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Document and Entity Information	6 Months Ended
Jun. 30, 2012	Jul. 25, 2012
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun 30, 2012
Document Fiscal Year Focus	2012
Document Fiscal Period Focus	Q2
Trading Symbol	RF
Entity Registrant Name	REGIONS FINANCIAL CORP
Entity Central Index Key	0001281761
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		1,413,343,477

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CONSOLIDATED BALANCE SHEETS (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Assets
Cash and due from banks	$ 2,000	$ 2,132
Interest-bearing deposits in other banks	1,766	4,913
Federal funds sold and securities purchased under agreements to resell		200
Trading account assets	110	1,266
Securities available for sale	27,232	24,471
Securities held to maturity	13	16
Loans held for sale (includes $950 and $844 measured at fair value, respectively)	1,187	1,193
Loans, net of unearned income	76,202	77,594
Allowance for loan losses	(2,291)	(2,745)
Net loans	73,911	74,849
Other interest-earning assets	901	1,085
Premises and equipment, net	2,300	2,375
Interest receivable	341	361
Goodwill	4,816	4,816
Mortgage servicing rights	179	182
Other identifiable intangible assets	391	449
Other assets	7,198	8,742
Total assets	122,345	127,050
Deposits:
Non-interest-bearing	29,694	28,266
Interest-bearing	65,404	67,361
Total deposits	95,098	95,627
Short-term borrowings:
Federal funds purchased and securities sold under agreements to repurchase	2,746	2,333
Other short-term borrowings	560	734
Total short-term borrowings	3,306	3,067
Long-term borrowings	6,230	8,110
Total borrowed funds	9,536	11,177
Other liabilities	3,256	3,747
Total liabilities	107,890	110,551
Stockholders' equity:
Preferred stock, authorized 10 million shares Series A, cumulative perpetual participating, par value $1.00 (liquidation preference $1,000.00) per share, net of discount; Issued-3,500,000 shares		3,419
Common stock, par value $.01 per share: Authorized 3 billion shares Issued including treasury stock-1,454,542,017 and 1,301,230,838 shares, respectively	15	13
Additional paid-in capital	19,898	19,060
Retained earnings (deficit)	(4,136)	(4,527)
Treasury stock, at cost-41,198,540 and 42,414,444 shares, respectively	(1,376)	(1,397)
Accumulated other comprehensive income (loss), net	54	(69)
Total stockholders' equity	14,455	16,499
Total liabilities and stockholders' equity	$ 122,345	$ 127,050

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CONSOLIDATED BALANCE SHEETS (Parenthetical) (USD $) In Millions, except Share data, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Loans held for sale, at fair value	$ 950	$ 844
Preferred stock, authorized	10,000,000	10,000,000
Common stock, par value	$ 0.01	$ 0.01
Common stock, authorized	3,000,000,000	3,000,000,000
Common stock, issued	1,454,542,017	1,301,230,838
Treasury stock, shares	41,198,540	42,414,444
Series A Preferred Stock [Member]
Preferred stock, par value	$ 1	$ 1
Preferred stock, liquidation preference	$ 1,000	$ 1,000
Sale of Fixed Rate Cumulative Perpetual Preferred Stock, Series A	0	3,500,000

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CONSOLIDATED STATEMENTS OF INCOME (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Interest income on:
Loans, including fees	$ 806		$ 856		$ 1,618		$ 1,723
Securities:
Taxable	179		208		353		415
Tax-exempt
Total securities	179		208		353		415
Loans held for sale	7		9		14		22
Trading account assets					1
Other interest-earning assets	2		3		5		6
Total interest income	994		1,076		1,991		2,166
Interest expense on:
Deposits	76		126		164		265
Short-term borrowings							1
Long-term borrowings	80		94		162		189
Total interest expense	156		220		326		455
Net interest income	838		856		1,665		1,711
Provision for loan losses	26		398		143		880
Net interest income after provision for loan losses	812		458		1,522		831
Non-interest income:
Service charges on deposit accounts	233		308		487		595
Capital markets and investment income	17		19		45		50
Mortgage income	90		50		167		95
Trust department income	50		51		99		101
Securities gains, net	12		24		24		106
Other	105		91		209		176
Total non-interest income	507		543		1,031		1,123
Non-interest expense:
Salaries and employee benefits	434		401		876		829
Net occupancy expense	92		98		186		198
Furniture and equipment expense	67		72		131		142
Other	249		385		562		719
Total non-interest expense	842		956		1,755		1,888
Income from continuing operations before income taxes	477		45		798		66
Income tax expense (benefit)	126		(34)		208		(63)
Income from continuing operations	351		79		590		129
Discontinued operations:
Income (loss) from discontinued operations before income taxes	4		4		(61)		40
Income tax (benefit)			(26)		(25)		(9)
Income (loss) from discontinued operations, net of tax	4		30		(36)		49
Net income	355		109		554		178
Net income from continuing operations available to common shareholders	280		25		465		23
Net income available to common shareholders	$ 284		$ 55		$ 429		$ 72
Weighted-average number of shares outstanding:
Basic	1,414		1,258		1,348		1,257
Diluted	1,418		1,260		1,350		1,259
Earnings per common share from continuing operations:
Basic	$ 0.2	[1]	$ 0.02	[1]	$ 0.34	[1]	$ 0.02	[1]
Diluted	$ 0.2	[1]	$ 0.02	[1]	$ 0.34	[1]	$ 0.02	[1]
Earnings per common share:
Basic	$ 0.2	[1]	$ 0.04	[1]	$ 0.32	[1]	$ 0.06	[1]
Diluted	$ 0.2	[1]	$ 0.04	[1]	$ 0.32	[1]	$ 0.06	[1]
Cash dividends declared per common share	$ 0.01		$ 0.01		$ 0.02		$ 0.02
[1]	Certain per share amounts may not appear to reconcile due to rounding.

