to 2016	17,006
Revolving Loans	0
Revolving Loans converted to term loans (c)	150
Total loans, net of unearned income	68,194
Commercial real estate | PD Grade 10 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	735
2018	266
2017	0
2016	0
Prior to 2016	77
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	1,078
Commercial real estate | PD Grade 11 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	1,696
2019	19,007
2018	11,372
2017	22,561
2016	3,931
Prior to 2016	16,481
Revolving Loans	128
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	75,176
Commercial real estate | PD Grade 11 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	3,517
2019	20,693
2018	3,471
2017	161
2016	0
Prior to 2016	477
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	28,319
Commercial real estate | PD Grade 12 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	15,050
2018	2,445
2017	697
2016	554
Prior to 2016	10,877
Revolving Loans	71
Revolving Loans converted to term loans (c)	232
Total loans, net of unearned income	29,926
Commercial real estate | PD Grade 12 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior to 2016	161
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	161
Commercial real estate | PD Grade 13 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	418
2019	9,672
2018	913
2017	2,185
2016	223
Prior to 2016	1,325
Revolving Loans	138
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	14,874
Commercial real estate | PD Grade 13 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	1,006
2019	0
2018	45
2017	0
2016	0
Prior to 2016	9
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	1,060
Commercial real estate | PD Grade 14 15 16 | Income CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	7,021
2019	19,536
2018	45
2017	30,449
2016	129
Prior to 2016	3,635
Revolving Loans	20,384
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	81,199
Commercial real estate | PD Grade 14 15 16 | Residential CRE | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	15
2019	28
2018	0
2017	0
2016	0
Prior to 2016	146
Revolving Loans	0
Revolving Loans converted to term loans (c)	0
Total loans, net of unearned income	$ 189
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Loans - Balances Of Commercia_2

Loans - Balances Of Commercial Loan Portfolio Classes, Disaggregated By PD Grade and Sub Class (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019	Mar. 31, 2019	Dec. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses	$ 444,490	$ 200,307	$ 184,911	$ 180,424
Collectively evaluated for impairment	33,124,956		27,638,617
Allowance - collectively evaluated for impairment	419,227		153,692
Individually evaluated for impairment	253,347		275,148
Allowance - individually evaluated for impairment	25,263		27,806
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		100.00%
Allowance for loan losses		$ 158,598
Loan balance		24,388,108
Collectively evaluated for impairment		$ 24,273,207
Percent Loan Collectively Evaluated For Impairment		100.00%
Allowance - collectively evaluated for impairment		$ 151,554
Individually evaluated for impairment		$ 84,001
Percent Loan Individually Evaluated For Impairment		0.00%
Allowance - individually evaluated for impairment		$ 6,196
Purchased credit-impaired loans		$ 30,900
Percent Loan Purchased Credit Impaired		0.00%
Allowance - purchased credit-impaired loans		$ 848
Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses	254,516	122,486	103,713	98,947
Collectively evaluated for impairment	22,024,338		17,056,034
Allowance - collectively evaluated for impairment	243,115		98,135
Individually evaluated for impairment	100,092		83,253
Allowance - individually evaluated for impairment	11,401		3,437
Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses	47,625	36,112	34,382	$ 31,311
Collectively evaluated for impairment	4,639,529		3,936,727
Allowance - collectively evaluated for impairment	47,625		34,382
Individually evaluated for impairment	163		1,879
Allowance - individually evaluated for impairment	0		$ 0
C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		15,421,921
Collectively evaluated for impairment		15,313,558
Individually evaluated for impairment		82,438
Purchased credit-impaired loans		25,925
Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		4,410,883
Collectively evaluated for impairment		4,410,883
Individually evaluated for impairment		0
Purchased credit-impaired loans		0
TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses	18,900	19,100
Loan balance		218,287
Collectively evaluated for impairment		218,287
Individually evaluated for impairment		0
Purchased credit-impaired loans		0
Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		4,248,237
Collectively evaluated for impairment	4,565,240	4,242,519
Individually evaluated for impairment	163	1,563
Purchased credit-impaired loans		4,155
Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		88,780
Collectively evaluated for impairment	74,289	87,960
Individually evaluated for impairment	$ 0	0
Purchased credit-impaired loans		$ 820
PD Grade 1 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		3.00%
Allowance for loan losses		$ 69
Loan balance		697,888
PD Grade 1 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		696,040
PD Grade 1 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 1 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 1 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		1,848
PD Grade 1 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 0
PD Grade 2 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		4.00%
Allowance for loan losses		$ 165
Loan balance		815,992
PD Grade 2 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		767,048
PD Grade 2 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 2 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 2 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		48,906
PD Grade 2 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 38
PD Grade 3 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		9.00%
Allowance for loan losses		$ 274
Loan balance		2,098,520
PD Grade 3 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		743,123
PD Grade 3 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		877,210
PD Grade 3 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		3,314
PD Grade 3 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		474,067
PD Grade 3 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 806
PD Grade 4 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		11.00%
Allowance for loan losses		$ 738
Loan balance		2,657,818
PD Grade 4 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		1,237,772
PD Grade 4 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		692,971
PD Grade 4 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		46,375
PD Grade 4 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		680,223
PD Grade 4 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 477
PD Grade 5 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		15.00%
Allowance for loan losses		$ 8,265
Loan balance		3,725,003
PD Grade 5 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		1,986,761
PD Grade 5 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		670,402
PD Grade 5 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		72,512
PD Grade 5 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		993,628
PD Grade 5 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 1,700
PD Grade 6 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		19.00%
Allowance for loan losses		$ 12,054
Loan balance		4,683,029
PD Grade 6 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		2,511,290
PD Grade 6 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		1,410,387
PD Grade 6 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		27,263
PD Grade 6 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		717,062
PD Grade 6 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 17,027
PD Grade 7 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		16.00%
Allowance for loan losses		$ 20,409
Loan balance		3,908,971
PD Grade 7 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		2,708,707
PD Grade 7 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		509,616
PD Grade 7 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		18,378
PD Grade 7 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		641,345
PD Grade 7 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 30,925
PD Grade 8 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		9.00%
Allowance for loan losses		$ 22,514
Loan balance		2,166,241
PD Grade 8 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		1,743,364
PD Grade 8 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		136,771
PD Grade 8 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 8 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		269,407
PD Grade 8 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 16,699
PD Grade 9 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		6.00%
Allowance for loan losses		$ 17,484
Loan balance		1,393,514
PD Grade 9 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		1,101,873
PD Grade 9 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		77,139
PD Grade 9 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		31,909
PD Grade 9 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		169,586
PD Grade 9 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 13,007
PD Grade 10 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		3.00%
Allowance for loan losses		$ 10,197
Loan balance		665,145
PD Grade 10 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		563,635
PD Grade 10 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		21,229
PD Grade 10 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		18,536
PD Grade 10 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		59,592
PD Grade 10 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 2,153
PD Grade 11 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		2.00%
Allowance for loan losses		$ 13,454
Loan balance		579,124
PD Grade 11 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		495,140
PD Grade 11 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 11 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 11 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		81,682
PD Grade 11 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 2,302
PD Grade 12 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		1.00%
Allowance for loan losses		$ 8,471
Loan balance		307,945
PD Grade 12 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		262,906
PD Grade 12 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		15,158
PD Grade 12 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 12 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		28,807
PD Grade 12 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 1,074
PD Grade 13 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		1.00%
Allowance for loan losses		$ 8,142
Loan balance		266,915
PD Grade 13 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		232,823
PD Grade 13 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 13 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 13 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		32,966
PD Grade 13 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 1,126
PD Grade 14 15 16 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balances As A Percentage Of Commercial Loans		1.00%
Allowance for loan losses		$ 29,318
Loan balance		307,102
PD Grade 14 15 16 | C&I | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		263,076
PD Grade 14 15 16 | Loans to Mortgage Companies | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 14 15 16 | TRUPS | Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		0
PD Grade 14 15 16 | Income CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		43,400
PD Grade 14 15 16 | Residential CRE | Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan balance		$ 626

Loans - Loans by FICO Score, Co

Loans - Loans by FICO Score, Consumer (Details) - USD ($) $ in Thousands	Mar. 31, 2020		Dec. 31, 2019		Mar. 31, 2019
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans, net of unearned income	$ 33,378,303	[1]	$ 31,061,111	[1]	$ 27,990,048
Consumer | Consumer real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	198,340
2019	819,799
2018	591,922
2017	572,833
2016	730,077
Prior to 2016	1,952,360
Revolving Loans	915,536
Revolving Loans converted to term loans (c)	338,516
Total loans, net of unearned income	6,119,383		6,177,139		6,360,763
Consumer | Consumer real estate | FICO score 740 or greater
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	134,032
2019	586,720
2018	451,497
2017	438,007
2016	541,683
Prior to 2016	1,346,587
Revolving Loans	646,462
Revolving Loans converted to term loans (c)	142,848
Total loans, net of unearned income	4,287,836
Consumer | Consumer real estate | FICO score 720-739
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	25,129
2019	80,851
2018	50,344
2017	42,134
2016	78,632
Prior to 2016	135,173
Revolving Loans	75,392
Revolving Loans converted to term loans (c)	31,629
Total loans, net of unearned income	519,284
Consumer | Consumer real estate | FICO score 700-719
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	10,325
2019	63,306
2018	32,469
2017	36,606
2016	35,111
Prior to 2016	130,881
Revolving Loans	58,913
Revolving Loans converted to term loans (c)	29,201
Total loans, net of unearned income	396,812
Consumer | Consumer real estate | FICO score 660-699
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	27,489
2019	54,870
2018	38,198
2017	33,127
2016	45,329
Prior to 2016	175,873
Revolving Loans	80,018
Revolving Loans converted to term loans (c)	54,440
Total loans, net of unearned income	509,344
Consumer | Consumer real estate | FICO score 620-659
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	1,026
2019	21,260
2018	9,708
2017	11,482
2016	16,651
Prior to 2016	72,843
Revolving Loans	28,433
Revolving Loans converted to term loans (c)	31,527
Total loans, net of unearned income	192,930
Consumer | Consumer real estate | FICO score less than 620
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	339
2019	12,792
2018	9,706
2017	11,477
2016	12,671
Prior to 2016	91,003
Revolving Loans	26,318
Revolving Loans converted to term loans (c)	48,871
Total loans, net of unearned income	213,177
Consumer | Other Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	17,102
2019	66,578
2018	38,263
2017	20,934
2016	13,070
Prior to 2016	37,727
Revolving Loans	292,358
Revolving Loans converted to term loans (c)	8,766
Total loans, net of unearned income	494,798		495,864		$ 506,230
Consumer | Other Consumer | FICO score 740 or greater
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	9,410
2019	41,336
2018	24,423
2017	12,035
2016	5,338
Prior to 2016	21,272
Revolving Loans	176,917
Revolving Loans converted to term loans (c)	3,293
Total loans, net of unearned income	294,024
Consumer | Other Consumer | FICO score 720-739
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	1,509
2019	6,235
2018	3,799
2017	1,911
2016	1,054
Prior to 2016	2,954
Revolving Loans	36,173
Revolving Loans converted to term loans (c)	709
Total loans, net of unearned income	54,344
Consumer | Other Consumer | FICO score 700-719
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	2,236
2019	5,986
2018	2,551
2017	2,103
2016	924
Prior to 2016	2,674
Revolving Loans	23,185
Revolving Loans converted to term loans (c)	934
Total loans, net of unearned income	40,593
Consumer | Other Consumer | FICO score 660-699
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	3,219
2019	8,803
2018	4,355
2017	3,221
2016	1,524
Prior to 2016	4,041
Revolving Loans	32,282
Revolving Loans converted to term loans (c)	1,700
Total loans, net of unearned income	59,145
Consumer | Other Consumer | FICO score 620-659
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	449
2019	2,760
2018	1,945
2017	912
2016	1,196
Prior to 2016	2,213
Revolving Loans	13,020
Revolving Loans converted to term loans (c)	632
Total loans, net of unearned income	23,127
Consumer | Other Consumer | FICO score less than 620
Accounts, Notes, Loans and Financing Receivable [Line Items]
2020	279
2019	1,458
2018	1,190
2017	752
2016	3,034
Prior to 2016	4,573
Revolving Loans	10,781
Revolving Loans converted to term loans (c)	1,498
Total loans, net of unearned income	23,565
Unsecured Debt | Consumer | Other Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Revolving Loans converted to term loans (c)	1,500
HELOC | Consumer | Consumer real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Revolving Loans converted to term loans (c)	9,000
Total loans, net of unearned income	$ 1,254,052		$ 1,286,875
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Loans - Loans by FICO Score Per

