The PNC Financial Services Group, Inc. (PNC) 10-Q 3 Aug 16 2016 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2016	Jul. 22, 2016
Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q2
Trading Symbol	PNC
Entity Registrant Name	PNC FINANCIAL SERVICES GROUP, INC.
Entity Central Index Key	713,676
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		491,409,134

Consolidated Income Statement

Consolidated Income Statement - USD ($) shares in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Interest Income
Loans	$ 1,829,000,000	$ 1,791,000,000	$ 3,672,000,000	$ 3,593,000,000
Investment securities	456,000,000	407,000,000	918,000,000	813,000,000
Other	99,000,000	107,000,000	201,000,000	218,000,000
Total interest income	2,384,000,000	2,305,000,000	4,791,000,000	4,624,000,000
Interest Expense
Deposits	104,000,000	98,000,000	209,000,000	190,000,000
Borrowed funds	212,000,000	155,000,000	416,000,000	310,000,000
Total interest expense	316,000,000	253,000,000	625,000,000	500,000,000
Net interest income	2,068,000,000	2,052,000,000	4,166,000,000	4,124,000,000
Noninterest Income
Asset management	377,000,000	416,000,000	718,000,000	792,000,000
Consumer services	354,000,000	334,000,000	691,000,000	645,000,000
Corporate services	403,000,000	369,000,000	728,000,000	713,000,000
Residential mortgage	165,000,000	164,000,000	265,000,000	328,000,000
Service charges on deposits	163,000,000	156,000,000	321,000,000	309,000,000
Net gains on sales of securities	4,000,000	8,000,000	13,000,000	50,000,000
Other	260,000,000	367,000,000	557,000,000	636,000,000
Total noninterest income	1,726,000,000	1,814,000,000	3,293,000,000	3,473,000,000
Total revenue	3,794,000,000	3,866,000,000	7,459,000,000	7,597,000,000
Provision For Credit Losses	127,000,000	46,000,000	279,000,000	100,000,000
Noninterest Expense
Personnel	1,226,000,000	1,200,000,000	2,371,000,000	2,357,000,000
Occupancy	215,000,000	209,000,000	436,000,000	425,000,000
Equipment	240,000,000	231,000,000	474,000,000	453,000,000
Marketing	61,000,000	67,000,000	115,000,000	129,000,000
Other	618,000,000	659,000,000	1,245,000,000	1,351,000,000
Total noninterest expense	2,360,000,000	2,366,000,000	4,641,000,000	4,715,000,000
Income (loss) before income taxes and noncontrolling interests	1,307,000,000	1,454,000,000	2,539,000,000	2,782,000,000
Income taxes	318,000,000	410,000,000	607,000,000	734,000,000
Net income	989,000,000	1,044,000,000	1,932,000,000	2,048,000,000
Net income (loss) attributable to noncontrolling interests	23,000,000	4,000,000	42,000,000	5,000,000
Preferred stock dividends and discount accretion and redemptions	43,000,000	48,000,000	108,000,000	118,000,000
Net income attributable to common shareholders	$ 923,000,000	$ 992,000,000	$ 1,782,000,000	$ 1,925,000,000
Earnings Per Common Share
Basic	$ 1.84	$ 1.92	$ 3.54	$ 3.71
Diluted	$ 1.82	$ 1.88	$ 3.49	$ 3.63
Average Common Shares Outstanding
Basic	497	517	499	519
Diluted	503	525	505	527

Consolidated Statement of Compr

Consolidated Statement of Comprehensive Income - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Net income	$ 989	$ 1,044	$ 1,932	$ 2,048
Other Comprehensive Income (Loss), before Tax [Abstract]
Net unrealized gains (losses) on non-OTTI securities, Before Tax	273	(365)	777	(291)
Net unrealized gains (losses) on OTTI securities	17	4	(21)	7
Net unrealized gains (losses) on cash flow hedge derivatives	63	(170)	263	69
Pension and other postretirement benefit plan adjustments	3	(10)	15	50
Other	12	(9)	(15)	(36)
Other comprehensive income (loss), before tax and net of reclassifications into Net income	368	(550)	1,019	(201)
Income tax benefit (expense) related to items of other comprehensive income	(164)	226	(413)	77
Other comprehensive income (loss), after tax and net of reclassifications into Net income	204	(324)	606	(124)
Comprehensive income	1,193	720	2,538	1,924
Less: Comprehensive income (loss) attributable to noncontrolling interests (a)	23	4	42	5
Comprehensive income attributable to PNC	$ 1,170	$ 716	$ 2,496	$ 1,919

Consolidated Balance Sheet

Consolidated Balance Sheet - USD ($)		Jun. 30, 2016	Dec. 31, 2015
Assets
Cash and due from banks (a)		$ 4,196,000,000	$ 4,065,000,000	[1]
Federal funds sold and resale agreements (b)	[2]	1,476,000,000	1,369,000,000
Trading securities		2,006,000,000	1,726,000,000
Interest-earning deposits with banks (a)		26,750,000,000	30,546,000,000	[1]
Loans held for sale (b)	[2]	2,296,000,000	1,540,000,000
Investment securities		71,801,000,000	70,528,000,000
Loans (b)	[2]	209,056,000,000	206,696,000,000
Allowance for loan and lease losses		(2,685,000,000)	(2,727,000,000)
Net loans (a)		206,371,000,000	203,969,000,000	[1]
Goodwill		9,103,000,000	9,103,000,000
Mortgage servicing rights		1,222,000,000	1,589,000,000
Other intangible assets		329,000,000	379,000,000
Equity investments (a)	[1]	10,469,000,000	10,587,000,000
Other (a) (b)	[1],[2]	25,316,000,000	23,092,000,000
Total assets		361,335,000,000	358,493,000,000
Deposits
Noninterest-bearing		77,866,000,000	79,435,000,000
Interest-bearing		171,912,000,000	169,567,000,000
Total deposits		249,778,000,000	249,002,000,000
Borrowed funds
Federal funds purchased and repurchase agreements		1,620,000,000	1,777,000,000
Federal Home Loan Bank Borrowings		18,055,000,000	20,108,000,000
Bank notes and senior debt		23,588,000,000	21,298,000,000
Subordinated debt		8,764,000,000	8,556,000,000
Other (c) (d)	[3],[4]	2,544,000,000	2,793,000,000
Borrowed funds		54,571,000,000	54,532,000,000
Allowance for unfunded loan commitments and letters of credit		303,000,000	261,000,000
Accrued expenses (c)	[4]	5,080,000,000	4,975,000,000
Other (c)	[4]	4,904,000,000	3,743,000,000
Total liabilities		314,636,000,000	312,513,000,000
Equity
Preferred stock (e)	[5]	0	0
Common stock ($5 par value, authorized 800 shares, issued 542 shares)		2,709,000,000	2,708,000,000
Capital surplus - preferred stock		3,455,000,000	3,452,000,000
Capital surplus - common stock and other		12,653,000,000	12,745,000,000
Retained earnings		30,309,000,000	29,043,000,000
Accumulated other comprehensive income		736,000,000	130,000,000
Common stock held in treasury at cost: 49 and 38 shares		(4,304,000,000)	(3,368,000,000)
Total shareholders' equity		45,558,000,000	44,710,000,000
Noncontrolling interests		1,141,000,000	1,270,000,000
Total equity		46,699,000,000	45,980,000,000
Total liabilities and equity		$ 361,335,000,000	$ 358,493,000,000
[1]	Our consolidated assets at June 30, 2016 included the following assets of certain variable interest entities (VIEs): Equity investments of $220 million and Other assets of $47 million. Our consolidated assets at December 31, 2015 included the following assets of certain VIEs: Cash and due from banks of $11 million, Interest-earning deposits with banks of $4 million, Net loans of $1.3 billion, Equity investments of $183 million, and Other assets of $402 million.
[2]	Our consolidated assets at June 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $2.1 billion, Loans of $.9 billion, and Other assets of $349 million. Our consolidated assets at December 31, 2015 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $1.5 billion, Loans of $.9 billion, and Other assets of $521 million.
[3]	Our consolidated liabilities at June 30, 2016 and December 31, 2015 included Other borrowed funds of $70 million and $93 million, respectively, for which we have elected the fair value option.
[4]	Our consolidated liabilities at June 30, 2016 included liabilities of $11 million for certain VIEs. Our consolidated liabilities at December 31, 2015 included the following liabilities of certain VIEs: Other borrowed funds of $148 million, Accrued expenses of $44 million, and Other liabilities of $202 million.
[5]	Par value less than $.5 million at each date.

Consolidated Balance Sheet (Par

Consolidated Balance Sheet (Parenthetical) - USD ($) shares in Millions		Jun. 30, 2016	Dec. 31, 2015
Cash and due from banks		$ 4,196,000,000	$ 4,065,000,000	[1]
Interest-earning deposits with banks		26,750,000,000	30,546,000,000	[1]
Net loans		206,371,000,000	203,969,000,000	[1]
Equity investments	[1]	10,469,000,000	10,587,000,000
Other assets	[1],[2]	25,316,000,000	23,092,000,000
Other borrowed funds	[3],[4]	2,544,000,000	2,793,000,000
Accrued expenses	[4]	5,080,000,000	4,975,000,000
Other liabilities	[4]	4,904,000,000	3,743,000,000
Total liabilities		$ 314,636,000,000	$ 312,513,000,000
Common stock, par value		$ 5	$ 5
Common stock, authorized		800	800
Common stock, issued		542	542
Common stock held in treasury at cost, shares		49	38
Preferred stock (e)	[5]	$ 500,000	$ 500,000
Portion at Fair Value, Fair Value Disclosure
Federal funds sold and resale agreements, fair value	[2]	137,000,000	137,000,000
Loans held for sale, fair value	[2]	2,100,000,000	1,500,000,000
Loans, Fair Value	[2]	900,000,000	900,000,000
Other assets, fair value	[2]	349,000,000	521,000,000
Other borrowed funds, fair value	[3]	70,000,000	93,000,000
Variable Interest Entity, Primary Beneficiary [Member]
Cash and due from banks	[1]		11,000,000
Interest-earning deposits with banks	[1]		4,000,000
Net loans	[1]		1,300,000,000
Equity investments	[1]	220,000,000	183,000,000
Other assets	[1]	47,000,000	402,000,000
Other borrowed funds	[4]		148,000,000
Accrued expenses	[4]		44,000,000
Other liabilities	[4]		202,000,000
Total liabilities		$ 11,000,000	$ 394,000,000
[1]	Our consolidated assets at June 30, 2016 included the following assets of certain variable interest entities (VIEs): Equity investments of $220 million and Other assets of $47 million. Our consolidated assets at December 31, 2015 included the following assets of certain VIEs: Cash and due from banks of $11 million, Interest-earning deposits with banks of $4 million, Net loans of $1.3 billion, Equity investments of $183 million, and Other assets of $402 million.
[2]	Our consolidated assets at June 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $2.1 billion, Loans of $.9 billion, and Other assets of $349 million. Our consolidated assets at December 31, 2015 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $1.5 billion, Loans of $.9 billion, and Other assets of $521 million.
[3]	Our consolidated liabilities at June 30, 2016 and December 31, 2015 included Other borrowed funds of $70 million and $93 million, respectively, for which we have elected the fair value option.
[4]	Our consolidated liabilities at June 30, 2016 included liabilities of $11 million for certain VIEs. Our consolidated liabilities at December 31, 2015 included the following liabilities of certain VIEs: Other borrowed funds of $148 million, Accrued expenses of $44 million, and Other liabilities of $202 million.
[5]	Par value less than $.5 million at each date.

Consolidated Statement of Cash

Consolidated Statement of Cash Flows - USD ($)	6 Months Ended
	Jun. 30, 2016		Jun. 30, 2015
Operating Activities
Net income	$ 1,932,000,000		$ 2,048,000,000
Adjustments to reconcile net income to net cash provided (used) by operating activities
Provision for credit losses (benefit)	279,000,000		100,000,000
Depreciation and amortization	561,000,000		530,000,000
Deferred income taxes	(68,000,000)		109,000,000
Net gains on sales of securities	(13,000,000)		(50,000,000)
Changes in fair value of mortgage servicing rights	527,000,000		43,000,000
Gain on sales of Visa Class B common shares	(126,000,000)		(79,000,000)
Undistributed earnings of BlackRock	(148,000,000)		(196,000,000)
Net change in
Trading securities and other short-term investments	(865,000,000)		(22,000,000)
Loans held for sale	(728,000,000)		(391,000,000)
Other assets	(2,516,000,000)		22,000,000
Accrued expenses and other liabilities	2,179,000,000		(186,000,000)
Other	(253,000,000)		(272,000,000)
Net cash provided (used) by operating activities	761,000,000		1,656,000,000
Sales
Securities available for sale	2,084,000,000		2,402,000,000
Loans	875,000,000		958,000,000
Repayments/maturities
Securities available for sale	4,895,000,000		3,933,000,000
Securities held to maturity	1,251,000,000		1,054,000,000
Purchases
Securities available for sale	(7,182,000,000)		(9,706,000,000)
Securities held to maturity	(1,587,000,000)		(3,049,000,000)
Loans	(504,000,000)		(355,000,000)
Net change in
Federal funds sold and resale agreements	(107,000,000)		(119,000,000)
Interest-earning deposits with banks	3,796,000,000		(2,190,000,000)
Loans	(3,659,000,000)		(1,017,000,000)
Other	49,000,000		(394,000,000)
Net cash provided (used) by investing activities	(89,000,000)		(8,483,000,000)
Net change in
Noninterest-bearing deposits	(1,113,000,000)		3,909,000,000
Interest-bearing deposits	2,345,000,000		3,580,000,000
Federal funds purchased and repurchase agreements	(157,000,000)		(1,320,000,000)
Commercial paper			(158,000,000)
Other borrowed funds	524,000,000		712,000,000
Sales/issuances
Federal Home Loan Bank borrowings			2,250,000,000
Bank notes and senior debt	2,856,000,000		4,932,000,000
Commercial paper			1,393,000,000
Other borrowed funds	133,000,000		586,000,000
Common and treasury stock	29,000,000		109,000,000
Repayments Maturities Financing [Abstract]
Federal Home Loan Bank borrowings	(2,053,000,000)		(62,000,000)
Bank notes and senior debt	(993,000,000)		(2,134,000,000)
Subordinated debt	38,000,000		39,000,000
Commercial paper	(14,000,000)		(3,274,000,000)
Other borrowed funds	(461,000,000)		(1,532,000,000)
Preferred stock redemption			(500,000,000)
Acquisition of treasury stock	(1,054,000,000)		(1,020,000,000)
Preferred stock cash dividends paid	(105,000,000)		(115,000,000)
Common stock cash dividends paid	(516,000,000)		(516,000,000)
Net cash provided (used) by financing activities	(541,000,000)		6,879,000,000
Net Increase (Decrease) In Cash And Due From Banks	131,000,000		52,000,000
Cash and due from banks at beginning of period	4,065,000,000	[1]	4,360,000,000
Cash and due from banks at end of period	4,196,000,000		4,412,000,000
Supplemental Disclosures
Interest paid	664,000,000		503,000,000
Income taxes paid	284,000,000		191,000,000
Income taxes refunded	35,000,000		1,000,000
Non-cash Investing and Financing Items
Transfer from (to) loans to (from) loans held for sale, net	367,000,000		3,000,000
Transfer from loans to foreclosed assets	$ 158,000,000		$ 227,000,000
[1]	Our consolidated assets at June 30, 2016 included the following assets of certain variable interest entities (VIEs): Equity investments of $220 million and Other assets of $47 million. Our consolidated assets at December 31, 2015 included the following assets of certain VIEs: Cash and due from banks of $11 million, Interest-earning deposits with banks of $4 million, Net loans of $1.3 billion, Equity investments of $183 million, and Other assets of $402 million.

Accounting Policies

Accounting Policies	6 Months Ended
	Jun. 30, 2016
Accounting Policies [Abstract]
Accounting Policies	B usiness The PNC Financial Services Group, Inc. (PNC) is one of the largest diversified financial services companies in the United States and is headquartered in Pittsburgh, Pennsylvania. We have businesses engaged in retail banking, corporate and institutional banking, asset management and residential mortgage banking, providing many of our products and services nationally, as well as other products and services in our primary geographic markets located in Pennsylvania, Ohio, New Jersey, Michigan, Illinois, Maryland, Indiana, Florida, North Carolina, Kentucky, Washington, D.C., Delaware, Virginia, Alabama, Georgia, Missouri, Wisconsin and South Carolina. We also p rovide certain products and services internationally. N ote 1 A ccounting P olicies Basis o f Financial Statement Presentation Our consolidated financial statements include the accounts of the parent company and its subsidiaries, most of which are wholly-owned, certain partnership interests , and variable interest entities. We prepared these consolidated financial statements in accordance with accounting principles generally accepted in the United States of America (GAAP). We have eliminated interc ompany accounts and transactions. We have also reclassified certain prior year amounts to conform to the 2016 presentation, which did not have a material impact on our consolidated financial condition or results of operations. Additionally, we eval uate the materiality of identified errors in the financial statements using both an income statement and a balance sheet approach, based on relevant quantitative and qualitative factors. The consolidated financial statements include certain adjustments to correct immaterial errors related to previously reported periods. In our opinion, the unaudited interim consolidated financial statements reflect all normal, recurring adjustments needed to present fairly our results for the interim periods. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full ye ar or any other interim period. We have also considered the impact of subsequent events on these consolidated financial statements. When preparing these unaudited interim consolidated financial statements, we have assumed that you have read the audited consolidated financial statements included in our 2015 Annual Report on Form 10-K . Reference is made to Note 1 Accounting Policies in the 2015 Form 10-K for a detailed description of significa nt accounting policies. There have been no significant changes to our accounting policies as disclosed in the 2015 Annual Report on Form 10-K. These interim consolidated financial statements serve to update the 2015 Form 10-K and may not include al l information and notes necessary to constitute a complete set of financial statements. Use of Estimates We prepared these consolidated financial statements using financial information available at the time of preparation , which requires us to make estimates and assumptions that affect the amounts reported. Our most significant estimates pertain to our fair value measurements, allowances for loan and lease losses and unfunded loan commitments and letters of credit, and acc retion on purchased impaired loans. Actual results may differ from the estimates and the differences may be material to the consolidated financial statements. Recently Adopted Accounting Standards We did not adopt new accounting standards that had a sign ificant impact during the second quarter of 2016 .

Loan Sale and Servicing Activit

Loan Sale and Servicing Activities and Variable Interest Entities	6 Months Ended
	Jun. 30, 2016
Loan Sale and Servicing Activities and Variable Interest Entities [Abstract]
Loan Sale and Servicing Activities and Variable Interest Entities	Note 2 Loan Sale and Servicing Activities and Variable Interest Entities Loan Sale and Servicing Activities As more fully described in Note 2 Loan Sale and Servicing Activities and Variable Interest Entities in our 2015 Form 10-K, w e have transferred residential and commercial mortgage loans in securitization or sales transactions in which we have continuing involvement. Our continuing involvement generally consists of servicing, repurchasing previously transferred loans under certain conditions and loss share arrangements, and, in limited circumstances, holding of mortgage-backed securities issued by the securitization special p urpose e ntities (SPEs) . We earn servicing and other ancillary fees for our role as servicer and, depending on the contractual terms of the servicing arrangement, we can be terminated as servicer with or without cause. At the consummation date of each type of loan transfer where PNC retains the servicing, we recognize a servicing right at fair value. See Note 7 Goodwill and Intangible Assets for information on our servicing rights, including the carrying value of servicing assets. The following table provides cash flows associated with PNC's loan sale and servicing activities: Table 42: Cash Flows Associated with Loan Sale and Servicing Activities Residential Commercial Home Equity In millions Mortgages Mortgages (a) Loans/Lines (b) CASH FLOWS - Three months ended June 30, 2016 Sales of loans (c) $ 1,408 $ 804 Repurchases of previously transferred loans (d) $ 103 Servicing fees (e) $ 93 $ 32 $ 3 Servicing advances recovered/(funded), net $ 48 $ (24) $ (4) Cash flows on mortgage-backed securities held (f) $ 417 $ 92 CASH FLOWS - Three months ended June 30, 2015 Sales of loans (c) $ 2,015 $ 1,159 Repurchases of previously transferred loans (d) $ 134 Servicing fees (e) $ 82 $ 36 $ 4 Servicing advances recovered/(funded), net $ 47 $ 21 $ 1 Cash flows on mortgage-backed securities held (f) $ 429 $ 54 CASH FLOWS - Six months ended June 30, 2016 Sales of loans (c) $ 2,846 $ 1,454 Repurchases of previously transferred loans (d) $ 263 Servicing fees (e) $ 186 $ 62 $ 6 Servicing advances recovered/(funded), net $ 76 $ 7 $ 20 Cash flows on mortgage-backed securities held (f) $ 769 $ 197 CASH FLOWS - Six months ended June 30, 2015 Sales of loans (c) $ 3,955 $ 2,179 Repurchases of previously transferred loans (d) $ 303 $ 2 Servicing fees (e) $ 165 $ 68 $ 8 Servicing advances recovered/(funded), net $ 38 $ 28 $ 25 Cash flows on mortgage-backed securities held (f) $ 669 $ 114 (a) Represents cash flow information associated with both commercial mortgage loan transfer and servicing activities. (b) These activities were part of an acquired brokered home equity lending business in which PNC is no longer engaged. (c) Gains/losses recognized on sales of loans were insignificant for the periods presented. (d) Includes residential mortgage government insured or guaranteed loans eligible for repurchase through the exercise of our Removal of Account Provision (ROAP) option, and loans repurchased due to alleged breaches of origination covenants or representations and warranties made to purchasers. Includes home equity lines of credit repurchased at the end of their draw periods due to contractual requirements. (e) Includes contractually specified servicing fees, late charges and ancillary fees. (f) Represents cash flows on securities we hold issued by a securitization SPE in which PNC transferred to and/or services loans. The carrying values of such securities held were $6.4 billion in residential mortgage-backed securities and $1.1 billion in commercial mortgage-backed securities at June 30, 2016 and $5.6 billion in residential mortgage-backed securities and $1.2 billion in commercial mortgage-backed securities at June 30, 2015. Additionally, at December 31, 2015, the carrying values of such securities held were $6.6 billion in residential mortgage-backed securities and $1.3 billion in commercial mortgage-backed securities. The table below presents information about the principal balances of transferred loans that we service and are not recorded on our Consolidated Balance Sheet. We would only experience a loss on these transferred loans if we were required to repurchase a loan due to a breach in representations and warranties or a loss sharing arrangement associated with our continuing involvement with these loans. For more information regarding our recourse and repurchase obligations, including our reserve of estimated los ses, see the Recourse and Repurchase Obligations section of Note 21 Commitments and Guarantees in our 2015 Form 10-K. Table 43: Principal Balance, Delinquent Loans, and Net Charge-offs Related to Serviced Loans For Others Residential Commercial Home Equity In millions Mortgages Mortgages (a) Loans/Lines (b) June 30, 2016 Total principal balance $ 69,268 $ 49,625 $ 2,533 Delinquent loans (c) $ 1,555 $ 1,035 $ 893 December 31, 2015 Total principal balance $ 72,898 $ 53,789 $ 2,806 Delinquent loans (c) $ 1,923 $ 1,057 $ 904 Three months ended June 30, 2016 Net charge-offs (d) $ 28 $ 157 $ 9 Three months ended June 30, 2015 Net charge-offs (d) $ 37 $ 148 $ 8 Six months ended June 30, 2016 Net charge-offs (d) $ 54 $ 1,069 $ 16 Six months ended June 30, 2015 Net charge-offs (d) $ 69 $ 255 $ 15 (a) Represents information at the securitization level in which PNC has sold loans and is the servicer for the securitization. (b) These activities were part of an acquired brokered home equity lending business in which PNC is no longer engaged. (c) Serviced delinquent loans are 90 days or more past due or are in process of foreclosure. (d) Net charge-offs for Residential mortgages and Home equity loans/lines represent credit losses less recoveries distributed and as reported to investors during the period. Net charge-offs for Commercial mortgages represent credit losses less recoveries distributed and as reported by the trustee for commercial mortgage backed securitizations. Realized losses for Agency securitizations are not reflected as we do not manage the underlying real estate upon foreclosure and, as such, do not have access to loss information. Variable Interest Entities (VIEs) As discussed in Note 2 Loan Sale and Servicing Activities and Variable Interest Entities in our 2015 Form 10-K, we are involved with various entities in the normal course of business that are deemed to be VIEs. The following provides a summary of VIEs, including those that we have consolidated and those in which we hold variable interests but have not consolidated into our financial statements as of June 30, 2016 and December 31, 2015 , respe ctively. Amounts presented for June 30, 2016 are based on the assessments performed in accordance with ASC 810 as amended by ASU 20 15-02 and adopted in the first quarter of 2016. Specifically, the ASU modifies the evaluation of whether limite d partnerships and similar legal entities are VIEs or voting interest e ntities ( VOEs ) . We have not provided additional financial support to these entities which we are not contractually required to provide. Table 44: Consolidated VIEs – Carrying Value (a) June 30, 2016 (b) In millions Total Assets Equity investments $ 220 Other assets 47 Total assets $ 267 Total liabilities $ 11 Noncontrolling interests $ 123 December 31, 2015 In millions Total Assets Cash and due from banks $ 11 Interest-earning deposits with banks 4 Loans 1,341 Allowance for loan and lease losses (48) Equity investments 183 Other assets 402 Total assets $ 1,893 Liabilities Other borrowed funds $ 148 Accrued expenses 44 Other liabilities 202 Total liabilities $ 394 Noncontrolling interests $ 99 (a) Amounts represent carrying value on PNC’s Consolidated Balance Sheet. (b) Amounts for June 30, 2016 reflect the first quarter 2016 adoption of ASU 2015-02. The following table provides a summary of non-consolidated VIEs with which we have significant continuing involvement but are not the primary beneficiary. We do not consider our continuing involvement to be significant when it relates to a VIE where we only invest in securities issued by the VIE and were not involved in the design of the VIE or where no transfers have occurred between PNC and the VIE. We have excluded certain transactions with non-consolidated VIEs from the balances presented in Table 45 where we have determined that our continuing involvement is not significant. In addition, where PNC only has lending arrangements in the normal course of business with entities that could be VIEs, we have excluded these transactio ns with non-consolidated entities from the balances presented in Table 45 . These loans are included as part of the asset quality disclosures that we make in Note 3 Asset Quality. Table 45: Non-Consolidated VIEs PNC Risk of Loss (a) Carrying Value of Assets Owned by PNC Carrying Value of Liabilities Owned by PNC In millions June 30, 2016 (b) Commercial Mortgage-Backed Securitizations (c) $ 1,284 $ 1,284 (d) Residential Mortgage-Backed Securitizations (c) 6,406 6,406 (d) $ 1 (f) Tax Credit Investments and Other 3,042 2,963 (e) 771 (g) Total $ 10,732 $ 10,653 $ 772 December 31, 2015 Commercial Mortgage-Backed Securitizations (c) $ 1,498 $ 1,498 (d) $ 1 (f) Residential Mortgage-Backed Securitizations (c) 6,680 6,680 (d) 1 (f) Tax Credit Investments and Other 2,551 2,622 (e) 836 (g) Total $ 10,729 $ 10,800 $ 838 (a) This represents loans, investments and other assets related to non-consolidated VIEs, net of collateral (if applicable). (b) Amounts for June 30, 2016 reflect the first quarter 2016 adoption of ASU 2015-02. (c) Amounts reflect involvement with securitization SPEs where PNC transferred to and/or services loans for an SPE and we hold securities issued by that SPE. Values disclosed in the PNC Risk of Loss column represent our maximum exposure to loss for those securities’ holdings. (d) Included in Trading securities, Investment securities, Other intangible assets and Other assets on our Consolidated Balance Sheet. (e) Included in Loans, Equity investments and Other assets on our Consolidated Balance Sheet. (f) Included in Other liabilities on our Consolidated Balance Sheet. (g) Included in Deposits and Other liabilities on our Consolidated Balance Sheet. We make certain equity investments in various tax credit limited partnerships or limited liability companies (LLCs). The purpose of these investments is to achieve a satisfactory return on capital and to assist us in achieving goals associated with the Community Reinvestment Act. During the six months ended June 30, 2016 , we recognized $ 105 million of amortization, $ 111 million of tax credits, and $ 38 million of other tax benefits associated with qualified investments in low income housing tax credits within Income taxes. The amounts for the second quarter of 2016 were $ 53 million, $ 55 million and $ 19 million, respectively.

Asset Quality

Asset Quality	6 Months Ended
	Jun. 30, 2016
Asset Quality [Abstract]
Asset Quality	N ote 3 A sset Q uality We closely monitor economic conditions and loan performance trends to manage and evaluate our exposure to credit risk. Trends in delinquency rates may be a key indicator, among other considerations, of credit risk within the loan portfolios. The measurement of delinquency status is based on the contractual terms of each loan. Loans that are 30 days or more past due in terms of payment are considered delinquent. Loan delinquencies exclude loans held for sale, purchased impaired loans, nonperforming loans and loans accounted for under the fair value option which are on nonaccrual status, but include government insured or guaranteed loans and accruing loans accounted for under the fair value option. Nonperforming assets include n onperforming loans and leases , OREO and foreclosed assets . Nonperforming loans are those loans accounted for at amortized cost whose credit quality has deteriorated to the extent that full collection of contractual principal and in terest is not probable. Interest income is not recognized on these loans. Loans accounted for under the fair value option are reported as performing loans as these loans are accounted for at fair value. However, when nonaccrual criteria is met, interest income is not recognized on these loans. Additionally, certain government insured or guaranteed loans for which we expect to collect substantially all principal and interest are not reported as nonperforming loans and continue to accrue interest . Purchase d impaired loans are excluded from nonperforming loans as we are currently accreting interest income over the expected life of the loans. See Note 1 Accounting Policies in our 2015 Form 10-K for additional delinquency, nonperforming, and charge- off information. The following tables display the delinquency status of our loans and our nonperforming assets at June 30, 2016 and December 31, 2015 , respectively. Table 46: Analysis of Loan Portfolio (a) Accruing Current or Less 30-59 60-89 90 Days Total Fair Value Option Purchased Total Than 30 Days Days Days Or More Past Nonperforming Nonaccrual Impaired Loans Dollars in millions Past Due Past Due Past Due Past Due Due (b) Loans Loans (c) Loans (d) (e) June 30, 2016 Commercial Lending Commercial $ 99,797 $ 61 $ 34 $ 38 $ 133 $ 606 $ 26 $ 100,562 Commercial real estate 28,569 5 11 16 143 112 28,840 Equipment lease financing 7,596 1 4 5 19 7,620 Total commercial lending 135,962 67 49 38 154 768 138 137,022 Consumer Lending Home equity 28,604 63 27 90 926 1,263 30,883 Residential real estate (f) 11,554 128 65 489 682 513 $ 215 1,835 14,799 Credit card 4,820 25 17 30 72 4 4,896 Other consumer (g) 20,940 181 85 197 463 53 21,456 Total consumer lending 65,918 397 194 716 1,307 1,496 215 3,098 72,034 Total $ 201,880 $ 464 $ 243 $ 754 $ 1,461 $ 2,264 $ 215 $ 3,236 $ 209,056 Percentage of total loans 96.57 % .22 % .12 % .36 % .70 % 1.08 % .10 % 1.55 % 100.00 % December 31, 2015 Commercial Lending Commercial $ 98,075 $ 69 $ 32 $ 45 $ 146 $ 351 $ 36 $ 98,608 Commercial real estate 27,134 10 4 14 187 133 27,468 Equipment lease financing 7,440 19 2 21 7 7,468 Total commercial lending 132,649 98 38 45 181 545 169 133,544 Consumer Lending Home equity 29,656 63 30 93 977 1,407 32,133 Residential real estate (f) 10,918 142 65 566 773 549 $ 225 1,946 14,411 Credit card 4,779 28 19 33 80 3 4,862 Other consumer (g) 21,181 180 96 237 513 52 21,746 Total consumer lending 66,534 413 210 836 1,459 1,581 225 3,353 73,152 Total $ 199,183 $ 511 $ 248 $ 881 $ 1,640 $ 2,126 $ 225 $ 3,522 $ 206,696 Percentage of total loans 96.36 % .25 % .12 % .43 % .80 % 1.03 % .11 % 1.70 % 100.00 % (a) Amounts in table represent recorded investment and exclude loans held for sale. Recorded investment in a loan includes the unpaid principal balance plus accrued interest and net accounting adjustments, less any charge-offs. Recorded investment does not include any associated valuation allowance. (b) Past due loan amounts exclude purchased impaired loans, even if contractually past due (or if we do not expect to receive payment in full based on the original contractual terms), as we are currently accreting interest income over the expected life of the loans. (c) Consumer loans accounted for under the fair value option for which we do not expect to collect substantially all principal and interest are subject to nonaccrual accounting and classification upon meeting any of our nonaccrual policies. Given that these loans are not accounted for at amortized cost, these loans have been excluded from the nonperforming loan population. (d) Net of unearned income, net deferred loan fees, unamortized discounts and premiums, and purchase discounts and premiums totaling $1.4 billion at both June 30, 2016 and December 31, 2015. (e) Future accretable yield related to purchased impaired loans is not included in the analysis of loan portfolio. (f) Past due loan amounts at June 30, 2016 include government insured or guaranteed Residential real estate mortgages totaling $57 million for 30 to 59 days past due, $47 million for 60 to 89 days past due and $466 million for 90 days or more past due. Past due loan amounts at December 31, 2015 include government insured or guaranteed Residential real estate mortgages totaling $56 million for 30 to 59 days past due, $45 million for 60 to 89 days past due and $545 million for 90 days or more past due. (g) Past due loan amounts at June 30, 2016 include government insured or guaranteed Other consumer loans totaling $110 million for 30 to 59 days past due, $64 million for 60 to 89 days past due and $184 million for 90 days or more past due. Past due loan amounts at December 31, 2015 include government insured or guaranteed Other consumer loans totaling $116 million for 30 to 59 days past due, $75 million for 60 to 89 days past due and $220 million for 90 days or more past due. At June 30, 2016 , we pledged $ 20.9 billion of commercial loans to the Federal Reserve Bank (FRB) and $ 58.1 billion of residential real estate and other loans to the Federal Home Loan Bank (FHLB) as collateral for the contingent ability to borrow, if necessary. The comparable amounts at December 31, 2015 were $ 20.2 billion and $ 56.4 billion, respectively . Table 47: Nonperforming Assets June 30 December 31 Dollars in millions 2016 2015 Nonperforming loans Total commercial lending $ 768 $ 545 Total consumer lending (a) 1,496 1,581 Total nonperforming loans (b) (c) 2,264 2,126 OREO and foreclosed assets Other real estate owned (OREO) 239 279 Foreclosed and other assets 12 20 Total OREO and foreclosed assets 251 299 Total nonperforming assets $ 2,515 $ 2,425 Nonperforming loans to total loans 1.08 % 1.03 % Nonperforming assets to total loans, OREO and foreclosed assets 1.20 % 1.17 % Nonperforming assets to total assets .70 % .68 % (a) Excludes most consumer loans and lines of credit, not secured by residential real estate, which are charged off after 120 to 180 days past due and are not placed on nonperforming status. (b) Nonperforming loans exclude certain government insured or guaranteed loans, loans held for sale, loans accounted for under the fair value option and purchased impaired loans. (c) The recorded investment of loans collateralized by residential real estate property that are in process of foreclosure was $.4 billion and $.6 billion at June 30, 2016 and December 31, 2015, both included $.3 billion of loans that are government insured/guaranteed. Nonperforming loans also include certain l oans whose terms have bee n restructured in a manner that grants a concession to a borrower experiencing financial difficulties . In accordance with applicable accounting guidance, these loans are considered TDRs. See Note 1 Accounting Policies in our 2015 Form 10-K and the TDR section within this Note . Total nonperforming loans in the nonperforming assets table above include TDRs of $ 1.2 billion at June 30, 2016 and $ 1.1 billion at December 31, 2015 . TDRs that are performing, including consumer credit card TDR loans, totaled $ 1.2 billion at both June 30, 2016 and December 31, 2015 , and are exc luded from n onperforming loans. Nonperforming TDRs are returned to accrual and classified as performing after demonstrating a period of at least six months of consecutive performance under the restructured terms. Loans where borrowers have been discharged from persona l liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligation s to PNC and loans to borrowers not currently obligated to make both principal and interest payments under the restructured terms are not returned to accrual sta tus . Additional Asset Quality Indicators We have two overall portfolio segments – Commercial Lending and Cons umer Lending. Each of these two segments is comprised of multiple loan classes. Classes are characterized by similarities in initial measurement, risk attributes and the manner in which we monitor and assess credit risk. The C ommercial Lending segment is comprised of the commercial, commercial real estate, equipment lease financing, a nd commercial purchased impaired loan c lasses . The Consumer Lending segment is comprised of the home equity, reside ntial real estate, credit card, other consumer, and consumer purchased impaired loan c lasses. Commercial Lending Asset Classes Commercial Loan Class For commercial loans, we monitor the performance of the borrower in a disciplined and regular manner based upon the level of credit risk inherent in the loan. To evaluate the level of credit risk, we assign an internal risk rating re flecting the borrower’s PD and LGD. This two-dimensional credit risk rating methodology provides granularity in the risk monitoring process on an ongoing basis. These ratings are reviewed and updated, generally at least once per year. Additionally, no less frequently than on an annual basis, we review PD rates related to each rating grade based upon internal historical data. These rates are updated as needed and augmented by market data as deemed necessary. For small balance homogen e ous pools of commercial loans, mortgages and leases, we apply statistical modeling to assist in determining the probability of default within these pools. Further, on a periodic basis, we update our LGD estimates associated with each rating grade based upon historical data. Th e combination of the PD and LGD ratings assigned to a commercial loan, capturing both the combination of expectations of default and loss severity in event of default, reflects the relative estimated likelihood of loss for that loan at the reporting d ate. In general, loans with better PD and LGD tend to have a lower likelihood of loss compared to loans with worse PD and LGD. The loss amount also considers an estimate of exposure at date of default, which we also periodically update based upon historical dat a. Based upon the amount of the lending arrangement and our risk rating assessment, we follow a formal schedule of written periodic review. Quarterly, we conduct formal reviews of a market's or business unit's entire loan portfolio, focusing on those loan s which we perceive to be of higher risk, based upon PDs and LGDs, or loans for which credit quality is weakening. If circumstances warrant, it is our practice to review any customer obligation and its level of credit risk more frequently. We attempt to pr oactively manage our loans by using various procedures that are customized to the risk of a given loan, including ongoing outreach, contact, and assessment of obligor financial conditions, collateral inspection and appraisal. Commercial Real Estate Loan C lass We manage credit risk associated with our commercial real estate projects and commercial mortgage activities similar to commercial loans by analyzing PD and LGD. Additionally, risks connected with commercial real estate projects and commercial mortgag e activities tend to be correlated to the loan structure and collateral location, project progress and business environment. As a result, these attributes are also monitored and utilized in assessing credit risk. As with the commercial class, a formal sch edule of periodic review is also performed to assess market/geographic risk and business unit/industry risk. Often as a result of these overviews, more in-depth reviews and increased scrutiny are placed on areas of higher risk, including adverse changes in risk ratings, deteriorating operating trends, and/or areas that concern management. These reviews are designed to assess risk and take actions to mitigate our exposure to such risks. Equipment Lease Financing Loan Class We manage credit risk associated with our equipment lease financing loan class similar to commercial loans by analyzing PD and LGD. Based upon the dollar amount of the lease and of the level of credit risk, we follow a formal schedule of periodic review. Generally, this occurs quarterly, although we have established practices to review such credit risk more frequently if circumstances warrant. Our review process entails analysis of the following factors: equipment value/residual value, exposure levels, jurisdiction risk, industry risk, gu arantor requirements, and regulatory compliance. Commercial Purchased Impaired Loan Class Estimates of the expected cash flows primarily determine the valuation of commercial purchased impaired loans. Commercial cash flow estimates are influenced by a number of credit related items, which include but are not limited to: estimated collateral value, receipt of additional collateral, secondary trading prices, circumstances of possible and/or ongoing liquidation, capital availability, business operations an d payment patterns. We attempt to proactively manage these factors by using various procedures that are customized to the risk of a given loan. These procedures include a review by our Special Asset Committee (SAC), ongoing outreach, contact, and assess ment of obligor financial conditions, collateral inspection and appraisal. Table 48: Commercial Lending Asset Quality Indicators (a)(b) Criticized Commercial Loans Pass Special Total In millions Rated Mention (c) Substandard (d) Doubtful (e) Loans June 30, 2016 Commercial $ 94,962 $ 2,174 $ 3,237 $ 163 $ 100,536 Commercial real estate 28,251 68 398 11 28,728 Equipment lease financing 7,336 56 219 9 7,620 Purchased impaired loans 35 1 91 11 138 Total commercial lending $ 130,584 $ 2,299 $ 3,945 $ 194 $ 137,022 December 31, 2015 Commercial $ 93,364 $ 2,029 $ 3,089 $ 90 $ 98,572 Commercial real estate 26,729 120 481 5 27,335 Equipment lease financing 7,230 87 150 1 7,468 Purchased impaired loans 6 157 6 169 Total commercial lending $ 127,323 $ 2,242 $ 3,877 $ 102 $ 133,544 (a) Based upon PDs and LGDs. We apply a split rating classification to certain loans meeting threshold criteria. By assigning a split classification, a loan's exposure amount may be split into more than one classification category in the above table. (b) Loans are included above based on the Regulatory Classification definitions of "Pass", "Special Mention", "Substandard" and "Doubtful". (c) Special Mention rated loans have a potential weakness that deserves management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration of repayment prospects at some future date. These loans do not expose us to sufficient risk to warrant a more adverse classification at this time. (d) Substandard rated loans have a well-defined weakness or weaknesses that jeopardize the collection or liquidation of debt. They are characterized by the distinct possibility that we will sustain some loss if the deficiencies are not corrected. (e) Doubtful rated loans possess all the inherent weaknesses of a Substandard loan with the additional characteristics that the weakness makes collection or liquidation in full improbable due to existing facts, conditions, and values. Consumer Lending Asset Classes Home Equity and Residen tial Real Estate Loan Classes We use several credit quality indicators, including delinquency information, nonperforming loan information, updated credit scores, originated and updated LTV ratios, and geography, to monitor and manage credit risk within the home equity and residential real estate loan classes. We evaluate mortgage loan performance by source originators and loan servicers. A summary of asset quality indicators follows: Delinquency/Delin quency Rates : We monitor trending of delinquency/delinquency rates for home equity and residential real estate loans. See the Asset Quality section of this Note 3 for additional information. Nonperforming Loans : We monitor trending of nonperforming loans for home equity and residential real estate loans. See the Asset Quality section of this Note 3 for additional information. Credit Scores : We use a national third-party provider to update FICO credit scores for home equity loans and lines of credit and residential real estate loans at least quarterly. The updated scores are incorporated into a series of credit management reports, which are utilized to monitor the risk in the loan classes. LTV (inclusive of combined loan-to-value (CLTV) for first and su bordinate lien positions) : At least annually, we update the property values of real estate collateral and calculate an updated LTV ratio. For open-end credit lines secured by real estate in regions experiencing significant declines in property values, more frequent valuations may occur. We examine LTV migration and stratify LTV into categories to monitor the risk in the loan classes. Historically, we used, and we continue to use, a combination of original LTV and updated LTV for internal risk management an d reporting purposes ( e.g. , line management, loss mitigation strategies). In addition to the fact that estimated property values by their nature are estimates, given certain data limitations it is important to note that updated LTVs may be based upon manag ement’s assumptions ( e.g. , if an updated LTV is not provided by the third-party service provider, home price index (HPI) changes will be incorporated in arriving at management’s estimate of updated LTV). Geography : Geographic concentrations are monitored to evaluate and manage exposures. Loan purchase programs are sensitive to, and focused within, certain regions to manage geographic exposures and associated risks. A combination of updated FICO scores, originated and updated LTV ratios and geographic lo cation assigned to home equity loans and lines of credit and residential real estate loans is used to monitor the risk in the loan classes. Loans with higher FICO scores and lower LTVs tend to have a lower level of risk. Conversely, loans with lower FICO s cores, higher LTVs, and in certain geographic locations tend to have a higher level of risk. Consumer Purchased Impaired Loan Class Estimates of the expected cash flows primarily determine the valuation of consumer purchased impaired loans. Consumer cash flow estimates are influenced by a number of credit related items, which include, but are not limited to: estimated real estate values, payment patterns, updated FICO scores, the current economic environment, updated LTV ratios and the date of origination. These key factors are monitored to help ensure that concentrations of risk are managed and cash flows are maximized. Table 49: Home Equity and Residential Real Estate Balances June 30 December 31 In millions 2016 2015 Home equity and residential real estate loans - excluding purchased impaired loans (a) $ 41,750 $ 42,268 Home equity and residential real estate loans - purchased impaired loans (b) 3,379 3,684 Government insured or guaranteed residential real estate mortgages (a) 834 923 Difference between outstanding balance and recorded investment in purchased impaired loans (281) (331) Total home equity and residential real estate loans (a) $ 45,682 $ 46,544 (a) Represents recorded investment. (b) Represents outstanding balance. Table 50: Home Equity and Residential Real Estate Asset Quality Indicators – Excluding Purchased Impaired Loans (a) (b) Home Equity Residential Real Estate June 30, 2016 - in millions 1st Liens 2nd Liens Total Current estimated LTV ratios (c) Greater than or equal to 125% and updated FICO scores: Greater than 660 $ 213 $ 815 $ 227 $ 1,255 Less than or equal to 660 (d) (e) 35 148 51 234 Missing FICO 1 6 9 16 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 553 1,541 444 2,538 Less than or equal to 660 (d) (e) 78 260 105 443 Missing FICO 3 3 12 18 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 626 1,357 561 2,544 Less than or equal to 660 81 203 82 366 Missing FICO 1 2 16 19 Less than 90% and updated FICO scores: Greater than 660 13,928 7,631 9,734 31,293 Less than or equal to 660 1,257 842 600 2,699 Missing FICO 24 12 287 323 Missing LTV and updated FICO scores: Greater than 660 2 2 Total home equity and residential real estate loans $ 16,800 $ 12,820 $ 12,130 $ 41,750 Home Equity Residential Real Estate December 31, 2015 - in millions 1st Liens 2nd Liens Total Current estimated LTV ratios (c) Greater than or equal to 125% and updated FICO scores: Greater than 660 $ 283 $ 960 $ 284 $ 1,527 Less than or equal to 660 (d) (e) 40 189 68 297 Missing FICO 1 8 5 14 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 646 1,733 564 2,943 Less than or equal to 660 (d) (e) 92 302 102 496 Missing FICO 3 4 8 15 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 698 1,492 615 2,805 Less than or equal to 660 88 226 94 408 Missing FICO 1 3 10 14 Less than 90% and updated FICO scores: Greater than 660 13,895 7,808 9,117 30,820 Less than or equal to 660 1,282 923 570 2,775 Missing FICO 31 18 105 154 Total home equity and residential real estate loans $ 17,060 $ 13,666 $ 11,542 $ 42,268 (a) Excludes purchased impaired loans of approximately $3.1 billion and $3.4 billion in recorded investment, certain government insured or guaranteed residential real estate mortgages of approximately $.8 billion and $.9 billion, and loans held for sale at June 30, 2016 and December 31, 2015, respectively. See the Home Equity and Residential Real Estate Asset Quality Indicators - Purchased Impaired Loans table below for additional information on purchased impaired loans. (b) Amounts shown represent recorded investment. (c) Based upon updated LTV (inclusive of combined loan-to-value (CLTV) for first and subordinate lien positions). Updated LTV is estimated using modeled property values. These ratios are updated at least semi-annually. The related estimates and inputs are based upon an approach that uses a combination of third-party automated valuation models (AVMs), broker price opinions (BPOs), HPI indices, property location, internal and external balance information, origination data and management assumptions. We generally utilize origination lien balances provided by a third-party, where applicable, which do not include an amortization assumption when calculating updated LTV. Accordingly, the results of these calculations do not represent actual appraised loan level collateral or updated LTV based upon lien balances held by others, and as such, are necessarily imprecise and subject to change as we enhance our methodology. (d) Higher risk loans are defined as loans with both an updated FICO score of less than or equal to 660 and an updated LTV greater than or equal to 100%. (e) The following states had the highest percentage of higher risk loans at June 30, 2016: New Jersey 16%, Pennsylvania 12%, Illinois 11%, Ohio 11%, Florida 7%, Maryland 7% and Michigan 4%. The remainder of the states had lower than 4% of the higher risk loans individually, and collectively they represent approximately 32% of the higher risk loans. The following states had the highest percentage of higher risk loans at December 31, 2015: New Jersey 14%, Pennsylvania 12%, Illinois 11%, Ohio 11%, Florida 7%, Maryland 7% and Michigan 5%. The remainder of the states had lower than 4% of the high risk loans individually, and collectively they represent approximately 33% of the higher risk loans. Table 51: Home Equity and Residential Real Estate Asset Quality Indicators – Purchased Impaired Loans (a) Home Equity (b) (c) Residential Real Estate (b) (c) June 30, 2016 - in millions 1st Liens 2nd Liens Total Current estimated LTV ratios (d) Greater than or equal to 125% and updated FICO scores: Greater than 660 $ 5 $ 138 $ 162 $ 305 Less than or equal to 660 5 62 60 127 Missing FICO 2 4 6 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 9 314 165 488 Less than or equal to 660 8 126 104 238 Missing FICO 2 6 8 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 8 158 122 288 Less than or equal to 660 5 71 66 142 Missing FICO 1 3 4 Less than 90% and updated FICO scores: Greater than 660 116 325 609 1,050 Less than or equal to 660 81 168 421 670 Missing FICO 1 3 26 30 Missing LTV and updated FICO scores: Greater than 660 2 15 17 Less than or equal to 660 1 4 5 Missing FICO 1 1 Total home equity and residential real estate loans $ 241 $ 1,370 $ 1,768 $ 3,379 Home Equity (b) (c ) Residential Real Estate (b) (c) December 31, 2015 - in millions 1st Liens 2nd Liens Total Current estimated LTV ratios (d) Greater than or equal to 125% and updated FICO scores: Greater than 660 $ 6 $ 164 $ 147 $ 317 Less than or equal to 660 6 79 76 161 Missing FICO 7 5 12 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 12 331 186 529 Less than or equal to 660 9 145 118 272 Missing FICO 8 7 15 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 10 167 133 310 Less than or equal to 660 6 75 68 149 Missing FICO 4 3 7 Less than 90% and updated FICO scores: Greater than 660 106 345 665 1,116 Less than or equal to 660 91 182 455 728 Missing FICO 1 13 31 45 Missing LTV and updated FICO scores: Greater than 660 1 14 15 Less than or equal to 660 1 6 7 Missing FICO 1 1 Total home equity and residential real estate loans $ 249 $ 1,520 $ 1,915 $ 3,684 (a) Amounts shown represent outstanding balance. (b) For the estimate of cash flows utilized in our purchased impaired loan accounting, other assumptions and estimates are made, including amortization of first lien balances, pre-payment rates, etc., which are not reflected in this table. (c) The following states had the highest percentage of purchased impaired loans at June 30, 2016: California 16%, Florida 14%, Illinois 11%, Ohio 9%, North Carolina 7%, and Michigan 5%. The remainder of the states had lower than a 4% concentration of purchased impaired loans individually, and collectively they represent approximately 38% of the purchased impaired portfolio. The following states had the highest percentage of purchased impaired loans at December 31, 2015: California 16%, Florida 14%, Illinois 11%, Ohio 9%, North Carolina 7% and Michigan 5%. The remainder of the states had lower than a 4% concentration of purchased impaired loans individually, and collectively they represent approximately 38% of the purchased impaired portfolio. (d) Based upon updated LTV (inclusive of combined loan-to-value (CLTV) for first and subordinate lien positions). Updated LTV is estimated using modeled property values. These ratios are updated at least semi-annually. The related estimates and inputs are based upon an approach that uses a combination of third-party automated valuation models (AVMs), broker price opinions (BPOs), HPI indices, property location, internal and external balance information, origination data and management assumptions. We generally utilize origination lien balances provided by a third-party, where applicable, which do not include an amortization assumption when calculating updated LTV. Accordingly, the results of these calculations do not represent actual appraised loan level collateral or updated LTV based upon lien balances held by others, and as such, are necessarily imprecise and subject to change as we enhance our methodology. Credit Card and Other Consumer Loan Classes We monitor a variety of asset quality information in the management of the credit card and other consumer loan classes. Other consumer loan classes include education, automobile, and other secured and unsecured lines and loans. Along with the trending of delinquencies and losses for each class, FICO credit score updates are generally obtained monthly, as well as a variety of credit bureau attributes. Loans with high FICO scores tend to have a lower likelihood of loss. Conversely, loans with low FICO scores tend to have a higher likelihood of loss. Table 52: Credit Card and Other Consumer Loan Classes Asset Quality Indicators Credit Card (a) Other Consumer (b) % of Total Loans % of Total Loans Using FICO Using FICO Dollars in millions Amount Credit Metric Amount Credit Metric June 30, 2016 FICO score greater than 719 $ 2,979 61 % $ 9,765 66 % 650 to 719 1,362 28 3,594 24 620 to 649 196 4 507 3 Less than 620 207 4 584 4 No FICO score available or required (c) 152 3 368 3 Total loans using FICO credit metric 4,896 100 % 14,818 100 % Consumer loans using other internal credit metrics (b) 6,638 Total loan balance $ 4,896 $ 21,456 Weighted-average updated FICO score (d) 735 746 December 31, 2015 FICO score greater than 719 $ 2,936 60 % $ 9,371 65 % 650 to 719 1,346 28 3,534 24 620 to 649 202 4 523 4 Less than 620 227 5 604 4 No FICO score available or required (c) 151 3 501 3 Total loans using FICO credit metric 4,862 100 % 14,533 100 % Consumer loans using other internal credit metrics (b) 7,213 Total loan balance $ 4,862 $ 21,746 Weighted-average updated FICO score (d) 734 744 (a) At June 30, 2016, we had $32 million of credit card loans that are higher risk (i.e., loans with both updated FICO scores less than 660 and in late stage (90+ days) delinquency status). The majority of the June 30, 2016 balance related to higher risk credit card loans was geographically distributed throughout the following areas: Ohio 17%, Pennsylvania 16%, Michigan 8%, New Jersey 8%, Florida 7%, Illinois 6%, Maryland 5%, Kentucky 4%, and Indiana 4%. All other states had less than 4% individually and make up the remainder of the balance. At December 31, 2015, we had $34 million of credit card loans that are higher risk. The majority of the December 31, 2015 balance related to higher risk credit card loans was geographically distributed throughout the following areas: Ohio 17%, Pennsylvania 15%, Michigan 8%, New Jersey 8%, Florida 7%, Illinois 6%, Indiana 6%, Maryland 4% and North Carolina 4%. All other states had less than 4% individually and make up the remainder of the balance. (b) Other consumer loans for which updated FICO scores are used as an asset quality indicator include non-government guaranteed or insured education loans, automobile loans and other secured and unsecured lines and loans. Other consumer loans for which other internal credit metrics are used as an asset quality indicator include primarily government guaranteed or insured education loans, as well as consumer loans to high net worth individuals. Other internal credit metrics may include delinquency status, geography or other factors. (c) Credit card loans and other consumer loans with no FICO score available or required generally refers to new accounts issued to borrowers with limited credit history, accounts for which we cannot obtain an updated FICO score (e.g., recent profile changes), cards issued with a business name, and/or cards secured by collateral. Management proactively assesses the risk and size of this loan portfolio and, when necessary, takes actions to mitigate the credit risk. (d) Weighted-average updated FICO score excludes accounts with no FICO score available or required. Troubled Debt Restructurings (TDRs) Table 53: Summary of Troubled Debt Restructurings June 30 December 31 In millions 2016 2015 Total commercial lending $ 588 $ 434 Total consumer lending 1,860 1,917 Total TDRs $ 2,448 $ 2,351 Nonperforming $ 1,240 $ 1,119 Accruing (a) 1,208 1,232 Total TDRs $ 2,448 $ 2,351 (a) Accruing loans include consumer credit card loans and loans that have demonstrated a period of at least six months of performance under the restructured terms and are excluded from nonperforming loans. Loans where borrowers have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligations to PNC and loans to borrowers not currently obligated to make both principal and interest payments under the restructured term

