The PNC Financial Services Group, Inc. (PNC) 10-Q 4 Nov 16 2016 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2016	Oct. 21, 2016
Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Sep. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q3
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		486,501,562

Consolidated Income Statement

Consolidated Income Statement - USD ($) shares in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Interest Income
Loans	$ 1,856,000,000	$ 1,804,000,000	$ 5,528,000,000	$ 5,397,000,000
Investment securities	451,000,000	423,000,000	1,369,000,000	1,236,000,000
Other	101,000,000	114,000,000	302,000,000	332,000,000
Total interest income	2,408,000,000	2,341,000,000	7,199,000,000	6,965,000,000
Interest Expense
Deposits	107,000,000	107,000,000	316,000,000	297,000,000
Borrowed funds	206,000,000	172,000,000	622,000,000	482,000,000
Total interest expense	313,000,000	279,000,000	938,000,000	779,000,000
Net interest income	2,095,000,000	2,062,000,000	6,261,000,000	6,186,000,000
Noninterest Income
Asset management	404,000,000	376,000,000	1,122,000,000	1,168,000,000
Consumer services	348,000,000	341,000,000	1,039,000,000	986,000,000
Corporate services	389,000,000	384,000,000	1,117,000,000	1,097,000,000
Residential mortgage	160,000,000	125,000,000	425,000,000	453,000,000
Service charges on deposits	174,000,000	172,000,000	495,000,000	481,000,000
Net gains on sales of securities	7,000,000	(9,000,000)	20,000,000	41,000,000
Other	252,000,000	324,000,000	809,000,000	960,000,000
Total noninterest income	1,734,000,000	1,713,000,000	5,027,000,000	5,186,000,000
Total revenue	3,829,000,000	3,775,000,000	11,288,000,000	11,372,000,000
Provision For Credit Losses	87,000,000	81,000,000	366,000,000	181,000,000
Noninterest Expense
Personnel	1,239,000,000	1,222,000,000	3,610,000,000	3,579,000,000
Occupancy	215,000,000	209,000,000	651,000,000	634,000,000
Equipment	246,000,000	227,000,000	720,000,000	680,000,000
Marketing	72,000,000	64,000,000	187,000,000	193,000,000
Other	622,000,000	630,000,000	1,867,000,000	1,981,000,000
Total noninterest expense	2,394,000,000	2,352,000,000	7,035,000,000	7,067,000,000
Income (loss) before income taxes and noncontrolling interests	1,348,000,000	1,342,000,000	3,887,000,000	4,124,000,000
Income taxes	342,000,000	269,000,000	949,000,000	1,003,000,000
Net income	1,006,000,000	1,073,000,000	2,938,000,000	3,121,000,000
Net income (loss) attributable to noncontrolling interests	18,000,000	18,000,000	60,000,000	23,000,000
Preferred stock dividends and discount accretion and redemptions	64,000,000	64,000,000	172,000,000	182,000,000
Net income attributable to common shareholders	$ 924,000,000	$ 991,000,000	$ 2,706,000,000	$ 2,916,000,000
Earnings Per Common Share
Basic	$ 1.87	$ 1.93	$ 5.41	$ 5.64
Diluted	$ 1.84	$ 1.9	$ 5.33	$ 5.52
Average Common Shares Outstanding
Basic	490	512	496	516
Diluted	496	520	502	525

Consolidated Statement of Compr

Consolidated Statement of Comprehensive Income - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net income	$ 1,006	$ 1,073	$ 2,938	$ 3,121
Other Comprehensive Income (Loss), before Tax [Abstract]
Net unrealized gains (losses) on non-OTTI securities, Before Tax	(25)	154	752	(137)
Net unrealized gains (losses) on OTTI securities	38	4	17	11
Net unrealized gains (losses) on cash flow hedge derivatives	(125)	234	138	303
Pension and other postretirement benefit plan adjustments	11	7	26	57
Other	(25)	(1)	(40)	(37)
Other comprehensive income (loss), before tax and net of reclassifications into Net income	(126)	398	893	197
Income tax benefit (expense) related to items of other comprehensive income	36	(162)	(377)	(85)
Other comprehensive income (loss), after tax and net of reclassifications into Net income	(90)	236	516	112
Comprehensive income	916	1,309	3,454	3,233
Less: Comprehensive income (loss) attributable to noncontrolling interests	18	18	60	23
Comprehensive income attributable to PNC	$ 898	$ 1,291	$ 3,394	$ 3,210

Consolidated Balance Sheet

Consolidated Balance Sheet - USD ($)		Sep. 30, 2016	Dec. 31, 2015
Assets
Cash and due from banks (a)		$ 4,531,000,000	$ 4,065,000,000	[1]
Federal funds sold and resale agreements (b)	[2]	718,000,000	1,369,000,000
Trading securities		2,612,000,000	1,726,000,000
Interest-earning deposits with banks (a)		27,058,000,000	30,546,000,000	[1]
Loans held for sale (b)	[2]	2,053,000,000	1,540,000,000
Investment securities		78,514,000,000	70,528,000,000
Loans (b)	[2]	210,446,000,000	206,696,000,000
Allowance for loan and lease losses		(2,619,000,000)	(2,727,000,000)
Net loans (a)		207,827,000,000	203,969,000,000	[1]
Goodwill		9,103,000,000	9,103,000,000
Mortgage servicing rights		1,293,000,000	1,589,000,000
Other intangible assets		304,000,000	379,000,000
Equity investments (a)	[1]	10,605,000,000	10,587,000,000
Other (a) (b)	[1],[2]	24,730,000,000	23,092,000,000
Total assets		369,348,000,000	358,493,000,000
Deposits
Noninterest-bearing		82,159,000,000	79,435,000,000
Interest-bearing		177,736,000,000	169,567,000,000
Total deposits		259,895,000,000	249,002,000,000
Borrowed funds
Federal funds purchased and repurchase agreements		1,235,000,000	1,777,000,000
Federal Home Loan Bank Borrowings		17,050,000,000	20,108,000,000
Bank notes and senior debt		22,431,000,000	21,298,000,000
Subordinated debt		8,708,000,000	8,556,000,000
Other (c) (d)	[3],[4]	2,117,000,000	2,793,000,000
Borrowed funds		51,541,000,000	54,532,000,000
Allowance for unfunded loan commitments and letters of credit		310,000,000	261,000,000
Accrued expenses (c)	[4]	5,226,000,000	4,975,000,000
Other (c)	[4]	5,531,000,000	3,743,000,000
Total liabilities		322,503,000,000	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		3,456,000,000	3,452,000,000
Capital surplus - common stock and other		12,703,000,000	12,745,000,000
Retained earnings		30,958,000,000	29,043,000,000
Accumulated other comprehensive income		646,000,000	130,000,000
Common stock held in treasury at cost: 54 and 38 shares		(4,765,000,000)	(3,368,000,000)
Total shareholders' equity		45,707,000,000	44,710,000,000
Noncontrolling interests		1,138,000,000	1,270,000,000
Total equity		46,845,000,000	45,980,000,000
Total liabilities and equity		$ 369,348,000,000	$ 358,493,000,000
[1]	Our consolidated assets at September 30, 2016 included the following assets of certain variable interest entities (VIEs): Equity investments of $205 million and Other assets of $21 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 September 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $136 million, Loans held for sale of $2.0 billion, Loans of $.9 billion, and Other assets of $384 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 September 30, 2016 and December 31, 2015 included Other borrowed funds of $78 million and $93 million, respectively, for which we have elected the fair value option.
[4]	Our consolidated liabilities at September 30, 2016 included liabilities of $9 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		Sep. 30, 2016	Dec. 31, 2015
Cash and due from banks		$ 4,531,000,000	$ 4,065,000,000	[1]
Interest-earning deposits with banks		27,058,000,000	30,546,000,000	[1]
Net loans		207,827,000,000	203,969,000,000	[1]
Equity investments	[1]	10,605,000,000	10,587,000,000
Other assets	[1],[2]	24,730,000,000	23,092,000,000
Other borrowed funds	[3],[4]	2,117,000,000	2,793,000,000
Accrued expenses	[4]	5,226,000,000	4,975,000,000
Other liabilities	[4]	5,531,000,000	3,743,000,000
Total liabilities		$ 322,503,000,000	$ 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		54	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]	136,000,000	137,000,000
Loans held for sale, fair value	[2]	2,000,000,000	1,500,000,000
Loans, Fair Value	[2]	900,000,000	900,000,000
Other assets, fair value	[2]	384,000,000	521,000,000
Other borrowed funds, fair value	[3]	78,000,000	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]	205,000,000	183,000,000
Other assets	[1]	21,000,000	402,000,000
Other borrowed funds	[4]		148,000,000
Accrued expenses	[4]		44,000,000
Other liabilities	[4]		202,000,000
Total liabilities		$ 9,000,000	$ 394,000,000
[1]	Our consolidated assets at September 30, 2016 included the following assets of certain variable interest entities (VIEs): Equity investments of $205 million and Other assets of $21 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 September 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $136 million, Loans held for sale of $2.0 billion, Loans of $.9 billion, and Other assets of $384 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 September 30, 2016 and December 31, 2015 included Other borrowed funds of $78 million and $93 million, respectively, for which we have elected the fair value option.
[4]	Our consolidated liabilities at September 30, 2016 included liabilities of $9 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 ($)	9 Months Ended
	Sep. 30, 2016		Sep. 30, 2015
Operating Activities
Net income	$ 2,938,000,000		$ 3,121,000,000
Adjustments to reconcile net income to net cash provided (used) by operating activities
Provision for credit losses (benefit)	366,000,000		181,000,000
Depreciation and amortization	917,000,000		802,000,000
Deferred income taxes	(171,000,000)		128,000,000
Net gains on sales of securities	(20,000,000)		(41,000,000)
Changes in fair value of mortgage servicing rights	559,000,000		297,000,000
Gain on sales of Visa Class B common shares	(126,000,000)		(122,000,000)
Undistributed earnings of BlackRock	(256,000,000)		(292,000,000)
Net change in
Trading securities and other short-term investments	(1,029,000,000)		165,000,000
Loans held for sale	(490,000,000)		(86,000,000)
Other assets	(2,179,000,000)		(2,415,000,000)
Accrued expenses and other liabilities	2,197,000,000		2,280,000,000
Other	(411,000,000)		(385,000,000)
Net cash provided (used) by operating activities	2,295,000,000		3,633,000,000
Sales
Securities available for sale	2,517,000,000		3,341,000,000
Loans	1,538,000,000		1,613,000,000
Repayments/maturities
Securities available for sale	7,683,000,000		6,013,000,000
Securities held to maturity	2,013,000,000		1,541,000,000
Purchases
Securities available for sale	(15,179,000,000)		(17,546,000,000)
Securities held to maturity	(3,741,000,000)		(3,735,000,000)
Loans	(963,000,000)		(564,000,000)
Net change in
Federal funds sold and resale agreements	651,000,000		317,000,000
Interest-earning deposits with banks	3,487,000,000		(2,445,000,000)
Loans	(5,451,000,000)		(1,502,000,000)
Other	(159,000,000)		(567,000,000)
Net cash provided (used) by investing activities	(7,604,000,000)		(13,534,000,000)
Net change in
Noninterest-bearing deposits	3,162,000,000		4,772,000,000
Interest-bearing deposits	8,169,000,000		7,985,000,000
Federal funds purchased and repurchase agreements	(542,000,000)		(1,433,000,000)
Commercial paper			(2,000,000)
Other borrowed funds	(15,000,000)		276,000,000
Sales/issuances
Federal Home Loan Bank borrowings			2,250,000,000
Bank notes and senior debt	3,855,000,000		6,428,000,000
Commercial paper			1,394,000,000
Other borrowed funds	143,000,000		613,000,000
Common and treasury stock	63,000,000		130,000,000
Repayments Maturities Financing [Abstract]
Federal Home Loan Bank borrowings	(3,058,000,000)		(591,000,000)
Bank notes and senior debt	(3,000,000,000)		(2,629,000,000)
Subordinated debt			57,000,000
Commercial paper	(14,000,000)		(5,262,000,000)
Other borrowed funds	(470,000,000)		(1,557,000,000)
Preferred stock redemption			(500,000,000)
Acquisition of treasury stock	(1,559,000,000)		(1,598,000,000)
Preferred stock cash dividends paid	(168,000,000)		(178,000,000)
Common stock cash dividends paid	(791,000,000)		(779,000,000)
Net cash provided (used) by financing activities	5,775,000,000		9,376,000,000
Net Increase (Decrease) In Cash And Due From Banks	466,000,000		(525,000,000)
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	4,531,000,000		3,835,000,000
Supplemental Disclosures
Interest paid	980,000,000		764,000,000
Income taxes paid	461,000,000		527,000,000
Income taxes refunded	97,000,000		2,000,000
Non-cash Investing and Financing Items
Transfer from (to) loans to (from) loans held for sale, net	497,000,000		153,000,000
Transfer from loans to foreclosed assets	$ 225,000,000		$ 340,000,000
[1]	Our consolidated assets at September 30, 2016 included the following assets of certain variable interest entities (VIEs): Equity investments of $205 million and Other assets of $21 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	9 Months Ended
	Sep. 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. 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 third quarter of 2016 .

Loan Sale and Servicing Activit

Loan Sale and Servicing Activities and Variable Interest Entities	9 Months Ended
	Sep. 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 41: 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 September 30, 2016 Sales of loans (c) $ 1,950 $ 1,342 Repurchases of previously transferred loans (d) $ 133 Servicing fees (e) $ 95 $ 31 $ 2 Servicing advances recovered/(funded), net $ 13 $ (7) $ 1 Cash flows on mortgage-backed securities held (f) $ 466 $ 31 CASH FLOWS - Three months ended September 30, 2015 Sales of loans (c) $ 2,329 $ 846 Repurchases of previously transferred loans (d) $ 129 $ 90 Servicing fees (e) $ 84 $ 35 $ 4 Servicing advances recovered/(funded), net $ 32 $ (6) $ 3 Cash flows on mortgage-backed securities held (f) $ 424 $ 41 CASH FLOWS - Nine months ended September 30, 2016 Sales of loans (c) $ 4,796 $ 2,796 Repurchases of previously transferred loans (d) $ 396 Servicing fees (e) $ 281 $ 93 $ 8 Servicing advances recovered/(funded), net $ 89 $ 21 Cash flows on mortgage-backed securities held (f) $ 1,235 $ 228 CASH FLOWS - Nine months ended September 30, 2015 Sales of loans (c) $ 6,284 $ 3,025 Repurchases of previously transferred loans (d) $ 432 $ 92 Servicing fees (e) $ 249 $ 103 $ 12 Servicing advances recovered/(funded), net $ 70 $ 22 $ 28 Cash flows on mortgage-backed securities held (f) $ 1,093 $ 155 (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 $6.7 billion in residential mortgage-backed securities and $1.0 billion in commercial mortgage-backed securities at September 30, 2016 and $5.8 billion in residential mortgage-backed securities and $1.1 billion in commercial mortgage-backed securities at September 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 42: 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) September 30, 2016 Total principal balance $ 67,585 $ 46,652 $ 2,410 Delinquent loans (c) $ 1,485 $ 1,082 $ 889 December 31, 2015 Total principal balance $ 72,898 $ 53,789 $ 2,806 Delinquent loans (c) $ 1,923 $ 1,057 $ 904 Three months ended September 30, 2016 Net charge-offs (d) $ 24 $ 168 $ 9 Three months ended September 30, 2015 Net charge-offs (d) $ 23 $ 236 $ 6 Nine months ended September 30, 2016 Net charge-offs (d) $ 78 $ 1,237 $ 25 Nine months ended September 30, 2015 Net charge-offs (d) $ 92 $ 491 $ 21 (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 September 30, 2016 and December 31, 2015 , respe ctively. Amounts presented for September 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 43: Consolidated VIEs – Carrying Value (a) September 30, 2016 (b) In millions Total Assets Equity investments $ 205 Other assets 21 Total assets $ 226 Total liabilities $ 9 Noncontrolling interests $ 121 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 September 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 44 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 44 . These loans are included as part of the asset quality disclosures that we make in Note 3 Asset Quality. Table 44: Non-Consolidated VIEs PNC Risk of Loss (a) Carrying Value of Assets Owned by PNC Carrying Value of Liabilities Owned by PNC In millions September 30, 2016 (b) Commercial Mortgage-Backed Securitizations (c) $ 1,089 $ 1,089 (d) Residential Mortgage-Backed Securitizations (c) 6,764 6,764 (d) $ 1 (f) Tax Credit Investments and Other 3,138 3,072 (e) 807 (g) Total $ 10,991 $ 10,925 $ 808 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 September 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 nine months ended September 30, 2016 , we recognized $ 160 million of amortization, $ 167 million of tax credits, and $ 58 million of other t ax benefits associated with qualified investments in low income housing tax credits within Income taxes. The amounts for the third quarter of 2016 were $ 55 million, $ 56 million and $ 20 million, respectively.

Asset Quality

Asset Quality	9 Months Ended
	Sep. 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 September 30, 2016 and December 31, 2015 , respectively. Table 45: 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) September 30, 2016 Commercial Lending Commercial $ 100,845 $ 64 $ 24 $ 37 $ 125 $ 521 $ 21 $ 101,512 Commercial real estate 28,993 26 1 27 152 101 29,273 Equipment lease financing 7,357 1 2 3 18 7,378 Total commercial lending 137,195 91 27 37 155 691 122 138,163 Consumer Lending Home equity 28,267 55 27 82 895 1,188 30,432 Residential real estate 11,969 110 71 496 677 (f) 502 $ 223 1,770 15,141 Credit card 4,947 28 19 31 78 4 5,029 Other consumer 21,163 170 92 202 464 (g) 54 21,681 Total consumer lending 66,346 363 209 729 1,301 1,455 223 2,958 72,283 Total $ 203,541 $ 454 $ 236 $ 766 $ 1,456 $ 2,146 $ 223 $ 3,080 $ 210,446 Percentage of total loans 96.72 % .22 % .11 % .36 % .69 % 1.02 % .11 % 1.46 % 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 10,918 142 65 566 773 (f) 549 $ 225 1,946 14,411 Credit card 4,779 28 19 33 80 3 4,862 Other consumer 21,181 180 96 237 513 (g) 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 $1.3 billion and $1.4 billion at September 30, 2016 and December 31, 2015, respectively. (e) Future accretable yield related to purchased impaired loans is not included in the analysis of loan portfolio. (f) Past due loan amounts include government insured or guaranteed Residential real estate mortgages totaling $579 million and $646 million at September 30, 2016 and December 31, 2015, respectively. (g) Past due loan amounts include government insured or guaranteed Other consumer loans totaling $361 million and $411 million at September 30, 2016 and December 31, 2015, respectively. At September 30, 2016 , we pledged $ 21.9 billion of commercial loans to the Federal Reserve Bank (FRB) and $ 59.1 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 46: Nonperforming Assets September 30 December 31 Dollars in millions 2016 2015 Nonperforming loans Total commercial lending $ 691 $ 545 Total consumer lending (a) 1,455 1,581 Total nonperforming loans (b) (c) 2,146 2,126 OREO and foreclosed assets Other real estate owned (OREO) 217 279 Foreclosed and other assets 12 20 Total OREO and foreclosed assets 229 299 Total nonperforming assets $ 2,375 $ 2,425 Nonperforming loans to total loans 1.02 % 1.03 % Nonperforming assets to total loans, OREO and foreclosed assets 1.13 % 1.17 % Nonperforming assets to total assets .64 % .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 September 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 September 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 September 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 comprises 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 comp o sed of the commercial, commercial real estate, equipment lease financing, an d commercial purchased impaired loan c lasses . The Consumer Lending segment is compo sed 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 commercia l 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. T he combination of the PD and LGD ratings assigned to a commercial loan, capturing both the combination of expectations of default and loss severity in event of default, reflects the relative estimated likelihood of loss for that loan at the reporting date. In general, loans with better PD and LGD tend to have a lower likelihood of loss compared to loans with worse PD and LGD. The loss amount also considers an estimate of exposure at date of default, which we also periodically update based upon historical da ta. 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 loa ns 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 p roactively 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 Class 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 mortga ge 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 sc hedule 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 i n 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, g uarantor 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 , ongoing outreach, contact, and assessment o f obligor financial conditions, collateral inspection and appraisal. Table 47: Commercial Lending Asset Quality Indicators (a)(b) Criticized Commercial Loans Pass Special Total In millions Rated Mention (c) Substandard (d) Doubtful (e) Loans September 30, 2016 Commercial $ 96,035 $ 2,046 $ 3,335 $ 75 $ 101,491 Commercial real estate 28,768 60 328 16 29,172 Equipment lease financing 7,185 69 116 8 7,378 Purchased impaired loans 35 1 80 6 122 Total commercial lending $ 132,023 $ 2,176 $ 3,859 $ 105 $ 138,163 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 loan-to-value ( 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 48: Home Equity and Residential Real Estate Balances September 30 December 31 In millions 2016 2015 Home equity and residential real estate loans - excluding purchased impaired loans (a) $ 41,764 $ 42,268 Home equity and residential real estate loans - purchased impaired loans (b) 3,211 3,684 Government insured or guaranteed residential real estate mortgages (a) 851 923 Difference between outstanding balance and recorded investment in purchased impaired loans (253) (331) Total home equity and residential real estate loans (a) $ 45,573 $ 46,544 (a) Represents recorded investment. (b) Represents outstanding balance. Table 49: Home Equity and Residential Real Estate Asset Quality Indicators – Excluding Purchased Impaired Loans (a) (b) Home Equity Residential Real Estate September 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 $ 197 $ 726 $ 205 $ 1,128 Less than or equal to 660 (d) (e) 40 135 38 213 Missing FICO 5 3 8 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 480 1,372 391 2,243 Less than or equal to 660 (d) (e) 78 240 88 406 Missing FICO 1 3 12 16 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 535 1,233 520 2,288 Less than or equal to 660 77 195 78 350 Missing FICO 2 2 12 16 Less than 90% and updated FICO scores: Greater than 660 13,934 7,771 10,458 32,163 Less than or equal to 660 1,334 850 593 2,777 Missing FICO 22 12 122 156 Total home equity and residential real estate loans $ 16,700 $ 12,544 $ 12,520 $ 41,764 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 $3.0 billion and $3.4 billion in recorded investment at September 30, 2016 and December 31, 2015, respectively, certain government insured or guaranteed residential real estate mortgages of approximately $.9 billion, and loans held for sale at both September 30, 2016 and December 31, 2015. 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 September 30, 2016: New Jersey 17%, Pennsylvania 13%, Illinois 11%, Ohio 11%, Florida 7%, Maryland 7%, Michigan 4%, and North Carolina 4%. The remainder of the states had lower than 4% of the higher risk loans individually, and collectively they represent approximately 26% 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 50: Home Equity and Residential Real Estate Asset Quality Indicators – Purchased Impaired Loans (a) Home Equity (b) (c) Residential Real Estate (b) (c) September 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 $ 4 $ 118 $ 144 $ 266 Less than or equal to 660 4 53 49 106 Missing FICO 3 6 9 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 8 284 146 438 Less than or equal to 660 8 117 94 219 Missing FICO 4 9 13 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 7 152 106 265 Less than or equal to 660 5 66 55 126 Missing FICO 2 6 8 Less than 90% and updated FICO scores: Greater than 660 110 322 607 1,039 Less than or equal to 660 83 166 399 648 Missing FICO 1 5 48 54 Missing LTV and updated FICO scores: Greater than 660 1 14 15 Less than or equal to 660 1 3 4 Missing FICO 1 1 Total home equity and residential real estate loans $ 232 $ 1,292 $ 1,687 $ 3,211 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 both September 30, 2016 and 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) which is estimated using modeled property values and 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 51: 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 September 30, 2016 FICO score greater than 719 $ 3,029 60 % $ 10,073 66 % 650 to 719 1,412 28 3,717 24 620 to 649 209 4 512 3 Less than 620 225 5 577 4 No FICO score available or required (c) 154 3 438 3 Total loans using FICO credit metric 5,029 100 % 15,317 100 % Consumer loans using other internal credit metrics (b) 6,364 Total loan balance $ 5,029 $ 21,681 Weighted-average updated FICO score (d) 734 746 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 September 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 September 30, 2016 balance related to higher risk credit card loans was geographically distributed throughout the following areas: Pennsylvania 17%, Ohio 15%, Michigan 8%, New Jersey 8%, Florida 7%, Illinois 6%, Maryland 5%, Indiana 5%, North Carolina 5% and Kentucky 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 52: Summary of Troubled Debt Restructurings September 30 December 31 In millions 2016 2015 Total commercial lending $ 527 $ 434 Total consumer lending 1,832 1,917 Total TDRs $ 2,359 $ 2,351 Nonperforming $ 1,177 $ 1,119 Accruing (a) 1,182 1,232 Total TDRs $ 2,359 $ 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. We held sp ecific reserves in the ALLL of $ .3 billion at both September 30, 2016 and December 31, 2015 for the total TDR portfolio . Table 53 quantifies the number of loans that were classified as TDRs as well as the change in the loans’ recorded investment as a result of becoming a TDR during the first nine months and thir d quarters of 2016 and 2015 , respectively . Additionally, the table provides information about the types of TDR concessions. See Note 3 Asset Quality in our 2015 Form 10-K for additional discussion of TDR concessions. Table 53: Financial Impact and TDRs by Concession Type (a) Pre-TDR Post-TDR Recorded Investment (c) During the three months ended September 30, 2016 Number Recorded Principal Rate Dollars in millions of Loans Investment (b) Forgiveness (d) Reduction

Allowances for Loan and Lease L

Allowances for Loan and Lease Losses and Unfunded Loan Commitments and Letters Of Credit	9 Months Ended
	Sep. 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 55: Rollforward of Allowance for Loan and Lease Losses and Associated Loan Data Commercial Consumer In millions Lending Lending Total September 30, 2016 Allowance for Loan and Lease Losses January 1 $ 1,605 $ 1,122 $ 2,727 Charge-offs (297) (395) (692) Recoveries 133 122 255 Net (charge-offs) / recoveries (164) (273) (437) Provision for credit losses 156 210 366 Net change in allowance for unfunded loan commitments and letters of credit (48) (1) (49) Net recoveries of purchased impaired loans and other 1 11 12 September 30 $ 1,550 $ 1,069 $ 2,619 TDRs individually evaluated for impairment $ 76 $ 240 $ 316 Other loans individually evaluated for impairment 44 44 Loans collectively evaluated for impairment 1,388 548 1,936 Purchased impaired loans 42 281 323 September 30 $ 1,550 $ 1,069 $ 2,619 Loan Portfolio TDRs individually evaluated for impairment (a) $ 527 $ 1,832 $ 2,359 Other loans individually evaluated for impairment 344 344 Loans collectively evaluated for impairment (b) 137,170 66,619 203,789 Fair value option loans (c) 874 874 Purchased impaired loans 122 2,958 3,080 September 30 $ 138,163 $ 72,283 $ 210,446 Portfolio segment ALLL as a percentage of total ALLL 59 % 41 % 100 % Ratio of the allowance for loan and lease losses to total loans (d) 1.12 % 1.48 % 1.24 % September 30, 2015 Allowance for Loan and Lease Losses January 1 $ 1,571 $ 1,760 $ 3,331 Charge-offs (176) (413) (589) Recoveries 188 135 323 Net (charge-offs) / recoveries 12 (278) (266) Provision for credit losses 48 133 181 Net change in allowance for unfunded loan commitments and letters of credit (7) (7) Other (2) (2) September 30 $ 1,622 $ 1,615 $ 3,237 TDRs individually evaluated for impairment $ 39 $ 263 $ 302 Other loans individually evaluated for impairment 70 70 Loans collectively evaluated for impairment 1,446 601 2,047 Purchased impaired loans 67 751 818 September 30 $ 1,622 $ 1,615 $ 3,237 Loan Portfolio TDRs individually evaluated for impairment (a) $ 420 $ 1,948 $ 2,368 Other loans individually evaluated for impairment 291 291 Loans collectively evaluated for impairment (b) 130,249 66,993 197,242 Fair value option loans (c) 915 915 Purchased impaired loans 204 3,963 4,167 September 30 $ 131,164 $ 73,819 $ 204,983 Portfolio segment ALLL as a percentage of total ALLL 50 % 50 % 100 % Ratio of the allowance for loan and lease losses to total loans 1.24 % 2.19 % 1.58 % (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 $.1 billion of loans collectively evaluated for impairment based upon collateral values and written down to the respective collateral value less costs to sell at September 30, 2016. Accordingly, there is no allowance recorded on these loans. The comparative amount as of September 30, 2015 was $.2 billion. (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 56: 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 49 7 September 30 $ 310 $ 266