Loans - Loans by FICO Score Percentage, Consumer (Details) - Accounts Receivable - Credit Concentration Risk	12 Months Ended
	Dec. 31, 2019
HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	100.00%
R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	100.00%
FICO score 740 or greater | HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	62.00%
FICO score 740 or greater | R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	71.90%
FICO score 720-739 | HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	8.60%
FICO score 720-739 | R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	8.30%
FICO score 700-719 | HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	7.60%
FICO score 700-719 | R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	6.30%
FICO score 660-699 | HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	10.80%
FICO score 660-699 | R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	8.10%
FICO score 620-659 | HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	4.70%
FICO score 620-659 | R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	2.80%
FICO score less than 620 | HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	6.30%
FICO score less than 620 | R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	2.60%

Loans - Accruing And Non-Accrui

Loans - Accruing And Non-Accruing Loans By Class (Details) - USD ($) $ in Thousands	Mar. 31, 2020		Dec. 31, 2019		Mar. 31, 2019	Dec. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	$ 33,125,848		$ 30,841,035
Total Accruing	33,188,490		30,898,946
Current, Non-Accruing	126,237		100,382
Total Non-Accruing	189,813		162,165
Total loans, net of unearned income	33,378,303	[1]	31,061,111	[1]	$ 27,990,048
Allowance for loan losses	444,490		200,307		184,911	$ 180,424
30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	48,498		36,052
Past Due, Non-Accruing	9,354		20,217
90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	14,144		21,859
Past Due, Non-Accruing	54,222		41,566
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses			158,598
Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	22,011,134		19,967,302
Total Accruing	22,028,349		19,976,779
Current, Non-Accruing	60,387		36,564
Total Non-Accruing	96,081		74,312
Total loans, net of unearned income	22,124,430		20,051,091		17,176,112
Allowance for loan losses	254,516		122,486		103,713	98,947
Commercial | Commercial, financial, and industrial | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	17,049		7,442
Past Due, Non-Accruing	2,505		14,385
Commercial | Commercial, financial, and industrial | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	166		2,035
Past Due, Non-Accruing	33,189		23,363
Commercial | Commercial, financial, and industrial | C&I
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	16,081,865		15,314,292
Total Accruing	16,099,080		15,321,684
Current, Non-Accruing	60,387		36,564
Total Non-Accruing	96,081		74,312
Total loans, net of unearned income	16,195,161		15,395,996
Nonaccrual, no allowance	36,100
Commercial | Commercial, financial, and industrial | C&I | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	17,049		7,155
Past Due, Non-Accruing	2,505		14,385
Commercial | Commercial, financial, and industrial | C&I | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	166		237
Past Due, Non-Accruing	33,189		23,363
Commercial | Commercial, financial, and industrial | Loans to Mortgage Companies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	5,713,914		4,410,883
Total Accruing	5,713,914		4,410,883
Current, Non-Accruing	0		0
Total Non-Accruing	0		0
Total loans, net of unearned income	5,713,914		4,410,883
Commercial | Commercial, financial, and industrial | Loans to Mortgage Companies | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	0		0
Past Due, Non-Accruing	0		0
Commercial | Commercial, financial, and industrial | Loans to Mortgage Companies | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	0		0
Past Due, Non-Accruing	0		0
Commercial | Commercial, financial, and industrial | TRUPS
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	215,355		218,287
Total Accruing	215,355		218,287
Current, Non-Accruing	0		0
Total Non-Accruing	0		0
Total loans, net of unearned income	215,355		218,287
Allowance for loan losses	18,900		19,100
Commercial | Commercial, financial, and industrial | TRUPS | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	0		0
Past Due, Non-Accruing	0		0
Commercial | Commercial, financial, and industrial | TRUPS | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	0		0
Past Due, Non-Accruing	0		0
Commercial | Commercial, financial, and industrial | C&I Purchase Credit Impaired Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing			23,840
Total Accruing			25,925
Current, Non-Accruing			0
Total Non-Accruing			0
Total loans, net of unearned income			25,925
Commercial | Commercial, financial, and industrial | C&I Purchase Credit Impaired Loans | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing			287
Past Due, Non-Accruing			0
Commercial | Commercial, financial, and industrial | C&I Purchase Credit Impaired Loans | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing			1,798
Past Due, Non-Accruing			0
Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	4,637,044		4,334,283
Total Accruing	4,637,502		4,335,192
Current, Non-Accruing	29		0
Total Non-Accruing	2,190		1,825
Total loans, net of unearned income	4,639,692		4,337,017		3,946,943
Allowance for loan losses	47,625		36,112		34,382	31,311
Commercial | Commercial real estate | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	458		814
Past Due, Non-Accruing	844		485
Commercial | Commercial real estate | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	0		95
Past Due, Non-Accruing	1,317		1,340
Commercial | Commercial real estate | Income CRE
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	4,562,822		4,242,044
Total Accruing	4,563,241		4,242,723
Current, Non-Accruing	29		0
Total Non-Accruing	2,162		1,359
Total loans, net of unearned income	4,565,403		4,244,082
Commercial | Commercial real estate | Income CRE | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	419		679
Past Due, Non-Accruing	816		19
Commercial | Commercial real estate | Income CRE | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	0		0
Past Due, Non-Accruing	1,317		1,340
Commercial | Commercial real estate | Residential CRE
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	74,222		87,487
Total Accruing	74,261		87,494
Current, Non-Accruing	0		0
Total Non-Accruing	28		466
Total loans, net of unearned income	74,289		87,960
Commercial | Commercial real estate | Residential CRE | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	39		7
Past Due, Non-Accruing	28		466
Commercial | Commercial real estate | Residential CRE | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	0		0
Past Due, Non-Accruing	0		0
Commercial | Commercial real estate | CRE Purchase Credit Impaired Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing			4,752
Total Accruing			4,975
Current, Non-Accruing			0
Total Non-Accruing			0
Total loans, net of unearned income			4,975
Commercial | Commercial real estate | CRE Purchase Credit Impaired Loans | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing			128
Past Due, Non-Accruing			0
Commercial | Commercial real estate | CRE Purchase Credit Impaired Loans | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing			95
Past Due, Non-Accruing			0
Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	5,988,115		6,048,510
Total Accruing	6,028,201		6,091,445
Current, Non-Accruing	65,668		63,717
Total Non-Accruing	91,182		85,694
Total loans, net of unearned income	6,119,383		6,177,139		6,360,763
Allowance for loan losses	123,022		28,443		34,154	37,439
Consumer | Consumer Real Estate (a) | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	27,954		24,820
Past Due, Non-Accruing	5,967		5,303
Consumer | Consumer Real Estate (a) | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	12,132		18,115
Past Due, Non-Accruing	19,547		16,674
Consumer | Consumer Real Estate (a) | HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	1,186,834		1,217,344
Total Accruing	1,202,875		1,232,169
Current, Non-Accruing	41,506		43,007
Total Non-Accruing	51,177		54,706
Total loans, net of unearned income	1,254,052		1,286,875
Consumer | Consumer Real Estate (a) | HELOC | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	10,213		9,156
Past Due, Non-Accruing	3,547		4,227
Consumer | Consumer Real Estate (a) | HELOC | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	5,828		5,669
Past Due, Non-Accruing	6,124		7,472
Consumer | Consumer Real Estate (a) | R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	4,801,281		4,812,446
Total Accruing	4,825,326		4,834,510
Current, Non-Accruing	24,162		20,710
Total Non-Accruing	40,005		30,988
Total loans, net of unearned income	4,865,331		4,865,498
Consumer | Consumer Real Estate (a) | R/E Installment Loans | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	17,741		12,894
Past Due, Non-Accruing	2,420		1,076
Consumer | Consumer Real Estate (a) | R/E Installment Loans | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	6,304		9,170
Past Due, Non-Accruing	13,423		9,202
Consumer | Consumer Real Estate (a) | RE Installment Purchase Credit Impaired Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing			18,720
Total Accruing			24,766
Current, Non-Accruing			0
Total Non-Accruing			0
Total loans, net of unearned income			24,766
Consumer | Consumer Real Estate (a) | RE Installment Purchase Credit Impaired Loans | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing			2,770
Past Due, Non-Accruing			0
Consumer | Consumer Real Estate (a) | RE Installment Purchase Credit Impaired Loans | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing			3,276
Past Due, Non-Accruing			0
Consumer | Credit Card and Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	489,555		490,940
Total Accruing	494,438		495,530
Current, Non-Accruing	153		101
Total Non-Accruing	360		334
Total loans, net of unearned income	494,798		495,864		506,230
Allowance for loan losses	19,327		13,266		$ 12,662	$ 12,727
Consumer | Credit Card and Other | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	3,037		2,976
Past Due, Non-Accruing	38		44
Consumer | Credit Card and Other | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	1,846		1,614
Past Due, Non-Accruing	169		189
Consumer | Credit Card and Other | Credit Card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	189,247		198,917
Total Accruing	192,855		201,171
Current, Non-Accruing	0		0
Total Non-Accruing	0		0
Total loans, net of unearned income	192,855		201,171
Consumer | Credit Card and Other | Credit Card | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	1,893		1,076
Past Due, Non-Accruing	0		0
Consumer | Credit Card and Other | Credit Card | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	1,715		1,178
Past Due, Non-Accruing	0		0
Consumer | Credit Card and Other | Other Consumer Loans Class
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing	300,308		291,700
Total Accruing	301,583		293,839
Current, Non-Accruing	153		101
Total Non-Accruing	360		334
Total loans, net of unearned income	301,943		294,173
Consumer | Credit Card and Other | Other Consumer Loans Class | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	1,144		1,802
Past Due, Non-Accruing	38		44
Consumer | Credit Card and Other | Other Consumer Loans Class | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing	131		337
Past Due, Non-Accruing	$ 169		189
Consumer | Credit Card and Other | Other Purchased Credit Impaired Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current, Accruing			323
Total Accruing			520
Current, Non-Accruing			0
Total Non-Accruing			0
Total loans, net of unearned income			520
Consumer | Credit Card and Other | Other Purchased Credit Impaired Loans | 30-89 Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing			98
Past Due, Non-Accruing			0
Consumer | Credit Card and Other | Other Purchased Credit Impaired Loans | 90+ Days Past Due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past Due, Accruing			99
Past Due, Non-Accruing			$ 0
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Loans - Narrative (Details)

Loans - Narrative (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2020	Dec. 31, 2019	Mar. 31, 2019	Dec. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled debt restructurings loans	$ 194,700	$ 206,300
Allowance for loan losses	$ 444,490	200,307	$ 184,911	$ 180,424
Loans to Mortgage Companies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of loans collateralized with government guaranteed loans	90.00%
Allowance For TDRs To Recorded Investment Of TDRs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses	$ 13,900	$ 19,700
Ratio of the allowance for loan losses to loans	7.00%	10.00%
Loans Held For Sale, Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled debt restructurings loans	$ 50,500	$ 51,100
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance - purchased credit-impaired loans		848
Allowance for loan losses		158,598
Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Modified interest rate increase	1.00%
TDRS Maturities	40 years
Allowance for loan losses	$ 123,022	28,443	34,154	37,439
Consumer | Credit Card and Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses	$ 19,327	13,266	12,662	$ 12,727
Consumer | Permanent Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
TDR, reduction of interest rate by increment, basis points	0.25%
Minimum | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Forbearance agreements time period	6 months
Minimum | Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Modified interest rate	2.00%
Modified interest rate time period	5 years
Maximum | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Forbearance agreements time period	12 months
Maximum | Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Modified interest rate time period	5 years
TRUPS
Accounts, Notes, Loans and Financing Receivable [Line Items]
Small Bank And Business Loan, Total Asset Maximum Cap	$ 15,000,000
Heloc And Real Estate Installment Classes | Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
TDR, reduction of interest rate by increment, basis points	0.25%
Modified interest rate increase	2.00%
Heloc And Real Estate Installment Classes | Minimum | Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Modified interest rate	1.00%
Modified interest rate time period	5 years
Heloc And Real Estate Installment Classes | Maximum | Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Modified interest rate time period	5 years
Credit Card | Consumer | Credit Card and Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Credit card workout program, granted rate reduction	0.00%
Credit Card | Minimum | Consumer | Credit Card and Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Payment reductions, time period	6 months
Credit Card | Maximum | Consumer | Credit Card and Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Payment reductions, time period	1 year
Credit card workout program, term extension	5 years
Purchased credit-impaired loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance - purchased credit-impaired loans		2,000
Allowance for loan losses			3,413
Allowance for Loan and Lease Losses Write-offs, Net		5,800
Provision for Loan, Lease, and Other Losses		$ 1,300
Purchased credit-impaired loans | Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses			1,123
Purchased credit-impaired loans | Consumer | Credit Card and Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for loan losses			$ 149