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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Net income	$ 355		$ 109		$ 554		$ 178
Other comprehensive income, net of tax
Unrealized holding gains arising during the period	86	[1]	192	[1]	88	[1]	144	[1]
Less: reclassification adjustments for securities gains realized in net income	8	[1]	16	[1]	16	[1]	69	[1]
Net change in unrealized gains on securities available for sale	78	[1]	176	[1]	72	[1]	75	[1]
Unrealized gains on derivative instruments designated as cash flow hedges:
Unrealized holding gains on derivatives arising during the period	37	[1]	55	[1]	47	[1]	56	[1]
Less: reclassification adjustments for gains realized in net income	11	[1]	29	[1]	21	[1]	60	[1]
Net change in unrealized gains (losses) on derivative instruments	26	[1]	26	[1]	26	[1]	(4)	[1]
Defined benefit pension plans and other post employment benefits:
Amortization of actuarial loss and prior service cost realized in net income, and other	10	[1]	8	[1]	25	[1]	12	[1]
Net change from defined benefit pension plans	10	[1]	8	[1]	25	[1]	12	[1]
Other comprehensive income, net of tax	114	[1]	210	[1]	123	[1]	83	[1]
Comprehensive income	$ 469		$ 319		$ 677		$ 261
[1]	All other comprehensive amounts are shown net of tax.

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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (Parenthetical) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Unrealized holding gains, tax benefit	$ 52	$ 114	$ 52	$ 81
Reclassification adjustments for securities gains realized in net income, tax expense	4	8	8	37
Unrealized holding gains on derivatives, tax expenses	23	35	29	35
Reclassification adjustments for gains realized in net income, tax expense	7	18	13	37
Amortization of actuarial loss and prior service cost realized in net income, and other, tax expense	$ 7	$ 4	$ 15	$ 8

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CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS EQUITY (USD $) In Millions, unless otherwise specified	Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings (Deficit) [Member]	Treasury Stock [Member]	Accumulated Other Comprehensive Income (Loss) [Member]
BALANCE at Dec. 31, 2010	$ 16,734		$ 3,380	$ 13	$ 19,050	$ (4,047)	$ (1,402)	$ (260)
BALANCE, shares at Dec. 31, 2010			4	1,256
Net income	178					178
Net change in unrealized gains and losses on securities available for sale, net of tax and reclassification adjustment	75	[1]						75
Net change in unrealized gains and losses on derivative instruments, net of tax and reclassification adjustment	(4)	[1]						(4)
Net change from defined benefit pension plans, net of tax	12	[1]						12
Cash dividends declared-$0.02 per share	(25)					(25)
Preferred dividends	(87)					(87)
Preferred stock transactions:
Discount accretion			19			(19)
Common stock transactions:
Impact of stock transactions under compensation plans, net	5				2		3
Impact of stock transactions under compensation plans, net (in shares)				3
BALANCE at Jun. 30, 2011	16,888		3,399	13	19,052	(4,000)	(1,399)	(177)
BALANCE, shares at Jun. 30, 2011			4	1,259
BALANCE at Dec. 31, 2011	16,499		3,419	13	19,060	(4,527)	(1,397)	(69)
BALANCE, shares at Dec. 31, 2011			4	1,259
Net income	554					554
Net change in unrealized gains and losses on securities available for sale, net of tax and reclassification adjustment	72	[1]						72
Net change in unrealized gains and losses on derivative instruments, net of tax and reclassification adjustment	26	[1]						26
Net change from defined benefit pension plans, net of tax	25	[1]						25
Cash dividends declared-$0.02 per share	(27)					(27)
Preferred dividends	(44)					(44)
Preferred stock transactions:
Discount accretion			10			(10)
Repurchase of Series A preferred stock issued to the U.S. Treasury and associated accelerated accretion	(3,500)		(3,429)			(71)
Repurchase of Series A preferred stock issued to the U.S. Treasury and associated accelerated accretion, shares			(4)
Repurchase of warrant from the U.S. Treasury	(45)				(45)
Common stock transactions:
Net proceeds from issuance of 153 million shares of common stock	875			2	873
Net proceeds from issuance of 153 million shares of common stock, Shares				153
Impact of stock transactions under compensation plans, net	20				10	(11)	21
Impact of stock transactions under compensation plans, net (in shares)				1
BALANCE at Jun. 30, 2012	$ 14,455			$ 15	$ 19,898	$ (4,136)	$ (1,376)	$ 54
BALANCE, shares at Jun. 30, 2012				1,413
[1]	All other comprehensive amounts are shown net of tax.