Allowances for Loan and Lease L

Allowances for Loan and Lease Losses and Unfunded Loan Commitments and Letters Of Credit	6 Months Ended
	Jun. 30, 2016
Allowance For Loan And Lease Losses [Abstract]
Allowances for Loan and Lease Losses and Unfunded Loan Commitments and Letters Of Credit	Note 4 Allowances for Loan and Lease Losses and Unfunded Loan Commitments and Letters of Credit Allowance for Loan and Lease Losses We maintain the ALLL at levels that we believe to be a ppropriate to absorb estimated probable credit losses incurred in the portfolios as of the balance sheet date. We use the two main portfolio segments – Commercial Lendi ng and Consumer Lending – and develop and document the ALLL under separate methodologies for each of these segments as discussed in Note 1 Accounting Policies of our 2015 Form 10-K . A rollforward of the ALLL and associated loan data follows. Table 56: Rollforward of Allowance for Loan and Lease Losses and Associated Loan Data Commercial Consumer In millions Lending Lending Total June 30, 2016 Allowance for Loan and Lease Losses January 1 $ 1,605 $ 1,122 $ 2,727 Charge-offs (187) (262) (449) Recoveries 88 78 166 Net (charge-offs) / recoveries (99) (184) (283) Provision for credit losses 153 126 279 Net change in allowance for unfunded loan commitments and letters of credit (41) (1) (42) Net recoveries of purchased impaired loans 4 4 June 30 $ 1,618 $ 1,067 $ 2,685 TDRs individually evaluated for impairment $ 103 $ 254 $ 357 Other loans individually evaluated for impairment 64 64 Loans collectively evaluated for impairment 1,407 532 1,939 Purchased impaired loans 44 281 325 June 30 $ 1,618 $ 1,067 $ 2,685 Loan Portfolio TDRs individually evaluated for impairment (a) $ 588 $ 1,860 $ 2,448 Other loans individually evaluated for impairment 372 372 Loans collectively evaluated for impairment (b) 135,924 66,225 202,149 Fair value option loans (c) 851 851 Purchased impaired loans 138 3,098 3,236 June 30 $ 137,022 $ 72,034 $ 209,056 Portfolio segment ALLL as a percentage of total ALLL 60 % 40 % 100 % Ratio of the allowance for loan and lease losses to total loans (d) 1.18 % 1.48 % 1.28 % June 30, 2015 Allowance for Loan and Lease Losses January 1 $ 1,571 $ 1,760 $ 3,331 Charge-offs (108) (284) (392) Recoveries 134 88 222 Net charge-offs 26 (196) (170) Provision for credit losses 20 80 100 Net change in allowance for unfunded loan commitments and letters of credit 13 13 Other (2) (2) June 30 $ 1,628 $ 1,644 $ 3,272 TDRs individually evaluated for impairment $ 35 $ 274 $ 309 Other loans individually evaluated for impairment 65 65 Loans collectively evaluated for impairment 1,461 582 2,043 Purchased impaired loans 67 788 855 June 30 $ 1,628 $ 1,644 $ 3,272 Loan Portfolio TDRs individually evaluated for impairment (a) $ 414 $ 2,002 $ 2,416 Other loans individually evaluated for impairment 282 282 Loans collectively evaluated for impairment (b) 129,791 67,258 197,049 Fair value option loans (c) 941 941 Purchased impaired loans 235 4,230 4,465 June 30 $ 130,722 $ 74,431 $ 205,153 Portfolio segment ALLL as a percentage of total ALLL 50 % 50 % 100 % Ratio of the allowance for loan and lease losses to total loans 1.25 % 2.21 % 1.59 % (a) TDRs individually evaluated for impairment exclude TDRs that were subsequently accounted for as held for sale loans, but continue to be disclosed as TDRs. (b) Includes $149 million of loans collectively evaluated for impairment based upon collateral values and written down to the respective collateral value less costs to sell at June 30, 2016. Accordingly, there is no allowance recorded on these loans. The comparative amount as of June 30, 2015 was $174 million. (c) Loans accounted for under the fair value option are not evaluated for impairment as these loans are accounted for at fair value. Accordingly, there is no allowance recorded on these loans. (d) See Note 1 Accounting Policies in our 2015 Form 10-K for information on our change in derecognition policy effective December 31, 2015 for certain purchased impaired loans. Allowance for Unfunded Loan Commitments and Letters of Credit We maintain the allowance for unfunded loan commitments and letters of credit at a level we believe is a ppropriate to absorb estimated probable credit losses incurred on these unfunded credit facilities as of the balance sheet date as discussed in Note 1 Accounting Policies of our 2015 Form 10-K . A rollforward of the allowance is presented below. Table 57: Rollforward of Allowance for Unfunded Loan Commitments and Letters of Credit In millions 2016 2015 January 1 $ 261 $ 259 Net change in allowance for unfunded loan commitments and letters of credit 42 (13) June 30 $ 303 $ 246

Investment Securities

Investment Securities	6 Months Ended
	Jun. 30, 2016
Investment Securities Disclosure [Abstract]
Investment Securities	N OTE 5 I NVESTMENT S ECURITIES Table 58: Investment Securities Summary Amortized Unrealized Fair In millions Cost Gains Losses Value June 30, 2016 Securities Available for Sale Debt securities U.S. Treasury and government agencies $ 9,794 $ 323 $ (19) $ 10,098 Residential mortgage-backed Agency 25,216 568 (16) 25,768 Non-agency 3,555 214 (80) 3,689 Commercial mortgage-backed Agency 1,740 26 (3) 1,763 Non-agency 4,559 70 (25) 4,604 Asset-backed 5,682 55 (40) 5,697 State and municipal 1,984 119 (3) 2,100 Other debt 2,616 69 (4) 2,681 Total debt securities 55,146 1,444 (190) 56,400 Corporate stocks and other 483 1 484 Total securities available for sale $ 55,629 $ 1,445 $ (190) $ 56,884 Securities Held to Maturity (a) Debt securities U.S. Treasury and government agencies $ 263 $ 68 $ 331 Residential mortgage-backed Agency 10,058 245 $ (3) 10,300 Non-agency 217 14 231 Commercial mortgage-backed Agency 1,109 46 1,155 Non-agency 612 26 638 Asset-backed 705 (8) 697 State and municipal 1,931 175 2,106 Other debt 22 22 Total securities held to maturity $ 14,917 $ 574 $ (11) $ 15,480 December 31, 2015 Securities Available for Sale Debt securities U.S. Treasury and government agencies $ 9,764 $ 152 $ (42) $ 9,874 Residential mortgage-backed Agency 24,698 250 (128) 24,820 Non-agency 3,992 247 (88) 4,151 Commercial mortgage-backed Agency 1,917 11 (10) 1,918 Non-agency 4,902 30 (29) 4,903 Asset-backed 5,417 54 (48) 5,423 State and municipal 1,982 79 (5) 2,056 Other debt 2,007 31 (12) 2,026 Total debt securities 54,679 854 (362) 55,171 Corporate stocks and other 590 (1) 589 Total securities available for sale $ 55,269 $ 854 $ (363) $ 55,760 Securities Held to Maturity (a) Debt securities U.S. Treasury and government agencies $ 258 $ 40 $ 298 Residential mortgage-backed Agency 9,552 101 $ (65) 9,588 Non-agency 233 8 241 Commercial mortgage-backed Agency 1,128 40 1,168 Non-agency 722 6 (1) 727 Asset-backed 717 (10) 707 State and municipal 1,954 116 2,070 Other debt 204 (1) 203 Total securities held to maturity $ 14,768 $ 311 $ (77) $ 15,002 (a) Held to maturity securities transferred from available for sale are recorded in held to maturity at fair value at the time of transfer. The amortized cost of held to maturity securities included net unrealized gains of $84 million and $97 million at June 30, 2016 and December 31, 2015, respectively, related to securities transferred, which are offset in Accumulated Other Comprehensive Income, net of tax. The fair value of investment securities is impacted by interest rates, credit spreads, market volatility and liquidity conditions. Net unrealized gains and losses in the securities available for sale portfolio are included in Shareholders’ equity as A ccumulated other comprehensive income or loss, net of tax, unless credit-related. Securities held to maturity are carried at amortized cost. At June 30, 2016 , Accumulated other comprehensive income included pretax gains of $ 98 million from derivatives that hedged the purchase of investment securities classified as held to maturity. The gains will be accreted into interest income as an adjustment of yield on the securities. Table 59 presents gross unrealized losses on securities available for sale at June 30, 2016 and December 31, 2015 . The securities are segregated between investments that have been in a continuous unrealized loss position for less than twelve months and twelve months or more based on the point in time that the fair value declined below the amortized cost basis. The table includes debt securities where a portion of other-than-temporary impairment (OTTI) has been recognized in A ccumulated other comprehensi ve income ( loss ) . The decrease in total unrealized loss es at June 30, 2016 when compared to December 31, 2015 was due to a decline in market interest rates . Table 59: Gross Unrealized Loss and Fair Value of Securities Available for Sale Unrealized loss position less Unrealized loss position 12 In millions than 12 months months or more Total Unrealized Fair Unrealized Fair Unrealized Fair Loss Value Loss Value Loss Value June 30, 2016 Debt securities U.S. Treasury and government agencies $ (6) $ 1,030 $ (13) $ 2,445 $ (19) $ 3,475 Residential mortgage-backed Agency (3) 662 (13) 879 (16) 1,541 Non-agency (6) 344 (74) 1,292 (80) 1,636 Commercial mortgage-backed Agency (2) 122 (1) 186 (3) 308 Non-agency (5) 1,006 (20) 1,169 (25) 2,175 Asset-backed (8) 1,081 (32) 1,567 (40) 2,648 State and municipal (3) 239 (a) 55 (3) 294 Other debt (2) 79 (2) 102 (4) 181 Total debt securities (35) 4,563 (155) 7,695 (190) 12,258 Corporate stocks and other (a) 15 (a) 15 Total $ (35) $ 4,563 $ (155) $ 7,710 $ (190) $ 12,273 December 31, 2015 Debt securities U.S. Treasury and government agencies $ (40) $ 5,885 $ (2) $ 120 $ (42) $ 6,005 Residential mortgage-backed Agency (103) 11,799 (25) 1,094 (128) 12,893 Non-agency (3) 368 (85) 1,527 (88) 1,895 Commercial mortgage-backed Agency (7) 745 (3) 120 (10) 865 Non-agency (22) 2,310 (7) 807 (29) 3,117 Asset-backed (30) 3,477 (18) 494 (48) 3,971 State and municipal (3) 326 (2) 60 (5) 386 Other debt (8) 759 (4) 188 (12) 947 Total debt securities (216) 25,669 (146) 4,410 (362) 30,079 Corporate stocks and other (a) 46 (1) 15 (1) 61 Total $ (216) $ 25,715 $ (147) $ 4,425 $ (363) $ 30,140 (a) The unrealized loss on these securities was less than $.5 million. T he gross unrealized loss on debt securities held to maturity was $ 10 million at June 30, 2016 , with less than $ .5 million of the loss related to securities with a fair value of $ .2 b illion that had been in a continuous loss position less than 12 months and $ 10 million of the loss related to securities with a fair value of $ .9 billion that had been in a continuous loss position for more than 12 months. The gross unrealized loss on debt securities held to maturity was $ 82 million at December 31, 2015 , with $ 59 million of the loss related to securities with a fair value of $ 5.5 billion that had been in a continuous loss position less than 12 months and $ 23 million of the loss related to securities with a fair value of $ 953 million that had been in a continuous loss position fo r more than 12 months. For securities transferred to held to maturity from available for sale, the unrealized loss for purposes of this analysis is determined by comparing the security’s original amortized cost to its current estimated fair value. Evaluating Investment Securities for Other-than-Temporary Impairments For the securities in the preceding Table 59 , as of June 30, 2016 we do not intend to sell and believe we will not be required to sell the securities prior to recovery of the amortized cost basis. As more fully described in Note 6 Investment Securities in our 2015 Form 10-K, at least quarterly, we conduct a comprehensive security-level assessment on all securities . For those securities in an unrealized loss position we determine if OTTI exists. An unrealized loss exists when the current fair value of an individual security is less than its amortized cost basis. An OTTI loss must be recognized for a debt security in an unrealized loss position if we intend to sell the security or it is more likely than not we will be required to sell the security prior to recovery of its amortized cost basis. Even if we do not expect to sell the security, we must evaluate the expected cash flows to be received t o determine if we believe a credit loss has occurred. In the event of a credit loss, only the amount of impairment associated with the credit loss is recognized in income. The portion of the unrealized loss relating to other factors, such as liquidity cond itions in the market or changes in market interest rates, is recorded in accumulated other comprehensive income ( loss ) . See Note 6 Investment Securities in our 2015 Form 10-K for additional details on this quarterly assessment. For those securitie s on our balance sheet where we determined losses represented OTTI, we have recorded cumulative credit losses of $ 1.1 billion at June 30, 2016 . During the first six months of 2016 and 2015 , the OTTI credit losses recognized in noninterest income and the OTTI noncredit losses recognized in accumulated other comprehensive income (loss), net of tax, on securities were not significant. Information relating to gross realized securities gains and losses from the sales of securities is set forth in the following table. Table 60: Gains (Losses) on Sales of Securities Available for Sale Six months ended June 30 Gross Gross Net Tax In millions Proceeds Gains Losses Gains Expense 2016 $ 2,093 $ 14 $ (1) $ 13 $ 5 2015 $ 2,441 $ 51 $ (1) $ 50 $ 17 The following table presents, by remaining contractual maturity, the amortized cost, fair value and weighted-average yield of debt securities at June 30, 2016 . Table 61: Contractual Maturity of Debt Securities June 30, 2016 After 1 Year After 5 Years After 10 Dollars in millions 1 Year or Less through 5 Years through 10 Years Years Total Securities Available for Sale U.S. Treasury and government agencies $ 445 $ 5,014 $ 3,260 $ 1,075 $ 9,794 Residential mortgage-backed Agency 129 849 24,238 25,216 Non-agency 3 3,552 3,555 Commercial mortgage-backed Agency 6 122 282 1,330 1,740 Non-agency 50 21 8 4,480 4,559 Asset-backed 13 1,801 1,833 2,035 5,682 State and municipal 2 147 349 1,486 1,984 Other debt 272 1,910 303 131 2,616 Total debt securities available for sale $ 788 $ 9,147 $ 6,884 $ 38,327 $ 55,146 Fair value $ 794 $ 9,305 $ 7,033 $ 39,268 $ 56,400 Weighted-average yield, GAAP basis 2.44 % 2.21 % 2.31 % 2.89 % 2.70 % Securities Held to Maturity U.S. Treasury and government agencies $ 263 $ 263 Residential mortgage-backed Agency $ 11 $ 382 9,665 10,058 Non-agency 217 217 Commercial mortgage-backed Agency $ 157 774 121 57 1,109 Non-agency 612 612 Asset-backed 2 589 114 705 State and municipal 4 57 979 891 1,931 Other debt 22 22 Total debt securities held to maturity $ 161 $ 866 $ 2,071 $ 11,819 $ 14,917 Fair value $ 161 $ 901 $ 2,184 $ 12,234 $ 15,480 Weighted-average yield, GAAP basis 3.25 % 3.47 % 3.27 % 3.40 % 3.39 % Weighted-average yields are based on historical cost with effective yields weighted for the contractual maturity of each security. At June 30, 2016 , there were no securities of a single issuer, other than FHLMC and FNMA, that exceeded 10% of Total shareholders’ equity. The FHLMC investments had a total amortized cost of $ 4.7 billion and fair value of $ 4.8 billion . The FNMA investments had a total amo rtized cost of $ 23.3 billion and fair value of $ 23.8 billion. The following table presents the fair value of securities that have been either pledged to or accepted from others to collateralize outstanding borrowings. Table 62: Fair Value of Securities Pledged and Accepted as Collateral June 30 December 31 In millions 2016 2015 Pledged to others $ 9,699 $ 9,674 Accepted from others: Permitted by contract or custom to sell or repledge $ 1,183 $ 1,100 Permitted amount repledged to others $ 1,023 $ 943 The securities pledged to others include positions held in our portfolio of investment securities, trading securities, and securities accepted as collateral from others that we are permitted by contract or custom to sell or repledge , and were used to secure public and trust deposits, repurchase agreements, and for other purposes.

Fair Value

Fair Value	6 Months Ended
	Jun. 30, 2016
Fair Value [Abstract]
Fair Value	Note 6 Fair Value Fair Value Measurement PNC measures certain financial assets and liabilities at fair value in accordance with GAAP. Fair value is defined in GAAP as the price that would be received to sell an asset or the price that would be paid to transfer a liability on the measurement date. GAAP focuses on the exit price in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants. GAAP also establishes a fair value hierarchy to maximize the use of observable inputs when measuring fair value. For more information regarding the fair value hierarchy see Note 7 Fair Value in our 2015 Form 10-K. Assets and Liabilities Measured at Fair Value on a Recurring Basis For mo re information on the valuation methodologies used to measure assets and liabilities at fair value on a recurring basis, see Note 7 Fair Value in our 2015 Form 10-K. The following table summarizes our assets and liabilities measured at fair value on a recurring basis, including instruments for w hich PNC has elected the fair value option. Table 63: Fair Value Measurements - Recurring Basis Summary June 30, 2016 December 31, 2015 Total Total In millions Level 1 Level 2 Level 3 Fair Value Level 1 Level 2 Level 3 Fair Value Assets Securities available for sale U.S. Treasury and government agencies $ 9,483 $ 615 $ 10,098 $ 9,267 $ 607 $ 9,874 Residential mortgage-backed Agency 25,768 25,768 24,820 24,820 Non-agency 132 $ 3,557 3,689 143 $ 4,008 4,151 Commercial mortgage-backed Agency 1,763 1,763 1,918 1,918 Non-agency 4,604 4,604 4,903 4,903 Asset-backed 5,261 436 5,697 4,941 482 5,423 State and municipal 2,085 15 2,100 2,041 15 2,056 Other debt 2,648 33 2,681 1,996 30 2,026 Total debt securities 9,483 42,876 4,041 56,400 9,267 41,369 4,535 55,171 Corporate stocks and other 421 63 484 527 62 589 Total securities available for sale 9,904 42,939 4,041 56,884 9,794 41,431 4,535 55,760 Financial derivatives (a) (b) Interest rate contracts 7,761 47 7,808 4,626 29 4,655 Other contracts 415 4 419 284 2 286 Total financial derivatives 8,176 51 8,227 4,910 31 4,941 Residential mortgage loans held for sale (c) 1,110 6 1,116 838 5 843 Trading securities (d) Debt 799 1,193 2 1,994 987 727 3 1,717 Equity 12 12 9 9 Total trading securities 811 1,193 2 2,006 996 727 3 1,726 Residential mortgage servicing rights 774 774 1,063 1,063 Commercial mortgage servicing rights 448 448 526 526 Commercial mortgage loans held for sale (c) 981 981 641 641 Equity investments - direct investments 1,120 1,120 1,098 1,098 Equity investments - indirect investments (e) (f) 233 281 347 Customer resale agreements (g) 137 137 137 137 Loans (h) 534 317 851 565 340 905 Other assets BlackRock Series C Preferred Stock (i) 209 209 357 357 Other 254 165 6 425 254 199 7 460 Total other assets 254 165 215 634 254 199 364 817 Total assets $ 10,969 $ 54,254 $ 8,188 $ 73,459 $ 11,044 $ 48,807 $ 8,606 $ 68,804 Liabilities Financial derivatives (b) (j) Interest rate contracts $ 3 $ 5,455 $ 11 $ 5,469 $ 1 $ 3,124 $ 7 $ 3,132 BlackRock LTIP 209 209 357 357 Other contracts 225 165 390 204 109 313 Total financial derivatives 3 5,680 385 6,068 1 3,328 473 3,802 Trading securities sold short (k) Debt 1,036 10 1,046 960 27 987 Total trading securities sold short 1,036 10 1,046 960 27 987 Other borrowed funds 62 8 70 81 12 93 Other liabilities 13 13 10 10 Total liabilities $ 1,039 $ 5,752 $ 406 $ 7,197 $ 961 $ 3,436 $ 495 $ 4,892 (a) Included in Other assets on the Consolidated Balance Sheet. (b) Amounts at June 30, 2016 and December 31, 2015, are presented gross and are not reduced by the impact of legally enforceable master netting agreements that allow PNC to net positive and negative positions and cash collateral held or placed with the same counterparty. At June 30, 2016 and December 31, 2015, the net asset amounts were $3.0 billion and $1.8 billion, respectively, and the net liability amounts were $.6 billion and $.6 billion, respectively. (c) Included in Loans held for sale on the Consolidated Balance Sheet. PNC has elected the fair value option for certain residential and commercial mortgage loans held for sale. (d) Fair value includes net unrealized gains of $79 million at June 30, 2016 compared with net unrealized gains of $23 million at December 31, 2015. (e) In accordance with ASC 820-10, certain investments that are measured at fair value using the NAV per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented on the Consolidated Balance Sheet. (f) The indirect equity funds are not redeemable, but PNC receives distributions over the life of the partnership from liquidation of the underlying investments by the investee, which we expect to occur over the next twelve years. The amount of unfunded contractual commitments as of June 30, 2016 related to indirect equity investments was $109 million and related to direct equity investments was $22 million, respectively. Comparable amounts at December 31, 2015 were $103 million and $23 million, respectively. (g) Included in Federal funds sold and resale agreements on the Consolidated Balance Sheet. PNC has elected the fair value option for these items. (h) Included in Loans on the Consolidated Balance Sheet. (i) PNC has elected the fair value option for these shares. (j) Included in Other liabilities on the Consolidated Balance Sheet. (k) Included in Other borrowed funds on the Consolidated Balance Sheet. Reconciliations of assets and liabilities measured at fair value on a recurring basis using Level 3 inputs for the three and six months ended June 30, 2016 and 2015 follow: Table 64: Reconciliation of Level 3 Assets and Liabilities Three Months Ended June 30, 2016 Unrealized gains / losses Total realized / unrealized on assets and gains or losses for the period (a) liabilities held on Included Consolidated Level 3 Instruments Fair Value in Other Transfers Transfers Fair Value Balance Sheet Only Mar. 31, Included in comprehensive into out of June 30, at June 30, In millions 2016 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2016 2016 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 3,810 $ 11 $ 17 $ (60) $ (221) $ 3,557 Asset-backed 451 3 4 (22) 436 State and municipal 14 1 15 Other debt 30 $ 7 (2) (2) 33 Total securities available for sale 4,305 14 22 7 (62) (245) 4,041 Financial derivatives 41 35 1 (26) 51 $ 32 Residential mortgage loans held for sale 4 3 $ 3 $ (4) 6 Trading securities - Debt 2 2 Residential mortgage servicing rights 863 (113) 53 $ 12 (41) 774 (113) Commercial mortgage servicing rights 460 (9) 6 14 (23) 448 (9) Commercial mortgage loans held for sale 655 21 (805) 1,129 (19) 981 12 Equity investments Direct investments 1,156 15 95 (146) 1,120 13 Indirect investments 233 (c) 233 Loans 329 1 22 (6) (17) (12) 317 1 Other assets BlackRock Series C Preferred Stock 208 1 209 1 Other 6 6 Total other assets 214 1 215 1 Total assets $ 8,029 $ (35) (d) $ 22 $ 187 $ (1,019) $ 1,155 $ (371) $ 236 $ (16) $ 8,188 $ (63) (e) Liabilities Financial derivatives (f) $ 333 $ 62 $ 1 $ (11) $ 385 $ 65 Other borrowed funds 8 $ 17 (17) 8 Other liabilities 14 1 34 (36) 13 Total liabilities $ 355 $ 63 (d) $ 1 $ 51 $ (64) $ 406 $ 65 (e) Three Months Ended June 30, 2015 Unrealized gains / losses Total realized / unrealized on assets and gains or losses for the period (a) liabilities held on Included Consolidated Level 3 Instruments Fair Value Included in Other Transfers Transfers Fair Value Balance Sheet Only Mar. 31, in comprehensive into out of June 30, at June 30, In millions 2015 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2015 2015 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,624 $ 30 $ (8) $ (222) $ 4,424 Commercial mortgage- backed non-agency 1 (1) Asset-backed 548 5 5 (27) 531 State and municipal 133 (117) 16 Other debt 33 33 Total securities available for sale 5,338 36 (3) (367) 5,004 Financial derivatives 54 16 (34) 36 $ 33 Residential mortgage loans held for sale 7 $ 11 $ (2) (1) $ 1 $ (6) 10 Trading securities - Debt 3 3 Residential mortgage servicing rights 839 135 67 $ 21 (47) 1,015 134 Commercial mortgage servicing rights 494 34 17 20 (22) 543 34 Commercial mortgage loans held for sale 975 23 (1,215) 1,008 (34) 757 Equity investments - direct investments 1,149 27 95 (80) 1,191 22 Loans 383 5 23 (4) (35) 6 (13) 365 1 Other assets BlackRock Series C Preferred Stock 384 (21) 363 (21) Other 10 (2) (1) 7 Total other assets 394 (21) (2) (1) 370 (21) Total assets $ 9,636 $ 255 (d) $ (3) $ 213 $ (1,303) $ 1,049 $ (541) $ 7 $ (19) $ 9,294 $ 203 (e) Liabilities Financial derivatives (f) $ 529 $ (15) $ 1 $ (17) $ 498 $ (25) Other borrowed funds 171 3 $ 21 (30) 165 Other liabilities 10 10 Total liabilities $ 710 $ (12) (d) $ 1 $ 21 $ (47) $ 673 $ (25) (e) Six Months Ended June 30, 2016 Unrealized Total realized / unrealized gains / losses gains or losses for the period (a) on assets and Included liabilities held on Level 3 Instruments Fair Value in Other Transfers Transfers Fair Value Consolidated Only Dec. 31, Included in comprehensive into out of June 30, Balance Sheet In millions 2015 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2016 at June 30, 2016 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,008 $ 33 $ (28) $ (60) $ (396) $ 3,557 $ (1) Asset-backed 482 6 (8) (44) 436 State and municipal 15 15 Other debt 30 $ 9 (4) (2) 33 Total securities available for sale 4,535 39 (36) 9 (64) (442) 4,041 (1) Financial derivatives 31 69 1 (50) 51 65 Residential mortgage loans held for sale 5 6 (1) $ 5 $ (9) 6 Trading securities - Debt 3 (1) 2 Residential mortgage servicing rights 1,063 (339) 105 $ 23 (78) 774 (336) Commercial mortgage servicing rights 526 (64) 9 23 (46) 448 (64) Commercial mortgage loans held for sale 641 37 (1,454) 1,776 (19) 981 13 Equity investments Direct investments 1,098 66 118 (162) 1,120 63 Indirect investments 233 (c) 233 Loans 340 3 55 (14) (42) (25) 317 2 Other assets BlackRock Series C Preferred Stock 357 (10) (138) 209 (10) Other 7 2 (2) (1) 6 Total other assets 364 (8) (2) (1) (138) 215 (10) Total assets $ 8,606 $ (197) (d) $ (38) $ 303 $ (1,696) $ 1,822 $ (816) $ 238 $ (34) $ 8,188 $ (268) (e) Liabilities Financial derivatives (f) $ 473 $ 69 $ 3 $ (160) $ 385 $ 69 Other borrowed funds 12 $ 40 (44) 8 Other liabilities 10 1 72 (70) 13 Total liabilities $ 495 $ 70 (d) $ 3 $ 112 $ (274) $ 406 $ 69 (e) Six Months Ended June 30, 2015 Unrealized Total realized / unrealized gains / losses gains or losses for the period (a) on assets and Included liabilities held Level 3 Instruments Fair Value Included in Other Transfers Transfers Fair Value on Consolidated Only Dec. 31, in comprehensive into out of June 30, Balance Sheet at In millions 2014 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2015 June 30, 2015 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,798 $ 55 $ (22) $ (407) $ 4,424 $ (1) Commercial mortgage- backed non-agency 8 (8) Asset-backed 563 11 9 (52) 531 State and municipal 134 (1) (117) 16 Other debt 30 1 $ 3 (1) 33 Total securities available for sale 5,525 75 (14) 3 (585) 5,004 (1) Financial derivatives 42 87 1 (94) 36 76 Residential mortgage loans held for sale 6 17 $ (2) (1) $ 2 $ (12) 10 Trading securities - Debt 32 (29) 3 Residential mortgage servicing rights 845 68 150 $ 38 (86) 1,015 72 Commercial mortgage servicing rights 506 18 28 34 (43) 543 18 Commercial mortgage loans held for sale 893 44 (2,235) 2,091 (36) 757 2 Equity investments - direct investments 1,152 56 138 (155) 1,191 40 Loans 397 15 55 (8) (72) 11 (33) 365 9 Other assets BlackRock Series C Preferred Stock 375 (12) 363 (12) Other 15 (7) (1) 7 Total other assets 390 (12) (7) (1) 370 (12) Total assets $ 9,788 $ 351 (d) $ (14) $ 392 $ (2,407) $ 2,163 $ (947) $ 13 $ (45) $ 9,294 $ 204 (e) Liabilities Financial derivatives (f) $ 526 $ 26 $ 1 $ (55) $ 498 $ (17) Other borrowed funds 181 3 $ 46 (65) 165 Other liabilities 9 1 10 Total liabilities $ 716 $ 30 (d) $ 1 $ 46 $ (120) $ 673 $ (17) (e) (a) Losses for assets are bracketed while losses for liabilities are not. (b) The amount of the total gains or losses for the period included in earnings that is attributable to the change in unrealized gains or losses related to those assets and liabilities held at the end of the reporting period. (c) Reflects transfers into Level 3 associated with a change in valuation methodology. (d) Net losses (realized and unrealized) included in earnings relating to Level 3 assets and liabilities were $98 million for the second quarter of 2016, while for the first six months of 2016 there were $267 million of net losses (realized and unrealized) included in earnings. The comparative amounts included net gains (realized and unrealized) of $267 million for the second quarter of 2015 and net gains (realized and unrealized) of $321 million for the first six months of 2015. These amounts also included amortization and accretion. The amortization and accretion amounts were included in Interest income on the Consolidated Income Statement, and the remaining net gains/(losses) (realized and unrealized) were included in Noninterest income on the Consolidated Income Statement. (e) Net unrealized losses relating to those assets and liabilities held at the end of the reporting period were $128 million for the second quarter of 2016, while for the first six months of 2016 there were $337 million of net unrealized losses. The comparative amounts included net unrealized gains of $228 million for the second quarter of 2015 and net unrealized gains of $221 million for the first six months of 2015. These amounts were included in Noninterest income on the Consolidated Income Statement. (f) Includes swaps entered into in connection with sales of certain Visa Class B common shares. An instrument’s categorization within the hierarchy is based on the lowest level of input that is significant to the fair value measurement. Changes from one qu arter to the next related to the observability of inputs to a fair value measurement may result in a reclassification (transfer) of assets or liabilities between hierarchy levels. PNC’s policy is to recognize transfers in and transfers out as of the end of the reporting period. Quantitative information about the significant unobservable inputs within Level 3 recurring assets and liabilities follows. Table 65: Fair Value Measurements - Recurring Quantitative Information June 30, 2016 Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) Residential mortgage-backed non-agency securities $ 3,557 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-24.2% (7.0%) (a) using a discounted cash flow Constant default rate (CDR) 0.0%-16.7% (5.4%) (a) pricing model (a) Loss severity 10.0%-98.5% (53.3%) (a) Spread over the benchmark curve (b) 284bps weighted average (a) Asset-backed securities 436 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-14.0% (6.3%) (a) using a discounted cash flow Constant default rate (CDR) 1.7%-13.9% (6.5%) (a) pricing model (a) Loss severity 24.2%-100% (78.1%) (a) Spread over the benchmark curve (b) 394bps weighted average (a) Residential mortgage servicing rights 774 Discounted cash flow Constant prepayment rate (CPR) 0.0%-45.3% (19.2%) Spread over the benchmark curve (b) 252bps-1,828bps (865bps) Commercial mortgage servicing 448 Discounted cash flow Constant prepayment rate (CPR) 6.3%-51.5% (8.2%) rights Discount rate 5.0%-7.6% (7.4%) Commercial mortgage loans held 981 Discounted cash flow Spread over the benchmark curve (b) 59bps-14,570bps (487bps) for sale Estimated servicing cash flows 0.3%-5.6% (1.9%) Equity investments - Direct investments 1,120 Multiple of adjusted earnings Multiple of earnings 4.5x-12.0x (7.4x) Equity investments - Indirect investments 233 Consensus pricing (c) Liquidity discount 0.0%-40.0% Loans - Residential real estate 125 Consensus pricing (c) Cumulative default rate 11.0%-100% (87.7%) Loss severity 0.0%-100% (24.7%) Discount rate 4.7%-6.7% (5.1%) 104 Discounted cash flow Loss severity 8.0% weighted average Discount rate 3.7% weighted average Loans - Home equity 88 Consensus pricing (c) Credit and Liquidity discount 0.0%-99.0% (57.0%) BlackRock Series C Preferred Stock 209 Consensus pricing (c) Liquidity discount 20.0% BlackRock LTIP (209) Consensus pricing (c) Liquidity discount 20.0% Swaps related to sales of certain Visa (158) Discounted cash flow Estimated conversion factor of Class B common shares Class B shares into Class A shares 164.3% Estimated growth rate of Visa Class A share price 14.0% Insignificant Level 3 assets, net of liabilities (d) 74 Total Level 3 assets, net of liabilities (e) $ 7,782 December 31, 2015 Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) Residential mortgage-backed non-agency securities $ 4,008 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-24.2% (7.0%) (a) using a discounted cash flow Constant default rate (CDR) 0.0%-16.7% (5.4%) (a) pricing model (a) Loss severity 10.0%-98.5% (53.3%) (a) Spread over the benchmark curve (b) 241bps weighted average (a) Asset-backed securities 482 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-14.0% (6.3%) (a) using a discounted cash flow Constant default rate (CDR) 1.7%-13.9% (6.8%) (a) pricing model (a) Loss severity 24.2%-100.0% (77.5%) (a) Spread over the benchmark curve (b) 324bps weighted average (a) Residential mortgage servicing rights 1,063 Discounted cash flow Constant prepayment rate (CPR) 0.3%-46.5% (10.6%) Spread over the benchmark curve (b) 559bps-1,883bps (893bps) Commercial mortgage servicing rights 526 Discounted cash flow Constant prepayment rate (CPR) 3.9%-26.5% (5.7%) Discount rate 2.6%-7.7% (7.5%) Commercial mortgage loans held for sale 641 Discounted cash flow Spread over the benchmark curve (b) 85bps-4,270bps (547bps) Estimated servicing cash flows 0.0%-7.0% (0.9%) Equity investments - Direct investments 1,098 Multiple of adjusted earnings Multiple of earnings 4.2x-14.1x (7.6x) Loans - Residential real estate 123 Consensus pricing (c) Cumulative default rate 2.0%-100.0% (85.1%) Loss severity 0.0%-100.0% (27.3%) Discount rate 4.9%-7.0% (5.2%) 116 Discounted cash flow Loss severity 8.0% weighted average Discount rate 3.9% weighted average Loans - Home equity 101 Consensus pricing (c) Credit and Liquidity discount 26.0%-99.0% (54.0%) BlackRock Series C Preferred Stock 357 Consensus pricing (c) Liquidity discount 20.0% BlackRock LTIP (357) Consensus pricing (c) Liquidity discount 20.0% Swaps related to sales of certain (104) Discounted cash flow Estimated conversion factor of Visa Class B common shares Class B shares into Class A shares 164.3% Estimated growth rate of Visa Class A share price 16.3% Insignificant Level 3 assets, net of liabilities (d) 57 Total Level 3 assets, net of liabilities (e) $ 8,111 (a) Level 3 residential mortgage-backed non-agency and asset-backed securities with fair values as of June 30, 2016 totaling $3,018 million and $405 million, respectively, were priced by a third-party vendor using a discounted cash flow pricing model that incorporates consensus pricing, where available. The comparable amounts as of December 31, 2015 were $3,379 million and $448 million, respectively. The significant unobservable inputs for these securities were provided by the third-party vendor and are disclosed in the table. Our procedures to validate the prices provided by the third-party vendor related to these securities are discussed further in the Assets and Liabilities Measured at Fair Value on a Recurring Basis section of Note 7 Fair Value in our 2015 Form 10-K. Certain Level 3 residential mortgage-backed non-agency and asset-backed securities with fair values as of June 30, 2016 of $539 million and $31 million, respectively, were valued using a pricing source, such as a dealer quote or comparable security price, for which the significant unobservable inputs used to determine the price were not reasonably available. The comparable amounts as of December 31, 2015 were $629 million and $34 million, respectively. (b) The assumed yield spread over the benchmark curve for each instrument is generally intended to incorporate non-interest-rate risks, such as credit and liquidity risks. (c) Consensus pricing refers to fair value estimates that are generally internally developed using information such as dealer quotes or other third-party provided valuations or comparable asset prices. (d) Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes certain financial derivative assets and liabilities, trading securities, state and municipal securities, other debt securities, residential mortgage loans held for sale, other assets, other borrowed funds (ROAPs) and other liabilities. For additional information, please see the Assets and Liabilities Measured at Fair Value on a Recurring Basis discussion included in Note 7 Fair Value in our 2015 Form 10-K. (e) Consisted of total Level 3 assets of $8,188 million and total Level 3 liabilities of $406 million as of June 30, 2016 and $8,606 million and $495 million as of December 31, 2015, respectively. Financial Assets Accounted for at Fair Value on a Nonrecurring Basis We may be required to measure certain financial assets at fair value on a nonrecurring basis. These adjustments to fair value usually result from the application of lower of amortized cost or fair value accounting or write-downs of individual assets due to impairment and are included in Table 66 and Table 67 . For more information regarding the valuation methodologie s of our financial assets measured at fair value on a nonrecurring basis, see Note 7 Fair Value in our 2015 Form 10-K. Table 66: Fair Value Measurements - Nonrecurring Gains (Losses) Gains (Losses) Fair Value (a) Three months ended Six months ended June 30 December 31 June 30 June 30 June 30 June 30 In millions 2016 2015 2016 2015 2016 2015 Assets Nonaccrual loans $ 184 $ 30 $ (51) $ (15) $ (58) $ (15) OREO and foreclosed assets 103 137 (6) (12) (12) (18) Insignificant assets (b) 7 28 (1) (5) (4) (13) Total assets $ 294 $ 195 $ (58) $ (32) $ (74) $ (46) (a) All Level 3 as of June 30, 2016 and December 31, 2015. (b) Represents the aggregate amount of assets measured at fair value on a nonrecurring basis that are individually and in the aggregate insignificant. The amount includes certain equity investments and long-lived assets held for sale. Quantitative information about the significant unobservable inputs within Level 3 nonrecurring assets follows. Table 67: Fair Value Measurements - Nonrecurring Quantitative Information Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) June 30, 2016 Assets Nonaccrual loans $ 82 LGD percentage (a) Loss severity 3.2%-70.1% (32.2%) 102 Fair value of property or collateral Appraised value/sales price Not meaningful OREO and foreclosed assets 103 Fair value of property or collateral Appraised value/sales price Not meaningful Insignificant assets 7 Total assets $ 294 December 31, 2015 Assets Nonaccrual loans $ 20 LGD percentage (a) Loss severity 8.1%-73.3% (58.6%) 10 Fair value of property or collateral Appraised value/sales price Not meaningful OREO and foreclosed assets 137 Fair value of property or collateral Appraised value/sales price Not meaningful Insignificant assets 28 Total assets $ 195 (a) LGD percentage represents the amount that PNC expects to lose in the event a borrower defaults on an obligation. Financial Instruments Accounted For Under Fair Value Option We elect the fair value option to account for certain financial instruments. For more information on these financial instruments for which the fair value option election has been made, please refer to Note 7 Fair Value in our 2015 Form 10-K. Table 68: Fair Value Option - Changes in Fair Value (a) Gains (Losses) Gains (Losses) Three months ended Six months ended June 30 June 30 June 30 June 30 In millions 2016 2015 2016 2015 Assets Commercial mortgage loans held for sale $ 22 $ 31 $ 49 $ 56 Residential mortgage loans held for sale $ 59 $ 25 $ 106 $ 71 Residential mortgage loans – portfolio $ 11 $ 13 $ 17 $ 29 BlackRock Series C Preferred Stock $ 1 $ (21) $ (10) $ (12) Other assets $ (4) $ 1 $ (20) $ 2 Liabilities Other borrowed funds $ (2) $ (2) (a) The impact on earnings of offsetting hedged items or hedging instruments is not reflected in these amounts. Fair values and aggregate unpaid principal balances of items for which we elected the fair value option follow. Table 69: Fair Value Option - Fair Value and Principal Balances Aggregate Unpaid In millions Fair Value Principal Balance Difference June 30, 2016 Assets Customer resale agreements $ 137 $ 133 $ 4 Residential mortgage loans held for sale Performing loans 1,104 1,052 52 Accruing loans 90 days or more past due 3 3 Nonaccrual loans 9 9 Total 1,116 1,064 52 Commercial mortgage loans held for sale (a) Performing loans 978 980 (2) Nonaccrual loans 3 5 (2) Total 981 985 (4) Residential mortgage loans - portfolio Performing loans 234 282 (48) Accruing loans 90 days or more past due 402 402 Nonaccrual loans 215 349 (134) Total 851 1,033 (182) Other assets 140 148 (8) Liabilities Other borrowed funds $ 70 $ 71 $ (1) December 31, 2015 Assets Customer resale agreements $ 137 $ 133 $ 4 Residential mortgage loans held for sale Performing loans 832 804 28 Accruing loans 90 days or more past due 4 4 Nonaccrual loans 7 8 (1) Total 843 816 27 Commercial mortgage loans held for sale (a) Performing loans 639 659 (20) Nonaccrual loans 2 3 (1) Total 641 662 (21) Residential mortgage loans - portfolio Performing loans 204 260 (56) Accruing loans 90 days or more past due 475 478 (3) Nonaccrual loans 226 361 (135) Total 905 1,099 (194) Other assets 164 159 5 Liabilities Other borrowed funds $ 93 $ 95 $ (2) (a) There were no accruing loans 90 days or more past due within this category at June 30, 2016 or December 31, 2015. Additional Fair Value Information Related to Other Financial Instruments The following table presents the carrying amounts and estimated fair values, including the level within the fair value hierarchy, of all other financial instruments that are not measured on the consolidated financial statements at fair value as of June 30, 2016 and December 31, 2015 . Table 70: Additional Fair Value Information Related to Other Financial Instruments Carrying Fair Value In millions Amount Total Level 1 Level 2 Level 3 June 30, 2016 Assets Cash and due from banks $ 4,196 $ 4,196 $ 4,196 Short-term assets 29,532 29,532 $ 29,532 Securities held to maturity 14,917 15,480 331 15,143 $ 6 Loans held for sale 199 200 159 41 Net loans (excludes leases) 197,887 201,083 201,083 Other assets 1,711 2,139 1,709 430 (a) Total assets $ 248,442 $ 252,630 $ 4,527 $ 46,543 $ 201,560 Liabilities Demand, savings and money market deposits $ 230,727 $ 230,727 $ 230,727 Time deposits 19,051 19,180 19,180 Borrowed funds 53,736 54,584 53,138 $ 1,446 Unfunded loan commitments and letters of credit 286 286 286 Other liabilities 47 47 47 Total liabilities $ 303,847 $ 304,824 $ 303,092 $ 1,732 December 31, 2015 Assets Cash and due from banks $ 4,065 $ 4,065 $ 4,065 Short-term assets 32,959 32,959 $ 32,959 Securities held to maturity 14,768 15,002 298 14,698 $ 6 Loans held for sale 56 56 22 34 Net loans (excludes leases) 195,579 197,611 197,611 Other assets 1,817 2,408 1,786 622 (a) Total assets $ 249,244 $ 252,101 $ 4,363 $ 49,465 $ 198,273 Liabilities Demand, savings and money market deposits $ 228,492 $ 228,492 $ 228,492 Time deposits 20,510 20,471 20,471 Borrowed funds 53,761 54,002 52,578 $ 1,424 Unfunded loan commitments and letters of credit 245 245 245 Total liabilities $ 303,008 $ 303,210 $ 301,541 $ 1,669 (a) Represents estimated fair value of Visa Class B common shares, which was estimated solely based upon the June 30, 2016 and December 31, 2015 closing price for the Visa Class A common shares, respectively, and the Visa Class B common share conversion rate, which reflects adjustments in respect of all litigation funding by Visa as of that date. The transfer restrictions on the Visa Class B common shares could impact the aforementioned estimate, until they can be converted to Class A common shares. See Note 21 Commitments and Guarantees in our 2015 Form 10-K for additional information. T he aggregate fair values in the preceding table represent only a portion of the total market value of PNC’s assets and liabilities as , in accordance with the guidance related to fair values of financial instruments, T able 70 excludes the following: financial instruments recorded at fair value on a recurring basis, real and personal property, lease financing, loan customer relationships, deposit customer intangibles, mortgage servicing rights, retail branch networks, fee-based busines ses, such as asset management and brokerage, and trademarks and brand names. For more information regarding the methods and assumptions used to estimate the fair values of financial instruments included in Table 70 , see Note 7 Fair Value in our 2015 Form 10-K.