Loans - Schedule Of Troubled De

Loans - Schedule Of Troubled Debt Restructurings Occurring During The Year (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2020USD ($)loan	Mar. 31, 2019USD ($)loan
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	45	83
Pre-Modification Outstanding Recorded Investment	$ 8,508	$ 23,498
Post-Modification Outstanding Recorded Investment	$ 6,967	$ 23,388
Commercial | C&I
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	3	2
Pre-Modification Outstanding Recorded Investment	$ 5,927	$ 13,895
Post-Modification Outstanding Recorded Investment	$ 4,433	$ 13,820
Consumer | Consumer Real Estate (a)
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	18	66
Pre-Modification Outstanding Recorded Investment	$ 2,423	$ 9,529
Post-Modification Outstanding Recorded Investment	$ 2,388	$ 9,497
Consumer | Credit Card and Other
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	24	15
Pre-Modification Outstanding Recorded Investment	$ 158	$ 74
Post-Modification Outstanding Recorded Investment	$ 146	$ 71
C&I | Commercial | C&I
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	3	2
Pre-Modification Outstanding Recorded Investment	$ 5,927	$ 13,895
Post-Modification Outstanding Recorded Investment	$ 4,433	$ 13,820
HELOC | Consumer | Consumer Real Estate (a)
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	8	19
Pre-Modification Outstanding Recorded Investment	$ 912	$ 2,104
Post-Modification Outstanding Recorded Investment	$ 891	$ 2,084
R/E Installment Loans | Consumer | Consumer Real Estate (a)
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	10	47
Pre-Modification Outstanding Recorded Investment	$ 1,511	$ 7,425
Post-Modification Outstanding Recorded Investment	$ 1,497	$ 7,413

Loans - Schedule Of Troubled _2

Loans - Schedule Of Troubled Debt Restructurings Within The Previous 12 Months (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2020USD ($)loan	Mar. 31, 2019USD ($)loan
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	16	9
Recorded Investment | $	$ 1,335	$ 51
Commercial | C&I
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	0	0
Recorded Investment | $	$ 0	$ 0
Consumer | Consumer Real Estate (a)
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	9	1
Recorded Investment | $	$ 1,304	$ 33
Consumer | Credit Card and Other
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	7	8
Recorded Investment | $	$ 31	$ 18
C&I | Commercial | C&I
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	0	0
Recorded Investment | $	$ 0	$ 0
HELOC | Consumer | Consumer Real Estate (a)
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	4	1
Recorded Investment | $	$ 960	$ 33
R/E Installment Loans | Consumer | Consumer Real Estate (a)
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number | loan	5	0
Recorded Investment | $	$ 344	$ 0

Loans - Accrued Interest (Detai

Loans - Accrued Interest (Details) $ in Thousands	Mar. 31, 2020USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accrued interest	$ 84,274
Commercial | Commercial, financial, and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accrued interest	55,215
Commercial | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accrued interest	11,233
Consumer | Consumer Real Estate (a)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accrued interest	16,154
Consumer | Credit Card and Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accrued interest	$ 1,672

Loans - Certain Loans Acquired

Loans - Certain Loans Acquired In Transfer Not Accounted For As Debt Securities Accretable Yield Movement Schedule Rollforward (Details) $ in Thousands	12 Months Ended
	Dec. 31, 2019USD ($)
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Balance, beginning of period	$ 13,375
Accretion	(5,792)
Adjustment for payoffs	(2,438)
Adjustment for charge-offs	(479)
Adjustment for pool excess recovery	0
Increase/(decrease) in accretable yield	5,513
Disposal	(4)
Other	(367)
Balance, end of period	$ 9,808

Loans - Schedule Of Acquired Pu

Loans - Schedule Of Acquired Purchase Credit Impaired Loans By Portfolio Segment (Details) $ in Thousands	Dec. 31, 2019USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	$ 54,221
Unpaid balance	58,216
Commercial, financial, and industrial | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	24,973
Unpaid balance	25,938
Commercial Real Estate | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,078
Unpaid balance	5,466
Consumer Real Estate (a) | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	23,681
Unpaid balance	26,245
Credit Card and Other | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	489
Unpaid balance	$ 567

Loans - Information By Class Re

Loans - Information By Class Related To Individually Impaired Loans (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Dec. 31, 2019
Recorded Investment
Recorded Investment		$ 246,900
Unpaid Principal Balance
Unpaid Principal Balance		281,089
Related Allowance		25,916
Average Recorded Investment
Average Recorded Investment	$ 257,841
Interest Income Recognized
Interest Income Recognized	1,546
Commercial
Recorded Investment
Impaired loans with no related allowance recorded, Recorded investment		54,235
Impaired loans with related allowance recorded, Recorded investment		29,766
Recorded Investment		84,001
Unpaid Principal Balance
Impaired loans with no related allowance recorded, Unpaid principal balance		65,165
Impaired loans with related allowance recorded, Unpaid principal balance		31,536
Unpaid Principal Balance		96,701
Related Allowance		6,196
Average Recorded Investment
Impaired loans with no related allowance recorded, Average recorded investment	57,321
Impaired loans with related allowance recorded, Average recorded investment	10,524
Average Recorded Investment	67,845
Interest Income Recognized
Impaired loans with no related allowance recorded, Interest income recognized	193
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	4
Interest Income Recognized	197
Consumer
Recorded Investment
Impaired loans with no related allowance recorded, Recorded investment		12,533
Impaired loans with related allowance recorded, Recorded investment		150,366
Recorded Investment		162,899
Unpaid Principal Balance
Impaired loans with no related allowance recorded, Unpaid principal balance		20,492
Impaired loans with related allowance recorded, Unpaid principal balance		163,896
Unpaid Principal Balance		184,388
Related Allowance		19,720
Average Recorded Investment
Impaired loans with no related allowance recorded, Average recorded investment	16,234
Impaired loans with related allowance recorded, Average recorded investment	173,762
Average Recorded Investment	189,996
Interest Income Recognized
Impaired loans with no related allowance recorded, Interest income recognized	0
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	1,349
Interest Income Recognized	1,349
Commercial, financial, and industrial | Commercial | C&I
Recorded Investment
Impaired loans with no related allowance recorded, Recorded investment		52,672
Impaired loans with related allowance recorded, Recorded investment		29,766
Unpaid Principal Balance
Impaired loans with no related allowance recorded, Unpaid principal balance		63,602
Impaired loans with related allowance recorded, Unpaid principal balance		31,536
Related Allowance		6,196
Average Recorded Investment
Impaired loans with no related allowance recorded, Average recorded investment	55,765
Impaired loans with related allowance recorded, Average recorded investment	7,294
Interest Income Recognized
Impaired loans with no related allowance recorded, Interest income recognized	180
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	0
Commercial, financial, and industrial | Commercial | Loans to Mortgage Companies
Average Recorded Investment
Impaired loans with no related allowance recorded, Average recorded investment	0
Interest Income Recognized
Impaired loans with no related allowance recorded, Interest income recognized	0
Commercial, financial, and industrial | Commercial | TRUPS
Recorded Investment
Impaired loans with related allowance recorded, Recorded investment		0
Unpaid Principal Balance
Impaired loans with related allowance recorded, Unpaid principal balance		0
Related Allowance		0
Average Recorded Investment
Impaired loans with related allowance recorded, Average recorded investment	2,863
Interest Income Recognized
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	0
Commercial real estate | Commercial | Income CRE
Recorded Investment
Impaired loans with no related allowance recorded, Recorded investment		1,563
Impaired loans with related allowance recorded, Recorded investment		0
Unpaid Principal Balance
Impaired loans with no related allowance recorded, Unpaid principal balance		1,563
Impaired loans with related allowance recorded, Unpaid principal balance		0
Related Allowance		0
Average Recorded Investment
Impaired loans with no related allowance recorded, Average recorded investment	1,556
Impaired loans with related allowance recorded, Average recorded investment	367
Interest Income Recognized
Impaired loans with no related allowance recorded, Interest income recognized	13
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	4
Commercial real estate | Commercial | Residential CRE
Average Recorded Investment
Impaired loans with no related allowance recorded, Average recorded investment	0
Impaired loans with related allowance recorded, Average recorded investment	0
Interest Income Recognized
Impaired loans with no related allowance recorded, Interest income recognized	0
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	0
Consumer real estate | Consumer | HELOC
Recorded Investment
Impaired loans with no related allowance recorded, Recorded investment		4,940
Impaired loans with related allowance recorded, Recorded investment		55,522
Unpaid Principal Balance
Impaired loans with no related allowance recorded, Unpaid principal balance		10,438
Impaired loans with related allowance recorded, Unpaid principal balance		59,122
Related Allowance		7,016
Average Recorded Investment
Impaired loans with no related allowance recorded, Average recorded investment	7,597
Impaired loans with related allowance recorded, Average recorded investment	65,013
Interest Income Recognized
Impaired loans with no related allowance recorded, Interest income recognized	0
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	522
Consumer real estate | Consumer | R/E Installment Loans
Recorded Investment
Impaired loans with no related allowance recorded, Recorded investment		7,593
Impaired loans with related allowance recorded, Recorded investment		94,191
Unpaid Principal Balance
Impaired loans with no related allowance recorded, Unpaid principal balance		10,054
Impaired loans with related allowance recorded, Unpaid principal balance		104,121
Related Allowance		12,282
Average Recorded Investment
Impaired loans with no related allowance recorded, Average recorded investment	8,637
Impaired loans with related allowance recorded, Average recorded investment	108,059
Interest Income Recognized
Impaired loans with no related allowance recorded, Interest income recognized	0
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	822
Credit Card and Other | Consumer
Recorded Investment
Impaired loans with related allowance recorded, Recorded investment		653
Unpaid Principal Balance
Impaired loans with related allowance recorded, Unpaid principal balance		653
Related Allowance		$ 422
Average Recorded Investment
Impaired loans with related allowance recorded, Average recorded investment	690
Interest Income Recognized
Impaired Financing Impaired loans with related allowance recorded, Interest income recognized	$ 5

Allowance for Loan Losses (Deta

Allowance for Loan Losses (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020		Mar. 31, 2019	Dec. 31, 2019
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	$ 200,307		$ 180,424
Charge-offs	(13,453)		(10,527)
Recoveries	6,242		6,014
Provision/(provision credit) for loan losses	145,000		9,000
Ending Balance	444,490		184,911
Allowance - individually evaluated for impairment	25,263		27,806
Allowance - collectively evaluated for impairment	419,227		153,692
Individually evaluated for impairment	253,347		275,148
Collectively evaluated for impairment	33,124,956		27,638,617
Total loans, net of unearned income	33,378,303	[1]	27,990,048	$ 31,061,111	[1]
Commercial
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	158,598
Allowance - individually evaluated for impairment				6,196
Allowance - collectively evaluated for impairment				151,554
Individually evaluated for impairment				84,001
Collectively evaluated for impairment				24,273,207
Commercial | C&I
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	122,486		98,947
Charge-offs	(6,751)		(3,101)
Recoveries	935		829
Provision/(provision credit) for loan losses	119,064		7,038
Ending Balance	254,516		103,713
Allowance - individually evaluated for impairment	11,401		3,437
Allowance - collectively evaluated for impairment	243,115		98,135
Individually evaluated for impairment	100,092		83,253
Collectively evaluated for impairment	22,024,338		17,056,034
Total loans, net of unearned income	22,124,430		17,176,112	20,051,091
Commercial | Commercial Real Estate
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	36,112		31,311
Charge-offs	(581)		(434)
Recoveries	573		57
Provision/(provision credit) for loan losses	18,869		3,448
Ending Balance	47,625		34,382
Allowance - individually evaluated for impairment	0		0
Allowance - collectively evaluated for impairment	47,625		34,382
Individually evaluated for impairment	163		1,879
Collectively evaluated for impairment	4,639,529		3,936,727
Total loans, net of unearned income	4,639,692		3,946,943	4,337,017
Consumer | Consumer Real Estate (a)
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	28,443		37,439
Charge-offs	(2,310)		(2,804)
Recoveries	3,555		4,041
Provision/(provision credit) for loan losses	342		(4,522)
Ending Balance	123,022		34,154
Allowance - individually evaluated for impairment	13,394		23,923
Allowance - collectively evaluated for impairment	109,628		9,108
Individually evaluated for impairment	152,393		189,332
Collectively evaluated for impairment	5,966,990		6,141,585
Total loans, net of unearned income	6,119,383		6,360,763	6,177,139
Consumer | Credit Card and Other
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	13,266		12,727
Charge-offs	(3,811)		(4,188)
Recoveries	1,179		1,087
Provision/(provision credit) for loan losses	6,725		3,036
Ending Balance	19,327		12,662
Allowance - individually evaluated for impairment	468		446
Allowance - collectively evaluated for impairment	18,859		12,067
Individually evaluated for impairment	699		684
Collectively evaluated for impairment	494,099		504,271
Total loans, net of unearned income	494,798		506,230	$ 495,864
Cumulative Effect, Period Of Adoption, Adjustment
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	106,394
Cumulative Effect, Period Of Adoption, Adjustment | Commercial | C&I
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	18,782
Cumulative Effect, Period Of Adoption, Adjustment | Commercial | Commercial Real Estate
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	(7,348)
Cumulative Effect, Period Of Adoption, Adjustment | Consumer | Consumer Real Estate (a)
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	92,992
Cumulative Effect, Period Of Adoption, Adjustment | Consumer | Credit Card and Other
Allowance for Loan and Lease Losses [Roll Forward]
Beginning Balance	$ 1,968
Purchased credit-impaired loans
Allowance for Loan and Lease Losses [Roll Forward]
Ending Balance			3,413
Total loans, net of unearned income			76,283
Purchased credit-impaired loans | Commercial | C&I
Allowance for Loan and Lease Losses [Roll Forward]
Ending Balance			2,141
Total loans, net of unearned income			36,825
Purchased credit-impaired loans | Commercial | Commercial Real Estate
Allowance for Loan and Lease Losses [Roll Forward]
Ending Balance			0
Total loans, net of unearned income			8,337
Purchased credit-impaired loans | Consumer | Consumer Real Estate (a)
Allowance for Loan and Lease Losses [Roll Forward]
Ending Balance			1,123
Total loans, net of unearned income			29,846
Purchased credit-impaired loans | Consumer | Credit Card and Other
Allowance for Loan and Lease Losses [Roll Forward]
Ending Balance			149
Total loans, net of unearned income			$ 1,275
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Allowance for Loan Losses - Nar