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CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS EQUITY (Parenthetical) (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Cash dividend declared, per share	$ 0.01	$ 0.01	$ 0.02	$ 0.02
Common Stock [Member]
Net proceeds from issuance of 153 million shares of common stock, Shares			153

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CONSOLIDATED STATEMENTS OF CASH FLOWS (USD $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011
Operating activities:
Net income	$ 554	$ 178
Adjustments to reconcile net cash provided by operating activities:
Provision for loan losses	143	880
Depreciation and amortization of premises and equipment	125	138
Provision for losses on other real estate, net	18	58
Net amortization of securities	144	92
Net amortization of loans and other assets	77	98
Net amortization of borrowings	2	1
Net securities gains	(24)	(106)
Gain on disposition of business	(15)
Deferred income tax expense (benefit)	201	(81)
Excess tax benefits from share-based payments	(1)
Originations and purchases of loans held for sale	(2,834)	(2,624)
Proceeds from sales of loans held for sale	2,732	3,525
Gain on sale of loans, net	(62)	(37)
Valuation charges on loans held for sale	8	6
Branch consolidation and property and equipment charges		77
Decrease (increase) in trading account assets	193	(107)
(Increase) decrease in other interest-earning assets	(182)	12
Decrease in interest receivable	17	67
(Increase) decrease in other assets	(102)	1,246
Increase (decrease) in other liabilities	39	(543)
Other	4	(38)
Net cash from operating activities	1,037	2,842
Investing activities:
Proceeds from sales of securities available for sale	1,670	6,479
Proceeds from maturities of securities available for sale	3,209	2,291
Proceeds from maturities of securities held to maturity	3	4
Purchases of securities available for sale	(6,970)	(9,178)
Proceeds from sales of loans	411	816
Purchases of loans	(407)	(1,545)
Net decrease in loans	746	585
Net purchases of premises and equipment	(79)	(128)
Proceeds from disposition of business, net of cash transferred	855
Net cash from investing activities	(562)	(676)
Financing activities:
Net (decrease) increase in deposits	(529)	1,717
Net increase (decrease) in short-term borrowings	1,168	(1,215)
Proceeds from long-term borrowings		1,001
Payments on long-term borrowings	(1,853)	(2,502)
Cash dividends on common stock	(27)	(25)
Cash dividends on preferred stock	(44)	(87)
Net proceeds from issuance of common stock	875
Repurchase of Series A preferred stock	(3,500)
Repurchase of warrant	(45)
Excess tax benefits from share-based payments	1
Net cash from financing activities	(3,954)	(1,111)
(Decrease) increase in cash and cash equivalents	(3,479)	1,055
Cash and cash equivalents at beginning of year	7,245	6,919
Cash and cash equivalents at end of period	$ 3,766	$ 7,974

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Basis of Presentation	6 Months Ended
Jun. 30, 2012
Basis of Presentation	NOTE 1—Basis of Presentation Regions Financial Corporation (“Regions” or the “Company”) provides a full range of banking and bank-related services to individual and corporate customers through its subsidiaries and branch offices located primarily in Alabama, Arkansas, Florida, Georgia, Illinois, Indiana, Iowa, Kentucky, Louisiana, Mississippi, Missouri, North Carolina, South Carolina, Tennessee, Texas and Virginia. The Company is subject to competition from other financial institutions, is subject to the regulations of certain government agencies and undergoes periodic examinations by those regulatory authorities. The accounting and reporting policies of Regions and the methods of applying those policies that materially affect the consolidated financial statements conform with accounting principles generally accepted in the United States (“GAAP”) and with general financial services industry practices. The accompanying interim financial statements have been prepared in accordance with the instructions for Form 10-Q and, therefore, do not include all information and notes to the consolidated financial statements necessary for a complete presentation of financial position, results of operations, comprehensive income and cash flows in conformity with GAAP. In the opinion of management, all adjustments, consisting of normal and recurring items, necessary for the fair presentation of the consolidated financial statements have been included. These interim financial statements should be read in conjunction with the consolidated financial statements and notes thereto in Regions’ Form 10-K for the year ended December 31, 2011. Regions has evaluated all subsequent events for potential recognition and disclosure through the filing date of this Form 10-Q. Beginning with first quarter 2012 financial reporting, as required by new accounting literature, Regions began presenting separate consolidated statements of comprehensive income. Comprehensive income (loss) is the total of net income and all other non-owner changes in equity. Items are recognized as components of comprehensive income (loss) and are displayed net of tax in the consolidated statements of comprehensive income (loss). In the calculation of comprehensive income (loss), certain reclassification adjustments are made to avoid double-counting items that are displayed as part of net income (loss) for a period that also had been displayed as part of other comprehensive income (loss) in that period or earlier periods. The prior period is also shown for comparability. On January 11, 2012, Regions entered into an agreement to sell Morgan Keegan & Company, Inc. (“Morgan Keegan”) and related affiliates. The transaction closed on April 2, 2012. See Note 2 and Note 15 for further details. Results of operations for the entities sold are presented separately as discontinued operations for all periods presented on the consolidated statements of income because the sale met all of the criteria for reporting as discontinued operations at June 30, 2012. Other expenses related to the transaction are also included in discontinued operations. This presentation is consistent with the consolidated financial statements included in the 2011 Form 10-K. Certain amounts in prior period financial statements have been reclassified to conform to the current period presentation. These reclassifications are immaterial and have no effect on net income, comprehensive income, total assets or stockholders’ equity as previously reported.