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	6 Months Ended
	Jun. 30, 2016
Goodwill and Other Intangible Assets Disclosure [Abstract]
Goodwill and Other Intangible Assets	Note 7 Goodwill and Intangible Assets Goodwill See Note 8 Goodwill and Intangible Assets of our 2015 F orm 10-K for more information regarding our goodwill . Mortgage Servicing Rights We recognize the right to service mortgage loans for others as an intangible asset. MSRs are purchased or originated when loans are sold with servicing retained. MSRs totaled $1.2 billion and $1.6 billion at June 30, 2016 and December 31 , 2015 , respectively, and consisted of loan servicing contracts for commercial and residential mortgages measured at fair value . MSRs are subject to declines in value from actual or expected prepaym ent of the underlying loans and defaults as well as market driven changes in interest rates . We manage this risk by economically hedging the fair value of MSRs with securities and derivative instruments which are expected to increase (or decrease) in value when the value of MSRs decreases (or increases). See the Sensitivity Analysis section of this Note 7 , as well as Note 6 Fair Value for more detail on our fair value measurement of MSRs. Refer to Note 8 Goodwill and Intangible Assets in our 2015 Form 10-K for more information on our accounting and measure ment of MSRs. Changes in the commercial and residential MSRs follow: Table 71: Mortgage Servicing Rights Commercial MSRs Residential MSRs In millions 2016 2015 2016 2015 January 1 $ 526 $ 506 $ 1,063 $ 845 Additions: From loans sold with servicing retained 23 34 23 38 Purchases 9 28 105 150 Changes in fair value due to: Time and payoffs (a) (46) (43) (78) (86) Other (b) (64) 18 (339) 68 June 30 $ 448 $ 543 $ 774 $ 1,015 Related unpaid principal balance at June 30 $ 142,968 $ 144,416 $ 126,172 $ 115,454 Servicing advances at June 30 $ 244 $ 271 $ 335 $ 463 (a) Represents decrease in MSR value due to passage of time, including the impact from both regularly scheduled loan principal payments and loans that were paid down or paid off during the period. (b) Represents MSR value changes resulting primarily from market-driven changes in interest rates. Sensitivity Analysis The fair value of commercial and residential MSRs and significant inputs to the valuation models as of June 30, 2016 are shown in the tables below. The expected and actual rates of mortgage loan prepayments are significant factors driving the fair value. Management uses both internal proprietary models and a third-party model to estimate future commercial mortgage loan prepayments and a third-party model to estimate future residential mortgage loan prepayments. T he s e model s have been refined based on current market conditions and management judgment . Future interest rates are another important factor in the valuation of MSRs. Management utilizes market implied forward interest rates to estimate the future directio n of mortgage and discount rates. The forward rates utilized are derived from the current yield curve for U.S. dollar interest rate swaps and are consistent with pricing of capital markets instruments. Changes in the shape and slope of the forward curve in future periods may result in volatility in the fair value estimate. A sensitivity analysis of the hypothetical effect on the fair value of MSRs to adverse changes in key assumptions is presented below. These sensitivities do not include the impact of the related hedging activities. Changes in fair value generally cannot be extrapolated because the relationship of the change in the assumption to the change in fair value may not be linear. Also, the effect of a variation in a particular assumption on the fa ir value of the MSRs is calculated independently without changing any other assumption. In reality, changes in one factor may result in changes in another (for example, changes in mortgage interest rates, which drive changes in prepayment rate estimates, c ould result in changes in the interest rate spread), which could either magnify or counteract the sensitivities. The following tables set forth the fair value of commercial and residential MSRs and the sensitivity analysis of the hypothetical effect on the fair value of MSRs to immediate adverse changes of 10% and 20% in those assumptions: Table 72: Commercial Mortgage Loan Servicing Rights - Key Valuation Assumptions June 30 December 31 Dollars in millions 2016 2015 Fair value $ 448 $ 526 Weighted-average life (years) 4.5 4.7 Weighted-average constant prepayment rate 8.19 % 5.71 % Decline in fair value from 10% adverse change $ 10 $ 10 Decline in fair value from 20% adverse change $ 19 $ 19 Effective discount rate 7.44 % 7.49 % Decline in fair value from 10% adverse change $ 12 $ 14 Decline in fair value from 20% adverse change $ 24 $ 29 Table 73: Residential Mortgage Loan Servicing Rights - Key Valuation Assumptions June 30 December 31 Dollars in millions 2016 2015 Fair value $ 774 $ 1,063 Weighted-average life (years) 4.1 6.3 Weighted-average constant prepayment rate 19.19 % 10.61 % Decline in fair value from 10% adverse change $ 50 $ 44 Decline in fair value from 20% adverse change $ 95 $ 85 Weighted-average option adjusted spread 865 bps 893 bps Decline in fair value from 10% adverse change $ 23 $ 34 Decline in fair value from 20% adverse change $ 44 $ 67 Fees from mortgage loan servicing, which includes contractually specified servicing fees, late fees and ancillary fees were $ .1 billion for both the three months ended June 30, 2016 and 2015 and $ .3 billion and $.2 billion for the six months ended June 30, 2016 and 2015 , respectively. We also generate servicing fees from fee-based activities provided to others for which we do not have an associated servicing asset. Fee s from commercial and residential MSRs are reported on our Consolidated Income Statement in the line items Corporate services and Residential mortgage, respectively. Other Intangible Assets Other intangible assets consist primarily of core deposit intangibles, customer lists and non-compete agreements. See Note 8 Goodwill and Intangible Assets of our 2015 F orm 10-K for more information regarding our other intangible assets.

Employee Benefit Plans

Employee Benefit Plans	6 Months Ended
	Jun. 30, 2016
Employee Benefit Plans [Abstract]
Employee Benefit Plans	Note 8 Employee Benefit Plans Pension And Postretirement Plans As described in Note 12 Employee Benefit Plans in our 2015 Form 10-K, we have a noncontributory, qualified defined benefit pension plan covering eligible employees. Benefits are determined using a cash balance formula where earnings credits are a percentage of eligible compensation. Any pension contributions to the plan are based on an actuarially determined amount necessary to fund total benefits payable to plan participants. We also maintain nonqualified supplemental retirement plans for certain employees and provide certain health care and life insurance benefits for qualifying retired employees (postretirement benefits) through variou s plans. PNC reserves the right to terminate or make changes to these plans at any time. The nonqualified pension is unfunded. The components of our net periodic pensi on and post retirement benefit cost for the three and six months ended June 30, 2016 and 2015 , respectively, were as follows: Table 74: Net Periodic Pension and Postretirement Benefit Costs Qualified Pension Plan Nonqualified Retirement Plans Postretirement Benefits Three months ended June 30 In millions 2016 2015 2016 2015 2016 2015 Net periodic cost consists of: Service cost $ 25 $ 26 $ 1 $ 1 $ 2 $ 2 Interest cost 47 45 3 3 3 3 Expected return on plan assets (71) (74) (1) Amortization of prior service credit (1) (2) (1) Amortization of actuarial losses 11 8 1 1 Net periodic cost/(benefit) $ 11 $ 3 $ 5 $ 5 $ 3 $ 5 Qualified Pension Plan Nonqualified Retirement Plans Postretirement Benefits Six months ended June 30 In millions 2016 2015 2016 2015 2016 2015 Net periodic cost consists of: Service cost $ 51 $ 53 $ 1 $ 1 $ 3 $ 3 Interest cost 93 89 6 6 7 7 Expected return on plan assets (141) (148) (2) Amortization of prior service credit (3) (4) (1) Amortization of actuarial losses 22 15 2 3 Net periodic cost/(benefit) $ 22 $ 5 $ 9 $ 10 $ 7 $ 10

Financial Derivatives

Financial Derivatives	6 Months Ended
	Jun. 30, 2016
Derivative Instruments And Hedging Activities Disclosure [Abstract]
Financial Derivatives	N ote 9 F inancial D erivatives We use derivative financial instruments (derivatives) primarily to help manage exposure to interest rate, market and credit risk and reduce the effects that changes in interest rates may have on net income, the fair value of assets and liabilities, and cash flows. We also enter into derivatives with customers to facilitate their risk management activities. Derivatives represent contracts between parties that usually require little or no initial net investment and result in one party delivering cash or an other type of asset to the other party based on a notional amount and an underlying as specified in the contract. For more information regarding derivatives see Note 1 Accounting Policies and Note 1 4 Financial Derivatives in our Notes To Consolidated Fin ancial Statements under Item 8 of our 201 5 Form 10-K. The following table presents the notional amounts and gross fair values of all derivative assets and liabilities held by PNC : Table 75: Total Gross Derivatives June 30, 2016 December 31, 2015 Notional/ Asset Liability Notional/ Asset Liability Contract Fair Fair Contract Fair Fair In millions Amount Value (a) Value (b) Amount Value (a) Value (b) Derivatives designated as hedging instruments under GAAP $ 53,982 $ 2,011 $ 351 $ 52,074 $ 1,159 $ 174 Derivatives not designated as hedging instruments under GAAP 302,743 6,216 5,717 295,902 3,782 3,628 Total gross derivatives $ 356,725 $ 8,227 $ 6,068 $ 347,976 $ 4,941 $ 3,802 (a) Included in Other assets on our Consolidated Balance Sheet. (b) Included in Other liabilities on our Consolidated Balance Sheet. All derivatives are carried on our Consolidated Balance Sheet at fair value. Derivative balances are presented on the Consolidated Balance Sheet on a net basis taking into consideration the effects of legally enforceable master netting agreements and, when appropriate, any related cash collateral exchanged with counterparties. Further discussion regarding the offsetting rights associated with these legally enforceable master n etting agreements is included in the Offsetting, Counterparty Credit Risk, and Contingent Features section below. Any nonperformance risk, including credit risk, is included in the determination of the estimated net fair value of the derivatives. Derivatives Designated As Hedging Instruments under GAAP Certain derivatives used to manage interest rate and foreign exchange risk as part of our asset and liability risk management activities are designated as accounting hedges under GAAP. Derivatives hedging the risks associated with changes in the fair value of assets or liabilities are considered fair value hedges, derivatives hedging the variability of expected future cash flows a re considered cash flow hedges , and derivatives hedging a net investme nt in a foreign subsidiary are considered net investment hedges. Designating derivatives as accounting hedges allows for gains and losses on those derivatives, to the extent effective, to be recognized in the income statement in the same period the hedged items affect earnings. Further detail regarding the notional amounts and fair values related to derivatives designated in hedge relationships is presented in the following table: Table 76: Derivatives Designated As Hedging Instruments under GAAP June 30, 2016 December 31, 2015 Notional/ Asset Liability Notional/ Asset Liability Contract Fair Fair Contract Fair Fair In millions Amount Value (a) Value (b) Amount Value (a) Value (b) Interest rate contracts: Fair value hedges: Receive-fixed swaps $ 27,692 $ 1,234 $ 25,756 $ 699 $ 18 Pay-fixed swaps (c) 5,502 $ 351 5,934 13 153 Subtotal 33,194 1,234 351 31,690 712 171 Cash flow hedges: Receive-fixed swaps 16,871 604 17,879 412 2 Forward purchase commitments 2,900 34 1,400 4 1 Subtotal 19,771 638 19,279 416 3 Foreign exchange contracts: Net investment hedges 1,017 139 1,105 31 Total derivatives designated as hedging instruments $ 53,982 $ 2,011 $ 351 $ 52,074 $ 1,159 $ 174 (a) Included in Other assets on our Consolidated Balance Sheet. (b) Included in Other liabilities on our Consolidated Balance Sheet. (c) Includes zero-coupon swaps. Fair Value Hedges We enter into receive-fixed, pay-variable interest rate swaps to hedge changes in the fair value of outstanding fixed-rate debt caused by fluctuations in market interest rates. We also enter into pay-fixed, receive-variable interest rate swaps and zero-coupon swaps to hedge changes in the fair value of fixed rate and zero-coupon investment securities caused by fluctuations in market interest rates. For these hedge relationships, we use statistical regression analysis to assess hedge effectiveness at both the inception of the hedge relationship and on an ongoing basis. There were no components of derivative gains or losses excluded from the assessment of hedge effectiveness. Further detail regarding gains (los ses) on fair value hedge derivatives and related hedged items is presented in the following table: Table 77: Gains (Losses) on Derivatives and Related Hedged Items - Fair Value Hedges (a) Three months ended Six months ended June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Gain (Loss) Gain (Loss) Gain (Loss) Gain (Loss) Gain on Related Gain on Related Gain on Related Gain on Related (Loss) on Hedged (Loss) on Hedged (Loss) on Hedged (Loss) on Hedged Derivatives Items Derivatives Items Derivatives Items Derivatives Items Recognized Recognized Recognized Recognized Recognized Recognized Recognized Recognized In millions Hedged Items Location in Income in Income in Income in Income in Income in Income in Income in Income Interest rate contracts U.S. Treasury and Government Agencies and Other Debt Securities Investment securities (interest income) $ (55) $ 56 $ 64 $ (66) $ (209) $ 214 $ 12 $ (12) Interest rate contracts Subordinated Debt and Bank Notes and Senior Debt Borrowed funds (interest expense) 155 (168) (264) 259 562 (600) (107) 87 Total (a) $ 100 $ (112) $ (200) $ 193 $ 353 $ (386) $ (95) $ 75 (a) The difference between the gains (losses) recognized in income on derivatives and their related hedged items represents the ineffective portion of the change in value of our fair value hedge derivatives. Cash Flow Hedges We enter into receive-fixed, pay-variable interest rate swaps to modify the interest rate characteristics of designated commercial loans from variable to fixed in order to reduce the impact of changes in future cash flows due to market interest rate changes. For these ca sh flow hedges, any changes in the fair value of the derivatives that are effective in offsetting changes in the forecasted interest cash flows are recorded in Accumulated other comprehensive income and are reclassified t o interest income in conjunction with the recognition of interest received on the loans. In the 12 months that follow June 30, 2016 , we expect to reclassify from the amount currently reported in Accumulated other comprehensive income, net der ivative gains of $ 216 million pretax, or $ 140 million after-tax, in association with interest received on the hedged loans. This amount could differ from amounts actually recognized due to changes in interest rates, hedge de-designations, and the addition of other hedges subsequent to June 30, 2016 . The maximum length of time over which forecasted loan cash flows are hedged is 6 years. We use statistical regression analysis to assess the effectiveness of these hedge relationships at both the inception of the hedge relationship and on an ongoing basis. We also periodically enter into forward purchase and sale contracts to hedge the variability of the consideration that will be paid or rec eived related to the purchase or sale of investment securities. The forecasted purchase or sale is consummated upon gross settlement of the forward contract itself. As a result, hedge ineffectiveness, if any, is typically minimal. Gains and losses on these forward contracts are recorded in Accumulated other comprehensive income and are recognized in earnings when the hedged cash flows affect earnings. In the 12 months that follow June 30, 2016 , we expect to reclassify from the amount currently reported in Accumulated other comprehensive income, net derivative gains of $ 65 million pretax, or $ 42 million after-tax, as adjustments of yield on investment securities. As of June 30, 2016 , the maximu m length of time over which forecasted purchase contracts are hedged is 3 months. There were no components of derivative gains or losses excluded from the assessment of hedge effectiveness related to either cash flow hedge strategy. During the first six months of 2016 and 2015 , there were no gains or losses from cash flow hedge derivatives reclassified to earnings because it became probable that the original forecasted transaction would not occur. Further detail regarding gains (losses) on derivatives and related cash flows is presented in the following table: Table 78: Gains (Losses) on Derivatives and Related Cash Flows - Cash Flow Hedges (a) (b) Three months ended Six months ended June 30 June 30 In millions 2016 2015 2016 2015 Gains (losses) on derivatives recognized in OCI - (effective portion) $ 126 $ (102) $ 391 $ 196 Less: Gains (losses) reclassified from accumulated OCI into income - (effective portion) Interest income 64 72 129 140 Noninterest income (1) (4) (1) (13) Total gains (losses) reclassified from accumulated OCI into income - (effective portion) $ 63 $ 68 $ 128 $ 127 Net unrealized gains (losses) on cash flow hedge derivatives $ 63 $ (170) $ 263 $ 69 (a) All cash flow hedge derivatives are interest rate contracts as of June 30, 2016 and June 30, 2015. (b) The amount of cash flow hedge ineffectiveness recognized in income was not significant for the periods presented. Net Investment Hedges We enter into foreign currency forward contracts to hedge non-U.S. Dollar (USD) net investments in foreign subsidiaries against adverse changes in foreign exchange rates. We assess whether the hedging relationship is highly effective in achieving offsetting changes in the value of the hedge and hedged item by qualitatively verifying that the critical terms of the hedge and hedged item match at the inception of the hedging relationship and on an ongoing basis. Net investment hedge deri vatives are classified as foreign exchange contracts. There were no components of derivative gains or losses excluded from the assessment of the hedge effectiveness. During the first six months of 2016 and 2015 , there was no net investment h edge ineffectiveness. Gains (losses) on net investment hedge derivatives recognized in OCI was net gains of $ 80 million for the three months ended June 30, 2016 and net gains of $ 109 million for t he six months ended June 30, 2016 compared with net losses of $ 65 million for the three months ended June 30, 2015 and net losses of $ 11 million for the six months ended June 30, 2015 . Derivatives Not Designated As Hedging Instruments under GAAP We also enter into derivatives that are not designated as accounting hedges under GAAP . For additional information on derivatives not designated as hedging instruments under GAAP see Note 14 Financial Derivatives in our 2015 Form 10-K. Further detail regarding the notional amounts and fair values related to derivatives not designated in hedge relationships is presented in the following table: Table 79: Derivatives Not Designated As Hedging Instruments under GAAP June 30, 2016 December 31, 2015 In millions Notional / Contract Amount Asset Fair Value (a) Liability Fair Value (b) Notional / Contract Amount Asset Fair Value (a) Liability Fair Value (b) Derivatives used for residential mortgage banking activities: Residential mortgage servicing Interest rate contracts: Swaps $ 37,741 $ 1,514 $ 1,003 $ 37,505 $ 758 $ 416 Swaptions 584 17 7 650 27 14 Futures (c) 12,935 17,653 Futures options 14,000 3 6,000 1 Mortgage-backed securities commitments 3,765 36 3 3,920 4 8 Subtotal 69,025 1,567 1,016 65,728 789 439 Loan sales Interest rate contracts: Futures (c) 15 20 Bond options 150 200 2 Mortgage-backed securities commitments 5,680 17 37 6,363 16 8 Residential mortgage loan commitments 2,188 30 1,580 16 Subtotal 8,033 47 37 8,163 34 8 Subtotal $ 77,058 $ 1,614 $ 1,053 $ 73,891 $ 823 $ 447 Derivatives used for commercial mortgage banking activities: Interest rate contracts: Swaps $ 4,186 $ 156 $ 73 $ 3,945 $ 77 $ 46 Swaptions 439 Futures (c) 4,449 18,454 Commercial mortgage loan commitments 1,878 15 8 1,176 11 6 Subtotal 10,513 171 81 24,014 88 52 Credit contracts 44 77 Subtotal $ 10,557 $ 171 $ 81 $ 24,091 $ 88 $ 52 Derivatives used for customer-related activities: Interest rate contracts: Swaps $ 169,547 $ 3,936 $ 3,952 $ 157,041 $ 2,507 $ 2,433 Caps/floors - Sold 5,169 6 5,337 11 Caps/floors - Purchased 6,635 21 6,383 18 Swaptions 5,154 185 13 4,363 86 13 Futures (c) 2,204 1,673 Futures options 292 5 5 Mortgage-backed securities commitments 2,375 5 8 1,910 5 2 Subtotal 191,376 4,152 3,984 176,707 2,616 2,459 Foreign exchange contracts 11,734 192 202 10,888 194 198 Credit contracts 6,284 4 7 5,026 2 4 Subtotal $ 209,394 $ 4,348 $ 4,193 $ 192,621 $ 2,812 $ 2,661 Derivatives used for other risk management activities: Foreign exchange contracts $ 3,158 $ 83 $ 23 $ 2,742 $ 59 $ 6 Other contracts (d) 2,576 367 2,557 462 Subtotal $ 5,734 $ 83 $ 390 $ 5,299 $ 59 $ 468 Total derivatives not designated as hedging instruments $ 302,743 $ 6,216 $ 5,717 $ 295,902 $ 3,782 $ 3,628 (a) Included in Other assets on our Consolidated Balance Sheet. (b) Included in Other liabilities on our Consolidated Balance Sheet. (c) Futures contracts settle in cash daily and, therefore, no derivative asset or derivative liability is recognized on our Consolidated Balance Sheet. (d) Includes PNC's obligation to fund a portion of certain BlackRock LTIP programs and the swaps entered into in connection with sales of a portion of Visa Class B common shares. Further detail regarding the gains (losses) on derivatives not designated in hedging relationships is presented in the following table: Table 80: Gains (Losses) on Derivatives Not Designated As Hedging Instruments under GAAP Three months ended Six months ended June 30 June 30 In millions 2016 2015 2016 2015 Derivatives used for residential mortgage banking activities: Residential mortgage servicing Interest rate contracts $ 141 $ (83) $ 336 $ 15 Loan sales Interest rate contracts 4 47 (3) 68 Gains (losses) included in residential mortgage banking activities (a) $ 145 $ (36) $ 333 $ 83 Derivatives used for commercial mortgage banking activities: Interest rate contracts (b) (c) $ 27 $ (25) $ 80 $ 5 Credit contracts (c) 1 Gains (losses) from commercial mortgage banking activities $ 27 $ (24) $ 80 $ 5 Derivatives used for customer-related activities: Interest rate contracts $ 1 $ 30 $ (3) $ 34 Foreign exchange contracts 17 32 46 33 Gains (losses) from customer-related activities (c) $ 18 $ 62 $ 43 $ 67 Derivatives used for other risk management activities: Interest rate contracts $ 1 $ 1 Foreign exchange contracts $ 66 (69) $ (29) 114 Other contracts (d) (62) 14 (66) 7 Gains (losses) from other risk management activities (c) $ 4 $ (54) $ (95) $ 122 Total gains (losses) from derivatives not designated as hedging instruments $ 194 $ (52) $ 361 $ 277 (a) Included in Residential mortgage noninterest income. (b) Included in Corporate services noninterest income. (c) Included in Other noninterest income. (d) Includes BlackRock LTIP funding obligation and the swaps entered into in connection with sales of a portion of Visa Class B common shares. Credit Derivatives - Risk Participation Agreements We have entered into risk participation agreements to share some of the credit exposure with other counterparties related to interest rate derivative contracts or to take on credit exposure to generate revenue. The notional amount of risk participation agreements sold was $ 3.7 billion at June 30 , 2016 and $ 2.5 billion at December 31, 2015 . Assuming all underlying third party customers referenced in the swap con tracts defaulted at June 30, 2016 , the exposure from these agreements would be $ 202 million based on the fair value of the underlying swaps, compared with $ 122 million at December 31, 2015 . Offsetting, Counterparty Credit Risk, and Contingent Features We, generally, utilize a net presentation on the Consolidated Balance Sheet for those derivative financial instruments entered into with counterparties under legally enforceable master netting agreements. The master netting agreements reduce credit risk by permitting th e closeout netting of all outstanding derivative instruments under the master netting agreement with the same counterparty upon the occurrence of an event of default. The master netting agreement also may require the exchange of cash or marketable securiti es to collateralize either party’s net position. For additional information on derivative offsetting, counterparty credit risk, and contingent features see Note 1 4 Financial Derivatives in our 201 5 Form 10-K. Refer to Note 13 Commitments and Guara ntees in this Report for additional information related to resale and repurchase agreements offsetting. The following derivative Table 81 shows the impact legally enforceable master netting agreements had on our derivative assets and derivative liabilities as of June 30, 2016 and December 31, 2015 . The table includes cash collateral held or pledged under legally enforceable master netting agreements. The table also includes the fair value of any securities collate ral held or pledged under legally enforceable master netting agreements. Cash and securities collateral amounts are included in the table only to the extent of the related net derivative fair values. Table 81: Derivative Assets and Liabilities Offsetting Gross Fair Value Amounts Offset on the Consolidated Balance Sheet Net Fair Value Securities Collateral Held / (Pledged) Net Amounts June 30, 2016 Fair Value Offset Amount Cash Collateral Under Master Netting Agreements In millions Derivative assets Interest rate contracts: Cleared $ 2,446 $ 2,066 $ 283 $ 97 $ 97 Over-the-counter 5,362 2,068 595 2,699 $ 411 2,288 Foreign exchange contracts 415 209 27 179 4 175 Credit contracts 4 2 1 1 1 Total derivative assets $ 8,227 $ 4,345 $ 906 $ 2,976 (a) $ 415 $ 2,561 Derivative liabilities Interest rate contracts: Cleared $ 2,523 $ 2,065 $ 410 $ 48 $ 48 Exchange-traded 3 3 3 Over-the-counter 2,943 2,155 701 87 87 Foreign exchange contracts 224 119 27 78 78 Credit contracts 8 6 2 Other contracts 367 367 367 Total derivative liabilities $ 6,068 $ 4,345 $ 1,140 $ 583 (b) $ 583 December 31, 2015 In millions Derivative assets Interest rate contracts: Cleared $ 1,003 $ 779 $ 195 $ 29 $ 29 Over-the-counter 3,652 1,645 342 1,665 $ 178 1,487 Foreign exchange contracts 284 129 13 142 2 140 Credit contracts 2 1 1 Total derivative assets $ 4,941 $ 2,554 $ 551 $ 1,836 (a) $ 180 $ 1,656 Derivative liabilities Interest rate contracts: Cleared $ 855 $ 779 $ 57 $ 19 $ 19 Exchange-traded 1 1 1 Over-the-counter 2,276 1,687 530 59 59 Foreign exchange contracts 204 85 20 99 99 Credit contracts 4 3 1 Other contracts 462 462 462 Total derivative liabilities $ 3,802 $ 2,554 $ 608 $ 640 (b) $ 640 (a) Represents the net amount of derivative assets included in Other assets on our Consolidated Balance Sheet. (b) Represents the net amount of derivative liabilities included in Other liabilities on our Consolidated Balance Sheet. The table above includes over-the-counter (OTC) derivatives, cleared derivatives, and exchange-traded derivatives. OTC derivatives represent contracts executed bilaterally with counterparties that are not settled through an organized exchange or cleared through a central clearing house. The majority of OTC derivatives are governed by ISDA documentation or other legally enforceable industry standard master netting agreements. Cleared derivatives represent contracts executed bilaterally with counter parties in the OTC market that are novated to a central clearing house who then becomes our counterparty. Exchange-traded derivatives represent standardized futures and options contracts executed directly on an organized exchange. In addition to using ma ster netting agreements and other collateral agreements to reduce credit risk associated with derivative instruments, we also seek to manage credit risk by evaluating credit ratings of counterparties and by using internal credit analysis, limits, and monit oring procedures. At June 30, 2016 , we held cash, U . S . government securities and mortgage-backed securities totaling $ 1.4 billion under master netting agreements and other collateral agreements to collateralize net derivativ e assets due from counterparties, and we pledged cash totaling $ 1.7 billion under these agreements to collateralize net derivative liabilities owed to counterparties and to meet initial margin requirements . These totals may differ from t he amounts presented in the preceding offsetting table because these totals may include collateral exchanged under an agreement that does not qualify as a master netting agreement or because the total amount of collateral held or pledged exceeds the net de rivative fair values with the counterparty as of the balance sheet date due to timing or other factors, such as initial margin. To the extent not netted against the derivative fair values under a master netting agreement, the receivable for cash pledged is included in Other assets and the obligation for cash held is included in Other liabilities on our Consolidated Balance Sheet. Securities held from counterparties are not recognized on our balance sheet. Likewise securities we have pledged to counterpar ties remain on our balance sheet. Certain derivative agreements contain various credit-risk related contingent provisions, such as those that require PNC’s debt to maintain a specified credit rating from one or more of the major credit rating agencies. If PNC’s debt ratings were to fall below such specified ratings, the counterparties to the derivative instruments could request immediate payment or demand immediate and ongoing full collateralization on derivative instruments in net liability positions. T he aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a net liability position on June 30, 2016 was $ 1.3 billion for whi ch PNC had posted collateral of $ 1.2 billion in the normal course of business. The maximum additional amount of collateral PNC would have been required to post if the credit-risk-related contingent features underlying these agreements had been triggered on June 30, 2016 would be $ .1 billion.

Earnings per Share

Earnings per Share	6 Months Ended
	Jun. 30, 2016
Earnings per Share
Earnings per Share	N OTE 10 E ARNINGS P ER S HARE Table 82: Basic and Diluted Earnings per Common Share Three months ended Six months ended June 30 June 30 In millions, except per share data 2016 2015 2016 2015 Basic Net income $ 989 $ 1,044 $ 1,932 $ 2,048 Less: Net income (loss) attributable to noncontrolling interests 23 4 42 5 Preferred stock dividends and discount accretion and redemptions 43 48 108 118 Net income attributable to common shares 923 992 1,782 1,925 Less: Dividends and undistributed earnings allocated to participating securities 6 12 2 Net income attributable to basic common shares $ 917 $ 992 $ 1,770 $ 1,923 Basic weighted-average common shares outstanding 497 517 499 519 Basic earnings per common share (a) $ 1.84 $ 1.92 $ 3.54 $ 3.71 Diluted Net income attributable to basic common shares $ 917 $ 992 $ 1,770 $ 1,923 Less: Impact of BlackRock earnings per share dilution 3 5 6 10 Net income attributable to diluted common shares $ 914 $ 987 $ 1,764 $ 1,913 Basic weighted-average common shares outstanding 497 517 499 519 Dilutive potential common shares 6 8 6 8 Diluted weighted-average common shares outstanding 503 525 505 527 Diluted earnings per common share (a) $ 1.82 $ 1.88 $ 3.49 $ 3.63 (a) Basic and diluted earnings per share under the two-class method are determined on net income reported on the income statement less earnings allocated to nonvested restricted shares and restricted share units with nonforfeitable dividends and dividend rights (participating securities).

Total Equity and Other Comprehe

Total Equity and Other Comprehensive Income	6 Months Ended
	Jun. 30, 2016
Other Comprehensive Income [Abstract]
Total Equity And Other Comprehensive Income Disclosure [Text Block]	Note 11 Total Equity And Other Comprehensive Income Activity in total eq uity for the first six months of 2015 and 2016 follows: Table 83: Rollforward of Total Equity Shareholders' Equity In millions Shares Outstanding Common Stock Common Stock Capital Surplus - Preferred Stock Capital Surplus - Common Stock and Other Retained Earnings Accumulated Other Comprehensive Income (Loss) Treasury Stock Non-controlling Interests Total Equity Balance at January 1, 2015 523 $ 2,705 $ 3,946 $ 12,627 $ 26,200 $ 503 $ (1,430) $ 1,523 $ 46,074 Net income 2,043 5 2,048 Other comprehensive income (loss), net of tax (124) (124) Cash dividends declared Common ($.99 per share) (516) (516) Preferred (115) (115) Preferred stock discount accretion 3 (3) Common stock activity 1 3 34 37 Treasury stock activity (8) (55) (832) (887) Preferred stock redemption - Series K (500) (500) Other 26 (131) (105) Balance at June 30, 2015 (a) 516 $ 2,708 $ 3,449 $ 12,632 $ 27,609 $ 379 $ (2,262) $ 1,397 $ 45,912 Balance at January 1, 2016 504 $ 2,708 $ 3,452 $ 12,745 $ 29,043 $ 130 $ (3,368) $ 1,270 $ 45,980 Net income 1,890 42 1,932 Other comprehensive income (loss), net of tax 606 606 Cash dividends declared Common ($1.02 per share) (516) (516) Preferred (105) (105) Preferred stock discount accretion 3 (3) Common stock activity (b) 1 10 11 Treasury stock activity (11) (13) (936) (949) Other (89) (171) (260) Balance at June 30, 2016 (a) 493 $ 2,709 $ 3,455 $ 12,653 $ 30,309 $ 736 $ (4,304) $ 1,141 $ 46,699 (a) The par value of our preferred stock outstanding was less than $.5 million at each date and, therefore, is excluded from this presentation. (b) Common stock activity totaled less than .5 million shares issued. Warrants We had 13.4 million warrants outstanding at both June 30, 2016 and December 31, 2015 . Each warrant entitles the holder to purchase one share of PNC common stock at an exercise price of $67.33 per share. In accordance with the terms of the warrants, the warrants are exercised on a non-cash net basis with the warrant holder receiving PNC co mmon shares determined based on the excess of the market price of PNC common stock on the exercise date over the exercise price of the warrant. The outstanding warrants will expire as of December 31, 2018, and are considered in the calculation of diluted e arnings per common share in Note 10 Earnings Per Share in this Report. Details of other comprehensive income (loss) are as follows: Table 84: Other Comprehensive Income Three Months Ended June 30 Six Months Ended June 30 In millions 2016 2015 2016 2015 Net unrealized gains (losses) on non-OTTI securities Increase in net unrealized gains (losses) on non-OTTI securities $ 286 $ (346) $ 805 $ (214) Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income 8 7 14 14 Less: Net gains (losses) realized on sales of securities reclassified to noninterest income 5 12 14 63 Net increase (decrease), pre-tax 273 (365) 777 (291) Effect of income taxes (100) 134 (285) 107 Net increase (decrease), after-tax 173 (231) 492 (184) Net unrealized gains (losses) on OTTI securities Increase in net unrealized gains (losses) on OTTI securities 17 3 (22) 5 Less: OTTI losses realized on securities reclassified to noninterest income (1) (1) (2) Net increase (decrease), pre-tax 17 4 (21) 7 Effect of income taxes (6) (2) 8 (3) Net increase (decrease), after-tax 11 2 (13) 4 Net unrealized gains (losses) on cash flow hedge derivatives Increase in net unrealized gains (losses) on cash flow hedge derivatives 126 (102) 391 196 Less: Net gains (losses) realized as a yield adjustment reclassified to loan interest income 56 64 116 128 Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income 8 8 13 12 Less: Net gains (losses) realized on sales of securities reclassified to noninterest income (1) (4) (1) (13) Net increase (decrease), pre-tax 63 (170) 263 69 Effect of income taxes (23) 63 (96) (25) Net increase (decrease), after-tax 40 (107) 167 44 Pension and other postretirement benefit plan adjustments Net pension and other postretirement benefit activity (7) (17) (5) 36 Amortization of actuarial loss (gain) reclassified to other noninterest expense 12 9 24 18 Amortization of prior service cost (credit) reclassified to other noninterest expense (2) (2) (4) (4) Net increase (decrease), pre-tax 3 (10) 15 50 Effect of income taxes (1) 4 (5) (18) Net increase (decrease), after-tax 2 (6) 10 32 Other PNC's portion of BlackRock's OCI 13 (9) (12) (34) Net investment hedge derivatives 80 (65) 109 (11) Foreign currency translation adjustments and other (a) (81) 65 (112) 9 Net increase (decrease), pre-tax 12 (9) (15) (36) Effect of income taxes (a) (34) 27 (35) 16 Net increase (decrease), after-tax (22) 18 (50) (20) Total other comprehensive income, pre-tax 368 (550) 1,019 (201) Total other comprehensive income, tax effect (164) 226 (413) 77 Total other comprehensive income, after-tax $ 204 $ (324) $ 606 $ (124) (a) The earnings of PNC's Luxembourg-UK lending business have been indefinitely reinvested; therefore, no U.S. deferred income tax has been recorded on the foreign currency translation of the investment. Table 85: Accumulated Other Comprehensive Income (Loss) Components In millions, after-tax Net unrealized gains (losses) on non-OTTI securities Net unrealized gains (losses) on OTTI securities Net unrealized gains (losses) on cash flow hedge derivatives Pension and other postretirement benefit plan adjustments Other Total Balance at March 31, 2015 $ 694 $ 76 $ 501 $ (482) $ (86) $ 703 Net activity (231) 2 (107) (6) 18 (324) Balance at June 30, 2015 $ 463 $ 78 $ 394 $ (488) $ (68) $ 379 Balance at March 31, 2016 $ 605 $ 42 $ 557 $ (546) $ (126) $ 532 Net activity 173 11 40 2 (22) 204 Balance at June 30, 2016 $ 778 $ 53 $ 597 $ (544) $ (148) $ 736 Balance at December 31, 2014 $ 647 $ 74 $ 350 $ (520) $ (48) $ 503 Net activity (184) 4 44 32 (20) (124) Balance at June 30, 2015 $ 463 $ 78 $ 394 $ (488) $ (68) $ 379 Balance at December 31, 2015 $ 286 $ 66 $ 430 $ (554) $ (98) $ 130 Net activity 492 (13) 167 10 (50) 606 Balance at June 30, 2016 $ 778 $ 53 $ 597 $ (544) $ (148) $ 736

Legal Proceedings

Legal Proceedings	6 Months Ended
	Jun. 30, 2016
Legal Proceedings [Abstract]
Legal Proceedings	N OTE 12 L egal P roceedings We establish accruals for legal proceedings, including litigation and regulatory and governmental investigations and inquiries, when information related to the loss contingencies represented by those matters indicates both that a loss is probable and that the amount of loss can be reasonably estimated. Any such accruals are adjusted thereafter as appropriate to reflect changed circumstances. When we are able to do so, we also determine estimates of possible losses or ra nges of possible losses, whether in excess of any related accrued liability or where there is no accrued liability, for disclosed legal proceedings (“Disclosed Matters,” which are those matters disclosed in this Note 12 as well as those matters disc losed in Note 20 Legal Proceedings in Part II, Item 8 of our 2015 Form 10-K and in Note 14 Legal Proceedings in Part I, Item 1 of our first quarter 2016 Form 10-Q (such prior disclosure collectively referred to as “Prior Disclosure”)). For Disclosed Matter s where we are able to estimate such possible losses or ranges of possible losses, as of June 30, 2016, we estimate that it is reasonably possible that we could incur losses in an aggregate amount of up to approximately $ 550 mil lion. The estimates included in this amount are based on our analysis of currently available information and are subject to significant judgment and a variety of assumptions and uncertainties. As new information is obtained we may change our estimates. Due to the inherent subjectivity of the assessments and unpredictability of outcomes of legal proceedings, any amounts accrued or included in this aggregate amount may not represent the ultimate loss to us from the legal proceedings in question. Thus, our exp osure and ultimate losses may be higher, and possibly significantly so, than the amounts accrued or this aggregate amount. In our experience, legal proceedings are inherently unpredictable. One or more of the following factors frequently contribute to thi s inherent unpredictability: the proceeding is in its early stages; the damages sought are unspecified, unsupported or uncertain; it is unclear whether a case brought as a class action will be allowed to proceed on that basis or, if permitted to proceed as a class action, how the class will be defined; the other party is seeking relief other than or in addition to compensatory damages (including, in the case of regulatory and governmental investigations and inquiries, the possibility of fines and penalties) ; the matter presents meaningful legal uncertainties, including novel issues of law; discovery has not started or is not complete; there are significant facts in dispute; we have not engaged in meaningful settlement discussions; the possible outcomes may n ot be amenable to the use of statistical or quantitative analytical tools; predicting possible outcomes depends on making assumptions about future decisions of courts or regulatory bodies or the behavior of other parties; and there are a large number of pa rties named as defendants (including where it is uncertain how damages or liability, if any, will be shared among multiple defendants). Generally, the less progress that has been made in the proceedings or the broader the range of potential results, the ha rder it is for us to estimate losses or ranges of losses that it is reasonably possible we could incur. As a result of these types of factors, we are unable, at this time, to estimate the losses that it is reasonably possible that we could incur or ranges of such losses with respect to some of the matters disclosed, and the aggregate estimated amount provided above does not include an estimate for every Disclosed Matter. Therefore, as the estimated aggregate amount disclosed above does not include all of t he Disclosed Matters, the amount disclosed above does not represent our maximum reasonably possible loss exposure for all of the Disclosed Matters. The estimated aggregate amount also does not reflect any of our exposure to matters not so disclosed, as dis cussed below under “Other.” We include in some of the descriptions of individual Disclosed Matters certain quantitative information related to the plaintiff’s claim against us as alleged in the plaintiff’s pleadings or other public filings or otherwise pu blicly available information. While information of this type may provide insight into the potential magnitude of a matter, it does not necessarily represent our estimate of reasonably possible loss or our judgment as to any currently appropriate accrual. Some of our exposure in Disclosed Matters may be offset by applicable insurance coverage. We do not consider the possible availability of insurance coverage in determining the amounts of any accruals (although we record the amount of related insurance reco veries that are deemed probable up to the amount of the accrual) or in determining any estimates of possible losses or ranges of possible losses. Interchange Litigation In June 2016, the U.S. Court of Appeals for the Second Circuit reached a decision on t he appeal of the approval of a settlement of the antitrust lawsuits pending against Visa ® , MasterCard ® , and several major financial institutions, including cases naming National City (since merged into PNC) and its subsidiary, National City Bank of Kentuck y (since merged into National City Bank which in turn was merged into PNC Bank, N.A.), that have been consolidated for pretrial proceedings in the U.S. District Court for the Eastern District of New York under the caption In re Payment Card Interchange Fee and Merchant-Discount Antitrust Litigation (Master File No. 1:05-md-1720-JG-JO). In its decision, the court of appeals reversed approval of the settlement and remanded for further proceedings. As a result, the class litigation is expected to resume in the district court. Lender Placed Insurance Litigation In February 2014, a class action lawsuit ( Montoya, et al. v. PNC Bank, N.A., et al. (Case No. 1:14-cv-20474-JEM)) was filed in the U.S. District Court for the Southern District of Florida against PNC Bank, American Security Insurance Company (ASIC), a provider of property and casualty insurance to PNC for certain residential mortgages, and its parent, Assurant, Inc. relating to the administration of PNC Bank’s program for placement of insur ance for borrowers who fail to obtain hazard insurance coverages required by the terms of their mortgages. In their complaint, the plaintiffs asserted breach of contract by PNC, breach of its duty of good faith and fair dealing, unjust enrichment, breach o f a fiduciary duty, and violations of Florida and New Jersey statutes pertaining to deceptive and unfair trade practices. They also asserted claims under the federal TILA and RICO statutes. The plaintiffs sought a nationwide class on all claims except the state law statutory claims, for which they sought to certify subclasses of Florida and New Jersey residents, respectively. The plaintiffs sought, among other things, damages (including treble damages), disgorgement of “unjust benefits,” injunctive relief, interest and attorneys’ fees. PNC filed a motion to dismiss the complaint in May 2014. In August 2014, the court granted in part and denied in part PNC’s motion to dismiss. Specifically, the court dismissed the breach of contract, Florida deceptive and unf air trade practices, and federal TILA and RICO claims, although it allowed the RICO claims to be re-pled. The remaining claims were state claims for breach of the covenant of good faith, unjust enrichment, the New Jersey Consumer Fraud Act, and breach of f iduciary duty. Thereafter, in September 2014, a third amended complaint was filed. In October 2014, PNC moved to partially dismiss the third amended complaint. The motion to dismiss sought dismissal of the re-pleaded RICO claims and a state law claim for b reach of the covenant of good faith and fair dealing and breach of fiduciary duty. At the same time, PNC also moved to strike nationwide class allegations with respect to the state law claims. Shortly thereafter, the plaintiffs stipulated to this relief, a s a result of which the plaintiffs’ state law claims were brought solely as statewide class action claims in the states in which the plaintiffs reside. In January 2015, the plaintiffs filed a motion for class certification. In March 2015, the court denied PNC’s motion to dismiss, except that it granted the motion as to the state law good faith and fair dealing claim. In May 2015, the parties reached an agreement to settle this case on a nationwide settlement class basis. In connection with the settlement agreement, the plaintiffs also filed a fourth amended complaint, which, among other things, added claims regarding wind and flood insurance. The settlement provided for certification of a class of borrowers who were charged by PNC under a hazard, flood, fl ood gap or wind only lender placed insurance policy for residential property during the period January 1, 2008 through the date of preliminary approval of the settlement. The court granted final approval of the settlement in April 2016. An appeal of this approval filed by an objector has been voluntarily dismissed, as a result of which the case has been concluded. The overall cost of the settlement has been reflected in our reserves and will not be material to PNC. O ther cases making similar allegations were previously dismissed, with plaintiffs in those cases being added as plaintiffs in this case. Other Regulatory and Governmental Inquiries PNC is the subject of investigations, audits and other forms of regulatory and governmental inquiry covering a broad range of issues in our banking, securities and other financial services businesses, in some cases as part of reviews of specified activities at multiple industry participants. Over the last few years, we have experienced an increase in reg ulatory and governmental investigations, audits and other inquiries. Areas of current regulatory or governmental inquiry with respect to PNC include consumer protection, fair lending, mortgage origination and servicing, mortgage and non mortgage -related in surance and reinsurance, municipal finance activities, conduct by broker-dealers, automobile lending practices, employment practices, and participation in government insurance or guarantee programs, some of which are described in Prior Disclosure. These in quiries, including those described in Prior Disclosure, may lead to administrative, civil or criminal proceedings, and possibly result in remedies including fines, penalties, restitution, or alterations in our business practices, and in additional expenses and collateral costs. Our practice is to cooperate fully with regulatory and governmental investigations, audits and other inquiries, including those described in Prior Disclosure. Other In addition to the proceedings or other matters described above and in Prior Disclosure, PNC and persons to whom we may have indemnification obligations, in the normal course of business, are subject to various other pending and threatened legal proceedings in which claims for monetary damages and other relief are asse rted. We do not anticipate, at the present time, that the ultimate aggregate liability, if any, arising out of such other legal proceedings will have a material adverse effect on our financial position. However, we cannot now determine whether or not any c laims asserted against us or others to whom we may have indemnification obligations, whether in the proceedings or other matters described above or otherwise, will have a material adverse effect on our results of operations in any future reporting period, which will depend on, among other things, the amount of the loss resulting from the claim and the amount of income otherwise reported for the reporting period.