Allowance for Loan Losses - Narrative (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020		Mar. 31, 2019	Dec. 31, 2019	[1]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, net of unearned income	$ 33,378,303	[1]	$ 27,990,048	$ 31,061,111
Expense/(Credit) on unfunded commitments	$ 9,230		$ 396
Forecast period to estimate expected credit losses	4 years
Term to estimate expected credit losses determined by macroeconomics variable	3 years
Additional term to estimated expected credit losses determined by microeconomics variable diminishing	1 year
Measurement period of historical losses, pro rata period	1 year
Consumer real estate | C&I
Accounts, Notes, Loans and Financing Receivable [Line Items]
Weighted average life	3 years
HELOC and R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Weighted average life	5 years
General C&I
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collateral for secured borrowings	$ 32,000
Collateral, charge off	6,000
HELOC
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collateral for secured borrowings	10,000
R/E Installment Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collateral for secured borrowings	$ 23,000
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Intangible Assets - Summary Of

Intangible Assets - Summary Of Intangible Assets and Accumulated Amortization Included In The Consolidated Statements of Condition (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Intangible Assets [Line Items]
Gross Carrying Amount	$ 185,772	$ 240,637
Accumulated Amortization	(60,880)	(110,437)
Net Carrying Value	124,892	130,200
Core deposit intangibles
Intangible Assets [Line Items]
Gross Carrying Amount	157,150	157,150
Accumulated Amortization	(51,966)	(47,372)
Net Carrying Value	105,184	109,778
Customer relationships (a)
Intangible Assets [Line Items]
Gross Carrying Amount	23,000	77,865
Accumulated Amortization	(5,734)	(60,150)
Net Carrying Value	17,266	17,715
Finite-lived intangible assets, fully amortized		54,900
Other
Intangible Assets [Line Items]
Gross Carrying Amount	5,622	5,622
Accumulated Amortization	(3,180)	(2,915)
Net Carrying Value	2,442	2,707
State banking licenses
Intangible Assets [Line Items]
Indefinite-lived intangible assets, excluding goodwill	$ 300	$ 300

Intangible Assets - Narrative (

Intangible Assets - Narrative (Details) - USD ($)	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019	Dec. 31, 2019	Dec. 31, 2018
Goodwill and Intangible Assets Disclosure [Abstract]
Amortization expense	$ 5,300,000	$ 6,200,000
Goodwill [Line Items]
Goodwill	1,432,787,000	$ 1,432,787,000	$ 1,432,787,000	$ 1,432,787,000
Non-Strategic
Goodwill [Line Items]
Gross goodwill	200,000,000		200,000,000
Accumulated impairments	114,100,000		114,100,000
Accumulated divestiture related write-offs	85,900,000		85,900,000
Goodwill	$ 0		$ 0

Intangible Assets - Schedule Of

Intangible Assets - Schedule Of Estimated Aggregate Amortization Expense for Intangible Assets (Details) $ in Thousands	Mar. 31, 2020USD ($)
Goodwill and Intangible Assets Disclosure [Abstract]
Remainder of 2020	$ 15,852
2021	19,547
2022	17,412
2023	16,117
2024	14,679
2025	$ 12,580

Intangible Assets - Summary O_2

Intangible Assets - Summary Of Gross Goodwill And Accumulated Impairment Losses And Write-Offs Detailed By Reportable Segments (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Goodwill [Roll Forward]
Goodwill, Beginning balance	$ 1,432,787	$ 1,432,787
Additions	0	0
Goodwill, Ending balance	1,432,787	1,432,787
Regional Banking
Goodwill [Roll Forward]
Goodwill, Beginning balance	1,289,819	1,289,819
Additions	0	0
Goodwill, Ending balance	1,289,819	1,289,819
Fixed Income
Goodwill [Roll Forward]
Goodwill, Beginning balance	142,968	142,968
Additions	0	0
Goodwill, Ending balance	$ 142,968	$ 142,968

Other Income And Other Expens_2

Other Income And Other Expense (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
All other income and commissions:
Other service charges	$ 5,219	$ 3,869
ATM and interchange fees	4,212	3,241
Mortgage banking	2,431	1,886
Letter of credit fees	1,462	1,368
Dividend income	1,130	2,313
Electronic banking fees	1,030	1,271
Insurance commissions	789	624
Gain/(loss) on extinguishment of debt	0	(1)
Deferred compensation	(9,507)	5,474
Other	7,598	4,586
Total	14,364	24,631
All other expense:
Expense/(Credit) on unfunded commitments	9,230	396
Travel and entertainment	2,709	2,712
Other insurance and taxes	2,679	2,694
Non-service components of net periodic pension and post-retirement cost	2,508	432
Supplies	2,411	1,804
Customer relations	2,004	1,599
Employee training and dues	1,341	1,457
Miscellaneous loan costs	1,094	1,027
Tax credit investments	346	675
Litigation and regulatory matters	(13)	(13)
OREO	(184)	(366)
Other	9,075	6,888
Total	$ 33,226	$ 19,331

Components of Other Comprehen_3

Components of Other Comprehensive Income/(loss) - Schedule of Changes in AOCI (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020		Mar. 31, 2019
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Balance, beginning of period	$ 5,076,008		$ 4,785,380
Net unrealized gains/(losses)	101,433		52,551
Amounts reclassified from AOCI	2,011		2,914
Other comprehensive income/(loss)	103,444		55,465
Balance, end of period	5,055,580		4,846,521
Securities AFS
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Balance, beginning of period	31,079		(75,736)
Net unrealized gains/(losses)	88,278		48,615
Amounts reclassified from AOCI	0		0
Other comprehensive income/(loss)	88,278		48,615
Balance, end of period	119,357		(27,121)
Cash Flow Hedges
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Balance, beginning of period	3,227		(12,112)
Net unrealized gains/(losses)	13,155		3,936
Amounts reclassified from AOCI	(94)		1,451
Other comprehensive income/(loss)	13,061		5,387
Balance, end of period	16,288		(6,725)
Pension and Post-retirement Plans
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Balance, beginning of period	(273,914)		(288,768)
Net unrealized gains/(losses)	0		0
Amounts reclassified from AOCI	2,105		1,463
Other comprehensive income/(loss)	2,105		1,463
Balance, end of period	(271,809)		(287,305)
Total
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Balance, beginning of period	(239,608)	[1]	(376,616)	[2]
Other comprehensive income/(loss)	103,444	[1]	55,465	[2]
Balance, end of period	$ (136,164)	[1]	$ (321,151)	[2]
[1]	Due to the nature of the preferred stock issued by FHN and its subsidiaries, all components of Other comprehensive income/(loss) have been attributed solely to FHN as the controlling interest holder.
[2]	Due to the nature of the preferred stock issued by FHN and its subsidiaries, all components of Other comprehensive income/(loss) have been attributed solely to FHN as the controlling interest holder.

Components of Other Comprehen_4

Components of Other Comprehensive Income/(loss) - Schedule of Reclassification from AOCI (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Accumulated Other Comprehensive Income (Loss) [Line Items]
Interest and fees on loans	$ 326,599	$ 331,938
Provision/(benefit) for income taxes	4,767	27,058
Amounts reclassified from AOCI	2,011	2,914
All other expense (Note 7)	33,226	19,331
Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	(94)	1,451
Pension and Post-retirement Plans
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	2,105	1,463
Reclassification out of Accumulated Other Comprehensive Income
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	2,011	2,914
Reclassification out of Accumulated Other Comprehensive Income | Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss) [Line Items]
Interest and fees on loans	(124)	1,927
Provision/(benefit) for income taxes	30	(476)
Amounts reclassified from AOCI	(94)	1,451
Reclassification out of Accumulated Other Comprehensive Income | Pension and Post-retirement Plans
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	2,105	1,463
All other expense (Note 7)	2,791	1,943
Reclassification from AOCI, current period, tax	$ (686)	$ (480)

Earnings Per Share - Schedule O

Earnings Per Share - Schedule Of Reconciliation Of Net Income/(Loss) to Net Income/(Loss) Available to Common Shareholders (Details) - USD ($) $ / shares in Units, shares in Thousands, $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Earnings Per Share [Abstract]
Net income/(loss)	$ 16,472	$ 103,405
Net income attributable to noncontrolling interest	2,852	2,820
Net income/(loss) attributable to controlling interest	13,620	100,585
Preferred stock dividends	1,550	1,550
Net income/(loss) available to common shareholders	$ 12,070	$ 99,035
Weighted average common shares outstanding - basic (in shares)	311,597	317,435
Effect of dilutive securities (in shares)	1,573	2,146
Weighted average common shares outstanding - diluted (in shares)	313,170	319,581
Net income/(loss) per share available to common shareholders (in dollars per share)	$ 0.04	$ 0.31
Diluted income/(loss) per share available to common shareholders (in dollars per share)	$ 0.04	$ 0.31

Earnings Per Share - Schedule_2

Earnings Per Share - Schedule Of Anti-Dilutive Options and Awards (Details) - $ / shares shares in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Weighted average exercise price of stock options excluded from the calculation of diluted EPS (in dollars per share)	$ 18.73	$ 21.77
Employee Stock Option
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Stock options excluded from the calculation of diluted EPS (in shares)	3,031	2,613
Other Equity Awards
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Stock options excluded from the calculation of diluted EPS (in shares)	4,264	1,922

Contingencies And Other Discl_2

Contingencies And Other Disclosures (Details) - USD ($) $ in Millions	Mar. 31, 2020	Dec. 31, 2019
Commitments and Contingencies Disclosure [Abstract]
Estimated litigation liability	$ 0.6
Accrued losses on loan repurchase exposure	$ 13.5	$ 14.5

Pension, Savings, And Other E_3

Pension, Savings, And Other Employee Benefits - Narrative (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2020	Dec. 31, 2019
Defined Benefit Plan Disclosure [Line Items]
Defined benefit plan, expected contributions by employer remainder of year	$ 5.2
Savings Plan
Defined Benefit Plan Disclosure [Line Items]
Employer investment in qualified defined contribution plan	100.00%
Maximum percent of employee pre-tax contributions that may be matched by the Company (percent)	6.00%
Qualified Plan | Pension Benefits
Defined Benefit Plan Disclosure [Line Items]
Estimated social security benefits age	65 years
Nonqualified Plan | Pension Benefits
Defined Benefit Plan Disclosure [Line Items]
Pension plan contribution		$ 5.2

Pension, Savings, And Other E_4

Pension, Savings, And Other Employee Benefits - Schedule Of Components Of Net Periodic Benefit Cost (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Pension Benefits
Defined Benefit Plan Disclosure [Line Items]
Service cost	$ 8	$ 8
Interest cost	5,909	7,575
Expected return on plan assets	(6,168)	(9,173)
Prior service cost/(credit)	0	0
Actuarial (gain)/loss	3,224	2,435
Net periodic benefit cost/(credit)	2,973	845
Other Benefits
Defined Benefit Plan Disclosure [Line Items]
Service cost	25	24
Interest cost	304	351
Expected return on plan assets	(311)	(269)
Prior service cost/(credit)	8	0
Actuarial (gain)/loss	(75)	(117)
Net periodic benefit cost/(credit)	$ (49)	$ (11)