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Discontinued Operations	6 Months Ended
Jun. 30, 2012
Discontinued Operations	NOTE 2—Discontinued Operations On January 11, 2012, Regions entered into a stock purchase agreement to sell Morgan Keegan and related affiliates to Raymond James Financial, Inc. (“Raymond James”). The transaction closed on April 2, 2012. Regions Investment Management, Inc. (formerly known as Morgan Asset Management, Inc.) and Regions Trust were not included in the sale. The total purchase price received by the Company was $1.2 billion. An estimated $15 million pre-tax gain on sale, which includes a $256 million adjustment of liabilities to record the legal indemnification at fair value as discussed in the next paragraph, was recorded in the second quarter of 2012 as a component of discontinued operations. In order to estimate the gain on sale, Regions made assumptions regarding the finalization of elections for income tax purposes to be made by Raymond James and Regions. Any adjustment to the gain, if needed, will be presented within discontinued operations on the consolidated statements of income and would have no impact on results from continuing operations. Regions does not expect any adjustment to the gain on sale to have a material impact on the Company’s financial position or regulatory capital. In connection with the closing of the sale, Regions agreed to indemnify Raymond James for all litigation matters related to pre-closing activities. See Note 15 for related disclosure. Losses under the indemnification include legal and other expenses, such as costs for defense, judgments, settlements and awards associated with the resolution of litigation related to pre-closing activities. Regions increased existing liabilities on the consolidated balance sheet by approximately $256 million, such that the resulting amount of $385 million reflected the fair value of the indemnification at the close of the transaction. The following table represents the condensed results of operations for discontinued operations for the three and six months ended June 30:        Three Months Ended June 30     Six Months Ended June 30            2012              2011             2012             2011            (In millions, except per share data)   Interest income    $ —         $ 10      $ 8      $ 20    Interest expense      —           2        1        4                                      Net interest income      —           8        7        16    Non-interest income:           Brokerage, investment banking and capital markets      —           229        233        465    Gain on sale      15         —          15        —      Other      —           9        7        36                                      Total non-interest income      15         238        255        501    Non-interest expense:           Salaries and employee benefits      —           160        171        326    Net occupancy expense      —           9        9        18    Furniture and equipment expense      —           7        8        14    Professional and legal expenses      10         23        106        48    Other      1         43        29        71                                      Total non-interest expense      11         242        323        477                                      Income (loss) from discontinued operations before income taxes      4         4        (61 )      40    Income tax benefit      —           (26 )      (25 )      (9 )                                    Income (loss) from discontinued operations, net of tax    $ 4       $ 30      $ (36 )    $ 49                                      Earnings (loss) per common share from discontinued operations:           Basic    $ 0.00       $ 0.02      $ (0.03 )    $ 0.04    Diluted    $ 0.00       $ 0.02      $ (0.03 )    $ 0.04

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Securities	6 Months Ended
Jun. 30, 2012
Securities	NOTE 3—Securities The amortized cost, gross unrealized gains and losses, and estimated fair value of securities available for sale and securities held to maturity are as follows:        June 30, 2012        Amortized Cost      Gross Unrealized Gains      Gross Unrealized Losses     Estimated Fair Value        (In millions)   Securities available for sale:            U.S. Treasury securities    $ 48       $ 3       $ —        $ 51    Federal agency securities      232         3         —          235    Obligations of states and political subdivisions      14         —           —          14    Mortgage-backed securities:            Residential agency      22,923         578         (7 )      23,494    Residential non-agency      13         1         —          14    Commercial agency      499         15         —          514    Commercial non-agency      619         18         —          637    Corporate and other debt securities      1,527         29         (5 )      1,551    Equity securities      722         2         (2 )      722                                          $ 26,597       $ 649       $ (14 )    $ 27,232                                       Securities held to maturity:            U.S. Treasury securities    $ 2       $ 1       $ —        $ 3    Federal agency securities      3         —           —          3    Mortgage-backed securities:            Residential agency      8         —           —          8                                          $ 13       $ 1       $ —        $ 14                                              December 31, 2011        Amortized Cost      Gross Unrealized Gains      Gross Unrealized Losses     Estimated Fair Value        (In millions)   Securities available for sale:            U.S. Treasury securities    $ 95       $ 3       $ —        $ 98    Federal agency securities      147         —           —          147    Obligations of states and political subdivisions      24         12         —          36    Mortgage-backed securities:            Residential agency      21,688         494         (7 )      22,175    Residential non-agency      15         1         —          16    Commercial agency      318         8         —          326    Commercial non-agency      314         7         —          321    Corporate and other debt securities      539         5         (7 )      537    Equity securities      817         2         (4 )      815                                          $ 23,957       $ 532       $ (18 )    $ 24,471                                       Securities held to maturity:            U.S. Treasury securities    $ 4       $ —         $ —        $ 4    Federal agency securities      3         —           —          3    Mortgage-backed securities:            Residential agency      9         1         —          10                                          $ 16       $ 1       $ —        $ 17                                         Entities included with the sale of Morgan Keegan and related affiliates had approximately $2 million in securities available for sale at December 31, 2011, which are included in the table above. There were no such securities at June 30, 2012 as these entities were sold during the second quarter as discussed in Note 2. Equity securities in the tables above included the following amortized cost related to Federal Reserve Bank stock and Federal Home Loan Bank (“FHLB”) stock. Shares in the Federal Reserve Bank and FHLB are accounted for at amortized cost, which approximates fair value.        June 30 2012      December 31 2011        (In millions)   Federal Reserve Bank    $ 480       $ 481    Federal Home Loan Bank      135         219    Securities with carrying values of $14.0 billion and $14.3 billion at June 30, 2012 and December 31, 2011, respectively, were pledged to secure public funds, trust deposits and certain borrowing arrangements. The amortized cost and estimated fair value of securities available for sale and securities held to maturity at June 30, 2012, by contractual maturity, are shown below. Expected maturities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.        