Investment Securities

Investment Securities	9 Months Ended
	Sep. 30, 2016
Investment Securities Disclosure [Abstract]
Investment Securities	N OTE 5 I NVESTMENT S ECURITIES Table 57: Investment Securities Summary Amortized Unrealized Fair In millions Cost Gains Losses Value September 30, 2016 Securities Available for Sale Debt securities U.S. Treasury and government agencies $ 12,062 $ 301 $ (13) $ 12,350 Residential mortgage-backed Agency 27,429 568 (18) 27,979 Non-agency 3,372 226 (61) 3,537 Commercial mortgage-backed Agency 2,301 21 (4) 2,318 Non-agency 4,183 69 (19) 4,233 Asset-backed 6,123 66 (26) 6,163 State and municipal 1,963 107 (3) 2,067 Other debt 2,712 60 (3) 2,769 Total debt securities 60,145 1,418 (147) 61,416 Corporate stocks and other 525 525 Total securities available for sale $ 60,670 $ 1,418 $ (147) $ 61,941 Securities Held to Maturity (a) Debt securities U.S. Treasury and government agencies $ 265 $ 65 $ 330 Residential mortgage-backed Agency 11,637 254 $ (2) 11,889 Non-agency 204 13 217 Commercial mortgage-backed Agency 1,051 39 1,090 Non-agency 579 25 604 Asset-backed 799 (4) 795 State and municipal 1,920 159 2,079 Other debt 118 (9) 109 Total securities held to maturity $ 16,573 $ 555 $ (15) $ 17,113 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 $78 million and $97 million at September 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 September 30, 2016 , Accumulated other comprehensive income included pretax gains of $ 103 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 58 presents gross unrealized losses on securities available for sale at September 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 September 30, 2016 when compared to December 31, 2015 was due to a decline in market interest rates . Table 58: 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 September 30, 2016 Debt securities U.S. Treasury and government agencies $ (1) $ 1,197 $ (12) $ 2,805 $ (13) $ 4,002 Residential mortgage-backed Agency (5) 699 (13) 943 (18) 1,642 Non-agency (1) 146 (60) 1,222 (61) 1,368 Commercial mortgage-backed Agency (3) 400 (1) 114 (4) 514 Non-agency (4) 587 (15) 1,269 (19) 1,856 Asset-backed (2) 445 (24) 1,629 (26) 2,074 State and municipal (1) 207 (2) 123 (3) 330 Other debt (1) 195 (2) 125 (3) 320 Total debt securities (18) 3,876 (129) 8,230 (147) 12,106 Corporate stocks and other (a) 16 (a) 16 Total $ (18) $ 3,876 $ (129) $ 8,246 $ (147) $ 12,122 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 $ 16 million at September 30, 2016 , with $ 10 million of the loss related to securities with a fair value of $ .1 b illion that had been in a continuous loss position less than 12 months and $ 6 million of the loss related to securities with a fair value of $ .9 billion that had been in a continuous loss position for more th an 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 for 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 58 , as of September 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 September 30, 2016 . During the first nine 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 59: Gains (Losses) on Sales of Securities Available for Sale Nine months ended September 30 Gross Gross Net Tax In millions Proceeds Gains Losses Gains Expense 2016 $ 2,546 $ 20 $ - $ 20 $ 7 2015 $ 3,445 $ 54 $ (13) $ 41 $ 14 The following table presents, by remaining contractual maturity, the amortized cost, fair value and weighted-average yield of debt securities at September 30, 2016 . Table 60: Contractual Maturity of Debt Securities September 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 $ 404 $ 5,251 $ 5,244 $ 1,163 $ 12,062 Residential mortgage-backed Agency 137 912 26,380 27,429 Non-agency 2 3,370 3,372 Commercial mortgage-backed Agency 78 44 828 1,351 2,301 Non-agency 17 8 4,158 4,183 Asset-backed 12 2,104 1,987 2,020 6,123 State and municipal 2 146 383 1,432 1,963 Other debt 213 2,151 238 110 2,712 Total debt securities available for sale $ 709 $ 9,852 $ 9,600 $ 39,984 $ 60,145 Fair value $ 714 $ 10,004 $ 9,739 $ 40,959 $ 61,416 Weighted-average yield, GAAP basis 2.74 % 2.17 % 2.08 % 2.87 % 2.62 % Securities Held to Maturity U.S. Treasury and government agencies $ 265 $ 265 Residential mortgage-backed Agency $ 10 $ 500 11,127 11,637 Non-agency 204 204 Commercial mortgage-backed Agency $ 164 827 5 55 1,051 Non-agency 579 579 Asset-backed 1 688 110 799 State and municipal 4 69 1,008 839 1,920 Other debt 7 33 28 50 118 Total debt securities held to maturity $ 175 $ 940 $ 2,229 $ 13,229 $ 16,573 Fair value $ 175 $ 979 $ 2,328 $ 13,631 $ 17,113 Weighted-average yield, GAAP basis 3.29 % 3.60 % 3.03 % 3.55 % 3.48 % Weighted-average yields are based on historical cost with effective yields weighted for the contractual maturity of each security. At September 30, 2016 , there were no securities of a single issuer, other than FNMA, that exceeded 10% of Total shareholders’ equity. The FN MA investments had a total amortized cost of $ 28.4 billion and fair value of $ 29.0 billion. The following table presents the fair value of securities that have been either pledged to or accepted from others to collateralize outsta nding borrowings. Table 61: Fair Value of Securities Pledged and Accepted as Collateral September 30 December 31 In millions 2016 2015 Pledged to others $ 9,991 $ 9,674 Accepted from others: Permitted by contract or custom to sell or repledge $ 655 $ 1,100 Permitted amount repledged to others $ 499 $ 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	9 Months Ended
	Sep. 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 62: Fair Value Measurements - Recurring Basis Summary September 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 $ 11,740 $ 610 $ 12,350 $ 9,267 $ 607 $ 9,874 Residential mortgage-backed Agency 27,979 27,979 24,820 24,820 Non-agency 124 $ 3,413 3,537 143 $ 4,008 4,151 Commercial mortgage-backed Agency 2,318 2,318 1,918 1,918 Non-agency 4,233 4,233 4,903 4,903 Asset-backed 5,738 425 6,163 4,941 482 5,423 State and municipal 2,053 14 2,067 2,041 15 2,056 Other debt 2,748 21 2,769 1,996 30 2,026 Total debt securities 11,740 45,803 3,873 61,416 9,267 41,369 4,535 55,171 Corporate stocks and other 462 63 525 527 62 589 Total securities available for sale 12,202 45,866 3,873 61,941 9,794 41,431 4,535 55,760 Financial derivatives (a) (b) Interest rate contracts 6,703 49 6,752 4,626 29 4,655 Other contracts 392 3 395 284 2 286 Total financial derivatives 7,095 52 7,147 4,910 31 4,941 Residential mortgage loans held for sale (c) 1,124 3 1,127 838 5 843 Trading securities Debt 826 1,774 2 2,602 987 727 3 1,717 Equity 10 10 9 9 Total trading securities 836 1,774 2 2,612 996 727 3 1,726 Residential mortgage servicing rights 820 820 1,063 1,063 Commercial mortgage servicing rights 473 473 526 526 Commercial mortgage loans held for sale (c) 860 860 641 641 Equity investments - direct investments 1,075 1,075 1,098 1,098 Equity investments - indirect investments (d) (e) 220 268 347 Customer resale agreements (f) 136 136 137 137 Loans (g) 550 324 874 565 340 905 Other assets BlackRock Series C Preferred Stock (h) 221 221 357 357 Other 263 187 6 456 254 199 7 460 Total other assets 263 187 227 677 254 199 364 817 Total assets $ 13,301 $ 56,732 $ 7,929 $ 78,010 $ 11,044 $ 48,807 $ 8,606 $ 68,804 Liabilities Financial derivatives (b) (i) Interest rate contracts $ 4,830 $ 9 $ 4,839 $ 1 $ 3,124 $ 7 $ 3,132 BlackRock LTIP 221 221 357 357 Other contracts 183 164 347 204 109 313 Total financial derivatives 5,013 394 5,407 1 3,328 473 3,802 Trading securities sold short (j) Debt $ 505 30 535 960 27 987 Total trading securities sold short 505 30 535 960 27 987 Other borrowed funds 68 10 78 81 12 93 Other liabilities 20 20 10 10 Total liabilities $ 505 $ 5,111 $ 424 $ 6,040 $ 961 $ 3,436 $ 495 $ 4,892 (a) Included in Other assets on the Consolidated Balance Sheet. (b) Amounts at September 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. See Note 9 Financial Derivatives for additional information related to derivative offsetting. (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) 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. (e) 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 September 30, 2016 related to indirect equity investments was $107 million and related to direct equity investments was $21 million, respectively. Comparable amounts at December 31, 2015 were $103 million and $23 million, respectively. (f) Included in Federal funds sold and resale agreements on the Consolidated Balance Sheet. PNC has elected the fair value option for these items. (g) Included in Loans on the Consolidated Balance Sheet. (h) PNC has elected the fair value option for these shares. (i) Included in Other liabilities on the Consolidated Balance Sheet. (j) 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 nine months ended September 30, 2016 and 2015 follow: Table 63: Reconciliation of Level 3 Assets and Liabilities Three Months Ended September 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 Jun. 30, Included in comprehensive into out of Sept. 30, at Sept. 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 $ 3,557 $ 25 $ 32 $ (201) $ 3,413 Asset-backed 436 4 8 (23) 425 State and municipal 15 (1) 14 Other debt 33 1 $ 1 $ (14) 21 Total securities available for sale 4,041 30 40 1 (14) (225) 3,873 Financial derivatives 51 37 (36) 52 $ 34 Residential mortgage loans held for sale 6 3 (1) $ 3 $ (8) 3 Trading securities - Debt 2 2 Residential mortgage servicing rights 774 23 49 $ 16 (42) 820 23 Commercial mortgage servicing rights 448 8 16 22 (21) 473 8 Commercial mortgage loans held for sale 981 18 (1,343) 1,205 (1) 860 6 Equity investments Direct investments 1,120 19 17 (81) 1,075 21 Indirect investments 233 16 (31) 2 220 9 Loans 317 3 27 (4) (15) (4) 324 1 Other assets BlackRock Series C Preferred Stock 209 12 221 12 Other 6 6 Total other assets 215 12 227 12 Total assets $ 8,188 $ 166 (c) $ 40 $ 113 $ (1,474) $ 1,243 $ (340) $ 5 $ (12) $ 7,929 $ 114 (d) Liabilities Financial derivatives (e) $ 385 $ 21 $ 1 $ (13) $ 394 $ 25 Other borrowed funds 8 $ 24 (22) 10 Other liabilities 13 42 (35) 20 Total liabilities $ 406 $ 21 (c) $ 1 $ 66 $ (70) $ 424 $ 25 (d) Three Months Ended September 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 Jun. 30, in comprehensive into out of Sept. 30, at Sept. 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 $ 4,424 $ 30 $ (9) $ (230) $ 4,215 Asset-backed 531 5 2 (27) 511 $ (1) State and municipal 16 16 Other debt 33 (1) $ 8 $ (5) (5) 30 Total securities available for sale 5,004 35 (8) 8 (5) (262) 4,772 (1) Financial derivatives 36 39 (30) 45 48 Residential mortgage loans held for sale 10 1 4 (1) $ 2 $ (11) 5 Trading securities - Debt 3 3 Residential mortgage servicing rights 1,015 (137) 111 $ 23 (50) 962 (136) Commercial mortgage servicing rights 543 (44) 15 14 (23) 505 (44) Commercial mortgage loans held for sale 757 19 (846) 874 (2) 802 7 Equity investments - direct investments 1,191 36 87 (99) 1,215 39 Loans 365 4 29 (13) (24) 10 (21) 350 1 Other assets BlackRock Series C Preferred Stock 363 (51) 312 (51) Other 7 7 Total other assets 370 (51) 319 (51) Total assets $ 9,294 $ (98) (c) $ (8) $ 254 $ (964) $ 911 $ (391) $ 12 $ (32) $ 8,978 $ (137) (d) Liabilities Financial derivatives (e) $ 498 $ (54) $ (1) $ 443 $ (57) Other borrowed funds 165 1 $ 23 (127) 62 Other liabilities 10 10 Total liabilities $ 673 $ (53) (c) $ 23 $ (128) $ 515 $ (57) (d) Nine Months Ended September 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 Sept. 30, Balance Sheet In millions 2015 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2016 at Sept. 30, 2016 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,008 $ 58 $ 4 $ (60) $ (597) $ 3,413 $ (1) Asset-backed 482 10 (67) 425 State and municipal 15 (1) 14 Other debt 30 1 $ 10 (18) (2) 21 Total securities available for sale 4,535 69 4 10 (78) (667) 3,873 (1) Financial derivatives 31 106 1 (86) 52 101 Residential mortgage loans held for sale 5 9 (2) $ 8 $ (17) 3 Trading securities - Debt 3 (1) 2 Residential mortgage servicing rights 1,063 (316) 154 $ 39 (120) 820 (308) Commercial mortgage servicing rights 526 (56) 25 45 (67) 473 (56) Commercial mortgage loans held for sale 641 55 (2,797) 2,981 (20) 860 4 Equity investments Direct investments 1,098 85 135 (243) 1,075 84 Indirect investments 16 (31) 235 (f) 220 9 Loans 340 6 82 (18) (57) (29) 324 3 Other assets BlackRock Series C Preferred Stock 357 2 (138) 221 2 Other 7 2 (2) (1) 6 Total other assets 364 4 (2) (1) (138) 227 2 Total assets $ 8,606 $ (31) (c) $ 2 $ 416 $ (3,170) $ 3,065 $ (1,156) $ 243 $ (46) $ 7,929 $ (162) (d) Liabilities Financial derivatives (e) $ 473 $ 90 $ 4 $ (173) $ 394 $ 92 Other borrowed funds 12 $ 64 (66) 10 Other liabilities 10 1 114 (105) 20 Total liabilities $ 495 $ 91 (c) $ 4 $ 178 $ (344) $ 424 $ 92 (d) Nine Months Ended September 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 Sept. 30, Balance Sheet at In millions 2014 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2015 Sept. 30, 2015 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,798 $ 85 $ (31) $ (637) $ 4,215 $ (1) Commercial mortgage- backed non-agency 8 (8) Asset-backed 563 16 11 (79) 511 (1) State and municipal 134 (1) (117) 16 Other debt 30 1 (1) $ 11 $ (5) (6) 30 Total securities available for sale 5,525 110 (22) 11 (5) (847) 4,772 (2) Financial derivatives 42 126 1 (124) 45 115 Residential mortgage loans held for sale 6 1 21 (3) (1) $ 4 $ (23) 5 1 Trading securities - Debt 32 (29) 3 Residential mortgage servicing rights 845 (69) 261 $ 61 (136) 962 (69) Commercial mortgage servicing rights 506 (26) 43 48 (66) 505 (26) Commercial mortgage loans held for sale 893 63 (3,081) 2,965 (38) 802 3 Equity investments - direct investments 1,152 92 225 (254) 1,215 79 Loans 397 19 84 (21) (96) 21 (54) 350 10 Other assets BlackRock Series C Preferred Stock 375 (63) 312 (63) Other 15 (7) (1) 7 Total other assets 390 (63) (7) (1) 319 (63) Total assets $ 9,788 $ 253 (c) $ (22) $ 646 $ (3,371) $ 3,074 $ (1,338) $ 25 $ (77) $ 8,978 $ 48 (d) Liabilities Financial derivatives (e) $ 526 $ (28) $ 1 $ (56) $ 443 $ (69) Other borrowed funds 181 4 $ 69 (192) 62 Other liabilities 9 1 10 Total liabilities $ 716 $ (23) (c) $ 1 $ 69 $ (248) $ 515 $ (69) (d) (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) Net gains (realized and unrealized) included in earnings relating to Level 3 assets and liabilities were $145 million for the third quarter of 2016, while for the first nine months of 2016 there were $122 million of net losses (realized and unrealized) included in earnings. The comparative amounts included net losses (realized and unrealized) of $45 million for the third quarter of 2015 and net gains (realized and unrealized) of $276 million for the first nine 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. (d) Net unrealized gains relating to those assets and liabilities held at the end of the reporting period were $89 million for the third quarter of 2016, while for the first nine months of 2016 there were $254 million of net unrealized losses. The comparative amounts included net unrealized losses of $80 million for the third quarter of 2015 and net unrealized gains of $117 million for the first nine months of 2015. These amounts were included in Noninterest income on the Consolidated Income Statement. (e) Includes swaps entered into in connection with sales of certain Visa Class B common shares. (f) Reflects transfers into Level 3 associated with a change in valuation methodology. 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 64: Fair Value Measurements - Recurring Quantitative Information September 30, 2016 Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) Residential mortgage-backed non-agency securities $ 3,413 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-24.2% (7.2%) (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% (53.2%) (a) Spread over the benchmark curve (b) 260bps weighted average (a) Asset-backed securities 425 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-15.0% (6.3%) (a) using a discounted cash flow Constant default rate (CDR) 2.0%-13.9% (6.6%) (a) pricing model (a) Loss severity 24.2%-100% (78.0%) (a) Spread over the benchmark curve (b) 333bps weighted average (a) Residential mortgage servicing rights 820 Discounted cash flow Constant prepayment rate (CPR) 0.0%-41.3% (18.3%) Spread over the benchmark curve (b) 195bps-1,871bps (847bps) Commercial mortgage servicing 473 Discounted cash flow Constant prepayment rate (CPR) 6.1%-45.6% (7.8%) rights Discount rate 5.1%-7.7% (7.5%) Commercial mortgage loans held 860 Discounted cash flow Spread over the benchmark curve (b) 66bps-1,220bps (527bps) for sale Estimated servicing cash flows 0.0%-4.7% (1.4%) Equity investments - Direct investments 1,075 Multiple of adjusted earnings Multiple of earnings 4.1x-12.0x (7.6x) Equity investments - Indirect investments 220 Consensus pricing (c) Liquidity discount 0.0%-40.0% Loans - Residential real estate 127 Consensus pricing (c) Cumulative default rate 11.0%-100% (88.0%) Loss severity 0.0%-100% (24.4%) Discount rate 4.7%-6.7% (5.1%) 114 Discounted cash flow Loss severity 8.0% weighted average Discount rate 3.9% weighted average Loans - Home equity 83 Consensus pricing (c) Credit and Liquidity discount 0.0%-99.0% (57.0%) BlackRock Series C Preferred Stock 221 Consensus pricing (c) Liquidity discount 20.0% BlackRock LTIP (221) Consensus pricing (c) Liquidity discount 20.0% Swaps related to sales of certain Visa (156) Discounted cash flow Estimated conversion factor of Class B common shares Class B shares into Class A shares 164.4% weighted average Estimated growth rate of Visa Class A share price 14.0% Insignificant Level 3 assets, net of liabilities (d) 51 Total Level 3 assets, net of liabilities (e) $ 7,505 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% weighted average 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 September 30, 2016 totaling $2.9 billion and $.4 billion, 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 $3.4 billion and $.4 billion, 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 September 30, 2016 of $518 million and $28 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 $7.9 billion and total Level 3 liabilities of $.4 billion as of September 30, 2016 and $8.6 billion and $.5 billion 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 65 and Table 66 . 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 65: Fair Value Measurements - Nonrecurring Gains (Losses) Gains (Losses) Fair Value (a) Three months ended Nine months ended September 30 December 31 September 30 September 30 September 30 September 30 In millions 2016 2015 2016 2015 2016 2015 Assets Nonaccrual loans $ 180 $ 30 $ (32) $ (41) $ (81) $ (48) OREO and foreclosed assets 108 137 (6) (6) (15) (18) Insignificant assets (b) 19 28 (2) (5) (16) Total assets $ 307 $ 195 $ (38) $ (49) $ (101) $ (82) (a) All Level 3 as of September 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 66: Fair Value Measurements - Nonrecurring Quantitative Information Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) September 30, 2016 Assets Nonaccrual loans $ 126 LGD percentage (a) Loss severity 5.4%-77.8% (35.3%) 54 Fair value of property or collateral Appraised value/sales price Not meaningful OREO and foreclosed assets 108 Fair value of property or collateral Appraised value/sales price Not meaningful Insignificant assets 19 Total assets $ 307 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 67: Fair Value Option - Changes in Fair Value (a) Gains (Losses) Gains (Losses) Three months ended Nine months ended September 30 September 30 September 30 September 30 In millions 2016 2015 2016 2015 Assets Customer resale agreements $ (1) $ (1) $ (1) $ (1) Commercial mortgage loans held for sale $ 16 $ 25 $ 65 $ 81 Residential mortgage loans held for sale $ 55 $ 56 $ 161 $ 127 Residential mortgage loans – portfolio $ 7 $ 8 $ 24 $ 37 BlackRock Series C Preferred Stock $ 12 $ (51) $ 2 $ (63) Other assets $ 15 $ (5) $ 2 Liabilities Other borrowed funds $ (2) $ (4) (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 68: Fair Value Option - Fair Value and Principal Balances Aggregate Unpaid In millions Fair Value Principal Balance Difference September 30, 2016 Assets Customer resale agreements $ 136 $ 133 $ 3 Residential mortgage loans held for sale Performing loans 1,122 1,071 51 Accruing loans 90 days or more past due 1 1 Nonaccrual loans 4 5 (1) Total 1,127 1,077 50 Commercial mortgage loans held for sale (a) Performing loans 855 865 (10) Nonaccrual loans 5 9 (4) Total 860 874 (14) Residential mortgage loans - portfolio Performing loans 231 276 (45) Accruing loans 90 days or more past due 420 420 Nonaccrual loans 223 354 (131) Total 874 1,050 (176) Other assets 163 164 (1) Liabilities Other borrowed funds $ 78 $ 80 $ (2) 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 September 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 September 30, 2016 and December 31, 2015 . Table 69: Additional Fair Value Information Related to Other Financial Instruments Carrying Fair Value In millions Amount Total Level 1 Level 2 Level 3 September 30, 2016 Assets Cash and due from banks $ 4,531 $ 4,531 $ 4,531 Short-term assets 29,125 29,125 $ 29,125 Securities held to maturity 16,573 17,113 330 16,669 $ 114 Loans held for sale 66 65 47 18 Net loans (excludes leases) 199,570 202,758 202,758 Other assets 1,748 2,225 1,731 494 Total assets $ 251,613 $ 255,817 $ 4,861 $ 47,572 $ 203,384 Liabilities Demand, savings and money market deposits $ 241,146 $ 241,146 $ 241,146 Time deposits 18,749 18,806 18,806 Borrowed funds 51,222 52,073 50,616 $ 1,457 Unfunded loan commitments and letters of credit 289 289 289 Other liabilities 67 67 67 Total liabilities $ 311,473 $ 312,381 $ 310,635 $ 1,746 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 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 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 value of financial instruments, T able 69 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 69 , see Note 7 Fair Value in our 2015 Form 10-K.

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	9 Months Ended
	Sep. 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 in 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 $1.3 billion and $1.6 billion at September 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 accounti ng and measurement of MSRs. Changes in the commercial and residential MSRs follow: Table 70: 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 45 48 39 61 Purchases 25 43 154 261 Changes in fair value due to: Time and payoffs (a) (67) (66) (120) (136) Other (b) (56) (26) (316) (69) September 30 $ 473 $ 505 $ 820 $ 962 Related unpaid principal balance at September 30 $ 139,976 $ 143,915 $ 126,189 $ 121,680 Servicing advances at September 30 $ 251 $ 277 $ 322 $ 431 (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 September 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 71: Commercial Mortgage Loan Servicing Rights - Key Valuation Assumptions September 30 December 31 Dollars in millions 2016 2015 Fair value $ 473 $ 526 Weighted-average life (years) 4.4 4.7 Weighted-average constant prepayment rate 7.75 % 5.71 % Decline in fair value from 10% adverse change $ 10 $ 10 Decline in fair value from 20% adverse change $ 20 $ 19 Effective discount rate 7.53 % 7.49 % Decline in fair value from 10% adverse change $ 12 $ 14 Decline in fair value from 20% adverse change $ 24 $ 29 Table 72: Residential Mortgage Loan Servicing Rights - Key Valuation Assumptions September 30 December 31 Dollars in millions 2016 2015 Fair value $ 820 $ 1,063 Weighted-average life (years) 4.2 6.3 Weighted-average constant prepayment rate 18.28 % 10.61 % Decline in fair value from 10% adverse change $ 50 $ 44 Decline in fair value from 20% adverse change $ 94 $ 85 Weighted-average option adjusted spread 847 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 September 30, 2016 and 2015 , respectively, and $ .4 billion for both the nine months ended September 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. Fees 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 in our 2015 F orm 10-K for more information regarding our other intangible assets.

Employee Benefit Plans

Employee Benefit Plans	9 Months Ended
	Sep. 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 nine months ended September 30, 2016 and 2015 , respectively, were as follows: Table 73: Net Periodic Pension and Postretirement Benefit Costs Qualified Pension Plan Nonqualified Retirement Plans Postretirement Benefits Three months ended September 30 In millions 2016 2015 2016 2015 2016 2015 Net periodic cost consists of: Service cost $ 26 $ 27 $ 1 $ 1 $ 1 $ 1 Interest cost 46 44 3 3 4 4 Expected return on plan assets (70) (75) (1) Amortization of prior service credit (2) (2) (1) Amortization of actuarial losses 12 8 1 2 Net periodic cost/(benefit) $ 12 $ 2 $ 5 $ 6 $ 4 $ 4 Qualified Pension Plan Nonqualified Retirement Plans Postretirement Benefits Nine months ended September 30 In millions 2016 2015 2016 2015 2016 2015 Net periodic cost consists of: Service cost $ 77 $ 80 $ 2 $ 2 $ 4 $ 4 Interest cost 139 133 9 9 11 11 Expected return on plan assets (211) (223) (3) Amortization of prior service credit (5) (6) (1) (1) Amortization of actuarial losses 34 23 3 5 Net periodic cost/(benefit) $ 34 $ 7 $ 14 $ 16 $ 11 $ 14

Financial Derivatives

Financial Derivatives	9 Months Ended
	Sep. 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 in 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 74: Total Gross Derivatives September 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 $ 52,466 $ 1,645 $ 309 $ 52,074 $ 1,159 $ 174 Derivatives not designated as hedging instruments under GAAP 296,321 5,502 5,098 295,902 3,782 3,628 Total gross derivatives $ 348,787 $ 7,147 $ 5,407 $ 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 75: Derivatives Designated As Hedging Instruments under GAAP September 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 $ 25,972 $ 989 $ 1 $ 25,756 $ 699 $ 18 Pay-fixed swaps (c) 7,715 1 307 5,934 13 153 Subtotal 33,687 990 308 31,690 712 171 Cash flow hedges: Receive-fixed swaps 17,579 487 1 17,879 412 2 Forward purchase commitments 200 1 1,400 4 1 Subtotal 17,779 488 1 19,279 416 3 Foreign exchange contracts: Net investment hedges 1,000 167 1,105 31 Total derivatives designated as hedging instruments $ 52,466 $ 1,645 $ 309 $ 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 76: Gains (Losses) on Derivatives and Related Hedged Items - Fair Value Hedges (a) Three months ended Nine months ended September 30, 2016 September 30, 2015 September 30, 2016 September 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) $ 51 $ (53) $ (92) $ 94 $ (158) $ 161 $ (80) $ 82 Interest rate contracts Subordinated Debt and Bank Notes and Senior Debt Borrowed funds (interest expense) (232) 231 305 (323) 330 (369) 198 (236) Total (a) $ (181) $ 178 $ 213 $ (229) $ 172 $ (208) $ 118 $ (154) (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 cash 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 September 30, 2016 , we expect to reclassify from the amount currently reported in Accumulated other comprehensive income, net der ivative gains of $ 199 million pretax, or $ 130 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 September 30, 2016 . The maximum length of time over which forecasted loan cash flows are hedged is five 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 September 30, 2016 , we expect to reclassify from the amount currently reported in Accumulated other comprehensive income, net derivative gains of $ 56 million pretax, or $ 36 million after-tax, as adjustments of yield on investment securities. As of September 30, 2016 , the maximu m length of time over which forecasted purchase contracts are hedged is one month. 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 nine 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 77: Gains (Losses) on Derivatives and Related Cash Flows - Cash Flow Hedges (a) (b) Three months ended Nine months ended September 30 September 30 In millions 2016 2015 2016 2015 Gains (losses) on derivatives recognized in OCI - (effective portion) $ (63) $ 326 $ 328 $ 522 Less: Gains (losses) reclassified from accumulated OCI into income - (effective portion) Interest income 61 80 190 220 Noninterest income 1 12 (1) Total gains (losses) reclassified from accumulated OCI into income - (effective portion) $ 62 $ 92 $ 190 $ 219 Net unrealized gains (losses) on cash flow hedge derivatives $ (125) $ 234 $ 138 $ 303 (a) All cash flow hedge derivatives are interest rate contracts as of September 30, 2016 and September 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 nine months of 2016 and 2015 , there was no net investment h edge ineffectiveness. Gains (losses) on net investment hedge derivatives recognized in OCI were net gains of $ 27 million for the three months ended September 30, 2016 and net gains of $ 136 million for t he nine months ended September 30, 2016 compared with net gains of $ 43 million for the three months ended September 30, 2015 and net gains of $ 32 million for the nine months ended September 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 78: Derivatives Not Designated As Hedging Instruments under GAAP September 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 $ 37,604 $ 1,369 $ 893 $ 37,505 $ 758 $ 416 Swaptions 1,231 13 7 650 27 14 Futures (c) 18,428 17,653 Futures options 6,000 1 Mortgage-backed securities commitments 6,026 14 1 3,920 4 8 Subtotal 63,289 1,396 901 65,728 789 439 Loan sales Interest rate contracts: Futures (c) 15 20 Bond options 200 200 2 Mortgage-backed securities commitments 6,546 8 19 6,363 16 8 Residential mortgage loan commitments 2,231 32 1,580 16 Subtotal 8,992 40 19 8,163 34 8 Subtotal $ 72,281 $ 1,436 $ 920 $ 73,891 $ 823 $ 447 Derivatives used for commercial mortgage banking activities: Interest rate contracts: Swaps $ 4,925 $ 136 $ 64 $ 3,945 $ 77 $ 46 Swaptions 439 Futures (c) 3,322 18,454 Commercial mortgage loan commitments 1,407 15 7 1,176 11 6 Subtotal 9,654 151 71 24,014 88 52 Credit contracts 35 77 Subtotal $ 9,689 $ 151 $ 71 $ 24,091 $ 88 $ 52 Derivatives used for customer-related activities: Interest rate contracts: Swaps $ 168,512 $ 3,516 $ 3,520 $ 157,041 $ 2,507 $ 2,433 Caps/floors - Sold 5,140 10 5,337 11 Caps/floors - Purchased 6,462 19 6,383 18 Swaptions 4,773 150 6 4,363 86 13 Futures (c) 3,077 1,673 Mortgage-backed securities commitments 2,012 2 3 1,910 5 2 Subtotal 189,976 3,687 3,539 176,707 2,616 2,459 Foreign exchange contracts 12,064 185 159 10,888 194 198 Credit contracts 6,397 3 7 5,026 2 4 Subtotal $ 208,437 $ 3,875 $ 3,705 $ 192,621 $ 2,812 $ 2,661 Derivatives used for other risk management activities: Foreign exchange contracts $ 3,061 $ 40 $ 25 $ 2,742 $ 59 $ 6 Other contracts (d) 2,853 377 2,557 462 Subtotal $ 5,914 $ 40 $ 402 $ 5,299 $ 59 $ 468 Total derivatives not designated as hedging instruments $ 296,321 $ 5,502 $ 5,098 $ 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 79: Gains (Losses) on Derivatives Not Designated As Hedging Instruments under GAAP Three months ended Nine months ended September 30 September 30 In millions 2016 2015 2016 2015 Derivatives used for residential mortgage banking activities: Residential mortgage servicing Interest rate contracts $ 7 $ 144 $ 343 $ 159 Loan sales Interest rate contracts 16 (6) 13 62 Gains (losses) included in residential mortgage banking activities (a) $ 23 $ 138 $ 356 $ 221 Derivatives used for commercial mortgage banking activities: Interest rate contracts (b) (c) $ (5) $ 42 $ 75 $ 47 Gains (losses) from commercial mortgage banking activities $ (5) $ 42 $ 75 $ 47 Derivatives used for customer-related activities: Interest rate contracts $ 23 $ 10 $ 20 $ 44 Foreign exchange contracts 26 23 72 56 Gains (losses) from customer-related activities (c) $ 49 $ 33 $ 92 $ 100 Derivatives used for other risk management activities: Interest rate contracts $ 1 Foreign exchange contracts $ 26 $ 94 $ (3) 208 Other contracts (d) (22) 47 (88) 54 Gains (losses) from other risk management activities (c) $ 4 $ 141 $ (91) $ 263 Total gains (losses) from derivatives not designated as hedging instruments $ 71 $ 354 $ 432 $ 631 (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 $ 3.9 billion at September 30 , 2016 and $ 2.5 billion at December 31, 2015 . Assuming all underlying third party customers referenced in the swap con tracts defaulted at September 30, 2016 , the exposure from these agreements would be $ 181 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 80 shows the impact legally enforceable master netting agreements had on our derivative assets and derivative liabilities as of September 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 80: Derivative Assets and Liabilities Offsetting Gross Fair Value Amounts Offset on the Consolidated Balance Sheet Net Fair Value Securities Collateral Held / (Pledged) Net Amounts September 30, 2016 Fair Value Offset Amount Cash Collateral Under Master Netting Agreements In millions Derivative assets Interest rate contracts: Cleared $ 2,002 $ 1,793 $ 184 $ 25 $ 25 Over-the-counter 4,750 1,844 557 2,349 $ 314 2,035 Foreign exchange contracts 392 213 40 139 139 Credit contracts 3 1 1 1 1 Total derivative assets $ 7,147 $ 3,851 $ 782 $ 2,514 (a) $ 314 $ 2,200 Derivative liabilities Interest rate contracts: Cleared $ 2,192 $ 1,794 $ 376 $ 22 $ 22 Over-the-counter 2,647 1,947 643 57 57 Foreign exchange contracts 184 105 24 55 55 Credit contracts 7 5 2 Other contracts 377 377 377 Total derivative liabilities $ 5,407 $ 3,851 $ 1,045 $ 511 (b) $ 511 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 September 30, 2016 , we held cash, U . S . government securities and mortgage-backed securities totaling $ 1.2 billion under master netting agreements and other collateral agreements to collateralize net derivativ e assets due from counterparties, and we pledged cash totaling $ 1.6 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 September 30, 2016 was $ 1.3 billion for whi ch PNC had posted collateral of $ 1.1 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 September 30, 2016 would be $ .2 billion.