Business Segment Information -

Business Segment Information - Amounts Of Consolidated Revenue, Expense, Tax And Assets (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2020USD ($)segment	Mar. 31, 2019USD ($)
Segment Reporting, Measurement Disclosures [Abstract]
Number of operating segments | segment	4
Segment Reporting Information [Line Items]
Net interest income	$ 302,802	$ 294,508
Provision/(provision credit) for loan losses	145,000	9,000
Noninterest income	174,756	141,045
Noninterest expense	311,319	296,090
Income/(loss) before income taxes	21,239	130,463
Provision/(benefit) for income taxes	4,767	27,058
Net income/(loss)	16,472	103,405
Average assets	43,551,912	40,883,192
Regional Banking
Segment Reporting Information [Line Items]
Net interest income	300,128	286,023
Provision/(provision credit) for loan losses	145,435	13,442
Noninterest income	81,871	73,029
Noninterest expense	211,013	198,569
Income/(loss) before income taxes	25,551	147,041
Provision/(benefit) for income taxes	4,388	34,109
Net income/(loss)	21,163	112,932
Average assets	32,164,347	28,801,849
Fixed Income
Segment Reporting Information [Line Items]
Net interest income	10,914	7,332
Noninterest income	95,723	53,807
Noninterest expense	81,063	50,533
Income/(loss) before income taxes	25,574	10,606
Provision/(benefit) for income taxes	6,099	2,457
Net income/(loss)	19,475	8,149
Average assets	3,764,192	2,848,249
Corporate
Segment Reporting Information [Line Items]
Net interest income	(13,359)	(7,914)
Noninterest income	(3,718)	13,353
Noninterest expense	15,449	41,779
Income/(loss) before income taxes	(32,526)	(36,340)
Provision/(benefit) for income taxes	(6,372)	(11,771)
Net income/(loss)	(26,154)	(24,569)
Average assets	6,784,190	8,058,041
Non-Strategic
Segment Reporting Information [Line Items]
Net interest income	5,119	9,067
Provision/(provision credit) for loan losses	(435)	(4,442)
Noninterest income	880	856
Noninterest expense	3,794	5,209
Income/(loss) before income taxes	2,640	9,156
Provision/(benefit) for income taxes	652	2,263
Net income/(loss)	1,988	6,893
Average assets	$ 839,183	$ 1,175,053

Business Segment Information _2

Business Segment Information - Disaggregation of Revenue (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Disaggregation of Revenue [Line Items]
Fixed income	$ 95,635	$ 53,749
Deposit transactions and cash management	30,290	31,621
Brokerage, management fees and commissions	15,405	12,633
Bankcard income	7,253	6,952
Trust services and investment management	7,195	7,026
Bank-owned life insurance (BOLI)	4,589	4,402
Equity securities gains/(losses), net	25	31
All other income and commissions (Note 7)	14,364	24,631
Total noninterest income	174,756	141,045
Regional Banking
Disaggregation of Revenue [Line Items]
Fixed income	121	17
Deposit transactions and cash management	28,812	30,003
Brokerage, management fees and commissions	15,405	12,630
Bankcard income	7,150	7,039
Trust services and investment management	7,213	7,056
Bank-owned life insurance (BOLI)	0	0
Equity securities gains/(losses), net	0	0
All other income and commissions (Note 7)	23,170	16,284
Total noninterest income	81,871	73,029
Fixed Income
Disaggregation of Revenue [Line Items]
Fixed income	95,514	53,732
Deposit transactions and cash management	0	3
Brokerage, management fees and commissions	0	0
Bankcard income	0	0
Trust services and investment management	0	0
Bank-owned life insurance (BOLI)	0	0
Equity securities gains/(losses), net	0	0
All other income and commissions (Note 7)	209	72
Total noninterest income	95,723	53,807
Corporate
Disaggregation of Revenue [Line Items]
Fixed income	0	0
Deposit transactions and cash management	1,435	1,563
Brokerage, management fees and commissions	0	0
Bankcard income	70	62
Trust services and investment management	(18)	(30)
Bank-owned life insurance (BOLI)	4,589	4,402
Equity securities gains/(losses), net	25	31
All other income and commissions (Note 7)	(9,819)	7,325
Total noninterest income	(3,718)	13,353
Non-Strategic
Disaggregation of Revenue [Line Items]
Fixed income	0	0
Deposit transactions and cash management	43	52
Brokerage, management fees and commissions	0	3
Bankcard income	33	(149)
Trust services and investment management	0	0
Bank-owned life insurance (BOLI)	0	0
Equity securities gains/(losses), net	0	0
All other income and commissions (Note 7)	804	950
Total noninterest income	880	856
Underwriting, portfolio advisory, and other noninterest income
Disaggregation of Revenue [Line Items]
Revenue from contract with customer	$ 9,300	$ 7,300

Variable Interest Entities - Su

Variable Interest Entities - Summary Of VIE Consolidated By FHN (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Assets:
Other assets	$ 2,536,822	$ 2,046,338
Total assets	47,197,378	43,310,900
Liabilities:
Other liabilities	825,247	873,079
Total liabilities	42,141,798	38,234,892
Rabbi Trusts Used for Deferred Compensation Plans
Assets:
Other assets	82,904	91,873
Total assets	82,904	91,873
Liabilities:
Other liabilities	61,517	70,830
Total liabilities	$ 61,517	$ 70,830

Variable Interest Entities - Na

Variable Interest Entities - Narrative (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Variable Interest Entities [Abstract]
Expenses associated with LIHTC investments accounted for using the equity method	$ 0.2	$ 0.5

Variable Interest Entities - _2

Variable Interest Entities - Summary of the Impact of Qualifying LIHTC Investments (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Low income housing tax credits
Variable Interest Entity [Line Items]
Amortization of qualifying LIHTC investments	$ 5,561	$ 3,998
Affordable Housing Tax Credits and Other Tax Benefits	(4,598)	(3,629)
Other tax benefits related to qualifying LIHTC investments
Variable Interest Entity [Line Items]
Affordable Housing Tax Credits and Other Tax Benefits	$ (2,555)	$ (1,610)

Variable Interest Entities - _3

Variable Interest Entities - Summary Of VIE Not Consolidated By FHN (Details) - USD ($) $ in Thousands	Mar. 31, 2020		Dec. 31, 2019		Mar. 31, 2019
Variable Interest Entity [Line Items]
Loans, net of unearned income	$ 33,378,303	[1]	$ 31,061,111	[1]	$ 27,990,048
Trading securities	1,877,514		1,346,207
Term borrowings	792,751		791,368
Securities available-for-sale	4,544,907		4,445,403
Low Income Housing Partnerships
Variable Interest Entity [Line Items]
Maximum Loss Exposure	241,435		237,668
Liability Recognized	123,720		136,404
Maximum loss exposure, contractual funding commitments	123,700		136,400
Low Income Housing Partnerships | Other Assets
Variable Interest Entity [Line Items]
Maximum loss exposure, current investments	117,700		101,300
Other Tax Credit Investments
Variable Interest Entity [Line Items]
Maximum Loss Exposure	6,161		6,282
Liability Recognized	0		0
Small Issuer Trust Preferred Holdings
Variable Interest Entity [Line Items]
Maximum Loss Exposure	234,214		238,397
Liability Recognized	0		0
On Balance Sheet Trust Preferred Securitization
Variable Interest Entity [Line Items]
Maximum Loss Exposure	32,261		33,265
Liability Recognized	81,912		80,908
Loans, net of unearned income	112,500		112,500
Trading securities	1,700		1,700
Term borrowings	81,900		80,900
Proprietary & Agency Residential Mortgage Securitizations
Variable Interest Entity [Line Items]
Maximum Loss Exposure	785		941
Liability Recognized	0		0
Holdings Of Agency Mortgage Backed Securities
Variable Interest Entity [Line Items]
Maximum Loss Exposure	5,126,372		4,537,685
Liability Recognized	0		0
Trading securities	1,100,000		500,000
Securities available-for-sale	4,000,000		4,000,000
Commercial Loan Troubled Debt Restructurings
Variable Interest Entity [Line Items]
Maximum Loss Exposure	42,109		45,169
Liability Recognized	0		0
Maximum loss exposure, contractual funding commitments	500		1,800
Loans, net of unearned income	41,600		43,400
Sale Leaseback Transaction
Variable Interest Entity [Line Items]
Maximum Loss Exposure	18,052		18,111
Liability Recognized	0		0
Proprietary Trust Preferred Issuances
Variable Interest Entity [Line Items]
Maximum Loss Exposure	0		0
Liability Recognized	$ 167,014		$ 167,014
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.

Derivatives - Narrative (Detail

Derivatives - Narrative (Details) - USD ($) $ in Thousands	Nov. 01, 2019	Mar. 31, 2020	Mar. 31, 2019	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]
Collateral cash payables		$ 357,816				$ 145,334
Total trading revenues		78,400	$ 44,500
Cash flow hedge length of time					5 years
Hedged amount of foreign currency denominated loans		16,200				18,400
Derivative assets (Note 14)		695,853				182,984
Derivative liability		213,584				44,238
Cash Flow Hedge | Hedged Items
Derivative Instruments, Gain (Loss) [Line Items]
Variability in cash flows related to debt instruments (primarily loans)					$ 250,000
Notional				$ 650,000
Derivative, expired during period		200,000
Visa Class B Shares
Derivative Instruments, Gain (Loss) [Line Items]
Derivative liabilities related to sale		20,400				22,800
Additional Derivative Agreements | Derivative Instruments With Adjustable Collateral Posting Thresholds
Derivative Instruments, Gain (Loss) [Line Items]
Net fair value of derivative assets with adjustable posting thresholds		232,500				63,100
Net fair value of derivative liabilities with adjustable posting thresholds		4,400				6,400
Collateral received		291,300				148,500
Securities posted collateral		41,400				18,400
Additional Derivative Agreements | Derivative Instruments With Accelerated Termination Provisions
Derivative Instruments, Gain (Loss) [Line Items]
Net fair value of derivative assets with adjustable posting thresholds		232,300				63,100
Net fair value of derivative liabilities with adjustable posting thresholds		24,200				10,300
Collateral received		291,400				148,500
Securities posted collateral		62,500				22,700
Minimum | Cash Flow Hedge | Hedged Items
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, term of contract				3 years
Maximum | Cash Flow Hedge | Hedged Items
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, term of contract				7 years
Counterparties
Derivative Instruments, Gain (Loss) [Line Items]
Collateral cash receivables		214,400				136,600
Collateral cash payables		160,700				53,000
Senior Subordinated Notes | Senior Debt Maturing In December 2019
Derivative Instruments, Gain (Loss) [Line Items]
Term borrowings		400,000
Debt redeemed	$ 400,000
Senior Subordinated Notes | Senior Debt Maturing In December 2020
Derivative Instruments, Gain (Loss) [Line Items]
Term borrowings		500,000
Derivatives, interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Collateral cash payables		303,798				143,334
Derivative assets (Note 14)		530,337				162,344
Derivative liability		41,980				24,431
Derivatives, interest rate contracts | Cash Flow Hedge | Hedged Items
Derivative Instruments, Gain (Loss) [Line Items]
Variability in cash flows related to debt instruments (primarily loans)		700,000				$ 900,000
Credit Risk Contract
Derivative Instruments, Gain (Loss) [Line Items]
Derivative asset, notional amount		120,800
Derivative liability, notional amount		226,700
Derivative assets (Note 14)		280
Derivative liability		$ 780

Derivatives - Derivatives Assoc

Derivatives - Derivatives Associated with Fixed Income Trading Activities (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Customer interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Notional	$ 3,395,932	$ 2,697,522
Assets	232,886	65,768
Liabilities	1,509	6,858
Offsetting upstream interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Notional	3,395,932	2,697,522
Assets	8,822	2,583
Liabilities	16,735	3,994
Option contracts purchased | Long
Derivative Instruments, Gain (Loss) [Line Items]
Notional		40,000
Assets		131
Liabilities		0
Forwards and futures purchased
Derivative Instruments, Gain (Loss) [Line Items]
Notional	8,641,017	9,217,350
Assets	156,687	17,029
Liabilities	8,508	3,187
Forwards and futures sold
Derivative Instruments, Gain (Loss) [Line Items]
Notional	9,435,099	9,403,112
Assets	8,829	3,611
Liabilities	$ 163,096	$ 16,620

Derivatives - Derivatives Ass_2

Derivatives - Derivatives Associated With Interest Rate Risk Management Activities (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Customer interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Notional	$ 3,395,932	$ 2,697,522
Assets	232,886	65,768
Liabilities	1,509	6,858
Offsetting upstream interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Notional	3,395,932	2,697,522
Assets	8,822	2,583
Liabilities	16,735	3,994
Customer Interest Rate Contracts Hedging | Hedging Instruments And Hedged Items | Customer interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Notional	3,433,278	3,044,067
Assets	282,434	90,394
Liabilities	503	3,515
Customer Interest Rate Contracts Hedging | Hedging Instruments And Hedged Items | Offsetting upstream interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Notional	3,433,278	3,044,067
Assets	5,750	3,537
Liabilities	23,066	9,735
Debt Hedging | Hedging Instruments And Hedged Items | Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Notional	500,000	500,000
Assets	61
Liabilities		69
Debt Hedging | Hedging Instruments And Hedged Items | Term Borrowings, Par
Derivative Instruments, Gain (Loss) [Line Items]
Term borrowings	500,000	500,000
Debt Hedging | Hedging Instruments And Hedged Items | Term Borrowings, Cumulative Fair Value Hedging Adjustments
Derivative Instruments, Gain (Loss) [Line Items]
Term borrowings	2,862	(1,604)
Debt Hedging | Hedging Instruments And Hedged Items | Term Borrowings, Unamortized Premium (Discount) and Issuance Costs
Derivative Instruments, Gain (Loss) [Line Items]
Term borrowings	(519)	(740)
Debt Hedging | Hedging Instruments And Hedged Items | Term Borrowings
Derivative Instruments, Gain (Loss) [Line Items]
Term borrowings	$ 502,343	$ 497,656