Commitments and Guarantees

Commitments and Guarantees	6 Months Ended
	Jun. 30, 2016
Commitments and Guarantees [Abstract]
Commitments and Guarantees	Note 13 Commitments and Guarantees Commitments In the normal course of business, we have various commitments outstanding, certain of which are not included on our Consolidated Balance Sheet. The following table presents our outstanding commitments to extend credit along with significant other commitments as of June 30, 2016 and December 31, 2015 , respectively. Table 86: Commitments to Extend Credit and Other Commitments June 30 December 31 In millions 2016 2015 Commitments to extend credit Total commercial lending $ 102,120 $ 101,252 Home equity lines of credit 17,331 17,268 Credit card 21,298 19,937 Other 4,367 4,032 Total commitments to extend credit 145,116 142,489 Net outstanding standby letters of credit (a) 9,089 8,765 Reinsurance agreements (b) 1,917 2,010 Standby bond purchase agreements (c) 872 911 Other commitments (d) 965 966 Total commitments to extend credit and other commitments $ 157,959 $ 155,141 (a) Net outstanding standby letters of credit include $4.6 billion and $4.7 billion which support remarketing programs at June 30, 2016 and December 31, 2015, respectively. (b) Represents aggregate maximum exposure up to the specified limits of the reinsurance contracts, and reflects estimates based on availability of financial information from insurance carriers. As of June 30, 2016, the aggregate maximum exposure amount comprised $1.6 billion for accidental death & dismemberment contracts and $.3 billion for credit life, accident & health contracts. Comparable amounts at December 31, 2015 were $1.6 billion and $.4 billion, respectively. (c) We enter into standby bond purchase agreements to support municipal bond obligations. (d) Includes $.4 billion and $.5 billion related to investments in qualified affordable housing projects at June 30, 2016 and December 31, 2015, respectively. Commitments to Extend Credit Commitments to extend credit, or net unfunded loan commitments, represent arrangements to lend funds or provide liquidity subject to specified contractual conditions. These c ommitments generally have fixed expiration dates, may require payment of a fee, and contain termination clauses in the event the customer’s credit quality deteriorates. Based on our historical experience, some commitments expire unfunded, and therefore cas h requirements are substantially less than the total commitment. Net Outstanding Standby Letters of Credit We issue standby letters of credit and share in the risk of standby letters of credit issued by other financial institutions, in each case t o support obligations of our customers to third parties, such as insurance requirements and the facilitation of transactions involving capital markets pro duct execution. I nternal credit ratings related to our net outstanding standby letters of credit were as follows: Table 87: Internal Credit Ratings Related to Net Outstanding Standby Letters of Credit June 30 December 31 2016 2015 Internal credit ratings (as a percentage of portfolio): Pass (a) 92 % 93 % Below pass (b) 8 % 7 % (a) Indicates that expected risk of loss is currently low. (b) Indicates a higher degree of risk of default. If the customer fails to meet its financial or performance obligation to the third party under the terms of the contract or there is a need to support a remarketing program, then upon a draw by a beneficiary, subject to the terms of the letter of credit, we would be obligated to make payment to them. The standby letters of credit outstanding on June 30, 2016 had terms ranging from less than 1 year to 9 years. As of June 30, 2016 , assets of $ 1.1 billion secured certain specifically identified standby letters of credit. In addition, a portion of the remaining standby letters of credit issued on behalf of specific customers is also secured by collateral or guarantees that secure the custo mers’ other obligations to us. The carrying amount of the liability for our obligations related to standby letters of credit and participations in standby letters of credit was $ .2 billion at June 30, 2016 and is included in Ot her liabilities on our Consolidated Balance Sheet. Reinsurance Agreements We have a wholly-owned captive insurance subsidiary which provides reinsurance for accidental death & dismemberment, credit life, and accident & health , all o f which are in run-off. This subsidiary previously entered into these various types of reinsurance agreements with third-party insurers where the subsidiary assumed the risk of loss through quota share agreements up to 100% reinsurance. In quota share agr eements, the subsidiary and the third-party insurers share the responsibility for payment of all claims. Recourse and Repurchase Obligations As discussed in Note 2 Loan Sale and Servicing Activities and Variable Interest Entities, P NC has sold commercial mortgage, residential mortgage and home equity loans/lines of credit directly or indirectly through securitization and loan sale transactions in which we have continuing involvement. One form of continuing involvement includes certain recourse and loan repurchase obligations associated with the transferred assets. See Note 21 Commitments and Guarantees in our 2015 Form 10-K for details related to our Recourse and Repurchase Obligations. Resale and Repurchase Agreements We enter into repurchase and resale agreements where we transfer investment securities to/from a third party with the agreement to repurchase/resell those investment securities at a fut ure date for a specified price. These agreements are entered into primarily to provide short-term financing for securities inventory positions, acquire securities to cover short positions and accommodate customers’ investing and financing needs. Repurchase and resale agreements are treat ed as collateralized financing transactions for accounting purposes and are generally carried at the amounts at which the securities will be subsequently reacquired or resold, including accrued interest. Our policy is to take possession of securities purch ased under agreements to resell. We monitor the market value of securities to be repurchased and resold and additional collateral may be obtained where considered appropriate to protect against credit exposure. Repurchase and resale agreements are typica lly entered into with counterparties under industry standard master netting agreements which provide for the right to offset amounts owed to one another with respect to multiple repurchase and resale agreements under such master netting agreement (referred to as netting arrangements) and liquidate the purchased or borrowed securities in the event of counterparty default. In order for an arrangement to be eligible for netting under GAAP, we must obtain the requisite assurance that the offsetting rights inclu ded in the master netting agreement would be legally enforceable in the event of bankruptcy, insolvency, or a similar proceeding of such third party. Enforceability is evidenced by obtaining a legal opinion that supports, with sufficient confidence, the en forceability of the master netting agreement in bankruptcy. Table 88 shows the amounts owed under resale and repurchase agreements and the securities collateral associated with those agreements where a legal opinion supporting the enforceability of the offsetting rights has been obtained. We do not present resale and repurchase agreements entered into with the same counterparty under a legally enforceable master netting agreement on a net basis on our Consolidated Balance Sheet or within Table 88 . Refer to Note 9 Financial Derivatives for additional information related to offsetting of financial derivatives. Table 88: Resale and Repurchase Agreements Offsetting In millions Gross Resale / Repurchase Agreements Amounts Offset on the Consolidated Balance Sheet Net Resale / Repurchase Agreements (a) Securities Collateral Held / Pledged Under Master Netting Agreements (b) Net Amounts Resale Agreements June 30, 2016 $ 1,157 $ 1,157 $ 1,083 $ 74 (c) December 31, 2015 $ 1,082 $ 1,082 $ 1,008 $ 74 (c) Repurchase Agreements (d) June 30, 2016 $ 1,617 $ 1,617 $ 1,001 $ 616 (e) December 31, 2015 $ 1,767 $ 1,767 $ 1,014 $ 753 (e) (a) Resale agreements are included on the Consolidated Balance Sheet in Federal funds sold and resale agreements. Repurchase agreements are included on the Consolidated Balance Sheet in Federal funds purchased and repurchase agreements. (b) Represents the fair value of securities collateral purchased or sold, up to the amount owed under the agreement, for agreements supported by a legally enforceable master netting agreement. (c) Represents certain long term resale agreements which are fully collateralized but do not have the benefits of a netting opinion and, therefore, might be subject to a stay in insolvency proceedings and therefore are not eligible under ASC 210-20 for netting. (d) Repurchase agreements have remaining contractual maturities that are classified as overnight or continuous. As of June 30, 2016 and December 31, 2015, the collateral pledged under these agreements consisted primarily of residential mortgage-backed agency securities. (e) Represents overnight repurchase agreements entered into with municipalities, pension plans, and certain trusts and insurance companies which are fully collateralized but do not have the benefits of a netting opinion and, therefore, might be subject to a stay in insolvency proceedings and therefore are not eligible under ASC 210-20 for netting. There were no long term repurchase agreements as of June 30, 2016 and December 31, 2015.

Segment Reporting

Segment Reporting	6 Months Ended
	Jun. 30, 2016
Segment Reporting [Abstract]
Segment Reporting	Note 14 Segment Reporting We have six reportable business segments: Retail Banking Corporate & Institutional Banking Asset Management Group Residential Mortgage Banking BlackRock Non-Strategic Assets Portfolio Results of individual businesses are presented based on our internal management reporting practices. There is no comprehensive, authoritative body of guidance for management accounting equivalent to GAAP; therefore, the financial results of our individual businesses are not necessarily comparable with similar information for any other company. We periodically refine our internal methodologies as management reporting practices are enhanced. To the extent significant and practicable, retrospective application of new methodologies is made to prior period reportable business segment results and disclosures to create comparability with the current period. Financial results are presented, to the extent practicable, as if each business operated on a stand-alone ba sis. Additionally, we have aggregated the results for corporate support functions within “Other” for financial reporting purposes. Net interest income in business segment results reflects PNC’s internal funds transfer pricing methodology. Assets receive a funding charge and liabilities and capital receive a funding credit based on a transfer pricing methodology that incorporates product repricing characteri stics, tenor and other factors. A portion of capital is intended to cover unexpected losses and is a ssigned to our business segments using our risk-based economic capital model, including consideration of the goodwill at those business segments, as well as the diversification of risk among the business segments, ultimately reflecting PNC’s portfolio risk adjusted capital allocation. We have allocated the allowances for loan and lease losses and for unfunded loan commitments and letters of credit based on the loan exposures within each business segment’s portfolio. Key reserve assumptions and estimation p rocesses react to and are influenced by observed changes in loan portfolio performance experience, the financial strength of the borrower, and economic conditions. Key reserve assumptions are periodically updated. Our allocation of the costs incurred by operations and other shared support areas not directly aligned with the businesses is primarily based on the use of services. Total business segment financial results differ from total consolidated net income. The impact of these differences is reflected in the “Other” category in the business segment tables. “Other” includes residual activities that do not meet the criteria for disclosure as a separate reportable business, such as gains or losses related to BlackRock transactions, integration costs, asset and liability management activities including net securities gains or losses, other-than-temporary impairment of investment se curities and certain trading activities, exited businesses, private equity investments, intercompany eliminations, most corporate overhead, tax adjustments that are not allocated to business segments, and differences between business segment performance re porting and financial statement reporting (GAAP), including the presentation of net income attributable to noncontrolling interests as the segments’ results exclude their portion of net income attributable to noncontrolling interests. Assets, revenue and e arnings attributable to foreign activities were not material in the periods presented for comparative purposes. Business Segment Products and Services Retail Banking provides deposit, lending, b rokerage, investment management and cash management servi ces to consumer and small business customers within our primary geographic markets. Our customers are serviced through our branch network, ATMs, call centers, online banking and mobile channels. The branch network is located primarily in Pennsylvania, Ohio , New Jersey, Michigan, Illinois, Maryland, Indiana, Florida, North Carolina , Kentucky, Washington, D.C., Delaware, Virginia, Alabama, Georgia, Missouri, Wisconsin and South Carolina . Corporate & Institutional Banking provides lending, treasury management , and capital markets-related products and services to mid-sized and large corporations, government and not-for-profit entities. Lending products include secured and unsecured loans, letters of credit and equipment leases. Treasury management services incl ude cash and investment management, receivables management, disbursement services, funds transfer services, information reporting and global trade services. Capital markets-related products and services include foreign exchange, derivatives, securities, lo an syndications , mergers and acquisitions advisory and equity capital markets advisory related services . We also provide commercial loan servicing and technology solutions for the commercial real estate finance industry. P roducts and services a re generally provided within our primary geographic markets, with certain products and services offered nationally and internationally. Asset Management Group includes personal wealth management for high net worth and ultra high net worth clients and institutional asset management. Wealth management products and services include investment and retirement planning, customized investment management, private banking, tailored credit solutions, and trust management and administration for individuals and their families. Our Hawthorn unit provides multi-generational family planning including wealth strategy, investment management, private banking, tax and estate planning guidance, performance reporting and personal administration servic es to ultra high net worth families. Institutional asset management provides investment management, custody administration and retirement administration services. The business also offers PNC proprietary mutual funds. Institutional clients include corporat ions, unions, municipalities, non-profits, foundations and endowments, primarily located in our geographic footprint. Residential Mortgage Banking directly originates first lien residential mortgage loans on a nationwide basis with a significant presence within the retail banking footprint. Mortgage loans represent loans collateralized by one-to-four family residential real estate. These loans are typically underwritten to government agency and/or third-party standards, and either sold, servicing retained, or held on PNC’s balance sheet. Loan sales are primarily to secondary mortgage conduits of FNMA, FHLMC, Federal Home Loan Banks and third-party investors, or are securitized and issued under the GNMA program. The mortgage servicing operation performs all functions related to servicing mortgage loans, primarily those in first lien position, for various investors and for loans owned by PNC. BlackRock is a leading publicly traded investment management firm providing a broad range of investment and risk manag ement services to institutional and retail clients worldwide. Using a diverse platform of active and index investment strategies across asset classes, BlackRock develops investment outcomes and asset allocation solutions for clients. Product offerings incl ude single- and multi-asset class portfolios investing in equities, fixed income, alternatives and money market instruments. BlackRock also offers an investment and risk management technology platform, risk analytics and advisory services and solutions to a broad base of institutional investors. We hold an equity investment in BlackRock, which provides us with an additional source of noninterest income and increases our overall revenue diversification. BlackRock is a publicly traded company, and additiona l information regarding its business is available in its filings with the Securities and Exchange Commission (SEC). At June 30, 2016 , our economic interest in BlackRock was 22% . PNC received cash dividends from BlackRock of $ 165 million and $ 160 million during the first six months of 2016 and 2015 , respectively. Non-Strategic Assets Portfolio includes a consumer portfolio of mainly residential mortgage and brokered home equity loans and lines of credit and a small commercial lending portfolio. We obta ined a significant portion of these non-strategic assets through acquisitions of other companies. Table 89: Results Of Businesses Corporate & Asset Residential Non-Strategic Three months ended June 30 Retail Institutional Management Mortgage Assets In millions Banking Banking Group Banking BlackRock Portfolio Other Consolidated (a) 2016 Income Statement Net interest income $ 1,117 $ 822 $ 76 $ 28 $ 73 $ (48) $ 2,068 Noninterest income 564 533 213 182 $ 170 5 59 1,726 Total revenue 1,681 1,355 289 210 170 78 11 3,794 Provision for credit losses 29 69 6 1 13 9 127 Depreciation and amortization 41 37 12 3 122 215 Other noninterest expense 1,127 512 194 133 20 159 2,145 Income (loss) before income taxes and noncontrolling interests 484 737 77 73 170 45 (279) 1,307 Income taxes (benefit) 177 247 29 27 36 16 (214) 318 Net income (loss) $ 307 $ 490 $ 48 $ 46 $ 134 $ 29 $ (65) $ 989 Average Assets (b) $ 71,544 $ 138,305 $ 7,756 $ 5,768 $ 6,919 $ 5,539 $ 123,159 $ 358,990 2015 Income Statement Net interest income $ 1,045 $ 837 $ 71 $ 30 $ 100 $ (31) $ 2,052 Noninterest income 590 492 243 176 $ 175 9 129 1,814 Total revenue 1,635 1,329 314 206 175 109 98 3,866 Provision for credit losses (benefit) 45 20 1 (2) (5) (13) 46 Depreciation and amortization 42 37 12 4 106 201 Other noninterest expense 1,168 510 203 174 26 84 2,165 Income (loss) before income taxes and noncontrolling interests 380 762 98 30 175 88 (79) 1,454 Income taxes (benefit) 139 254 36 11 40 32 (102) 410 Net income $ 241 $ 508 $ 62 $ 19 $ 135 $ 56 $ 23 $ 1,044 Average Assets (b) $ 73,369 $ 132,239 $ 8,005 $ 7,136 $ 6,760 $ 6,914 $ 118,217 $ 352,640 Corporate & Asset Residential Non-Strategic Six months ended June 30 Retail Institutional Management Mortgage Assets In millions Banking Banking Group Banking BlackRock Portfolio Other Consolidated (a) 2016 Income Statement Net interest income $ 2,230 $ 1,660 $ 153 $ 53 $ 148 $ (78) $ 4,166 Noninterest income 1,101 967 416 287 $ 311 27 184 3,293 Total revenue 3,331 2,627 569 340 311 175 106 7,459 Provision for credit losses (benefit) 106 176 3 6 (12) 279 Depreciation and amortization 81 72 23 6 235 417 Other noninterest expense 2,237 998 389 282 41 277 4,224 Income (loss) before income taxes and noncontrolling interests 907 1,381 154 52 311 128 (394) 2,539 Income taxes (benefit) 332 460 57 19 65 47 (373) 607 Net income (loss) $ 575 $ 921 $ 97 $ 33 $ 246 $ 81 $ (21) $ 1,932 Average Assets (b) $ 71,880 $ 136,913 $ 7,822 $ 6,037 $ 6,919 $ 5,677 $ 122,203 $ 357,451 2015 Income Statement Net interest income $ 2,082 $ 1,660 $ 144 $ 60 $ 212 $ (34) $ 4,124 Noninterest income 1,078 921 451 353 $ 351 18 301 3,473 Total revenue 3,160 2,581 595 413 351 230 267 7,597 Provision for credit losses (benefit) 94 37 13 (36) (8) 100 Depreciation and amortization 85 73 23 7 206 394 Other noninterest expense 2,283 988 402 332 50 266 4,321 Income (loss) before income taxes and noncontrolling interests 698 1,483 157 74 351 216 (197) 2,782 Income taxes (benefit) 255 493 58 27 82 79 (260) 734 Net income $ 443 $ 990 $ 99 $ 47 $ 269 $ 137 $ 63 $ 2,048 Average Assets (b) $ 73,691 $ 131,711 $ 7,974 $ 7,190 $ 6,760 $ 7,094 $ 115,941 $ 350,361 (a) There were no material intersegment revenues for the three and six months ended June 30, 2016 and 2015. (b) Period-end balances for BlackRock.

Subsequent Events

Subsequent Events	6 Months Ended
	Jun. 30, 2016
Subsequent Events [Abstract]
Subsequent Events [Text Block]	N ote 15 S ubsequent E vents On July 18, 2016, we announced the r edemption on August 22, 2016 of all of the ou tstanding Senior Notes due September 19, 2016 issued by PNC Funding Corp in the amount of $1 .25 billion. The securities ha ve a distribution rate of 2.70% . The redemption price will be equal to $1,000 per $1,000 in principal amount, plus any accrued and unpaid distributions to the redemption date. On July 29, 2016, PNC Bank issued $1.0 billion of senior notes with a maturity date of July 29, 2019. Interest is payable semi-annually at a fixed rate of 1.450%, beginning on January 29, 2017.

Accounting Policies - 10-Q (Pol

Accounting Policies - 10-Q (Policies)	6 Months Ended
	Jun. 30, 2016
Accounting Policies [Abstract]
Business and Basis of Financial Statement Presentation	Notes To Consolidated Financial Statements The PNC Financial Services Group, Inc. B usiness The PNC Financial Services Group, Inc. (PNC) is one of the largest diversified financial services companies in the United States and is headquartered in Pittsburgh, Pennsylvania. We have businesses engaged in retail banking, corporate and institutional banking, asset management and residential mortgage banking, providing many of our products and services nationally, as well as other products and services in our primary geographic markets located in Pennsylvania, Ohio, New Jersey, Michigan, Illinois, Maryland, Indiana, Florida, North Carolina, Kentucky, Washington, D.C., Delaware, Virginia, Alabama, Georgia, Missouri, Wisconsin and South Carolina. We also p rovide certain products and services internationally. N ote 1 A ccounting P olicies Basis o f Financial Statement Presentation Our consolidated financial statements include the accounts of the parent company and its subsidiaries, most of which are wholly-owned, certain partnership interests , and variable interest entities. We prepared these consolidated financial statements in accordance with accounting principles generally accepted in the United States of America (GAAP). We have eliminated interc ompany accounts and transactions. We have also reclassified certain prior year amounts to conform to the 2016 presentation, which did not have a material impact on our consolidated financial condition or results of operations. Additionally, we eval uate the materiality of identified errors in the financial statements using both an income statement and a balance sheet approach, based on relevant quantitative and qualitative factors. The consolidated financial statements include certain adjustments to correct immaterial errors related to previously reported periods. In our opinion, the unaudited interim consolidated financial statements reflect all normal, recurring adjustments needed to present fairly our results for the interim periods. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full ye ar or any other interim period. We have also considered the impact of subsequent events on these consolidated financial statements. When preparing these unaudited interim consolidated financial statements, we have assumed that you have read the audited consolidated financial statements included in our 2015 Annual Report on Form 10-K . Reference is made to Note 1 Accounting Policies in the 2015 Form 10-K for a detailed description of significa nt accounting policies. There have been no significant changes to our accounting policies as disclosed in the 2015 Annual Report on Form 10-K. These interim consolidated financial statements serve to update the 2015 Form 10-K and may not include al l information and notes necessary to constitute a complete set of financial statements.
Use of Estimates	Use of Estimates We prepared these consolidated financial statements using financial information available at the time of preparation , which requires us to make estimates and assumptions that affect the amounts reported. Our most significant estimates pertain to our fair value measurements, allowances for loan and lease losses and unfunded loan commitments and letters of credit, and acc retion on purchased impaired loans. Actual results may differ from the estimates and the differences may be material to the consolidated financial statements.
Recently Adopted Accounting Standards	Recently Adopted Accounting Standards We did not adopt new accounting standards that had a sign ificant impact during the second quarter of 2016 .

Loan Sale and Servicing Activ23

Loan Sale and Servicing Activities and Variable Interest Entities (Tables)	6 Months Ended
	Jun. 30, 2016
Loan Sale and Servicing Activities and Variable Interest Entities [Abstract]
Cash Flows Associated with Loan Sale and Servicing Activities	Table 42: Cash Flows Associated with Loan Sale and Servicing Activities Residential Commercial Home Equity In millions Mortgages Mortgages (a) Loans/Lines (b) CASH FLOWS - Three months ended June 30, 2016 Sales of loans (c) $ 1,408 $ 804 Repurchases of previously transferred loans (d) $ 103 Servicing fees (e) $ 93 $ 32 $ 3 Servicing advances recovered/(funded), net $ 48 $ (24) $ (4) Cash flows on mortgage-backed securities held (f) $ 417 $ 92 CASH FLOWS - Three months ended June 30, 2015 Sales of loans (c) $ 2,015 $ 1,159 Repurchases of previously transferred loans (d) $ 134 Servicing fees (e) $ 82 $ 36 $ 4 Servicing advances recovered/(funded), net $ 47 $ 21 $ 1 Cash flows on mortgage-backed securities held (f) $ 429 $ 54 CASH FLOWS - Six months ended June 30, 2016 Sales of loans (c) $ 2,846 $ 1,454 Repurchases of previously transferred loans (d) $ 263 Servicing fees (e) $ 186 $ 62 $ 6 Servicing advances recovered/(funded), net $ 76 $ 7 $ 20 Cash flows on mortgage-backed securities held (f) $ 769 $ 197 CASH FLOWS - Six months ended June 30, 2015 Sales of loans (c) $ 3,955 $ 2,179 Repurchases of previously transferred loans (d) $ 303 $ 2 Servicing fees (e) $ 165 $ 68 $ 8 Servicing advances recovered/(funded), net $ 38 $ 28 $ 25 Cash flows on mortgage-backed securities held (f) $ 669 $ 114 (a) Represents cash flow information associated with both commercial mortgage loan transfer and servicing activities. (b) These activities were part of an acquired brokered home equity lending business in which PNC is no longer engaged. (c) Gains/losses recognized on sales of loans were insignificant for the periods presented. (d) Includes residential mortgage government insured or guaranteed loans eligible for repurchase through the exercise of our Removal of Account Provision (ROAP) option, and loans repurchased due to alleged breaches of origination covenants or representations and warranties made to purchasers. Includes home equity lines of credit repurchased at the end of their draw periods due to contractual requirements. (e) Includes contractually specified servicing fees, late charges and ancillary fees. (f) Represents cash flows on securities we hold issued by a securitization SPE in which PNC transferred to and/or services loans. The carrying values of such securities held were $6.4 billion in residential mortgage-backed securities and $1.1 billion in commercial mortgage-backed securities at June 30, 2016 and $5.6 billion in residential mortgage-backed securities and $1.2 billion in commercial mortgage-backed securities at June 30, 2015. Additionally, at December 31, 2015, the carrying values of such securities held were $6.6 billion in residential mortgage-backed securities and $1.3 billion in commercial mortgage-backed securities.
Principal Balance, Delinquent Loans (Loans 90 Days or More Past Due), and Net Charge-Offs Related to Serviced Loans	Table 43: Principal Balance, Delinquent Loans, and Net Charge-offs Related to Serviced Loans For Others Residential Commercial Home Equity In millions Mortgages Mortgages (a) Loans/Lines (b) June 30, 2016 Total principal balance $ 69,268 $ 49,625 $ 2,533 Delinquent loans (c) $ 1,555 $ 1,035 $ 893 December 31, 2015 Total principal balance $ 72,898 $ 53,789 $ 2,806 Delinquent loans (c) $ 1,923 $ 1,057 $ 904 Three months ended June 30, 2016 Net charge-offs (d) $ 28 $ 157 $ 9 Three months ended June 30, 2015 Net charge-offs (d) $ 37 $ 148 $ 8 Six months ended June 30, 2016 Net charge-offs (d) $ 54 $ 1,069 $ 16 Six months ended June 30, 2015 Net charge-offs (d) $ 69 $ 255 $ 15 (a) Represents information at the securitization level in which PNC has sold loans and is the servicer for the securitization. (b) These activities were part of an acquired brokered home equity lending business in which PNC is no longer engaged. (c) Serviced delinquent loans are 90 days or more past due or are in process of foreclosure. (d) Net charge-offs for Residential mortgages and Home equity loans/lines represent credit losses less recoveries distributed and as reported to investors during the period. Net charge-offs for Commercial mortgages represent credit losses less recoveries distributed and as reported by the trustee for commercial mortgage backed securitizations. Realized losses for Agency securitizations are not reflected as we do not manage the underlying real estate upon foreclosure and, as such, do not have access to loss information.
Consolidated VIEs - Carrying Value	Table 44: Consolidated VIEs – Carrying Value (a) June 30, 2016 (b) In millions Total Assets Equity investments $ 220 Other assets 47 Total assets $ 267 Total liabilities $ 11 Noncontrolling interests $ 123 December 31, 2015 In millions Total Assets Cash and due from banks $ 11 Interest-earning deposits with banks 4 Loans 1,341 Allowance for loan and lease losses (48) Equity investments 183 Other assets 402 Total assets $ 1,893 Liabilities Other borrowed funds $ 148 Accrued expenses 44 Other liabilities 202 Total liabilities $ 394 Noncontrolling interests $ 99 (a) Amounts represent carrying value on PNC’s Consolidated Balance Sheet. (b) Amounts for June 30, 2016 reflect the first quarter 2016 adoption of ASU 2015-02.
Non-Consolidated VIEs	Table 45: Non-Consolidated VIEs PNC Risk of Loss (a) Carrying Value of Assets Owned by PNC Carrying Value of Liabilities Owned by PNC In millions June 30, 2016 (b) Commercial Mortgage-Backed Securitizations (c) $ 1,284 $ 1,284 (d) Residential Mortgage-Backed Securitizations (c) 6,406 6,406 (d) $ 1 (f) Tax Credit Investments and Other 3,042 2,963 (e) 771 (g) Total $ 10,732 $ 10,653 $ 772 December 31, 2015 Commercial Mortgage-Backed Securitizations (c) $ 1,498 $ 1,498 (d) $ 1 (f) Residential Mortgage-Backed Securitizations (c) 6,680 6,680 (d) 1 (f) Tax Credit Investments and Other 2,551 2,622 (e) 836 (g) Total $ 10,729 $ 10,800 $ 838 (a) This represents loans, investments and other assets related to non-consolidated VIEs, net of collateral (if applicable). (b) Amounts for June 30, 2016 reflect the first quarter 2016 adoption of ASU 2015-02. (c) Amounts reflect involvement with securitization SPEs where PNC transferred to and/or services loans for an SPE and we hold securities issued by that SPE. Values disclosed in the PNC Risk of Loss column represent our maximum exposure to loss for those securities’ holdings. (d) Included in Trading securities, Investment securities, Other intangible assets and Other assets on our Consolidated Balance Sheet. (e) Included in Loans, Equity investments and Other assets on our Consolidated Balance Sheet. (f) Included in Other liabilities on our Consolidated Balance Sheet. (g) Included in Deposits and Other liabilities on our Consolidated Balance Sheet.

Asset Quality (Tables)

Asset Quality (Tables)	6 Months Ended
	Jun. 30, 2016
Asset Quality [Abstract]
Analysis of Loan Portfolio	Table 46: Analysis of Loan Portfolio (a) Accruing Current or Less 30-59 60-89 90 Days Total Fair Value Option Purchased Total Than 30 Days Days Days Or More Past Nonperforming Nonaccrual Impaired Loans Dollars in millions Past Due Past Due Past Due Past Due Due (b) Loans Loans (c) Loans (d) (e) June 30, 2016 Commercial Lending Commercial $ 99,797 $ 61 $ 34 $ 38 $ 133 $ 606 $ 26 $ 100,562 Commercial real estate 28,569 5 11 16 143 112 28,840 Equipment lease financing 7,596 1 4 5 19 7,620 Total commercial lending 135,962 67 49 38 154 768 138 137,022 Consumer Lending Home equity 28,604 63 27 90 926 1,263 30,883 Residential real estate (f) 11,554 128 65 489 682 513 $ 215 1,835 14,799 Credit card 4,820 25 17 30 72 4 4,896 Other consumer (g) 20,940 181 85 197 463 53 21,456 Total consumer lending 65,918 397 194 716 1,307 1,496 215 3,098 72,034 Total $ 201,880 $ 464 $ 243 $ 754 $ 1,461 $ 2,264 $ 215 $ 3,236 $ 209,056 Percentage of total loans 96.57 % .22 % .12 % .36 % .70 % 1.08 % .10 % 1.55 % 100.00 % December 31, 2015 Commercial Lending Commercial $ 98,075 $ 69 $ 32 $ 45 $ 146 $ 351 $ 36 $ 98,608 Commercial real estate 27,134 10 4 14 187 133 27,468 Equipment lease financing 7,440 19 2 21 7 7,468 Total commercial lending 132,649 98 38 45 181 545 169 133,544 Consumer Lending Home equity 29,656 63 30 93 977 1,407 32,133 Residential real estate (f) 10,918 142 65 566 773 549 $ 225 1,946 14,411 Credit card 4,779 28 19 33 80 3 4,862 Other consumer (g) 21,181 180 96 237 513 52 21,746 Total consumer lending 66,534 413 210 836 1,459 1,581 225 3,353 73,152 Total $ 199,183 $ 511 $ 248 $ 881 $ 1,640 $ 2,126 $ 225 $ 3,522 $ 206,696 Percentage of total loans 96.36 % .25 % .12 % .43 % .80 % 1.03 % .11 % 1.70 % 100.00 % (a) Amounts in table represent recorded investment and exclude loans held for sale. Recorded investment in a loan includes the unpaid principal balance plus accrued interest and net accounting adjustments, less any charge-offs. Recorded investment does not include any associated valuation allowance. (b) Past due loan amounts exclude purchased impaired loans, even if contractually past due (or if we do not expect to receive payment in full based on the original contractual terms), as we are currently accreting interest income over the expected life of the loans. (c) Consumer loans accounted for under the fair value option for which we do not expect to collect substantially all principal and interest are subject to nonaccrual accounting and classification upon meeting any of our nonaccrual policies. Given that these loans are not accounted for at amortized cost, these loans have been excluded from the nonperforming loan population. (d) Net of unearned income, net deferred loan fees, unamortized discounts and premiums, and purchase discounts and premiums totaling $1.4 billion at both June 30, 2016 and December 31, 2015. (e) Future accretable yield related to purchased impaired loans is not included in the analysis of loan portfolio. (f) Past due loan amounts at June 30, 2016 include government insured or guaranteed Residential real estate mortgages totaling $57 million for 30 to 59 days past due, $47 million for 60 to 89 days past due and $466 million for 90 days or more past due. Past due loan amounts at December 31, 2015 include government insured or guaranteed Residential real estate mortgages totaling $56 million for 30 to 59 days past due, $45 million for 60 to 89 days past due and $545 million for 90 days or more past due. (g) Past due loan amounts at June 30, 2016 include government insured or guaranteed Other consumer loans totaling $110 million for 30 to 59 days past due, $64 million for 60 to 89 days past due and $184 million for 90 days or more past due. Past due loan amounts at December 31, 2015 include government insured or guaranteed Other consumer loans totaling $116 million for 30 to 59 days past due, $75 million for 60 to 89 days past due and $220 million for 90 days or more past due.
Nonperforming Assets	Table 47: Nonperforming Assets June 30 December 31 Dollars in millions 2016 2015 Nonperforming loans Total commercial lending $ 768 $ 545 Total consumer lending (a) 1,496 1,581 Total nonperforming loans (b) (c) 2,264 2,126 OREO and foreclosed assets Other real estate owned (OREO) 239 279 Foreclosed and other assets 12 20 Total OREO and foreclosed assets 251 299 Total nonperforming assets $ 2,515 $ 2,425 Nonperforming loans to total loans 1.08 % 1.03 % Nonperforming assets to total loans, OREO and foreclosed assets 1.20 % 1.17 % Nonperforming assets to total assets .70 % .68 % (a) Excludes most consumer loans and lines of credit, not secured by residential real estate, which are charged off after 120 to 180 days past due and are not placed on nonperforming status. (b) Nonperforming loans exclude certain government insured or guaranteed loans, loans held for sale, loans accounted for under the fair value option and purchased impaired loans. (c) The recorded investment of loans collateralized by residential real estate property that are in process of foreclosure was $.4 billion and $.6 billion at June 30, 2016 and December 31, 2015, both included $.3 billion of loans that are government insured/guaranteed.
Commercial Lending Asset Quality Indicators	Table 48: Commercial Lending Asset Quality Indicators (a)(b) Criticized Commercial Loans Pass Special Total In millions Rated Mention (c) Substandard (d) Doubtful (e) Loans June 30, 2016 Commercial $ 94,962 $ 2,174 $ 3,237 $ 163 $ 100,536 Commercial real estate 28,251 68 398 11 28,728 Equipment lease financing 7,336 56 219 9 7,620 Purchased impaired loans 35 1 91 11 138 Total commercial lending $ 130,584 $ 2,299 $ 3,945 $ 194 $ 137,022 December 31, 2015 Commercial $ 93,364 $ 2,029 $ 3,089 $ 90 $ 98,572 Commercial real estate 26,729 120 481 5 27,335 Equipment lease financing 7,230 87 150 1 7,468 Purchased impaired loans 6 157 6 169 Total commercial lending $ 127,323 $ 2,242 $ 3,877 $ 102 $ 133,544 (a) Based upon PDs and LGDs. We apply a split rating classification to certain loans meeting threshold criteria. By assigning a split classification, a loan's exposure amount may be split into more than one classification category in the above table. (b) Loans are included above based on the Regulatory Classification definitions of "Pass", "Special Mention", "Substandard" and "Doubtful". (c) Special Mention rated loans have a potential weakness that deserves management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration of repayment prospects at some future date. These loans do not expose us to sufficient risk to warrant a more adverse classification at this time. (d) Substandard rated loans have a well-defined weakness or weaknesses that jeopardize the collection or liquidation of debt. They are characterized by the distinct possibility that we will sustain some loss if the deficiencies are not corrected. (e) Doubtful rated loans possess all the inherent weaknesses of a Substandard loan with the additional characteristics that the weakness makes collection or liquidation in full improbable due to existing facts, conditions, and values.
Home Equity and Residential Real Estate Balances	Table 49: Home Equity and Residential Real Estate Balances June 30 December 31 In millions 2016 2015 Home equity and residential real estate loans - excluding purchased impaired loans (a) $ 41,750 $ 42,268 Home equity and residential real estate loans - purchased impaired loans (b) 3,379 3,684 Government insured or guaranteed residential real estate mortgages (a) 834 923 Difference between outstanding balance and recorded investment in purchased impaired loans (281) (331) Total home equity and residential real estate loans (a) $ 45,682 $ 46,544 (a) Represents recorded investment. (b) Represents outstanding balance.
Home Equity and Residential Real Estate Asset Quality Indicators	Table 50: Home Equity and Residential Real Estate Asset Quality Indicators – Excluding Purchased Impaired Loans (a) (b) Home Equity Residential Real Estate June 30, 2016 - in millions 1st Liens 2nd Liens Total Current estimated LTV ratios (c) Greater than or equal to 125% and updated FICO scores: Greater than 660 $ 213 $ 815 $ 227 $ 1,255 Less than or equal to 660 (d) (e) 35 148 51 234 Missing FICO 1 6 9 16 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 553 1,541 444 2,538 Less than or equal to 660 (d) (e) 78 260 105 443 Missing FICO 3 3 12 18 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 626 1,357 561 2,544 Less than or equal to 660 81 203 82 366 Missing FICO 1 2 16 19 Less than 90% and updated FICO scores: Greater than 660 13,928 7,631 9,734 31,293 Less than or equal to 660 1,257 842 600 2,699 Missing FICO 24 12 287 323 Missing LTV and updated FICO scores: Greater than 660 2 2 Total home equity and residential real estate loans $ 16,800 $ 12,820 $ 12,130 $ 41,750 Home Equity Residential Real Estate December 31, 2015 - in millions 1st Liens 2nd Liens Total Current estimated LTV ratios (c) Greater than or equal to 125% and updated FICO scores: Greater than 660 $ 283 $ 960 $ 284 $ 1,527 Less than or equal to 660 (d) (e) 40 189 68 297 Missing FICO 1 8 5 14 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 646 1,733 564 2,943 Less than or equal to 660 (d) (e) 92 302 102 496 Missing FICO 3 4 8 15 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 698 1,492 615 2,805 Less than or equal to 660 88 226 94 408 Missing FICO 1 3 10 14 Less than 90% and updated FICO scores: Greater than 660 13,895 7,808 9,117 30,820 Less than or equal to 660 1,282 923 570 2,775 Missing FICO 31 18 105 154 Total home equity and residential real estate loans $ 17,060 $ 13,666 $ 11,542 $ 42,268 (a) Excludes purchased impaired loans of approximately $3.1 billion and $3.4 billion in recorded investment, certain government insured or guaranteed residential real estate mortgages of approximately $.8 billion and $.9 billion, and loans held for sale at June 30, 2016 and December 31, 2015, respectively. See the Home Equity and Residential Real Estate Asset Quality Indicators - Purchased Impaired Loans table below for additional information on purchased impaired loans. (b) Amounts shown represent recorded investment. (c) Based upon updated LTV (inclusive of combined loan-to-value (CLTV) for first and subordinate lien positions). Updated LTV is estimated using modeled property values. These ratios are updated at least semi-annually. The related estimates and inputs are based upon an approach that uses a combination of third-party automated valuation models (AVMs), broker price opinions (BPOs), HPI indices, property location, internal and external balance information, origination data and management assumptions. We generally utilize origination lien balances provided by a third-party, where applicable, which do not include an amortization assumption when calculating updated LTV. Accordingly, the results of these calculations do not represent actual appraised loan level collateral or updated LTV based upon lien balances held by others, and as such, are necessarily imprecise and subject to change as we enhance our methodology. (d) Higher risk loans are defined as loans with both an updated FICO score of less than or equal to 660 and an updated LTV greater than or equal to 100%. (e) The following states had the highest percentage of higher risk loans at June 30, 2016: New Jersey 16%, Pennsylvania 12%, Illinois 11%, Ohio 11%, Florida 7%, Maryland 7% and Michigan 4%. The remainder of the states had lower than 4% of the higher risk loans individually, and collectively they represent approximately 32% of the higher risk loans. The following states had the highest percentage of higher risk loans at December 31, 2015: New Jersey 14%, Pennsylvania 12%, Illinois 11%, Ohio 11%, Florida 7%, Maryland 7% and Michigan 5%. The remainder of the states had lower than 4% of the high risk loans individually, and collectively they represent approximately 33% of the higher risk loans. Table 51: Home Equity and Residential Real Estate Asset Quality Indicators – Purchased Impaired Loans (a) Home Equity (b) (c) Residential Real Estate (b) (c) June 30, 2016 - in millions 1st Liens 2nd Liens Total Current estimated LTV ratios (d) Greater than or equal to 125% and updated FICO scores: Greater than 660 $ 5 $ 138 $ 162 $ 305 Less than or equal to 660 5 62 60 127 Missing FICO 2 4 6 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 9 314 165 488 Less than or equal to 660 8 126 104 238 Missing FICO 2 6 8 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 8 158 122 288 Less than or equal to 660 5 71 66 142 Missing FICO 1 3 4 Less than 90% and updated FICO scores: Greater than 660 116 325 609 1,050 Less than or equal to 660 81 168 421 670 Missing FICO 1 3 26 30 Missing LTV and updated FICO scores: Greater than 660 2 15 17 Less than or equal to 660 1 4 5 Missing FICO 1 1 Total home equity and residential real estate loans $ 241 $ 1,370 $ 1,768 $ 3,379 Home Equity (b) (c ) Residential Real Estate (b) (c) December 31, 2015 - in millions 1st Liens 2nd Liens Total Current estimated LTV ratios (d) Greater than or equal to 125% and updated FICO scores: Greater than 660 $ 6 $ 164 $ 147 $ 317 Less than or equal to 660 6 79 76 161 Missing FICO 7 5 12 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 12 331 186 529 Less than or equal to 660 9 145 118 272 Missing FICO 8 7 15 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 10 167 133 310 Less than or equal to 660 6 75 68 149 Missing FICO 4 3 7 Less than 90% and updated FICO scores: Greater than 660 106 345 665 1,116 Less than or equal to 660 91 182 455 728 Missing FICO 1 13 31 45 Missing LTV and updated FICO scores: Greater than 660 1 14 15 Less than or equal to 660 1 6 7 Missing FICO 1 1 Total home equity and residential real estate loans $ 249 $ 1,520 $ 1,915 $ 3,684 (a) Amounts shown represent outstanding balance. (b) For the estimate of cash flows utilized in our purchased impaired loan accounting, other assumptions and estimates are made, including amortization of first lien balances, pre-payment rates, etc., which are not reflected in this table. (c) The following states had the highest percentage of purchased impaired loans at June 30, 2016: California 16%, Florida 14%, Illinois 11%, Ohio 9%, North Carolina 7%, and Michigan 5%. The remainder of the states had lower than a 4% concentration of purchased impaired loans individually, and collectively they represent approximately 38% of the purchased impaired portfolio. The following states had the highest percentage of purchased impaired loans at December 31, 2015: California 16%, Florida 14%, Illinois 11%, Ohio 9%, North Carolina 7% and Michigan 5%. The remainder of the states had lower than a 4% concentration of purchased impaired loans individually, and collectively they represent approximately 38% of the purchased impaired portfolio. (d) Based upon updated LTV (inclusive of combined loan-to-value (CLTV) for first and subordinate lien positions). Updated LTV is estimated using modeled property values. These ratios are updated at least semi-annually. The related estimates and inputs are based upon an approach that uses a combination of third-party automated valuation models (AVMs), broker price opinions (BPOs), HPI indices, property location, internal and external balance information, origination data and management assumptions. We generally utilize origination lien balances provided by a third-party, where applicable, which do not include an amortization assumption when calculating updated LTV. Accordingly, the results of these calculations do not represent actual appraised loan level collateral or updated LTV based upon lien balances held by others, and as such, are necessarily imprecise and subject to change as we enhance our methodology.
Credit Card and Other Consumer Loan Classes Asset Quality Indicators	Table 52: Credit Card and Other Consumer Loan Classes Asset Quality Indicators Credit Card (a) Other Consumer (b) % of Total Loans % of Total Loans Using FICO Using FICO Dollars in millions Amount Credit Metric Amount Credit Metric June 30, 2016 FICO score greater than 719 $ 2,979 61 % $ 9,765 66 % 650 to 719 1,362 28 3,594 24 620 to 649 196 4 507 3 Less than 620 207 4 584 4 No FICO score available or required (c) 152 3 368 3 Total loans using FICO credit metric 4,896 100 % 14,818 100 % Consumer loans using other internal credit metrics (b) 6,638 Total loan balance $ 4,896 $ 21,456 Weighted-average updated FICO score (d) 735 746 December 31, 2015 FICO score greater than 719 $ 2,936 60 % $ 9,371 65 % 650 to 719 1,346 28 3,534 24 620 to 649 202 4 523 4 Less than 620 227 5 604 4 No FICO score available or required (c) 151 3 501 3 Total loans using FICO credit metric 4,862 100 % 14,533 100 % Consumer loans using other internal credit metrics (b) 7,213 Total loan balance $ 4,862 $ 21,746 Weighted-average updated FICO score (d) 734 744 (a) At June 30, 2016, we had $32 million of credit card loans that are higher risk (i.e., loans with both updated FICO scores less than 660 and in late stage (90+ days) delinquency status). The majority of the June 30, 2016 balance related to higher risk credit card loans was geographically distributed throughout the following areas: Ohio 17%, Pennsylvania 16%, Michigan 8%, New Jersey 8%, Florida 7%, Illinois 6%, Maryland 5%, Kentucky 4%, and Indiana 4%. All other states had less than 4% individually and make up the remainder of the balance. At December 31, 2015, we had $34 million of credit card loans that are higher risk. The majority of the December 31, 2015 balance related to higher risk credit card loans was geographically distributed throughout the following areas: Ohio 17%, Pennsylvania 15%, Michigan 8%, New Jersey 8%, Florida 7%, Illinois 6%, Indiana 6%, Maryland 4% and North Carolina 4%. All other states had less than 4% individually and make up the remainder of the balance. (b) Other consumer loans for which updated FICO scores are used as an asset quality indicator include non-government guaranteed or insured education loans, automobile loans and other secured and unsecured lines and loans. Other consumer loans for which other internal credit metrics are used as an asset quality indicator include primarily government guaranteed or insured education loans, as well as consumer loans to high net worth individuals. Other internal credit metrics may include delinquency status, geography or other factors. (c) Credit card loans and other consumer loans with no FICO score available or required generally refers to new accounts issued to borrowers with limited credit history, accounts for which we cannot obtain an updated FICO score (e.g., recent profile changes), cards issued with a business name, and/or cards secured by collateral. Management proactively assesses the risk and size of this loan portfolio and, when necessary, takes actions to mitigate the credit risk. (d) Weighted-average updated FICO score excludes accounts with no FICO score available or required.
Summary of Troubled Debt Restructurings	Troubled Debt Restructurings (TDRs) Table 53: Summary of Troubled Debt Restructurings June 30 December 31 In millions 2016 2015 Total commercial lending $ 588 $ 434 Total consumer lending 1,860 1,917 Total TDRs $ 2,448 $ 2,351 Nonperforming $ 1,240 $ 1,119 Accruing (a) 1,208 1,232 Total TDRs $ 2,448 $ 2,351 (a) Accruing loans include consumer credit card loans and loans that have demonstrated a period of at least six months of performance under the restructured terms and are excluded from nonperforming loans. Loans where borrowers have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligations to PNC and loans to borrowers not currently obligated to make both principal and interest payments under the restructured terms are not returned to accrual status.
Financial Impact and TDRs by Concession Type	Table 54: Financial Impact and TDRs by Concession Type (a) Pre-TDR Post-TDR Recorded Investment (c) During the three months ended June 30, 2016 Number Recorded Principal Rate Dollars in millions of Loans Investment (b) Forgiveness (d) Reduction (e) Other (f) Total Total commercial lending 30 $ 204 $ 42 $ 141 $ 183 Total consumer lending 2,670 57 38 16 54 Total TDRs 2,700 $ 261 $ 80 $ 157 $ 237 During the three months ended June 30, 2015 Dollars in millions Total commercial lending 37 $ 42 $ 4 $ 3 $ 21 $ 28 Total consumer lending 2,769 86 47 36 83 Total TDRs 2,806 $ 128 $ 4 $ 50 $ 57 $ 111 Table 54: Financial Impact and TDRs by Concession Type (Continued) (a) Pre-TDR Post-TDR Recorded Investment (c) During the six months ended June 30, 2016 Number Recorded Principal Rate Dollars in millions of Loans Investment (b) Forgiveness (d) Reduction (e) Other (f) Total Total commercial lending 72 $ 372 $ 52 $ 283 $ 335 Total consumer lending 5,635 125 82 36 118 Total TDRs 5,707 $ 497 $ 134 $ 319 $ 453 During the six months ended June 30, 2015 Dollars in millions Total commercial lending (d) 75 $ 105 $ 6 $ 3 $ 72 $ 81 Total consumer lending 5,386 155 88 61 149 Total TDRs 5,461 $ 260 $ 6 $ 91 $ 133 $ 230 (a) Impact of partial charge-offs at TDR date are included in this table. (b) Represents the recorded investment of the loans as of the quarter end prior to TDR designation, and excludes immaterial amounts of accrued interest receivable. (c) Represents the recorded investment of the TDRs as of the end of the quarter in which the TDR occurs, and excludes immaterial amounts of accrued interest receivable. (d) Includes principal forgiveness and accrued interest forgiveness. These types of TDRs result in a write down of the recorded investment and a charge-off if such action has not already taken place. (e) Includes reduced interest rate and interest deferral. The TDRs within this category result in reductions to future interest income. (f) Primarily includes consumer borrowers that have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligations to PNC, as well as postponement/reduction of scheduled amortization and contractual extensions for both consumer and commercial borrowers.
Impaired Loans	Table 55: Impaired Loans Unpaid Average Principal Recorded Associated Recorded In millions Balance Investment Allowance (a) Investment (b) June 30, 2016 Impaired loans with an associated allowance Commercial $ 661 $ 489 $ 140 $ 395 Commercial real estate 200 97 27 110 Home equity 919 875 196 904 Residential real estate 246 245 31 258 Credit card 104 104 26 106 Other consumer 27 24 1 25 Total impaired loans with an associated allowance $ 2,157 $ 1,834 $ 421 $ 1,798 Impaired loans without an associated allowance Commercial $ 328 $ 230 $ 222 Commercial real estate 201 144 152 Home equity 471 215 200 Residential real estate 509 389 389 Other consumer 23 8 8 Total impaired loans without an associated allowance $ 1,532 $ 986 $ 971 Total impaired loans $ 3,689 $ 2,820 $ 421 $ 2,769 December 31, 2015 Impaired loans with an associated allowance Commercial $ 442 $ 337 $ 84 $ 306 Commercial real estate 254 130 35 197 Home equity 978 909 216 965 Residential real estate 272 264 35 359 Credit card 108 108 24 118 Other consumer 31 26 1 32 Total impaired loans with an associated allowance $ 2,085 $ 1,774 $ 395 $ 1,977 Impaired loans without an associated allowance Commercial $ 201 $ 118 $ 87 Commercial real estate 206 158 168 Home equity 464 206 158 Residential real estate 512 396 346 Other consumer 24 8 8 Total impaired loans without an associated allowance $ 1,407 $ 886 $ 767 Total impaired loans $ 3,492 $ 2,660 $ 395 $ 2,744 (a) Associated allowance amounts include $.4 billion and $.3 billion for TDRs at June 30, 2016 and December 31, 2015, respectively. (b) Average recorded investment is for the six months ended June 30, 2016 and the year ended December 31, 2015, respectively.