Earnings per Share

Earnings per Share	9 Months Ended
	Sep. 30, 2016
Earnings per Share
Earnings per Share	N OTE 10 E ARNINGS P ER S HARE Table 81: Basic and Diluted Earnings per Common Share Three months ended Nine months ended September 30 September 30 In millions, except per share data 2016 2015 2016 2015 Basic Net income $ 1,006 $ 1,073 $ 2,938 $ 3,121 Less: Net income (loss) attributable to noncontrolling interests 18 18 60 23 Preferred stock dividends and discount accretion and redemptions 64 64 172 182 Net income attributable to common shares 924 991 2,706 2,916 Less: Dividends and undistributed earnings allocated to participating securities 7 19 2 Net income attributable to basic common shares $ 917 $ 991 $ 2,687 $ 2,914 Basic weighted-average common shares outstanding 490 512 496 516 Basic earnings per common share (a) $ 1.87 $ 1.93 $ 5.41 $ 5.64 Diluted Net income attributable to basic common shares $ 917 $ 991 $ 2,687 $ 2,914 Less: Impact of BlackRock earnings per share dilution 4 4 10 14 Net income attributable to diluted common shares $ 913 $ 987 $ 2,677 $ 2,900 Basic weighted-average common shares outstanding 490 512 496 516 Dilutive potential common shares 6 8 6 9 Diluted weighted-average common shares outstanding 496 520 502 525 Diluted earnings per common share (a) $ 1.84 $ 1.90 $ 5.33 $ 5.52 (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	9 Months Ended
	Sep. 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 nine months of 2015 and 2016 follows: Table 82: 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 3,098 23 3,121 Other comprehensive income (loss), net of tax 112 112 Cash dividends declared Common ($1.50 per share) (779) (779) Preferred (178) (178) Preferred stock discount accretion 4 (4) Common stock activity 1 3 36 39 Treasury stock activity (14) (58) (1,407) (1,465) Preferred stock redemption - Series K (500) (500) Other 70 (216) (146) Balance at September 30, 2015 (a) 510 $ 2,708 $ 3,450 $ 12,675 $ 28,337 $ 615 $ (2,837) $ 1,330 $ 46,278 Balance at January 1, 2016 504 $ 2,708 $ 3,452 $ 12,745 $ 29,043 $ 130 $ (3,368) $ 1,270 $ 45,980 Net income 2,878 60 2,938 Other comprehensive income (loss), net of tax 516 516 Cash dividends declared Common ($1.57 per share) (791) (791) Preferred (168) (168) Preferred stock discount accretion 4 (4) Common stock activity (b) 1 10 11 Treasury stock activity (16) (23) (1,397) (1,420) Other (29) (192) (221) Balance at September 30, 2016 (a) 488 $ 2,709 $ 3,456 $ 12,703 $ 30,958 $ 646 $ (4,765) $ 1,138 $ 46,845 (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 September 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 common shares determined based on the excess of the market price of PNC common stock on the exercise date over the exercise price of the war rant. The outstanding warrants will expire as of December 31, 2018, and are considered in the calculation of diluted earnings per common share in Note 10 Earnings Per Share in this Report. Details of other comprehensive income (loss) are as follows: Table 83: Other Comprehensive Income Three Months Ended September 30 Nine Months Ended September 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 $ (14) $ 139 $ 791 $ (75) Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income 5 6 19 20 Less: Net gains (losses) realized on sales of securities reclassified to noninterest income 6 (21) 20 42 Net increase (decrease), pre-tax (25) 154 752 (137) Effect of income taxes 10 (57) (275) 50 Net increase (decrease), after-tax (15) 97 477 (87) Net unrealized gains (losses) on OTTI securities Increase in net unrealized gains (losses) on OTTI securities 38 3 16 8 Less: OTTI losses realized on securities reclassified to noninterest income (1) (1) (3) Net increase (decrease), pre-tax 38 4 17 11 Effect of income taxes (14) (1) (6) (4) Net increase (decrease), after-tax 24 3 11 7 Net unrealized gains (losses) on cash flow hedge derivatives Increase in net unrealized gains (losses) on cash flow hedge derivatives (63) 326 328 522 Less: Net gains (losses) realized as a yield adjustment reclassified to loan interest income 51 74 167 202 Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income 10 6 23 18 Less: Net gains (losses) realized on sales of securities reclassified to noninterest income 1 12 (1) Net increase (decrease), pre-tax (125) 234 138 303 Effect of income taxes 45 (86) (51) (111) Net increase (decrease), after-tax (80) 148 87 192 Pension and other postretirement benefit plan adjustments Net pension and other postretirement benefit activity (5) 36 Amortization of actuarial loss (gain) reclassified to other noninterest expense 13 10 37 28 Amortization of prior service cost (credit) reclassified to other noninterest expense (2) (3) (6) (7) Net increase (decrease), pre-tax 11 7 26 57 Effect of income taxes (5) (2) (10) (20) Net increase (decrease), after-tax 6 5 16 37 Other PNC's portion of BlackRock's OCI (28) (40) (34) Net investment hedge derivatives 27 43 136 32 Foreign currency translation adjustments and other (a) (24) (44) (136) (35) Net increase (decrease), pre-tax (25) (1) (40) (37) Effect of income taxes (a) (16) (35) Net increase (decrease), after-tax (25) (17) (75) (37) Total other comprehensive income, pre-tax (126) 398 893 197 Total other comprehensive income, tax effect 36 (162) (377) (85) Total other comprehensive income, after-tax $ (90) $ 236 $ 516 $ 112 (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 84: 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 June 30, 2015 $ 463 $ 78 $ 394 $ (488) $ (68) $ 379 Net activity 97 3 148 5 (17) 236 Balance at September 30, 2015 $ 560 $ 81 $ 542 $ (483) $ (85) $ 615 Balance at June 30, 2016 $ 778 $ 53 $ 597 $ (544) $ (148) $ 736 Net activity (15) 24 (80) 6 (25) (90) Balance at September 30, 2016 $ 763 $ 77 $ 517 $ (538) $ (173) $ 646 Balance at December 31, 2014 $ 647 $ 74 $ 350 $ (520) $ (48) $ 503 Net activity (87) 7 192 37 (37) 112 Balance at September 30, 2015 $ 560 $ 81 $ 542 $ (483) $ (85) $ 615 Balance at December 31, 2015 $ 286 $ 66 $ 430 $ (554) $ (98) $ 130 Net activity 477 11 87 16 (75) 516 Balance at September 30, 2016 $ 763 $ 77 $ 517 $ (538) $ (173) $ 646

Legal Proceedings

Legal Proceedings	9 Months Ended
	Sep. 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 ranges of possible losses, whether in ex cess 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 disclosed in Note 20 Legal Proceedings in Part II, Item 8 of our 2015 Form 10-K, in Note 14 Legal Proceedings in Part I, Item 1 of our first quarter 2016 Form 10-Q and in Note 12 Legal Proceedings in Part I, Item 1 of our second quarter 2016 Form 10-Q (such prior disclosure collectively ref erred to as “Prior Disclosure”)). For Disclosed Matters where we are able to estimate such possible losses or ranges of possible losses, as of September 30, 2016 , we estimate that it is reasonably possible that we could incur losses in excess of related ac crued liabilities, if any, in an aggregate amount of up to approximately $ 525 million. The estimates included in this amount are based on our analysis of currently available information and are subject to significant judgment an d 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 agg regate amount may not represent the ultimate loss to us from the legal proceedings in question. Thus, our exposure and ultimate losses may be higher, and possibly significantly so, than the amounts accrued or this aggregate amount. In our experience, lega l proceedings are inherently unpredictable. One or more of the following factors frequently contribute to this inherent unpredictability: the proceeding is in its early stages; the damages sought are unspecified, unsupported or uncertain; it is unclear whe ther 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; we have not engaged in meaningful settlement discussions; disc overy has not started or is not complete; there are significant facts in dispute; the possible outcomes may not 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 parties 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 harder 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 are reasonably possible to be incurred 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 Di sclosed Matter. Therefore, as the estimated aggregate amount disclosed above does not include all of the Disclosed Matters, the amount disclosed above does not represent our maximum reasonably possible loss exposure for all of the Disclosed Matters. The es timated aggregate amount also does not reflect any of our exposure to matters not so disclosed, as discussed below under “Other.” We include in some of the descriptions of individual Disclosed Matters certain quantitative information related to the plaint iff’s claim against us as alleged in the plaintiff’s pleadings or other public filings or otherwise publicly available information. While information of this type may provide insight into the potential magnitude of a matter, it does not necessarily represe nt 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 covera ge in determining the amounts of any accruals (although we record the amount of related insurance recoveries that are deemed probable up to the amount of the accrual) or in determining any estimates of possible losses or ranges of possible losses. The fol lowing updates our disclosure of legal proceedings from that provided in Prior Disclosure. CBNV Mortgage Litigation In August 2016 , in the lawsuits consolidated for pre-trial proceedings in the U.S. District Court for the Western District of Pennsylvania under the caption In re: Community Bank of Northern Virginia Lending Practices Litigation (No. 03-0425 (W.D. Pa.), MDL No. 1674), we reached a settlement with the plaintiffs, subject to notice to the class and court approval. In September 2016 , the court g ranted preliminary approval, authorized the sending of notice to the class, set the timing for objections and scheduled a final approval hearing for December 2016 . Under this settlement, the matter will be submitted to binding arbitration before a panel of three arbitrators, who will determine whether we will pay the plaintiff class either an amount (inclusive of class counsel fees and expenses) we proposed ($24 million) or an amount proposed by the plaintiffs ($70 million), with no discretion to choose any other amount. The court has ordered the arbitrators to reach a decision by the end of March 2017. Captive Mortgage Reinsurance Litigation In September 2016 , in White, et al. v. The PNC Financial Services Group, Inc., et al. (Civil Action No. 11-7928), p ending in the U.S. District Court for the Eastern District of Pennsylvania, the plaintiffs moved to lift the stay and for permission to file a Third Amended Class Action Complaint. The proposed amended complaint, if allowed, would add claims under the Rack eteer Influenced and Corrupt Organizations Act (RICO) and would assert that the RESPA claim is not barred by the statute of limitations because every acceptance of a reinsurance premium is a new “occurrence” for these purposes. We have opposed the motion to amend. Pre-need Funeral Arrangements The cross appeals by the PNC defendants and the plaintiffs in Jo Ann Howard, P.C., et al. v. Cassity , et al. (No. 4:09-CV-1252-ERW) were argued before the U.S. Court of Appeals for the Eighth Circuit in September 2016 . 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 consumer, mortgage, brokerage, securities and other financial services businesses, as well as other aspects of our operations. In some cases, these inquiries are part of reviews of specified activities at multiple industry participants; in others, they are directed at PNC individually. These inquiries, including thos e described below and 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 collater al costs and other consequences. These inquiries may result in significant reputational harm or other adverse collateral consequences even if direct resulting remedies are not material to PNC. • Through the U.S. Attorney’s Office for the District of Maryl and, the office of the Inspector General for the Small Business Administration (SBA) served a subpoena on PNC in 2012 requesting documents concerning PNC’s relationship with, including SBA-guaranteed loans made through, a broker named Jade Capital Investme nts, LLC (Jade), as well as information regarding other PNC-originated SBA guaranteed loans made to businesses located in the State of Maryland, the Commonwealth of Virginia, and Washington, D.C. Certain of the Jade loans have been identified in an indictm ent and subsequent superseding indictment charging persons associated with Jade with conspiracy to commit bank fraud, substantive violations of the federal bank fraud statute, and money laundering. In August 2016 , we completed a settlement, without any adm ission of liability, in the amount of $9.5 million that resolves the U.S. Attorney’s Office investigation. Our practice is to cooperate fully with regulatory and governmental investigations, audits and other inquiries, including those described in this No te 12 and in Prior Disclosure. Other In addition to the proceedings or other matters described above, PNC and persons to whom we may have indemnification obligations, in the normal course of business, are subject to various other pending and threat ened legal proceedings in which claims for monetary damages and other relief are asserted. 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 ef fect on our financial position. However, we cannot now determine whether or not any claims 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. See Note 2 1 Commitments and Guarantees in Part II, Item 8 of our 2015 Form 10-K for additional information regarding the Visa indemnification and our other obligations to provide indemnification, including to current and former officers, directors, employees and age nts of PNC and companies we have acquired.

Commitments and Guarantees

Commitments and Guarantees	9 Months Ended
	Sep. 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 September 30, 2016 and December 31, 2015 , respectively. Table 85: Commitments to Extend Credit and Other Commitments September 30 December 31 In millions 2016 2015 Commitments to extend credit Total commercial lending $ 104,124 $ 101,252 Home equity lines of credit 17,316 17,268 Credit card 21,907 19,937 Other 4,493 4,032 Total commitments to extend credit 147,840 142,489 Net outstanding standby letters of credit (a) 8,760 8,765 Reinsurance agreements (b) 1,880 2,010 Standby bond purchase agreements (c) 868 911 Other commitments (d) 980 966 Total commitments to extend credit and other commitments $ 160,328 $ 155,141 (a) Net outstanding standby letters of credit include $4.4 billion and $4.7 billion which support remarketing programs at September 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 September 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 September 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 86: Internal Credit Ratings Related to Net Outstanding Standby Letters of Credit September 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 September 30, 2016 had terms ranging from less than 1 year to 8 years. As of September 30, 2016 , assets of $ 1.0 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 September 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 87 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 87 . Refer to Note 9 Financial Derivatives for additional information related to offsetting of financial derivatives. Table 87: 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 September 30, 2016 $ 637 $ 637 $ 563 $ 74 (c) December 31, 2015 $ 1,082 $ 1,082 $ 1,008 $ 74 (c) Repurchase Agreements (d) September 30, 2016 $ 1,231 $ 1,231 $ 532 $ 699 (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 September 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 September 30, 2016 and December 31, 2015.

Segment Reporting

Segment Reporting	9 Months Ended
	Sep. 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 are 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 advisory , custody administration and retirement administration services. The business also offers PNC proprietary mutual funds and investment strategies . 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 with servicing retai ned 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 a ll 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 ma nagement 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 i nclude 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 additi onal information regarding its business is available in its filings with the Securities and Exchange Commission (SEC). At September 30, 2016 , our economic interest in BlackRock was 22% . PNC received cash dividends from BlackRock of $ 248 million and $ 240 million during the first nine months of 2016 and 2015 , respectively. Non-Strategic Assets Portfolio includes a consumer portfolio of mainly residential mortgage and brokered home equ ity 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 88: Results Of Businesses Corporate & Asset Residential Non-Strategic Three months ended September 30 Retail Institutional Management Mortgage Assets In millions Banking Banking Group Banking BlackRock Portfolio Other Consolidated (a) 2016 Income Statement Net interest income $ 1,120 $ 840 $ 74 $ 28 $ 72 $ (39) $ 2,095 Noninterest income 527 517 220 163 $ 189 8 110 1,734 Total revenue 1,647 1,357 294 191 189 80 71 3,829 Provision for credit losses (benefit) 104 12 (3) (22) (4) 87 Depreciation and amortization 40 35 11 3 120 209 Other noninterest expense 1,151 520 195 167 16 136 2,185 Income (loss) before income taxes and noncontrolling interests 352 790 91 21 189 86 (181) 1,348 Income taxes (benefit) 129 253 33 8 41 32 (154) 342 Net income (loss) $ 223 $ 537 $ 58 $ 13 $ 148 $ 54 $ (27) $ 1,006 Average Assets (b) $ 71,219 $ 139,806 $ 7,588 $ 6,160 $ 7,026 $ 5,302 $ 126,769 $ 363,870 2015 Income Statement Net interest income $ 1,068 $ 855 $ 71 $ 31 $ 90 $ (53) $ 2,062 Noninterest income 574 476 207 135 $ 181 16 124 1,713 Total revenue 1,642 1,331 278 166 181 106 71 3,775 Provision for credit losses (benefit) 57 46 (2) 2 (25) 3 81 Depreciation and amortization 42 36 10 4 109 201 Other noninterest expense 1,148 497 201 167 23 115 2,151 Income (loss) before income taxes and noncontrolling interests 395 752 69 (7) 181 108 (156) 1,342 Income taxes (benefit) 144 250 25 (3) 42 40 (229) 269 Net income (loss) $ 251 $ 502 $ 44 $ (4) $ 139 $ 68 $ 73 $ 1,073 Average Assets (b) $ 72,916 $ 131,613 $ 7,902 $ 6,513 $ 6,813 $ 6,460 $ 126,370 $ 358,587 Corporate & Asset Residential Non-Strategic Nine months ended September 30 Retail Institutional Management Mortgage Assets In millions Banking Banking Group Banking BlackRock Portfolio Other Consolidated (a) 2016 Income Statement Net interest income $ 3,350 $ 2,500 $ 227 $ 81 $ 220 $ (117) $ 6,261 Noninterest income 1,628 1,484 636 450 $ 500 35 294 5,027 Total revenue 4,978 3,984 863 531 500 255 177 11,288 Provision for credit losses (benefit) 210 188 (16) (16) 366 Depreciation and amortization 121 107 34 8 356 626 Other noninterest expense 3,388 1,518 584 450 57 412 6,409 Income (loss) before income taxes and noncontrolling interests 1,259 2,171 245 73 500 214 (575) 3,887 Income taxes (benefit) 461 713 90 27 110 79 (531) 949 Net income (loss) $ 798 $ 1,458 $ 155 $ 46 $ 390 $ 135 $ (44) $ 2,938 Average Assets (b) $ 71,658 $ 137,884 $ 7,743 $ 6,078 $ 7,026 $ 5,580 $ 123,638 $ 359,607 2015 Income Statement Net interest income $ 3,150 $ 2,515 $ 215 $ 91 $ 302 $ (87) $ 6,186 Noninterest income 1,652 1,397 658 488 $ 532 34 425 5,186 Total revenue 4,802 3,912 873 579 532 336 338 11,372 Provision for credit losses (benefit) 151 83 11 2 (61) (5) 181 Depreciation and amortization 127 109 33 11 315 595 Other noninterest expense 3,431 1,485 603 499 73 381 6,472 Income (loss) before income taxes and noncontrolling interests 1,093 2,235 226 67 532 324 (353) 4,124 Income taxes (benefit) 399 743 83 24 125 119 (490) 1,003 Net income $ 694 $ 1,492 $ 143 $ 43 $ 407 $ 205 $ 137 $ 3,121 Average Assets (b) $ 73,430 $ 131,678 $ 7,922 $ 6,962 $ 6,813 $ 6,880 $ 119,448 $ 353,133 (a) There were no material intersegment revenues for the three and nine months ended September 30, 2016 and 2015. (b) Period-end balances for BlackRock.

Subsequent Events

Subsequent Events	9 Months Ended
	Sep. 30, 2016
Subsequent Events [Abstract]
Subsequent Events [Text Block]	N ote 15 S ubsequent E vents On November 1, 2016, we issued 525,000 depositary shares, each representing a 1/100 th interest in a share of our Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series S, in an underwritten public offering resulting in gross proceeds of $525 million to us before commissions and expenses. We issued 5,250 shares of Series S Preferred Stock to the depositary in this transaction. We intend to use the net proceeds from the sale of the depositary shares for general corporate purposes, which may include advances to our subsidiaries to finance their activities, repayment of outstan ding indebtedness, and repurchases and redemptions of issued and outstanding securities of PNC and its subsidiaries.

Accounting Policies - 10-Q (Pol

Accounting Policies - 10-Q (Policies)	9 Months Ended
	Sep. 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. 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 third quarter of 2016 .

Loan Sale and Servicing Activ23

Loan Sale and Servicing Activities and Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2016
Loan Sale and Servicing Activities and Variable Interest Entities [Abstract]
Cash Flows Associated with Loan Sale and Servicing Activities	Table 41: 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 September 30, 2016 Sales of loans (c) $ 1,950 $ 1,342 Repurchases of previously transferred loans (d) $ 133 Servicing fees (e) $ 95 $ 31 $ 2 Servicing advances recovered/(funded), net $ 13 $ (7) $ 1 Cash flows on mortgage-backed securities held (f) $ 466 $ 31 CASH FLOWS - Three months ended September 30, 2015 Sales of loans (c) $ 2,329 $ 846 Repurchases of previously transferred loans (d) $ 129 $ 90 Servicing fees (e) $ 84 $ 35 $ 4 Servicing advances recovered/(funded), net $ 32 $ (6) $ 3 Cash flows on mortgage-backed securities held (f) $ 424 $ 41 CASH FLOWS - Nine months ended September 30, 2016 Sales of loans (c) $ 4,796 $ 2,796 Repurchases of previously transferred loans (d) $ 396 Servicing fees (e) $ 281 $ 93 $ 8 Servicing advances recovered/(funded), net $ 89 $ 21 Cash flows on mortgage-backed securities held (f) $ 1,235 $ 228 CASH FLOWS - Nine months ended September 30, 2015 Sales of loans (c) $ 6,284 $ 3,025 Repurchases of previously transferred loans (d) $ 432 $ 92 Servicing fees (e) $ 249 $ 103 $ 12 Servicing advances recovered/(funded), net $ 70 $ 22 $ 28 Cash flows on mortgage-backed securities held (f) $ 1,093 $ 155 (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 $6.7 billion in residential mortgage-backed securities and $1.0 billion in commercial mortgage-backed securities at September 30, 2016 and $5.8 billion in residential mortgage-backed securities and $1.1 billion in commercial mortgage-backed securities at September 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 42: 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) September 30, 2016 Total principal balance $ 67,585 $ 46,652 $ 2,410 Delinquent loans (c) $ 1,485 $ 1,082 $ 889 December 31, 2015 Total principal balance $ 72,898 $ 53,789 $ 2,806 Delinquent loans (c) $ 1,923 $ 1,057 $ 904 Three months ended September 30, 2016 Net charge-offs (d) $ 24 $ 168 $ 9 Three months ended September 30, 2015 Net charge-offs (d) $ 23 $ 236 $ 6 Nine months ended September 30, 2016 Net charge-offs (d) $ 78 $ 1,237 $ 25 Nine months ended September 30, 2015 Net charge-offs (d) $ 92 $ 491 $ 21 (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 43: Consolidated VIEs – Carrying Value (a) September 30, 2016 (b) In millions Total Assets Equity investments $ 205 Other assets 21 Total assets $ 226 Total liabilities $ 9 Noncontrolling interests $ 121 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 September 30, 2016 reflect the first quarter 2016 adoption of ASU 2015-02.
Non-Consolidated VIEs	Table 44: Non-Consolidated VIEs PNC Risk of Loss (a) Carrying Value of Assets Owned by PNC Carrying Value of Liabilities Owned by PNC In millions September 30, 2016 (b) Commercial Mortgage-Backed Securitizations (c) $ 1,089 $ 1,089 (d) Residential Mortgage-Backed Securitizations (c) 6,764 6,764 (d) $ 1 (f) Tax Credit Investments and Other 3,138 3,072 (e) 807 (g) Total $ 10,991 $ 10,925 $ 808 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 September 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)	9 Months Ended
	Sep. 30, 2016
Asset Quality [Abstract]
Analysis of Loan Portfolio	Table 45: 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) September 30, 2016 Commercial Lending Commercial $ 100,845 $ 64 $ 24 $ 37 $ 125 $ 521 $ 21 $ 101,512 Commercial real estate 28,993 26 1 27 152 101 29,273 Equipment lease financing 7,357 1 2 3 18 7,378 Total commercial lending 137,195 91 27 37 155 691 122 138,163 Consumer Lending Home equity 28,267 55 27 82 895 1,188 30,432 Residential real estate 11,969 110 71 496 677 (f) 502 $ 223 1,770 15,141 Credit card 4,947 28 19 31 78 4 5,029 Other consumer 21,163 170 92 202 464 (g) 54 21,681 Total consumer lending 66,346 363 209 729 1,301 1,455 223 2,958 72,283 Total $ 203,541 $ 454 $ 236 $ 766 $ 1,456 $ 2,146 $ 223 $ 3,080 $ 210,446 Percentage of total loans 96.72 % .22 % .11 % .36 % .69 % 1.02 % .11 % 1.46 % 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 10,918 142 65 566 773 (f) 549 $ 225 1,946 14,411 Credit card 4,779 28 19 33 80 3 4,862 Other consumer 21,181 180 96 237 513 (g) 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 $1.3 billion and $1.4 billion at September 30, 2016 and December 31, 2015, respectively. (e) Future accretable yield related to purchased impaired loans is not included in the analysis of loan portfolio. (f) Past due loan amounts include government insured or guaranteed Residential real estate mortgages totaling $579 million and $646 million at September 30, 2016 and December 31, 2015, respectively. (g) Past due loan amounts include government insured or guaranteed Other consumer loans totaling $361 million and $411 million at September 30, 2016 and December 31, 2015, respectively.
Nonperforming Assets	Table 46: Nonperforming Assets September 30 December 31 Dollars in millions 2016 2015 Nonperforming loans Total commercial lending $ 691 $ 545 Total consumer lending (a) 1,455 1,581 Total nonperforming loans (b) (c) 2,146 2,126 OREO and foreclosed assets Other real estate owned (OREO) 217 279 Foreclosed and other assets 12 20 Total OREO and foreclosed assets 229 299 Total nonperforming assets $ 2,375 $ 2,425 Nonperforming loans to total loans 1.02 % 1.03 % Nonperforming assets to total loans, OREO and foreclosed assets 1.13 % 1.17 % Nonperforming assets to total assets .64 % .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 September 30, 2016 and December 31, 2015, both included $.3 billion of loans that are government insured/guaranteed.
Commercial Lending Asset Quality Indicators	Table 47: Commercial Lending Asset Quality Indicators (a)(b) Criticized Commercial Loans Pass Special Total In millions Rated Mention (c) Substandard (d) Doubtful (e) Loans September 30, 2016 Commercial $ 96,035 $ 2,046 $ 3,335 $ 75 $ 101,491 Commercial real estate 28,768 60 328 16 29,172 Equipment lease financing 7,185 69 116 8 7,378 Purchased impaired loans 35 1 80 6 122 Total commercial lending $ 132,023 $ 2,176 $ 3,859 $ 105 $ 138,163 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 48: Home Equity and Residential Real Estate Balances September 30 December 31 In millions 2016 2015 Home equity and residential real estate loans - excluding purchased impaired loans (a) $ 41,764 $ 42,268 Home equity and residential real estate loans - purchased impaired loans (b) 3,211 3,684 Government insured or guaranteed residential real estate mortgages (a) 851 923 Difference between outstanding balance and recorded investment in purchased impaired loans (253) (331) Total home equity and residential real estate loans (a) $ 45,573 $ 46,544 (a) Represents recorded investment. (b) Represents outstanding balance.
Home Equity and Residential Real Estate Asset Quality Indicators	Table 49: Home Equity and Residential Real Estate Asset Quality Indicators – Excluding Purchased Impaired Loans (a) (b) Home Equity Residential Real Estate September 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 $ 197 $ 726 $ 205 $ 1,128 Less than or equal to 660 (d) (e) 40 135 38 213 Missing FICO 5 3 8 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 480 1,372 391 2,243 Less than or equal to 660 (d) (e) 78 240 88 406 Missing FICO 1 3 12 16 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 535 1,233 520 2,288 Less than or equal to 660 77 195 78 350 Missing FICO 2 2 12 16 Less than 90% and updated FICO scores: Greater than 660 13,934 7,771 10,458 32,163 Less than or equal to 660 1,334 850 593 2,777 Missing FICO 22 12 122 156 Total home equity and residential real estate loans $ 16,700 $ 12,544 $ 12,520 $ 41,764 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 $3.0 billion and $3.4 billion in recorded investment at September 30, 2016 and December 31, 2015, respectively, certain government insured or guaranteed residential real estate mortgages of approximately $.9 billion, and loans held for sale at both September 30, 2016 and December 31, 2015. 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 September 30, 2016: New Jersey 17%, Pennsylvania 13%, Illinois 11%, Ohio 11%, Florida 7%, Maryland 7%, Michigan 4%, and North Carolina 4%. The remainder of the states had lower than 4% of the higher risk loans individually, and collectively they represent approximately 26% 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 50: Home Equity and Residential Real Estate Asset Quality Indicators – Purchased Impaired Loans (a) Home Equity (b) (c) Residential Real Estate (b) (c) September 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 $ 4 $ 118 $ 144 $ 266 Less than or equal to 660 4 53 49 106 Missing FICO 3 6 9 Greater than or equal to 100% to less than 125% and updated FICO scores: Greater than 660 8 284 146 438 Less than or equal to 660 8 117 94 219 Missing FICO 4 9 13 Greater than or equal to 90% to less than 100% and updated FICO scores: Greater than 660 7 152 106 265 Less than or equal to 660 5 66 55 126 Missing FICO 2 6 8 Less than 90% and updated FICO scores: Greater than 660 110 322 607 1,039 Less than or equal to 660 83 166 399 648 Missing FICO 1 5 48 54 Missing LTV and updated FICO scores: Greater than 660 1 14 15 Less than or equal to 660 1 3 4 Missing FICO 1 1 Total home equity and residential real estate loans $ 232 $ 1,292 $ 1,687 $ 3,211 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 both September 30, 2016 and 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) which is estimated using modeled property values and 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 51: 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 September 30, 2016 FICO score greater than 719 $ 3,029 60 % $ 10,073 66 % 650 to 719 1,412 28 3,717 24 620 to 649 209 4 512 3 Less than 620 225 5 577 4 No FICO score available or required (c) 154 3 438 3 Total loans using FICO credit metric 5,029 100 % 15,317 100 % Consumer loans using other internal credit metrics (b) 6,364 Total loan balance $ 5,029 $ 21,681 Weighted-average updated FICO score (d) 734 746 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 September 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 September 30, 2016 balance related to higher risk credit card loans was geographically distributed throughout the following areas: Pennsylvania 17%, Ohio 15%, Michigan 8%, New Jersey 8%, Florida 7%, Illinois 6%, Maryland 5%, Indiana 5%, North Carolina 5% and Kentucky 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 52: Summary of Troubled Debt Restructurings September 30 December 31 In millions 2016 2015 Total commercial lending $ 527 $ 434 Total consumer lending 1,832 1,917 Total TDRs $ 2,359 $ 2,351 Nonperforming $ 1,177 $ 1,119 Accruing (a) 1,182 1,232 Total TDRs $ 2,359 $ 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 53: Financial Impact and TDRs by Concession Type (a) Pre-TDR Post-TDR Recorded Investment (c) During the three months ended September 30, 2016 Number Recorded Principal Rate Dollars in millions of Loans Investment (b) Forgiveness (d) Reduction (e) Other (f) Total Total commercial lending 37 $ 108 $ 1 $ 96 $ 97 Total consumer lending 2,800 62 37 22 59 Total TDRs 2,837 $ 170 $ 38 $ 118 $ 156 During the three months ended September 30, 2015 Dollars in millions Total commercial lending 39 $ 80 $ 15 $ 47 $ 62 Total consumer lending 3,014 95 $ 62 28 90 Total TDRs 3,053 $ 175 $ 15 $ 62 $ 75 $ 152 Pre-TDR Post-TDR Recorded Investment (c) During the nine months ended September 30, 2016 Number Recorded Principal Rate Dollars in millions of Loans Investment (b) Forgiveness (d) Reduction (e) Other (f) Total Total commercial lending 109 $ 480 $ 53 $ 379 $ 432 Total consumer lending 8,435 187 119 58 177 Total TDRs 8,544 $ 667 $ 172 $ 437 $ 609 During the nine months ended September 30, 2015 Dollars in millions Total commercial lending 114 $ 185 $ 20 $ 4 $ 120 $ 144 Total consumer lending 8,400 250 150 89 239 Total TDRs 8,514 $ 435 $ 20 $ 154 $ 209 $ 383 (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 54: Impaired Loans Unpaid Average Principal Recorded Associated Recorded In millions Balance Investment Allowance (a) Investment (b) September 30, 2016 Impaired loans with an associated allowance Commercial $ 544 $ 389 $ 92 $ 394 Commercial real estate 221 102 28 108 Home equity 891 859 186 893 Residential real estate 227 222 29 249 Credit card 104 104 24 106 Other consumer 27 25 1 25 Total impaired loans with an associated allowance $ 2,014 $ 1,701 $ 360 $ 1,775 Impaired loans without an associated allowance Commercial $ 379 $ 265 $ 232 Commercial real estate 135 115 143 Home equity 486 221 205 Residential real estate 508 394 390 Other consumer 23 7 8 Total impaired loans without an associated allowance $ 1,531 $ 1,002 $ 978 Total impaired loans $ 3,545 $ 2,703 $ 360 $ 2,753 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 $.3 billion for TDRs at both September 30, 2016 and December 31, 2015. (b) Average recorded investment is for the nine months ended September 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)	9 Months Ended
	Sep. 30, 2016
Allowance For Loan And Lease Losses [Abstract]
Rollforward of Allowance for Loan and Lease Losses and Associated Loan Data	Table 55: Rollforward of Allowance for Loan and Lease Losses and Associated Loan Data Commercial Consumer In millions Lending Lending Total September 30, 2016 Allowance for Loan and Lease Losses January 1 $ 1,605 $ 1,122 $ 2,727 Charge-offs (297) (395) (692) Recoveries 133 122 255 Net (charge-offs) / recoveries (164) (273) (437) Provision for credit losses 156 210 366 Net change in allowance for unfunded loan commitments and letters of credit (48) (1) (49) Net recoveries of purchased impaired loans and other 1 11 12 September 30 $ 1,550 $ 1,069 $ 2,619 TDRs individually evaluated for impairment $ 76 $ 240 $ 316 Other loans individually evaluated for impairment 44 44 Loans collectively evaluated for impairment 1,388 548 1,936 Purchased impaired loans 42 281 323 September 30 $ 1,550 $ 1,069 $ 2,619 Loan Portfolio TDRs individually evaluated for impairment (a) $ 527 $ 1,832 $ 2,359 Other loans individually evaluated for impairment 344 344 Loans collectively evaluated for impairment (b) 137,170 66,619 203,789 Fair value option loans (c) 874 874 Purchased impaired loans 122 2,958 3,080 September 30 $ 138,163 $ 72,283 $ 210,446 Portfolio segment ALLL as a percentage of total ALLL 59 % 41 % 100 % Ratio of the allowance for loan and lease losses to total loans (d) 1.12 % 1.48 % 1.24 % September 30, 2015 Allowance for Loan and Lease Losses January 1 $ 1,571 $ 1,760 $ 3,331 Charge-offs (176) (413) (589) Recoveries 188 135 323 Net (charge-offs) / recoveries 12 (278) (266) Provision for credit losses 48 133 181 Net change in allowance for unfunded loan commitments and letters of credit (7) (7) Other (2) (2) September 30 $ 1,622 $ 1,615 $ 3,237 TDRs individually evaluated for impairment $ 39 $ 263 $ 302 Other loans individually evaluated for impairment 70 70 Loans collectively evaluated for impairment 1,446 601 2,047 Purchased impaired loans 67 751 818 September 30 $ 1,622 $ 1,615 $ 3,237 Loan Portfolio TDRs individually evaluated for impairment (a) $ 420 $ 1,948 $ 2,368 Other loans individually evaluated for impairment 291 291 Loans collectively evaluated for impairment (b) 130,249 66,993 197,242 Fair value option loans (c) 915 915 Purchased impaired loans 204 3,963 4,167 September 30 $ 131,164 $ 73,819 $ 204,983 Portfolio segment ALLL as a percentage of total ALLL 50 % 50 % 100 % Ratio of the allowance for loan and lease losses to total loans 1.24 % 2.19 % 1.58 % (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 $.1 billion of loans collectively evaluated for impairment based upon collateral values and written down to the respective collateral value less costs to sell at September 30, 2016. Accordingly, there is no allowance recorded on these loans. The comparative amount as of September 30, 2015 was $.2 billion. (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 56: 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 49 7 September 30 $ 310 $ 266