Amortized Cost      Estimated Fair Value        (In millions)   Securities available for sale:       Due in one year or less    $ 27       $ 27    Due after one year through five years      636         641    Due after five years through ten years      910         928    Due after ten years      248         255    Mortgage-backed securities:       Residential agency      22,923         23,494    Residential non-agency      13         14    Commercial agency      499         514    Commercial non-agency      619         637    Equity securities      722         722                         $ 26,597       $ 27,232                      Securities held to maturity:       Due in one year or less    $ 3       $ 3    Due after one year through five years      2         3    Due after five years through ten years      —           —      Due after ten years      —           —      Mortgage-backed securities:       Residential agency      8         8                         $ 13       $ 14                        The following tables present gross unrealized losses and estimated fair value of securities available for sale at June 30, 2012 and December 31, 2011. These securities are segregated between investments that have been in a continuous unrealized loss position for less than twelve months and twelve months or more.       June 30, 2012       Less Than Twelve Months     Twelve Months or More     Total       Estimated Fair Value     Gross Unrealized Losses     Estimated Fair Value     Gross Unrealized Losses     Estimated Fair Value     Gross Unrealized Losses       (In millions)   Mortgage-backed securities:             Residential agency   $ 950      $ (8 )    $ —        $ —        $ 950      $ (8 )  Commercial agency     —          —          —          —          —          —      Commercial non-agency     —          —          —          —          —          —      All other securities     413        (5 )      18        (1 )      431        (6 )                                                    $ 1,363      $ (13 )    $ 18      $ (1 )    $ 1,381      $ (14 )                                                        December 31, 2011       Less Than Twelve Months     Twelve Months or More     Total       Estimated Fair Value     Gross Unrealized Losses     Estimated Fair Value     Gross Unrealized Losses     Estimated Fair Value     Gross Unrealized Losses       (In millions)   Mortgage-backed securities:             Residential agency   $ 1,778      $ (7 )    $ —        $ —        $ 1,778      $ (7 )  All other securities     291        (9 )      5        (2 )      296        (11 )                                                    $ 2,069      $ (16 )    $ 5      $ (2 )    $ 2,074      $ (18 )                                                  There was no gross unrealized loss on debt securities held to maturity at either June 30, 2012 or December 31, 2011. For the securities included in the tables above, management does not believe any individual unrealized loss, which was comprised of 410 securities and 524 securities at June 30, 2012 and December 31, 2011, respectively, represented an other-than-temporary impairment as of those dates. The Company does not intend to sell, and it is not likely that the Company will be required to sell, the securities before the recovery of their amortized cost basis, which may be at maturity. For both the three and six months ended June 30, 2012, Regions recorded a credit-related impairment charge of approximately $2 million. Regions did not record any credit-related impairment charges during the three or six months ended June 30, 2011. Proceeds from sale, gross realized gains and gross realized losses from continuing operations on sales of securities available for sale are shown in the table below. The cost of securities sold is based on the specific identification method.        Three Months Ended June 30      Six Months Ended June 30            2012              2011              2012              2011            (In millions)   Proceeds    $ 272       $ 4,060       $ 1,670       $ 6,479    Gross realized gains      12         24         24         106    Gross realized losses      —           —           —           —                                          Net securities gains    $ 12       $ 24       $ 24       $ 106                                          The following table details net gains (losses) for trading account securities:        Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012              2011            (in millions)     (in millions)   Total net gains (losses)    $ (1 )    $ 10      $ 29       $ 31    Unrealized portion      (1 )      (1 )      24         13    Included in the table above are amounts related to activities of Morgan Keegan. The totals include net gains related to Morgan Keegan of zero for the three months ended June 30, 2012 and approximately $10 million for the three months ended June 30, 2011. There were approximately $25 million of total net gains for both the six months ended June 30, 2012 and 2011 related to Morgan Keegan activities. These amounts are included within results from discontinued operations.

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Loans and the Allowance for Credit Losses	6 Months Ended
Jun. 30, 2012
Loans and the Allowance for Credit Losses	NOTE 4—Loans and the Allowance for Credit Losses LOANS The following table presents the distribution by loan segment and class of Regions’ loan portfolio, net of unearned income:        June 30          2012              December 31          2011                (In millions, net of unearned income)   Commercial and industrial    $ 25,990       $ 24,522    Commercial real estate mortgage—owner-occupied      10,626         11,166    Commercial real estate construction—owner-occupied      261         337                      Total commercial      36,877         36,025    Commercial investor real estate mortgage      8,598         9,702    Commercial investor real estate construction      849         1,025                      Total investor real estate      9,447         10,727    Residential first mortgage      13,394         13,784    Home equity      12,321         13,021    Indirect      2,060         1,848    Consumer credit card      922         987    Other consumer      1,181         1,202                      Total consumer      29,878         30,842                         $ 76,202       $ 77,594                      During the three months ended June 30, 2012 and 2011, Regions purchased approximately $233 million and $174 million, respectively, in indirect loans from a third party. During the six months ended June 30, 2012 and 2011, the comparable loan purchase amounts were approximately $407 million and $336 million, respectively. Additionally, during the second quarter of 2011, Regions purchased approximately $1.1 billion of Regions-branded credit card amounts from FIA Card Services. The purchase included approximately $1.0 billion in consumer credit card accounts with the remainder in small business credit card accounts, which are included in the commercial and industrial portfolio class. ALLOWANCE FOR CREDIT LOSSES The allowance for credit losses represents management’s estimate of credit losses inherent in the loan and credit commitment portfolios as of period-end. The allowance for credit losses consists of two components: the allowance for loan and lease losses and the reserve for unfunded credit commitments. Management’s assessment of the appropriateness of the allowance for credit losses is based on a combination of both of these components. Regions determines its allowance for credit losses in accordance with applicable accounting literature as well as regulatory guidance related to receivables and contingencies. Binding unfunded credit commitments include items such as letters of credit, financial guarantees and binding unfunded loan commitments. CALCULATION OF ALLOWANCE FOR CREDIT LOSSES As part of the Company’s ongoing efforts to enhance the allowance calculation, and in response to regulatory guidance issued during the first quarter of 2012, the home equity portfolio was segmented at a more granular level. Loss rates for home equity products are now developed based on lien position, status as a troubled debt restructuring (“TDR”), geography, past due status, and refreshed FICO scores for non-past due loans. The enhancement had the impact of reducing the component of the allowance for loan losses related to home equity loans by an estimate of approximately $30 million. In addition to the home equity enhancement, in the second quarter of 2012, the Company refined the methodology for estimation of the reserve for unfunded credit commitments. Before the change, the Company based the reserve for unfunded credit