Allowances for Loan and Lease25

Allowances for Loan and Lease Losses and Unfunded Loan Commitments and Letters Of Credit (Tables)	6 Months Ended
	Jun. 30, 2016
Allowance For Loan And Lease Losses [Abstract]
Rollforward of Allowance for Loan and Lease Losses and Associated Loan Data	Table 56: Rollforward of Allowance for Loan and Lease Losses and Associated Loan Data Commercial Consumer In millions Lending Lending Total June 30, 2016 Allowance for Loan and Lease Losses January 1 $ 1,605 $ 1,122 $ 2,727 Charge-offs (187) (262) (449) Recoveries 88 78 166 Net (charge-offs) / recoveries (99) (184) (283) Provision for credit losses 153 126 279 Net change in allowance for unfunded loan commitments and letters of credit (41) (1) (42) Net recoveries of purchased impaired loans 4 4 June 30 $ 1,618 $ 1,067 $ 2,685 TDRs individually evaluated for impairment $ 103 $ 254 $ 357 Other loans individually evaluated for impairment 64 64 Loans collectively evaluated for impairment 1,407 532 1,939 Purchased impaired loans 44 281 325 June 30 $ 1,618 $ 1,067 $ 2,685 Loan Portfolio TDRs individually evaluated for impairment (a) $ 588 $ 1,860 $ 2,448 Other loans individually evaluated for impairment 372 372 Loans collectively evaluated for impairment (b) 135,924 66,225 202,149 Fair value option loans (c) 851 851 Purchased impaired loans 138 3,098 3,236 June 30 $ 137,022 $ 72,034 $ 209,056 Portfolio segment ALLL as a percentage of total ALLL 60 % 40 % 100 % Ratio of the allowance for loan and lease losses to total loans (d) 1.18 % 1.48 % 1.28 % June 30, 2015 Allowance for Loan and Lease Losses January 1 $ 1,571 $ 1,760 $ 3,331 Charge-offs (108) (284) (392) Recoveries 134 88 222 Net charge-offs 26 (196) (170) Provision for credit losses 20 80 100 Net change in allowance for unfunded loan commitments and letters of credit 13 13 Other (2) (2) June 30 $ 1,628 $ 1,644 $ 3,272 TDRs individually evaluated for impairment $ 35 $ 274 $ 309 Other loans individually evaluated for impairment 65 65 Loans collectively evaluated for impairment 1,461 582 2,043 Purchased impaired loans 67 788 855 June 30 $ 1,628 $ 1,644 $ 3,272 Loan Portfolio TDRs individually evaluated for impairment (a) $ 414 $ 2,002 $ 2,416 Other loans individually evaluated for impairment 282 282 Loans collectively evaluated for impairment (b) 129,791 67,258 197,049 Fair value option loans (c) 941 941 Purchased impaired loans 235 4,230 4,465 June 30 $ 130,722 $ 74,431 $ 205,153 Portfolio segment ALLL as a percentage of total ALLL 50 % 50 % 100 % Ratio of the allowance for loan and lease losses to total loans 1.25 % 2.21 % 1.59 % (a) TDRs individually evaluated for impairment exclude TDRs that were subsequently accounted for as held for sale loans, but continue to be disclosed as TDRs. (b) Includes $149 million of loans collectively evaluated for impairment based upon collateral values and written down to the respective collateral value less costs to sell at June 30, 2016. Accordingly, there is no allowance recorded on these loans. The comparative amount as of June 30, 2015 was $174 million. (c) Loans accounted for under the fair value option are not evaluated for impairment as these loans are accounted for at fair value. Accordingly, there is no allowance recorded on these loans. (d) See Note 1 Accounting Policies in our 2015 Form 10-K for information on our change in derecognition policy effective December 31, 2015 for certain purchased impaired loans.
Rollforward of Allowance for Unfunded Loan Commitments and Letters of Credit	Table 57: Rollforward of Allowance for Unfunded Loan Commitments and Letters of Credit In millions 2016 2015 January 1 $ 261 $ 259 Net change in allowance for unfunded loan commitments and letters of credit 42 (13) June 30 $ 303 $ 246

Investment Securities (Tables)

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 2016
Investment Securities Disclosure [Abstract]
Investment Securities Summary	N OTE 5 I NVESTMENT S ECURITIES Table 58: Investment Securities Summary Amortized Unrealized Fair In millions Cost Gains Losses Value June 30, 2016 Securities Available for Sale Debt securities U.S. Treasury and government agencies $ 9,794 $ 323 $ (19) $ 10,098 Residential mortgage-backed Agency 25,216 568 (16) 25,768 Non-agency 3,555 214 (80) 3,689 Commercial mortgage-backed Agency 1,740 26 (3) 1,763 Non-agency 4,559 70 (25) 4,604 Asset-backed 5,682 55 (40) 5,697 State and municipal 1,984 119 (3) 2,100 Other debt 2,616 69 (4) 2,681 Total debt securities 55,146 1,444 (190) 56,400 Corporate stocks and other 483 1 484 Total securities available for sale $ 55,629 $ 1,445 $ (190) $ 56,884 Securities Held to Maturity (a) Debt securities U.S. Treasury and government agencies $ 263 $ 68 $ 331 Residential mortgage-backed Agency 10,058 245 $ (3) 10,300 Non-agency 217 14 231 Commercial mortgage-backed Agency 1,109 46 1,155 Non-agency 612 26 638 Asset-backed 705 (8) 697 State and municipal 1,931 175 2,106 Other debt 22 22 Total securities held to maturity $ 14,917 $ 574 $ (11) $ 15,480 December 31, 2015 Securities Available for Sale Debt securities U.S. Treasury and government agencies $ 9,764 $ 152 $ (42) $ 9,874 Residential mortgage-backed Agency 24,698 250 (128) 24,820 Non-agency 3,992 247 (88) 4,151 Commercial mortgage-backed Agency 1,917 11 (10) 1,918 Non-agency 4,902 30 (29) 4,903 Asset-backed 5,417 54 (48) 5,423 State and municipal 1,982 79 (5) 2,056 Other debt 2,007 31 (12) 2,026 Total debt securities 54,679 854 (362) 55,171 Corporate stocks and other 590 (1) 589 Total securities available for sale $ 55,269 $ 854 $ (363) $ 55,760 Securities Held to Maturity (a) Debt securities U.S. Treasury and government agencies $ 258 $ 40 $ 298 Residential mortgage-backed Agency 9,552 101 $ (65) 9,588 Non-agency 233 8 241 Commercial mortgage-backed Agency 1,128 40 1,168 Non-agency 722 6 (1) 727 Asset-backed 717 (10) 707 State and municipal 1,954 116 2,070 Other debt 204 (1) 203 Total securities held to maturity $ 14,768 $ 311 $ (77) $ 15,002 (a) Held to maturity securities transferred from available for sale are recorded in held to maturity at fair value at the time of transfer. The amortized cost of held to maturity securities included net unrealized gains of $84 million and $97 million at June 30, 2016 and December 31, 2015, respectively, related to securities transferred, which are offset in Accumulated Other Comprehensive Income, net of tax.
Gross Unrealized Loss and Fair Value of Securities Available for Sale	Table 59: Gross Unrealized Loss and Fair Value of Securities Available for Sale Unrealized loss position less Unrealized loss position 12 In millions than 12 months months or more Total Unrealized Fair Unrealized Fair Unrealized Fair Loss Value Loss Value Loss Value June 30, 2016 Debt securities U.S. Treasury and government agencies $ (6) $ 1,030 $ (13) $ 2,445 $ (19) $ 3,475 Residential mortgage-backed Agency (3) 662 (13) 879 (16) 1,541 Non-agency (6) 344 (74) 1,292 (80) 1,636 Commercial mortgage-backed Agency (2) 122 (1) 186 (3) 308 Non-agency (5) 1,006 (20) 1,169 (25) 2,175 Asset-backed (8) 1,081 (32) 1,567 (40) 2,648 State and municipal (3) 239 (a) 55 (3) 294 Other debt (2) 79 (2) 102 (4) 181 Total debt securities (35) 4,563 (155) 7,695 (190) 12,258 Corporate stocks and other (a) 15 (a) 15 Total $ (35) $ 4,563 $ (155) $ 7,710 $ (190) $ 12,273 December 31, 2015 Debt securities U.S. Treasury and government agencies $ (40) $ 5,885 $ (2) $ 120 $ (42) $ 6,005 Residential mortgage-backed Agency (103) 11,799 (25) 1,094 (128) 12,893 Non-agency (3) 368 (85) 1,527 (88) 1,895 Commercial mortgage-backed Agency (7) 745 (3) 120 (10) 865 Non-agency (22) 2,310 (7) 807 (29) 3,117 Asset-backed (30) 3,477 (18) 494 (48) 3,971 State and municipal (3) 326 (2) 60 (5) 386 Other debt (8) 759 (4) 188 (12) 947 Total debt securities (216) 25,669 (146) 4,410 (362) 30,079 Corporate stocks and other (a) 46 (1) 15 (1) 61 Total $ (216) $ 25,715 $ (147) $ 4,425 $ (363) $ 30,140 (a) The unrealized loss on these securities was less than $.5 million.
Gains (Losses) on Sales Of Securities Available for Sale	Table 60: Gains (Losses) on Sales of Securities Available for Sale Six months ended June 30 Gross Gross Net Tax In millions Proceeds Gains Losses Gains Expense 2016 $ 2,093 $ 14 $ (1) $ 13 $ 5 2015 $ 2,441 $ 51 $ (1) $ 50 $ 17
Contractual Maturity of Debt Securities	Table 61: Contractual Maturity of Debt Securities June 30, 2016 After 1 Year After 5 Years After 10 Dollars in millions 1 Year or Less through 5 Years through 10 Years Years Total Securities Available for Sale U.S. Treasury and government agencies $ 445 $ 5,014 $ 3,260 $ 1,075 $ 9,794 Residential mortgage-backed Agency 129 849 24,238 25,216 Non-agency 3 3,552 3,555 Commercial mortgage-backed Agency 6 122 282 1,330 1,740 Non-agency 50 21 8 4,480 4,559 Asset-backed 13 1,801 1,833 2,035 5,682 State and municipal 2 147 349 1,486 1,984 Other debt 272 1,910 303 131 2,616 Total debt securities available for sale $ 788 $ 9,147 $ 6,884 $ 38,327 $ 55,146 Fair value $ 794 $ 9,305 $ 7,033 $ 39,268 $ 56,400 Weighted-average yield, GAAP basis 2.44 % 2.21 % 2.31 % 2.89 % 2.70 % Securities Held to Maturity U.S. Treasury and government agencies $ 263 $ 263 Residential mortgage-backed Agency $ 11 $ 382 9,665 10,058 Non-agency 217 217 Commercial mortgage-backed Agency $ 157 774 121 57 1,109 Non-agency 612 612 Asset-backed 2 589 114 705 State and municipal 4 57 979 891 1,931 Other debt 22 22 Total debt securities held to maturity $ 161 $ 866 $ 2,071 $ 11,819 $ 14,917 Fair value $ 161 $ 901 $ 2,184 $ 12,234 $ 15,480 Weighted-average yield, GAAP basis 3.25 % 3.47 % 3.27 % 3.40 % 3.39 %
Fair Value of Securities Pledged and Accepted as Collateral	Table 62: Fair Value of Securities Pledged and Accepted as Collateral June 30 December 31 In millions 2016 2015 Pledged to others $ 9,699 $ 9,674 Accepted from others: Permitted by contract or custom to sell or repledge $ 1,183 $ 1,100 Permitted amount repledged to others $ 1,023 $ 943

Fair Value (Tables)

Fair Value (Tables)	6 Months Ended
	Jun. 30, 2016
Fair Value [Abstract]
Fair Value Measurements - Recurring Basis Summary	Table 63: Fair Value Measurements - Recurring Basis Summary June 30, 2016 December 31, 2015 Total Total In millions Level 1 Level 2 Level 3 Fair Value Level 1 Level 2 Level 3 Fair Value Assets Securities available for sale U.S. Treasury and government agencies $ 9,483 $ 615 $ 10,098 $ 9,267 $ 607 $ 9,874 Residential mortgage-backed Agency 25,768 25,768 24,820 24,820 Non-agency 132 $ 3,557 3,689 143 $ 4,008 4,151 Commercial mortgage-backed Agency 1,763 1,763 1,918 1,918 Non-agency 4,604 4,604 4,903 4,903 Asset-backed 5,261 436 5,697 4,941 482 5,423 State and municipal 2,085 15 2,100 2,041 15 2,056 Other debt 2,648 33 2,681 1,996 30 2,026 Total debt securities 9,483 42,876 4,041 56,400 9,267 41,369 4,535 55,171 Corporate stocks and other 421 63 484 527 62 589 Total securities available for sale 9,904 42,939 4,041 56,884 9,794 41,431 4,535 55,760 Financial derivatives (a) (b) Interest rate contracts 7,761 47 7,808 4,626 29 4,655 Other contracts 415 4 419 284 2 286 Total financial derivatives 8,176 51 8,227 4,910 31 4,941 Residential mortgage loans held for sale (c) 1,110 6 1,116 838 5 843 Trading securities (d) Debt 799 1,193 2 1,994 987 727 3 1,717 Equity 12 12 9 9 Total trading securities 811 1,193 2 2,006 996 727 3 1,726 Residential mortgage servicing rights 774 774 1,063 1,063 Commercial mortgage servicing rights 448 448 526 526 Commercial mortgage loans held for sale (c) 981 981 641 641 Equity investments - direct investments 1,120 1,120 1,098 1,098 Equity investments - indirect investments (e) (f) 233 281 347 Customer resale agreements (g) 137 137 137 137 Loans (h) 534 317 851 565 340 905 Other assets BlackRock Series C Preferred Stock (i) 209 209 357 357 Other 254 165 6 425 254 199 7 460 Total other assets 254 165 215 634 254 199 364 817 Total assets $ 10,969 $ 54,254 $ 8,188 $ 73,459 $ 11,044 $ 48,807 $ 8,606 $ 68,804 Liabilities Financial derivatives (b) (j) Interest rate contracts $ 3 $ 5,455 $ 11 $ 5,469 $ 1 $ 3,124 $ 7 $ 3,132 BlackRock LTIP 209 209 357 357 Other contracts 225 165 390 204 109 313 Total financial derivatives 3 5,680 385 6,068 1 3,328 473 3,802 Trading securities sold short (k) Debt 1,036 10 1,046 960 27 987 Total trading securities sold short 1,036 10 1,046 960 27 987 Other borrowed funds 62 8 70 81 12 93 Other liabilities 13 13 10 10 Total liabilities $ 1,039 $ 5,752 $ 406 $ 7,197 $ 961 $ 3,436 $ 495 $ 4,892 (a) Included in Other assets on the Consolidated Balance Sheet. (b) Amounts at June 30, 2016 and December 31, 2015, are presented gross and are not reduced by the impact of legally enforceable master netting agreements that allow PNC to net positive and negative positions and cash collateral held or placed with the same counterparty. At June 30, 2016 and December 31, 2015, the net asset amounts were $3.0 billion and $1.8 billion, respectively, and the net liability amounts were $.6 billion and $.6 billion, respectively. (c) Included in Loans held for sale on the Consolidated Balance Sheet. PNC has elected the fair value option for certain residential and commercial mortgage loans held for sale. (d) Fair value includes net unrealized gains of $79 million at June 30, 2016 compared with net unrealized gains of $23 million at December 31, 2015. (e) In accordance with ASC 820-10, certain investments that are measured at fair value using the NAV per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented on the Consolidated Balance Sheet. (f) The indirect equity funds are not redeemable, but PNC receives distributions over the life of the partnership from liquidation of the underlying investments by the investee, which we expect to occur over the next twelve years. The amount of unfunded contractual commitments as of June 30, 2016 related to indirect equity investments was $109 million and related to direct equity investments was $22 million, respectively. Comparable amounts at December 31, 2015 were $103 million and $23 million, respectively. (g) Included in Federal funds sold and resale agreements on the Consolidated Balance Sheet. PNC has elected the fair value option for these items. (h) Included in Loans on the Consolidated Balance Sheet. (i) PNC has elected the fair value option for these shares. (j) Included in Other liabilities on the Consolidated Balance Sheet. (k) Included in Other borrowed funds on the Consolidated Balance Sheet.
Reconciliation of Level 3 Assets and Liabilities	Reconciliations of assets and liabilities measured at fair value on a recurring basis using Level 3 inputs for the three and six months ended June 30, 2016 and 2015 follow: Table 64: Reconciliation of Level 3 Assets and Liabilities Three Months Ended June 30, 2016 Unrealized gains / losses Total realized / unrealized on assets and gains or losses for the period (a) liabilities held on Included Consolidated Level 3 Instruments Fair Value in Other Transfers Transfers Fair Value Balance Sheet Only Mar. 31, Included in comprehensive into out of June 30, at June 30, In millions 2016 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2016 2016 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 3,810 $ 11 $ 17 $ (60) $ (221) $ 3,557 Asset-backed 451 3 4 (22) 436 State and municipal 14 1 15 Other debt 30 $ 7 (2) (2) 33 Total securities available for sale 4,305 14 22 7 (62) (245) 4,041 Financial derivatives 41 35 1 (26) 51 $ 32 Residential mortgage loans held for sale 4 3 $ 3 $ (4) 6 Trading securities - Debt 2 2 Residential mortgage servicing rights 863 (113) 53 $ 12 (41) 774 (113) Commercial mortgage servicing rights 460 (9) 6 14 (23) 448 (9) Commercial mortgage loans held for sale 655 21 (805) 1,129 (19) 981 12 Equity investments Direct investments 1,156 15 95 (146) 1,120 13 Indirect investments 233 (c) 233 Loans 329 1 22 (6) (17) (12) 317 1 Other assets BlackRock Series C Preferred Stock 208 1 209 1 Other 6 6 Total other assets 214 1 215 1 Total assets $ 8,029 $ (35) (d) $ 22 $ 187 $ (1,019) $ 1,155 $ (371) $ 236 $ (16) $ 8,188 $ (63) (e) Liabilities Financial derivatives (f) $ 333 $ 62 $ 1 $ (11) $ 385 $ 65 Other borrowed funds 8 $ 17 (17) 8 Other liabilities 14 1 34 (36) 13 Total liabilities $ 355 $ 63 (d) $ 1 $ 51 $ (64) $ 406 $ 65 (e) Three Months Ended June 30, 2015 Unrealized gains / losses Total realized / unrealized on assets and gains or losses for the period (a) liabilities held on Included Consolidated Level 3 Instruments Fair Value Included in Other Transfers Transfers Fair Value Balance Sheet Only Mar. 31, in comprehensive into out of June 30, at June 30, In millions 2015 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2015 2015 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,624 $ 30 $ (8) $ (222) $ 4,424 Commercial mortgage- backed non-agency 1 (1) Asset-backed 548 5 5 (27) 531 State and municipal 133 (117) 16 Other debt 33 33 Total securities available for sale 5,338 36 (3) (367) 5,004 Financial derivatives 54 16 (34) 36 $ 33 Residential mortgage loans held for sale 7 $ 11 $ (2) (1) $ 1 $ (6) 10 Trading securities - Debt 3 3 Residential mortgage servicing rights 839 135 67 $ 21 (47) 1,015 134 Commercial mortgage servicing rights 494 34 17 20 (22) 543 34 Commercial mortgage loans held for sale 975 23 (1,215) 1,008 (34) 757 Equity investments - direct investments 1,149 27 95 (80) 1,191 22 Loans 383 5 23 (4) (35) 6 (13) 365 1 Other assets BlackRock Series C Preferred Stock 384 (21) 363 (21) Other 10 (2) (1) 7 Total other assets 394 (21) (2) (1) 370 (21) Total assets $ 9,636 $ 255 (d) $ (3) $ 213 $ (1,303) $ 1,049 $ (541) $ 7 $ (19) $ 9,294 $ 203 (e) Liabilities Financial derivatives (f) $ 529 $ (15) $ 1 $ (17) $ 498 $ (25) Other borrowed funds 171 3 $ 21 (30) 165 Other liabilities 10 10 Total liabilities $ 710 $ (12) (d) $ 1 $ 21 $ (47) $ 673 $ (25) (e) Six Months Ended June 30, 2016 Unrealized Total realized / unrealized gains / losses gains or losses for the period (a) on assets and Included liabilities held on Level 3 Instruments Fair Value in Other Transfers Transfers Fair Value Consolidated Only Dec. 31, Included in comprehensive into out of June 30, Balance Sheet In millions 2015 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2016 at June 30, 2016 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,008 $ 33 $ (28) $ (60) $ (396) $ 3,557 $ (1) Asset-backed 482 6 (8) (44) 436 State and municipal 15 15 Other debt 30 $ 9 (4) (2) 33 Total securities available for sale 4,535 39 (36) 9 (64) (442) 4,041 (1) Financial derivatives 31 69 1 (50) 51 65 Residential mortgage loans held for sale 5 6 (1) $ 5 $ (9) 6 Trading securities - Debt 3 (1) 2 Residential mortgage servicing rights 1,063 (339) 105 $ 23 (78) 774 (336) Commercial mortgage servicing rights 526 (64) 9 23 (46) 448 (64) Commercial mortgage loans held for sale 641 37 (1,454) 1,776 (19) 981 13 Equity investments Direct investments 1,098 66 118 (162) 1,120 63 Indirect investments 233 (c) 233 Loans 340 3 55 (14) (42) (25) 317 2 Other assets BlackRock Series C Preferred Stock 357 (10) (138) 209 (10) Other 7 2 (2) (1) 6 Total other assets 364 (8) (2) (1) (138) 215 (10) Total assets $ 8,606 $ (197) (d) $ (38) $ 303 $ (1,696) $ 1,822 $ (816) $ 238 $ (34) $ 8,188 $ (268) (e) Liabilities Financial derivatives (f) $ 473 $ 69 $ 3 $ (160) $ 385 $ 69 Other borrowed funds 12 $ 40 (44) 8 Other liabilities 10 1 72 (70) 13 Total liabilities $ 495 $ 70 (d) $ 3 $ 112 $ (274) $ 406 $ 69 (e) Six Months Ended June 30, 2015 Unrealized Total realized / unrealized gains / losses gains or losses for the period (a) on assets and Included liabilities held Level 3 Instruments Fair Value Included in Other Transfers Transfers Fair Value on Consolidated Only Dec. 31, in comprehensive into out of June 30, Balance Sheet at In millions 2014 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2015 June 30, 2015 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,798 $ 55 $ (22) $ (407) $ 4,424 $ (1) Commercial mortgage- backed non-agency 8 (8) Asset-backed 563 11 9 (52) 531 State and municipal 134 (1) (117) 16 Other debt 30 1 $ 3 (1) 33 Total securities available for sale 5,525 75 (14) 3 (585) 5,004 (1) Financial derivatives 42 87 1 (94) 36 76 Residential mortgage loans held for sale 6 17 $ (2) (1) $ 2 $ (12) 10 Trading securities - Debt 32 (29) 3 Residential mortgage servicing rights 845 68 150 $ 38 (86) 1,015 72 Commercial mortgage servicing rights 506 18 28 34 (43) 543 18 Commercial mortgage loans held for sale 893 44 (2,235) 2,091 (36) 757 2 Equity investments - direct investments 1,152 56 138 (155) 1,191 40 Loans 397 15 55 (8) (72) 11 (33) 365 9 Other assets BlackRock Series C Preferred Stock 375 (12) 363 (12) Other 15 (7) (1) 7 Total other assets 390 (12) (7) (1) 370 (12) Total assets $ 9,788 $ 351 (d) $ (14) $ 392 $ (2,407) $ 2,163 $ (947) $ 13 $ (45) $ 9,294 $ 204 (e) Liabilities Financial derivatives (f) $ 526 $ 26 $ 1 $ (55) $ 498 $ (17) Other borrowed funds 181 3 $ 46 (65) 165 Other liabilities 9 1 10 Total liabilities $ 716 $ 30 (d) $ 1 $ 46 $ (120) $ 673 $ (17) (e) (a) Losses for assets are bracketed while losses for liabilities are not. (b) The amount of the total gains or losses for the period included in earnings that is attributable to the change in unrealized gains or losses related to those assets and liabilities held at the end of the reporting period. (c) Reflects transfers into Level 3 associated with a change in valuation methodology. (d) Net losses (realized and unrealized) included in earnings relating to Level 3 assets and liabilities were $98 million for the second quarter of 2016, while for the first six months of 2016 there were $267 million of net losses (realized and unrealized) included in earnings. The comparative amounts included net gains (realized and unrealized) of $267 million for the second quarter of 2015 and net gains (realized and unrealized) of $321 million for the first six months of 2015. These amounts also included amortization and accretion. The amortization and accretion amounts were included in Interest income on the Consolidated Income Statement, and the remaining net gains/(losses) (realized and unrealized) were included in Noninterest income on the Consolidated Income Statement. (e) Net unrealized losses relating to those assets and liabilities held at the end of the reporting period were $128 million for the second quarter of 2016, while for the first six months of 2016 there were $337 million of net unrealized losses. The comparative amounts included net unrealized gains of $228 million for the second quarter of 2015 and net unrealized gains of $221 million for the first six months of 2015. These amounts were included in Noninterest income on the Consolidated Income Statement. (f) Includes swaps entered into in connection with sales of certain Visa Class B common shares.
Fair Value Measurements - Recurring Quantitative Information	Quantitative information about the significant unobservable inputs within Level 3 recurring assets and liabilities follows. Table 65: Fair Value Measurements - Recurring Quantitative Information June 30, 2016 Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) Residential mortgage-backed non-agency securities $ 3,557 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-24.2% (7.0%) (a) using a discounted cash flow Constant default rate (CDR) 0.0%-16.7% (5.4%) (a) pricing model (a) Loss severity 10.0%-98.5% (53.3%) (a) Spread over the benchmark curve (b) 284bps weighted average (a) Asset-backed securities 436 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-14.0% (6.3%) (a) using a discounted cash flow Constant default rate (CDR) 1.7%-13.9% (6.5%) (a) pricing model (a) Loss severity 24.2%-100% (78.1%) (a) Spread over the benchmark curve (b) 394bps weighted average (a) Residential mortgage servicing rights 774 Discounted cash flow Constant prepayment rate (CPR) 0.0%-45.3% (19.2%) Spread over the benchmark curve (b) 252bps-1,828bps (865bps) Commercial mortgage servicing 448 Discounted cash flow Constant prepayment rate (CPR) 6.3%-51.5% (8.2%) rights Discount rate 5.0%-7.6% (7.4%) Commercial mortgage loans held 981 Discounted cash flow Spread over the benchmark curve (b) 59bps-14,570bps (487bps) for sale Estimated servicing cash flows 0.3%-5.6% (1.9%) Equity investments - Direct investments 1,120 Multiple of adjusted earnings Multiple of earnings 4.5x-12.0x (7.4x) Equity investments - Indirect investments 233 Consensus pricing (c) Liquidity discount 0.0%-40.0% Loans - Residential real estate 125 Consensus pricing (c) Cumulative default rate 11.0%-100% (87.7%) Loss severity 0.0%-100% (24.7%) Discount rate 4.7%-6.7% (5.1%) 104 Discounted cash flow Loss severity 8.0% weighted average Discount rate 3.7% weighted average Loans - Home equity 88 Consensus pricing (c) Credit and Liquidity discount 0.0%-99.0% (57.0%) BlackRock Series C Preferred Stock 209 Consensus pricing (c) Liquidity discount 20.0% BlackRock LTIP (209) Consensus pricing (c) Liquidity discount 20.0% Swaps related to sales of certain Visa (158) Discounted cash flow Estimated conversion factor of Class B common shares Class B shares into Class A shares 164.3% Estimated growth rate of Visa Class A share price 14.0% Insignificant Level 3 assets, net of liabilities (d) 74 Total Level 3 assets, net of liabilities (e) $ 7,782 December 31, 2015 Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) Residential mortgage-backed non-agency securities $ 4,008 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-24.2% (7.0%) (a) using a discounted cash flow Constant default rate (CDR) 0.0%-16.7% (5.4%) (a) pricing model (a) Loss severity 10.0%-98.5% (53.3%) (a) Spread over the benchmark curve (b) 241bps weighted average (a) Asset-backed securities 482 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-14.0% (6.3%) (a) using a discounted cash flow Constant default rate (CDR) 1.7%-13.9% (6.8%) (a) pricing model (a) Loss severity 24.2%-100.0% (77.5%) (a) Spread over the benchmark curve (b) 324bps weighted average (a) Residential mortgage servicing rights 1,063 Discounted cash flow Constant prepayment rate (CPR) 0.3%-46.5% (10.6%) Spread over the benchmark curve (b) 559bps-1,883bps (893bps) Commercial mortgage servicing rights 526 Discounted cash flow Constant prepayment rate (CPR) 3.9%-26.5% (5.7%) Discount rate 2.6%-7.7% (7.5%) Commercial mortgage loans held for sale 641 Discounted cash flow Spread over the benchmark curve (b) 85bps-4,270bps (547bps) Estimated servicing cash flows 0.0%-7.0% (0.9%) Equity investments - Direct investments 1,098 Multiple of adjusted earnings Multiple of earnings 4.2x-14.1x (7.6x) Loans - Residential real estate 123 Consensus pricing (c) Cumulative default rate 2.0%-100.0% (85.1%) Loss severity 0.0%-100.0% (27.3%) Discount rate 4.9%-7.0% (5.2%) 116 Discounted cash flow Loss severity 8.0% weighted average Discount rate 3.9% weighted average Loans - Home equity 101 Consensus pricing (c) Credit and Liquidity discount 26.0%-99.0% (54.0%) BlackRock Series C Preferred Stock 357 Consensus pricing (c) Liquidity discount 20.0% BlackRock LTIP (357) Consensus pricing (c) Liquidity discount 20.0% Swaps related to sales of certain (104) Discounted cash flow Estimated conversion factor of Visa Class B common shares Class B shares into Class A shares 164.3% Estimated growth rate of Visa Class A share price 16.3% Insignificant Level 3 assets, net of liabilities (d) 57 Total Level 3 assets, net of liabilities (e) $ 8,111 (a) Level 3 residential mortgage-backed non-agency and asset-backed securities with fair values as of June 30, 2016 totaling $3,018 million and $405 million, respectively, were priced by a third-party vendor using a discounted cash flow pricing model that incorporates consensus pricing, where available. The comparable amounts as of December 31, 2015 were $3,379 million and $448 million, respectively. The significant unobservable inputs for these securities were provided by the third-party vendor and are disclosed in the table. Our procedures to validate the prices provided by the third-party vendor related to these securities are discussed further in the Assets and Liabilities Measured at Fair Value on a Recurring Basis section of Note 7 Fair Value in our 2015 Form 10-K. Certain Level 3 residential mortgage-backed non-agency and asset-backed securities with fair values as of June 30, 2016 of $539 million and $31 million, respectively, were valued using a pricing source, such as a dealer quote or comparable security price, for which the significant unobservable inputs used to determine the price were not reasonably available. The comparable amounts as of December 31, 2015 were $629 million and $34 million, respectively. (b) The assumed yield spread over the benchmark curve for each instrument is generally intended to incorporate non-interest-rate risks, such as credit and liquidity risks. (c) Consensus pricing refers to fair value estimates that are generally internally developed using information such as dealer quotes or other third-party provided valuations or comparable asset prices. (d) Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes certain financial derivative assets and liabilities, trading securities, state and municipal securities, other debt securities, residential mortgage loans held for sale, other assets, other borrowed funds (ROAPs) and other liabilities. For additional information, please see the Assets and Liabilities Measured at Fair Value on a Recurring Basis discussion included in Note 7 Fair Value in our 2015 Form 10-K. (e) Consisted of total Level 3 assets of $8,188 million and total Level 3 liabilities of $406 million as of June 30, 2016 and $8,606 million and $495 million as of December 31, 2015, respectively.
Fair Value Measurements - Nonrecurring	Table 66: Fair Value Measurements - Nonrecurring Gains (Losses) Gains (Losses) Fair Value (a) Three months ended Six months ended June 30 December 31 June 30 June 30 June 30 June 30 In millions 2016 2015 2016 2015 2016 2015 Assets Nonaccrual loans $ 184 $ 30 $ (51) $ (15) $ (58) $ (15) OREO and foreclosed assets 103 137 (6) (12) (12) (18) Insignificant assets (b) 7 28 (1) (5) (4) (13) Total assets $ 294 $ 195 $ (58) $ (32) $ (74) $ (46) (a) All Level 3 as of June 30, 2016 and December 31, 2015. (b) Represents the aggregate amount of assets measured at fair value on a nonrecurring basis that are individually and in the aggregate insignificant. The amount includes certain equity investments and long-lived assets held for sale.
Fair Value Measurements - Nonrecurring Quantitative Information	Quantitative information about the significant unobservable inputs within Level 3 nonrecurring assets follows. Table 67: Fair Value Measurements - Nonrecurring Quantitative Information Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) June 30, 2016 Assets Nonaccrual loans $ 82 LGD percentage (a) Loss severity 3.2%-70.1% (32.2%) 102 Fair value of property or collateral Appraised value/sales price Not meaningful OREO and foreclosed assets 103 Fair value of property or collateral Appraised value/sales price Not meaningful Insignificant assets 7 Total assets $ 294 December 31, 2015 Assets Nonaccrual loans $ 20 LGD percentage (a) Loss severity 8.1%-73.3% (58.6%) 10 Fair value of property or collateral Appraised value/sales price Not meaningful OREO and foreclosed assets 137 Fair value of property or collateral Appraised value/sales price Not meaningful Insignificant assets 28 Total assets $ 195 (a) LGD percentage represents the amount that PNC expects to lose in the event a borrower defaults on an obligation.
Fair Value Option - Changes in Fair Value	Table 68: Fair Value Option - Changes in Fair Value (a) Gains (Losses) Gains (Losses) Three months ended Six months ended June 30 June 30 June 30 June 30 In millions 2016 2015 2016 2015 Assets Commercial mortgage loans held for sale $ 22 $ 31 $ 49 $ 56 Residential mortgage loans held for sale $ 59 $ 25 $ 106 $ 71 Residential mortgage loans – portfolio $ 11 $ 13 $ 17 $ 29 BlackRock Series C Preferred Stock $ 1 $ (21) $ (10) $ (12) Other assets $ (4) $ 1 $ (20) $ 2 Liabilities Other borrowed funds $ (2) $ (2) (a) The impact on earnings of offsetting hedged items or hedging instruments is not reflected in these amounts.
Fair Value Option - Fair Value and Principal Balances	Fair values and aggregate unpaid principal balances of items for which we elected the fair value option follow. Table 69: Fair Value Option - Fair Value and Principal Balances Aggregate Unpaid In millions Fair Value Principal Balance Difference June 30, 2016 Assets Customer resale agreements $ 137 $ 133 $ 4 Residential mortgage loans held for sale Performing loans 1,104 1,052 52 Accruing loans 90 days or more past due 3 3 Nonaccrual loans 9 9 Total 1,116 1,064 52 Commercial mortgage loans held for sale (a) Performing loans 978 980 (2) Nonaccrual loans 3 5 (2) Total 981 985 (4) Residential mortgage loans - portfolio Performing loans 234 282 (48) Accruing loans 90 days or more past due 402 402 Nonaccrual loans 215 349 (134) Total 851 1,033 (182) Other assets 140 148 (8) Liabilities Other borrowed funds $ 70 $ 71 $ (1) December 31, 2015 Assets Customer resale agreements $ 137 $ 133 $ 4 Residential mortgage loans held for sale Performing loans 832 804 28 Accruing loans 90 days or more past due 4 4 Nonaccrual loans 7 8 (1) Total 843 816 27 Commercial mortgage loans held for sale (a) Performing loans 639 659 (20) Nonaccrual loans 2 3 (1) Total 641 662 (21) Residential mortgage loans - portfolio Performing loans 204 260 (56) Accruing loans 90 days or more past due 475 478 (3) Nonaccrual loans 226 361 (135) Total 905 1,099 (194) Other assets 164 159 5 Liabilities Other borrowed funds $ 93 $ 95 $ (2) (a) There were no accruing loans 90 days or more past due within this category at June 30, 2016 or December 31, 2015.
Additional Fair Value Information Related to Other Financial Instruments	Table 70: Additional Fair Value Information Related to Other Financial Instruments Carrying Fair Value In millions Amount Total Level 1 Level 2 Level 3 June 30, 2016 Assets Cash and due from banks $ 4,196 $ 4,196 $ 4,196 Short-term assets 29,532 29,532 $ 29,532 Securities held to maturity 14,917 15,480 331 15,143 $ 6 Loans held for sale 199 200 159 41 Net loans (excludes leases) 197,887 201,083 201,083 Other assets 1,711 2,139 1,709 430 (a) Total assets $ 248,442 $ 252,630 $ 4,527 $ 46,543 $ 201,560 Liabilities Demand, savings and money market deposits $ 230,727 $ 230,727 $ 230,727 Time deposits 19,051 19,180 19,180 Borrowed funds 53,736 54,584 53,138 $ 1,446 Unfunded loan commitments and letters of credit 286 286 286 Other liabilities 47 47 47 Total liabilities $ 303,847 $ 304,824 $ 303,092 $ 1,732 December 31, 2015 Assets Cash and due from banks $ 4,065 $ 4,065 $ 4,065 Short-term assets 32,959 32,959 $ 32,959 Securities held to maturity 14,768 15,002 298 14,698 $ 6 Loans held for sale 56 56 22 34 Net loans (excludes leases) 195,579 197,611 197,611 Other assets 1,817 2,408 1,786 622 (a) Total assets $ 249,244 $ 252,101 $ 4,363 $ 49,465 $ 198,273 Liabilities Demand, savings and money market deposits $ 228,492 $ 228,492 $ 228,492 Time deposits 20,510 20,471 20,471 Borrowed funds 53,761 54,002 52,578 $ 1,424 Unfunded loan commitments and letters of credit 245 245 245 Total liabilities $ 303,008 $ 303,210 $ 301,541 $ 1,669 (a) Represents estimated fair value of Visa Class B common shares, which was estimated solely based upon the June 30, 2016 and December 31, 2015 closing price for the Visa Class A common shares, respectively, and the Visa Class B common share conversion rate, which reflects adjustments in respect of all litigation funding by Visa as of that date. The transfer restrictions on the Visa Class B common shares could impact the aforementioned estimate, until they can be converted to Class A common shares. See Note 21 Commitments and Guarantees in our 2015 Form 10-K for additional information.

Goodwill and Other Intangible28

Goodwill and Other Intangible Assets (Tables)	6 Months Ended
	Jun. 30, 2016
Goodwill and Other Intangible Assets Disclosure [Abstract]
Mortgage Servicing Rights	Changes in the commercial and residential MSRs follow: Table 71: Mortgage Servicing Rights Commercial MSRs Residential MSRs In millions 2016 2015 2016 2015 January 1 $ 526 $ 506 $ 1,063 $ 845 Additions: From loans sold with servicing retained 23 34 23 38 Purchases 9 28 105 150 Changes in fair value due to: Time and payoffs (a) (46) (43) (78) (86) Other (b) (64) 18 (339) 68 June 30 $ 448 $ 543 $ 774 $ 1,015 Related unpaid principal balance at June 30 $ 142,968 $ 144,416 $ 126,172 $ 115,454 Servicing advances at June 30 $ 244 $ 271 $ 335 $ 463 (a) Represents decrease in MSR value due to passage of time, including the impact from both regularly scheduled loan principal payments and loans that were paid down or paid off during the period. (b) Represents MSR value changes resulting primarily from market-driven changes in interest rates.
Commercial Mortgage Loan Servicing Assets - Key Valuation Assumptions	The following tables set forth the fair value of commercial and residential MSRs and the sensitivity analysis of the hypothetical effect on the fair value of MSRs to immediate adverse changes of 10% and 20% in those assumptions: Table 72: Commercial Mortgage Loan Servicing Rights - Key Valuation Assumptions June 30 December 31 Dollars in millions 2016 2015 Fair value $ 448 $ 526 Weighted-average life (years) 4.5 4.7 Weighted-average constant prepayment rate 8.19 % 5.71 % Decline in fair value from 10% adverse change $ 10 $ 10 Decline in fair value from 20% adverse change $ 19 $ 19 Effective discount rate 7.44 % 7.49 % Decline in fair value from 10% adverse change $ 12 $ 14 Decline in fair value from 20% adverse change $ 24 $ 29
Residential Mortgage Loan Servicing Assets - Key Valuation Assumptions	Table 73: Residential Mortgage Loan Servicing Rights - Key Valuation Assumptions June 30 December 31 Dollars in millions 2016 2015 Fair value $ 774 $ 1,063 Weighted-average life (years) 4.1 6.3 Weighted-average constant prepayment rate 19.19 % 10.61 % Decline in fair value from 10% adverse change $ 50 $ 44 Decline in fair value from 20% adverse change $ 95 $ 85 Weighted-average option adjusted spread 865 bps 893 bps Decline in fair value from 10% adverse change $ 23 $ 34 Decline in fair value from 20% adverse change $ 44 $ 67

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	6 Months Ended
	Jun. 30, 2016
Share-based Compensation [Abstract]
Net Periodic Pension and Postretirement Benefits Costs	Table 74: Net Periodic Pension and Postretirement Benefit Costs Qualified Pension Plan Nonqualified Retirement Plans Postretirement Benefits Three months ended June 30 In millions 2016 2015 2016 2015 2016 2015 Net periodic cost consists of: Service cost $ 25 $ 26 $ 1 $ 1 $ 2 $ 2 Interest cost 47 45 3 3 3 3 Expected return on plan assets (71) (74) (1) Amortization of prior service credit (1) (2) (1) Amortization of actuarial losses 11 8 1 1 Net periodic cost/(benefit) $ 11 $ 3 $ 5 $ 5 $ 3 $ 5 Qualified Pension Plan Nonqualified Retirement Plans Postretirement Benefits Six months ended June 30 In millions 2016 2015 2016 2015 2016 2015 Net periodic cost consists of: Service cost $ 51 $ 53 $ 1 $ 1 $ 3 $ 3 Interest cost 93 89 6 6 7 7 Expected return on plan assets (141) (148) (2) Amortization of prior service credit (3) (4) (1) Amortization of actuarial losses 22 15 2 3 Net periodic cost/(benefit) $ 22 $ 5 $ 9 $ 10 $ 7 $ 10

Financial Derivatives (Tables)

Financial Derivatives (Tables)	6 Months Ended
	Jun. 30, 2016
Derivative Instruments And Hedging Activities Disclosure [Abstract]
Total Gross Derivatives	Table 75: Total Gross Derivatives June 30, 2016 December 31, 2015 Notional/ Asset Liability Notional/ Asset Liability Contract Fair Fair Contract Fair Fair In millions Amount Value (a) Value (b) Amount Value (a) Value (b) Derivatives designated as hedging instruments under GAAP $ 53,982 $ 2,011 $ 351 $ 52,074 $ 1,159 $ 174 Derivatives not designated as hedging instruments under GAAP 302,743 6,216 5,717 295,902 3,782 3,628 Total gross derivatives $ 356,725 $ 8,227 $ 6,068 $ 347,976 $ 4,941 $ 3,802 (a) Included in Other assets on our Consolidated Balance Sheet. (b) Included in Other liabilities on our Consolidated Balance Sheet.
Derivatives Designated as Hedging Instruments under GAAP	Further detail regarding the notional amounts and fair values related to derivatives designated in hedge relationships is presented in the following table: Table 76: Derivatives Designated As Hedging Instruments under GAAP June 30, 2016 December 31, 2015 Notional/ Asset Liability Notional/ Asset Liability Contract Fair Fair Contract Fair Fair In millions Amount Value (a) Value (b) Amount Value (a) Value (b) Interest rate contracts: Fair value hedges: Receive-fixed swaps $ 27,692 $ 1,234 $ 25,756 $ 699 $ 18 Pay-fixed swaps (c) 5,502 $ 351 5,934 13 153 Subtotal 33,194 1,234 351 31,690 712 171 Cash flow hedges: Receive-fixed swaps 16,871 604 17,879 412 2 Forward purchase commitments 2,900 34 1,400 4 1 Subtotal 19,771 638 19,279 416 3 Foreign exchange contracts: Net investment hedges 1,017 139 1,105 31 Total derivatives designated as hedging instruments $ 53,982 $ 2,011 $ 351 $ 52,074 $ 1,159 $ 174 (a) Included in Other assets on our Consolidated Balance Sheet. (b) Included in Other liabilities on our Consolidated Balance Sheet. (c) Includes zero-coupon swaps.
Gains (Losses) on Derivatives and Related Hedged Items - Fair Value Hedges	Table 77: Gains (Losses) on Derivatives and Related Hedged Items - Fair Value Hedges (a) Three months ended Six months ended June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Gain (Loss) Gain (Loss) Gain (Loss) Gain (Loss) Gain on Related Gain on Related Gain on Related Gain on Related (Loss) on Hedged (Loss) on Hedged (Loss) on Hedged (Loss) on Hedged Derivatives Items Derivatives Items Derivatives Items Derivatives Items Recognized Recognized Recognized Recognized Recognized Recognized Recognized Recognized In millions Hedged Items Location in Income in Income in Income in Income in Income in Income in Income in Income Interest rate contracts U.S. Treasury and Government Agencies and Other Debt Securities Investment securities (interest income) $ (55) $ 56 $ 64 $ (66) $ (209) $ 214 $ 12 $ (12) Interest rate contracts Subordinated Debt and Bank Notes and Senior Debt Borrowed funds (interest expense) 155 (168) (264) 259 562 (600) (107) 87 Total (a) $ 100 $ (112) $ (200) $ 193 $ 353 $ (386) $ (95) $ 75 (a) The difference between the gains (losses) recognized in income on derivatives and their related hedged items represents the ineffective portion of the change in value of our fair value hedge derivatives.
Gains (Losses) on Derivatives and Related Cash Flows - Cash Flow Hedges	Further detail regarding gains (losses) on derivatives and related cash flows is presented in the following table: Table 78: Gains (Losses) on Derivatives and Related Cash Flows - Cash Flow Hedges (a) (b) Three months ended Six months ended June 30 June 30 In millions 2016 2015 2016 2015 Gains (losses) on derivatives recognized in OCI - (effective portion) $ 126 $ (102) $ 391 $ 196 Less: Gains (losses) reclassified from accumulated OCI into income - (effective portion) Interest income 64 72 129 140 Noninterest income (1) (4) (1) (13) Total gains (losses) reclassified from accumulated OCI into income - (effective portion) $ 63 $ 68 $ 128 $ 127 Net unrealized gains (losses) on cash flow hedge derivatives $ 63 $ (170) $ 263 $ 69 (a) All cash flow hedge derivatives are interest rate contracts as of June 30, 2016 and June 30, 2015. (b) The amount of cash flow hedge ineffectiveness recognized in income was not significant for the periods presented.
Derivatives Not Designated as Hedging Instruments under GAAP	Further detail regarding the notional amounts and fair values related to derivatives not designated in hedge relationships is presented in the following table: Table 79: Derivatives Not Designated As Hedging Instruments under GAAP June 30, 2016 December 31, 2015 In millions Notional / Contract Amount Asset Fair Value (a) Liability Fair Value (b) Notional / Contract Amount Asset Fair Value (a) Liability Fair Value (b) Derivatives used for residential mortgage banking activities: Residential mortgage servicing Interest rate contracts: Swaps $ 37,741 $ 1,514 $ 1,003 $ 37,505 $ 758 $ 416 Swaptions 584 17 7 650 27 14 Futures (c) 12,935 17,653 Futures options 14,000 3 6,000 1 Mortgage-backed securities commitments 3,765 36 3 3,920 4 8 Subtotal 69,025 1,567 1,016 65,728 789 439 Loan sales Interest rate contracts: Futures (c) 15 20 Bond options 150 200 2 Mortgage-backed securities commitments 5,680 17 37 6,363 16 8 Residential mortgage loan commitments 2,188 30 1,580 16 Subtotal 8,033 47 37 8,163 34 8 Subtotal $ 77,058 $ 1,614 $ 1,053 $ 73,891 $ 823 $ 447 Derivatives used for commercial mortgage banking activities: Interest rate contracts: Swaps $ 4,186 $ 156 $ 73 $ 3,945 $ 77 $ 46 Swaptions 439 Futures (c) 4,449 18,454 Commercial mortgage loan commitments 1,878 15 8 1,176 11 6 Subtotal 10,513 171 81 24,014 88 52 Credit contracts 44 77 Subtotal $ 10,557 $ 171 $ 81 $ 24,091 $ 88 $ 52 Derivatives used for customer-related activities: Interest rate contracts: Swaps $ 169,547 $ 3,936 $ 3,952 $ 157,041 $ 2,507 $ 2,433 Caps/floors - Sold 5,169 6 5,337 11 Caps/floors - Purchased 6,635 21 6,383 18 Swaptions 5,154 185 13 4,363 86 13 Futures (c) 2,204 1,673 Futures options 292 5 5 Mortgage-backed securities commitments 2,375 5 8 1,910 5 2 Subtotal 191,376 4,152 3,984 176,707 2,616 2,459 Foreign exchange contracts 11,734 192 202 10,888 194 198 Credit contracts 6,284 4 7 5,026 2 4 Subtotal $ 209,394 $ 4,348 $ 4,193 $ 192,621 $ 2,812 $ 2,661 Derivatives used for other risk management activities: Foreign exchange contracts $ 3,158 $ 83 $ 23 $ 2,742 $ 59 $ 6 Other contracts (d) 2,576 367 2,557 462 Subtotal $ 5,734 $ 83 $ 390 $ 5,299 $ 59 $ 468 Total derivatives not designated as hedging instruments $ 302,743 $ 6,216 $ 5,717 $ 295,902 $ 3,782 $ 3,628 (a) Included in Other assets on our Consolidated Balance Sheet. (b) Included in Other liabilities on our Consolidated Balance Sheet. (c) Futures contracts settle in cash daily and, therefore, no derivative asset or derivative liability is recognized on our Consolidated Balance Sheet. (d) Includes PNC's obligation to fund a portion of certain BlackRock LTIP programs and the swaps entered into in connection with sales of a portion of Visa Class B common shares.
Gains (Losses) on Derivatives Not Designated as Hedging Instruments under GAAP	Further detail regarding the gains (losses) on derivatives not designated in hedging relationships is presented in the following table: Table 80: Gains (Losses) on Derivatives Not Designated As Hedging Instruments under GAAP Three months ended Six months ended June 30 June 30 In millions 2016 2015 2016 2015 Derivatives used for residential mortgage banking activities: Residential mortgage servicing Interest rate contracts $ 141 $ (83) $ 336 $ 15 Loan sales Interest rate contracts 4 47 (3) 68 Gains (losses) included in residential mortgage banking activities (a) $ 145 $ (36) $ 333 $ 83 Derivatives used for commercial mortgage banking activities: Interest rate contracts (b) (c) $ 27 $ (25) $ 80 $ 5 Credit contracts (c) 1 Gains (losses) from commercial mortgage banking activities $ 27 $ (24) $ 80 $ 5 Derivatives used for customer-related activities: Interest rate contracts $ 1 $ 30 $ (3) $ 34 Foreign exchange contracts 17 32 46 33 Gains (losses) from customer-related activities (c) $ 18 $ 62 $ 43 $ 67 Derivatives used for other risk management activities: Interest rate contracts $ 1 $ 1 Foreign exchange contracts $ 66 (69) $ (29) 114 Other contracts (d) (62) 14 (66) 7 Gains (losses) from other risk management activities (c) $ 4 $ (54) $ (95) $ 122 Total gains (losses) from derivatives not designated as hedging instruments $ 194 $ (52) $ 361 $ 277 (a) Included in Residential mortgage noninterest income. (b) Included in Corporate services noninterest income. (c) Included in Other noninterest income. (d) Includes BlackRock LTIP funding obligation and the swaps entered into in connection with sales of a portion of Visa Class B common shares.
Derivative Assets And Liabilities Offsetting	Table 81: Derivative Assets and Liabilities Offsetting Gross Fair Value Amounts Offset on the Consolidated Balance Sheet Net Fair Value Securities Collateral Held / (Pledged) Net Amounts June 30, 2016 Fair Value Offset Amount Cash Collateral Under Master Netting Agreements In millions Derivative assets Interest rate contracts: Cleared $ 2,446 $ 2,066 $ 283 $ 97 $ 97 Over-the-counter 5,362 2,068 595 2,699 $ 411 2,288 Foreign exchange contracts 415 209 27 179 4 175 Credit contracts 4 2 1 1 1 Total derivative assets $ 8,227 $ 4,345 $ 906 $ 2,976 (a) $ 415 $ 2,561 Derivative liabilities Interest rate contracts: Cleared $ 2,523 $ 2,065 $ 410 $ 48 $ 48 Exchange-traded 3 3 3 Over-the-counter 2,943 2,155 701 87 87 Foreign exchange contracts 224 119 27 78 78 Credit contracts 8 6 2 Other contracts 367 367 367 Total derivative liabilities $ 6,068 $ 4,345 $ 1,140 $ 583 (b) $ 583 December 31, 2015 In millions Derivative assets Interest rate contracts: Cleared $ 1,003 $ 779 $ 195 $ 29 $ 29 Over-the-counter 3,652 1,645 342 1,665 $ 178 1,487 Foreign exchange contracts 284 129 13 142 2 140 Credit contracts 2 1 1 Total derivative assets $ 4,941 $ 2,554 $ 551 $ 1,836 (a) $ 180 $ 1,656 Derivative liabilities Interest rate contracts: Cleared $ 855 $ 779 $ 57 $ 19 $ 19 Exchange-traded 1 1 1 Over-the-counter 2,276 1,687 530 59 59 Foreign exchange contracts 204 85 20 99 99 Credit contracts 4 3 1 Other contracts 462 462 462 Total derivative liabilities $ 3,802 $ 2,554 $ 608 $ 640 (b) $ 640 (a) Represents the net amount of derivative assets included in Other assets on our Consolidated Balance Sheet. (b) Represents the net amount of derivative liabilities included in Other liabilities on our Consolidated Balance Sheet.