Investment Securities (Tables)

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2016
Investment Securities Disclosure [Abstract]
Investment Securities Summary	N OTE 5 I NVESTMENT S ECURITIES Table 57: Investment Securities Summary Amortized Unrealized Fair In millions Cost Gains Losses Value September 30, 2016 Securities Available for Sale Debt securities U.S. Treasury and government agencies $ 12,062 $ 301 $ (13) $ 12,350 Residential mortgage-backed Agency 27,429 568 (18) 27,979 Non-agency 3,372 226 (61) 3,537 Commercial mortgage-backed Agency 2,301 21 (4) 2,318 Non-agency 4,183 69 (19) 4,233 Asset-backed 6,123 66 (26) 6,163 State and municipal 1,963 107 (3) 2,067 Other debt 2,712 60 (3) 2,769 Total debt securities 60,145 1,418 (147) 61,416 Corporate stocks and other 525 525 Total securities available for sale $ 60,670 $ 1,418 $ (147) $ 61,941 Securities Held to Maturity (a) Debt securities U.S. Treasury and government agencies $ 265 $ 65 $ 330 Residential mortgage-backed Agency 11,637 254 $ (2) 11,889 Non-agency 204 13 217 Commercial mortgage-backed Agency 1,051 39 1,090 Non-agency 579 25 604 Asset-backed 799 (4) 795 State and municipal 1,920 159 2,079 Other debt 118 (9) 109 Total securities held to maturity $ 16,573 $ 555 $ (15) $ 17,113 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 $78 million and $97 million at September 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 58: 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 September 30, 2016 Debt securities U.S. Treasury and government agencies $ (1) $ 1,197 $ (12) $ 2,805 $ (13) $ 4,002 Residential mortgage-backed Agency (5) 699 (13) 943 (18) 1,642 Non-agency (1) 146 (60) 1,222 (61) 1,368 Commercial mortgage-backed Agency (3) 400 (1) 114 (4) 514 Non-agency (4) 587 (15) 1,269 (19) 1,856 Asset-backed (2) 445 (24) 1,629 (26) 2,074 State and municipal (1) 207 (2) 123 (3) 330 Other debt (1) 195 (2) 125 (3) 320 Total debt securities (18) 3,876 (129) 8,230 (147) 12,106 Corporate stocks and other (a) 16 (a) 16 Total $ (18) $ 3,876 $ (129) $ 8,246 $ (147) $ 12,122 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 59: Gains (Losses) on Sales of Securities Available for Sale Nine months ended September 30 Gross Gross Net Tax In millions Proceeds Gains Losses Gains Expense 2016 $ 2,546 $ 20 $ - $ 20 $ 7 2015 $ 3,445 $ 54 $ (13) $ 41 $ 14
Contractual Maturity of Debt Securities	Table 60: Contractual Maturity of Debt Securities September 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 $ 404 $ 5,251 $ 5,244 $ 1,163 $ 12,062 Residential mortgage-backed Agency 137 912 26,380 27,429 Non-agency 2 3,370 3,372 Commercial mortgage-backed Agency 78 44 828 1,351 2,301 Non-agency 17 8 4,158 4,183 Asset-backed 12 2,104 1,987 2,020 6,123 State and municipal 2 146 383 1,432 1,963 Other debt 213 2,151 238 110 2,712 Total debt securities available for sale $ 709 $ 9,852 $ 9,600 $ 39,984 $ 60,145 Fair value $ 714 $ 10,004 $ 9,739 $ 40,959 $ 61,416 Weighted-average yield, GAAP basis 2.74 % 2.17 % 2.08 % 2.87 % 2.62 % Securities Held to Maturity U.S. Treasury and government agencies $ 265 $ 265 Residential mortgage-backed Agency $ 10 $ 500 11,127 11,637 Non-agency 204 204 Commercial mortgage-backed Agency $ 164 827 5 55 1,051 Non-agency 579 579 Asset-backed 1 688 110 799 State and municipal 4 69 1,008 839 1,920 Other debt 7 33 28 50 118 Total debt securities held to maturity $ 175 $ 940 $ 2,229 $ 13,229 $ 16,573 Fair value $ 175 $ 979 $ 2,328 $ 13,631 $ 17,113 Weighted-average yield, GAAP basis 3.29 % 3.60 % 3.03 % 3.55 % 3.48 %
Fair Value of Securities Pledged and Accepted as Collateral	Table 61: Fair Value of Securities Pledged and Accepted as Collateral September 30 December 31 In millions 2016 2015 Pledged to others $ 9,991 $ 9,674 Accepted from others: Permitted by contract or custom to sell or repledge $ 655 $ 1,100 Permitted amount repledged to others $ 499 $ 943

Fair Value (Tables)

Fair Value (Tables)	9 Months Ended
	Sep. 30, 2016
Fair Value [Abstract]
Fair Value Measurements - Recurring Basis Summary	Table 62: Fair Value Measurements - Recurring Basis Summary September 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 $ 11,740 $ 610 $ 12,350 $ 9,267 $ 607 $ 9,874 Residential mortgage-backed Agency 27,979 27,979 24,820 24,820 Non-agency 124 $ 3,413 3,537 143 $ 4,008 4,151 Commercial mortgage-backed Agency 2,318 2,318 1,918 1,918 Non-agency 4,233 4,233 4,903 4,903 Asset-backed 5,738 425 6,163 4,941 482 5,423 State and municipal 2,053 14 2,067 2,041 15 2,056 Other debt 2,748 21 2,769 1,996 30 2,026 Total debt securities 11,740 45,803 3,873 61,416 9,267 41,369 4,535 55,171 Corporate stocks and other 462 63 525 527 62 589 Total securities available for sale 12,202 45,866 3,873 61,941 9,794 41,431 4,535 55,760 Financial derivatives (a) (b) Interest rate contracts 6,703 49 6,752 4,626 29 4,655 Other contracts 392 3 395 284 2 286 Total financial derivatives 7,095 52 7,147 4,910 31 4,941 Residential mortgage loans held for sale (c) 1,124 3 1,127 838 5 843 Trading securities Debt 826 1,774 2 2,602 987 727 3 1,717 Equity 10 10 9 9 Total trading securities 836 1,774 2 2,612 996 727 3 1,726 Residential mortgage servicing rights 820 820 1,063 1,063 Commercial mortgage servicing rights 473 473 526 526 Commercial mortgage loans held for sale (c) 860 860 641 641 Equity investments - direct investments 1,075 1,075 1,098 1,098 Equity investments - indirect investments (d) (e) 220 268 347 Customer resale agreements (f) 136 136 137 137 Loans (g) 550 324 874 565 340 905 Other assets BlackRock Series C Preferred Stock (h) 221 221 357 357 Other 263 187 6 456 254 199 7 460 Total other assets 263 187 227 677 254 199 364 817 Total assets $ 13,301 $ 56,732 $ 7,929 $ 78,010 $ 11,044 $ 48,807 $ 8,606 $ 68,804 Liabilities Financial derivatives (b) (i) Interest rate contracts $ 4,830 $ 9 $ 4,839 $ 1 $ 3,124 $ 7 $ 3,132 BlackRock LTIP 221 221 357 357 Other contracts 183 164 347 204 109 313 Total financial derivatives 5,013 394 5,407 1 3,328 473 3,802 Trading securities sold short (j) Debt $ 505 30 535 960 27 987 Total trading securities sold short 505 30 535 960 27 987 Other borrowed funds 68 10 78 81 12 93 Other liabilities 20 20 10 10 Total liabilities $ 505 $ 5,111 $ 424 $ 6,040 $ 961 $ 3,436 $ 495 $ 4,892 (a) Included in Other assets on the Consolidated Balance Sheet. (b) Amounts at September 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. See Note 9 Financial Derivatives for additional information related to derivative offsetting. (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) 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. (e) 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 September 30, 2016 related to indirect equity investments was $107 million and related to direct equity investments was $21 million, respectively. Comparable amounts at December 31, 2015 were $103 million and $23 million, respectively. (f) Included in Federal funds sold and resale agreements on the Consolidated Balance Sheet. PNC has elected the fair value option for these items. (g) Included in Loans on the Consolidated Balance Sheet. (h) PNC has elected the fair value option for these shares. (i) Included in Other liabilities on the Consolidated Balance Sheet. (j) 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 nine months ended September 30, 2016 and 2015 follow: Table 63: Reconciliation of Level 3 Assets and Liabilities Three Months Ended September 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 Jun. 30, Included in comprehensive into out of Sept. 30, at Sept. 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 $ 3,557 $ 25 $ 32 $ (201) $ 3,413 Asset-backed 436 4 8 (23) 425 State and municipal 15 (1) 14 Other debt 33 1 $ 1 $ (14) 21 Total securities available for sale 4,041 30 40 1 (14) (225) 3,873 Financial derivatives 51 37 (36) 52 $ 34 Residential mortgage loans held for sale 6 3 (1) $ 3 $ (8) 3 Trading securities - Debt 2 2 Residential mortgage servicing rights 774 23 49 $ 16 (42) 820 23 Commercial mortgage servicing rights 448 8 16 22 (21) 473 8 Commercial mortgage loans held for sale 981 18 (1,343) 1,205 (1) 860 6 Equity investments Direct investments 1,120 19 17 (81) 1,075 21 Indirect investments 233 16 (31) 2 220 9 Loans 317 3 27 (4) (15) (4) 324 1 Other assets BlackRock Series C Preferred Stock 209 12 221 12 Other 6 6 Total other assets 215 12 227 12 Total assets $ 8,188 $ 166 (c) $ 40 $ 113 $ (1,474) $ 1,243 $ (340) $ 5 $ (12) $ 7,929 $ 114 (d) Liabilities Financial derivatives (e) $ 385 $ 21 $ 1 $ (13) $ 394 $ 25 Other borrowed funds 8 $ 24 (22) 10 Other liabilities 13 42 (35) 20 Total liabilities $ 406 $ 21 (c) $ 1 $ 66 $ (70) $ 424 $ 25 (d) Three Months Ended September 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 Jun. 30, in comprehensive into out of Sept. 30, at Sept. 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 $ 4,424 $ 30 $ (9) $ (230) $ 4,215 Asset-backed 531 5 2 (27) 511 $ (1) State and municipal 16 16 Other debt 33 (1) $ 8 $ (5) (5) 30 Total securities available for sale 5,004 35 (8) 8 (5) (262) 4,772 (1) Financial derivatives 36 39 (30) 45 48 Residential mortgage loans held for sale 10 1 4 (1) $ 2 $ (11) 5 Trading securities - Debt 3 3 Residential mortgage servicing rights 1,015 (137) 111 $ 23 (50) 962 (136) Commercial mortgage servicing rights 543 (44) 15 14 (23) 505 (44) Commercial mortgage loans held for sale 757 19 (846) 874 (2) 802 7 Equity investments - direct investments 1,191 36 87 (99) 1,215 39 Loans 365 4 29 (13) (24) 10 (21) 350 1 Other assets BlackRock Series C Preferred Stock 363 (51) 312 (51) Other 7 7 Total other assets 370 (51) 319 (51) Total assets $ 9,294 $ (98) (c) $ (8) $ 254 $ (964) $ 911 $ (391) $ 12 $ (32) $ 8,978 $ (137) (d) Liabilities Financial derivatives (e) $ 498 $ (54) $ (1) $ 443 $ (57) Other borrowed funds 165 1 $ 23 (127) 62 Other liabilities 10 10 Total liabilities $ 673 $ (53) (c) $ 23 $ (128) $ 515 $ (57) (d) Nine Months Ended September 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 Sept. 30, Balance Sheet In millions 2015 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2016 at Sept. 30, 2016 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,008 $ 58 $ 4 $ (60) $ (597) $ 3,413 $ (1) Asset-backed 482 10 (67) 425 State and municipal 15 (1) 14 Other debt 30 1 $ 10 (18) (2) 21 Total securities available for sale 4,535 69 4 10 (78) (667) 3,873 (1) Financial derivatives 31 106 1 (86) 52 101 Residential mortgage loans held for sale 5 9 (2) $ 8 $ (17) 3 Trading securities - Debt 3 (1) 2 Residential mortgage servicing rights 1,063 (316) 154 $ 39 (120) 820 (308) Commercial mortgage servicing rights 526 (56) 25 45 (67) 473 (56) Commercial mortgage loans held for sale 641 55 (2,797) 2,981 (20) 860 4 Equity investments Direct investments 1,098 85 135 (243) 1,075 84 Indirect investments 16 (31) 235 (f) 220 9 Loans 340 6 82 (18) (57) (29) 324 3 Other assets BlackRock Series C Preferred Stock 357 2 (138) 221 2 Other 7 2 (2) (1) 6 Total other assets 364 4 (2) (1) (138) 227 2 Total assets $ 8,606 $ (31) (c) $ 2 $ 416 $ (3,170) $ 3,065 $ (1,156) $ 243 $ (46) $ 7,929 $ (162) (d) Liabilities Financial derivatives (e) $ 473 $ 90 $ 4 $ (173) $ 394 $ 92 Other borrowed funds 12 $ 64 (66) 10 Other liabilities 10 1 114 (105) 20 Total liabilities $ 495 $ 91 (c) $ 4 $ 178 $ (344) $ 424 $ 92 (d) Nine Months Ended September 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 Sept. 30, Balance Sheet at In millions 2014 Earnings income Purchases Sales Issuances Settlements Level 3 Level 3 2015 Sept. 30, 2015 (a) (b) Assets Securities available for sale Residential mortgage- backed non-agency $ 4,798 $ 85 $ (31) $ (637) $ 4,215 $ (1) Commercial mortgage- backed non-agency 8 (8) Asset-backed 563 16 11 (79) 511 (1) State and municipal 134 (1) (117) 16 Other debt 30 1 (1) $ 11 $ (5) (6) 30 Total securities available for sale 5,525 110 (22) 11 (5) (847) 4,772 (2) Financial derivatives 42 126 1 (124) 45 115 Residential mortgage loans held for sale 6 1 21 (3) (1) $ 4 $ (23) 5 1 Trading securities - Debt 32 (29) 3 Residential mortgage servicing rights 845 (69) 261 $ 61 (136) 962 (69) Commercial mortgage servicing rights 506 (26) 43 48 (66) 505 (26) Commercial mortgage loans held for sale 893 63 (3,081) 2,965 (38) 802 3 Equity investments - direct investments 1,152 92 225 (254) 1,215 79 Loans 397 19 84 (21) (96) 21 (54) 350 10 Other assets BlackRock Series C Preferred Stock 375 (63) 312 (63) Other 15 (7) (1) 7 Total other assets 390 (63) (7) (1) 319 (63) Total assets $ 9,788 $ 253 (c) $ (22) $ 646 $ (3,371) $ 3,074 $ (1,338) $ 25 $ (77) $ 8,978 $ 48 (d) Liabilities Financial derivatives (e) $ 526 $ (28) $ 1 $ (56) $ 443 $ (69) Other borrowed funds 181 4 $ 69 (192) 62 Other liabilities 9 1 10 Total liabilities $ 716 $ (23) (c) $ 1 $ 69 $ (248) $ 515 $ (69) (d) (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) Net gains (realized and unrealized) included in earnings relating to Level 3 assets and liabilities were $145 million for the third quarter of 2016, while for the first nine months of 2016 there were $122 million of net losses (realized and unrealized) included in earnings. The comparative amounts included net losses (realized and unrealized) of $45 million for the third quarter of 2015 and net gains (realized and unrealized) of $276 million for the first nine 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. (d) Net unrealized gains relating to those assets and liabilities held at the end of the reporting period were $89 million for the third quarter of 2016, while for the first nine months of 2016 there were $254 million of net unrealized losses. The comparative amounts included net unrealized losses of $80 million for the third quarter of 2015 and net unrealized gains of $117 million for the first nine months of 2015. These amounts were included in Noninterest income on the Consolidated Income Statement. (e) Includes swaps entered into in connection with sales of certain Visa Class B common shares. (f) Reflects transfers into Level 3 associated with a change in valuation methodology.
Fair Value Measurements - Recurring Quantitative Information	Quantitative information about the significant unobservable inputs within Level 3 recurring assets and liabilities follows. Table 64: Fair Value Measurements - Recurring Quantitative Information September 30, 2016 Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) Residential mortgage-backed non-agency securities $ 3,413 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-24.2% (7.2%) (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% (53.2%) (a) Spread over the benchmark curve (b) 260bps weighted average (a) Asset-backed securities 425 Priced by a third-party vendor Constant prepayment rate (CPR) 1.0%-15.0% (6.3%) (a) using a discounted cash flow Constant default rate (CDR) 2.0%-13.9% (6.6%) (a) pricing model (a) Loss severity 24.2%-100% (78.0%) (a) Spread over the benchmark curve (b) 333bps weighted average (a) Residential mortgage servicing rights 820 Discounted cash flow Constant prepayment rate (CPR) 0.0%-41.3% (18.3%) Spread over the benchmark curve (b) 195bps-1,871bps (847bps) Commercial mortgage servicing 473 Discounted cash flow Constant prepayment rate (CPR) 6.1%-45.6% (7.8%) rights Discount rate 5.1%-7.7% (7.5%) Commercial mortgage loans held 860 Discounted cash flow Spread over the benchmark curve (b) 66bps-1,220bps (527bps) for sale Estimated servicing cash flows 0.0%-4.7% (1.4%) Equity investments - Direct investments 1,075 Multiple of adjusted earnings Multiple of earnings 4.1x-12.0x (7.6x) Equity investments - Indirect investments 220 Consensus pricing (c) Liquidity discount 0.0%-40.0% Loans - Residential real estate 127 Consensus pricing (c) Cumulative default rate 11.0%-100% (88.0%) Loss severity 0.0%-100% (24.4%) Discount rate 4.7%-6.7% (5.1%) 114 Discounted cash flow Loss severity 8.0% weighted average Discount rate 3.9% weighted average Loans - Home equity 83 Consensus pricing (c) Credit and Liquidity discount 0.0%-99.0% (57.0%) BlackRock Series C Preferred Stock 221 Consensus pricing (c) Liquidity discount 20.0% BlackRock LTIP (221) Consensus pricing (c) Liquidity discount 20.0% Swaps related to sales of certain Visa (156) Discounted cash flow Estimated conversion factor of Class B common shares Class B shares into Class A shares 164.4% weighted average Estimated growth rate of Visa Class A share price 14.0% Insignificant Level 3 assets, net of liabilities (d) 51 Total Level 3 assets, net of liabilities (e) $ 7,505 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% weighted average 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 September 30, 2016 totaling $2.9 billion and $.4 billion, 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 $3.4 billion and $.4 billion, 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 September 30, 2016 of $518 million and $28 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 $7.9 billion and total Level 3 liabilities of $.4 billion as of September 30, 2016 and $8.6 billion and $.5 billion as of December 31, 2015, respectively.
Fair Value Measurements - Nonrecurring	Table 65: Fair Value Measurements - Nonrecurring Gains (Losses) Gains (Losses) Fair Value (a) Three months ended Nine months ended September 30 December 31 September 30 September 30 September 30 September 30 In millions 2016 2015 2016 2015 2016 2015 Assets Nonaccrual loans $ 180 $ 30 $ (32) $ (41) $ (81) $ (48) OREO and foreclosed assets 108 137 (6) (6) (15) (18) Insignificant assets (b) 19 28 (2) (5) (16) Total assets $ 307 $ 195 $ (38) $ (49) $ (101) $ (82) (a) All Level 3 as of September 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 66: Fair Value Measurements - Nonrecurring Quantitative Information Level 3 Instruments Only Dollars in millions Fair Value Valuation Techniques Unobservable Inputs Range (Weighted Average) September 30, 2016 Assets Nonaccrual loans $ 126 LGD percentage (a) Loss severity 5.4%-77.8% (35.3%) 54 Fair value of property or collateral Appraised value/sales price Not meaningful OREO and foreclosed assets 108 Fair value of property or collateral Appraised value/sales price Not meaningful Insignificant assets 19 Total assets $ 307 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 67: Fair Value Option - Changes in Fair Value (a) Gains (Losses) Gains (Losses) Three months ended Nine months ended September 30 September 30 September 30 September 30 In millions 2016 2015 2016 2015 Assets Customer resale agreements $ (1) $ (1) $ (1) $ (1) Commercial mortgage loans held for sale $ 16 $ 25 $ 65 $ 81 Residential mortgage loans held for sale $ 55 $ 56 $ 161 $ 127 Residential mortgage loans – portfolio $ 7 $ 8 $ 24 $ 37 BlackRock Series C Preferred Stock $ 12 $ (51) $ 2 $ (63) Other assets $ 15 $ (5) $ 2 Liabilities Other borrowed funds $ (2) $ (4) (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 68: Fair Value Option - Fair Value and Principal Balances Aggregate Unpaid In millions Fair Value Principal Balance Difference September 30, 2016 Assets Customer resale agreements $ 136 $ 133 $ 3 Residential mortgage loans held for sale Performing loans 1,122 1,071 51 Accruing loans 90 days or more past due 1 1 Nonaccrual loans 4 5 (1) Total 1,127 1,077 50 Commercial mortgage loans held for sale (a) Performing loans 855 865 (10) Nonaccrual loans 5 9 (4) Total 860 874 (14) Residential mortgage loans - portfolio Performing loans 231 276 (45) Accruing loans 90 days or more past due 420 420 Nonaccrual loans 223 354 (131) Total 874 1,050 (176) Other assets 163 164 (1) Liabilities Other borrowed funds $ 78 $ 80 $ (2) 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 September 30, 2016 or December 31, 2015.
Additional Fair Value Information Related to Other Financial Instruments	Table 69: Additional Fair Value Information Related to Other Financial Instruments Carrying Fair Value In millions Amount Total Level 1 Level 2 Level 3 September 30, 2016 Assets Cash and due from banks $ 4,531 $ 4,531 $ 4,531 Short-term assets 29,125 29,125 $ 29,125 Securities held to maturity 16,573 17,113 330 16,669 $ 114 Loans held for sale 66 65 47 18 Net loans (excludes leases) 199,570 202,758 202,758 Other assets 1,748 2,225 1,731 494 Total assets $ 251,613 $ 255,817 $ 4,861 $ 47,572 $ 203,384 Liabilities Demand, savings and money market deposits $ 241,146 $ 241,146 $ 241,146 Time deposits 18,749 18,806 18,806 Borrowed funds 51,222 52,073 50,616 $ 1,457 Unfunded loan commitments and letters of credit 289 289 289 Other liabilities 67 67 67 Total liabilities $ 311,473 $ 312,381 $ 310,635 $ 1,746 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 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

Goodwill and Other Intangible28

Goodwill and Other Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2016
Goodwill and Other Intangible Assets Disclosure [Abstract]
Mortgage Servicing Rights	Changes in the commercial and residential MSRs follow: Table 70: 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 45 48 39 61 Purchases 25 43 154 261 Changes in fair value due to: Time and payoffs (a) (67) (66) (120) (136) Other (b) (56) (26) (316) (69) September 30 $ 473 $ 505 $ 820 $ 962 Related unpaid principal balance at September 30 $ 139,976 $ 143,915 $ 126,189 $ 121,680 Servicing advances at September 30 $ 251 $ 277 $ 322 $ 431 (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 71: Commercial Mortgage Loan Servicing Rights - Key Valuation Assumptions September 30 December 31 Dollars in millions 2016 2015 Fair value $ 473 $ 526 Weighted-average life (years) 4.4 4.7 Weighted-average constant prepayment rate 7.75 % 5.71 % Decline in fair value from 10% adverse change $ 10 $ 10 Decline in fair value from 20% adverse change $ 20 $ 19 Effective discount rate 7.53 % 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 72: Residential Mortgage Loan Servicing Rights - Key Valuation Assumptions September 30 December 31 Dollars in millions 2016 2015 Fair value $ 820 $ 1,063 Weighted-average life (years) 4.2 6.3 Weighted-average constant prepayment rate 18.28 % 10.61 % Decline in fair value from 10% adverse change $ 50 $ 44 Decline in fair value from 20% adverse change $ 94 $ 85 Weighted-average option adjusted spread 847 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)	9 Months Ended
	Sep. 30, 2016
Share-based Compensation [Abstract]
Net Periodic Pension and Postretirement Benefits Costs	Table 73: Net Periodic Pension and Postretirement Benefit Costs Qualified Pension Plan Nonqualified Retirement Plans Postretirement Benefits Three months ended September 30 In millions 2016 2015 2016 2015 2016 2015 Net periodic cost consists of: Service cost $ 26 $ 27 $ 1 $ 1 $ 1 $ 1 Interest cost 46 44 3 3 4 4 Expected return on plan assets (70) (75) (1) Amortization of prior service credit (2) (2) (1) Amortization of actuarial losses 12 8 1 2 Net periodic cost/(benefit) $ 12 $ 2 $ 5 $ 6 $ 4 $ 4 Qualified Pension Plan Nonqualified Retirement Plans Postretirement Benefits Nine months ended September 30 In millions 2016 2015 2016 2015 2016 2015 Net periodic cost consists of: Service cost $ 77 $ 80 $ 2 $ 2 $ 4 $ 4 Interest cost 139 133 9 9 11 11 Expected return on plan assets (211) (223) (3) Amortization of prior service credit (5) (6) (1) (1) Amortization of actuarial losses 34 23 3 5 Net periodic cost/(benefit) $ 34 $ 7 $ 14 $ 16 $ 11 $ 14