Derivatives - Gains_(Losses) on

Derivatives - Gains/(Losses) on Derivatives Associated with Interest Rate Risk Management Activities (Details) - Hedging Instruments And Hedged Items - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Customer Interest Rate Contracts Hedging | Customer interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) related to interest rate derivatives	$ 195,552	$ 29,112
Customer Interest Rate Contracts Hedging | Offsetting upstream interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) related to interest rate derivatives	(195,552)	(29,112)
Debt Hedging | Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) related to interest rate derivatives	4,934	4,279
Debt Hedging | Term Borrowings
Derivative Instruments, Gain (Loss) [Line Items]
Gains/(Losses) related to term borrowings	$ (4,465)	$ (4,266)

Derivatives - Derivatives Ass_3

Derivatives - Derivatives Associated With Cash Flow Hedges (Details) - Cash Flow Hedge - Hedging Instruments And Hedged Items - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019	Mar. 31, 2017	Mar. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Notional			$ 650,000
Variability in cash flows related to debt instruments (primarily loans)				$ 250,000
Interest Rate Contract
Derivative Instruments, Gain (Loss) [Line Items]
Variability in cash flows related to debt instruments (primarily loans)	$ 700,000	$ 900,000
Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Notional	700,000	900,000
Assets	$ 187
Liabilities		$ 241

Derivatives - Gains_(Losses) _2

Derivatives - Gains/(Losses) on Derivatives Associated with Cash Flow Hedges (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(loss) expected to be reclassified to earnings in the next twelve months	$ (9,100)
Hedging Instruments And Hedged Items
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss), cash flow hedges	13,155	$ 3,936
Gain/(loss) reclassified from AOCI into Interest income	(94)	1,451
Hedging Instruments And Hedged Items | Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss), cash flow hedges	$ 17,374	$ 7,218

Derivatives - Derivative Assets

Derivatives - Derivative Assets And Collateral Received (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Derivative [Line Items]
Gross amounts of recognized assets	$ 695,853	$ 182,984
Derivative liabilities available for offset	0	0
Net amount	695,853	182,984
Derivative liabilities available for offset	(91,764)	(18,896)
Collateral received	(357,816)	(145,334)
Net amount	246,273	18,754
Derivative assets not subject to master netting agreements	400	100
Derivatives, interest rate contracts
Derivative [Line Items]
Gross amounts of recognized assets	530,337	162,344
Derivative liabilities available for offset	0	0
Net amount	530,337	162,344
Derivative liabilities available for offset	(1,974)	(5,604)
Collateral received	(303,798)	(143,334)
Net amount	224,565	13,406
Forward Contracts
Derivative [Line Items]
Gross amounts of recognized assets	165,516	20,640
Derivative liabilities available for offset	0	0
Net amount	165,516	20,640
Derivative liabilities available for offset	(89,790)	(13,292)
Collateral received	(54,018)	(2,000)
Net amount	$ 21,708	$ 5,348

Derivatives - Derivative Liabil

Derivatives - Derivative Liabilities and Collateral Pledged (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Derivative [Line Items]
Gross amounts of recognized liabilities	$ 213,584	$ 44,238
Derivative assets available for offset	0	0
Derivative liability	213,584	44,238
Derivative assets available for offset	(91,764)	(18,896)
Collateral pledged	(117,943)	(25,204)
Net amount	3,877	138
Derivative liabilities not subject to master netting agreements	21,400	23,200
Derivatives, interest rate contracts
Derivative [Line Items]
Gross amounts of recognized liabilities	41,980	24,431
Derivative assets available for offset	0	0
Derivative liability	41,980	24,431
Derivative assets available for offset	(1,974)	(5,604)
Collateral pledged	(36,129)	(18,689)
Net amount	3,877	138
Forward Contracts
Derivative [Line Items]
Gross amounts of recognized liabilities	171,604	19,807
Derivative assets available for offset	0	0
Derivative liability	171,604	19,807
Derivative assets available for offset	(89,790)	(13,292)
Collateral pledged	(81,814)	(6,515)
Net amount	$ 0	$ 0

Master Netting and Similar Ag_3

Master Netting and Similar Agreements—Repurchase, Reverse Repurchase, and Securities Borrowing Transactions - Securities Purchased Under Agreements To Resell And Collateral Pledged By Counterparties (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Securities Purchased under Agreements to Resell [Abstract]
Gross amounts of recognized assets	$ 562,435	$ 586,629
Gross amounts offset in the Statements of Condition	0	0
Net amounts of assets presented in the Statements of Condition	562,435	586,629
Offsetting securities sold under agreements to repurchase	(6,290)	(21,004)
Securities collateral (not recognized on FHN’s Statements of Condition)	(553,688)	(562,702)
Net amount	$ 2,457	$ 2,923

Master Netting and Similar Ag_4

Master Netting and Similar Agreements—Repurchase, Reverse Repurchase, and Securities Borrowing Transactions - Securities Sold Under Agreements To Repurchase And Collateral Pledged By Company (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Securities Sold under Agreements to Repurchase [Abstract]
Gross amounts of recognized liabilities	$ 788,595	$ 716,925
Gross amounts offset in the Statements of Condition	0	0
Net amounts of liabilities presented in the Statements of Condition	788,595	716,925
Offsetting securities purchased under agreements to resell	(6,290)	(21,004)
Securities/ government guaranteed loans collateral	(782,305)	(695,879)
Net amount	$ 0	$ 42

Master Netting and Similar Ag_5

Master Netting and Similar Agreements—Repurchase, Reverse Repurchase, and Securities Borrowing Transactions - Schedule of the Remaining Contractual Maturity by Collateral Type of Securities Sold Under Agreements To Repurchase (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	$ 788,595	$ 716,925
Overnight and Continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	772,700	712,380
Up to 30 Days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	15,895	4,545
U.S. treasuries
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	18,955	41,364
U.S. treasuries | Overnight and Continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	18,955	41,364
U.S. treasuries | Up to 30 Days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	0	0
Government agency issued MBS
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	409,750	345,718
Government agency issued MBS | Overnight and Continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	399,353	341,173
Government agency issued MBS | Up to 30 Days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	10,397	4,545
Government agency issued CMO
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	5,498
Government agency issued CMO | Overnight and Continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	0
Government agency issued CMO | Up to 30 Days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	5,498
Other U.S. government agencies
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	83,214	54,924
Other U.S. government agencies | Overnight and Continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	83,214	54,924
Other U.S. government agencies | Up to 30 Days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	0	0
Government guaranteed loans (SBA and USDA)
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	271,178	274,919
Government guaranteed loans (SBA and USDA) | Overnight and Continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	271,178	274,919
Government guaranteed loans (SBA and USDA) | Up to 30 Days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Securities sold under agreements to repurchase	$ 0	$ 0

Fair Value of Assets & Liabil_3

Fair Value of Assets & Liabilities - Schedule Of Assets And Liabilities Measured At Fair Value On A Recurring Basis (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	$ 1,877,514	$ 1,346,207
Loans held-for-sale	13,584	14,033
Securities available-for-sale	4,544,907	4,445,403
Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans held-for-sale	13,584	14,033
Securities available-for-sale	4,544,907	4,445,403
Total other assets	760,749	252,573
Total assets	7,196,754	6,058,216
Total other liabilities	234,984	67,480
Total liabilities	687,595	573,061
Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans held-for-sale	0	0
Securities available-for-sale	0	0
Total other assets	230,015	90,098
Total assets	230,015	90,098
Total other liabilities	171,604	19,807
Total liabilities	171,604	19,807
Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans held-for-sale	0	0
Securities available-for-sale	4,521,803	4,426,267
Total other assets	530,454	162,475
Total assets	6,928,986	5,934,008
Total other liabilities	42,210	24,878
Total liabilities	494,821	530,459
Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans held-for-sale	13,584	14,033
Securities available-for-sale	23,104	19,136
Total other assets	280	0
Total assets	37,753	34,110
Total other liabilities	21,170	22,795
Total liabilities	21,170	22,795
Deferred compensation mutual funds | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	41,666	46,815
Deferred compensation mutual funds | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	41,666	46,815
Deferred compensation mutual funds | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Deferred compensation mutual funds | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Derivatives, forwards and futures | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	165,516	20,640
Total other liabilities	171,604	19,807
Derivatives, forwards and futures | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	165,516	20,640
Total other liabilities	171,604	19,807
Derivatives, forwards and futures | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Total other liabilities	0	0
Derivatives, forwards and futures | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Total other liabilities	0	0
Derivatives, interest rate contracts | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	530,140	162,413
Total other liabilities	41,813	24,412
Derivatives, interest rate contracts | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Total other liabilities	0	0
Derivatives, interest rate contracts | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	530,140	162,413
Total other liabilities	41,813	24,412
Derivatives, interest rate contracts | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Total other liabilities	0	0
Derivatives, other | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	594	62
Total other liabilities	21,567	23,261
Derivatives, other | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Total other liabilities	0	0
Derivatives, other | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	314	62
Total other liabilities	397	466
Derivatives, other | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	280	0
Total other liabilities	21,170	22,795
U.S. treasuries | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	100	100
U.S. treasuries | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
U.S. treasuries | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	100	100
U.S. treasuries | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Government agency issued MBS | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	2,402,517	2,348,517
Government agency issued MBS | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Government agency issued MBS | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	2,402,517	2,348,517
Government agency issued MBS | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Government agency issued CMO | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	1,626,943	1,670,492
Government agency issued CMO | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Government agency issued CMO | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	1,626,943	1,670,492
Government agency issued CMO | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Other U.S. government agencies | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	372,497	306,092
Other U.S. government agencies | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Other U.S. government agencies | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	372,497	306,092
Other U.S. government agencies | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
States and municipalities | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	79,125	60,526
States and municipalities | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
States and municipalities | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	79,125	60,526
States and municipalities | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Corporates and other debt | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	40,621	40,540
Corporates and other debt | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Corporates and other debt | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	40,621	40,540
Corporates and other debt | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Equity, mutual funds, and other | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	22,833	22,643
Equity, mutual funds, and other | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	22,833	22,643
Equity, mutual funds, and other | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Equity, mutual funds, and other | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total other assets	0	0
Interest- only strips- AFS | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	23,104	19,136
Interest- only strips- AFS | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Interest- only strips- AFS | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	0	0
Interest- only strips- AFS | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Securities available-for-sale	23,104	19,136
Fixed Income | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	1,876,729	1,345,266
Total trading liabilities - fixed income	452,611	505,581
Fixed Income | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income	0	0
Fixed Income | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	1,876,729	1,345,266
Total trading liabilities - fixed income	452,611	505,581
Fixed Income | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income	0	0
Fixed Income | U.S. treasuries | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	243,315	134,844
Total trading liabilities - fixed income	387,498	406,380
Fixed Income | U.S. treasuries | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income	0	0
Fixed Income | U.S. treasuries | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	243,315	134,844
Total trading liabilities - fixed income	387,498	406,380
Fixed Income | U.S. treasuries | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income	0	0
Fixed Income | Government agency issued MBS | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	661,174	268,024
Total trading liabilities - fixed income		33
Fixed Income | Government agency issued MBS | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income		0
Fixed Income | Government agency issued MBS | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	661,174	268,024
Total trading liabilities - fixed income		33
Fixed Income | Government agency issued MBS | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income		0
Fixed Income | Government agency issued CMO | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	435,738	250,652
Total trading liabilities - fixed income	1,746
Fixed Income | Government agency issued CMO | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income	0
Fixed Income | Government agency issued CMO | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	435,738	250,652
Total trading liabilities - fixed income	1,746
Fixed Income | Government agency issued CMO | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income	0
Fixed Income | Other U.S. government agencies | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	57,993	124,972
Total trading liabilities - fixed income		88
Fixed Income | Other U.S. government agencies | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income		0
Fixed Income | Other U.S. government agencies | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	57,993	124,972
Total trading liabilities - fixed income		88
Fixed Income | Other U.S. government agencies | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income		0
Fixed Income | States and municipalities | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	75,288	120,744
Fixed Income | States and municipalities | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Fixed Income | States and municipalities | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	75,288	120,744
Fixed Income | States and municipalities | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Fixed Income | Corporates and other debt | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	403,019	445,253
Total trading liabilities - fixed income	63,367	99,080
Fixed Income | Corporates and other debt | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income	0	0
Fixed Income | Corporates and other debt | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	403,019	445,253
Total trading liabilities - fixed income	63,367	99,080
Fixed Income | Corporates and other debt | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Total trading liabilities - fixed income	0	0
Fixed Income | Equity, mutual funds, and other | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	202	777
Fixed Income | Equity, mutual funds, and other | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Fixed Income | Equity, mutual funds, and other | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	202	777
Fixed Income | Equity, mutual funds, and other | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Mortgage Banking | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	785	941
Mortgage Banking | Level 1 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Mortgage Banking | Level 2 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	0	0
Mortgage Banking | Level 3 | Recurring
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Trading securities	$ 785	$ 941