Earnings per Share (Tables)

Earnings per Share (Tables)	6 Months Ended
	Jun. 30, 2016
Earnings per Share
Basic and Diluted Earnings per Common Share	N OTE 10 E ARNINGS P ER S HARE Table 82: Basic and Diluted Earnings per Common Share Three months ended Six months ended June 30 June 30 In millions, except per share data 2016 2015 2016 2015 Basic Net income $ 989 $ 1,044 $ 1,932 $ 2,048 Less: Net income (loss) attributable to noncontrolling interests 23 4 42 5 Preferred stock dividends and discount accretion and redemptions 43 48 108 118 Net income attributable to common shares 923 992 1,782 1,925 Less: Dividends and undistributed earnings allocated to participating securities 6 12 2 Net income attributable to basic common shares $ 917 $ 992 $ 1,770 $ 1,923 Basic weighted-average common shares outstanding 497 517 499 519 Basic earnings per common share (a) $ 1.84 $ 1.92 $ 3.54 $ 3.71 Diluted Net income attributable to basic common shares $ 917 $ 992 $ 1,770 $ 1,923 Less: Impact of BlackRock earnings per share dilution 3 5 6 10 Net income attributable to diluted common shares $ 914 $ 987 $ 1,764 $ 1,913 Basic weighted-average common shares outstanding 497 517 499 519 Dilutive potential common shares 6 8 6 8 Diluted weighted-average common shares outstanding 503 525 505 527 Diluted earnings per common share (a) $ 1.82 $ 1.88 $ 3.49 $ 3.63 (a) Basic and diluted earnings per share under the two-class method are determined on net income reported on the income statement less earnings allocated to nonvested restricted shares and restricted share units with nonforfeitable dividends and dividend rights (participating securities).

Total Equity and Other Compre32

Total Equity and Other Comprehensive Income (Tables)	6 Months Ended
	Jun. 30, 2016
Other Comprehensive Income [Abstract]
Rollforward of Total Equity	Table 83: Rollforward of Total Equity Shareholders' Equity In millions Shares Outstanding Common Stock Common Stock Capital Surplus - Preferred Stock Capital Surplus - Common Stock and Other Retained Earnings Accumulated Other Comprehensive Income (Loss) Treasury Stock Non-controlling Interests Total Equity Balance at January 1, 2015 523 $ 2,705 $ 3,946 $ 12,627 $ 26,200 $ 503 $ (1,430) $ 1,523 $ 46,074 Net income 2,043 5 2,048 Other comprehensive income (loss), net of tax (124) (124) Cash dividends declared Common ($.99 per share) (516) (516) Preferred (115) (115) Preferred stock discount accretion 3 (3) Common stock activity 1 3 34 37 Treasury stock activity (8) (55) (832) (887) Preferred stock redemption - Series K (500) (500) Other 26 (131) (105) Balance at June 30, 2015 (a) 516 $ 2,708 $ 3,449 $ 12,632 $ 27,609 $ 379 $ (2,262) $ 1,397 $ 45,912 Balance at January 1, 2016 504 $ 2,708 $ 3,452 $ 12,745 $ 29,043 $ 130 $ (3,368) $ 1,270 $ 45,980 Net income 1,890 42 1,932 Other comprehensive income (loss), net of tax 606 606 Cash dividends declared Common ($1.02 per share) (516) (516) Preferred (105) (105) Preferred stock discount accretion 3 (3) Common stock activity (b) 1 10 11 Treasury stock activity (11) (13) (936) (949) Other (89) (171) (260) Balance at June 30, 2016 (a) 493 $ 2,709 $ 3,455 $ 12,653 $ 30,309 $ 736 $ (4,304) $ 1,141 $ 46,699 (a) The par value of our preferred stock outstanding was less than $.5 million at each date and, therefore, is excluded from this presentation. (b) Common stock activity totaled less than .5 million shares issued.
Other Comprehensive Income	Details of other comprehensive income (loss) are as follows: Table 84: Other Comprehensive Income Three Months Ended June 30 Six Months Ended June 30 In millions 2016 2015 2016 2015 Net unrealized gains (losses) on non-OTTI securities Increase in net unrealized gains (losses) on non-OTTI securities $ 286 $ (346) $ 805 $ (214) Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income 8 7 14 14 Less: Net gains (losses) realized on sales of securities reclassified to noninterest income 5 12 14 63 Net increase (decrease), pre-tax 273 (365) 777 (291) Effect of income taxes (100) 134 (285) 107 Net increase (decrease), after-tax 173 (231) 492 (184) Net unrealized gains (losses) on OTTI securities Increase in net unrealized gains (losses) on OTTI securities 17 3 (22) 5 Less: OTTI losses realized on securities reclassified to noninterest income (1) (1) (2) Net increase (decrease), pre-tax 17 4 (21) 7 Effect of income taxes (6) (2) 8 (3) Net increase (decrease), after-tax 11 2 (13) 4 Net unrealized gains (losses) on cash flow hedge derivatives Increase in net unrealized gains (losses) on cash flow hedge derivatives 126 (102) 391 196 Less: Net gains (losses) realized as a yield adjustment reclassified to loan interest income 56 64 116 128 Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income 8 8 13 12 Less: Net gains (losses) realized on sales of securities reclassified to noninterest income (1) (4) (1) (13) Net increase (decrease), pre-tax 63 (170) 263 69 Effect of income taxes (23) 63 (96) (25) Net increase (decrease), after-tax 40 (107) 167 44 Pension and other postretirement benefit plan adjustments Net pension and other postretirement benefit activity (7) (17) (5) 36 Amortization of actuarial loss (gain) reclassified to other noninterest expense 12 9 24 18 Amortization of prior service cost (credit) reclassified to other noninterest expense (2) (2) (4) (4) Net increase (decrease), pre-tax 3 (10) 15 50 Effect of income taxes (1) 4 (5) (18) Net increase (decrease), after-tax 2 (6) 10 32 Other PNC's portion of BlackRock's OCI 13 (9) (12) (34) Net investment hedge derivatives 80 (65) 109 (11) Foreign currency translation adjustments and other (a) (81) 65 (112) 9 Net increase (decrease), pre-tax 12 (9) (15) (36) Effect of income taxes (a) (34) 27 (35) 16 Net increase (decrease), after-tax (22) 18 (50) (20) Total other comprehensive income, pre-tax 368 (550) 1,019 (201) Total other comprehensive income, tax effect (164) 226 (413) 77 Total other comprehensive income, after-tax $ 204 $ (324) $ 606 $ (124) (a) The earnings of PNC's Luxembourg-UK lending business have been indefinitely reinvested; therefore, no U.S. deferred income tax has been recorded on the foreign currency translation of the investment.
Accumulated Other Comprehensive Income (Loss) Components	Table 85: Accumulated Other Comprehensive Income (Loss) Components In millions, after-tax Net unrealized gains (losses) on non-OTTI securities Net unrealized gains (losses) on OTTI securities Net unrealized gains (losses) on cash flow hedge derivatives Pension and other postretirement benefit plan adjustments Other Total Balance at March 31, 2015 $ 694 $ 76 $ 501 $ (482) $ (86) $ 703 Net activity (231) 2 (107) (6) 18 (324) Balance at June 30, 2015 $ 463 $ 78 $ 394 $ (488) $ (68) $ 379 Balance at March 31, 2016 $ 605 $ 42 $ 557 $ (546) $ (126) $ 532 Net activity 173 11 40 2 (22) 204 Balance at June 30, 2016 $ 778 $ 53 $ 597 $ (544) $ (148) $ 736 Balance at December 31, 2014 $ 647 $ 74 $ 350 $ (520) $ (48) $ 503 Net activity (184) 4 44 32 (20) (124) Balance at June 30, 2015 $ 463 $ 78 $ 394 $ (488) $ (68) $ 379 Balance at December 31, 2015 $ 286 $ 66 $ 430 $ (554) $ (98) $ 130 Net activity 492 (13) 167 10 (50) 606 Balance at June 30, 2016 $ 778 $ 53 $ 597 $ (544) $ (148) $ 736

Commitments And Guarantees (Tab

Commitments And Guarantees (Tables)	6 Months Ended
	Jun. 30, 2016
Commitments and Guarantees [Abstract]
Commitments to Extend Credit and Other Commitments	Table 86: Commitments to Extend Credit and Other Commitments June 30 December 31 In millions 2016 2015 Commitments to extend credit Total commercial lending $ 102,120 $ 101,252 Home equity lines of credit 17,331 17,268 Credit card 21,298 19,937 Other 4,367 4,032 Total commitments to extend credit 145,116 142,489 Net outstanding standby letters of credit (a) 9,089 8,765 Reinsurance agreements (b) 1,917 2,010 Standby bond purchase agreements (c) 872 911 Other commitments (d) 965 966 Total commitments to extend credit and other commitments $ 157,959 $ 155,141 (a) Net outstanding standby letters of credit include $4.6 billion and $4.7 billion which support remarketing programs at June 30, 2016 and December 31, 2015, respectively. (b) Represents aggregate maximum exposure up to the specified limits of the reinsurance contracts, and reflects estimates based on availability of financial information from insurance carriers. As of June 30, 2016, the aggregate maximum exposure amount comprised $1.6 billion for accidental death & dismemberment contracts and $.3 billion for credit life, accident & health contracts. Comparable amounts at December 31, 2015 were $1.6 billion and $.4 billion, respectively. (c) We enter into standby bond purchase agreements to support municipal bond obligations. (d) Includes $.4 billion and $.5 billion related to investments in qualified affordable housing projects at June 30, 2016 and December 31, 2015, respectively.
Internal Credit Ratings Related to Net Outstanding Standby Letters of Credit	Table 87: Internal Credit Ratings Related to Net Outstanding Standby Letters of Credit June 30 December 31 2016 2015 Internal credit ratings (as a percentage of portfolio): Pass (a) 92 % 93 % Below pass (b) 8 % 7 % (a) Indicates that expected risk of loss is currently low. (b) Indicates a higher degree of risk of default.
Resale and Repurchase Agreements Offsetting	Table 88: Resale and Repurchase Agreements Offsetting In millions Gross Resale / Repurchase Agreements Amounts Offset on the Consolidated Balance Sheet Net Resale / Repurchase Agreements (a) Securities Collateral Held / Pledged Under Master Netting Agreements (b) Net Amounts Resale Agreements June 30, 2016 $ 1,157 $ 1,157 $ 1,083 $ 74 (c) December 31, 2015 $ 1,082 $ 1,082 $ 1,008 $ 74 (c) Repurchase Agreements (d) June 30, 2016 $ 1,617 $ 1,617 $ 1,001 $ 616 (e) December 31, 2015 $ 1,767 $ 1,767 $ 1,014 $ 753 (e) (a) Resale agreements are included on the Consolidated Balance Sheet in Federal funds sold and resale agreements. Repurchase agreements are included on the Consolidated Balance Sheet in Federal funds purchased and repurchase agreements. (b) Represents the fair value of securities collateral purchased or sold, up to the amount owed under the agreement, for agreements supported by a legally enforceable master netting agreement. (c) Represents certain long term resale agreements which are fully collateralized but do not have the benefits of a netting opinion and, therefore, might be subject to a stay in insolvency proceedings and therefore are not eligible under ASC 210-20 for netting. (d) Repurchase agreements have remaining contractual maturities that are classified as overnight or continuous. As of June 30, 2016 and December 31, 2015, the collateral pledged under these agreements consisted primarily of residential mortgage-backed agency securities. (e) Represents overnight repurchase agreements entered into with municipalities, pension plans, and certain trusts and insurance companies which are fully collateralized but do not have the benefits of a netting opinion and, therefore, might be subject to a stay in insolvency proceedings and therefore are not eligible under ASC 210-20 for netting. There were no long term repurchase agreements as of June 30, 2016 and December 31, 2015.

Segment Reporting (Tables)

Segment Reporting (Tables)	6 Months Ended
	Jun. 30, 2016
Segment Reporting [Abstract]
Results of Businesses	Table 89: Results Of Businesses Corporate & Asset Residential Non-Strategic Three months ended June 30 Retail Institutional Management Mortgage Assets In millions Banking Banking Group Banking BlackRock Portfolio Other Consolidated (a) 2016 Income Statement Net interest income $ 1,117 $ 822 $ 76 $ 28 $ 73 $ (48) $ 2,068 Noninterest income 564 533 213 182 $ 170 5 59 1,726 Total revenue 1,681 1,355 289 210 170 78 11 3,794 Provision for credit losses 29 69 6 1 13 9 127 Depreciation and amortization 41 37 12 3 122 215 Other noninterest expense 1,127 512 194 133 20 159 2,145 Income (loss) before income taxes and noncontrolling interests 484 737 77 73 170 45 (279) 1,307 Income taxes (benefit) 177 247 29 27 36 16 (214) 318 Net income (loss) $ 307 $ 490 $ 48 $ 46 $ 134 $ 29 $ (65) $ 989 Average Assets (b) $ 71,544 $ 138,305 $ 7,756 $ 5,768 $ 6,919 $ 5,539 $ 123,159 $ 358,990 2015 Income Statement Net interest income $ 1,045 $ 837 $ 71 $ 30 $ 100 $ (31) $ 2,052 Noninterest income 590 492 243 176 $ 175 9 129 1,814 Total revenue 1,635 1,329 314 206 175 109 98 3,866 Provision for credit losses (benefit) 45 20 1 (2) (5) (13) 46 Depreciation and amortization 42 37 12 4 106 201 Other noninterest expense 1,168 510 203 174 26 84 2,165 Income (loss) before income taxes and noncontrolling interests 380 762 98 30 175 88 (79) 1,454 Income taxes (benefit) 139 254 36 11 40 32 (102) 410 Net income $ 241 $ 508 $ 62 $ 19 $ 135 $ 56 $ 23 $ 1,044 Average Assets (b) $ 73,369 $ 132,239 $ 8,005 $ 7,136 $ 6,760 $ 6,914 $ 118,217 $ 352,640 Corporate & Asset Residential Non-Strategic Six months ended June 30 Retail Institutional Management Mortgage Assets In millions Banking Banking Group Banking BlackRock Portfolio Other Consolidated (a) 2016 Income Statement Net interest income $ 2,230 $ 1,660 $ 153 $ 53 $ 148 $ (78) $ 4,166 Noninterest income 1,101 967 416 287 $ 311 27 184 3,293 Total revenue 3,331 2,627 569 340 311 175 106 7,459 Provision for credit losses (benefit) 106 176 3 6 (12) 279 Depreciation and amortization 81 72 23 6 235 417 Other noninterest expense 2,237 998 389 282 41 277 4,224 Income (loss) before income taxes and noncontrolling interests 907 1,381 154 52 311 128 (394) 2,539 Income taxes (benefit) 332 460 57 19 65 47 (373) 607 Net income (loss) $ 575 $ 921 $ 97 $ 33 $ 246 $ 81 $ (21) $ 1,932 Average Assets (b) $ 71,880 $ 136,913 $ 7,822 $ 6,037 $ 6,919 $ 5,677 $ 122,203 $ 357,451 2015 Income Statement Net interest income $ 2,082 $ 1,660 $ 144 $ 60 $ 212 $ (34) $ 4,124 Noninterest income 1,078 921 451 353 $ 351 18 301 3,473 Total revenue 3,160 2,581 595 413 351 230 267 7,597 Provision for credit losses (benefit) 94 37 13 (36) (8) 100 Depreciation and amortization 85 73 23 7 206 394 Other noninterest expense 2,283 988 402 332 50 266 4,321 Income (loss) before income taxes and noncontrolling interests 698 1,483 157 74 351 216 (197) 2,782 Income taxes (benefit) 255 493 58 27 82 79 (260) 734 Net income $ 443 $ 990 $ 99 $ 47 $ 269 $ 137 $ 63 $ 2,048 Average Assets (b) $ 73,691 $ 131,711 $ 7,974 $ 7,190 $ 6,760 $ 7,094 $ 115,941 $ 350,361 (a) There were no material intersegment revenues for the three and six months ended June 30, 2016 and 2015. (b) Period-end balances for BlackRock.

Loan Sale and Servicing Activ35

Loan Sale and Servicing Activities and Variable Interest Entities (Narrative) (Details) - Cumulative effect of adopting ASU 2014-01 [Member] - Low Income Housing Tax Credit Investments [Member] - USD ($) $ in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2016
Other Tax Benefits Recognized Low Income Housing Tax Credit Investments	$ 19	$ 38
Tax Credits Recognized Low Income Housing Tax Credit Investments	55	111
Amortization Recognized Low Income Housing Tax Credit Investments	$ 53	$ 105

Loan Sale and Servicing Activ36

Loan Sale and Servicing Activities and Variable Interest Entities (Cash Flows Associated with Loan Sale and Servicing Activities) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Residential Mortgages [Member]
Carrying value of mortgage-backed securities held	$ 6,400	$ 5,600	$ 6,400	$ 5,600	$ 6,600
Cash flows from sales of loans	1,408	2,015	2,846	3,955
Cash flows from repurchases of previously transferred loans	103	134	263	303
Cash flows from servicing fees	93	82	186	165
Cash flows from servicing advances recovered	48	47	76	38
Cash flows on mortgage-backed securities held	417	429	769	669
Commercial Mortgages [Member]
Carrying value of mortgage-backed securities held	1,100	1,200	1,100	1,200	$ 1,300
Cash flows from sales of loans	804	1,159	1,454	2,179
Cash flows from servicing fees	32	36	62	68
Cash flows from servicing advances recovered		21	7	28
Cash flows on mortgage-backed securities held	92	54	197	114
Cash flows from servicing advances (funded)	(24)
Home Equity Loans Lines [Member]
Cash flows from repurchases of previously transferred loans				2
Cash flows from servicing fees	3	4	6	8
Cash flows from servicing advances recovered		$ 1	$ 20	$ 25
Cash flows from servicing advances (funded)	$ (4)

Loan Sale and Servicing Activ37

Loan Sale and Servicing Activities and Variable Interest Entities (Principal Balance, Delinquent Loans (Loans 90 Days or More Past Due), and Net Charge-Offs Related to Serviced Loans) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Residential Mortgages [Member]
Total principal balance	$ 69,268		$ 69,268		$ 72,898
Delinquent loans	1,555		1,555		1,923
Net charge-offs	28	$ 37	54	$ 69
Commercial Mortgages [Member]
Total principal balance	49,625		49,625		53,789
Delinquent loans	1,035		1,035		1,057
Net charge-offs	157	148	1,069	255
Home Equity Loans Lines [Member]
Total principal balance	2,533		2,533		2,806
Delinquent loans	893		893		$ 904
Net charge-offs	$ 9	$ 8	$ 16	$ 15

Loan Sale and Servicing Activ38

Loan Sale and Servicing Activities and Variable Interest Entities (Consolidated VIEs - Carrying Value) (Details) - USD ($)		Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015	Dec. 31, 2014
Cash and due from banks		$ 4,196,000,000		$ 4,065,000,000	[1]	$ 4,412,000,000	$ 4,360,000,000
Interest-earning deposits with banks		26,750,000,000		30,546,000,000	[1]
Loans (b)		209,056,000,000	[2]	206,696,000,000	[2]	205,153,000,000
Allowance for loan and lease losses		(2,685,000,000)		(2,727,000,000)		$ (3,272,000,000)	$ (3,331,000,000)
Equity investments	[1]	10,469,000,000		10,587,000,000
Other assets	[1],[2]	25,316,000,000		23,092,000,000
Total assets		361,335,000,000		358,493,000,000
Other borrowed funds	[3],[4]	2,544,000,000		2,793,000,000
Accrued expenses	[4]	5,080,000,000		4,975,000,000
Other liabilities	[4]	4,904,000,000		3,743,000,000
Total liabilities		314,636,000,000		312,513,000,000
Noncontrolling interests		1,141,000,000		1,270,000,000
Variable Interest Entity, Primary Beneficiary [Member]
Cash and due from banks	[1]			11,000,000
Interest-earning deposits with banks	[1]			4,000,000
Loans (b)				1,341,000,000
Allowance for loan and lease losses				(48,000,000)
Equity investments	[1]	220,000,000		183,000,000
Other assets	[1]	47,000,000		402,000,000
Total assets		267,000,000		1,893,000,000
Other borrowed funds	[4]			148,000,000
Accrued expenses	[4]			44,000,000
Other liabilities	[4]			202,000,000
Total liabilities		11,000,000		394,000,000
Noncontrolling interests		$ 123,000,000		$ 99,000,000
[1]	Our consolidated assets at June 30, 2016 included the following assets of certain variable interest entities (VIEs): Equity investments of $220 million and Other assets of $47 million. Our consolidated assets at December 31, 2015 included the following assets of certain VIEs: Cash and due from banks of $11 million, Interest-earning deposits with banks of $4 million, Net loans of $1.3 billion, Equity investments of $183 million, and Other assets of $402 million.
[2]	Our consolidated assets at June 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $2.1 billion, Loans of $.9 billion, and Other assets of $349 million. Our consolidated assets at December 31, 2015 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $1.5 billion, Loans of $.9 billion, and Other assets of $521 million.
[3]	Our consolidated liabilities at June 30, 2016 and December 31, 2015 included Other borrowed funds of $70 million and $93 million, respectively, for which we have elected the fair value option.
[4]	Our consolidated liabilities at June 30, 2016 included liabilities of $11 million for certain VIEs. Our consolidated liabilities at December 31, 2015 included the following liabilities of certain VIEs: Other borrowed funds of $148 million, Accrued expenses of $44 million, and Other liabilities of $202 million.

Loan Sale and Servicing Activ39

Loan Sale and Servicing Activities and Variable Interest Entities (Non-Consolidated VIEs) (Details) - Variable Interest Entity, Primary Beneficiary [Member] - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
PNC Risk of Loss	$ 10,732	$ 10,729
Carrying Value of Assets Owned by PNC	10,653	10,800
Carrying Value of Liabilities Owned by PNC	772	838
Commercial Mortgage-Backed Securitizations [Member]
PNC Risk of Loss	1,284	1,498
Carrying Value of Assets Owned by PNC	1,284	1,498
Carrying Value of Liabilities Owned by PNC		1
Residential Mortgage-Backed Securitizations [Member]
PNC Risk of Loss	6,406	6,680
Carrying Value of Assets Owned by PNC	6,406	6,680
Carrying Value of Liabilities Owned by PNC	1	1
Tax Credit Investments And Other [Member]
PNC Risk of Loss	3,042	2,551
Carrying Value of Assets Owned by PNC	2,963	2,622
Carrying Value of Liabilities Owned by PNC	$ 771	$ 836

Asset Quality (Narrative) (Deta

Asset Quality (Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Troubled debt restructurings (TDRs)	$ 2,448		$ 2,448		$ 2,351
Nonperforming loans	2,264		2,264		2,126
TDRs [Member]
Associated Allowance for TDRs	357	$ 309	357	$ 309	319
Recorded Investment - Subsequently defaulted TDRs	38	$ 27	59	$ 45
Nonperforming [Member]
Troubled debt restructurings (TDRs)	1,240		1,240		1,119
Performing, including Consumer Credit Card TDRs [Member]
Troubled debt restructurings (TDRs)	1,208		1,208		1,232
Excluded from impaired loans due to authoritative lease accounting guidance [Member] | Equipment Lease Financing [Member]
Nonperforming loans	19		19		7
Federal Reserve Bank [Member]
Loans pledged as collateral for contingent borrowings	20,900		20,900		20,200
Federal Home Loan Bank [Member]
Loans pledged as collateral for contingent borrowings	$ 58,100		$ 58,100		$ 56,400

Asset Quality (Analysis of Loan

Asset Quality (Analysis of Loan Portfolio) (Details) - USD ($) $ in Millions	Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 209,056	[1]	$ 206,696	[1]	$ 205,153
Percentage Of Total Loans	100.00%		100.00%
Unearned income, net deferred loan fees, unamortized discounts and premiums, and purchase discounts and premiums	$ 1,400		$ 1,400
Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 201,880		$ 199,183
Percentage Of Total Loans	96.57%		96.36%
30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 464		$ 511
Percentage Of Total Loans	0.22%		0.25%
60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 243		$ 248
Percentage Of Total Loans	0.12%		0.12%
90 Days or More Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 754		$ 881
Percentage Of Total Loans	0.36%		0.43%
Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 1,461		$ 1,640
Percentage Of Total Loans	0.70%		0.80%
Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 2,264		$ 2,126
Percentage Of Total Loans	1.08%		1.03%
Fair Value Option Nonaccrual Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 215		$ 225
Percentage Of Total Loans	0.10%		0.11%
Purchased Impaired Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 3,236		$ 3,522
Percentage Of Total Loans	1.55%		1.70%
Total commercial lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 137,022		$ 133,544		130,722
Total commercial lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	135,962		132,649
Total commercial lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	67		98
Total commercial lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	49		38
Total commercial lending [Member] | 90 Days or More Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	38		45
Total commercial lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	154		181
Total commercial lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	768		545
Total commercial lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	138		169
Total consumer lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	72,034		73,152		$ 74,431
Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	65,918		66,534
Total consumer lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	397		413
Total consumer lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	194		210
Total consumer lending [Member] | 90 Days or More Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	716		836
Total consumer lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	1,307		1,459
Total consumer lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	1,496		1,581
Total consumer lending [Member] | Fair Value Option Nonaccrual Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	215		225
Total consumer lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	3,098		3,353
Commercial [Member] | Total commercial lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	100,562		98,608
Commercial [Member] | Total commercial lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	99,797		98,075
Commercial [Member] | Total commercial lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	61		69
Commercial [Member] | Total commercial lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	34		32
Commercial [Member] | Total commercial lending [Member] | 90 Days or More Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	38		45
Commercial [Member] | Total commercial lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	133		146
Commercial [Member] | Total commercial lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	606		351
Commercial [Member] | Total commercial lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	26		36
Commercial Real Estate [Member] | Total commercial lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	28,840		27,468
Commercial Real Estate [Member] | Total commercial lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	28,569		27,134
Commercial Real Estate [Member] | Total commercial lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	5		10
Commercial Real Estate [Member] | Total commercial lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	11		4
Commercial Real Estate [Member] | Total commercial lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	16		14
Commercial Real Estate [Member] | Total commercial lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	143		187
Commercial Real Estate [Member] | Total commercial lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	112		133
Equipment Lease Financing [Member] | Total commercial lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	7,620		7,468
Equipment Lease Financing [Member] | Total commercial lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	7,596		7,440
Equipment Lease Financing [Member] | Total commercial lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	1		19
Equipment Lease Financing [Member] | Total commercial lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	4		2
Equipment Lease Financing [Member] | Total commercial lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	5		21
Equipment Lease Financing [Member] | Total commercial lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	19		7
Home Equity [Member] | Total consumer lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	30,883		32,133
Home Equity [Member] | Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	28,604		29,656
Home Equity [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	63		63
Home Equity [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	27		30
Home Equity [Member] | Total consumer lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	90		93
Home Equity [Member] | Total consumer lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	926		977
Home Equity [Member] | Total consumer lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	1,263		1,407
Residential Real Estate [Member] | Total consumer lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	14,799		14,411
Residential Real Estate [Member] | Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	11,554		10,918
Residential Real Estate [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	128		142
Residential Real Estate [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member] | Government Insured or Guaranteed Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	57		56
Residential Real Estate [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	65		65
Residential Real Estate [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member] | Government Insured or Guaranteed Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	47		45
Residential Real Estate [Member] | Total consumer lending [Member] | 90 Days or More Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	489		566
Residential Real Estate [Member] | Total consumer lending [Member] | 90 Days or More Past Due [Member] | Government Insured or Guaranteed Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	466		545
Residential Real Estate [Member] | Total consumer lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	682		773
Residential Real Estate [Member] | Total consumer lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	513		549
Residential Real Estate [Member] | Total consumer lending [Member] | Fair Value Option Nonaccrual Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	215		225
Residential Real Estate [Member] | Total consumer lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	1,835		1,946
Credit Card [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	4,896		4,862
Credit Card [Member] | Total consumer lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	4,896		4,862
Credit Card [Member] | Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	4,820		4,779
Credit Card [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	25		28
Credit Card [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	17		19
Credit Card [Member] | Total consumer lending [Member] | 90 Days or More Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	30		33
Credit Card [Member] | Total consumer lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	72		80
Credit Card [Member] | Total consumer lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	4		3
Other Consumer [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	21,456		21,746
Other Consumer [Member] | Total consumer lending [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	21,456		21,746
Other Consumer [Member] | Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	20,940		21,181
Other Consumer [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	181		180
Other Consumer [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member] | Government Insured or Guaranteed Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	110		116
Other Consumer [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	85		96
Other Consumer [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member] | Government Insured or Guaranteed Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	64		75
Other Consumer [Member] | Total consumer lending [Member] | 90 Days or More Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	197		237
Other Consumer [Member] | Total consumer lending [Member] | 90 Days or More Past Due [Member] | Government Insured or Guaranteed Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	184		220
Other Consumer [Member] | Total consumer lending [Member] | Total Past Due [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	463		513
Other Consumer [Member] | Total consumer lending [Member] | Nonperforming Loans [Member]
Financing Receivable Recorded Investment Past Due [Line Items]
Total Loans	$ 53		$ 52
[1]	Our consolidated assets at June 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $2.1 billion, Loans of $.9 billion, and Other assets of $349 million. Our consolidated assets at December 31, 2015 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $1.5 billion, Loans of $.9 billion, and Other assets of $521 million.

Asset Quality (Nonperforming As

Asset Quality (Nonperforming Assets) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Nonperforming loans	$ 2,264	$ 2,126
Other real estate owned (OREO)	239	279
Foreclosed and other assets	12	20
Total OREO and foreclosed assets	251	299
Total nonperforming assets	$ 2,515	$ 2,425
Nonperforming loans to total loans	1.08%	1.03%
Nonperforming assets to total loans, OREO and foreclosed assets	1.20%	1.17%
Nonperforming assets to total assets	0.70%	0.68%
Mortgage loans in process of foreclosure	$ 400	$ 600
Government Insured or Guaranteed Loans [Member]
Mortgage loans in process of foreclosure	300	300
Total commercial lending [Member]
Nonperforming loans	768	545
Total consumer lending [Member]
Nonperforming loans	$ 1,496	$ 1,581

Asset Quality (Commercial Lendi

Asset Quality (Commercial Lending Asset Quality Indicators) (Details) - USD ($)	Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	$ 3,236,000,000				$ 4,465,000,000
Total Loans	209,056,000,000	[1]	$ 206,696,000,000	[1]	205,153,000,000
Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	138,000,000		169,000,000		235,000,000
Total Loans	137,022,000,000		133,544,000,000		$ 130,722,000,000
Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	100,536,000,000		98,572,000,000
Total Loans	100,562,000,000		98,608,000,000
Total commercial lending [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	28,728,000,000		27,335,000,000
Total Loans	28,840,000,000		27,468,000,000
Total commercial lending [Member] | Equipment Lease Financing [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	7,620,000,000		7,468,000,000
Total Loans	7,620,000,000		7,468,000,000
Pass [Member] | Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	35,000,000
Total Loans	130,584,000,000		127,323,000,000
Pass [Member] | Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	94,962,000,000		93,364,000,000
Pass [Member] | Total commercial lending [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	28,251,000,000		26,729,000,000
Pass [Member] | Total commercial lending [Member] | Equipment Lease Financing [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	7,336,000,000		7,230,000,000
Special Mention [Member] | Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	1,000,000		6,000,000
Total Loans	2,299,000,000		2,242,000,000
Special Mention [Member] | Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	2,174,000,000		2,029,000,000
Special Mention [Member] | Total commercial lending [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	68,000,000		120,000,000
Special Mention [Member] | Total commercial lending [Member] | Equipment Lease Financing [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	56,000,000		87,000,000
Substandard [Member] | Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	91,000,000		157,000,000
Total Loans	3,945,000,000		3,877,000,000
Substandard [Member] | Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	3,237,000,000		3,089,000,000
Substandard [Member] | Total commercial lending [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	398,000,000		481,000,000
Substandard [Member] | Total commercial lending [Member] | Equipment Lease Financing [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	219,000,000		150,000,000
Doubtful [Member] | Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	11,000,000		6,000,000
Total Loans	194,000,000		102,000,000
Doubtful [Member] | Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	163,000,000		90,000,000
Doubtful [Member] | Total commercial lending [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	11,000,000		5,000,000
Doubtful [Member] | Total commercial lending [Member] | Equipment Lease Financing [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	$ 9,000,000		$ 1,000,000
[1]	Our consolidated assets at June 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $2.1 billion, Loans of $.9 billion, and Other assets of $349 million. Our consolidated assets at December 31, 2015 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $1.5 billion, Loans of $.9 billion, and Other assets of $521 million.

Asset Quality (Home Equity and

Asset Quality (Home Equity and Residential Real Estate Balances) (Details) - USD ($) $ in Millions	Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 209,056	[1]	$ 206,696	[1]	$ 205,153
Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	41,750		42,268
Purchased Impaired Loans - Outstanding Balance	3,379		3,684
Government insured or guaranteed residential real estate mortgages	834		923
Difference between outstanding balance and recorded investment - purchased impaired loans	(281)		(331)
Total loans	$ 45,682		$ 46,544
[1]	Our consolidated assets at June 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $2.1 billion, Loans of $.9 billion, and Other assets of $349 million. Our consolidated assets at December 31, 2015 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $1.5 billion, Loans of $.9 billion, and Other assets of $521 million.

Asset Quality (Consumer Real Es

Asset Quality (Consumer Real Estate Secured Asset Quality Indicators) (Details) - USD ($)	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Recorded Investment	$ 3,236,000,000		$ 4,465,000,000
% of Loans	100.00%	100.00%
Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	$ 16,800,000,000	$ 17,060,000,000
Purchased Impaired Loans - Outstanding Balance	241,000,000	249,000,000
Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	12,820,000,000	13,666,000,000
Purchased Impaired Loans - Outstanding Balance	1,370,000,000	1,520,000,000
Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	12,130,000,000	11,542,000,000
Residential Real Estate [Member] | Government Insured or Guaranteed Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	834,000,000	923,000,000
Residential Real Estate [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	1,768,000,000	1,915,000,000
Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	41,750,000,000	42,268,000,000
Purchased Impaired Loans - Outstanding Balance	3,379,000,000	3,684,000,000
Purchased Impaired Loans - Recorded Investment	$ 3,098,000,000	$ 3,353,000,000
Total home equity and residential real estate loans [Member] | New Jersey [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	16.00%	14.00%
Total home equity and residential real estate loans [Member] | Pennsylvania [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	12.00%	12.00%
Total home equity and residential real estate loans [Member] | Illinois [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	11.00%	11.00%
Total home equity and residential real estate loans [Member] | Illinois [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	11.00%	11.00%
Total home equity and residential real estate loans [Member] | Ohio [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	11.00%	11.00%
Total home equity and residential real estate loans [Member] | Ohio [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	9.00%	9.00%
Total home equity and residential real estate loans [Member] | Florida [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	7.00%	7.00%
Total home equity and residential real estate loans [Member] | Florida [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	14.00%	14.00%
Total home equity and residential real estate loans [Member] | California [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	16.00%	16.00%
Total home equity and residential real estate loans [Member] | Maryland [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	7.00%	7.00%
Total home equity and residential real estate loans [Member] | Michigan [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	4.00%	5.00%
Total home equity and residential real estate loans [Member] | Michigan [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	5.00%	5.00%
Total home equity and residential real estate loans [Member] | North Carolina [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	7.00%	7.00%
Total home equity and residential real estate loans [Member] | All Other States Maximum [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	4.00%	4.00%
Total home equity and residential real estate loans [Member] | All Other States Maximum [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	4.00%	4.00%
Total home equity and residential real estate loans [Member] | All Other States [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	32.00%	33.00%
Total home equity and residential real estate loans [Member] | All Other States [Member] | Purchased Impaired Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	38.00%	38.00%
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	$ 213,000,000	$ 283,000,000
Purchased Impaired Loans - Outstanding Balance	5,000,000	6,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	815,000,000	960,000,000
Purchased Impaired Loans - Outstanding Balance	138,000,000	164,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	227,000,000	284,000,000
Purchased Impaired Loans - Outstanding Balance	162,000,000	147,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	1,255,000,000	1,527,000,000
Purchased Impaired Loans - Outstanding Balance	305,000,000	317,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	35,000,000	40,000,000
Purchased Impaired Loans - Outstanding Balance	5,000,000	6,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	148,000,000	189,000,000
Purchased Impaired Loans - Outstanding Balance	62,000,000	79,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	51,000,000	68,000,000
Purchased Impaired Loans - Outstanding Balance	60,000,000	76,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	234,000,000	297,000,000
Purchased Impaired Loans - Outstanding Balance	127,000,000	161,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Missing [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	1,000,000	1,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Missing [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	6,000,000	8,000,000
Purchased Impaired Loans - Outstanding Balance	2,000,000	7,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Missing [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	9,000,000	5,000,000
Purchased Impaired Loans - Outstanding Balance	4,000,000	5,000,000
LTV greater than or equal to 125% and updated FICO scores [Member] | FICO Score- Missing [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	16,000,000	14,000,000
Purchased Impaired Loans - Outstanding Balance	6,000,000	12,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	553,000,000	646,000,000
Purchased Impaired Loans - Outstanding Balance	9,000,000	12,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	1,541,000,000	1,733,000,000
Purchased Impaired Loans - Outstanding Balance	314,000,000	331,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	444,000,000	564,000,000
Purchased Impaired Loans - Outstanding Balance	165,000,000	186,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	2,538,000,000	2,943,000,000
Purchased Impaired Loans - Outstanding Balance	488,000,000	529,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	78,000,000	92,000,000
Purchased Impaired Loans - Outstanding Balance	8,000,000	9,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	260,000,000	302,000,000
Purchased Impaired Loans - Outstanding Balance	126,000,000	145,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	105,000,000	102,000,000
Purchased Impaired Loans - Outstanding Balance	104,000,000	118,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	443,000,000	496,000,000
Purchased Impaired Loans - Outstanding Balance	238,000,000	272,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Missing [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	3,000,000	3,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Missing [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	3,000,000	4,000,000
Purchased Impaired Loans - Outstanding Balance	2,000,000	8,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Missing [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	12,000,000	8,000,000
Purchased Impaired Loans - Outstanding Balance	6,000,000	7,000,000
LTV greater than or equal to 100% to less than 125% and updated FICO scores [Member] | FICO Score- Missing [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	18,000,000	15,000,000
Purchased Impaired Loans - Outstanding Balance	8,000,000	15,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	626,000,000	698,000,000
Purchased Impaired Loans - Outstanding Balance	8,000,000	10,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	1,357,000,000	1,492,000,000
Purchased Impaired Loans - Outstanding Balance	158,000,000	167,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	561,000,000	615,000,000
Purchased Impaired Loans - Outstanding Balance	122,000,000	133,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	2,544,000,000	2,805,000,000
Purchased Impaired Loans - Outstanding Balance	288,000,000	310,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	81,000,000	88,000,000
Purchased Impaired Loans - Outstanding Balance	5,000,000	6,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	203,000,000	226,000,000
Purchased Impaired Loans - Outstanding Balance	71,000,000	75,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	82,000,000	94,000,000
Purchased Impaired Loans - Outstanding Balance	66,000,000	68,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	366,000,000	408,000,000
Purchased Impaired Loans - Outstanding Balance	142,000,000	149,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Missing [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	1,000,000	1,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Missing [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	2,000,000	3,000,000
Purchased Impaired Loans - Outstanding Balance	1,000,000	4,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Missing [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	16,000,000	10,000,000
Purchased Impaired Loans - Outstanding Balance	3,000,000	3,000,000
LTV greater than or equal to 90% to less than 100% and updated FICO scores [Member] | FICO Score- Missing [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	19,000,000	14,000,000
Purchased Impaired Loans - Outstanding Balance	4,000,000	7,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	13,928,000,000	13,895,000,000
Purchased Impaired Loans - Outstanding Balance	116,000,000	106,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	7,631,000,000	7,808,000,000
Purchased Impaired Loans - Outstanding Balance	325,000,000	345,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	9,734,000,000	9,117,000,000
Purchased Impaired Loans - Outstanding Balance	609,000,000	665,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	31,293,000,000	30,820,000,000
Purchased Impaired Loans - Outstanding Balance	1,050,000,000	1,116,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	1,257,000,000	1,282,000,000
Purchased Impaired Loans - Outstanding Balance	81,000,000	91,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	842,000,000	923,000,000
Purchased Impaired Loans - Outstanding Balance	168,000,000	182,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	600,000,000	570,000,000
Purchased Impaired Loans - Outstanding Balance	421,000,000	455,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	2,699,000,000	2,775,000,000
Purchased Impaired Loans - Outstanding Balance	670,000,000	728,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Missing [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	24,000,000	31,000,000
Purchased Impaired Loans - Outstanding Balance	1,000,000	1,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Missing [Member] | Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	12,000,000	18,000,000
Purchased Impaired Loans - Outstanding Balance	3,000,000	13,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Missing [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	287,000,000	105,000,000
Purchased Impaired Loans - Outstanding Balance	26,000,000	31,000,000
LTV less than 90% and updated FICO scores [Member] | FICO Score- Missing [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	323,000,000	154,000,000
Purchased Impaired Loans - Outstanding Balance	30,000,000	45,000,000
Missing LTV and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	2,000,000	1,000,000
Missing LTV and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	2,000,000
Purchased Impaired Loans - Outstanding Balance	15,000,000	14,000,000
Missing LTV and updated FICO scores [Member] | FICO Score- Greater than 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	2,000,000
Purchased Impaired Loans - Outstanding Balance	17,000,000	15,000,000
Missing LTV and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	1,000,000	1,000,000
Missing LTV and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	4,000,000	6,000,000
Missing LTV and updated FICO scores [Member] | FICO Score- Less than or equal to 660 [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	5,000,000	7,000,000
Missing LTV and updated FICO scores [Member] | FICO Score- Missing [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	1,000,000	1,000,000
Missing LTV and updated FICO scores [Member] | FICO Score- Missing [Member] | Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	$ 1,000,000	$ 1,000,000

Asset Quality (Credit Card and

Asset Quality (Credit Card and Other Consumer Loan Classes Asset Quality Indicators) (Details) $ in Millions	Jun. 30, 2016USD ($)		Dec. 31, 2015USD ($)		Jun. 30, 2015USD ($)
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 209,056	[1]	$ 206,696	[1]	$ 205,153
% of Loans	100.00%		100.00%
Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 4,896		$ 4,862
Credit Card [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 32		$ 34
Credit Card [Member] | High Risk [Member] | Ohio [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	17.00%		17.00%
Credit Card [Member] | High Risk [Member] | Pennsylvania [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	16.00%		15.00%
Credit Card [Member] | High Risk [Member] | Michigan [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	8.00%		8.00%
Credit Card [Member] | High Risk [Member] | New Jersey [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	8.00%		8.00%
Credit Card [Member] | High Risk [Member] | Florida [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	7.00%		7.00%
Credit Card [Member] | High Risk [Member] | Illinois [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	6.00%		6.00%
Credit Card [Member] | High Risk [Member] | Indiana [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	4.00%		6.00%
Credit Card [Member] | High Risk [Member] | Maryland [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	5.00%		4.00%
Credit Card [Member] | High Risk [Member] | Kentucky [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	4.00%
Credit Card [Member] | High Risk [Member] | North Carolina [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans			4.00%
Credit Card [Member] | High Risk [Member] | All Other States Maximum [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	4.00%		4.00%
Credit Card [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 4,896		$ 4,862
% of Loans	100.00%		100.00%
Weighted average FICO score	735		734
Credit Card [Member] | FICO Score - Greater than 719 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 2,979		$ 2,936
% of Loans	61.00%		60.00%
Credit Card [Member] | FICO Score - 650 to 719 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 1,362		$ 1,346
% of Loans	28.00%		28.00%
Credit Card [Member] | FICO Score - 620 to 649 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 196		$ 202
% of Loans	4.00%		4.00%
Credit Card [Member] | FICO Score - Less than 620 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 207		$ 227
% of Loans	4.00%		5.00%
Credit Card [Member] | No FICO Score Available Or Required [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 152		$ 151
% of Loans	3.00%		3.00%
Other Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 21,456		$ 21,746
Other Consumer Loans [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 14,818		$ 14,533
% of Loans	100.00%		100.00%
Weighted average FICO score	746		744
Other Consumer Loans [Member] | FICO Score - Greater than 719 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 9,765		$ 9,371
% of Loans	66.00%		65.00%
Other Consumer Loans [Member] | FICO Score - 650 to 719 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 3,594		$ 3,534
% of Loans	24.00%		24.00%
Other Consumer Loans [Member] | FICO Score - 620 to 649 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 507		$ 523
% of Loans	3.00%		4.00%
Other Consumer Loans [Member] | FICO Score - Less than 620 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 584		$ 604
% of Loans	4.00%		4.00%
Other Consumer Loans [Member] | No FICO Score Available Or Required [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 368		$ 501
% of Loans	3.00%		3.00%
Other Consumer Loans [Member] | Other Internal Credit Metrics [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 6,638		$ 7,213
[1]	Our consolidated assets at June 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $2.1 billion, Loans of $.9 billion, and Other assets of $349 million. Our consolidated assets at December 31, 2015 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $1.5 billion, Loans of $.9 billion, and Other assets of $521 million.