commitments on an analysis of the overall probability of funding and historical losses. Beginning with the second quarter of 2012, the reserve is based on an exposure at default (“EAD”) multiplied by a probability of default (“PD”) multiplied by a loss-given default (“LGD”). The EAD is estimated based on an analysis of historical funding patterns for defaulted loans in various categories. The PD and LGD align with the statistically-calculated parameters used to calculate the allowance for loan losses for various pools, which are based on credit quality indicators and product type. The methodology applies to commercial and investor real estate credit commitments and standby letters of credit. The Company made this change to enhance portfolio segmentation within the calculation of the reserve for unfunded credit commitments and to improve overall consistency within the calculation of the allowance for credit losses. The change did not have a material impact on the allowance for credit losses or the provision for unfunded credit commitments. Except for the enhancements to home equity segmentation and to the reserve for unfunded credit commitments described above, during the first six months of 2012 there were no changes in methodology for the calculation of the allowance for credit losses or policies for identification of non-accrual or for charge-offs. A detailed description of the Company’s methodology is included in the consolidated financial statements included in the Annual Report on Form 10-K for the year ended December 31, 2011.   ROLLFORWARD OF ALLOWANCE FOR CREDIT LOSSES The following tables present analyses of the allowance for credit losses by portfolio segment for the three and six months ended June 30, 2012 and 2011. The total allowance for credit losses as of June 30, 2012 and 2011 is then disaggregated to detail the amounts derived through individual evaluation and the amounts calculated through collective evaluation. The allowance for credit losses related to individually evaluated loans includes reserves for non-accrual loans and leases equal to or greater than $2.5 million. The allowance for credit losses related to collectively evaluated loans includes the remainder of the portfolio.        Three Months Ended June 30, 2012        Commercial     Investor Real Estate     Consumer     Total        (In millions)   Allowance for loan losses, April 1, 2012    $ 982      $ 898      $ 650      $ 2,530    Provision (credit) for loan losses      (16 )      (80 )      122        26    Loan losses:          Charge-offs      (107 )      (62 )      (146 )      (315 )  Recoveries      25        10        15        50                                     Net loan losses      (82 )      (52 )      (131 )      (265 )                                   Allowance for loan losses, June 30, 2012      884        766        641        2,291                                     Reserve for unfunded credit commitments, April 1, 2012    $ 44      $ 26      $ 21      $ 91    Provision (credit) for unfunded credit commitments      17        —          (17 )      —                                       Reserve for unfunded credit commitments, June 30, 2012      61        26        4        91                                     Allowance for credit losses, June 30, 2012    $ 945      $ 792      $ 645      $ 2,382                                            Three Months Ended June 30, 2011        Commercial     Investor Real Estate     Consumer     Total        (In millions)   Allowance for loan losses, April 1, 2011    $ 1,138      $ 1,285      $ 763      $ 3,186    Allowance allocated to purchased loans      10        —          74        84    Provision for loan losses      72        171        155        398    Loan losses:          Charge-offs      (107 )      (306 )      (166 )      (579 )  Recoveries      14        3        14        31                                     Net loan losses      (93 )      (303 )      (152 )      (548 )                                   Allowance for loan losses, June 30, 2011      1,127        1,153        840        3,120                                     Reserve for unfunded credit commitments, April 1, 2011    $ 37      $ 17      $ 24      $ 78    Provision (credit) for unfunded credit commitments      (5 )      11        —          6                                     Reserve for unfunded credit commitments, June 30, 2011      32        28        24        84                                     Allowance for credit losses, June 30, 2011    $ 1,159      $ 1,181      $ 864      $ 3,204                                           Six Months Ended June 30, 2012       Commercial     Investor Real Estate     Consumer     Total       (In millions)   Allowance for loan losses, January 1, 2012   $ 1,030      $ 991      $ 724      $ 2,745    Provision (credit) for loan losses     45        (90 )      188        143    Loan losses:         Charge-offs     (232 )      (157 )      (302 )      (691 )  Recoveries     41        22        31        94                                    Net loan losses     (191 )      (135 )      (271 )      (597 )                                  Allowance for loan losses, June 30, 2012     884        766        641        2,291                                    Reserve for unfunded credit commitments, January 1, 2012   $ 30      $ 26      $ 22      $ 78    Provision (credit) for unfunded credit commitments     31        —          (18 )      13                                    Reserve for unfunded credit commitments, June 30, 2012     61        26        4        91                                    Allowance for credit losses, June 30, 2012   $ 945      $ 792      $ 645      $ 2,382                                    Portion of ending allowance for credit losses:         Individually evaluated for impairment   $ 93      $ 117      $ —        $ 210    Collectively evaluated for impairment     852        675        645        2,172                                    Total allowance for credit losses   $ 945      $ 792      $ 645      $ 2,382                                    Portion of loan portfolio ending balance:         Individually evaluated for impairment   $ 428      $ 483      $ —        $ 911    Collectively evaluated for impairment     36,449        8,964        29,878        75,291                                    Total loans evaluated for impairment   $ 36,877      $ 9,447      $ 29,878      $ 76,202                                          Six Months Ended June 30, 2011       Commercial     Investor Real Estate     Consumer     Total       (In millions)   Allowance for loan losses, January 1, 2011   $ 1,055      $ 1,370      $ 760      $ 3,185    Allowance allocated to purchased loans     10        —          74        84    Provision for loan losses     297        260        323        880    Loan losses:         Charge-offs     (258 )      (487 )      (346 )      (1,091 )  Recoveries     23        10        29        62                                    Net loan losses     (235 )      (477 )      (317 )      (1,029 )                                  Allowance for loan losses, June 30, 2011     1,127        1,153        840        3,120                                    Reserve for unfunded credit commitments, January 1, 2011   $ 32      $ 16      $ 23      $ 71    Provision (credit) for unfunded credit commitments     —          12        1        13                                    Reserve for unfunded credit commitments, June 30, 2011     32        28        24        84                                    Allowance for credit losses, June 30, 2011   $ 1,159      $ 1,181      $ 864      $ 3,204                                    Portion of ending allowance for credit losses:         Individually evaluated for impairment   $ 128      $ 163      $ 4      $ 295    Collectively evaluated for impairment     1,031        1,018        860        2,909                                    Total allowance for credit losses   $ 1,159      $ 1,181      $ 864      $ 3,204                                    Portion of loan portfolio ending balance:         Individually evaluated for impairment   $ 599      $ 989      $ 18      $ 1,606    Collectively evaluated for impairment     35,219        12,442        31,909        79,570                                    Total loans evaluated for impairment   $ 35,818      $ 13,431      $ 31,927      $ 81,176                                      