Financial Derivatives (Tables)

Financial Derivatives (Tables)	9 Months Ended
	Sep. 30, 2016
Derivative Instruments And Hedging Activities Disclosure [Abstract]
Total Gross Derivatives	Table 74: Total Gross Derivatives September 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 $ 52,466 $ 1,645 $ 309 $ 52,074 $ 1,159 $ 174 Derivatives not designated as hedging instruments under GAAP 296,321 5,502 5,098 295,902 3,782 3,628 Total gross derivatives $ 348,787 $ 7,147 $ 5,407 $ 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 75: Derivatives Designated As Hedging Instruments under GAAP September 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 $ 25,972 $ 989 $ 1 $ 25,756 $ 699 $ 18 Pay-fixed swaps (c) 7,715 1 307 5,934 13 153 Subtotal 33,687 990 308 31,690 712 171 Cash flow hedges: Receive-fixed swaps 17,579 487 1 17,879 412 2 Forward purchase commitments 200 1 1,400 4 1 Subtotal 17,779 488 1 19,279 416 3 Foreign exchange contracts: Net investment hedges 1,000 167 1,105 31 Total derivatives designated as hedging instruments $ 52,466 $ 1,645 $ 309 $ 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 76: Gains (Losses) on Derivatives and Related Hedged Items - Fair Value Hedges (a) Three months ended Nine months ended September 30, 2016 September 30, 2015 September 30, 2016 September 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) $ 51 $ (53) $ (92) $ 94 $ (158) $ 161 $ (80) $ 82 Interest rate contracts Subordinated Debt and Bank Notes and Senior Debt Borrowed funds (interest expense) (232) 231 305 (323) 330 (369) 198 (236) Total (a) $ (181) $ 178 $ 213 $ (229) $ 172 $ (208) $ 118 $ (154) (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 77: Gains (Losses) on Derivatives and Related Cash Flows - Cash Flow Hedges (a) (b) Three months ended Nine months ended September 30 September 30 In millions 2016 2015 2016 2015 Gains (losses) on derivatives recognized in OCI - (effective portion) $ (63) $ 326 $ 328 $ 522 Less: Gains (losses) reclassified from accumulated OCI into income - (effective portion) Interest income 61 80 190 220 Noninterest income 1 12 (1) Total gains (losses) reclassified from accumulated OCI into income - (effective portion) $ 62 $ 92 $ 190 $ 219 Net unrealized gains (losses) on cash flow hedge derivatives $ (125) $ 234 $ 138 $ 303 (a) All cash flow hedge derivatives are interest rate contracts as of September 30, 2016 and September 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 78: Derivatives Not Designated As Hedging Instruments under GAAP September 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 $ 37,604 $ 1,369 $ 893 $ 37,505 $ 758 $ 416 Swaptions 1,231 13 7 650 27 14 Futures (c) 18,428 17,653 Futures options 6,000 1 Mortgage-backed securities commitments 6,026 14 1 3,920 4 8 Subtotal 63,289 1,396 901 65,728 789 439 Loan sales Interest rate contracts: Futures (c) 15 20 Bond options 200 200 2 Mortgage-backed securities commitments 6,546 8 19 6,363 16 8 Residential mortgage loan commitments 2,231 32 1,580 16 Subtotal 8,992 40 19 8,163 34 8 Subtotal $ 72,281 $ 1,436 $ 920 $ 73,891 $ 823 $ 447 Derivatives used for commercial mortgage banking activities: Interest rate contracts: Swaps $ 4,925 $ 136 $ 64 $ 3,945 $ 77 $ 46 Swaptions 439 Futures (c) 3,322 18,454 Commercial mortgage loan commitments 1,407 15 7 1,176 11 6 Subtotal 9,654 151 71 24,014 88 52 Credit contracts 35 77 Subtotal $ 9,689 $ 151 $ 71 $ 24,091 $ 88 $ 52 Derivatives used for customer-related activities: Interest rate contracts: Swaps $ 168,512 $ 3,516 $ 3,520 $ 157,041 $ 2,507 $ 2,433 Caps/floors - Sold 5,140 10 5,337 11 Caps/floors - Purchased 6,462 19 6,383 18 Swaptions 4,773 150 6 4,363 86 13 Futures (c) 3,077 1,673 Mortgage-backed securities commitments 2,012 2 3 1,910 5 2 Subtotal 189,976 3,687 3,539 176,707 2,616 2,459 Foreign exchange contracts 12,064 185 159 10,888 194 198 Credit contracts 6,397 3 7 5,026 2 4 Subtotal $ 208,437 $ 3,875 $ 3,705 $ 192,621 $ 2,812 $ 2,661 Derivatives used for other risk management activities: Foreign exchange contracts $ 3,061 $ 40 $ 25 $ 2,742 $ 59 $ 6 Other contracts (d) 2,853 377 2,557 462 Subtotal $ 5,914 $ 40 $ 402 $ 5,299 $ 59 $ 468 Total derivatives not designated as hedging instruments $ 296,321 $ 5,502 $ 5,098 $ 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 79: Gains (Losses) on Derivatives Not Designated As Hedging Instruments under GAAP Three months ended Nine months ended September 30 September 30 In millions 2016 2015 2016 2015 Derivatives used for residential mortgage banking activities: Residential mortgage servicing Interest rate contracts $ 7 $ 144 $ 343 $ 159 Loan sales Interest rate contracts 16 (6) 13 62 Gains (losses) included in residential mortgage banking activities (a) $ 23 $ 138 $ 356 $ 221 Derivatives used for commercial mortgage banking activities: Interest rate contracts (b) (c) $ (5) $ 42 $ 75 $ 47 Gains (losses) from commercial mortgage banking activities $ (5) $ 42 $ 75 $ 47 Derivatives used for customer-related activities: Interest rate contracts $ 23 $ 10 $ 20 $ 44 Foreign exchange contracts 26 23 72 56 Gains (losses) from customer-related activities (c) $ 49 $ 33 $ 92 $ 100 Derivatives used for other risk management activities: Interest rate contracts $ 1 Foreign exchange contracts $ 26 $ 94 $ (3) 208 Other contracts (d) (22) 47 (88) 54 Gains (losses) from other risk management activities (c) $ 4 $ 141 $ (91) $ 263 Total gains (losses) from derivatives not designated as hedging instruments $ 71 $ 354 $ 432 $ 631 (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 80: Derivative Assets and Liabilities Offsetting Gross Fair Value Amounts Offset on the Consolidated Balance Sheet Net Fair Value Securities Collateral Held / (Pledged) Net Amounts September 30, 2016 Fair Value Offset Amount Cash Collateral Under Master Netting Agreements In millions Derivative assets Interest rate contracts: Cleared $ 2,002 $ 1,793 $ 184 $ 25 $ 25 Over-the-counter 4,750 1,844 557 2,349 $ 314 2,035 Foreign exchange contracts 392 213 40 139 139 Credit contracts 3 1 1 1 1 Total derivative assets $ 7,147 $ 3,851 $ 782 $ 2,514 (a) $ 314 $ 2,200 Derivative liabilities Interest rate contracts: Cleared $ 2,192 $ 1,794 $ 376 $ 22 $ 22 Over-the-counter 2,647 1,947 643 57 57 Foreign exchange contracts 184 105 24 55 55 Credit contracts 7 5 2 Other contracts 377 377 377 Total derivative liabilities $ 5,407 $ 3,851 $ 1,045 $ 511 (b) $ 511 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)	9 Months Ended
	Sep. 30, 2016
Earnings per Share
Basic and Diluted Earnings per Common Share	N OTE 10 E ARNINGS P ER S HARE Table 81: Basic and Diluted Earnings per Common Share Three months ended Nine months ended September 30 September 30 In millions, except per share data 2016 2015 2016 2015 Basic Net income $ 1,006 $ 1,073 $ 2,938 $ 3,121 Less: Net income (loss) attributable to noncontrolling interests 18 18 60 23 Preferred stock dividends and discount accretion and redemptions 64 64 172 182 Net income attributable to common shares 924 991 2,706 2,916 Less: Dividends and undistributed earnings allocated to participating securities 7 19 2 Net income attributable to basic common shares $ 917 $ 991 $ 2,687 $ 2,914 Basic weighted-average common shares outstanding 490 512 496 516 Basic earnings per common share (a) $ 1.87 $ 1.93 $ 5.41 $ 5.64 Diluted Net income attributable to basic common shares $ 917 $ 991 $ 2,687 $ 2,914 Less: Impact of BlackRock earnings per share dilution 4 4 10 14 Net income attributable to diluted common shares $ 913 $ 987 $ 2,677 $ 2,900 Basic weighted-average common shares outstanding 490 512 496 516 Dilutive potential common shares 6 8 6 9 Diluted weighted-average common shares outstanding 496 520 502 525 Diluted earnings per common share (a) $ 1.84 $ 1.90 $ 5.33 $ 5.52 (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)	9 Months Ended
	Sep. 30, 2016
Other Comprehensive Income [Abstract]
Rollforward of Total Equity	Table 82: 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 3,098 23 3,121 Other comprehensive income (loss), net of tax 112 112 Cash dividends declared Common ($1.50 per share) (779) (779) Preferred (178) (178) Preferred stock discount accretion 4 (4) Common stock activity 1 3 36 39 Treasury stock activity (14) (58) (1,407) (1,465) Preferred stock redemption - Series K (500) (500) Other 70 (216) (146) Balance at September 30, 2015 (a) 510 $ 2,708 $ 3,450 $ 12,675 $ 28,337 $ 615 $ (2,837) $ 1,330 $ 46,278 Balance at January 1, 2016 504 $ 2,708 $ 3,452 $ 12,745 $ 29,043 $ 130 $ (3,368) $ 1,270 $ 45,980 Net income 2,878 60 2,938 Other comprehensive income (loss), net of tax 516 516 Cash dividends declared Common ($1.57 per share) (791) (791) Preferred (168) (168) Preferred stock discount accretion 4 (4) Common stock activity (b) 1 10 11 Treasury stock activity (16) (23) (1,397) (1,420) Other (29) (192) (221) Balance at September 30, 2016 (a) 488 $ 2,709 $ 3,456 $ 12,703 $ 30,958 $ 646 $ (4,765) $ 1,138 $ 46,845 (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 83: Other Comprehensive Income Three Months Ended September 30 Nine Months Ended September 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 $ (14) $ 139 $ 791 $ (75) Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income 5 6 19 20 Less: Net gains (losses) realized on sales of securities reclassified to noninterest income 6 (21) 20 42 Net increase (decrease), pre-tax (25) 154 752 (137) Effect of income taxes 10 (57) (275) 50 Net increase (decrease), after-tax (15) 97 477 (87) Net unrealized gains (losses) on OTTI securities Increase in net unrealized gains (losses) on OTTI securities 38 3 16 8 Less: OTTI losses realized on securities reclassified to noninterest income (1) (1) (3) Net increase (decrease), pre-tax 38 4 17 11 Effect of income taxes (14) (1) (6) (4) Net increase (decrease), after-tax 24 3 11 7 Net unrealized gains (losses) on cash flow hedge derivatives Increase in net unrealized gains (losses) on cash flow hedge derivatives (63) 326 328 522 Less: Net gains (losses) realized as a yield adjustment reclassified to loan interest income 51 74 167 202 Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income 10 6 23 18 Less: Net gains (losses) realized on sales of securities reclassified to noninterest income 1 12 (1) Net increase (decrease), pre-tax (125) 234 138 303 Effect of income taxes 45 (86) (51) (111) Net increase (decrease), after-tax (80) 148 87 192 Pension and other postretirement benefit plan adjustments Net pension and other postretirement benefit activity (5) 36 Amortization of actuarial loss (gain) reclassified to other noninterest expense 13 10 37 28 Amortization of prior service cost (credit) reclassified to other noninterest expense (2) (3) (6) (7) Net increase (decrease), pre-tax 11 7 26 57 Effect of income taxes (5) (2) (10) (20) Net increase (decrease), after-tax 6 5 16 37 Other PNC's portion of BlackRock's OCI (28) (40) (34) Net investment hedge derivatives 27 43 136 32 Foreign currency translation adjustments and other (a) (24) (44) (136) (35) Net increase (decrease), pre-tax (25) (1) (40) (37) Effect of income taxes (a) (16) (35) Net increase (decrease), after-tax (25) (17) (75) (37) Total other comprehensive income, pre-tax (126) 398 893 197 Total other comprehensive income, tax effect 36 (162) (377) (85) Total other comprehensive income, after-tax $ (90) $ 236 $ 516 $ 112 (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 84: 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 June 30, 2015 $ 463 $ 78 $ 394 $ (488) $ (68) $ 379 Net activity 97 3 148 5 (17) 236 Balance at September 30, 2015 $ 560 $ 81 $ 542 $ (483) $ (85) $ 615 Balance at June 30, 2016 $ 778 $ 53 $ 597 $ (544) $ (148) $ 736 Net activity (15) 24 (80) 6 (25) (90) Balance at September 30, 2016 $ 763 $ 77 $ 517 $ (538) $ (173) $ 646 Balance at December 31, 2014 $ 647 $ 74 $ 350 $ (520) $ (48) $ 503 Net activity (87) 7 192 37 (37) 112 Balance at September 30, 2015 $ 560 $ 81 $ 542 $ (483) $ (85) $ 615 Balance at December 31, 2015 $ 286 $ 66 $ 430 $ (554) $ (98) $ 130 Net activity 477 11 87 16 (75) 516 Balance at September 30, 2016 $ 763 $ 77 $ 517 $ (538) $ (173) $ 646

Commitments And Guarantees (Tab

Commitments And Guarantees (Tables)	9 Months Ended
	Sep. 30, 2016
Commitments and Guarantees [Abstract]
Commitments to Extend Credit and Other Commitments	Table 85: Commitments to Extend Credit and Other Commitments September 30 December 31 In millions 2016 2015 Commitments to extend credit Total commercial lending $ 104,124 $ 101,252 Home equity lines of credit 17,316 17,268 Credit card 21,907 19,937 Other 4,493 4,032 Total commitments to extend credit 147,840 142,489 Net outstanding standby letters of credit (a) 8,760 8,765 Reinsurance agreements (b) 1,880 2,010 Standby bond purchase agreements (c) 868 911 Other commitments (d) 980 966 Total commitments to extend credit and other commitments $ 160,328 $ 155,141 (a) Net outstanding standby letters of credit include $4.4 billion and $4.7 billion which support remarketing programs at September 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 September 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 September 30, 2016 and December 31, 2015, respectively.
Internal Credit Ratings Related to Net Outstanding Standby Letters of Credit	Table 86: Internal Credit Ratings Related to Net Outstanding Standby Letters of Credit September 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 87: 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 September 30, 2016 $ 637 $ 637 $ 563 $ 74 (c) December 31, 2015 $ 1,082 $ 1,082 $ 1,008 $ 74 (c) Repurchase Agreements (d) September 30, 2016 $ 1,231 $ 1,231 $ 532 $ 699 (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 September 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 September 30, 2016 and December 31, 2015.

Segment Reporting (Tables)

Segment Reporting (Tables)	9 Months Ended
	Sep. 30, 2016
Segment Reporting [Abstract]
Results of Businesses	Table 88: Results Of Businesses Corporate & Asset Residential Non-Strategic Three months ended September 30 Retail Institutional Management Mortgage Assets In millions Banking Banking Group Banking BlackRock Portfolio Other Consolidated (a) 2016 Income Statement Net interest income $ 1,120 $ 840 $ 74 $ 28 $ 72 $ (39) $ 2,095 Noninterest income 527 517 220 163 $ 189 8 110 1,734 Total revenue 1,647 1,357 294 191 189 80 71 3,829 Provision for credit losses (benefit) 104 12 (3) (22) (4) 87 Depreciation and amortization 40 35 11 3 120 209 Other noninterest expense 1,151 520 195 167 16 136 2,185 Income (loss) before income taxes and noncontrolling interests 352 790 91 21 189 86 (181) 1,348 Income taxes (benefit) 129 253 33 8 41 32 (154) 342 Net income (loss) $ 223 $ 537 $ 58 $ 13 $ 148 $ 54 $ (27) $ 1,006 Average Assets (b) $ 71,219 $ 139,806 $ 7,588 $ 6,160 $ 7,026 $ 5,302 $ 126,769 $ 363,870 2015 Income Statement Net interest income $ 1,068 $ 855 $ 71 $ 31 $ 90 $ (53) $ 2,062 Noninterest income 574 476 207 135 $ 181 16 124 1,713 Total revenue 1,642 1,331 278 166 181 106 71 3,775 Provision for credit losses (benefit) 57 46 (2) 2 (25) 3 81 Depreciation and amortization 42 36 10 4 109 201 Other noninterest expense 1,148 497 201 167 23 115 2,151 Income (loss) before income taxes and noncontrolling interests 395 752 69 (7) 181 108 (156) 1,342 Income taxes (benefit) 144 250 25 (3) 42 40 (229) 269 Net income (loss) $ 251 $ 502 $ 44 $ (4) $ 139 $ 68 $ 73 $ 1,073 Average Assets (b) $ 72,916 $ 131,613 $ 7,902 $ 6,513 $ 6,813 $ 6,460 $ 126,370 $ 358,587 Corporate & Asset Residential Non-Strategic Nine months ended September 30 Retail Institutional Management Mortgage Assets In millions Banking Banking Group Banking BlackRock Portfolio Other Consolidated (a) 2016 Income Statement Net interest income $ 3,350 $ 2,500 $ 227 $ 81 $ 220 $ (117) $ 6,261 Noninterest income 1,628 1,484 636 450 $ 500 35 294 5,027 Total revenue 4,978 3,984 863 531 500 255 177 11,288 Provision for credit losses (benefit) 210 188 (16) (16) 366 Depreciation and amortization 121 107 34 8 356 626 Other noninterest expense 3,388 1,518 584 450 57 412 6,409 Income (loss) before income taxes and noncontrolling interests 1,259 2,171 245 73 500 214 (575) 3,887 Income taxes (benefit) 461 713 90 27 110 79 (531) 949 Net income (loss) $ 798 $ 1,458 $ 155 $ 46 $ 390 $ 135 $ (44) $ 2,938 Average Assets (b) $ 71,658 $ 137,884 $ 7,743 $ 6,078 $ 7,026 $ 5,580 $ 123,638 $ 359,607 2015 Income Statement Net interest income $ 3,150 $ 2,515 $ 215 $ 91 $ 302 $ (87) $ 6,186 Noninterest income 1,652 1,397 658 488 $ 532 34 425 5,186 Total revenue 4,802 3,912 873 579 532 336 338 11,372 Provision for credit losses (benefit) 151 83 11 2 (61) (5) 181 Depreciation and amortization 127 109 33 11 315 595 Other noninterest expense 3,431 1,485 603 499 73 381 6,472 Income (loss) before income taxes and noncontrolling interests 1,093 2,235 226 67 532 324 (353) 4,124 Income taxes (benefit) 399 743 83 24 125 119 (490) 1,003 Net income $ 694 $ 1,492 $ 143 $ 43 $ 407 $ 205 $ 137 $ 3,121 Average Assets (b) $ 73,430 $ 131,678 $ 7,922 $ 6,962 $ 6,813 $ 6,880 $ 119,448 $ 353,133 (a) There were no material intersegment revenues for the three and nine months ended September 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	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2016
Other Tax Benefits Recognized Low Income Housing Tax Credit Investments	$ 20	$ 58
Tax Credits Recognized Low Income Housing Tax Credit Investments	56	167
Amortization Recognized Low Income Housing Tax Credit Investments	$ 55	$ 160

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 ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Residential Mortgages [Member]
Carrying value of mortgage-backed securities held	$ 6,700,000,000	$ 5,800,000,000	$ 6,700,000,000	$ 5,800,000,000	$ 6,600,000,000
Cash flows from sales of loans	1,950,000,000	2,329,000,000	4,796,000,000	6,284,000,000
Cash flows from repurchases of previously transferred loans	133,000,000	129,000,000	396,000,000	432,000,000
Cash flows from servicing fees	95,000,000	84,000,000	281,000,000	249,000,000
Cash flows from servicing advances recovered	13,000,000	32,000,000	89,000,000	70,000,000
Cash flows on mortgage-backed securities held	466,000,000	424,000,000	1,235,000,000	1,093,000,000
Commercial Mortgages [Member]
Carrying value of mortgage-backed securities held	1,000,000,000	1,100,000,000	1,000,000,000	1,100,000,000	$ 1,300,000,000
Cash flows from sales of loans	1,342,000,000	846,000,000	2,796,000,000	3,025,000,000
Cash flows from servicing fees	31,000,000	35,000,000	93,000,000	103,000,000
Cash flows from servicing advances recovered				22,000,000
Cash flows on mortgage-backed securities held	31,000,000	41,000,000	228,000,000	155,000,000
Cash flows from servicing advances (funded)	(7,000,000)	(6,000,000)
Home Equity Loans Lines [Member]
Cash flows from repurchases of previously transferred loans		90,000,000		92,000,000
Cash flows from servicing fees	2,000,000	4,000,000	8,000,000	12,000,000
Cash flows from servicing advances recovered	$ 1,000,000	$ 3,000,000	$ 21,000,000	$ 28,000,000

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		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Residential Mortgages [Member]
Total principal balance	$ 67,585		$ 67,585		$ 72,898
Delinquent loans	1,485		1,485		1,923
Net charge-offs	24	$ 23	78	$ 92
Commercial Mortgages [Member]
Total principal balance	46,652		46,652		53,789
Delinquent loans	1,082		1,082		1,057
Net charge-offs	168	236	1,237	491
Home Equity Loans Lines [Member]
Total principal balance	2,410		2,410		2,806
Delinquent loans	889		889		$ 904
Net charge-offs	$ 9	$ 6	$ 25	$ 21

Loan Sale and Servicing Activ38

Loan Sale and Servicing Activities and Variable Interest Entities (Consolidated VIEs - Carrying Value) (Details) - USD ($)		Sep. 30, 2016		Dec. 31, 2015		Sep. 30, 2015	Dec. 31, 2014
Cash and due from banks		$ 4,531,000,000		$ 4,065,000,000	[1]	$ 3,835,000,000	$ 4,360,000,000
Interest-earning deposits with banks		27,058,000,000		30,546,000,000	[1]
Loans (b)		210,446,000,000	[2]	206,696,000,000	[2]	204,983,000,000
Allowance for loan and lease losses		(2,619,000,000)		(2,727,000,000)		$ (3,237,000,000)	$ (3,331,000,000)
Equity investments	[1]	10,605,000,000		10,587,000,000
Other assets	[1],[2]	24,730,000,000		23,092,000,000
Total assets		369,348,000,000		358,493,000,000
Other borrowed funds	[3],[4]	2,117,000,000		2,793,000,000
Accrued expenses	[4]	5,226,000,000		4,975,000,000
Other liabilities	[4]	5,531,000,000		3,743,000,000
Total liabilities		322,503,000,000		312,513,000,000
Noncontrolling interests		1,138,000,000		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]	205,000,000		183,000,000
Other assets	[1]	21,000,000		402,000,000
Total assets		226,000,000		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		9,000,000		394,000,000
Noncontrolling interests		$ 121,000,000		$ 99,000,000
[1]	Our consolidated assets at September 30, 2016 included the following assets of certain variable interest entities (VIEs): Equity investments of $205 million and Other assets of $21 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 September 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $136 million, Loans held for sale of $2.0 billion, Loans of $.9 billion, and Other assets of $384 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 September 30, 2016 and December 31, 2015 included Other borrowed funds of $78 million and $93 million, respectively, for which we have elected the fair value option.
[4]	Our consolidated liabilities at September 30, 2016 included liabilities of $9 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	Sep. 30, 2016	Dec. 31, 2015
PNC Risk of Loss	$ 10,991	$ 10,729
Carrying Value of Assets Owned by PNC	10,925	10,800
Carrying Value of Liabilities Owned by PNC	808	838
Commercial Mortgage-Backed Securitizations [Member]
PNC Risk of Loss	1,089	1,498
Carrying Value of Assets Owned by PNC	1,089	1,498
Carrying Value of Liabilities Owned by PNC		1
Residential Mortgage-Backed Securitizations [Member]
PNC Risk of Loss	6,764	6,680
Carrying Value of Assets Owned by PNC	6,764	6,680
Carrying Value of Liabilities Owned by PNC	1	1
Tax Credit Investments And Other [Member]
PNC Risk of Loss	3,138	2,551
Carrying Value of Assets Owned by PNC	3,072	2,622
Carrying Value of Liabilities Owned by PNC	$ 807	$ 836

Asset Quality (Narrative) (Deta

Asset Quality (Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Troubled debt restructurings (TDRs)	$ 2,359		$ 2,359		$ 2,351
Nonperforming loans	2,146		2,146		2,126
TDRs [Member]
Associated Allowance for TDRs	316	$ 302	316	$ 302	319
Recorded Investment - Subsequently defaulted TDRs	66	$ 29	118	$ 69
Nonperforming [Member]
Troubled debt restructurings (TDRs)	1,177		1,177		1,119
Performing, including Consumer Credit Card TDRs [Member]
Troubled debt restructurings (TDRs)	1,182		1,182		1,232
Federal Reserve Bank [Member]
Loans pledged as collateral for contingent borrowings	21,900		21,900		20,200
Federal Home Loan Bank [Member]
Loans pledged as collateral for contingent borrowings	$ 59,100		$ 59,100		$ 56,400

Asset Quality (Analysis of Loan

Asset Quality (Analysis of Loan Portfolio) (Details) - USD ($) $ in Millions	Sep. 30, 2016		Dec. 31, 2015		Sep. 30, 2015
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 210,446	[1]	$ 206,696	[1]	$ 204,983
Percentage Of Total Loans	100.00%		100.00%
Unearned income, net deferred loan fees, unamortized discounts and premiums, and purchase discounts and premiums	$ 1,300		$ 1,400
Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 203,541		$ 199,183
Percentage Of Total Loans	96.72%		96.36%
30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 454		$ 511
Percentage Of Total Loans	0.22%		0.25%
60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 236		$ 248
Percentage Of Total Loans	0.11%		0.12%
90 Days or More Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 766		$ 881
Percentage Of Total Loans	0.36%		0.43%
Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 1,456		$ 1,640
Percentage Of Total Loans	0.69%		0.80%
Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 2,146		$ 2,126
Percentage Of Total Loans	1.02%		1.03%
Fair Value Option Nonaccrual Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 223		$ 225
Percentage Of Total Loans	0.11%		0.11%
Purchased Impaired Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 3,080		$ 3,522
Percentage Of Total Loans	1.46%		1.70%
Total commercial lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 138,163		$ 133,544		131,164
Total commercial lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	137,195		132,649
Total commercial lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	91		98
Total commercial lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	27		38
Total commercial lending [Member] | 90 Days or More Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	37		45
Total commercial lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	155		181
Total commercial lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	691		545
Total commercial lending [Member] | Purchased Impaired Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	122		169
Total consumer lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	72,283		73,152		$ 73,819
Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	66,346		66,534
Total consumer lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	363		413
Total consumer lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	209		210
Total consumer lending [Member] | 90 Days or More Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	729		836
Total consumer lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	1,301		1,459
Total consumer lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	1,455		1,581
Total consumer lending [Member] | Fair Value Option Nonaccrual Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	223		225
Total consumer lending [Member] | Purchased Impaired Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	2,958		3,353
Commercial [Member] | Total commercial lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	101,512		98,608
Commercial [Member] | Total commercial lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	100,845		98,075
Commercial [Member] | Total commercial lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	64		69
Commercial [Member] | Total commercial lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	24		32
Commercial [Member] | Total commercial lending [Member] | 90 Days or More Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	37		45
Commercial [Member] | Total commercial lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	125		146
Commercial [Member] | Total commercial lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	521		351
Commercial [Member] | Total commercial lending [Member] | Purchased Impaired Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	21		36
Commercial Real Estate [Member] | Total commercial lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	29,273		27,468
Commercial Real Estate [Member] | Total commercial lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	28,993		27,134
Commercial Real Estate [Member] | Total commercial lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	26		10
Commercial Real Estate [Member] | Total commercial lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	1		4
Commercial Real Estate [Member] | Total commercial lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	27		14
Commercial Real Estate [Member] | Total commercial lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	152		187
Commercial Real Estate [Member] | Total commercial lending [Member] | Purchased Impaired Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	101		133
Equipment Lease Financing [Member] | Total commercial lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	7,378		7,468
Equipment Lease Financing [Member] | Total commercial lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	7,357		7,440
Equipment Lease Financing [Member] | Total commercial lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	1		19
Equipment Lease Financing [Member] | Total commercial lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	2		2
Equipment Lease Financing [Member] | Total commercial lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	3		21
Equipment Lease Financing [Member] | Total commercial lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	18		7
Home Equity [Member] | Total consumer lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	30,432		32,133
Home Equity [Member] | Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	28,267		29,656
Home Equity [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	55		63
Home Equity [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	27		30
Home Equity [Member] | Total consumer lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	82		93
Home Equity [Member] | Total consumer lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	895		977
Home Equity [Member] | Total consumer lending [Member] | Purchased Impaired Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	1,188		1,407
Residential Real Estate [Member] | Total consumer lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	15,141		14,411
Residential Real Estate [Member] | Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	11,969		10,918
Residential Real Estate [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	110		142
Residential Real Estate [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	71		65
Residential Real Estate [Member] | Total consumer lending [Member] | 90 Days or More Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	496		566
Residential Real Estate [Member] | Total consumer lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	677		773
Residential Real Estate [Member] | Total consumer lending [Member] | Total Past Due [Member] | Government Insured or Guaranteed Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	579		646
Residential Real Estate [Member] | Total consumer lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	502		549
Residential Real Estate [Member] | Total consumer lending [Member] | Fair Value Option Nonaccrual Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	223		225
Residential Real Estate [Member] | Total consumer lending [Member] | Purchased Impaired Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	1,770		1,946
Credit Card [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	5,029		4,862
Credit Card [Member] | Total consumer lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	5,029		4,862
Credit Card [Member] | Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	4,947		4,779
Credit Card [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	28		28
Credit Card [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	19		19
Credit Card [Member] | Total consumer lending [Member] | 90 Days or More Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	31		33
Credit Card [Member] | Total consumer lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	78		80
Credit Card [Member] | Total consumer lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	4		3
Other Consumer [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	21,681		21,746
Other Consumer [Member] | Total consumer lending [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	21,681		21,746
Other Consumer [Member] | Total consumer lending [Member] | Current or Less Than 30 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	21,163		21,181
Other Consumer [Member] | Total consumer lending [Member] | 30-59 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	170		180
Other Consumer [Member] | Total consumer lending [Member] | 60-89 Days Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	92		96
Other Consumer [Member] | Total consumer lending [Member] | 90 Days or More Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	202		237
Other Consumer [Member] | Total consumer lending [Member] | Total Past Due [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	464		513
Other Consumer [Member] | Total consumer lending [Member] | Total Past Due [Member] | Government Insured or Guaranteed Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	361		411
Other Consumer [Member] | Total consumer lending [Member] | Nonperforming Loans [Member]
financingreceivablerecordedinvestmentpastduelineitems
Total Loans	$ 54		$ 52
[1]	Our consolidated assets at September 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $136 million, Loans held for sale of $2.0 billion, Loans of $.9 billion, and Other assets of $384 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	Sep. 30, 2016	Dec. 31, 2015
Nonperforming loans	$ 2,146	$ 2,126
Other real estate owned (OREO)	217	279
Foreclosed and other assets	12	20
Total OREO and foreclosed assets	229	299
Total nonperforming assets	$ 2,375	$ 2,425
Nonperforming loans to total loans	1.02%	1.03%
Nonperforming assets to total loans, OREO and foreclosed assets	1.13%	1.17%
Nonperforming assets to total assets	0.64%	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	691	545
Total consumer lending [Member]
Nonperforming loans	$ 1,455	$ 1,581