Fair Value of Assets & Liabil_4

Fair Value of Assets & Liabilities - Summary Of Changes In Level 3 Assets And Liabilities Measured At Fair Value (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning balance	$ (22,795)	$ (31,540)
Net income	(511)	135
Purchases	0	0
Sales	0	0
Settlements	2,416	2,435
Net transfers into/(out of) Level 3	0	0
Ending balance	(20,890)	(28,970)
Net unrealized gains/(losses) included in net income	(511)	135
Trading securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	941	1,524
Net income	(156)	21
Purchases	0	0
Sales	0	0
Settlements	0	(148)
Net transfers into/(out of) Level 3	0	0
Ending balance	785	1,397
Net unrealized gains/(losses) included in net income	0	(30)
Interest- only strips- AFS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	19,136	9,902
Net income	(1,295)	(1,258)
Purchases	5,481	86
Sales	(8,703)	(13,012)
Settlements	0	0
Net transfers into/(out of) Level 3	8,485	17,477
Ending balance	23,104	13,195
Net unrealized gains/(losses) included in net income	(865)	(894)
Loans held- for-sale
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	14,033	16,273
Net income	329	495
Purchases	0	0
Sales	0	0
Settlements	(778)	(1,017)
Net transfers into/(out of) Level 3	0	0
Ending balance	13,584	15,751
Net unrealized gains/(losses) included in net income	$ 329	$ 495

Fair Value of Assets & Liabil_5

Fair Value of Assets & Liabilities - Nonrecurring Fair Value Measurements (Details) - USD ($) $ in Thousands		Mar. 31, 2020		Dec. 31, 2019		Mar. 31, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		$ 13,584		$ 14,033
Loans, net of unearned income		33,378,303	[1]	31,061,111	[1]	$ 27,990,048
OREO	[2]	15,837		17,838
Non Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans, net of unearned income		31,535		42,208
OREO		13,881		15,660
Other assets		10,262		10,608
Non Recurring | Small Business Administration And USDA
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		494,766		493,524
Non Recurring | First Mortgages
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		515		516
Non Recurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans, net of unearned income		0		0
OREO		0		0
Other assets		0		0
Non Recurring | Level 1 | Small Business Administration And USDA
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		0		0
Non Recurring | Level 1 | First Mortgages
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		0		0
Non Recurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans, net of unearned income		0		0
OREO		0		0
Other assets		0		0
Non Recurring | Level 2 | Small Business Administration And USDA
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		493,876		492,595
Non Recurring | Level 2 | First Mortgages
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		0		0
Non Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans, net of unearned income		31,535		42,208
OREO		13,881		15,660
Other assets		10,262		10,608
Non Recurring | Level 3 | Small Business Administration And USDA
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		890		929
Non Recurring | Level 3 | First Mortgages
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale		$ 515		$ 516
[1]	March 31, 2020 and December 31, 2019 include $20.8 million and $18.8 million , respectively, of held-to-maturity consumer mortgage loans secured by residential real estate in process of foreclosure.
[2]	March 31, 2020 and December 31, 2019 include $7.8 million and $9.2 million , respectively, of foreclosed residential real estate.

Fair Value of Assets & Liabil_6

Fair Value of Assets & Liabilities - Gains/(losses) on Nonrecurring Fair Value Measurements (Details) - Non Recurring - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net gains/(losses), Loans, net of unearned income	$ (4,839)	$ 200
Net gains/(losses), Real estate acquired by foreclosure	(27)	35
Net gains/(losses), Other assets	(346)	(675)
Gain (loss) on financial assets measured on non-recurring basis	(6,598)	(1,308)
First Mortgages
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net gains/(losses), Loans held for sale	5	15
Other Consumer Loans Class
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net gains/(losses), Loans held for sale	0	(200)
SBAs
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net gains/(losses), Loans held for sale	$ (1,391)	$ (683)

Fair Value of Assets & Liabil_7

Fair Value of Assets & Liabilities - Narrative (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2019	Dec. 31, 2019
Segment Reporting Information [Line Items]
Gain/(loss) on instrument specific credit risk	$ 0.3
Disposition of Acquired Properties | Corporate
Segment Reporting Information [Line Items]
Asset impairment charges		$ 4.6
Reversed asset impairment charges		0.7
Disposition of Acquired Properties | 2019 Business Optimization | Corporate
Segment Reporting Information [Line Items]
Asset impairment charges		1.5
Leased Assets | 2019 Business Optimization | Corporate
Segment Reporting Information [Line Items]
Asset impairment charges		14
Reversed asset impairment charges		1.4
Leased Assets | Rebranding Initiative | Corporate
Segment Reporting Information [Line Items]
Asset impairment charges		$ 7.1

Fair Value of Assets & Liabil_8

Fair Value of Assets & Liabilities - Schedule Of Unobservable Inputs Utilized In Determining The Fair Value Of Level 3 Recurring And Non-Recurring Measurements (Details) $ in Thousands	Mar. 31, 2020USD ($)month	Dec. 31, 2019USD ($)month
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available-for-sale	$ 4,544,907	$ 4,445,403
Loans held-for-sale	13,584	14,033
Derivative liability	213,584	44,238
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability	20,890	22,795
Loans net of unearned income	31,535	42,208
OREO, fair value	13,881	15,660
Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale	890	929
Other Assets | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Other assets	$ 10,262	$ 10,608
Constant prepayment rate | Weighted Average | Discounted cash flow | Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.10	0.10
Constant prepayment rate | Minimum | Discounted cash flow | Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.08
Constant prepayment rate | Maximum | Discounted cash flow | Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.12
Bond equivalent yield | Discounted cash flow | Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0.09
Bond equivalent yield | Weighted Average | Discounted cash flow | Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.08	0.09
Prepayment Speeds | Minimum | Discounted cash flow | Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0.08
Prepayment Speeds | Maximum | Discounted cash flow | Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0.12
Foreclosure losses | Weighted Average | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.64	0.64
Foreclosure losses | Minimum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.50	0.50
Foreclosure losses | Maximum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.66	0.66
Visa covered litigation resolution amount | Weighted Average | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input, value	$ 5,800,000	$ 5,800,000
Visa covered litigation resolution amount | Minimum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input, value	5,400,000	5,400,000
Visa covered litigation resolution amount | Maximum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input, value	$ 6,000,000	$ 6,000,000
Probability of resolution scenarios | Weighted Average | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input	0.16	0.16
Probability of resolution scenarios | Minimum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input	0.10	0.10
Probability of resolution scenarios | Maximum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input	0.50	0.50
Time until resolution | Weighted Average | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input | month	26	29
Time until resolution | Minimum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input | month	12	15
Time until resolution | Maximum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liability, measurement input | month	36	39
Marketability adjustments for specific properties | Minimum | Appraisals from comparable properties | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans net of unearned income, measurement input	0	0
Other assets, measurement input	0	0
Marketability adjustments for specific properties | Maximum | Appraisals from comparable properties | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans net of unearned income, measurement input	0.10	0.10
Other assets, measurement input	0.25	0.25
Borrowing base certificates adjustment | Minimum | Other collateral valuations | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans net of unearned income, measurement input	0.20	0.20
Borrowing base certificates adjustment | Maximum | Other collateral valuations | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans net of unearned income, measurement input	0.50	0.50
Financial Statements/Auction values adjustment | Minimum | Other collateral valuations | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans net of unearned income, measurement input	0	0
Financial Statements/Auction values adjustment | Maximum | Other collateral valuations | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans net of unearned income, measurement input	0.25	0.25
Adjustment for value changes since appraisal | Minimum | Appraisals from comparable properties | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
OREO measurement input	0	0
Adjustment for value changes since appraisal | Maximum | Appraisals from comparable properties | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
OREO measurement input	0.10	0.10
Adjustments to current sales yields for specific properties | Minimum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Other assets, measurement input	0	0
Adjustments to current sales yields for specific properties | Maximum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Other assets, measurement input	0.15	0.15
Residential Real Estate | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale	$ 14,099	$ 14,549
First Mortgages | Prepayment Speeds | Weighted Average | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.046	0.041
First Mortgages | Prepayment Speeds | Minimum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.03	0.03
First Mortgages | Prepayment Speeds | Maximum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.15	0.14
First Mortgages | Loss severity | Weighted Average | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.142	0.143
First Mortgages | Loss severity | Minimum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.02	0.03
First Mortgages | Loss severity | Maximum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.20	0.24
HELOC | Prepayment Speeds | Weighted Average | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0.076
HELOC | Prepayment Speeds | Minimum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0
HELOC | Prepayment Speeds | Maximum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0.12
HELOC | Loss severity | Weighted Average | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0.50
HELOC | Loss severity | Minimum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0
HELOC | Loss severity | Maximum | Discounted cash flow | Loans Held For Sale, Residential Real Estate | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input		0.72
Interest- only strips- AFS | Available-for-sale Securities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available-for-sale	$ 23,104	$ 19,136
Interest- only strips- AFS | Constant prepayment rate | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt securities, available-for-sale, measurement input	0.12
Interest- only strips- AFS | Constant prepayment rate | Weighted Average | Discounted cash flow | Available-for-sale Securities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt securities, available-for-sale, measurement input	0.12	0.12
Interest- only strips- AFS | Bond equivalent yield | Weighted Average | Discounted cash flow | Available-for-sale Securities | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt securities, available-for-sale, measurement input	0.14	0.16
Interest- only strips- AFS | Bond equivalent yield | Minimum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt securities, available-for-sale, measurement input	0.14	0.16
Interest- only strips- AFS | Bond equivalent yield | Maximum | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt securities, available-for-sale, measurement input	0.18	0.17
Interest- only strips- AFS | Prepayment Speeds | Discounted cash flow | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt securities, available-for-sale, measurement input		0.12
Non Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Other assets	$ 10,262	$ 10,608
Non Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Other assets	$ 10,262	$ 10,608
SBAs | Non Recurring | Bond equivalent yield | Discounted cash flow | Loans Held For Sale - SBA | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-sale, measurement input	0.08

Fair Value of Assets & Liabil_9

Fair Value of Assets & Liabilities - Summary Of Differences Between The Fair Value Carrying Amount Of Mortgages Held-For-Sale And Aggregate Unpaid Principal Amount (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans held-for-sale	$ 13,584	$ 14,033
Fair value carrying amount less aggregate unpaid principal - Total loans	(4,962)	(5,245)
Nonaccrual loans	3,181	3,532
Fair value carrying amount less aggregate unpaid principal - Nonaccrual loans	(2,888)	(3,114)
Loans 90 days or more past due and still accruing	190	163
Fair value carrying amount less aggregate unpaid principal - Loans 90 days or more past due and still accruing	(78)	(105)
Aggregate unpaid principal
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans held-for-sale	18,546	19,278
Nonaccrual loans	6,069	6,646
Loans 90 days or more past due and still accruing	$ 268	$ 268

Fair Value of Assets & Liabi_10

Fair Value of Assets & Liabilities - Changes In Fair Value Of Assets And Liabilities Which Fair Value Option Included In Current Period Earnings (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Mortgage Banking Noninterest Income | Loans held- for-sale
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Changes in fair value included in net income	$ 329	$ 495