Asset Quality (Summary of TDRs)

Asset Quality (Summary of TDRs) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	$ 2,448	$ 2,351
Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	1,240	1,119
Accruing [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	1,208	1,232
Total commercial lending [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	588	434
Total consumer lending [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	$ 1,860	$ 1,917

Asset Quality (Financial Impact

Asset Quality (Financial Impact and TDRs by Concession Type) (Details) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016USD ($)loans	Jun. 30, 2015USD ($)loans	Jun. 30, 2016USD ($)loans	Jun. 30, 2015USD ($)loans
Financing Receivable, Modifications [Line Items]
Number of Loans | loans	2,700	2,806	5,707	5,461
Pre-TDR Recorded Investment	$ 261	$ 128	$ 497	$ 260
Post-TDR Recorded Investment	237	111	453	230
Principal Forgiveness [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment		4		6
Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	80	50	134	91
Other [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	$ 157	$ 57	$ 319	$ 133
Total commercial lending [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | loans	30	37	72	75
Pre-TDR Recorded Investment	$ 204	$ 42	$ 372	$ 105
Post-TDR Recorded Investment	183	28	335	81
Total commercial lending [Member] | Principal Forgiveness [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment		4		6
Total commercial lending [Member] | Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	42	3	52	3
Total commercial lending [Member] | Other [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	$ 141	$ 21	$ 283	$ 72
Total consumer lending [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | loans	2,670	2,769	5,635	5,386
Pre-TDR Recorded Investment	$ 57	$ 86	$ 125	$ 155
Post-TDR Recorded Investment	54	83	118	149
Total consumer lending [Member] | Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	38	47	82	88
Total consumer lending [Member] | Other [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	$ 16	$ 36	$ 36	$ 61

Asset Quality (Impaired Loans)

Asset Quality (Impaired Loans) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	$ 2,157	$ 2,085
Unpaid principal balance - Impaired loans without an associated allowance	1,532	1,407
Unpaid principal balance - Total impaired loans	3,689	3,492
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	1,834	1,774
Recorded investment - Impaired loans without an associated allowance	986	886
Recorded investment - Total impaired loans	2,820	2,660
Associated Allowance - Total impaired loans	421	395
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	1,798	1,977
Average recorded investment - Impaired loans without an associated allowance	971	767
Average recorded investment - Total impaired loans	2,769	2,744
TDRs [Member]
Recorded Investment - Impaired Financing Receivable [Abstract]
Associated Allowance for TDRs	357	319	$ 309
Commercial [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	661	442
Unpaid principal balance - Impaired loans without an associated allowance	328	201
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	489	337
Recorded investment - Impaired loans without an associated allowance	230	118
Associated Allowance - Total impaired loans	140	84
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	395	306
Average recorded investment - Impaired loans without an associated allowance	222	87
Commercial Real Estate [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	200	254
Unpaid principal balance - Impaired loans without an associated allowance	201	206
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	97	130
Recorded investment - Impaired loans without an associated allowance	144	158
Associated Allowance - Total impaired loans	27	35
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	110	197
Average recorded investment - Impaired loans without an associated allowance	152	168
Home Equity [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	919	978
Unpaid principal balance - Impaired loans without an associated allowance	471	464
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	875	909
Recorded investment - Impaired loans without an associated allowance	215	206
Associated Allowance - Total impaired loans	196	216
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	904	965
Average recorded investment - Impaired loans without an associated allowance	200	158
Residential Real Estate [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	246	272
Unpaid principal balance - Impaired loans without an associated allowance	509	512
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	245	264
Recorded investment - Impaired loans without an associated allowance	389	396
Associated Allowance - Total impaired loans	31	35
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	258	359
Average recorded investment - Impaired loans without an associated allowance	389	346
Credit Card [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	104	108
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	104	108
Associated Allowance - Total impaired loans	26	24
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	106	118
Other Consumer [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	27	31
Unpaid principal balance - Impaired loans without an associated allowance	23	24
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	24	26
Recorded investment - Impaired loans without an associated allowance	8	8
Associated Allowance - Total impaired loans	1	1
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	25	32
Average recorded investment - Impaired loans without an associated allowance	$ 8	$ 8

Allowances for Loan and Lease50

Allowances for Loan and Lease Losses and Unfunded Loan Commitments and Letters of Credit (Rollforward of Allowance For Loan and Lease Losses and Associated Loan Data) (Details) - USD ($)	3 Months Ended			6 Months Ended
	Jun. 30, 2016		Jun. 30, 2015	Jun. 30, 2016		Jun. 30, 2015	Dec. 31, 2015
Financing Receivable Allowance For Credit Losses [Line Items]
Beginning Balance				$ 2,727,000,000		$ 3,331,000,000
Charge-offs				(449,000,000)		(392,000,000)
Recoveries				166,000,000		222,000,000
Net charge-offs				(283,000,000)		(170,000,000)
Provision For Credit Losses	$ 127,000,000		$ 46,000,000	279,000,000		100,000,000
Net change in allowance for unfunded loan commitments and letters of credit				(42,000,000)		13,000,000
Net Recoveries of purchased impaired loans				4,000,000
Other						(2,000,000)
Ending Balance	2,685,000,000		3,272,000,000	2,685,000,000		3,272,000,000
Loans collectively evaluated for impairment - associated allowance	1,939,000,000		2,043,000,000	1,939,000,000		2,043,000,000
Impaired loans - associated allowance	421,000,000			421,000,000			$ 395,000,000
Loans collectively evaluated for impairment	202,149,000,000		197,049,000,000	202,149,000,000		197,049,000,000
Fair value option loans	851,000,000		941,000,000	851,000,000		941,000,000
Purchased impaired loans	3,236,000,000		4,465,000,000	3,236,000,000		4,465,000,000
Total loans	$ 209,056,000,000	[1]	$ 205,153,000,000	$ 209,056,000,000	[1]	$ 205,153,000,000	206,696,000,000	[1]
Portfolio segment ALLL as a percentage of total ALLL	100.00%		100.00%	100.00%		100.00%
Ratio of the allowance for loan and lease losses to total loans	1.28%		1.59%	1.28%		1.59%
TDRs [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	$ 357,000,000		$ 309,000,000	$ 357,000,000		$ 309,000,000	319,000,000
Loans individually evaluated for impairment	2,448,000,000		2,416,000,000	2,448,000,000		2,416,000,000
Other Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	64,000,000		65,000,000	64,000,000		65,000,000
Loans individually evaluated for impairment	372,000,000		282,000,000	372,000,000		282,000,000
Purchased Impaired Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Impaired loans - associated allowance	325,000,000		855,000,000	325,000,000		855,000,000
Evaluated Based On Collateral Values [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans collectively evaluated for impairment	149,000,000		174,000,000	149,000,000		174,000,000
Total commercial lending [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Beginning Balance				1,605,000,000		1,571,000,000
Charge-offs				(187,000,000)		(108,000,000)
Recoveries				88,000,000		134,000,000
Net charge-offs				(99,000,000)		26,000,000
Provision For Credit Losses				153,000,000		20,000,000
Net change in allowance for unfunded loan commitments and letters of credit				(41,000,000)		13,000,000
Other						(2,000,000)
Ending Balance	1,618,000,000		1,628,000,000	1,618,000,000		1,628,000,000
Loans collectively evaluated for impairment - associated allowance	1,407,000,000		1,461,000,000	1,407,000,000		1,461,000,000
Loans collectively evaluated for impairment	135,924,000,000		129,791,000,000	135,924,000,000		129,791,000,000
Purchased impaired loans	138,000,000		235,000,000	138,000,000		235,000,000	169,000,000
Total loans	$ 137,022,000,000		$ 130,722,000,000	$ 137,022,000,000		$ 130,722,000,000	133,544,000,000
Portfolio segment ALLL as a percentage of total ALLL	60.00%		50.00%	60.00%		50.00%
Ratio of the allowance for loan and lease losses to total loans	1.18%		1.25%	1.18%		1.25%
Total commercial lending [Member] | TDRs [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	$ 103,000,000		$ 35,000,000	$ 103,000,000		$ 35,000,000
Loans individually evaluated for impairment	588,000,000		414,000,000	588,000,000		414,000,000
Total commercial lending [Member] | Other Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	64,000,000		65,000,000	64,000,000		65,000,000
Loans individually evaluated for impairment	372,000,000		282,000,000	372,000,000		282,000,000
Total commercial lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Impaired loans - associated allowance	44,000,000		67,000,000	44,000,000		67,000,000
Total consumer lending [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Beginning Balance				1,122,000,000		1,760,000,000
Charge-offs				(262,000,000)		(284,000,000)
Recoveries				78,000,000		88,000,000
Net charge-offs				(184,000,000)		(196,000,000)
Provision For Credit Losses				126,000,000		80,000,000
Net change in allowance for unfunded loan commitments and letters of credit				(1,000,000)
Net Recoveries of purchased impaired loans				4,000,000
Ending Balance	1,067,000,000		1,644,000,000	1,067,000,000		1,644,000,000
Loans collectively evaluated for impairment - associated allowance	532,000,000		582,000,000	532,000,000		582,000,000
Loans collectively evaluated for impairment	66,225,000,000		67,258,000,000	66,225,000,000		67,258,000,000
Fair value option loans	851,000,000		941,000,000	851,000,000		941,000,000
Purchased impaired loans	3,098,000,000		4,230,000,000	3,098,000,000		4,230,000,000
Total loans	$ 72,034,000,000		$ 74,431,000,000	$ 72,034,000,000		$ 74,431,000,000	$ 73,152,000,000
Portfolio segment ALLL as a percentage of total ALLL	40.00%		50.00%	40.00%		50.00%
Ratio of the allowance for loan and lease losses to total loans	1.48%		2.21%	1.48%		2.21%
Total consumer lending [Member] | TDRs [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	$ 254,000,000		$ 274,000,000	$ 254,000,000		$ 274,000,000
Loans individually evaluated for impairment	1,860,000,000		2,002,000,000	1,860,000,000		2,002,000,000
Total consumer lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Impaired loans - associated allowance	$ 281,000,000		$ 788,000,000	$ 281,000,000		$ 788,000,000
[1]	Our consolidated assets at June 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $2.1 billion, Loans of $.9 billion, and Other assets of $349 million. Our consolidated assets at December 31, 2015 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $137 million, Loans held for sale of $1.5 billion, Loans of $.9 billion, and Other assets of $521 million.

Allowances for Loan and Lease51

Allowances for Loan and Lease Losses and Unfunded Loan Commitments and Letters Of Credit (Rollforward of Allowance for Unfunded Loan Commitments and Letters of Credit) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Allowance For Loan And Lease Losses [Abstract]
Beginning balance	$ 261	$ 259
Net change in allowance for unfunded loan commitments and letters of credit	42	(13)
Ending balance	$ 303	$ 246

Investment Securities (Narrativ

Investment Securities (Narrative) (Details) - USD ($)	Jun. 30, 2016	Dec. 31, 2015
Schedule of Investments [Line Items]
Other Than Temporary Impairment Credit Losses Recognized In Earnings Credit Losses On Debt Securities Held	$ 1,100,000,000
Gross unrealized loss on debt securities held to maturity in a continuous loss position for less than 12 months - fair value	200,000,000	$ 5,500,000,000
Gross unrealized loss on debt securities held to maturity in a continuous loss position for less than 12 months	500,000	59,000,000
Gross unrealized loss on debt securities held to maturity in a continuous loss position greater than 12 months	10,000,000	23,000,000
Gross unrealized loss on debt securities held to maturity	10,000,000	82,000,000
Gain on derivatives used to hedge purchase of investment securities	98,000,000
Gross unrealized loss on debt securities held to maturity in a continuous loss position greater than 12 months - fair value	900,000,000	$ 953,000,000
Federal Home Loan Mortgage Corporation Certificates And Obligations [FHLMC Member]
Schedule of Investments [Line Items]
Fair value of debt securities of a single issuer that exceeeds 10 percent of shareholders equity	4,800,000,000
Amortized cost of debt securities of a single issuer that exceeeds 10 percent of shareholders equity	4,700,000,000
Federal National Mortgage Association Certificates And Obligations [FNMA Member]
Schedule of Investments [Line Items]
Fair value of debt securities of a single issuer that exceeeds 10 percent of shareholders equity	23,800,000,000
Amortized cost of debt securities of a single issuer that exceeeds 10 percent of shareholders equity	$ 23,300,000,000

Investment Securities (Summary)

Investment Securities (Summary) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	$ 55,629	$ 55,269
Securities available for sale debt securities, unrealized gains	1,445	854
Securities available for sale debt securities, unrealized losses	(190)	(363)
Securities available for sale, fair value	56,884	55,760
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	55,146	54,679
Securities available for sale debt securities, unrealized gains	1,444	854
Securities available for sale debt securities, unrealized losses	(190)	(362)
Securities available for sale, fair value	56,400	55,171
Held to Maturity Securities, Amortized Cost, Total	14,917	14,768
Held-to-maturity securities, unrealized gains	574	311
Held-to-maturity securities, unrealized losses	(11)	(77)
Held-to-maturity securities, fair value	15,480	15,002
AFS to HTM Transfer Net Unrealized Gains In AOCI	84	97
US Treasury and Government Agencies Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	9,794	9,764
Securities available for sale debt securities, unrealized gains	323	152
Securities available for sale debt securities, unrealized losses	(19)	(42)
Securities available for sale, fair value	10,098	9,874
Held to Maturity Securities, Amortized Cost, Total	263	258
Held-to-maturity securities, unrealized gains	68	40
Held-to-maturity securities, fair value	331	298
Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	25,216	24,698
Securities available for sale debt securities, unrealized gains	568	250
Securities available for sale debt securities, unrealized losses	(16)	(128)
Securities available for sale, fair value	25,768	24,820
Held to Maturity Securities, Amortized Cost, Total	10,058	9,552
Held-to-maturity securities, unrealized gains	245	101
Held-to-maturity securities, unrealized losses	(3)	(65)
Held-to-maturity securities, fair value	10,300	9,588
Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	3,555	3,992
Securities available for sale debt securities, unrealized gains	214	247
Securities available for sale debt securities, unrealized losses	(80)	(88)
Securities available for sale, fair value	3,689	4,151
Held to Maturity Securities, Amortized Cost, Total	217	233
Held-to-maturity securities, unrealized gains	14	8
Held-to-maturity securities, fair value	231	241
Commercial Mortgage Backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	1,740	1,917
Securities available for sale debt securities, unrealized gains	26	11
Securities available for sale debt securities, unrealized losses	(3)	(10)
Securities available for sale, fair value	1,763	1,918
Held to Maturity Securities, Amortized Cost, Total	1,109	1,128
Held-to-maturity securities, unrealized gains	46	40
Held-to-maturity securities, fair value	1,155	1,168
Commercial Mortgage Backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	4,559	4,902
Securities available for sale debt securities, unrealized gains	70	30
Securities available for sale debt securities, unrealized losses	(25)	(29)
Securities available for sale, fair value	4,604	4,903
Held to Maturity Securities, Amortized Cost, Total	612	722
Held-to-maturity securities, unrealized gains	26	6
Held-to-maturity securities, unrealized losses		(1)
Held-to-maturity securities, fair value	638	727
Asset Backed Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	5,682	5,417
Securities available for sale debt securities, unrealized gains	55	54
Securities available for sale debt securities, unrealized losses	(40)	(48)
Securities available for sale, fair value	5,697	5,423
Held to Maturity Securities, Amortized Cost, Total	705	717
Held-to-maturity securities, unrealized losses	(8)	(10)
Held-to-maturity securities, fair value	697	707
State and Municipal [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	1,984	1,982
Securities available for sale debt securities, unrealized gains	119	79
Securities available for sale debt securities, unrealized losses	(3)	(5)
Securities available for sale, fair value	2,100	2,056
Held to Maturity Securities, Amortized Cost, Total	1,931	1,954
Held-to-maturity securities, unrealized gains	175	116
Held-to-maturity securities, fair value	2,106	2,070
Other Debt Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	2,616	2,007
Securities available for sale debt securities, unrealized gains	69	31
Securities available for sale debt securities, unrealized losses	(4)	(12)
Securities available for sale, fair value	2,681	2,026
Held to Maturity Securities, Amortized Cost, Total	22	204
Held-to-maturity securities, unrealized losses		(1)
Held-to-maturity securities, fair value	22	203
Corporate Stocks And Other [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale equity securities, fair value	484	589
Securities available for sale equity securities, unrealized losses		(1)
Securities available for sale equity securities, unrealized gains	1
Securities available for sale equity securities, amortized cost	$ 483	$ 590

Investment Securities (Gross Un

Investment Securities (Gross Unrealized Loss and Fair Value of Securities Available for Sale) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	$ (35)	$ (216)
Unrealized loss position less than 12 months - fair value	4,563	25,715
Unrealized loss position 12 months or more - unrealized loss	(155)	(147)
Unrealized loss position 12 months or more - fair value	7,710	4,425
Total unrealized loss	(190)	(363)
Total fair value	12,273	30,140
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(35)	(216)
Unrealized loss position less than 12 months - fair value	4,563	25,669
Unrealized loss position 12 months or more - unrealized loss	(155)	(146)
Unrealized loss position 12 months or more - fair value	7,695	4,410
Total unrealized loss	(190)	(362)
Total fair value	12,258	30,079
US Treasury and Government Agencies Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(6)	(40)
Unrealized loss position less than 12 months - fair value	1,030	5,885
Unrealized loss position 12 months or more - unrealized loss	(13)	(2)
Unrealized loss position 12 months or more - fair value	2,445	120
Total unrealized loss	(19)	(42)
Total fair value	3,475	6,005
Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(3)	(103)
Unrealized loss position less than 12 months - fair value	662	11,799
Unrealized loss position 12 months or more - unrealized loss	(13)	(25)
Unrealized loss position 12 months or more - fair value	879	1,094
Total unrealized loss	(16)	(128)
Total fair value	1,541	12,893
Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(6)	(3)
Unrealized loss position less than 12 months - fair value	344	368
Unrealized loss position 12 months or more - unrealized loss	(74)	(85)
Unrealized loss position 12 months or more - fair value	1,292	1,527
Total unrealized loss	(80)	(88)
Total fair value	1,636	1,895
Commercial Mortgage Backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(2)	(7)
Unrealized loss position less than 12 months - fair value	122	745
Unrealized loss position 12 months or more - unrealized loss	(1)	(3)
Unrealized loss position 12 months or more - fair value	186	120
Total unrealized loss	(3)	(10)
Total fair value	308	865
Commercial Mortgage Backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(5)	(22)
Unrealized loss position less than 12 months - fair value	1,006	2,310
Unrealized loss position 12 months or more - unrealized loss	(20)	(7)
Unrealized loss position 12 months or more - fair value	1,169	807
Total unrealized loss	(25)	(29)
Total fair value	2,175	3,117
Asset backed [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(8)	(30)
Unrealized loss position less than 12 months - fair value	1,081	3,477
Unrealized loss position 12 months or more - unrealized loss	(32)	(18)
Unrealized loss position 12 months or more - fair value	1,567	494
Total unrealized loss	(40)	(48)
Total fair value	2,648	3,971
State and Municipal [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(3)	(3)
Unrealized loss position less than 12 months - fair value	239	326
Unrealized loss position 12 months or more - unrealized loss	(0.5)	(2)
Unrealized loss position 12 months or more - fair value	55	60
Total unrealized loss	(3)	(5)
Total fair value	294	386
Other Debt Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(2)	(8)
Unrealized loss position less than 12 months - fair value	79	759
Unrealized loss position 12 months or more - unrealized loss	(2)	(4)
Unrealized loss position 12 months or more - fair value	102	188
Total unrealized loss	(4)	(12)
Total fair value	181	947
Corporate Stocks And Other [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss		(0.5)
Unrealized loss position less than 12 months - fair value		46
Unrealized loss position 12 months or more - unrealized loss	(0.5)	(1)
Unrealized loss position 12 months or more - fair value	15	15
Total unrealized loss	(0.5)	(1)
Total fair value	$ 15	$ 61

Investment Securities (Gains (L

Investment Securities (Gains (Losses) on Sales of Securities Available for Sale) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Investment Securities Disclosure [Abstract]
Proceeds	$ 2,093	$ 2,441
Gross Gains	14	51
Gross Losses	(1)	(1)
Net Gains	13	50
Tax Expense	$ 5	$ 17

Investment Securities (Contract

Investment Securities (Contractual Maturity of Debt Securities) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	$ 55,629	$ 55,269
Available-for-sale Securities, Fair value, Total	56,884	55,760
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	788
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	9,147
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	6,884
Available for Sale Securities, Amortized Cost, After 10 years	38,327
Securities available for sale, amortized cost	55,146	54,679
Available-for-sale Securities, Fair value, 1 year or less	794
Available-for-sale Securities, Fair value, After 1 year through 5 years	9,305
Available-for-sale Securities, Fair value, After 5 years through 10 years	7,033
Available-for-sale Securities, Fair value, After 10 years	39,268
Available-for-sale Securities, Fair value, Total	$ 56,400	55,171
Weighted-average yield, GAAP basis, available for sale securities	2.70%
Held to Maturity Securities, Amortized Cost, 1 year or less	$ 161
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	866
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	2,071
Held to Maturity Securities, Amortized Cost, After 10 years	11,819
Held to Maturity Securities, Amortized Cost, Total	14,917	14,768
Held-to-maturity Securities, Fair Value, 1 year or less	161
Held-to-maturity Securities, Fair Value, After 1 year through 5 years	901
Held-to-maturity Securities, Fair Value, After 5 years through 10 years	2,184
Held-to-maturity Securities, Fair Value, After 10 years	12,234
Held-to-maturity Securities, Debt Maturities, Fair Value, Total	$ 15,480	$ 15,002
Weighted-average yield, GAAP basis, held to maturity securities	3.39%
One Year or Less [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Weighted-average yield, GAAP basis, available for sale securities	2.44%
Weighted-average yield, GAAP basis, held to maturity securities	3.25%
After One Year Through Five Years [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Weighted-average yield, GAAP basis, available for sale securities	2.21%
Weighted-average yield, GAAP basis, held to maturity securities	3.47%
After Five Years Through Ten Years [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Weighted-average yield, GAAP basis, available for sale securities	2.31%
Weighted-average yield, GAAP basis, held to maturity securities	3.27%
After Ten Years [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Weighted-average yield, GAAP basis, available for sale securities	2.89%
Weighted-average yield, GAAP basis, held to maturity securities	3.40%
US Treasury and Government Agencies Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	$ 445
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	5,014
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	3,260
Available for Sale Securities, Amortized Cost, After 10 years	1,075
Securities available for sale, amortized cost	9,794
Held to Maturity Securities, Amortized Cost, After 10 years	263
Held to Maturity Securities, Amortized Cost, Total	263
Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	129
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	849
Available for Sale Securities, Amortized Cost, After 10 years	24,238
Securities available for sale, amortized cost	25,216
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	11
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	382
Held to Maturity Securities, Amortized Cost, After 10 years	9,665
Held to Maturity Securities, Amortized Cost, Total	10,058
Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	3
Available for Sale Securities, Amortized Cost, After 10 years	3,552
Securities available for sale, amortized cost	3,555
Held to Maturity Securities, Amortized Cost, After 10 years	217
Held to Maturity Securities, Amortized Cost, Total	217
Commercial Mortgage Backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	6
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	122
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	282
Available for Sale Securities, Amortized Cost, After 10 years	1,330
Securities available for sale, amortized cost	1,740
Held to Maturity Securities, Amortized Cost, 1 year or less	157
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	774
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	121
Held to Maturity Securities, Amortized Cost, After 10 years	57
Held to Maturity Securities, Amortized Cost, Total	1,109
Commercial Mortgage Backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	50
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	21
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	8
Available for Sale Securities, Amortized Cost, After 10 years	4,480
Securities available for sale, amortized cost	4,559
Held to Maturity Securities, Amortized Cost, After 10 years	612
Held to Maturity Securities, Amortized Cost, Total	612
Asset backed [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	13
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	1,801
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	1,833
Available for Sale Securities, Amortized Cost, After 10 years	2,035
Securities available for sale, amortized cost	5,682
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	2
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	589
Held to Maturity Securities, Amortized Cost, After 10 years	114
Held to Maturity Securities, Amortized Cost, Total	705
State and Municipal [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	2
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	147
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	349
Available for Sale Securities, Amortized Cost, After 10 years	1,486
Securities available for sale, amortized cost	1,984
Held to Maturity Securities, Amortized Cost, 1 year or less	4
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	57
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	979
Held to Maturity Securities, Amortized Cost, After 10 years	891
Held to Maturity Securities, Amortized Cost, Total	1,931
Other Debt Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	272
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	1,910
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	303
Available for Sale Securities, Amortized Cost, After 10 years	131
Securities available for sale, amortized cost	2,616
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	22
Held to Maturity Securities, Amortized Cost, Total	$ 22

Investment Securities (Fair Val

Investment Securities (Fair Value of Securities Pledged and Accepted as Collateral) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Investment Securities Disclosure [Abstract]
Pledged to others	$ 9,699	$ 9,674
Permitted by contract or custom to sell or repledge	1,183	1,100
Permitted amount repledged to others	$ 1,023	$ 943

Fair Value (Recurring Fair Valu

Fair Value (Recurring Fair Value Measurements) (Details) - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Assets
Securities available for sale, fair value	$ 56,884,000,000	$ 55,760,000,000
Trading securities	2,006,000,000	1,726,000,000
Mortgage servicing rights	1,222,000,000	1,589,000,000
Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	56,400,000,000	55,171,000,000
Securities available for sale, fair value	56,884,000,000	55,760,000,000
Total financial derivatives	8,227,000,000	4,941,000,000
Trading securities	2,006,000,000	1,726,000,000
Total customer resale agreements	137,000,000	137,000,000
Loans	851,000,000	905,000,000
Other assets	634,000,000	817,000,000
Total Assets	73,459,000,000	68,804,000,000
Liabilities
Total financial derivatives	6,068,000,000	3,802,000,000
Total trading securities sold short	1,046,000,000	987,000,000
Other borrowed funds	70,000,000	93,000,000
Other liabilities	13,000,000	10,000,000
Total liabilities	7,197,000,000	4,892,000,000
Fair Value Additional Information [Abstract]
Fair value net derivative assets	2,976,000,000	1,836,000,000
Fair value net derivative liabilities	583,000,000	640,000,000
Net unrealized gains (losses)	79,000,000	23,000,000
US Treasury and Government Agencies Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	10,098,000,000	9,874,000,000
Residential mortgage-backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	25,768,000,000	24,820,000,000
Residential mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	3,689,000,000	4,151,000,000
Commercial mortgage-backed securities [Member] | Mortgage-backed Securities Agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	1,763,000,000	1,918,000,000
Commercial mortgage-backed securities [Member] | Mortgage-backed Securities Non-agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	4,604,000,000	4,903,000,000
Asset backed [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	5,697,000,000	5,423,000,000
State and Municipal [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,100,000,000	2,056,000,000
Other Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,681,000,000	2,026,000,000
Corporate Stocks And Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Securities available for sale, fair value	484,000,000	589,000,000
Interest Rate Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	7,808,000,000	4,655,000,000
Liabilities
Total financial derivatives	5,469,000,000	3,132,000,000
BlackRock LTIP [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities
Total financial derivatives	209,000,000	357,000,000
Other Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	419,000,000	286,000,000
Liabilities
Total financial derivatives	390,000,000	313,000,000
Residential Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	1,116,000,000	843,000,000
Mortgage servicing rights	774,000,000	1,063,000,000
Commercial Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	981,000,000	641,000,000
Mortgage servicing rights	448,000,000	526,000,000
Direct equity investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Equity investments - direct investments	1,120,000,000	1,098,000,000
Fair Value Additional Information [Abstract]
Direct Investments - Unfunded Commitments	22,000,000	23,000,000
Indirect Equity Investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Equity investments - indirect investments	281,000,000	347,000,000
Fair Value Additional Information [Abstract]
Indirect Investments - Unfunded Commitments	$ 109,000,000	103,000,000
Indirect Investments - Estimated remaining liquidation period	12 years
BlackRock Series C Preferred Stock | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	$ 209,000,000	357,000,000
Other Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	425,000,000	460,000,000
Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	1,994,000,000	1,717,000,000
Liabilities
Total trading securities sold short	1,046,000,000	987,000,000
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	12,000,000	9,000,000
Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	9,483,000,000	9,267,000,000
Securities available for sale, fair value	9,904,000,000	9,794,000,000
Trading securities	811,000,000	996,000,000
Other assets	254,000,000	254,000,000
Total Assets	10,969,000,000	11,044,000,000
Liabilities
Total financial derivatives	3,000,000	1,000,000
Total trading securities sold short	1,036,000,000	960,000,000
Total liabilities	1,039,000,000	961,000,000
Level 1 [Member] | US Treasury and Government Agencies Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	9,483,000,000	9,267,000,000
Level 1 [Member] | Corporate Stocks And Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Securities available for sale, fair value	421,000,000	527,000,000
Level 1 [Member] | Interest Rate Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities
Total financial derivatives	3,000,000	1,000,000
Level 1 [Member] | Other Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	254,000,000	254,000,000
Level 1 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	799,000,000	987,000,000
Liabilities
Total trading securities sold short	1,036,000,000	960,000,000
Level 1 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	12,000,000	9,000,000
Level 2 [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	42,876,000,000	41,369,000,000
Securities available for sale, fair value	42,939,000,000	41,431,000,000
Total financial derivatives	8,176,000,000	4,910,000,000
Trading securities	1,193,000,000	727,000,000
Total customer resale agreements	137,000,000	137,000,000
Loans	534,000,000	565,000,000
Other assets	165,000,000	199,000,000
Total Assets	54,254,000,000	48,807,000,000
Liabilities
Total financial derivatives	5,680,000,000	3,328,000,000
Total trading securities sold short	10,000,000	27,000,000
Other borrowed funds	62,000,000	81,000,000
Total liabilities	5,752,000,000	3,436,000,000
Level 2 [Member] | US Treasury and Government Agencies Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	615,000,000	607,000,000
Level 2 [Member] | Residential mortgage-backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	25,768,000,000	24,820,000,000
Level 2 [Member] | Residential mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	132,000,000	143,000,000
Level 2 [Member] | Commercial mortgage-backed securities [Member] | Mortgage-backed Securities Agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	1,763,000,000	1,918,000,000
Level 2 [Member] | Commercial mortgage-backed securities [Member] | Mortgage-backed Securities Non-agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	4,604,000,000	4,903,000,000
Level 2 [Member] | Asset backed [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	5,261,000,000	4,941,000,000
Level 2 [Member] | State and Municipal [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,085,000,000	2,041,000,000
Level 2 [Member] | Other Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,648,000,000	1,996,000,000
Level 2 [Member] | Corporate Stocks And Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Securities available for sale, fair value	63,000,000	62,000,000
Level 2 [Member] | Interest Rate Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	7,761,000,000	4,626,000,000
Liabilities
Total financial derivatives	5,455,000,000	3,124,000,000
Level 2 [Member] | Other Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	415,000,000	284,000,000
Liabilities
Total financial derivatives	225,000,000	204,000,000
Level 2 [Member] | Residential Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	1,110,000,000	838,000,000
Level 2 [Member] | Other Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	165,000,000	199,000,000
Level 2 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	1,193,000,000	727,000,000
Liabilities
Total trading securities sold short	10,000,000	27,000,000
Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	4,041,000,000	4,535,000,000
Securities available for sale, fair value	4,041,000,000	4,535,000,000
Total financial derivatives	51,000,000	31,000,000
Trading securities	2,000,000	3,000,000
Loans	317,000,000	340,000,000
Other assets	215,000,000	364,000,000
Total Assets	8,188,000,000	8,606,000,000
Liabilities
Total financial derivatives	385,000,000	473,000,000
Other borrowed funds	8,000,000	12,000,000
Other liabilities	13,000,000	10,000,000
Total liabilities	406,000,000	495,000,000
Level 3 [Member] | Residential mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	3,557,000,000	4,008,000,000
Level 3 [Member] | Asset backed [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	436,000,000	482,000,000
Level 3 [Member] | State and Municipal [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	15,000,000	15,000,000
Level 3 [Member] | Other Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	33,000,000	30,000,000
Level 3 [Member] | Interest Rate Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	47,000,000	29,000,000
Liabilities
Total financial derivatives	11,000,000	7,000,000
Level 3 [Member] | BlackRock LTIP [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities
Total financial derivatives	209,000,000	357,000,000
Level 3 [Member] | Other Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	4,000,000	2,000,000
Liabilities
Total financial derivatives	165,000,000	109,000,000
Level 3 [Member] | Residential Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	6,000,000	5,000,000
Mortgage servicing rights	774,000,000	1,063,000,000
Level 3 [Member] | Commercial Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	981,000,000	641,000,000
Mortgage servicing rights	448,000,000	526,000,000
Level 3 [Member] | Direct equity investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Equity investments - direct investments	1,120,000,000	1,098,000,000
Level 3 [Member] | Indirect Equity Investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Equity investments - indirect investments	233,000,000
Level 3 [Member] | BlackRock Series C Preferred Stock | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	209,000,000	357,000,000
Level 3 [Member] | Other Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	6,000,000	7,000,000
Level 3 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	$ 2,000,000	$ 3,000,000

Fair Value (Reconciliation of R

Fair Value (Reconciliation of Recurring Fair Value Measurements) (Details) - Fair Value, Measurements, Recurring [Member] - Level 3 [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	$ 8,029	$ 9,636	$ 8,606	$ 9,788
Included in earnings	(35)	255	(197)	351
Included in other comprehensive income	22	(3)	(38)	(14)
Purchases	187	213	303	392
Sales	(1,019)	(1,303)	(1,696)	(2,407)
Issuances	1,155	1,049	1,822	2,163
Settlements	(371)	(541)	(816)	(947)
Transfers Into Level 3	236	7	238	13
Transfers Out of Level 3	(16)	(19)	(34)	(45)
Ending Balance	8,188	9,294	8,188	9,294
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	(63)	203	(268)	204
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	355	710	495	716
Included in earnings	63	(12)	70	30
Sales	1	1	3	1
Issuances	51	21	112	46
Settlements	(64)	(47)	(274)	(120)
Ending Balance	406	673	406	673
Unrealized gains or (losses) on liabilities held on Consolidated Balance Sheet	65	(25)	69	(17)
Fair Value Additional Information [Abstract]
Net gains (losses) included in earnings (realized and unrealized) relating to Level 3 assets and liabilities	(98)	267	(267)	321
Net unrealized gains (losses) relating to Level 3 assets and liabilities	(128)	228	(337)	221
Available-for-sale Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	4,305	5,338	4,535	5,525
Included in earnings	14	36	39	75
Included in other comprehensive income	22	(3)	(36)	(14)
Purchases	7		9	3
Sales	(62)		(64)
Settlements	(245)	(367)	(442)	(585)
Ending Balance	4,041	5,004	4,041	5,004
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet			(1)	(1)
Available-for-sale Securities [Member] | Residential mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	3,810	4,624	4,008	4,798
Included in earnings	11	30	33	55
Included in other comprehensive income	17	(8)	(28)	(22)
Sales	(60)		(60)
Settlements	(221)	(222)	(396)	(407)
Ending Balance	3,557	4,424	3,557	4,424
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet			(1)	(1)
Available-for-sale Securities [Member] | Commercial mortgage-backed securities [Member] | Mortgage-backed Securities Non-agency [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Included in earnings		1		8
Settlements		(1)		(8)
Available-for-sale Securities [Member] | Asset backed [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	451	548	482	563
Included in earnings	3	5	6	11
Included in other comprehensive income	4	5	(8)	9
Settlements	(22)	(27)	(44)	(52)
Ending Balance	436	531	436	531
Available-for-sale Securities [Member] | State and Municipal [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	14	133	15	134
Included in other comprehensive income	1			(1)
Settlements		(117)		(117)
Ending Balance	15	16	15	16
Available-for-sale Securities [Member] | Other debt [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	30	33	30	30
Included in earnings				1
Purchases	7		9	3
Sales	(2)		(4)
Settlements	(2)		(2)	(1)
Ending Balance	33	33	33	33
Financial Derivatives [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	41	54	31	42
Included in earnings	35	16	69	87
Purchases	1		1	1
Settlements	(26)	(34)	(50)	(94)
Ending Balance	51	36	51	36
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	32	33	65	76
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	333	529	473	526
Included in earnings	62	(15)	69	26
Sales	1	1	3	1
Settlements	(11)	(17)	(160)	(55)
Ending Balance	385	498	385	498
Unrealized gains or (losses) on liabilities held on Consolidated Balance Sheet	65	(25)	69	(17)
Loans Held For Sale [Member] | Residential Mortgage [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	4	7	5	6
Purchases	3	11	6	17
Sales		(2)	(1)	(2)
Settlements		(1)		(1)
Transfers Into Level 3	3	1	5	2
Transfers Out of Level 3	(4)	(6)	(9)	(12)
Ending Balance	6	10	6	10
Loans Held For Sale [Member] | Commercial Mortgage [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	655	975	641	893
Included in earnings	21	23	37	44
Sales	(805)	(1,215)	(1,454)	(2,235)
Issuances	1,129	1,008	1,776	2,091
Settlements	(19)	(34)	(19)	(36)
Ending Balance	981	757	981	757
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	12		13	2
Trading Securities - Debt [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	2	3	3	32
Settlements			(1)	(29)
Ending Balance	2	3	2	3
Mortgage Servicing Rights [Member] | Residential Mortgage [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	863	839	1,063	845
Included in earnings	(113)	135	(339)	68
Purchases	53	67	105	150
Issuances	12	21	23	38
Settlements	(41)	(47)	(78)	(86)
Ending Balance	774	1,015	774	1,015
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	(113)	134	(336)	72
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	460	494	526	506
Included in earnings	(9)	34	(64)	18
Purchases	6	17	9	28
Issuances	14	20	23	34
Settlements	(23)	(22)	(46)	(43)
Ending Balance	448	543	448	543
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	(9)	34	(64)	18
Equity Investments [Member] | Direct equity investments [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	1,156	1,149	1,098	1,152
Included in earnings	15	27	66	56
Purchases	95	95	118	138
Sales	(146)	(80)	(162)	(155)
Ending Balance	1,120	1,191	1,120	1,191
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	13	22	63	40
Equity Investments [Member] | Indirect Equity Investments [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Transfers Into Level 3	233		233
Ending Balance	233		233
Loans [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	329	383	340	397
Included in earnings	1	5	3	15
Purchases	22	23	55	55
Sales	(6)	(4)	(14)	(8)
Settlements	(17)	(35)	(42)	(72)
Transfers Into Level 3		6		11
Transfers Out of Level 3	(12)	(13)	(25)	(33)
Ending Balance	317	365	317	365
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	1	1	2	9
Other Assets [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	214	394	364	390
Included in earnings	1	(21)	(8)	(12)
Included in other comprehensive income			(2)
Sales		(2)	(1)	(7)
Settlements		(1)	(138)	(1)
Ending Balance	215	370	215	370
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	1	(21)	(10)	(12)
Other Assets [Member] | BlackRock Series C Preferred Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	208	384	357	375
Included in earnings	1	(21)	(10)	(12)
Settlements			(138)
Ending Balance	209	363	209	363
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	1	(21)	(10)	(12)
Other Assets [Member] | Other Assets [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	6	10	7	15
Included in earnings			2
Included in other comprehensive income			(2)
Sales		(2)	(1)	(7)
Settlements		(1)		(1)
Ending Balance	6	7	6	7
Other Borrowed Funds [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	8	171	12	181
Included in earnings		3		3
Issuances	17	21	40	46
Settlements	(17)	(30)	(44)	(65)
Ending Balance	8	165	8	165
Other Liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	14	10	10	9
Included in earnings	1		1	1
Issuances	34		72
Settlements	(36)		(70)
Ending Balance	$ 13	$ 10	$ 13	$ 10

Fair Value (Fair Value Measurem

Fair Value (Fair Value Measurements- Recurring Quantitative Information) (Details) - Fair Value, Measurements, Recurring [Member] - Level 3 [Member] - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 8,188	$ 8,606
Recurring Liabilities - Fair Value	406	495
Total Recurring Assets Net of Recurring Liabilities - Fair Value	7,782	8,111
Available-for-sale Securities [Member] | Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 3,557	$ 4,008
Available-for-sale Securities [Member] | Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	1.00%	1.00%
Constant default rate (CDR)	0.00%	0.00%
Loss Severity	10.00%	10.00%
Available-for-sale Securities [Member] | Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	24.20%	24.20%
Constant default rate (CDR)	16.70%	16.70%
Loss Severity	98.50%	98.50%
Available-for-sale Securities [Member] | Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	7.00%	7.00%
Constant default rate (CDR)	5.40%	5.40%
Loss Severity	53.30%	53.30%
Spread over the benchmark curve	2.84%	2.41%
Available-for-sale Securities [Member] | Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Third Party Pricing Services Available [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 3,018	$ 3,379
Available-for-sale Securities [Member] | Residential Mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Third Party Pricing Services Unavailable [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	539	629
Available-for-sale Securities [Member] | Asset backed [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 436	$ 482
Available-for-sale Securities [Member] | Asset backed [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	1.00%	1.00%
Constant default rate (CDR)	1.70%	1.70%
Loss Severity	24.20%	24.20%
Available-for-sale Securities [Member] | Asset backed [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	14.00%	14.00%
Constant default rate (CDR)	13.90%	13.90%
Loss Severity	100.00%	100.00%
Available-for-sale Securities [Member] | Asset backed [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	6.30%	6.30%
Constant default rate (CDR)	6.50%	6.80%
Loss Severity	78.10%	77.50%
Spread over the benchmark curve	3.94%	3.24%
Available-for-sale Securities [Member] | Asset backed [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Third Party Pricing Services Available [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 405	$ 448
Available-for-sale Securities [Member] | Asset backed [Member] | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model [Member] | Third Party Pricing Services Unavailable [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	31	34
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Discounted Cash Flow [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 774	$ 1,063
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Discounted Cash Flow [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	0.00%	0.30%
Spread over the benchmark curve	2.52%	5.59%
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Discounted Cash Flow [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	45.30%	46.50%
Spread over the benchmark curve	18.28%	18.83%
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Discounted Cash Flow [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	19.20%	10.60%
Spread over the benchmark curve	8.65%	8.93%
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Discounted Cash Flow [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 448	$ 526
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Discounted Cash Flow [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	6.30%	3.90%
Discount rate	5.00%	2.60%
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Discounted Cash Flow [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	51.50%	26.50%
Discount rate	7.60%	7.70%
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Discounted Cash Flow [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Constant prepayment rate (CPR)	8.20%	5.70%
Discount rate	7.40%	7.50%
Loans Held For Sale [Member] | Commercial Mortgage [Member] | Discounted Cash Flow [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 981	$ 641
Loans Held For Sale [Member] | Commercial Mortgage [Member] | Discounted Cash Flow [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Spread over the benchmark curve	0.59%	0.85%
Estimated servicing cash flows	0.30%	0.00%
Loans Held For Sale [Member] | Commercial Mortgage [Member] | Discounted Cash Flow [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Spread over the benchmark curve	145.70%	42.70%
Estimated servicing cash flows	5.60%	7.00%
Loans Held For Sale [Member] | Commercial Mortgage [Member] | Discounted Cash Flow [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Spread over the benchmark curve	4.87%	5.47%
Estimated servicing cash flows	1.90%	0.90%
Equity Investments [Member] | Direct equity investments [Member] | Multiple Of Adjusted Earnings [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 1,120	$ 1,098
Equity Investments [Member] | Direct equity investments [Member] | Multiple Of Adjusted Earnings [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Multiple of earnings	4.5	4.2
Equity Investments [Member] | Direct equity investments [Member] | Multiple Of Adjusted Earnings [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Multiple of earnings	12	14.1
Equity Investments [Member] | Direct equity investments [Member] | Multiple Of Adjusted Earnings [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Multiple of earnings	7.4	7.6
Equity Investments [Member] | Indirect Equity Investments [Member] | Consensus Pricing [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 233
Equity Investments [Member] | Indirect Equity Investments [Member] | Consensus Pricing [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidity Discount	0.00%
Equity Investments [Member] | Indirect Equity Investments [Member] | Consensus Pricing [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidity Discount	40.00%
Loans - Residential real estate [Member] | Discounted Cash Flow [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 104	$ 116
Loans - Residential real estate [Member] | Discounted Cash Flow [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loss Severity	8.00%	8.00%
Discount rate	3.70%	3.90%
Loans - Residential real estate [Member] | Consensus Pricing [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 125	$ 123
Loans - Residential real estate [Member] | Consensus Pricing [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loss Severity	0.00%	0.00%
Cumulative default rate	11.00%	2.00%
Discount rate	4.70%	4.90%
Loans - Residential real estate [Member] | Consensus Pricing [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loss Severity	100.00%	100.00%
Cumulative default rate	100.00%	100.00%
Discount rate	6.70%	7.00%
Loans - Residential real estate [Member] | Consensus Pricing [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loss Severity	24.70%	27.30%
Cumulative default rate	87.70%	85.10%
Discount rate	5.10%	5.20%
Loans - Home equity [Member] | Consensus Pricing [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 88	$ 101
Loans - Home equity [Member] | Consensus Pricing [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Credit and Liquidity discount	0.00%	26.00%
Loans - Home equity [Member] | Consensus Pricing [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Credit and Liquidity discount	99.00%	99.00%
Loans - Home equity [Member] | Consensus Pricing [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Credit and Liquidity discount	57.00%	54.00%
Other Assets [Member] | BlackRock Series C Preferred Stock | Consensus Pricing [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 209	$ 357
Other Assets [Member] | BlackRock Series C Preferred Stock | Consensus Pricing [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidity Discount	20.00%	20.00%
Other Assets [Member] | BlackRock Series C Preferred Stock | Consensus Pricing [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidity Discount	20.00%	20.00%
Other Assets [Member] | BlackRock Series C Preferred Stock | Consensus Pricing [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidity Discount	20.00%	20.00%
Financial Derivatives [Member] | BlackRock LTIP [Member] | Consensus Pricing [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Liabilities - Fair Value	$ 209	$ 357
Financial Derivatives [Member] | BlackRock LTIP [Member] | Consensus Pricing [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidity Discount	20.00%	20.00%
Financial Derivatives [Member] | BlackRock LTIP [Member] | Consensus Pricing [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidity Discount	20.00%	20.00%
Financial Derivatives [Member] | BlackRock LTIP [Member] | Consensus Pricing [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidity Discount	20.00%	20.00%
Financial Derivatives [Member] | Visa Class B Swap [Member] | Discounted Cash Flow [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Liabilities - Fair Value	$ 158	$ 104
Financial Derivatives [Member] | Visa Class B Swap [Member] | Discounted Cash Flow [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Estimated conversion factor of Class B shares into Class A shares	164.30%	164.30%
Estimated growth rate of Visa Class A share price	14.00%	16.30%
Financial Derivatives [Member] | Visa Class B Swap [Member] | Discounted Cash Flow [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Estimated conversion factor of Class B shares into Class A shares	164.30%	164.30%
Estimated growth rate of Visa Class A share price	14.00%	16.30%
Financial Derivatives [Member] | Visa Class B Swap [Member] | Discounted Cash Flow [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Estimated conversion factor of Class B shares into Class A shares	164.30%	164.30%
Estimated growth rate of Visa Class A share price	14.00%	16.30%
Insignificant Assets, Net of Liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 74	$ 57