Asset Quality (Commercial Lendi

Asset Quality (Commercial Lending Asset Quality Indicators) (Details) - USD ($)	Sep. 30, 2016		Dec. 31, 2015		Sep. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	$ 3,080,000,000				$ 4,167,000,000
Total Loans	210,446,000,000	[1]	$ 206,696,000,000	[1]	204,983,000,000
Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	122,000,000		169,000,000		204,000,000
Total Loans	138,163,000,000		133,544,000,000		$ 131,164,000,000
Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	101,491,000,000		98,572,000,000
Total Loans	101,512,000,000		98,608,000,000
Total commercial lending [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	29,172,000,000		27,335,000,000
Total Loans	29,273,000,000		27,468,000,000
Total commercial lending [Member] | Equipment Lease Financing [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	7,378,000,000		7,468,000,000
Total Loans	7,378,000,000		7,468,000,000
Pass [Member] | Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	35,000,000
Total Loans	132,023,000,000		127,323,000,000
Pass [Member] | Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	96,035,000,000		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	28,768,000,000		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	7,185,000,000		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	2,176,000,000		2,242,000,000
Special Mention [Member] | Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	2,046,000,000		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	60,000,000		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	69,000,000		87,000,000
Substandard [Member] | Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	80,000,000		157,000,000
Total Loans	3,859,000,000		3,877,000,000
Substandard [Member] | Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	3,335,000,000		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	328,000,000		481,000,000
Substandard [Member] | Total commercial lending [Member] | Equipment Lease Financing [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	116,000,000		150,000,000
Doubtful [Member] | Total commercial lending [Member]
Financing Receivable, Recorded Investment [Line Items]
Purchased impaired loans	6,000,000		6,000,000
Total Loans	105,000,000		102,000,000
Doubtful [Member] | Total commercial lending [Member] | Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	75,000,000		90,000,000
Doubtful [Member] | Total commercial lending [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	16,000,000		5,000,000
Doubtful [Member] | Total commercial lending [Member] | Equipment Lease Financing [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	$ 8,000,000		$ 1,000,000
[1]	Our consolidated assets at September 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $136 million, Loans held for sale of $2.0 billion, Loans of $.9 billion, and Other assets of $384 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	Sep. 30, 2016		Dec. 31, 2015		Sep. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 210,446	[1]	$ 206,696	[1]	$ 204,983
Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	41,764		42,268
Purchased Impaired Loans - Outstanding Balance	3,211		3,684
Government insured or guaranteed residential real estate mortgages	851		923
Difference between outstanding balance and recorded investment - purchased impaired loans	(253)		(331)
Total loans	$ 45,573		$ 46,544
[1]	Our consolidated assets at September 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $136 million, Loans held for sale of $2.0 billion, Loans of $.9 billion, and Other assets of $384 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 ($)	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Recorded Investment	$ 3,080,000,000		$ 4,167,000,000
% of Loans	100.00%	100.00%
Home Equity [Member] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	$ 16,700,000,000	$ 17,060,000,000
Purchased Impaired Loans - Outstanding Balance	232,000,000	249,000,000
Home Equity [Member] | 2nd Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	12,544,000,000	13,666,000,000
Purchased Impaired Loans - Outstanding Balance	1,292,000,000	1,520,000,000
Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	12,520,000,000	11,542,000,000
Purchased Impaired Loans - Outstanding Balance	1,687,000,000	1,915,000,000
Residential Real Estate [Member] | Government Insured or Guaranteed Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	851,000,000	923,000,000
Total home equity and residential real estate loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	41,764,000,000	42,268,000,000
Purchased Impaired Loans - Outstanding Balance	3,211,000,000	3,684,000,000
Purchased Impaired Loans - Recorded Investment	$ 2,958,000,000	$ 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	17.00%	14.00%
Total home equity and residential real estate loans [Member] | Pennsylvania [Member] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	13.00%	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] | High Risk [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	4.00%
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	26.00%	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	$ 197,000,000	$ 283,000,000
Purchased Impaired Loans - Outstanding Balance	4,000,000	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	726,000,000	960,000,000
Purchased Impaired Loans - Outstanding Balance	118,000,000	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	205,000,000	284,000,000
Purchased Impaired Loans - Outstanding Balance	144,000,000	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	1,128,000,000	1,527,000,000
Purchased Impaired Loans - Outstanding Balance	266,000,000	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	40,000,000	40,000,000
Purchased Impaired Loans - Outstanding Balance	4,000,000	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	135,000,000	189,000,000
Purchased Impaired Loans - Outstanding Balance	53,000,000	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	38,000,000	68,000,000
Purchased Impaired Loans - Outstanding Balance	49,000,000	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	213,000,000	297,000,000
Purchased Impaired Loans - Outstanding Balance	106,000,000	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
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	5,000,000	8,000,000
Purchased Impaired Loans - Outstanding Balance	3,000,000	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	3,000,000	5,000,000
Purchased Impaired Loans - Outstanding Balance	6,000,000	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	8,000,000	14,000,000
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] | 1st Liens [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans - Excluding Purchased Impaired Loans	480,000,000	646,000,000
Purchased Impaired Loans - Outstanding Balance	8,000,000	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	1,372,000,000	1,733,000,000
Purchased Impaired Loans - Outstanding Balance	284,000,000	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	391,000,000	564,000,000
Purchased Impaired Loans - Outstanding Balance	146,000,000	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	2,243,000,000	2,943,000,000
Purchased Impaired Loans - Outstanding Balance	438,000,000	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	240,000,000	302,000,000
Purchased Impaired Loans - Outstanding Balance	117,000,000	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	88,000,000	102,000,000
Purchased Impaired Loans - Outstanding Balance	94,000,000	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	406,000,000	496,000,000
Purchased Impaired Loans - Outstanding Balance	219,000,000	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	1,000,000	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	4,000,000	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	9,000,000	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	16,000,000	15,000,000
Purchased Impaired Loans - Outstanding Balance	13,000,000	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	535,000,000	698,000,000
Purchased Impaired Loans - Outstanding Balance	7,000,000	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	1,233,000,000	1,492,000,000
Purchased Impaired Loans - Outstanding Balance	152,000,000	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	520,000,000	615,000,000
Purchased Impaired Loans - Outstanding Balance	106,000,000	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	2,288,000,000	2,805,000,000
Purchased Impaired Loans - Outstanding Balance	265,000,000	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	77,000,000	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	195,000,000	226,000,000
Purchased Impaired Loans - Outstanding Balance	66,000,000	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	78,000,000	94,000,000
Purchased Impaired Loans - Outstanding Balance	55,000,000	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	350,000,000	408,000,000
Purchased Impaired Loans - Outstanding Balance	126,000,000	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	2,000,000	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	2,000,000	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	12,000,000	10,000,000
Purchased Impaired Loans - Outstanding Balance	6,000,000	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	16,000,000	14,000,000
Purchased Impaired Loans - Outstanding Balance	8,000,000	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	13,934,000,000	13,895,000,000
Purchased Impaired Loans - Outstanding Balance	110,000,000	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	7,771,000,000	7,808,000,000
Purchased Impaired Loans - Outstanding Balance	322,000,000	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	10,458,000,000	9,117,000,000
Purchased Impaired Loans - Outstanding Balance	607,000,000	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	32,163,000,000	30,820,000,000
Purchased Impaired Loans - Outstanding Balance	1,039,000,000	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	1,334,000,000	1,282,000,000
Purchased Impaired Loans - Outstanding Balance	83,000,000	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	850,000,000	923,000,000
Purchased Impaired Loans - Outstanding Balance	166,000,000	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	593,000,000	570,000,000
Purchased Impaired Loans - Outstanding Balance	399,000,000	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	2,777,000,000	2,775,000,000
Purchased Impaired Loans - Outstanding Balance	648,000,000	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	22,000,000	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	5,000,000	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	122,000,000	105,000,000
Purchased Impaired Loans - Outstanding Balance	48,000,000	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	156,000,000	154,000,000
Purchased Impaired Loans - Outstanding Balance	54,000,000	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	1,000,000	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]
Purchased Impaired Loans - Outstanding Balance	14,000,000	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]
Purchased Impaired Loans - Outstanding Balance	15,000,000	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	3,000,000	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	4,000,000	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) - USD ($) $ in Millions	Sep. 30, 2016		Dec. 31, 2015		Sep. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 210,446	[1]	$ 206,696	[1]	$ 204,983
% of Loans	100.00%		100.00%
Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 5,029		$ 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	15.00%		17.00%
Credit Card [Member] | High Risk [Member] | Pennsylvania [Member]
Financing Receivable, Recorded Investment [Line Items]
% of Loans	17.00%		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	5.00%		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	5.00%		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	$ 5,029		$ 4,862
% of Loans	100.00%		100.00%
Weighted average FICO score	734		734
Credit Card [Member] | FICO Score - Greater than 719 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 3,029		$ 2,936
% of Loans	60.00%		60.00%
Credit Card [Member] | FICO Score - 650 to 719 [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 1,412		$ 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	$ 209		$ 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	$ 225		$ 227
% of Loans	5.00%		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	$ 154		$ 151
% of Loans	3.00%		3.00%
Other Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 21,681		$ 21,746
Other Consumer Loans [Member] | Using FICO Credit Metric [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 15,317		$ 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	$ 10,073		$ 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	$ 3,717		$ 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	$ 512		$ 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	$ 577		$ 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	$ 438		$ 501
% of Loans	3.00%		3.00%
Other Consumer Loans [Member] | Other Internal Credit Metrics [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 6,364		$ 7,213
[1]	Our consolidated assets at September 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $136 million, Loans held for sale of $2.0 billion, Loans of $.9 billion, and Other assets of $384 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	Sep. 30, 2016	Dec. 31, 2015
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	$ 2,359	$ 2,351
Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	1,177	1,119
Accruing [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	1,182	1,232
Total commercial lending [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	527	434
Total consumer lending [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings (TDRs)	$ 1,832	$ 1,917

Asset Quality (Financial Impact

Asset Quality (Financial Impact and TDRs by Concession Type) (Details) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016USD ($)loans	Sep. 30, 2015USD ($)loans	Sep. 30, 2016USD ($)loans	Sep. 30, 2015USD ($)loans
Financing Receivable, Modifications [Line Items]
Number of Loans | loans	2,837	3,053	8,544	8,514
Pre-TDR Recorded Investment	$ 170	$ 175	$ 667	$ 435
Post-TDR Recorded Investment	156	152	609	383
Principal Forgiveness [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment		15		20
Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	38	62	172	154
Other [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	$ 118	$ 75	$ 437	$ 209
Total commercial lending [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | loans	37	39	109	114
Pre-TDR Recorded Investment	$ 108	$ 80	$ 480	$ 185
Post-TDR Recorded Investment	97	62	432	144
Total commercial lending [Member] | Principal Forgiveness [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment		15		20
Total commercial lending [Member] | Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	1		53	4
Total commercial lending [Member] | Other [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	$ 96	$ 47	$ 379	$ 120
Total consumer lending [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | loans	2,800	3,014	8,435	8,400
Pre-TDR Recorded Investment	$ 62	$ 95	$ 187	$ 250
Post-TDR Recorded Investment	59	90	177	239
Total consumer lending [Member] | Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	37	62	119	150
Total consumer lending [Member] | Other [Member]
Financing Receivable, Modifications [Line Items]
Post-TDR Recorded Investment	$ 22	$ 28	$ 58	$ 89

Asset Quality (Impaired Loans)

Asset Quality (Impaired Loans) (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	$ 2,014	$ 2,085
Unpaid principal balance - Impaired loans without an associated allowance	1,531	1,407
Unpaid principal balance - Total impaired loans	3,545	3,492
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	1,701	1,774
Recorded investment - Impaired loans without an associated allowance	1,002	886
Recorded investment - Total impaired loans	2,703	2,660
Associated Allowance - Total impaired loans	360	395
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	1,775	1,977
Average recorded investment - Impaired loans without an associated allowance	978	767
Average recorded investment - Total impaired loans	2,753	2,744
TDRs [Member]
Recorded Investment - Impaired Financing Receivable [Abstract]
Associated Allowance for TDRs	316	319	$ 302
Commercial [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	544	442
Unpaid principal balance - Impaired loans without an associated allowance	379	201
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	389	337
Recorded investment - Impaired loans without an associated allowance	265	118
Associated Allowance - Total impaired loans	92	84
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	394	306
Average recorded investment - Impaired loans without an associated allowance	232	87
Commercial Real Estate [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	221	254
Unpaid principal balance - Impaired loans without an associated allowance	135	206
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	102	130
Recorded investment - Impaired loans without an associated allowance	115	158
Associated Allowance - Total impaired loans	28	35
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	108	197
Average recorded investment - Impaired loans without an associated allowance	143	168
Home Equity [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	891	978
Unpaid principal balance - Impaired loans without an associated allowance	486	464
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	859	909
Recorded investment - Impaired loans without an associated allowance	221	206
Associated Allowance - Total impaired loans	186	216
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	893	965
Average recorded investment - Impaired loans without an associated allowance	205	158
Residential Real Estate [Member]
Unpaid Principal Balance - Impaired Financing Receivable [Abstract]
Unpaid principal balance - Impaired loans with an associated allowance	227	272
Unpaid principal balance - Impaired loans without an associated allowance	508	512
Recorded Investment - Impaired Financing Receivable [Abstract]
Recorded investment - Impaired loans with an associated allowance	222	264
Recorded investment - Impaired loans without an associated allowance	394	396
Associated Allowance - Total impaired loans	29	35
Average Recorded Receivable - Impaired Financing Receivable [Abstract]
Average recorded investment - Impaired loans with an associated allowance	249	359
Average recorded investment - Impaired loans without an associated allowance	390	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	24	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	25	26
Recorded investment - Impaired loans without an associated allowance	7	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			9 Months Ended
	Sep. 30, 2016		Sep. 30, 2015	Sep. 30, 2016		Sep. 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				(692,000,000)		(589,000,000)
Recoveries				255,000,000		323,000,000
Net charge-offs				(437,000,000)		(266,000,000)
Provision For Credit Losses	$ 87,000,000		$ 81,000,000	366,000,000		181,000,000
Net change in allowance for unfunded loan commitments and letters of credit				(49,000,000)		(7,000,000)
Net Recoveries of purchased impaired loans and other				12,000,000
Other						(2,000,000)
Ending Balance	2,619,000,000		3,237,000,000	2,619,000,000		3,237,000,000
Loans collectively evaluated for impairment - associated allowance	1,936,000,000		2,047,000,000	1,936,000,000		2,047,000,000
Impaired loans - associated allowance	360,000,000			360,000,000			$ 395,000,000
Loans collectively evaluated for impairment	203,789,000,000		197,242,000,000	203,789,000,000		197,242,000,000
Fair value option loans	874,000,000		915,000,000	874,000,000		915,000,000
Purchased impaired loans	3,080,000,000		4,167,000,000	3,080,000,000		4,167,000,000
Total loans	$ 210,446,000,000	[1]	$ 204,983,000,000	$ 210,446,000,000	[1]	$ 204,983,000,000	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	1.24%		1.58%	1.24%		1.58%
TDRs [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	$ 316,000,000		$ 302,000,000	$ 316,000,000		$ 302,000,000	319,000,000
Loans individually evaluated for impairment	2,359,000,000		2,368,000,000	2,359,000,000		2,368,000,000
Other Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	44,000,000		70,000,000	44,000,000		70,000,000
Loans individually evaluated for impairment	344,000,000		291,000,000	344,000,000		291,000,000
Purchased Impaired Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Impaired loans - associated allowance	323,000,000		818,000,000	323,000,000		818,000,000
Evaluated Based On Collateral Values [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans collectively evaluated for impairment	100,000,000		200,000,000	100,000,000		200,000,000
Total commercial lending [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Beginning Balance				1,605,000,000		1,571,000,000
Charge-offs				(297,000,000)		(176,000,000)
Recoveries				133,000,000		188,000,000
Net charge-offs				(164,000,000)		12,000,000
Provision For Credit Losses				156,000,000		48,000,000
Net change in allowance for unfunded loan commitments and letters of credit				(48,000,000)		(7,000,000)
Net Recoveries of purchased impaired loans and other				1,000,000
Other						(2,000,000)
Ending Balance	1,550,000,000		1,622,000,000	1,550,000,000		1,622,000,000
Loans collectively evaluated for impairment - associated allowance	1,388,000,000		1,446,000,000	1,388,000,000		1,446,000,000
Loans collectively evaluated for impairment	137,170,000,000		130,249,000,000	137,170,000,000		130,249,000,000
Purchased impaired loans	122,000,000		204,000,000	122,000,000		204,000,000	169,000,000
Total loans	$ 138,163,000,000		$ 131,164,000,000	$ 138,163,000,000		$ 131,164,000,000	133,544,000,000
Portfolio segment ALLL as a percentage of total ALLL	59.00%		50.00%	59.00%		50.00%
Ratio of the allowance for loan and lease losses to total loans	1.12%		1.24%	1.12%		1.24%
Total commercial lending [Member] | TDRs [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	$ 76,000,000		$ 39,000,000	$ 76,000,000		$ 39,000,000
Loans individually evaluated for impairment	527,000,000		420,000,000	527,000,000		420,000,000
Total commercial lending [Member] | Other Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	44,000,000		70,000,000	44,000,000		70,000,000
Loans individually evaluated for impairment	344,000,000		291,000,000	344,000,000		291,000,000
Total commercial lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Impaired loans - associated allowance	42,000,000		67,000,000	42,000,000		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				(395,000,000)		(413,000,000)
Recoveries				122,000,000		135,000,000
Net charge-offs				(273,000,000)		(278,000,000)
Provision For Credit Losses				210,000,000		133,000,000
Net change in allowance for unfunded loan commitments and letters of credit				(1,000,000)
Net Recoveries of purchased impaired loans and other				11,000,000
Ending Balance	1,069,000,000		1,615,000,000	1,069,000,000		1,615,000,000
Loans collectively evaluated for impairment - associated allowance	548,000,000		601,000,000	548,000,000		601,000,000
Loans collectively evaluated for impairment	66,619,000,000		66,993,000,000	66,619,000,000		66,993,000,000
Fair value option loans	874,000,000		915,000,000	874,000,000		915,000,000
Purchased impaired loans	2,958,000,000		3,963,000,000	2,958,000,000		3,963,000,000
Total loans	$ 72,283,000,000		$ 73,819,000,000	$ 72,283,000,000		$ 73,819,000,000	$ 73,152,000,000
Portfolio segment ALLL as a percentage of total ALLL	41.00%		50.00%	41.00%		50.00%
Ratio of the allowance for loan and lease losses to total loans	1.48%		2.19%	1.48%		2.19%
Total consumer lending [Member] | TDRs [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Loans individually evaluated for impairment - associated allowance	$ 240,000,000		$ 263,000,000	$ 240,000,000		$ 263,000,000
Loans individually evaluated for impairment	1,832,000,000		1,948,000,000	1,832,000,000		1,948,000,000
Total consumer lending [Member] | Purchased Impaired Loans [Member]
Financing Receivable Allowance For Credit Losses [Line Items]
Impaired loans - associated allowance	$ 281,000,000		$ 751,000,000	$ 281,000,000		$ 751,000,000
[1]	Our consolidated assets at September 30, 2016 included the following for which we have elected the fair value option: Federal funds sold and resale agreements of $136 million, Loans held for sale of $2.0 billion, Loans of $.9 billion, and Other assets of $384 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	9 Months Ended
	Sep. 30, 2016	Sep. 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	49	7
Ending balance	$ 310	$ 266

Investment Securities (Narrativ

Investment Securities (Narrative) (Details) - USD ($)	Sep. 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	100,000,000	$ 5,500,000,000
Gross unrealized loss on debt securities held to maturity in a continuous loss position for less than 12 months	10,000,000	59,000,000
Gross unrealized loss on debt securities held to maturity in a continuous loss position greater than 12 months	6,000,000	23,000,000
Gross unrealized loss on debt securities held to maturity	16,000,000	82,000,000
Gain on derivatives used to hedge purchase of investment securities	103,000,000
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 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	29,000,000,000
Amortized cost of debt securities of a single issuer that exceeeds 10 percent of shareholders equity	$ 28,400,000,000

Investment Securities (Summary)

Investment Securities (Summary) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	$ 60,670	$ 55,269
Securities available for sale debt securities, unrealized gains	1,418	854
Securities available for sale debt securities, unrealized losses	(147)	(363)
Securities available for sale, fair value	61,941	55,760
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	60,145	54,679
Securities available for sale debt securities, unrealized gains	1,418	854
Securities available for sale debt securities, unrealized losses	(147)	(362)
Securities available for sale, fair value	61,416	55,171
Held to Maturity Securities, Amortized Cost, Total	16,573	14,768
Held-to-maturity securities, unrealized gains	555	311
Held-to-maturity securities, unrealized losses	(15)	(77)
Held-to-maturity securities, fair value	17,113	15,002
AFS to HTM Transfer Net Unrealized Gains In AOCI	78	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	12,062	9,764
Securities available for sale debt securities, unrealized gains	301	152
Securities available for sale debt securities, unrealized losses	(13)	(42)
Securities available for sale, fair value	12,350	9,874
Held to Maturity Securities, Amortized Cost, Total	265	258
Held-to-maturity securities, unrealized gains	65	40
Held-to-maturity securities, fair value	330	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	27,429	24,698
Securities available for sale debt securities, unrealized gains	568	250
Securities available for sale debt securities, unrealized losses	(18)	(128)
Securities available for sale, fair value	27,979	24,820
Held to Maturity Securities, Amortized Cost, Total	11,637	9,552
Held-to-maturity securities, unrealized gains	254	101
Held-to-maturity securities, unrealized losses	(2)	(65)
Held-to-maturity securities, fair value	11,889	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	3,372	3,992
Securities available for sale debt securities, unrealized gains	226	247
Securities available for sale debt securities, unrealized losses	(61)	(88)
Securities available for sale, fair value	3,537	4,151
Held to Maturity Securities, Amortized Cost, Total	204	233
Held-to-maturity securities, unrealized gains	13	8
Held-to-maturity securities, fair value	217	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	2,301	1,917
Securities available for sale debt securities, unrealized gains	21	11
Securities available for sale debt securities, unrealized losses	(4)	(10)
Securities available for sale, fair value	2,318	1,918
Held to Maturity Securities, Amortized Cost, Total	1,051	1,128
Held-to-maturity securities, unrealized gains	39	40
Held-to-maturity securities, fair value	1,090	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	4,183	4,902
Securities available for sale debt securities, unrealized gains	69	30
Securities available for sale debt securities, unrealized losses	(19)	(29)
Securities available for sale, fair value	4,233	4,903
Held to Maturity Securities, Amortized Cost, Total	579	722
Held-to-maturity securities, unrealized gains	25	6
Held-to-maturity securities, unrealized losses		(1)
Held-to-maturity securities, fair value	604	727
Asset Backed Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	6,123	5,417
Securities available for sale debt securities, unrealized gains	66	54
Securities available for sale debt securities, unrealized losses	(26)	(48)
Securities available for sale, fair value	6,163	5,423
Held to Maturity Securities, Amortized Cost, Total	799	717
Held-to-maturity securities, unrealized losses	(4)	(10)
Held-to-maturity securities, fair value	795	707
State and Municipal [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	1,963	1,982
Securities available for sale debt securities, unrealized gains	107	79
Securities available for sale debt securities, unrealized losses	(3)	(5)
Securities available for sale, fair value	2,067	2,056
Held to Maturity Securities, Amortized Cost, Total	1,920	1,954
Held-to-maturity securities, unrealized gains	159	116
Held-to-maturity securities, fair value	2,079	2,070
Other Debt Securities [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	2,712	2,007
Securities available for sale debt securities, unrealized gains	60	31
Securities available for sale debt securities, unrealized losses	(3)	(12)
Securities available for sale, fair value	2,769	2,026
Held to Maturity Securities, Amortized Cost, Total	118	204
Held-to-maturity securities, unrealized losses	(9)	(1)
Held-to-maturity securities, fair value	109	203
Corporate Stocks And Other [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale equity securities, fair value	525	589
Securities available for sale equity securities, unrealized losses		(1)
Securities available for sale equity securities, amortized cost	$ 525	$ 590

Investment Securities (Gross Un

Investment Securities (Gross Unrealized Loss and Fair Value of Securities Available for Sale) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	$ (18)	$ (216)
Unrealized loss position less than 12 months - fair value	3,876	25,715
Unrealized loss position 12 months or more - unrealized loss	(129)	(147)
Unrealized loss position 12 months or more - fair value	8,246	4,425
Total unrealized loss	(147)	(363)
Total fair value	12,122	30,140
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Unrealized loss position less than 12 months - unrealized loss	(18)	(216)
Unrealized loss position less than 12 months - fair value	3,876	25,669
Unrealized loss position 12 months or more - unrealized loss	(129)	(146)
Unrealized loss position 12 months or more - fair value	8,230	4,410
Total unrealized loss	(147)	(362)
Total fair value	12,106	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	(1)	(40)
Unrealized loss position less than 12 months - fair value	1,197	5,885
Unrealized loss position 12 months or more - unrealized loss	(12)	(2)
Unrealized loss position 12 months or more - fair value	2,805	120
Total unrealized loss	(13)	(42)
Total fair value	4,002	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	(5)	(103)
Unrealized loss position less than 12 months - fair value	699	11,799
Unrealized loss position 12 months or more - unrealized loss	(13)	(25)
Unrealized loss position 12 months or more - fair value	943	1,094
Total unrealized loss	(18)	(128)
Total fair value	1,642	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	(1)	(3)
Unrealized loss position less than 12 months - fair value	146	368
Unrealized loss position 12 months or more - unrealized loss	(60)	(85)
Unrealized loss position 12 months or more - fair value	1,222	1,527
Total unrealized loss	(61)	(88)
Total fair value	1,368	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	(3)	(7)
Unrealized loss position less than 12 months - fair value	400	745
Unrealized loss position 12 months or more - unrealized loss	(1)	(3)
Unrealized loss position 12 months or more - fair value	114	120
Total unrealized loss	(4)	(10)
Total fair value	514	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	(4)	(22)
Unrealized loss position less than 12 months - fair value	587	2,310
Unrealized loss position 12 months or more - unrealized loss	(15)	(7)
Unrealized loss position 12 months or more - fair value	1,269	807
Total unrealized loss	(19)	(29)
Total fair value	1,856	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	(2)	(30)
Unrealized loss position less than 12 months - fair value	445	3,477
Unrealized loss position 12 months or more - unrealized loss	(24)	(18)
Unrealized loss position 12 months or more - fair value	1,629	494
Total unrealized loss	(26)	(48)
Total fair value	2,074	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	(1)	(3)
Unrealized loss position less than 12 months - fair value	207	326
Unrealized loss position 12 months or more - unrealized loss	(2)	(2)
Unrealized loss position 12 months or more - fair value	123	60
Total unrealized loss	(3)	(5)
Total fair value	330	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	(1)	(8)
Unrealized loss position less than 12 months - fair value	195	759
Unrealized loss position 12 months or more - unrealized loss	(2)	(4)
Unrealized loss position 12 months or more - fair value	125	188
Total unrealized loss	(3)	(12)
Total fair value	320	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	16	15
Total unrealized loss	(0.5)	(1)
Total fair value	$ 16	$ 61

Investment Securities (Gains (L

Investment Securities (Gains (Losses) on Sales of Securities Available for Sale) (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
Investment Securities Disclosure [Abstract]
Proceeds	$ 2,546	$ 3,445
Gross Gains	20	54
Gross Losses		(13)
Net Gains	20	41
Tax Expense	$ 7	$ 14