Fair Value of Assets & Liabi_11

Fair Value of Assets & Liabilities - Summary Of Book Value And Estimated Fair Value Of Financial Instruments (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	$ 32,933,813	$ 30,860,804
Short-term financial assets:
Interest-bearing cash	670,525	482,405
Federal funds sold	30,050	46,536
Securities purchased under agreements to resell	562,435	586,629
Trading securities	1,877,514	1,346,207
Securities available-for-sale	4,544,907	4,445,403
Securities held-to-maturity	10,000	10,000
Derivative assets	695,853	182,984
Other assets:
Total assets	47,197,378	43,310,900
Liabilities:
Trading Liabilities	452,611	505,581
Short-term financial liabilities:
Federal funds purchased	476,013	548,344
Securities sold under agreements to repurchase	788,595	716,925
Other short-term borrowings	4,060,673	2,253,045
Term borrowings:
Other long term borrowings	792,751	791,368
Derivative liabilities	213,584	44,238
Total liabilities	42,141,798	38,234,892
Fair Value, Inputs, Level 3 | FHLB-Cincinnati Stock
Term borrowings:
Restricted investments	562,000	76,000
Fair Value, Inputs, Level 3 | FRB Stock
Term borrowings:
Restricted investments	130,700	130,700
Reported Value Measurement
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	32,933,813	30,860,804
Short-term financial assets:
Interest-bearing cash	670,525	482,405
Federal funds sold	30,050	46,536
Securities purchased under agreements to resell	562,435	586,629
Total short-term financial assets	1,263,010	1,115,570
Trading securities	1,877,514	1,346,207
Loans held-for-sale	595,601	593,790
Securities available-for-sale	4,544,907	4,445,403
Securities held-to-maturity	10,000	10,000
Derivative assets	696,250	183,115
Other assets:
Tax credit investments	250,596	247,075
Deferred compensation assets	41,666	46,815
Equity, mutual funds, and other	715,549	229,352
Total other assets	1,007,811	523,242
Total assets	42,928,906	39,078,131
Liabilities:
Defined maturity	3,058,198	3,618,337
Trading Liabilities	452,611	505,581
Short-term financial liabilities:
Federal funds purchased	476,013	548,344
Securities sold under agreements to repurchase	788,595	716,925
Other short-term borrowings	4,060,673	2,253,045
Short Term Financial Liabilities	5,325,281	3,518,314
Term borrowings:
Real estate investment trust-preferred	46,253	46,236
Secured Borrowings	17,315	21,975
Junior subordinated debentures	144,928	144,593
Other long term borrowings	584,255	578,564
Total term borrowings	792,751	791,368
Derivative liabilities	234,984	67,480
Total liabilities	9,863,825	8,501,080
Reported Value Measurement | Commercial, financial, and industrial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	21,869,914	19,928,605
Reported Value Measurement | Commercial Real Estate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	4,592,067	4,300,905
Reported Value Measurement | Consumer Real Estate (a)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	5,996,361	6,148,696
Reported Value Measurement | Credit Card and Other
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	475,471	482,598
Reported Value Measurement | Mortgage loans (elected fair value)
Short-term financial assets:
Loans held-for-sale	13,584	14,033
Reported Value Measurement | Government guaranteed loans (SBA and USDA)
Short-term financial assets:
Loans held-for-sale	494,766	493,525
Reported Value Measurement | Other consumer loans- LOCOM
Short-term financial assets:
Loans held-for-sale	4,940	5,197
Reported Value Measurement | Mortgage loans- LOCOM
Short-term financial assets:
Loans held-for-sale	82,311	81,035
Estimate of Fair Value Measurement
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	33,321,229	31,218,152
Short-term financial assets:
Interest-bearing cash	670,525	482,405
Federal funds sold	30,050	46,536
Securities purchased under agreements to resell	562,435	586,629
Total short-term financial assets	1,263,010	1,115,570
Trading securities	1,877,514	1,346,207
Loans held-for-sale	598,811	596,535
Securities available-for-sale	4,544,907	4,445,403
Securities held-to-maturity	9,824	10,001
Derivative assets	696,250	183,115
Other assets:
Tax credit investments	249,450	244,755
Deferred compensation assets	41,666	46,815
Equity, mutual funds, and other	715,549	229,352
Total other assets	1,006,665	520,922
Total assets	43,318,210	39,435,905
Liabilities:
Defined maturity	3,105,082	3,631,090
Trading Liabilities	452,611	505,581
Short-term financial liabilities:
Federal funds purchased	476,013	548,344
Securities sold under agreements to repurchase	788,595	716,925
Other short-term borrowings	4,060,673	2,253,045
Short Term Financial Liabilities	5,325,281	3,518,314
Term borrowings:
Real estate investment trust-preferred	47,000	47,000
Secured Borrowings	17,315	21,975
Junior subordinated debentures	129,200	142,375
Other long term borrowings	560,530	574,287
Total term borrowings	754,045	785,637
Derivative liabilities	234,984	67,480
Total liabilities	9,872,003	8,508,102
Loan commitments	2,909	3,656
Standby and other commitments	6,211	5,513
Estimate of Fair Value Measurement | Commercial, financial, and industrial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	22,072,783	20,096,397
Estimate of Fair Value Measurement | Commercial Real Estate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	4,624,811	4,300,489
Estimate of Fair Value Measurement | Consumer Real Estate (a)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	6,141,872	6,334,187
Estimate of Fair Value Measurement | Credit Card and Other
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	481,763	487,079
Estimate of Fair Value Measurement | Mortgage loans (elected fair value)
Short-term financial assets:
Loans held-for-sale	13,584	14,033
Estimate of Fair Value Measurement | Government guaranteed loans (SBA and USDA)
Short-term financial assets:
Loans held-for-sale	497,976	496,270
Estimate of Fair Value Measurement | Other consumer loans- LOCOM
Short-term financial assets:
Loans held-for-sale	4,940	5,197
Estimate of Fair Value Measurement | Mortgage loans- LOCOM
Short-term financial assets:
Loans held-for-sale	82,311	81,035
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Short-term financial assets:
Interest-bearing cash	670,525	482,405
Federal funds sold	0	0
Securities purchased under agreements to resell	0	0
Total short-term financial assets	670,525	482,405
Trading securities	0	0
Loans held-for-sale	0	0
Securities available-for-sale	0	0
Securities held-to-maturity	0	0
Derivative assets	165,516	20,640
Other assets:
Tax credit investments	0	0
Deferred compensation assets	41,666	46,815
Equity, mutual funds, and other	22,833	22,643
Total other assets	64,499	69,458
Total assets	900,540	572,503
Liabilities:
Defined maturity	0	0
Trading Liabilities	0	0
Short-term financial liabilities:
Federal funds purchased	0	0
Securities sold under agreements to repurchase	0	0
Other short-term borrowings	0	0
Short Term Financial Liabilities	0	0
Term borrowings:
Real estate investment trust-preferred	0	0
Secured Borrowings	0	0
Junior subordinated debentures	0	0
Other long term borrowings	0	0
Total term borrowings	0	0
Derivative liabilities	171,604	19,807
Total liabilities	171,604	19,807
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1 | Commercial, financial, and industrial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1 | Commercial Real Estate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1 | Consumer Real Estate (a)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1 | Credit Card and Other
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1 | Mortgage loans (elected fair value)
Short-term financial assets:
Loans held-for-sale	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1 | Government guaranteed loans (SBA and USDA)
Short-term financial assets:
Loans held-for-sale	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1 | Other consumer loans- LOCOM
Short-term financial assets:
Loans held-for-sale	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 1 | Mortgage loans- LOCOM
Short-term financial assets:
Loans held-for-sale	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Short-term financial assets:
Interest-bearing cash	0	0
Federal funds sold	30,050	46,536
Securities purchased under agreements to resell	562,435	586,629
Total short-term financial assets	592,485	633,165
Trading securities	1,876,729	1,345,266
Loans held-for-sale	502,011	500,520
Securities available-for-sale	4,521,803	4,426,267
Securities held-to-maturity	0	0
Derivative assets	530,454	162,475
Other assets:
Tax credit investments	0	0
Deferred compensation assets	0	0
Equity, mutual funds, and other	0	0
Total other assets	0	0
Total assets	8,023,482	7,067,693
Liabilities:
Defined maturity	3,105,082	3,631,090
Trading Liabilities	452,611	505,581
Short-term financial liabilities:
Federal funds purchased	476,013	548,344
Securities sold under agreements to repurchase	788,595	716,925
Other short-term borrowings	4,060,673	2,253,045
Short Term Financial Liabilities	5,325,281	3,518,314
Term borrowings:
Real estate investment trust-preferred	0	0
Secured Borrowings	0	0
Junior subordinated debentures	0	0
Other long term borrowings	560,530	574,287
Total term borrowings	560,530	574,287
Derivative liabilities	42,210	24,878
Total liabilities	9,485,714	8,254,150
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2 | Commercial, financial, and industrial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2 | Commercial Real Estate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2 | Consumer Real Estate (a)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2 | Credit Card and Other
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2 | Mortgage loans (elected fair value)
Short-term financial assets:
Loans held-for-sale	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2 | Government guaranteed loans (SBA and USDA)
Short-term financial assets:
Loans held-for-sale	497,071	495,323
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2 | Other consumer loans- LOCOM
Short-term financial assets:
Loans held-for-sale	4,940	5,197
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 2 | Mortgage loans- LOCOM
Short-term financial assets:
Loans held-for-sale	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	33,321,229	31,218,152
Short-term financial assets:
Interest-bearing cash	0	0
Federal funds sold	0	0
Securities purchased under agreements to resell	0	0
Total short-term financial assets	0	0
Trading securities	785	941
Loans held-for-sale	96,800	96,015
Securities available-for-sale	23,104	19,136
Securities held-to-maturity	9,824	10,001
Derivative assets	280	0
Other assets:
Tax credit investments	249,450	244,755
Deferred compensation assets	0	0
Equity, mutual funds, and other	692,716	206,709
Total other assets	942,166	451,464
Total assets	34,394,188	31,795,709
Liabilities:
Defined maturity	0	0
Trading Liabilities	0	0
Short-term financial liabilities:
Federal funds purchased	0	0
Securities sold under agreements to repurchase	0	0
Other short-term borrowings	0	0
Short Term Financial Liabilities	0	0
Term borrowings:
Real estate investment trust-preferred	47,000	47,000
Secured Borrowings	17,315	21,975
Junior subordinated debentures	129,200	142,375
Other long term borrowings	0	0
Total term borrowings	193,515	211,350
Derivative liabilities	21,170	22,795
Total liabilities	214,685	234,145
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3 | Commercial, financial, and industrial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	22,072,783	20,096,397
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3 | Commercial Real Estate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	4,624,811	4,300,489
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3 | Consumer Real Estate (a)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	6,141,872	6,334,187
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3 | Credit Card and Other
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total loans, net of unearned income and allowance for loan losses	481,763	487,079
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3 | Mortgage loans (elected fair value)
Short-term financial assets:
Loans held-for-sale	13,584	14,033
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3 | Government guaranteed loans (SBA and USDA)
Short-term financial assets:
Loans held-for-sale	905	947
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3 | Other consumer loans- LOCOM
Short-term financial assets:
Loans held-for-sale	0	0
Estimate of Fair Value Measurement | Fair Value, Inputs, Level 3 | Mortgage loans- LOCOM
Short-term financial assets:
Loans held-for-sale	82,311	81,035
Contractual Amount
Term borrowings:
Loan commitments	10,966,768	12,355,220
Standby and other commitments	$ 455,028	$ 459,268

Restructuring, Repositioning,_3

Restructuring, Repositioning, and Efficiency (Details) - 2019 Business Optimization - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Restructuring Cost and Reserve [Line Items]
Total restructuring and repositioning charges	$ (37)	$ 12,152
Employee compensation, incentives and benefits
Restructuring Cost and Reserve [Line Items]
Total restructuring and repositioning charges	57	6,505
Professional fees
Restructuring Cost and Reserve [Line Items]
Total restructuring and repositioning charges	7	4,295
Occupancy
Restructuring Cost and Reserve [Line Items]
Total restructuring and repositioning charges	2	817
Other
Restructuring Cost and Reserve [Line Items]
Total restructuring and repositioning charges	$ (103)	$ 535

Other Events (Details)

Other Events (Details) - Subordinated Notes Due May 2030 [Member] - Subordinated Debt - Subsequent Event $ in Millions	Apr. 01, 2020USD ($)
Subsequent Event [Line Items]
Face amount	$ 450
Stated interest rate	5.75%
Proceeds from issuance of debt	$ 446

Uncategorized Items - fhnq1fy20

Label	Element	Value
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	$ 4,979,951,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	4,784,369,000
Additional Paid-in Capital [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	3,029,425,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	2,931,451,000
AOCI Attributable to Parent [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	(239,608,000)	[1]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	(376,616,000)	[2]
Common Stock [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	194,668,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	199,108,000
Noncontrolling Interest [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	295,431,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	295,431,000
Retained Earnings, Unappropriated [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	1,541,397,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	1,702,385,000
Preferred Stock Including Additional Paid in Capital [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	95,624,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	95,624,000
Accounting Standards Update 2016-13 [Member]
Cumulative Effect of New Accounting Principle in Period of Adoption	us-gaap_CumulativeEffectOfNewAccountingPrincipleInPeriodOfAdoption	(96,057,000)
Accounting Standards Update 2016-13 [Member] | Retained Earnings, Unappropriated [Member]
Cumulative Effect of New Accounting Principle in Period of Adoption	us-gaap_CumulativeEffectOfNewAccountingPrincipleInPeriodOfAdoption	(96,057,000)
Accounting Standards Update 2016-02 [Member]
Cumulative Effect of New Accounting Principle in Period of Adoption	us-gaap_CumulativeEffectOfNewAccountingPrincipleInPeriodOfAdoption	(1,011,000)
Accounting Standards Update 2016-02 [Member] | Retained Earnings, Unappropriated [Member]
Cumulative Effect of New Accounting Principle in Period of Adoption	us-gaap_CumulativeEffectOfNewAccountingPrincipleInPeriodOfAdoption	$ (1,011,000)
[1]	Due to the nature of the preferred stock issued by FHN and its subsidiaries, all components of Other comprehensive income/(loss) have been attributed solely to FHN as the controlling interest holder.
[2]	Due to the nature of the preferred stock issued by FHN and its subsidiaries, all components of Other comprehensive income/(loss) have been attributed solely to FHN as the controlling interest holder.