Fair Value (Nonrecurring Fair V

Fair Value (Nonrecurring Fair Value Measurements) (Details) - Fair Value, Measurements, Nonrecurring [Member] - Level 3 [Member] - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 294,000,000		$ 294,000,000		$ 195,000,000
Nonrecurring Assets - Gains (Losses)	(58,000,000)	$ (32,000,000)	(74,000,000)	$ (46,000,000)
Nonaccrual Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	184,000,000		184,000,000		30,000,000
Nonrecurring Assets - Gains (Losses)	(51,000,000)	(15,000,000)	(58,000,000)	(15,000,000)
OREO and Foreclosed Assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	103,000,000		103,000,000		137,000,000
Nonrecurring Assets - Gains (Losses)	(6,000,000)	(12,000,000)	(12,000,000)	(18,000,000)
Insignificant Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	7,000,000		7,000,000		$ 28,000,000
Nonrecurring Assets - Gains (Losses)	$ (1,000,000)	$ (5,000,000)	$ (4,000,000)	$ (13,000,000)

Fair Value (Fair Value Measur62

Fair Value (Fair Value Measurements- Nonrecurring Quantitative Information) (Details) - Fair Value, Measurements, Nonrecurring [Member] - Level 3 [Member] - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 294,000,000	$ 195,000,000
Nonaccrual Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	184,000,000	30,000,000
Nonaccrual Loans [Member] | LGD percentage [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 82,000,000	$ 20,000,000
Nonaccrual Loans [Member] | LGD percentage [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loss Severity	3.20%	8.10%
Nonaccrual Loans [Member] | LGD percentage [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loss Severity	70.10%	73.30%
Nonaccrual Loans [Member] | LGD percentage [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loss Severity	32.20%	58.60%
Nonaccrual Loans [Member] | Fair Value Of Collateral [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 102,000,000	$ 10,000,000
OREO and Foreclosed Assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	103,000,000	137,000,000
OREO and Foreclosed Assets [Member] | Fair Value Of Collateral [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	103,000,000	137,000,000
Insignificant Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 7,000,000	$ 28,000,000

Fair Value (Fair Value Option -

Fair Value (Fair Value Option - Changes in Fair Value) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Loans Held For Sale [Member] | Commercial Mortgage [Member]
Gains (Losses) - FVO: Changes in Fair Value	$ 22	$ 31	$ 49	$ 56
Loans Held For Sale [Member] | Residential Mortgage [Member]
Gains (Losses) - FVO: Changes in Fair Value	59	25	106	71
Loans - Portfolio [Member] | Residential Mortgage [Member]
Gains (Losses) - FVO: Changes in Fair Value	11	13	17	29
BlackRock Series C Preferred Stock
Gains (Losses) - FVO: Changes in Fair Value	1	(21)	(10)	(12)
Other Assets [Member]
Gains (Losses) - FVO: Changes in Fair Value	$ (4)	1	$ (20)	2
Other borrowed funds [Member]
Gains (Losses) - FVO: Changes in Fair Value		$ (2)		$ (2)

Fair Value (Fair Value Option64

Fair Value (Fair Value Option - Fair Value and Principal Balances) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Customer Resale Agreements [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	$ 137	$ 137
Aggregate Unpaid Principal Balance - Assets	133	133
Difference - Assets	4	4
Loans Held For Sale [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	1,116	843
Aggregate Unpaid Principal Balance - Assets	1,064	816
Difference - Assets	52	27
Loans Held For Sale [Member] | Commercial Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	981	641
Aggregate Unpaid Principal Balance - Assets	985	662
Difference - Assets	(4)	(21)
Loans Held For Sale [Member] | Performing Loans [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	1,104	832
Aggregate Unpaid Principal Balance - Assets	1,052	804
Difference - Assets	52	28
Loans Held For Sale [Member] | Performing Loans [Member] | Commercial Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	978	639
Aggregate Unpaid Principal Balance - Assets	980	659
Difference - Assets	(2)	(20)
Loans Held For Sale [Member] | Accruing loans 90 days or more past due | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	3	4
Aggregate Unpaid Principal Balance - Assets	3	4
Loans Held For Sale [Member] | Nonaccrual Loans [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	9	7
Aggregate Unpaid Principal Balance - Assets	9	8
Difference - Assets		(1)
Loans Held For Sale [Member] | Nonaccrual Loans [Member] | Commercial Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	3	2
Aggregate Unpaid Principal Balance - Assets	5	3
Difference - Assets	(2)	(1)
Loans - Portfolio [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	851	905
Aggregate Unpaid Principal Balance - Assets	1,033	1,099
Difference - Assets	(182)	(194)
Loans - Portfolio [Member] | Performing Loans [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	234	204
Aggregate Unpaid Principal Balance - Assets	282	260
Difference - Assets	(48)	(56)
Loans - Portfolio [Member] | Accruing loans 90 days or more past due | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	402	475
Aggregate Unpaid Principal Balance - Assets	402	478
Difference - Assets		(3)
Loans - Portfolio [Member] | Nonaccrual Loans [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	215	226
Aggregate Unpaid Principal Balance - Assets	349	361
Difference - Assets	(134)	(135)
Other Assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	140	164
Aggregate Unpaid Principal Balance - Assets	148	159
Difference - Assets	(8)	5
Other Borrowed Funds [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Liabilities	70	93
Aggregate Unpaid Principal Balance - Liabilities	71	95
Difference - Liabilities	$ (1)	$ (2)

Fair Value (Additional Fair Val

Fair Value (Additional Fair Value Information Related To Financial Instruments) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Carrying Amount [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Cash and due from banks	$ 4,196	$ 4,065
Short-term assets	29,532	32,959
Securities held to maturity	14,917	14,768
Loans held for sale	199	56
Net loans (excludes leases)	197,887	195,579
Other assets	1,711	1,817
Total assets	248,442	249,244
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Borrowed funds	53,736	53,761
Unfunded loan commitments and letters of credit	286	245
Other Liabilities	47
Total liabilities	303,847	303,008
Carrying Amount [Member] | Demand, savings and money market deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	230,727	228,492
Carrying Amount [Member] | Time deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	19,051	20,510
Fair Value [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Cash and due from banks	4,196	4,065
Short-term assets	29,532	32,959
Securities held to maturity	15,480	15,002
Loans held for sale	200	56
Net loans (excludes leases)	201,083	197,611
Other assets	2,139	2,408
Total assets	252,630	252,101
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Borrowed funds	54,584	54,002
Unfunded loan commitments and letters of credit	286	245
Other Liabilities	47
Total liabilities	304,824	303,210
Fair Value [Member] | Demand, savings and money market deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	230,727	228,492
Fair Value [Member] | Time deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	19,180	20,471
Fair Value [Member] | Level 1 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Cash and due from banks	4,196	4,065
Securities held to maturity	331	298
Total assets	4,527	4,363
Fair Value [Member] | Level 2 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Short-term assets	29,532	32,959
Securities held to maturity	15,143	14,698
Loans held for sale	159	22
Other assets	1,709	1,786
Total assets	46,543	49,465
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Borrowed funds	53,138	52,578
Other Liabilities	47
Total liabilities	303,092	301,541
Fair Value [Member] | Level 2 [Member] | Demand, savings and money market deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	230,727	228,492
Fair Value [Member] | Level 2 [Member] | Time deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	19,180	20,471
Fair Value [Member] | Level 3 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Securities held to maturity	6	6
Loans held for sale	41	34
Net loans (excludes leases)	201,083	197,611
Other assets	430	622
Total assets	201,560	198,273
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Borrowed funds	1,446	1,424
Unfunded loan commitments and letters of credit	286	245
Total liabilities	$ 1,732	$ 1,669

Goodwill and Other Intangible66

Goodwill and Other Intangible Assets (Narrative) (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Finite-Lived Intangible Assets [Line Items]
Mortgage servicing rights	$ 1,222,000,000		$ 1,222,000,000		$ 1,589,000,000
Fees from Mortgage and Other Loan Servicing	$ 100,000,000	$ 100,000,000	$ 300,000,000	$ 200,000,000

Goodwill and Other Intangible67

Goodwill and Other Intangible Assets (Mortgage Servicing Rights) (Details) - USD ($)	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Servicing Assets At Fair Value [Line Items]
Mortgage servicing rights, beginning balance	$ 1,589,000,000
Mortgage servicing rights, ending balance	1,222,000,000
Mortgage Servicing Rights [Member] | Residential Mortgage [Member]
Servicing Assets At Fair Value [Line Items]
Mortgage servicing rights, beginning balance	1,063,000,000	$ 845,000,000
Mortgage servicing rights, ending balance	774,000,000	1,015,000,000
Unpaid principal balance of loans serviced for others at end of period	126,172,000,000	115,454,000,000
Servicing Advances	335,000,000	463,000,000
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Time and Payoffs [Member]
Servicing Assets At Fair Value [Line Items]
Changes in Fair Value	(78,000,000)	(86,000,000)
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Other [Member]
Servicing Assets At Fair Value [Line Items]
Changes in Fair Value	(339,000,000)	68,000,000
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | From loans sold with servicing retained [Member]
Servicing Assets At Fair Value [Line Items]
Additions	23,000,000	38,000,000
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Purchases [Member]
Servicing Assets At Fair Value [Line Items]
Additions	105,000,000	150,000,000
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member]
Servicing Assets At Fair Value [Line Items]
Mortgage servicing rights, beginning balance	526,000,000	506,000,000
Mortgage servicing rights, ending balance	448,000,000	543,000,000
Unpaid principal balance of loans serviced for others at end of period	142,968,000,000	144,416,000,000
Servicing Advances	244,000,000	271,000,000
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Time and Payoffs [Member]
Servicing Assets At Fair Value [Line Items]
Changes in Fair Value	(46,000,000)	(43,000,000)
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Other [Member]
Servicing Assets At Fair Value [Line Items]
Changes in Fair Value	(64,000,000)	18,000,000
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | From loans sold with servicing retained [Member]
Servicing Assets At Fair Value [Line Items]
Additions	23,000,000	34,000,000
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Purchases [Member]
Servicing Assets At Fair Value [Line Items]
Additions	$ 9,000,000	$ 28,000,000

Goodwill and Other Intangible68

Goodwill and Other Intangible Assets (Commercial and Residential Mortgage Loan Servicing Assets - Key Valuation Assumptions) (Details) - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015	Dec. 31, 2014
Sensitivity Analysis Of Fair Value Of Interests Continued To Be Held By Transferor Servicing Assets Or Liabilities Impact Of Adverse Change In Assumption [Line Items]
Fair Value	$ 1,222,000,000	$ 1,589,000,000
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member]
Sensitivity Analysis Of Fair Value Of Interests Continued To Be Held By Transferor Servicing Assets Or Liabilities Impact Of Adverse Change In Assumption [Line Items]
Fair Value	$ 448,000,000	$ 526,000,000	$ 543,000,000	$ 506,000,000
Weighted-average life	4 years 6 months	4 years 8 months
Constant prepayment rate (CPR)	8.19%	5.71%
Decline in fair value from 10% adverse change in prepayment rate	$ 10,000,000	$ 10,000,000
Decline in fair value from 20% adverse change in prepayment rate	$ 19,000,000	$ 19,000,000
Discount rate	7.44%	7.49%
Decline in fair value from 10% adverse change in interest rate	$ 12,000,000	$ 14,000,000
Decline in fair value from 20% adverse change in interest rate	24,000,000	29,000,000
Mortgage Servicing Rights [Member] | Residential Mortgage [Member]
Sensitivity Analysis Of Fair Value Of Interests Continued To Be Held By Transferor Servicing Assets Or Liabilities Impact Of Adverse Change In Assumption [Line Items]
Fair Value	$ 774,000,000	$ 1,063,000,000	$ 1,015,000,000	$ 845,000,000
Weighted-average life	4 years 1 month	6 years 4 months
Constant prepayment rate (CPR)	19.19%	10.61%
Decline in fair value from 10% adverse change in prepayment rate	$ 50,000,000	$ 44,000,000
Decline in fair value from 20% adverse change in prepayment rate	$ 95,000,000	$ 85,000,000
Spread over the benchmark curve	8.65%	8.93%
Decline in fair value from 10% adverse change in adjusted spread	$ 23,000,000	$ 34,000,000
Decline in fair value from 20% adverse change in adjusted spread	$ 44,000,000	$ 67,000,000

Employee Benefit Plans (Net Per

Employee Benefit Plans (Net Periodic Pension and Postretirement Benefits Costs) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Qualified Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Service cost	$ 25	$ 26	$ 51	$ 53
Interest cost	47	45	93	89
Expected return on plan assets	(71)	(74)	(141)	(148)
Amortization of prior service cost/(credit)	(1)	(2)	(3)	(4)
Amortization of actuarial losses	11	8	22	15
Net periodic cost/(benefit)	11	3	22	5
Nonqualified Retirement Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Service cost	1	1	1	1
Interest cost	3	3	6	6
Amortization of actuarial losses	1	1	2	3
Net periodic cost/(benefit)	5	5	9	10
Postretirement Benefits
Defined Benefit Plan Disclosure [Line Items]
Service cost	2	2	3	3
Interest cost	3	3	7	7
Expected return on plan assets	(1)		(2)
Amortization of prior service cost/(credit)	(1)		(1)
Net periodic cost/(benefit)	$ 3	$ 5	$ 7	$ 10

Financial Derivatives (Narrativ

Financial Derivatives (Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Derivative [Line Items]
Cash And Securities Held To Collateralize Net Derivative Assets	$ 1,400		$ 1,400
Cash And Securities Pledged To Collateralize Net Derivative Liabilities	1,700		1,700
Aggregate fair value of all derivative instruments with credit-risk-related contingent features	1,300		1,300
Collateral posted on derivative instruments with credit-risk-related contingent features	1,200		1,200
Maximum amount of collateral PNC would have been required to post if the credit-risk-related contingent features underlying these agreements had been triggered	100		100
Risk Participation Agreements Sold [Member]
Derivative [Line Items]
Credit Derivative Maximum Exposure Undiscounted	202		202		$ 122
Derivative Liability Notional Amount	3,700		$ 3,700		$ 2,500
Cash Flow Hedging [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Maximum length of time over which forecasted loan cash flows are hedged			6 years
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income, Effective Portion, Net	126	$ (102)	$ 391	$ 196
Cash Flow Hedging [Member] | Interest Rate Contracts [Member] | Pretax [Member]
Derivative [Line Items]
Cash Flow Hedge Gain Loss To Be Reclassified Within Twelve Months			216
Cash Flow Hedging [Member] | Interest Rate Contracts [Member] | After Tax [Member]
Derivative [Line Items]
Cash Flow Hedge Gain Loss To Be Reclassified Within Twelve Months			140
Net Investment Hedging [Member]
Derivative [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income, Effective Portion, Net	$ 80	$ (65)	$ 109	$ (11)
Forward Contracts [Member] | Cash Flow Hedging [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Maximum length of time over which forecasted loan cash flows are hedged			3 months
Forward Contracts [Member] | Cash Flow Hedging [Member] | Interest Rate Contracts [Member] | Pretax [Member]
Derivative [Line Items]
Cash Flow Hedge Gain Loss To Be Reclassified Within Twelve Months			$ 65
Forward Contracts [Member] | Cash Flow Hedging [Member] | Interest Rate Contracts [Member] | After Tax [Member]
Derivative [Line Items]
Cash Flow Hedge Gain Loss To Be Reclassified Within Twelve Months			$ 42

Financial Derivatives (Total Gr

Financial Derivatives (Total Gross Derivatives) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Asset, Fair Value	$ 8,227	$ 4,941
Derivative Liability, Fair Value	6,068	3,802
Derivative Notional Amount	356,725	347,976
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	2,011	1,159
Derivative Liability, Fair Value	351	174
Derivative Notional Amount	53,982	52,074
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	6,216	3,782
Derivative Liability, Fair Value	5,717	3,628
Derivative Notional Amount	$ 302,743	$ 295,902

Financial Derivatives (Derivati

Financial Derivatives (Derivatives Designated As Hedging Instruments Under GAAP) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Asset, Fair Value	$ 8,227	$ 4,941
Derivative Liability, Fair Value	6,068	3,802
Derivative Notional Amount	356,725	347,976
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	2,011	1,159
Derivative Liability, Fair Value	351	174
Derivative Notional Amount	53,982	52,074
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	6,216	3,782
Derivative Liability, Fair Value	5,717	3,628
Derivative Notional Amount	302,743	295,902
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	1,234	712
Derivative Liability, Fair Value	351	171
Derivative Notional Amount	33,194	31,690
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Receive Fixed Swaps [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	1,234	699
Derivative Liability, Fair Value		18
Derivative Notional Amount	27,692	25,756
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Pay Fixed Swaps [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Asset, Fair Value		13
Derivative Liability, Fair Value	351	153
Derivative Notional Amount	5,502	5,934
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	638	416
Derivative Liability, Fair Value		3
Derivative Notional Amount	19,771	19,279
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Receive Fixed Swaps [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	604	412
Derivative Liability, Fair Value		2
Derivative Notional Amount	16,871	17,879
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Forward Purchase Commitments [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	34	4
Derivative Liability, Fair Value		1
Derivative Notional Amount	2,900	1,400
Net Investment Hedging [Member] | Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	139	31
Derivative Notional Amount	$ 1,017	$ 1,105

Financial Derivatives (Gains (L

Financial Derivatives (Gains (Losses) on Derivatives and Related Hedged Items - Fair Value Hedges) (Details) - Fair Value Hedging [Member] - Designated as Hedging Instrument [Member] - Interest Rate Contracts [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives Recognized in Income	$ 100	$ (200)	$ 353	$ (95)
Gain (Loss) on Related Hedged Items Recognized in Income	(112)	193	(386)	75
Us Treasury And Government And Other Debt Securities [Member] | Investment Securities Interest Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives Recognized in Income	(55)	64	(209)	12
Gain (Loss) on Related Hedged Items Recognized in Income	56	(66)	214	(12)
Subordinated debt and Bank notes and senior debt [Member] | Borrowed Funds Interest Expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives Recognized in Income	155	(264)	562	(107)
Gain (Loss) on Related Hedged Items Recognized in Income	$ (168)	$ 259	$ (600)	$ 87

Financial Derivatives (Gains 74

Financial Derivatives (Gains (Losses) on Derivatives and Related Cash Flows - Cash Flow Hedges) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on cash flow hedge derivatives	$ 63	$ (170)	$ 263	$ 69
Cash Flow Hedging [Member] | Interest Rate Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives Recognized in OCI (Effective Portion)	126	(102)	391	196
Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	63	68	128	127
Net unrealized gains (losses) on cash flow hedge derivatives	63	(170)	263	69
Cash Flow Hedging [Member] | Interest Rate Contracts [Member] | Interest Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	64	72	129	140
Cash Flow Hedging [Member] | Interest Rate Contracts [Member] | Noninterest Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	$ (1)	$ (4)	$ (1)	$ (13)

Financial Derivatives (Deriva75

Financial Derivatives (Derivatives Not Designated As Hedging Instruments under GAAP) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Notional Amount	$ 356,725	$ 347,976
Derivative Asset, Fair Value	8,227	4,941
Derivative Liability, Fair Value	6,068	3,802
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Notional Amount	53,982	52,074
Derivative Asset, Fair Value	2,011	1,159
Derivative Liability, Fair Value	351	174
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Notional Amount	302,743	295,902
Derivative Asset, Fair Value	6,216	3,782
Derivative Liability, Fair Value	5,717	3,628
Not Designated as Hedging Instrument [Member] | Residential Mortgages [Member]
Derivative [Line Items]
Derivative Notional Amount	77,058	73,891
Derivative Asset, Fair Value	1,614	823
Derivative Liability, Fair Value	1,053	447
Not Designated as Hedging Instrument [Member] | Residential Mortgages [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	69,025	65,728
Derivative Asset, Fair Value	1,567	789
Derivative Liability, Fair Value	1,016	439
Not Designated as Hedging Instrument [Member] | Residential Mortgages [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	8,033	8,163
Derivative Asset, Fair Value	47	34
Derivative Liability, Fair Value	37	8
Not Designated as Hedging Instrument [Member] | Commercial Mortgage Banking [Member]
Derivative [Line Items]
Derivative Notional Amount	10,557	24,091
Derivative Asset, Fair Value	171	88
Derivative Liability, Fair Value	81	52
Not Designated as Hedging Instrument [Member] | Commercial Mortgage Banking [Member] | Credit Default Swap [Member]
Derivative [Line Items]
Derivative Notional Amount	44	77
Not Designated as Hedging Instrument [Member] | Commercial Mortgage Banking [Member] | Commercial Mortgage Banking Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	10,513	24,014
Derivative Asset, Fair Value	171	88
Derivative Liability, Fair Value	81	52
Not Designated as Hedging Instrument [Member] | Customer Contracts [Member]
Derivative [Line Items]
Derivative Notional Amount	209,394	192,621
Derivative Asset, Fair Value	4,348	2,812
Derivative Liability, Fair Value	4,193	2,661
Not Designated as Hedging Instrument [Member] | Customer Contracts [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	11,734	10,888
Derivative Asset, Fair Value	192	194
Derivative Liability, Fair Value	202	198
Not Designated as Hedging Instrument [Member] | Customer Contracts [Member] | Risk Participation Agreement [Member]
Derivative [Line Items]
Derivative Notional Amount	6,284	5,026
Derivative Asset, Fair Value	4	2
Derivative Liability, Fair Value	7	4
Not Designated as Hedging Instrument [Member] | Customer Contracts [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	191,376	176,707
Derivative Asset, Fair Value	4,152	2,616
Derivative Liability, Fair Value	3,984	2,459
Not Designated as Hedging Instrument [Member] | Other Risk Management Activity [Member]
Derivative [Line Items]
Derivative Notional Amount	5,734	5,299
Derivative Asset, Fair Value	83	59
Derivative Liability, Fair Value	390	468
Not Designated as Hedging Instrument [Member] | Other Risk Management Activity [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	3,158	2,742
Derivative Asset, Fair Value	83	59
Derivative Liability, Fair Value	23	6
Not Designated as Hedging Instrument [Member] | Other Risk Management Activity [Member] | Other Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	2,576	2,557
Derivative Liability, Fair Value	367	462
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	37,741	37,505
Derivative Asset, Fair Value	1,514	758
Derivative Liability, Fair Value	1,003	416
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Commercial Mortgage Banking Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	4,186	3,945
Derivative Asset, Fair Value	156	77
Derivative Liability, Fair Value	73	46
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	169,547	157,041
Derivative Asset, Fair Value	3,936	2,507
Derivative Liability, Fair Value	3,952	2,433
Not Designated as Hedging Instrument [Member] | Interest Rate Swaption [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	584	650
Derivative Asset, Fair Value	17	27
Derivative Liability, Fair Value	7	14
Not Designated as Hedging Instrument [Member] | Interest Rate Swaption [Member] | Commercial Mortgage Banking Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount		439
Not Designated as Hedging Instrument [Member] | Interest Rate Swaption [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	5,154	4,363
Derivative Asset, Fair Value	185	86
Derivative Liability, Fair Value	13	13
Not Designated as Hedging Instrument [Member] | Future [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	12,935	17,653
Not Designated as Hedging Instrument [Member] | Future [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	15	20
Not Designated as Hedging Instrument [Member] | Future [Member] | Commercial Mortgage Banking Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	4,449	18,454
Not Designated as Hedging Instrument [Member] | Future [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	2,204	1,673
Not Designated as Hedging Instrument [Member] | Future Options [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	14,000	6,000
Derivative Liability, Fair Value	3	1
Not Designated as Hedging Instrument [Member] | Future Options [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	292
Derivative Asset, Fair Value	5
Derivative Liability, Fair Value	5
Not Designated as Hedging Instrument [Member] | Residential Mortgage Loan Commitment [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	2,188	1,580
Derivative Asset, Fair Value	30	16
Not Designated as Hedging Instrument [Member] | Commercial Mortgage Loan Commitment [Member] | Commercial Mortgage Banking Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	1,878	1,176
Derivative Asset, Fair Value	15	11
Derivative Liability, Fair Value	8	6
Not Designated as Hedging Instrument [Member] | Bond Option [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	150	200
Derivative Asset, Fair Value		2
Not Designated as Hedging Instrument [Member] | Caps Floors Sold [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	5,169	5,337
Derivative Liability, Fair Value	6	11
Not Designated as Hedging Instrument [Member] | Caps Floors Purchased [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	6,635	6,383
Derivative Asset, Fair Value	21	18
Not Designated as Hedging Instrument [Member] | Mortgage Backed Securities Commitments [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	3,765	3,920
Derivative Asset, Fair Value	36	4
Derivative Liability, Fair Value	3	8
Not Designated as Hedging Instrument [Member] | Mortgage Backed Securities Commitments [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	5,680	6,363
Derivative Asset, Fair Value	17	16
Derivative Liability, Fair Value	37	8
Not Designated as Hedging Instrument [Member] | Mortgage Backed Securities Commitments [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	2,375	1,910
Derivative Asset, Fair Value	5	5
Derivative Liability, Fair Value	$ 8	$ 2

Financial Derivatives (Gains 76

Financial Derivatives (Gains (Losses) on Derivatives Not Designated As Hedging Instruments under GAAP) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	$ 194	$ (52)	$ 361	$ 277
Residential Mortgages [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	145	(36)	333	83
Residential Mortgages [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	141	(83)	336	15
Residential Mortgages [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	4	47	(3)	68
Commercial Mortgage Banking [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	27	(24)	80	5
Commercial Mortgage Banking [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	27	(25)	80	5
Commercial Mortgage Banking [Member] | Credit Default Swap [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net		1
Customer Contracts [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	18	62	43	67
Customer Contracts [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	1	30	(3)	34
Customer Contracts [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	17	32	46	33
Other Risk Management Activity [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	4	(54)	(95)	122
Other Risk Management Activity [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net		1		1
Other Risk Management Activity [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	66	(69)	(29)	114
Other Risk Management Activity [Member] | Other Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	$ (62)	$ 14	$ (66)	$ 7

Financial Derivatives (Deriva77

Financial Derivatives (Derivative Assets and Liabilitites Offsetting) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	$ 8,227	$ 4,941
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	6,068	3,802
Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	6,068	3,802
Derivative Liability, Fair Value Offset Amount	4,345	2,554
Derivative Liability, Cash Collateral	1,140	608
Derivative Liability, Net Fair Value	583	640
Derivative Liability, Net	583	640
Assets [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	8,227	4,941
Derivative Asset, Fair Value Offset Amount	4,345	2,554
Derivative Asset, Cash Collateral	906	551
Derivative Asset, Net Fair Value	2,976	1,836
Derivative Asset, Securities Collateral Held Under Master Netting Agreements	415	180
Derivative Asset, Net	2,561	1,656
Interest Rate Contracts [Member] | Liability [Member] | Exchange Cleared, Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	2,523	855
Derivative Liability, Fair Value Offset Amount	2,065	779
Derivative Liability, Cash Collateral	410	57
Derivative Liability, Net Fair Value	48	19
Derivative Liability, Net	48	19
Interest Rate Contracts [Member] | Liability [Member] | Exchange Traded, Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	3	1
Derivative Liability, Net Fair Value	3	1
Derivative Liability, Net	3	1
Interest Rate Contracts [Member] | Liability [Member] | Over The Counter, Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	2,943	2,276
Derivative Liability, Fair Value Offset Amount	2,155	1,687
Derivative Liability, Cash Collateral	701	530
Derivative Liability, Net Fair Value	87	59
Derivative Liability, Net	87	59
Interest Rate Contracts [Member] | Assets [Member] | Exchange Cleared [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	2,446	1,003
Derivative Asset, Fair Value Offset Amount	2,066	779
Derivative Asset, Cash Collateral	283	195
Derivative Asset, Net Fair Value	97	29
Derivative Asset, Net	97	29
Interest Rate Contracts [Member] | Assets [Member] | Over The Counter [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	5,362	3,652
Derivative Asset, Fair Value Offset Amount	2,068	1,645
Derivative Asset, Cash Collateral	595	342
Derivative Asset, Net Fair Value	2,699	1,665
Derivative Asset, Securities Collateral Held Under Master Netting Agreements	411	178
Derivative Asset, Net	2,288	1,487
Foreign Exchange [Member] | Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	224	204
Derivative Liability, Fair Value Offset Amount	119	85
Derivative Liability, Cash Collateral	27	20
Derivative Liability, Net Fair Value	78	99
Derivative Liability, Net	78	99
Foreign Exchange [Member] | Assets [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	415	284
Derivative Asset, Fair Value Offset Amount	209	129
Derivative Asset, Cash Collateral	27	13
Derivative Asset, Net Fair Value	179	142
Derivative Asset, Securities Collateral Held Under Master Netting Agreements	4	2
Derivative Asset, Net	175	140
Credit Risk Contract [Member] | Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	8	4
Derivative Liability, Fair Value Offset Amount	6	3
Derivative Liability, Cash Collateral	2	1
Credit Risk Contract [Member] | Assets [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	4	2
Derivative Asset, Fair Value Offset Amount	2	1
Derivative Asset, Cash Collateral	1	1
Derivative Asset, Net Fair Value	1
Derivative Asset, Net	1
Other Contract [Member] | Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	367	462
Derivative Liability, Net Fair Value	367	462
Derivative Liability, Net	$ 367	$ 462

Earnings per Share (Details)

Earnings per Share (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Earnings Per Share Basic and Diluted [Line Items]
Net income	$ 989,000,000	$ 1,044,000,000	$ 1,932,000,000	$ 2,048,000,000
Net income (loss) attributable to noncontrolling interests	23,000,000	4,000,000	42,000,000	5,000,000
Preferred stock dividends and discount accretion and redemptions	43,000,000	48,000,000	108,000,000	118,000,000
Net income attributable to common shares	923,000,000	992,000,000	1,782,000,000	1,925,000,000
Dividends and undistributed earnings allocated to participating securities	6,000,000		12,000,000	2,000,000
Net income attributable to basic common shares	917,000,000	992,000,000	1,770,000,000	1,923,000,000
Less: Impact of BlackRock earnings per share dilution	3,000,000	5,000,000	6,000,000	10,000,000
Net income attributable to diluted common shares	$ 914,000,000	$ 987,000,000	$ 1,764,000,000	$ 1,913,000,000
Basic weighted-average common shares outstanding	497,000,000	517,000,000	499,000,000	519,000,000
Basic earnings per common share	$ 1.84	$ 1.92	$ 3.54	$ 3.71
Dilutive potential common shares	6,000,000	8,000,000	6,000,000	8,000,000
Diluted weighted-average common shares outstanding	503,000,000	525,000,000	505,000,000	527,000,000
Diluted earnings per common share	$ 1.82	$ 1.88	$ 3.49	$ 3.63

Total Equity and Other Compre79

Total Equity and Other Comprehensive Income (Narrative) (Details) - TARP Warrant [Member] - $ / shares shares in Millions	Jun. 30, 2016	Dec. 31, 2015
Number of warrants or rights outstanding	13.4	13.4
Exercise price per share of warrants or rights outstanding	$ 67.33	$ 67.33

Total Equity and Other Compre80

Total Equity and Other Comprehensive Income (Rollforward of Total Equity) (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Common Stock [Abstract]
Common Stock, Beginning Balance			$ 2,708
Capital surplus - Preferred Stock, Beginning Balance			3,452
Capital surplus - Common Stock, Beginning Balance			12,745
Retained Earnings, Beginning Balance			29,043
Accumulated Other Comprehensive Income (Loss), Net of Tax, Beginning Balance	$ 532	$ 703	130	$ 503
Treasury Stock, Beginning Balance			3,368
Noncontrolling interests, Beginning Balance			1,270
Total Equity, Beginning Balance			45,980	46,074
Net income	989	1,044	1,932	2,048
Other comprehensive income (loss), net of tax	204	(324)	606	(124)
Cash dividends declared [Abstract]
Common			(516)	(516)
Preferred			(105)	(115)
Common stock activity			11	37
Treasury stock activity			(949)	(887)
Other			(260)	(105)
Common Stock, Ending Balance	2,709		2,709
Capital surplus - Preferred Stock, Ending Balance	3,455		3,455
Capital surplus - Common Stock, Ending Balance	12,653		12,653
Retained Earnings, Ending Balance	30,309		30,309
Accumulated Other Comprehensive Income (Loss), Net of Tax, Ending Balance	736	379	736	379
Treasury Stock, Ending Balance	4,304		4,304
Noncontrolling interests, Ending Balance	1,141		1,141
Total Equity, Ending Balance	$ 46,699	45,912	$ 46,699	45,912
Series K Preferred Stock [Member]
Cash dividends declared [Abstract]
Preferred stock redemption, value		$ (500)		$ (500)
Common Stock [Member]
Common Stock [Abstract]
Beginning Balance (in shares)			504	523
Common stock activity, shares				1
Treasury stock activity, shares			(11)	(8)
Ending Balance, (in shares)	493	516	493	516
Common Stock, Beginning Balance			$ 2,708	$ 2,705
Cash dividends declared [Abstract]
Common stock activity			1	3
Common Stock, Ending Balance	$ 2,709	$ 2,708	$ 2,709	$ 2,708
Common Stock Per Share Dividends Declared			$ 1.02	$ 0.99
Preferred Stock Including Additional Paid in Capital [Member]
Common Stock [Abstract]
Capital surplus - Preferred Stock, Beginning Balance			$ 3,452	$ 3,946
Cash dividends declared [Abstract]
Preferred stock discount accretion			3	3
Capital surplus - Preferred Stock, Ending Balance	3,455	3,449	3,455	3,449
Preferred Stock Including Additional Paid in Capital [Member] | Series K Preferred Stock [Member]
Cash dividends declared [Abstract]
Preferred stock redemption, value		(500)		(500)
Common Stock Including Additional Paid in Capital [Member]
Common Stock [Abstract]
Capital surplus - Common Stock, Beginning Balance			12,745	12,627
Cash dividends declared [Abstract]
Common stock activity			10	34
Treasury stock activity			(13)	(55)
Other			(89)	26
Capital surplus - Common Stock, Ending Balance	12,653	12,632	12,653	12,632
Retained Earnings [Member]
Common Stock [Abstract]
Retained Earnings, Beginning Balance			29,043	26,200
Net income			1,890	2,043
Cash dividends declared [Abstract]
Common			(516)	(516)
Preferred			(105)	(115)
Preferred stock discount accretion			(3)	(3)
Retained Earnings, Ending Balance	30,309	27,609	30,309	27,609
Accumulated Other Comprehensive Income (Loss) [Member]
Common Stock [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax, Beginning Balance			130	503
Other comprehensive income (loss), net of tax			606	(124)
Cash dividends declared [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax, Ending Balance	736	379	736	379
Treasury Stock [Member]
Common Stock [Abstract]
Treasury Stock, Beginning Balance			(3,368)	(1,430)
Cash dividends declared [Abstract]
Treasury stock activity			(936)	(832)
Treasury Stock, Ending Balance	(4,304)	(2,262)	(4,304)	(2,262)
Noncontrolling Interest [Member]
Common Stock [Abstract]
Noncontrolling interests, Beginning Balance			1,270	1,523
Net income			42	5
Cash dividends declared [Abstract]
Other			(171)	(131)
Noncontrolling interests, Ending Balance	$ 1,141	$ 1,397	$ 1,141	$ 1,397

Total Equity and Other Compre81

Total Equity and Other Comprehensive Income (Other Comprehensive Income) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Net Unrealized Gains Losses on Non Otti Securities [Abstract]
Increase in net unrealized gains(losses) on non-OTTI securities	$ 286	$ (346)	$ 805	$ (214)
Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities in interest income, before tax	8	7	14	14
Less: Net gains (losses) realized on sales of non-OTTI securities reclassified to noninterest income, before tax	5	12	14	63
Net unrealized gains (losses) on non-OTTI securities, Before Tax	273	(365)	777	(291)
Other Comprehensive Income (Loss), Non Otti Securities Adjustment, Tax	(100)	134	(285)	107
Net unrealized gains (losses) on non-OTTI securities, Activity, After Tax	173	(231)	492	(184)
Net Unrealized Gains Losses On Otti Securities [Abstract]
Increase in net unrealized gains (losses) on OTTI securities, Pretax	17	3	(22)	5
Less: Net OTTI losses realized in net income, Pre-tax		(1)	(1)	(2)
Net unrealized gains (losses) on OTTI securities	17	4	(21)	7
Net unrealized gains (losses) on OTTI securities, tax	(6)	(2)	8	(3)
Net unrealized gains (losses) on OTTI securities, Activity, After Tax	11	2	(13)	4
Net unrealized gains (losses) on cash flow hedge derivatives [Abstract]
Increase in net unrealized gains (losses) on cash flow hedge derivatives, Pretax	126	(102)	391	196
Less: Net gains (losses) realized as a yield adjustment reclassified to loan interest income, Before Tax	56	64	116	128
Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income, Before Tax	8	8	13	12
Less: Net gains (losses) realized on sales of securities reclassified to noninterest income, Before Tax	(1)	(4)	(1)	(13)
Net unrealized gains (losses) on cash flow hedge derivatives, Before Tax	63	(170)	263	69
Net unrealized gains (losses) on cash flow hedge derivatives, tax	(23)	63	(96)	(25)
Net unrealized gains (losses) on cash flow hedge derivatives, Net of tax, Total	40	(107)	167	44
Pension and other postretirement benefit plan adjustments [Abstract]
Net pension and other postretirement benefit plan activity, Before tax	(7)	(17)	(5)	36
Amortization of actuarial loss (gain) reclassified to other noninterest expense, Before tax	12	9	24	18
Amortization of prior service cost (credit) reclassified to other noninterest expense, Before tax	(2)	(2)	(4)	(4)
Pension and other postretirement benefit plan adjustments, net activity, Pre-Tax	3	(10)	15	50
Pension and other postretirement benefit plan adjustments, net activity, Tax	(1)	4	(5)	(18)
Pension and other postretirement benefit plan adjustments, net activity, After Tax	2	(6)	10	32
Other Comprehensive Income Other Adjustments [Abstract]
PNC's portion of BlackRock's OCI, Before tax	13	(9)	(12)	(34)
Net investment hedge derivatives, Before tax	80	(65)	109	(11)
Foreign Currency Transaction and Translation Adjustment, before Tax	(81)	65	(112)	9
Total Other, net activity, Before tax	12	(9)	(15)	(36)
Total Other, net activity, Tax	(34)	27	(35)	16
Total Other, net activity, After tax	(22)	18	(50)	(20)
Other Comprehensive Income Loss Before Tax	368	(550)	1,019	(201)
Other Comprehensive Income (Loss), Tax	(164)	226	(413)	77
Other Comprehensive Income (Loss), Net of Tax	$ 204	$ (324)	$ 606	$ (124)

Total Equity and Other Compre82

Total Equity and Other Comprehensive Income (Accumulated Other Comprehensive Income (Loss) Components) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Net Unrealized Gains Losses on Non Otti Securities [Abstract]
Net unrealized gains (losses) on non-OTTI securities, after-tax, Beginning Balance	$ 605	$ 694	$ 286	$ 647
Other Comprehensive Income (Loss), Non Otti Securities Adjustment, After Tax	173	(231)	492	(184)
Net unrealized gains (losses) on non-OTTI securities, after-tax, Ending Balance	778	463	778	463
Net Unrealized Gains Losses On Otti Securities [Abstract]
Net unrealized gains (losses) on OTTI securities, after tax, Beginning Balance	42	76	66	74
Other Comprehensive Income Loss Otti Securities Adjustment After Tax	11	2	(13)	4
Net unrealized gains (losses) on OTTI securities, after tax, Ending Balance	53	78	53	78
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, before Tax [Abstract]
Net unrealized gains (losses) on cash flow hedge derivatives, after-tax, Beginning balance	557	501	430	350
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax	40	(107)	167	44
Net unrealized gains (losses) on cash flow hedge derivatives, after-tax, Ending balance	597	394	597	394
Pension and other postretirement benefit plan adjustments [Abstract]
Pension and other postretirement benefit plan adjustments, after tax, Beginning Balance	(546)	(482)	(554)	(520)
Pension and other postretirement benefit plan adjustments, net activity, After Tax	2	(6)	10	32
Pension and other postretirement benefit plan adjustments, after tax, Ending Balance	(544)	(488)	(544)	(488)
Other Comprehensive Income Other Adjustments [Abstract]
Other, after tax, Beginning balance	(126)	(86)	(98)	(48)
Total Other, net activity, After tax	(22)	18	(50)	(20)
Other, after tax, Ending balance	(148)	(68)	(148)	(68)
Accumulated Other Comprehensive Income (Loss), Net of Tax, Beginning Balance	532	703	130	503
Other comprehensive income (loss), after tax and net of reclassifications into Net income	204	(324)	606	(124)
Accumulated Other Comprehensive Income (Loss), Net of Tax, Ending Balance	$ 736	$ 379	$ 736	$ 379

Legal Proceedings (Details)

Legal Proceedings (Details) $ in Millions	Jun. 30, 2016USD ($)
Legal Reserve [Member] | Maximum [Member]
Loss Contingencies [Line Items]
Loss contingency, range of possible loss not accrued	$ 550

Commitments and Guarantees (Nar

Commitments and Guarantees (Narrative) (Details) - Standby letters of credit [Member] $ in Billions	6 Months Ended
	Jun. 30, 2016USD ($)
Loss Contingencies [Line Items]
Standby letters of credit - Terms outstanding - Minimum	1 year
Standby letters of credit - Terms outstanding - Maximum	9 years
Standby letters of credit - Assets securing certain specifically identified standby letters of credit	$ 1.1
Standby letters of credit and participations in standby letters of credit - Liability carrying amount	$ 0.2

Commitments and Guarantees (Oth

Commitments and Guarantees (Other Commitments) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Other Commitments [Line Items]
Commitments	$ 157,959	$ 155,141
Commitments to extend credit [Member]
Other Commitments [Line Items]
Commitments	145,116	142,489
Commitments to extend credit [Member] | Total commercial lending [Member]
Other Commitments [Line Items]
Commitments	102,120	101,252
Commitments to extend credit [Member] | Home Equity Lines of Credit [Member]
Other Commitments [Line Items]
Commitments	17,331	17,268
Commitments to extend credit [Member] | Credit Card [Member]
Other Commitments [Line Items]
Commitments	21,298	19,937
Commitments to extend credit [Member] | Other [Member]
Other Commitments [Line Items]
Commitments	4,367	4,032
Standby letters of credit [Member]
Other Commitments [Line Items]
Commitments	9,089	8,765
Standby letters of credit [Member] | Remarketing Programs [Member]
Other Commitments [Line Items]
Commitments	4,600	4,700
Reinsurance Agreements [Member]
Other Commitments [Line Items]
Commitments	1,917	2,010
Reinsurance Agreements [Member] | Accidental Death and Dismemberment [Member]
Other Commitments [Line Items]
Maximum Exposure	1,600	1,600
Reinsurance Agreements [Member] | Credit Life Accident and Health [Member]
Other Commitments [Line Items]
Maximum Exposure	300	400
Standby bond purchase agreements [Member]
Other Commitments [Line Items]
Commitments	872	911
Other commitments [Member]
Other Commitments [Line Items]
Commitments	965	966
Other commitments [Member] | Investments in qualified affordable housing projects [Member]
Other Commitments [Line Items]
Commitments	$ 400	$ 500

Commitments and Guarantees (Int

Commitments and Guarantees (Internal Credit Ratings Related to Net Outstanding Standby Letters of Credit) (Details) - Standby letters of credit [Member]	Jun. 30, 2016	Dec. 31, 2015
Loss Contingencies [Line Items]
Internal credit ratings (as a percentage of portfolio) - Pass	92.00%	93.00%
Internal credit ratings (as a percentage of portfolio) - Below pass	8.00%	7.00%

Commitments and Guarantees (Res

Commitments and Guarantees (Resale and Repurchase Agreements) (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Offsetting Assets [Line Items]
Gross Resale Agreements	$ 1,157	$ 1,082
Net Resale Agreements	1,157	1,082
Securities Collateral Held Under Master Netting Agreements	1,083	1,008
Net Amounts	74	74
Offsetting Liabilities [Line Items]
Gross Repurchase Agreements	1,617	1,767
Net Repurchase Agreements	1,617	1,767
Securities Collateral Pledged Under Master Netting Agreements	1,001	1,014
Net Amounts	616	753
Long Term Repurchase Agreements [Member]
Offsetting Liabilities [Line Items]
Net Repurchase Agreements	$ 0	$ 0

Segment Reporting (Narrative) (

Segment Reporting (Narrative) (Details) $ in Millions	6 Months Ended
	Jun. 30, 2016USD ($)	Jun. 30, 2015USD ($)
Segment Reporting Information [Line Items]
Segment reporting, number of segments	6
BlackRock [Member]
Segment Reporting Information [Line Items]
PNC's economic interest in BlackRock	22.00%
Proceeds from dividends received	$ 165	$ 160

Segment Reporting (Table) (Deta

Segment Reporting (Table) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Segment Reporting Information [Line Items]
Net interest income	$ 2,068	$ 2,052	$ 4,166	$ 4,124
Noninterest income	1,726	1,814	3,293	3,473
Total revenue	3,794	3,866	7,459	7,597
Provision for credit losses (benefit)	127	46	279	100
Depreciation and amortization	215	201	417	394
Other noninterest expense	2,145	2,165	4,224	4,321
Income (loss) before income taxes and noncontrolling interests	1,307	1,454	2,539	2,782
Income taxes	318	410	607	734
Net income (loss)	989	1,044	1,932	2,048
Average Assets	358,990	352,640	357,451	350,361
Retail Banking [Member]
Segment Reporting Information [Line Items]
Net interest income	1,117	1,045	2,230	2,082
Noninterest income	564	590	1,101	1,078
Total revenue	1,681	1,635	3,331	3,160
Provision for credit losses (benefit)	29	45	106	94
Depreciation and amortization	41	42	81	85
Other noninterest expense	1,127	1,168	2,237	2,283
Income (loss) before income taxes and noncontrolling interests	484	380	907	698
Income taxes	177	139	332	255
Net income (loss)	307	241	575	443
Average Assets	71,544	73,369	71,880	73,691
Corporate & Institutional Banking [Member]
Segment Reporting Information [Line Items]
Net interest income	822	837	1,660	1,660
Noninterest income	533	492	967	921
Total revenue	1,355	1,329	2,627	2,581
Provision for credit losses (benefit)	69	20	176	37
Depreciation and amortization	37	37	72	73
Other noninterest expense	512	510	998	988
Income (loss) before income taxes and noncontrolling interests	737	762	1,381	1,483
Income taxes	247	254	460	493
Net income (loss)	490	508	921	990
Average Assets	138,305	132,239	136,913	131,711
Asset Management Group [Member]
Segment Reporting Information [Line Items]
Net interest income	76	71	153	144
Noninterest income	213	243	416	451
Total revenue	289	314	569	595
Provision for credit losses (benefit)	6	1	3	13
Depreciation and amortization	12	12	23	23
Other noninterest expense	194	203	389	402
Income (loss) before income taxes and noncontrolling interests	77	98	154	157
Income taxes	29	36	57	58
Net income (loss)	48	62	97	99
Average Assets	7,756	8,005	7,822	7,974
Residential Mortgage Banking [Member]
Segment Reporting Information [Line Items]
Net interest income	28	30	53	60
Noninterest income	182	176	287	353
Total revenue	210	206	340	413
Provision for credit losses (benefit)	1	(2)
Depreciation and amortization	3	4	6	7
Other noninterest expense	133	174	282	332
Income (loss) before income taxes and noncontrolling interests	73	30	52	74
Income taxes	27	11	19	27
Net income (loss)	46	19	33	47
Average Assets	5,768	7,136	6,037	7,190
BlackRock [Member]
Segment Reporting Information [Line Items]
Noninterest income	170	175	311	351
Total revenue	170	175	311	351
Income (loss) before income taxes and noncontrolling interests	170	175	311	351
Income taxes	36	40	65	82
Net income (loss)	134	135	246	269
Average Assets	6,919	6,760	6,919	6,760
Non Strategic Assets [Member]
Segment Reporting Information [Line Items]
Net interest income	73	100	148	212
Noninterest income	5	9	27	18
Total revenue	78	109	175	230
Provision for credit losses (benefit)	13	(5)	6	(36)
Other noninterest expense	20	26	41	50
Income (loss) before income taxes and noncontrolling interests	45	88	128	216
Income taxes	16	32	47	79
Net income (loss)	29	56	81	137
Average Assets	5,539	6,914	5,677	7,094
All Other Segments [Member]
Segment Reporting Information [Line Items]
Net interest income	(48)	(31)	(78)	(34)
Noninterest income	59	129	184	301
Total revenue	11	98	106	267
Provision for credit losses (benefit)	9	(13)	(12)	(8)
Depreciation and amortization	122	106	235	206
Other noninterest expense	159	84	277	266
Income (loss) before income taxes and noncontrolling interests	(279)	(79)	(394)	(197)
Income taxes	(214)	(102)	(373)	(260)
Net income (loss)	(65)	23	(21)	63
Average Assets	$ 123,159	$ 118,217	$ 122,203	$ 115,941

Subsequent Events (Details)

Subsequent Events (Details) - Subsequent Events [Member] - Senior Notes [Member] - USD ($)	Jul. 29, 2016	Aug. 22, 2016
Maturity Date 2019 [Member]
Subsequent Event [Line Items]
Debt Instrument - Face value	$ 1,000,000,000
Debt Instrument - Maturity Date	Jul. 29, 2019
Debt Instrument - Stated interest rate	1.45%
Maturity Date 2016 [Member]
Subsequent Event [Line Items]
Debt Instrument - Face value		$ 1,250,000,000
Debt Instrument - Stated interest rate		2.70%
Subsequent Events Date	Sep. 19, 2016
Debt Instrument Redemption Price		$ 1,000