Investment Securities (Contract

Investment Securities (Contractual Maturity of Debt Securities) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale, amortized cost	$ 60,670	$ 55,269
Available-for-sale Securities, Fair value, Total	61,941	55,760
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	709
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	9,852
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	9,600
Available for Sale Securities, Amortized Cost, After 10 years	39,984
Securities available for sale, amortized cost	60,145	54,679
Available-for-sale Securities, Fair value, 1 year or less	714
Available-for-sale Securities, Fair value, After 1 year through 5 years	10,004
Available-for-sale Securities, Fair value, After 5 years through 10 years	9,739
Available-for-sale Securities, Fair value, After 10 years	40,959
Available-for-sale Securities, Fair value, Total	$ 61,416	55,171
Weighted-average yield, GAAP basis, available for sale securities	2.62%
Held to Maturity Securities, Amortized Cost, 1 year or less	$ 175
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	940
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	2,229
Held to Maturity Securities, Amortized Cost, After 10 years	13,229
Held to Maturity Securities, Amortized Cost, Total	16,573	14,768
Held-to-maturity Securities, Fair Value, 1 year or less	175
Held-to-maturity Securities, Fair Value, After 1 year through 5 years	979
Held-to-maturity Securities, Fair Value, After 5 years through 10 years	2,328
Held-to-maturity Securities, Fair Value, After 10 years	13,631
Held-to-maturity Securities, Debt Maturities, Fair Value, Total	$ 17,113	$ 15,002
Weighted-average yield, GAAP basis, held to maturity securities	3.48%
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	2.74%
Weighted-average yield, GAAP basis, held to maturity securities	3.29%
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	2.17%
Weighted-average yield, GAAP basis, held to maturity securities	3.60%
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	2.08%
Weighted-average yield, GAAP basis, held to maturity securities	3.03%
After Ten Years [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Weighted-average yield, GAAP basis, available for sale securities	2.87%
Weighted-average yield, GAAP basis, held to maturity securities	3.55%
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	$ 404
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	5,251
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	5,244
Available for Sale Securities, Amortized Cost, After 10 years	1,163
Securities available for sale, amortized cost	12,062
Held to Maturity Securities, Amortized Cost, After 10 years	265
Held to Maturity Securities, Amortized Cost, Total	265
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	137
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	912
Available for Sale Securities, Amortized Cost, After 10 years	26,380
Securities available for sale, amortized cost	27,429
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	10
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	500
Held to Maturity Securities, Amortized Cost, After 10 years	11,127
Held to Maturity Securities, Amortized Cost, Total	11,637
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	2
Available for Sale Securities, Amortized Cost, After 10 years	3,370
Securities available for sale, amortized cost	3,372
Held to Maturity Securities, Amortized Cost, After 10 years	204
Held to Maturity Securities, Amortized Cost, Total	204
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	78
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	44
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	828
Available for Sale Securities, Amortized Cost, After 10 years	1,351
Securities available for sale, amortized cost	2,301
Held to Maturity Securities, Amortized Cost, 1 year or less	164
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	827
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	5
Held to Maturity Securities, Amortized Cost, After 10 years	55
Held to Maturity Securities, Amortized Cost, Total	1,051
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, After 1 year through 5 years	17
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	8
Available for Sale Securities, Amortized Cost, After 10 years	4,158
Securities available for sale, amortized cost	4,183
Held to Maturity Securities, Amortized Cost, After 10 years	579
Held to Maturity Securities, Amortized Cost, Total	579
Asset backed [Member] | Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for Sale Securities, Amortized Cost, 1 year or less	12
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	2,104
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	1,987
Available for Sale Securities, Amortized Cost, After 10 years	2,020
Securities available for sale, amortized cost	6,123
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	1
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	688
Held to Maturity Securities, Amortized Cost, After 10 years	110
Held to Maturity Securities, Amortized Cost, Total	799
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	146
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	383
Available for Sale Securities, Amortized Cost, After 10 years	1,432
Securities available for sale, amortized cost	1,963
Held to Maturity Securities, Amortized Cost, 1 year or less	4
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	69
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	1,008
Held to Maturity Securities, Amortized Cost, After 10 years	839
Held to Maturity Securities, Amortized Cost, Total	1,920
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	213
Available for Sale Securities, Amortized Cost, After 1 year through 5 years	2,151
Available for Sale Securities, Amortized Cost, After 5 years through 10 years	238
Available for Sale Securities, Amortized Cost, After 10 years	110
Securities available for sale, amortized cost	2,712
Held to Maturity Securities, Amortized Cost, 1 year or less	7
Held to Maturity Securities, Amortized Cost, After 1 year through 5 years	33
Held to Maturity Securities, Amortized Cost, After 5 years through 10 years	28
Held to Maturity Securities, Amortized Cost, After 10 years	50
Held to Maturity Securities, Amortized Cost, Total	$ 118

Investment Securities (Fair Val

Investment Securities (Fair Value of Securities Pledged and Accepted as Collateral) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Investment Securities Disclosure [Abstract]
Pledged to others	$ 9,991	$ 9,674
Permitted by contract or custom to sell or repledge	655	1,100
Permitted amount repledged to others	$ 499	$ 943

Fair Value (Recurring Fair Valu

Fair Value (Recurring Fair Value Measurements) (Details) - USD ($)	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Assets
Securities available for sale, fair value	$ 61,941,000,000	$ 55,760,000,000
Trading securities	2,612,000,000	1,726,000,000
Mortgage servicing rights	1,293,000,000	1,589,000,000
Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	61,416,000,000	55,171,000,000
Securities available for sale, fair value	61,941,000,000	55,760,000,000
Total financial derivatives	7,147,000,000	4,941,000,000
Trading securities	2,612,000,000	1,726,000,000
Total customer resale agreements	136,000,000	137,000,000
Loans	874,000,000	905,000,000
Other assets	677,000,000	817,000,000
Total Assets	78,010,000,000	68,804,000,000
Liabilities
Total financial derivatives	5,407,000,000	3,802,000,000
Total trading securities sold short	535,000,000	987,000,000
Other borrowed funds	78,000,000	93,000,000
Other liabilities	20,000,000	10,000,000
Total liabilities	6,040,000,000	4,892,000,000
US Treasury and Government Agencies Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	12,350,000,000	9,874,000,000
Residential mortgage-backed Securities [Member] | Mortgage-backed Securities Agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	27,979,000,000	24,820,000,000
Residential mortgage-backed Securities [Member] | Mortgage-backed Securities Non-agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	3,537,000,000	4,151,000,000
Commercial mortgage-backed securities [Member] | Mortgage-backed Securities Agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,318,000,000	1,918,000,000
Commercial mortgage-backed securities [Member] | Mortgage-backed Securities Non-agency [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	4,233,000,000	4,903,000,000
Asset backed [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	6,163,000,000	5,423,000,000
State and Municipal [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,067,000,000	2,056,000,000
Other Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,769,000,000	2,026,000,000
Corporate Stocks And Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Securities available for sale, fair value	525,000,000	589,000,000
Interest Rate Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	6,752,000,000	4,655,000,000
Liabilities
Total financial derivatives	4,839,000,000	3,132,000,000
BlackRock LTIP [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities
Total financial derivatives	221,000,000	357,000,000
Other Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	395,000,000	286,000,000
Liabilities
Total financial derivatives	347,000,000	313,000,000
Residential Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	1,127,000,000	843,000,000
Mortgage servicing rights	820,000,000	1,063,000,000
Commercial Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	860,000,000	641,000,000
Mortgage servicing rights	473,000,000	526,000,000
Direct equity investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Equity investments - direct investments	1,075,000,000	1,098,000,000
Fair Value Additional Information [Abstract]
Direct Investments - Unfunded Commitments	21,000,000	23,000,000
Indirect Equity Investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Equity investments - indirect investments	268,000,000	347,000,000
Fair Value Additional Information [Abstract]
Indirect Investments - Unfunded Commitments	$ 107,000,000	103,000,000
Indirect Investments - Estimated remaining liquidation period	12 years
BlackRock Series C Preferred Stock | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	$ 221,000,000	357,000,000
Other Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	456,000,000	460,000,000
Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	2,602,000,000	1,717,000,000
Liabilities
Total trading securities sold short	535,000,000	987,000,000
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	10,000,000	9,000,000
Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	11,740,000,000	9,267,000,000
Securities available for sale, fair value	12,202,000,000	9,794,000,000
Trading securities	836,000,000	996,000,000
Other assets	263,000,000	254,000,000
Total Assets	13,301,000,000	11,044,000,000
Liabilities
Total financial derivatives		1,000,000
Total trading securities sold short	505,000,000	960,000,000
Total liabilities	505,000,000	961,000,000
Level 1 [Member] | US Treasury and Government Agencies Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	11,740,000,000	9,267,000,000
Level 1 [Member] | Corporate Stocks And Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Securities available for sale, fair value	462,000,000	527,000,000
Level 1 [Member] | Interest Rate Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities
Total financial derivatives		1,000,000
Level 1 [Member] | Other Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	263,000,000	254,000,000
Level 1 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	826,000,000	987,000,000
Liabilities
Total trading securities sold short	505,000,000	960,000,000
Level 1 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	10,000,000	9,000,000
Level 2 [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	45,803,000,000	41,369,000,000
Securities available for sale, fair value	45,866,000,000	41,431,000,000
Total financial derivatives	7,095,000,000	4,910,000,000
Trading securities	1,774,000,000	727,000,000
Total customer resale agreements	136,000,000	137,000,000
Loans	550,000,000	565,000,000
Other assets	187,000,000	199,000,000
Total Assets	56,732,000,000	48,807,000,000
Liabilities
Total financial derivatives	5,013,000,000	3,328,000,000
Total trading securities sold short	30,000,000	27,000,000
Other borrowed funds	68,000,000	81,000,000
Total liabilities	5,111,000,000	3,436,000,000
Level 2 [Member] | US Treasury and Government Agencies Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	610,000,000	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	27,979,000,000	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	124,000,000	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	2,318,000,000	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	4,233,000,000	4,903,000,000
Level 2 [Member] | Asset backed [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	5,738,000,000	4,941,000,000
Level 2 [Member] | State and Municipal [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,053,000,000	2,041,000,000
Level 2 [Member] | Other Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	2,748,000,000	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	6,703,000,000	4,626,000,000
Liabilities
Total financial derivatives	4,830,000,000	3,124,000,000
Level 2 [Member] | Other Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	392,000,000	284,000,000
Liabilities
Total financial derivatives	183,000,000	204,000,000
Level 2 [Member] | Residential Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	1,124,000,000	838,000,000
Level 2 [Member] | Other Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	187,000,000	199,000,000
Level 2 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Trading securities	1,774,000,000	727,000,000
Liabilities
Total trading securities sold short	30,000,000	27,000,000
Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	3,873,000,000	4,535,000,000
Securities available for sale, fair value	3,873,000,000	4,535,000,000
Total financial derivatives	52,000,000	31,000,000
Trading securities	2,000,000	3,000,000
Loans	324,000,000	340,000,000
Other assets	227,000,000	364,000,000
Total Assets	7,929,000,000	8,606,000,000
Liabilities
Total financial derivatives	394,000,000	473,000,000
Other borrowed funds	10,000,000	12,000,000
Other liabilities	20,000,000	10,000,000
Total liabilities	424,000,000	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	3,413,000,000	4,008,000,000
Level 3 [Member] | Asset backed [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	425,000,000	482,000,000
Level 3 [Member] | State and Municipal [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	14,000,000	15,000,000
Level 3 [Member] | Other Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total debt securities	21,000,000	30,000,000
Level 3 [Member] | Interest Rate Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	49,000,000	29,000,000
Liabilities
Total financial derivatives	9,000,000	7,000,000
Level 3 [Member] | BlackRock LTIP [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities
Total financial derivatives	221,000,000	357,000,000
Level 3 [Member] | Other Contracts [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Total financial derivatives	3,000,000	2,000,000
Liabilities
Total financial derivatives	164,000,000	109,000,000
Level 3 [Member] | Residential Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	3,000,000	5,000,000
Mortgage servicing rights	820,000,000	1,063,000,000
Level 3 [Member] | Commercial Mortgage [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Loans held for sale	860,000,000	641,000,000
Mortgage servicing rights	473,000,000	526,000,000
Level 3 [Member] | Direct equity investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Equity investments - direct investments	1,075,000,000	1,098,000,000
Level 3 [Member] | Indirect Equity Investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets
Equity investments - indirect investments	220,000,000
Level 3 [Member] | BlackRock Series C Preferred Stock | Fair Value, Measurements, Recurring [Member]
Assets
Other assets	221,000,000	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		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	$ 8,188	$ 9,294	$ 8,606	$ 9,788
Included in earnings	166	(98)	(31)	253
Included in other comprehensive income	40	(8)	2	(22)
Purchases	113	254	416	646
Sales	(1,474)	(964)	(3,170)	(3,371)
Issuances	1,243	911	3,065	3,074
Settlements	(340)	(391)	(1,156)	(1,338)
Transfers Into Level 3	5	12	243	25
Transfers Out of Level 3	(12)	(32)	(46)	(77)
Ending Balance	7,929	8,978	7,929	8,978
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	114	(137)	(162)	48
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	406	673	495	716
Included in earnings	21	(53)	91	(23)
Sales	1		4	1
Issuances	66	23	178	69
Settlements	(70)	(128)	(344)	(248)
Ending Balance	424	515	424	515
Unrealized gains or (losses) on liabilities held on Consolidated Balance Sheet	25	(57)	92	(69)
Fair Value Additional Information [Abstract]
Net gains (losses) included in earnings (realized and unrealized) relating to Level 3 assets and liabilities	145	(45)	(122)	276
Net unrealized gains (losses) relating to Level 3 assets and liabilities	89	(80)	(254)	117
Available-for-sale Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	4,041	5,004	4,535	5,525
Included in earnings	30	35	69	110
Included in other comprehensive income	40	(8)	4	(22)
Purchases	1	8	10	11
Sales	(14)	(5)	(78)	(5)
Settlements	(225)	(262)	(667)	(847)
Ending Balance	3,873	4,772	3,873	4,772
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet		(1)	(1)	(2)
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	3,557	4,424	4,008	4,798
Included in earnings	25	30	58	85
Included in other comprehensive income	32	(9)	4	(31)
Sales			(60)
Settlements	(201)	(230)	(597)	(637)
Ending Balance	3,413	4,215	3,413	4,215
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				8
Settlements				(8)
Available-for-sale Securities [Member] | Asset backed [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	436	531	482	563
Included in earnings	4	5	10	16
Included in other comprehensive income	8	2		11
Settlements	(23)	(27)	(67)	(79)
Ending Balance	425	511	425	511
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet		(1)		(1)
Available-for-sale Securities [Member] | State and Municipal [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	15	16	15	134
Included in other comprehensive income				(1)
Settlements	(1)		(1)	(117)
Ending Balance	14	16	14	16
Available-for-sale Securities [Member] | Other debt [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	33	33	30	30
Included in earnings	1		1	1
Included in other comprehensive income		(1)		(1)
Purchases	1	8	10	11
Sales	(14)	(5)	(18)	(5)
Settlements		(5)	(2)	(6)
Ending Balance	21	30	21	30
Financial Derivatives [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	51	36	31	42
Included in earnings	37	39	106	126
Purchases			1	1
Settlements	(36)	(30)	(86)	(124)
Ending Balance	52	45	52	45
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	34	48	101	115
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	385	498	473	526
Included in earnings	21	(54)	90	(28)
Sales	1		4	1
Settlements	(13)	(1)	(173)	(56)
Ending Balance	394	443	394	443
Unrealized gains or (losses) on liabilities held on Consolidated Balance Sheet	25	(57)	92	(69)
Loans Held For Sale [Member] | Residential Mortgage [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	6	10	5	6
Included in earnings		1		1
Purchases	3	4	9	21
Sales	(1)	(1)	(2)	(3)
Settlements				(1)
Transfers Into Level 3	3	2	8	4
Transfers Out of Level 3	(8)	(11)	(17)	(23)
Ending Balance	3	5	3	5
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet				1
Loans Held For Sale [Member] | Commercial Mortgage [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	981	757	641	893
Included in earnings	18	19	55	63
Sales	(1,343)	(846)	(2,797)	(3,081)
Issuances	1,205	874	2,981	2,965
Settlements	(1)	(2)	(20)	(38)
Ending Balance	860	802	860	802
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	6	7	4	3
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	774	1,015	1,063	845
Included in earnings	23	(137)	(316)	(69)
Purchases	49	111	154	261
Issuances	16	23	39	61
Settlements	(42)	(50)	(120)	(136)
Ending Balance	820	962	820	962
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	23	(136)	(308)	(69)
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	448	543	526	506
Included in earnings	8	(44)	(56)	(26)
Purchases	16	15	25	43
Issuances	22	14	45	48
Settlements	(21)	(23)	(67)	(66)
Ending Balance	473	505	473	505
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	8	(44)	(56)	(26)
Equity Investments [Member] | Direct equity investments [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	1,120	1,191	1,098	1,152
Included in earnings	19	36	85	92
Purchases	17	87	135	225
Sales	(81)	(99)	(243)	(254)
Ending Balance	1,075	1,215	1,075	1,215
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	21	39	84	79
Equity Investments [Member] | Indirect Equity Investments [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	233
Included in earnings	16		16
Sales	(31)		(31)
Transfers Into Level 3	2		235
Ending Balance	220		220
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	9		9
Loans [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	317	365	340	397
Included in earnings	3	4	6	19
Purchases	27	29	82	84
Sales	(4)	(13)	(18)	(21)
Settlements	(15)	(24)	(57)	(96)
Transfers Into Level 3		10		21
Transfers Out of Level 3	(4)	(21)	(29)	(54)
Ending Balance	324	350	324	350
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	1	1	3	10
Other Assets [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	215	370	364	390
Included in earnings	12	(51)	4	(63)
Included in other comprehensive income			(2)
Sales			(1)	(7)
Settlements			(138)	(1)
Ending Balance	227	319	227	319
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	12	(51)	2	(63)
Other Assets [Member] | BlackRock Series C Preferred Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	209	363	357	375
Included in earnings	12	(51)	2	(63)
Settlements			(138)
Ending Balance	221	312	221	312
Unrealized gains or (losses) on assets held on Consolidated Balance Sheet	12	(51)	2	(63)
Other Assets [Member] | Other Assets [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	6	7	7	15
Included in earnings			2
Included in other comprehensive income			(2)
Sales			(1)	(7)
Settlements				(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	165	12	181
Included in earnings		1		4
Issuances	24	23	64	69
Settlements	(22)	(127)	(66)	(192)
Ending Balance	10	62	10	62
Other Liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	13	10	10	9
Included in earnings			1	1
Issuances	42		114
Settlements	(35)		(105)
Ending Balance	$ 20	$ 10	$ 20	$ 10

Fair Value (Fair Value Measurem

Fair Value (Fair Value Measurements- Recurring Quantitative Information) (Details) - Fair Value, Measurements, Recurring [Member] - Level 3 [Member] - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Recurring Assets - Fair Value	$ 7,900,000,000	$ 8,600,000,000
Recurring Liabilities - Fair Value	400,000,000	500,000,000
Total Recurring Assets Net of Recurring Liabilities - Fair Value	7,505,000,000	8,111,000,000
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	$ 3,413,000,000	$ 4,008,000,000
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)	7.20%	7.00%
Constant default rate (CDR)	5.40%	5.40%
Loss Severity	53.20%	53.30%
Spread over the benchmark curve	2.60%	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	$ 2,900,000,000	$ 3,400,000,000
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	518,000,000	629,000,000
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	$ 425,000,000	$ 482,000,000
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)	2.00%	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)	15.00%	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)	6.60%	6.80%
Loss Severity	78.00%	77.50%
Spread over the benchmark curve	3.33%	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	$ 400,000,000	$ 400,000,000
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	28,000,000	34,000,000
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	$ 820,000,000	$ 1,063,000,000
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	1.95%	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)	41.30%	46.50%
Spread over the benchmark curve	18.71%	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)	18.30%	10.60%
Spread over the benchmark curve	8.47%	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	$ 473,000,000	$ 526,000,000
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)	6.10%	3.90%
Discount rate	5.10%	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)	45.60%	26.50%
Discount rate	7.70%	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)	7.80%	5.70%
Discount rate	7.50%	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	$ 860,000,000	$ 641,000,000
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	0.66%	0.85%
Estimated servicing cash flows	0.00%	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	12.20%	42.70%
Estimated servicing cash flows	4.70%	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	5.27%	5.47%
Estimated servicing cash flows	1.40%	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	$ 1,075,000,000	$ 1,098,000,000
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	4.1	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	7.6	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	$ 220,000,000
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	$ 114,000,000	$ 116,000,000
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	3.90%	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	$ 127,000,000	$ 123,000,000
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	24.40%	27.30%
Cumulative default rate	88.00%	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	$ 83,000,000	$ 101,000,000
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	$ 221,000,000	$ 357,000,000
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	$ 221,000,000	$ 357,000,000
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	$ 156,000,000	$ 104,000,000
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 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 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	164.40%	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	$ 51,000,000	$ 57,000,000

Fair Value (Nonrecurring Fair V

Fair Value (Nonrecurring Fair Value Measurements) (Details) - Fair Value, Measurements, Nonrecurring [Member] - Level 3 [Member] - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 307,000,000		$ 307,000,000		$ 195,000,000
Nonrecurring Assets - Gains (Losses)	(38,000,000)	$ (49,000,000)	(101,000,000)	$ (82,000,000)
Nonaccrual Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	180,000,000		180,000,000		30,000,000
Nonrecurring Assets - Gains (Losses)	(32,000,000)	(41,000,000)	(81,000,000)	(48,000,000)
OREO and Foreclosed Assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	108,000,000		108,000,000		137,000,000
Nonrecurring Assets - Gains (Losses)	(6,000,000)	(6,000,000)	(15,000,000)	(18,000,000)
Insignificant Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 19,000,000		19,000,000		$ 28,000,000
Nonrecurring Assets - Gains (Losses)		$ (2,000,000)	$ (5,000,000)	$ (16,000,000)

Fair Value (Fair Value Measur62

Fair Value (Fair Value Measurements- Nonrecurring Quantitative Information) (Details) - Fair Value, Measurements, Nonrecurring [Member] - Level 3 [Member] - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 307,000,000	$ 195,000,000
Nonaccrual Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	180,000,000	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	$ 126,000,000	$ 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	5.40%	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	77.80%	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	35.30%	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	$ 54,000,000	$ 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	108,000,000	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	108,000,000	137,000,000
Insignificant Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Nonrecurring Assets - Fair Value	$ 19,000,000	$ 28,000,000

Fair Value (Fair Value Option -

Fair Value (Fair Value Option - Changes in Fair Value) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Customer Resale Agreements [Member]
Gains (Losses) - FVO: Changes in Fair Value	$ (1)	$ (1)	$ (1)	$ (1)
Loans Held For Sale [Member] | Commercial Mortgage [Member]
Gains (Losses) - FVO: Changes in Fair Value	16	25	65	81
Loans Held For Sale [Member] | Residential Mortgage [Member]
Gains (Losses) - FVO: Changes in Fair Value	55	56	161	127
Loans - Portfolio [Member] | Residential Mortgage [Member]
Gains (Losses) - FVO: Changes in Fair Value	7	8	24	37
BlackRock Series C Preferred Stock
Gains (Losses) - FVO: Changes in Fair Value	12	(51)	2	(63)
Other Assets [Member]
Gains (Losses) - FVO: Changes in Fair Value	$ 15		$ (5)	2
Other borrowed funds [Member]
Gains (Losses) - FVO: Changes in Fair Value		$ (2)		$ (4)

Fair Value (Fair Value Option64

Fair Value (Fair Value Option - Fair Value and Principal Balances) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Customer Resale Agreements [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	$ 136	$ 137
Aggregate Unpaid Principal Balance - Assets	133	133
Difference - Assets	3	4
Loans Held For Sale [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	1,127	843
Aggregate Unpaid Principal Balance - Assets	1,077	816
Difference - Assets	50	27
Loans Held For Sale [Member] | Commercial Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	860	641
Aggregate Unpaid Principal Balance - Assets	874	662
Difference - Assets	(14)	(21)
Loans Held For Sale [Member] | Performing Loans [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	1,122	832
Aggregate Unpaid Principal Balance - Assets	1,071	804
Difference - Assets	51	28
Loans Held For Sale [Member] | Performing Loans [Member] | Commercial Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	855	639
Aggregate Unpaid Principal Balance - Assets	865	659
Difference - Assets	(10)	(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	1	4
Aggregate Unpaid Principal Balance - Assets	1	4
Loans Held For Sale [Member] | Nonaccrual Loans [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	4	7
Aggregate Unpaid Principal Balance - Assets	5	8
Difference - Assets	(1)	(1)
Loans Held For Sale [Member] | Nonaccrual Loans [Member] | Commercial Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	5	2
Aggregate Unpaid Principal Balance - Assets	9	3
Difference - Assets	(4)	(1)
Loans - Portfolio [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	874	905
Aggregate Unpaid Principal Balance - Assets	1,050	1,099
Difference - Assets	(176)	(194)
Loans - Portfolio [Member] | Performing Loans [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	231	204
Aggregate Unpaid Principal Balance - Assets	276	260
Difference - Assets	(45)	(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	420	475
Aggregate Unpaid Principal Balance - Assets	420	478
Difference - Assets		(3)
Loans - Portfolio [Member] | Nonaccrual Loans [Member] | Residential Mortgage [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	223	226
Aggregate Unpaid Principal Balance - Assets	354	361
Difference - Assets	(131)	(135)
Other Assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Assets	163	164
Aggregate Unpaid Principal Balance - Assets	164	159
Difference - Assets	(1)	5
Other Borrowed Funds [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value - Liabilities	78	93
Aggregate Unpaid Principal Balance - Liabilities	80	95
Difference - Liabilities	$ (2)	$ (2)

Fair Value (Additional Fair Val

Fair Value (Additional Fair Value Information Related To Financial Instruments) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Carrying Amount [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Cash and due from banks	$ 4,531	$ 4,065
Short-term assets	29,125	32,959
Securities held to maturity	16,573	14,768
Loans held for sale	66	56
Net loans (excludes leases)	199,570	195,579
Other assets	1,748	1,817
Total assets	251,613	249,244
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Borrowed funds	51,222	53,761
Unfunded loan commitments and letters of credit	289	245
Other Liabilities	67
Total liabilities	311,473	303,008
Carrying Amount [Member] | Demand, savings and money market deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	241,146	228,492
Carrying Amount [Member] | Time deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	18,749	20,510
Fair Value [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Cash and due from banks	4,531	4,065
Short-term assets	29,125	32,959
Securities held to maturity	17,113	15,002
Loans held for sale	65	56
Net loans (excludes leases)	202,758	197,611
Other assets	2,225	2,408
Total assets	255,817	252,101
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Borrowed funds	52,073	54,002
Unfunded loan commitments and letters of credit	289	245
Other Liabilities	67
Total liabilities	312,381	303,210
Fair Value [Member] | Demand, savings and money market deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	241,146	228,492
Fair Value [Member] | Time deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	18,806	20,471
Fair Value [Member] | Level 1 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Cash and due from banks	4,531	4,065
Securities held to maturity	330	298
Total assets	4,861	4,363
Fair Value [Member] | Level 2 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Short-term assets	29,125	32,959
Securities held to maturity	16,669	14,698
Loans held for sale	47	22
Other assets	1,731	1,786
Total assets	47,572	49,465
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Borrowed funds	50,616	52,578
Other Liabilities	67
Total liabilities	310,635	301,541
Fair Value [Member] | Level 2 [Member] | Demand, savings and money market deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	241,146	228,492
Fair Value [Member] | Level 2 [Member] | Time deposits [Member]
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Deposits	18,806	20,471
Fair Value [Member] | Level 3 [Member]
Financial Instruments, Financial Assets, Balance Sheet Groupings
Securities held to maturity	114	6
Loans held for sale	18	34
Net loans (excludes leases)	202,758	197,611
Other assets	494	622
Total assets	203,384	198,273
Financial Instruments, Financial Liabilities, Balance Sheet Groupings
Borrowed funds	1,457	1,424
Unfunded loan commitments and letters of credit	289	245
Total liabilities	$ 1,746	$ 1,669

Goodwill and Other Intangible66

Goodwill and Other Intangible Assets (Narrative) (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Finite-Lived Intangible Assets [Line Items]
Mortgage servicing rights	$ 1,293,000,000		$ 1,293,000,000		$ 1,589,000,000
Fees from Mortgage and Other Loan Servicing	$ 100,000,000	$ 100,000,000	$ 400,000,000	$ 400,000,000

Goodwill and Other Intangible67

Goodwill and Other Intangible Assets (Mortgage Servicing Rights) (Details) - USD ($)	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
Servicing Assets At Fair Value [Line Items]
Mortgage servicing rights, beginning balance	$ 1,589,000,000
Mortgage servicing rights, ending balance	1,293,000,000
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	820,000,000	962,000,000
Unpaid principal balance of loans serviced for others at end of period	126,189,000,000	121,680,000,000
Servicing Advances	322,000,000	431,000,000
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Time and Payoffs [Member]
Servicing Assets At Fair Value [Line Items]
Changes in Fair Value	(120,000,000)	(136,000,000)
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Other [Member]
Servicing Assets At Fair Value [Line Items]
Changes in Fair Value	(316,000,000)	(69,000,000)
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | From loans sold with servicing retained [Member]
Servicing Assets At Fair Value [Line Items]
Additions	39,000,000	61,000,000
Mortgage Servicing Rights [Member] | Residential Mortgage [Member] | Purchases [Member]
Servicing Assets At Fair Value [Line Items]
Additions	154,000,000	261,000,000
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	473,000,000	505,000,000
Unpaid principal balance of loans serviced for others at end of period	139,976,000,000	143,915,000,000
Servicing Advances	251,000,000	277,000,000
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Time and Payoffs [Member]
Servicing Assets At Fair Value [Line Items]
Changes in Fair Value	(67,000,000)	(66,000,000)
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Other [Member]
Servicing Assets At Fair Value [Line Items]
Changes in Fair Value	(56,000,000)	(26,000,000)
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | From loans sold with servicing retained [Member]
Servicing Assets At Fair Value [Line Items]
Additions	45,000,000	48,000,000
Mortgage Servicing Rights [Member] | Commercial Mortgage [Member] | Purchases [Member]
Servicing Assets At Fair Value [Line Items]
Additions	$ 25,000,000	$ 43,000,000

Goodwill and Other Intangible68

Goodwill and Other Intangible Assets (Commercial and Residential Mortgage Loan Servicing Assets - Key Valuation Assumptions) (Details) - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Sep. 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	$ 1,293,000,000	$ 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	$ 473,000,000	$ 526,000,000	$ 505,000,000	$ 506,000,000
Weighted-average life	4 years 5 months	4 years 8 months
Constant prepayment rate (CPR)	7.75%	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	$ 20,000,000	$ 19,000,000
Discount rate	7.53%	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	$ 820,000,000	$ 1,063,000,000	$ 962,000,000	$ 845,000,000
Weighted-average life	4 years 3 months	6 years 4 months
Constant prepayment rate (CPR)	18.28%	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	$ 94,000,000	$ 85,000,000
Spread over the benchmark curve	8.47%	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		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Qualified Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Service cost	$ 26	$ 27	$ 77	$ 80
Interest cost	46	44	139	133
Expected return on plan assets	(70)	(75)	(211)	(223)
Amortization of prior service cost/(credit)	(2)	(2)	(5)	(6)
Amortization of actuarial losses	12	8	34	23
Net periodic cost/(benefit)	12	2	34	7
Nonqualified Retirement Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Service cost	1	1	2	2
Interest cost	3	3	9	9
Amortization of actuarial losses	1	2	3	5
Net periodic cost/(benefit)	5	6	14	16
Postretirement Benefits
Defined Benefit Plan Disclosure [Line Items]
Service cost	1	1	4	4
Interest cost	4	4	11	11
Expected return on plan assets	(1)		(3)
Amortization of prior service cost/(credit)		(1)	(1)	(1)
Net periodic cost/(benefit)	$ 4	$ 4	$ 11	$ 14

Financial Derivatives (Narrativ

Financial Derivatives (Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Derivative [Line Items]
Cash And Securities Held To Collateralize Net Derivative Assets	$ 1,200		$ 1,200
Cash And Securities Pledged To Collateralize Net Derivative Liabilities	1,600		1,600
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	1,100		1,100
Maximum amount of collateral PNC would have been required to post if the credit-risk-related contingent features underlying these agreements had been triggered	200		200
Risk Participation Agreements Sold [Member]
Derivative [Line Items]
Credit Derivative Maximum Exposure Undiscounted	181		181		$ 122
Derivative Liability Notional Amount	3,900		$ 3,900		$ 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			5 years
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income, Effective Portion, Net	(63)	$ 326	$ 328	$ 522
Gain Loss From Components Excluded From Assessment Of Cash Flow Hedge Effectiveness Net			0
Gain Loss On Discontinuation Of Cash Flow Hedge Due To Forecasted Transaction Probable Of Not Occurring Net			$ 0	0
Cash Flow Hedge Ineffectiveness Is Immaterial			Cash flow hedge ineffectiveness was not significant for the periods presented.
Cash Flow Hedging [Member] | Interest Rate Contracts [Member] | Pretax [Member]
Derivative [Line Items]
Cash Flow Hedge Gain Loss To Be Reclassified Within Twelve Months			$ 199
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			130
Fair Value Hedging [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Gain Loss From Components Excluded From Assessment Of Fair Value Hedge Effectiveness Net			0
Net Investment Hedging [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income, Effective Portion, Net	$ 27	$ 43	136	32
Gain Loss From Components Excluded From Assessment Of Net Investment Hedge Effectiveness Net			0
Amount Of Ineffectiveness On Net Investment Hedges			$ 0	$ 0
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			1 month
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			$ 56
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			$ 36

Financial Derivatives (Total Gr

Financial Derivatives (Total Gross Derivatives) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Asset, Fair Value	$ 7,147	$ 4,941
Derivative Liability, Fair Value	5,407	3,802
Derivative Notional Amount	348,787	347,976
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	1,645	1,159
Derivative Liability, Fair Value	309	174
Derivative Notional Amount	52,466	52,074
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	5,502	3,782
Derivative Liability, Fair Value	5,098	3,628
Derivative Notional Amount	$ 296,321	$ 295,902

Financial Derivatives (Derivati

Financial Derivatives (Derivatives Designated As Hedging Instruments Under GAAP) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Asset, Fair Value	$ 7,147	$ 4,941
Derivative Liability, Fair Value	5,407	3,802
Derivative Notional Amount	348,787	347,976
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	1,645	1,159
Derivative Liability, Fair Value	309	174
Derivative Notional Amount	52,466	52,074
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	5,502	3,782
Derivative Liability, Fair Value	5,098	3,628
Derivative Notional Amount	296,321	295,902
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	990	712
Derivative Liability, Fair Value	308	171
Derivative Notional Amount	33,687	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	989	699
Derivative Liability, Fair Value	1	18
Derivative Notional Amount	25,972	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	1	13
Derivative Liability, Fair Value	307	153
Derivative Notional Amount	7,715	5,934
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	488	416
Derivative Liability, Fair Value	1	3
Derivative Notional Amount	17,779	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	487	412
Derivative Liability, Fair Value	1	2
Derivative Notional Amount	17,579	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	1	4
Derivative Liability, Fair Value		1
Derivative Notional Amount	200	1,400
Net Investment Hedging [Member] | Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Asset, Fair Value	167	31
Derivative Notional Amount	$ 1,000	$ 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		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives Recognized in Income	$ (181)	$ 213	$ 172	$ 118
Gain (Loss) on Related Hedged Items Recognized in Income	178	(229)	(208)	(154)
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	51	(92)	(158)	(80)
Gain (Loss) on Related Hedged Items Recognized in Income	(53)	94	161	82
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	(232)	305	330	198
Gain (Loss) on Related Hedged Items Recognized in Income	$ 231	$ (323)	$ (369)	$ (236)

Financial Derivatives (Gains 74

Financial Derivatives (Gains (Losses) on Derivatives and Related Cash Flows - Cash Flow Hedges) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on cash flow hedge derivatives	$ (125)	$ 234	$ 138	$ 303
Cash Flow Hedging [Member] | Interest Rate Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives Recognized in OCI (Effective Portion)	(63)	326	328	522
Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	62	92	190	219
Net unrealized gains (losses) on cash flow hedge derivatives	(125)	234	138	303
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)	61	80	$ 190	220
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	$ 12		$ (1)

Financial Derivatives (Deriva75

Financial Derivatives (Derivatives Not Designated As Hedging Instruments under GAAP) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Notional Amount	$ 348,787	$ 347,976
Derivative Asset, Fair Value	7,147	4,941
Derivative Liability, Fair Value	5,407	3,802
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Notional Amount	52,466	52,074
Derivative Asset, Fair Value	1,645	1,159
Derivative Liability, Fair Value	309	174
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Notional Amount	296,321	295,902
Derivative Asset, Fair Value	5,502	3,782
Derivative Liability, Fair Value	5,098	3,628
Not Designated as Hedging Instrument [Member] | Residential Mortgages [Member]
Derivative [Line Items]
Derivative Notional Amount	72,281	73,891
Derivative Asset, Fair Value	1,436	823
Derivative Liability, Fair Value	920	447
Not Designated as Hedging Instrument [Member] | Residential Mortgages [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	63,289	65,728
Derivative Asset, Fair Value	1,396	789
Derivative Liability, Fair Value	901	439
Not Designated as Hedging Instrument [Member] | Residential Mortgages [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	8,992	8,163
Derivative Asset, Fair Value	40	34
Derivative Liability, Fair Value	19	8
Not Designated as Hedging Instrument [Member] | Commercial Mortgage Banking [Member]
Derivative [Line Items]
Derivative Notional Amount	9,689	24,091
Derivative Asset, Fair Value	151	88
Derivative Liability, Fair Value	71	52
Not Designated as Hedging Instrument [Member] | Commercial Mortgage Banking [Member] | Credit Risk Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	35	77
Not Designated as Hedging Instrument [Member] | Commercial Mortgage Banking [Member] | Commercial Mortgage Banking Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	9,654	24,014
Derivative Asset, Fair Value	151	88
Derivative Liability, Fair Value	71	52
Not Designated as Hedging Instrument [Member] | Customer Contracts [Member]
Derivative [Line Items]
Derivative Notional Amount	208,437	192,621
Derivative Asset, Fair Value	3,875	2,812
Derivative Liability, Fair Value	3,705	2,661
Not Designated as Hedging Instrument [Member] | Customer Contracts [Member] | Credit Risk Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	6,397	5,026
Derivative Asset, Fair Value	3	2
Derivative Liability, Fair Value	7	4
Not Designated as Hedging Instrument [Member] | Customer Contracts [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	12,064	10,888
Derivative Asset, Fair Value	185	194
Derivative Liability, Fair Value	159	198
Not Designated as Hedging Instrument [Member] | Customer Contracts [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	189,976	176,707
Derivative Asset, Fair Value	3,687	2,616
Derivative Liability, Fair Value	3,539	2,459
Not Designated as Hedging Instrument [Member] | Other Risk Management Activity [Member]
Derivative [Line Items]
Derivative Notional Amount	5,914	5,299
Derivative Asset, Fair Value	40	59
Derivative Liability, Fair Value	402	468
Not Designated as Hedging Instrument [Member] | Other Risk Management Activity [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	3,061	2,742
Derivative Asset, Fair Value	40	59
Derivative Liability, Fair Value	25	6
Not Designated as Hedging Instrument [Member] | Other Risk Management Activity [Member] | Other Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	2,853	2,557
Derivative Liability, Fair Value	377	462
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	37,604	37,505
Derivative Asset, Fair Value	1,369	758
Derivative Liability, Fair Value	893	416
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Commercial Mortgage Banking Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	4,925	3,945
Derivative Asset, Fair Value	136	77
Derivative Liability, Fair Value	64	46
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	168,512	157,041
Derivative Asset, Fair Value	3,516	2,507
Derivative Liability, Fair Value	3,520	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	1,231	650
Derivative Asset, Fair Value	13	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	4,773	4,363
Derivative Asset, Fair Value	150	86
Derivative Liability, Fair Value	6	13
Not Designated as Hedging Instrument [Member] | Future [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	18,428	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	3,322	18,454
Not Designated as Hedging Instrument [Member] | Future [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	3,077	1,673
Not Designated as Hedging Instrument [Member] | Future Options [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount		6,000
Derivative Liability, Fair Value		1
Not Designated as Hedging Instrument [Member] | Residential Mortgage Loan Commitment [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	2,231	1,580
Derivative Asset, Fair Value	32	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	1,407	1,176
Derivative Asset, Fair Value	15	11
Derivative Liability, Fair Value	7	6
Not Designated as Hedging Instrument [Member] | Bond Option [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	200	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	5,140	5,337
Derivative Liability, Fair Value	10	11
Not Designated as Hedging Instrument [Member] | Caps Floors Purchased [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	6,462	6,383
Derivative Asset, Fair Value	19	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	6,026	3,920
Derivative Asset, Fair Value	14	4
Derivative Liability, Fair Value	1	8
Not Designated as Hedging Instrument [Member] | Mortgage Backed Securities Commitments [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	6,546	6,363
Derivative Asset, Fair Value	8	16
Derivative Liability, Fair Value	19	8
Not Designated as Hedging Instrument [Member] | Mortgage Backed Securities Commitments [Member] | Customer Related Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Notional Amount	2,012	1,910
Derivative Asset, Fair Value	2	5
Derivative Liability, Fair Value	$ 3	$ 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		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	$ 71	$ 354	$ 432	$ 631
Residential Mortgages [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	23	138	356	221
Residential Mortgages [Member] | Residential Mortgage Servicing Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	7	144	343	159
Residential Mortgages [Member] | Loan Sales Interest Rate Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	16	(6)	13	62
Commercial Mortgage Banking [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	(5)	42	75	47
Commercial Mortgage Banking [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	(5)	42	75	47
Customer Contracts [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	49	33	92	100
Customer Contracts [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	23	10	20	44
Customer Contracts [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	26	23	72	56
Other Risk Management Activity [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	4	141	(91)	263
Other Risk Management Activity [Member] | Interest Rate Contracts [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net				1
Other Risk Management Activity [Member] | Foreign Exchange Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	26	94	(3)	208
Other Risk Management Activity [Member] | Other Contract [Member]
Derivative [Line Items]
Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net	$ (22)	$ 47	$ (88)	$ 54

Financial Derivatives (Deriva77

Financial Derivatives (Derivative Assets and Liabilitites Offsetting) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	$ 7,147	$ 4,941
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	5,407	3,802
Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	5,407	3,802
Derivative Liability, Fair Value Offset Amount	3,851	2,554
Derivative Liability, Cash Collateral	1,045	608
Derivative Liability, Net Fair Value	511	640
Derivative Liability, Net	511	640
Assets [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	7,147	4,941
Derivative Asset, Fair Value Offset Amount	3,851	2,554
Derivative Asset, Cash Collateral	782	551
Derivative Asset, Net Fair Value	2,514	1,836
Derivative Asset, Securities Collateral Held Under Master Netting Agreements	314	180
Derivative Asset, Net	2,200	1,656
Interest Rate Contracts [Member] | Liability [Member] | Exchange Cleared, Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	2,192	855
Derivative Liability, Fair Value Offset Amount	1,794	779
Derivative Liability, Cash Collateral	376	57
Derivative Liability, Net Fair Value	22	19
Derivative Liability, Net	22	19
Interest Rate Contracts [Member] | Liability [Member] | Exchange Traded, Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value		1
Derivative Liability, Net Fair Value		1
Derivative Liability, Net		1
Interest Rate Contracts [Member] | Liability [Member] | Over The Counter, Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	2,647	2,276
Derivative Liability, Fair Value Offset Amount	1,947	1,687
Derivative Liability, Cash Collateral	643	530
Derivative Liability, Net Fair Value	57	59
Derivative Liability, Net	57	59
Interest Rate Contracts [Member] | Assets [Member] | Exchange Cleared [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	2,002	1,003
Derivative Asset, Fair Value Offset Amount	1,793	779
Derivative Asset, Cash Collateral	184	195
Derivative Asset, Net Fair Value	25	29
Derivative Asset, Net	25	29
Interest Rate Contracts [Member] | Assets [Member] | Over The Counter [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	4,750	3,652
Derivative Asset, Fair Value Offset Amount	1,844	1,645
Derivative Asset, Cash Collateral	557	342
Derivative Asset, Net Fair Value	2,349	1,665
Derivative Asset, Securities Collateral Held Under Master Netting Agreements	314	178
Derivative Asset, Net	2,035	1,487
Foreign Exchange [Member] | Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	184	204
Derivative Liability, Fair Value Offset Amount	105	85
Derivative Liability, Cash Collateral	24	20
Derivative Liability, Net Fair Value	55	99
Derivative Liability, Net	55	99
Foreign Exchange [Member] | Assets [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	392	284
Derivative Asset, Fair Value Offset Amount	213	129
Derivative Asset, Cash Collateral	40	13
Derivative Asset, Net Fair Value	139	142
Derivative Asset, Securities Collateral Held Under Master Netting Agreements		2
Derivative Asset, Net	139	140
Credit Risk Contract [Member] | Liability [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Gross Fair Value	7	4
Derivative Liability, Fair Value Offset Amount	5	3
Derivative Liability, Cash Collateral	2	1
Credit Risk Contract [Member] | Assets [Member]
Offsetting Assets [Line Items]
Derivative Asset, Gross Fair Value	3	2
Derivative Asset, Fair Value Offset Amount	1	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	377	462
Derivative Liability, Net Fair Value	377	462
Derivative Liability, Net	$ 377	$ 462

Earnings per Share (Details)

Earnings per Share (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Earnings Per Share Basic and Diluted [Line Items]
Net income	$ 1,006,000,000	$ 1,073,000,000	$ 2,938,000,000	$ 3,121,000,000
Net income (loss) attributable to noncontrolling interests	18,000,000	18,000,000	60,000,000	23,000,000
Preferred stock dividends and discount accretion and redemptions	64,000,000	64,000,000	172,000,000	182,000,000
Net income attributable to common shares	924,000,000	991,000,000	2,706,000,000	2,916,000,000
Dividends and undistributed earnings allocated to participating securities	7,000,000		19,000,000	2,000,000
Net income attributable to basic common shares	917,000,000	991,000,000	2,687,000,000	2,914,000,000
Less: Impact of BlackRock earnings per share dilution	4,000,000	4,000,000	10,000,000	14,000,000
Net income attributable to diluted common shares	$ 913,000,000	$ 987,000,000	$ 2,677,000,000	$ 2,900,000,000
Basic weighted-average common shares outstanding	490,000,000	512,000,000	496,000,000	516,000,000
Basic earnings per common share	$ 1.87	$ 1.93	$ 5.41	$ 5.64
Dilutive potential common shares	6,000,000	8,000,000	6,000,000	9,000,000
Diluted weighted-average common shares outstanding	496,000,000	520,000,000	502,000,000	525,000,000
Diluted earnings per common share	$ 1.84	$ 1.9	$ 5.33	$ 5.52

Total Equity and Other Compre79

Total Equity and Other Comprehensive Income (Narrative) (Details) - TARP Warrant [Member] - $ / shares shares in Millions	Sep. 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		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 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	$ 736	$ 379	130	$ 503
Treasury Stock, Beginning Balance			3,368
Noncontrolling interests, Beginning Balance			1,270
Total Equity, Beginning Balance			45,980	46,074
Net income	1,006	1,073	2,938	3,121
Other comprehensive income (loss), net of tax	(90)	236	516	112
Cash dividends declared [Abstract]
Common			(791)	(779)
Preferred			(168)	(178)
Common stock activity			11	39
Treasury stock activity			(1,420)	(1,465)
Other			(221)	(146)
Common Stock, Ending Balance	2,709		2,709
Capital surplus - Preferred Stock, Ending Balance	3,456		3,456
Capital surplus - Common Stock, Ending Balance	12,703		12,703
Retained Earnings, Ending Balance	30,958		30,958
Accumulated Other Comprehensive Income (Loss), Net of Tax, Ending Balance	646	615	646	615
Treasury Stock, Ending Balance	4,765		4,765
Noncontrolling interests, Ending Balance	1,138		1,138
Total Equity, Ending Balance	$ 46,845	46,278	$ 46,845	46,278
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			(16)	(14)
Ending Balance, (in shares)	488	510	488	510
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			$ 1.57	$ 1.5
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			4	4
Capital surplus - Preferred Stock, Ending Balance	3,456	3,450	3,456	3,450
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	36
Treasury stock activity			(23)	(58)
Other			(29)	70
Capital surplus - Common Stock, Ending Balance	12,703	12,675	12,703	12,675
Retained Earnings [Member]
Common Stock [Abstract]
Retained Earnings, Beginning Balance			29,043	26,200
Net income			2,878	3,098
Cash dividends declared [Abstract]
Common			(791)	(779)
Preferred			(168)	(178)
Preferred stock discount accretion			(4)	(4)
Retained Earnings, Ending Balance	30,958	28,337	30,958	28,337
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			516	112
Cash dividends declared [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax, Ending Balance	646	615	646	615
Treasury Stock [Member]
Common Stock [Abstract]
Treasury Stock, Beginning Balance			(3,368)	(1,430)
Cash dividends declared [Abstract]
Treasury stock activity			(1,397)	(1,407)
Treasury Stock, Ending Balance	(4,765)	(2,837)	(4,765)	(2,837)
Noncontrolling Interest [Member]
Common Stock [Abstract]
Noncontrolling interests, Beginning Balance			1,270	1,523
Net income			60	23
Cash dividends declared [Abstract]
Other			(192)	(216)
Noncontrolling interests, Ending Balance	$ 1,138	$ 1,330	$ 1,138	$ 1,330

Total Equity and Other Compre81

Total Equity and Other Comprehensive Income (Other Comprehensive Income) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net Unrealized Gains Losses on Non Otti Securities [Abstract]
Increase in net unrealized gains(losses) on non-OTTI securities	$ (14)	$ 139	$ 791	$ (75)
Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities in interest income, before tax	5	6	19	20
Less: Net gains (losses) realized on sales of non-OTTI securities reclassified to noninterest income, before tax	6	(21)	20	42
Net unrealized gains (losses) on non-OTTI securities, Before Tax	(25)	154	752	(137)
Other Comprehensive Income (Loss), Non Otti Securities Adjustment, Tax	10	(57)	(275)	50
Net unrealized gains (losses) on non-OTTI securities, Activity, After Tax	(15)	97	477	(87)
Net Unrealized Gains Losses On Otti Securities [Abstract]
Increase in net unrealized gains (losses) on OTTI securities, Pretax	38	3	16	8
Less: Net OTTI losses realized in net income, Pre-tax		(1)	(1)	(3)
Net unrealized gains (losses) on OTTI securities	38	4	17	11
Net unrealized gains (losses) on OTTI securities, tax	(14)	(1)	(6)	(4)
Net unrealized gains (losses) on OTTI securities, Activity, After Tax	24	3	11	7
Net unrealized gains (losses) on cash flow hedge derivatives [Abstract]
Increase in net unrealized gains (losses) on cash flow hedge derivatives, Pretax	(63)	326	328	522
Less: Net gains (losses) realized as a yield adjustment reclassified to loan interest income, Before Tax	51	74	167	202
Less: Net gains (losses) realized as a yield adjustment reclassified to investment securities interest income, Before Tax	10	6	23	18
Less: Net gains (losses) realized on sales of securities reclassified to noninterest income, Before Tax	1	12		(1)
Net unrealized gains (losses) on cash flow hedge derivatives, Before Tax	(125)	234	138	303
Net unrealized gains (losses) on cash flow hedge derivatives, tax	45	(86)	(51)	(111)
Net unrealized gains (losses) on cash flow hedge derivatives, Net of tax, Total	(80)	148	87	192
Pension and other postretirement benefit plan adjustments [Abstract]
Net pension and other postretirement benefit plan activity, Before tax			(5)	36
Amortization of actuarial loss (gain) reclassified to other noninterest expense, Before tax	13	10	37	28
Amortization of prior service cost (credit) reclassified to other noninterest expense, Before tax	(2)	(3)	(6)	(7)
Pension and other postretirement benefit plan adjustments, net activity, Pre-Tax	11	7	26	57
Pension and other postretirement benefit plan adjustments, net activity, Tax	(5)	(2)	(10)	(20)
Pension and other postretirement benefit plan adjustments, net activity, After Tax	6	5	16	37
Other Comprehensive Income Other Adjustments [Abstract]
PNC's portion of BlackRock's OCI, Before tax	(28)		(40)	(34)
Net investment hedge derivatives, Before tax	27	43	136	32
Foreign Currency Transaction and Translation Adjustment, before Tax	(24)	(44)	(136)	(35)
Total Other, net activity, Before tax	(25)	(1)	(40)	(37)
Total Other, net activity, Tax		(16)	(35)
Total Other, net activity, After tax	(25)	(17)	(75)	(37)
Other Comprehensive Income Loss Before Tax	(126)	398	893	197
Other Comprehensive Income (Loss), Tax	36	(162)	(377)	(85)
Other Comprehensive Income (Loss), Net of Tax	$ (90)	$ 236	$ 516	$ 112

Total Equity and Other Compre82

Total Equity and Other Comprehensive Income (Accumulated Other Comprehensive Income (Loss) Components) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net Unrealized Gains Losses on Non Otti Securities [Abstract]
Net unrealized gains (losses) on non-OTTI securities, after-tax, Beginning Balance	$ 778	$ 463	$ 286	$ 647
Other Comprehensive Income (Loss), Non Otti Securities Adjustment, After Tax	(15)	97	477	(87)
Net unrealized gains (losses) on non-OTTI securities, after-tax, Ending Balance	763	560	763	560
Net Unrealized Gains Losses On Otti Securities [Abstract]
Net unrealized gains (losses) on OTTI securities, after tax, Beginning Balance	53	78	66	74
Other Comprehensive Income Loss Otti Securities Adjustment After Tax	24	3	11	7
Net unrealized gains (losses) on OTTI securities, after tax, Ending Balance	77	81	77	81
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, before Tax [Abstract]
Net unrealized gains (losses) on cash flow hedge derivatives, after-tax, Beginning balance	597	394	430	350
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax	(80)	148	87	192
Net unrealized gains (losses) on cash flow hedge derivatives, after-tax, Ending balance	517	542	517	542
Pension and other postretirement benefit plan adjustments [Abstract]
Pension and other postretirement benefit plan adjustments, after tax, Beginning Balance	(544)	(488)	(554)	(520)
Pension and other postretirement benefit plan adjustments, net activity, After Tax	6	5	16	37
Pension and other postretirement benefit plan adjustments, after tax, Ending Balance	(538)	(483)	(538)	(483)
Other Comprehensive Income Other Adjustments [Abstract]
Other, after tax, Beginning balance	(148)	(68)	(98)	(48)
Total Other, net activity, After tax	(25)	(17)	(75)	(37)
Other, after tax, Ending balance	(173)	(85)	(173)	(85)
Accumulated Other Comprehensive Income (Loss), Net of Tax, Beginning Balance	736	379	130	503
Other comprehensive income (loss), after tax and net of reclassifications into Net income	(90)	236	516	112
Accumulated Other Comprehensive Income (Loss), Net of Tax, Ending Balance	$ 646	$ 615	$ 646	$ 615

Legal Proceedings (Details)

Legal Proceedings (Details) - Maximum [Member]	9 Months Ended
	Sep. 30, 2016USD ($)
CBNV Mortgage Litigation [Member] | Settlement Defense Proposed [Member]
Loss Contingencies [Line Items]
Litigation Settlement Amount	$ 24,000,000
CBNV Mortgage Litigation [Member] | Settlement Plaintiffs Proposed [Member]
Loss Contingencies [Line Items]
Litigation Settlement Amount	70,000,000
Legal Reserve [Member]
Loss Contingencies [Line Items]
Loss contingency, range of possible loss not accrued	525,000,000
Legal Reserve [Member] | Jade Capital Investments, LLC [Member]
Loss Contingencies [Line Items]
Litigation Settlement Amount	$ 9,500,000

Commitments and Guarantees (Nar

Commitments and Guarantees (Narrative) (Details) - Standby letters of credit [Member] $ in Billions	9 Months Ended
	Sep. 30, 2016USD ($)
Loss Contingencies [Line Items]
Standby letters of credit - Terms outstanding - Minimum	1 year
Standby letters of credit - Terms outstanding - Maximum	8 years
Standby letters of credit - Assets securing certain specifically identified standby letters of credit	$ 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	Sep. 30, 2016	Dec. 31, 2015
Other Commitments [Line Items]
Commitments	$ 160,328	$ 155,141
Commitments to extend credit [Member]
Other Commitments [Line Items]
Commitments	147,840	142,489
Commitments to extend credit [Member] | Total commercial lending [Member]
Other Commitments [Line Items]
Commitments	104,124	101,252
Commitments to extend credit [Member] | Home Equity Lines of Credit [Member]
Other Commitments [Line Items]
Commitments	17,316	17,268
Commitments to extend credit [Member] | Credit Card [Member]
Other Commitments [Line Items]
Commitments	21,907	19,937
Commitments to extend credit [Member] | Other [Member]
Other Commitments [Line Items]
Commitments	4,493	4,032
Standby letters of credit [Member]
Other Commitments [Line Items]
Commitments	8,760	8,765
Standby letters of credit [Member] | Remarketing Programs [Member]
Other Commitments [Line Items]
Commitments	4,400	4,700
Reinsurance Agreements [Member]
Other Commitments [Line Items]
Commitments	1,880	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	868	911
Other commitments [Member]
Other Commitments [Line Items]
Commitments	980	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]	Sep. 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	Sep. 30, 2016	Dec. 31, 2015
Offsetting Assets [Line Items]
Gross Resale Agreements	$ 637	$ 1,082
Net Resale Agreements	637	1,082
Securities Collateral Held Under Master Netting Agreements	563	1,008
Net Amounts	74	74
Offsetting Liabilities [Line Items]
Gross Repurchase Agreements	1,231	1,767
Net Repurchase Agreements	1,231	1,767
Securities Collateral Pledged Under Master Netting Agreements	532	1,014
Net Amounts	699	753
Long Term Repurchase Agreements [Member]
Offsetting Liabilities [Line Items]
Net Repurchase Agreements	$ 0	$ 0

Segment Reporting (Narrative) (

Segment Reporting (Narrative) (Details) $ in Millions	9 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)
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	$ 248	$ 240

Segment Reporting (Table) (Deta

Segment Reporting (Table) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Segment Reporting Information [Line Items]
Net interest income	$ 2,095	$ 2,062	$ 6,261	$ 6,186
Noninterest income	1,734	1,713	5,027	5,186
Total revenue	3,829	3,775	11,288	11,372
Provision for credit losses (benefit)	87	81	366	181
Depreciation and amortization	209	201	626	595
Other noninterest expense	2,185	2,151	6,409	6,472
Income (loss) before income taxes and noncontrolling interests	1,348	1,342	3,887	4,124
Income taxes	342	269	949	1,003
Net income (loss)	1,006	1,073	2,938	3,121
Average Assets	363,870	358,587	359,607	353,133
Retail Banking [Member]
Segment Reporting Information [Line Items]
Net interest income	1,120	1,068	3,350	3,150
Noninterest income	527	574	1,628	1,652
Total revenue	1,647	1,642	4,978	4,802
Provision for credit losses (benefit)	104	57	210	151
Depreciation and amortization	40	42	121	127
Other noninterest expense	1,151	1,148	3,388	3,431
Income (loss) before income taxes and noncontrolling interests	352	395	1,259	1,093
Income taxes	129	144	461	399
Net income (loss)	223	251	798	694
Average Assets	71,219	72,916	71,658	73,430
Corporate & Institutional Banking [Member]
Segment Reporting Information [Line Items]
Net interest income	840	855	2,500	2,515
Noninterest income	517	476	1,484	1,397
Total revenue	1,357	1,331	3,984	3,912
Provision for credit losses (benefit)	12	46	188	83
Depreciation and amortization	35	36	107	109
Other noninterest expense	520	497	1,518	1,485
Income (loss) before income taxes and noncontrolling interests	790	752	2,171	2,235
Income taxes	253	250	713	743
Net income (loss)	537	502	1,458	1,492
Average Assets	139,806	131,613	137,884	131,678
Asset Management Group [Member]
Segment Reporting Information [Line Items]
Net interest income	74	71	227	215
Noninterest income	220	207	636	658
Total revenue	294	278	863	873
Provision for credit losses (benefit)	(3)	(2)		11
Depreciation and amortization	11	10	34	33
Other noninterest expense	195	201	584	603
Income (loss) before income taxes and noncontrolling interests	91	69	245	226
Income taxes	33	25	90	83
Net income (loss)	58	44	155	143
Average Assets	7,588	7,902	7,743	7,922
Residential Mortgage Banking [Member]
Segment Reporting Information [Line Items]
Net interest income	28	31	81	91
Noninterest income	163	135	450	488
Total revenue	191	166	531	579
Provision for credit losses (benefit)		2		2
Depreciation and amortization	3	4	8	11
Other noninterest expense	167	167	450	499
Income (loss) before income taxes and noncontrolling interests	21	(7)	73	67
Income taxes	8	(3)	27	24
Net income (loss)	13	(4)	46	43
Average Assets	6,160	6,513	6,078	6,962
BlackRock [Member]
Segment Reporting Information [Line Items]
Noninterest income	189	181	500	532
Total revenue	189	181	500	532
Income (loss) before income taxes and noncontrolling interests	189	181	500	532
Income taxes	41	42	110	125
Net income (loss)	148	139	390	407
Average Assets	7,026	6,813	7,026	6,813
Non Strategic Assets [Member]
Segment Reporting Information [Line Items]
Net interest income	72	90	220	302
Noninterest income	8	16	35	34
Total revenue	80	106	255	336
Provision for credit losses (benefit)	(22)	(25)	(16)	(61)
Other noninterest expense	16	23	57	73
Income (loss) before income taxes and noncontrolling interests	86	108	214	324
Income taxes	32	40	79	119
Net income (loss)	54	68	135	205
Average Assets	5,302	6,460	5,580	6,880
All Other Segments [Member]
Segment Reporting Information [Line Items]
Net interest income	(39)	(53)	(117)	(87)
Noninterest income	110	124	294	425
Total revenue	71	71	177	338
Provision for credit losses (benefit)	(4)	3	(16)	(5)
Depreciation and amortization	120	109	356	315
Other noninterest expense	136	115	412	381
Income (loss) before income taxes and noncontrolling interests	(181)	(156)	(575)	(353)
Income taxes	(154)	(229)	(531)	(490)
Net income (loss)	(27)	73	(44)	137
Average Assets	$ 126,769	$ 126,370	$ 123,638	$ 119,448

Subsequent Events (Details)

Subsequent Events (Details) - Subsequent Events [Member] - Series S Preferred Stock [Member] $ in Millions	Nov. 01, 2016USD ($)shares
Subsequent Event [Line Items]
Depository Shares Issued	525,000
Interest In Preferred Stock	0.01%
Gross Proceeds | $	$ 525
Series S Preferred Shares Issued	5,250