During the second quarter of 2011, Regions purchased a credit card portfolio for approximately $1.1 billion and recorded an allowance for loan losses and related premium of approximately $84 million. Upon finalization of the purchase price in the fourth quarter of 2011, Regions reclassified the $84 million allowance and premium. The impact of these reclassification entries was not material to the financial results of any of the quarters of 2011. PORTFOLIO SEGMENT RISK FACTORS The following describe the risk characteristics relevant to each of the portfolio segments. Commercial—The commercial loan portfolio segment includes commercial and industrial loans to commercial customers for use in normal business operations to finance working capital needs, equipment purchases or other expansion projects. Commercial also includes owner-occupied commercial real estate loans to operating businesses, which are loans for long-term financing of land and buildings, and are repaid by cash flow generated by business operations. Owner-occupied construction loans are made to commercial businesses for the development of land or construction of a building where the repayment is derived from revenues generated from the business of the borrower. Collection risk in this portfolio is driven by the creditworthiness of underlying borrowers, particularly cash flow from customers’ business operations. Investor Real Estate—Loans for real estate development are repaid through cash flow related to the operation, sale or refinance of the property. This portfolio segment includes extensions of credit to real estate developers or investors where repayment is dependent on the sale of real estate or income generated from the real estate collateral. A portion of Regions’ investor real estate portfolio segment is comprised of loans secured by residential product types (land, single-family and condominium loans) within Regions’ markets. Additionally, these loans are made to finance income-producing properties such as apartment buildings, office and industrial buildings, and retail shopping centers. Loans in this portfolio segment are particularly sensitive to valuation of real estate. Consumer—The consumer loan portfolio segment includes residential first mortgage, home equity, indirect, consumer credit card, and other consumer loans. Residential first mortgage loans represent loans to consumers to finance a residence. These loans are typically financed over a 15 to 30 year term and, in most cases, are extended to borrowers to finance their primary residence. Home equity lending includes both home equity loans and lines of credit. This type of lending, which is secured by a first or second mortgage on the borrower’s residence, allows customers to borrow against the equity in their home. Real estate market values as of the time the loan or line is secured directly affect the amount of credit extended and, in addition, changes in these values impact the depth of potential losses. Indirect lending, which is lending initiated through third-party business partners, is largely comprised of loans made through automotive dealerships. Consumer credit card includes approximately 500,000 Regions branded consumer credit card accounts purchased late in the second quarter of 2011 from FIA Card Services. Other consumer loans include direct consumer installment loans, overdrafts and other revolving loans. Loans in this portfolio segment are sensitive to unemployment and other key consumer economic measures. CREDIT QUALITY INDICATORS The following tables present credit quality indicators for the loan portfolio segments and classes, excluding loans held for sale, as of June 30, 2012 and December 31, 2011. Commercial and investor real estate loan classes are detailed by categories related to underlying credit quality and probability of default. These categories are utilized to develop the associated allowance for credit losses.     •   Pass—includes obligations where the probability of default is considered low;     •   Special Mention—includes obligations that have potential weakness which may, if not reversed or corrected, weaken the credit or inadequately protect the Company’s position at some future date. Obligations in this category may also be subject to economic or market conditions which may, in the future, have an adverse effect on debt service ability;     •   Substandard Accrual—includes obligations that exhibit a well-defined weakness which presently jeopardizes debt repayment, even though they are currently performing. These obligations are characterized by the distinct possibility that the Company may incur a loss in the future if these weaknesses are not corrected;     •   Non-accrual—includes obligations where management has determined that full payment of principal and interest is in doubt. Substandard accrual and non-accrual loans are often collectively referred to as “classified.” Special mention, substandard accrual, and non-accrual loans are often collectively referred to as “criticized and classified.” Classes in the consumer portfolio segment are disaggregated by accrual status. The associated allowance for credit losses is generally based on historical losses of the various classes adjusted for current economic conditions. For home equity products, loss rates are based on lien position, TDR status, geography, past due status, and refreshed FICO scores for current loans.       June 30, 2012       Pass     Special Mention     Substandard Accrual     Non-accrual     Total       (In millions)   Commercial and industrial   $ 24,433      $ 590        $601      $ 366      $ 25,990    Commercial real estate mortgage—owner-occupied     9,346        262        514        504        10,626    Commercial real estate construction—owner-occupied     211        18        12        20        261                                            Total commercial   $ 33,990      $ 870        $1,127      $ 890      $ 36,877                                            Commercial investor real estate mortgage     6,304        567        1,128        599        8,598    Commercial investor real estate construction     594        111        70        74        849                                            Total investor real estate   $ 6,898      $ 678        $1,198      $ 673      $ 9,447                                                            Accrual     Non-accrual     Total                   (In millions)   Residential first mortgage       $ 13,165      $ 229      $ 13,394    Home equity         12,198        123        12,321    Indirect         2,060        —          2,060    Consumer credit card         922        —          922    Other consumer         1,181        —          1,181                                Total consumer       $ 29,526      $ 352      $ 29,878                                          $ 76,202                          December 31, 2011       Pass     Special Mention     Substandard Accrual     Non-accrual     Total       (In millions)   Commercial and industrial   $ 22,952      $ 479        $634      $ 457      $ 24,522    Commercial real estate mortgage—owner-occupied     9,773        262        541        590        11,166    Commercial real estate construction—owner-occupied     275        27        10        25        337                                            Total commercial   $ 33,000      $ 768        $1,185      $ 1,072      $ 36,025                                            Commercial investor real estate mortgage     6,851        756        1,361        734        9,702    Commercial investor real estate construction     531        113        201        180        1,025                                            Total investor real estate   $ 7,382      $ 869        $1,562      $ 914      $ 10,727                                                            Accrual     Non-accrual     Total                   (In millions)   Residential first mortgage       $ 13,534      $ 250      $ 13,784    Home equity         12,885        136        13,021    Indirect         1,848        —          1,848    Consumer credit card         987        —          987    Other consumer         1,202        —          1,202                                Total consumer       $ 30,456      $ 386      $ 30,842                                          $ 77,594                    AGING ANALYSIS The following tables include an aging analysis of days past due (DPD) for each portfolio class as of June 30, 2012 and December 31, 2011:       June 30, 2012       Accrual Loans                         30-59 DPD     60-89 DPD     90+ DPD     Total 30+ DPD     Total Accrual     Non-accrual     Total       (In millions)   Commercial and industrial   $ 39      $ 25      $ 5      $ 69      $ 25,624      $ 366      $ 25,990    Commercial real estate mortgage—owner-occupied     60        30        9        99        10,122        504        10,626    Commercial real estate construction—owner-occupied     1        1        —          2        241        20        261                                                            Total commercial     100        56        14        170        35,987        890        36,877                                                            Commercial investor real estate mortgage     70        33        16        119        7,999        599        8,598    Commercial investor real estate construction     2        1        —          3        775        74        849                                                            Total investor real estate     72        34        16        122        8,774        673        9,447                                                            Residential first mortgage     138        83        281        502        13,165        229        13,394    Home equity     99        54        74        227        12,198        123        12,321    Indirect     22        5        2        29        2,060        —          2,060    Consumer credit card     7        5        13        25        922        —          922    Other consumer     17        6        3        26        1,181        —          1,181                                                            Total consumer     283        153        373        809        29,526        352        29,878                                                              $ 455      $ 243      $ 403      $ 1,101      $ 74,287      $ 1,915      $ 76,202                                                                  December 31, 2011       Accrual Loans                         30-59 DPD     60-89 DPD     90+ DPD     Total 30+ DPD     Total Accrual     Non-accrual     Total       (In millions)   Commercial and industrial   $ 38      $ 23      $ 28      $ 89      $ 24,065      $ 457      $ 24,522    Commercial real estate mortgage—owner-occupied     47        23        9        79        10,576        590        11,166    Commercial real estate construction—owner-occupied     3        1        —          4        312        25        337                                                            Total commercial     88        47        37        172        34,953        1,072        36,025                                                            Commercial investor real estate mortgage     34        42        13        89        8,968        734        9,702    Commercial investor real estate construction     23        5        —          28        845        180        1,025                                                            Total investor real estate     57        47        13        117        9,813        914        10,727                                                            Residential first mortgage     187        100        284        571        13,534        250        13,784    Home equity     121        77        93        291        12,885        136        13,021    Indirect     26        7        2        35        1,848        —          1,848    Consumer credit card     8        5        14        27        987        —          987    Other consumer     20        6        4        30        1,202        —          1,202                                                            Total consumer     362        195        397        954        30,456        386        30,842                                                              $ 507      $ 289      $ 447      $ 1,243      $ 75,222      $ 2,372      $ 77,594                                                              IMPAIRED LOANS The following tables present details related to the Company’s impaired loans as of June 30, 2012 and December 31, 2011. Loans deemed to be impaired include non-accrual commercial and investor real estate loans, excluding leases, and all TDRs (including accruing commercial, investor real estate, and consumer TDRs). Loans which have been fully charged-off do not appear in the tables below.       Non-accrual Impaired Loans As of June 30, 2012                   Book Value (3)                   Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Total Impaired Loans on Non-accrual Status     Impaired Loans on Non-accrual Status with No Related Allowance     Impaired Loans on Non-accrual Status with Related Allowance     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 437      $ 80      $ 357      $ 51      $ 306      $ 109        43.2 %  Commercial real estate mortgage—owner- occupied     587        82        505        48        457        162        41.6    Commercial real estate construction—owner-occupied     33        14        19        3        16        6        60.6                                                            Total commercial     1,057        176        881        102        779        277        42.9                                                            Commercial investor real estate mortgage     740        141        599        79        520        177        43.0    Commercial investor real estate construction     88        14        74        12        62        18        36.4                                                            Total investor real estate     828        155        673        91        582        195        42.3                                                            Residential first mortgage     141        51        90        —          90        13        45.4    Home equity     27        9        18        —          18        2        40.7                                                            Total consumer     168        60        108        —          108        15        44.6                                                            Total   $ 2,053      $ 391      $ 1,662      $ 193      $ 1,469      $ 487        42.8 %                                                                Accruing Impaired Loans As of June 30, 2012       Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Book Value     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 318      $ 7      $ 311      $ 51        18.2 %  Commercial real estate mortgage—owner-occupied     212        4        208        28        15.1    Commercial real estate construction—owner-occupied     3        —          3        1        33.3                                            Total commercial     533        11        522        80        17.1                                            Commercial investor real estate mortgage     928        8        920        175        19.7    Commercial investor real estate construction     120        1        119        55        46.7                                            Total investor real estate     1,048        9        1,039        230        22.8                                            Residential first mortgage     1,079        13        1,066        158        15.8    Home equity     430        5        425        39        10.2    Indirect     2        —          2        —          —      Other consumer     48        —          48        1        2.1                                            Total consumer     1,559        18        1,541        198        13.9                                            Total   $ 3,140      $ 38      $ 3,102      $ 508        17.4 %                                                Total Impaired Loans As of June 30, 2012                   Book Value (3)                 Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Total Impaired Loans     Impaired Loans with No Related Allowance     Impaired Loans with Related Allowance     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 755      $ 87      $ 668      $ 51      $ 617      $ 160        32.7 %  Commercial real estate mortgage—owner- occupied     799        86        713        48        665        190        34.5    Commercial real estate construction—owner- occupied     36        14        22        3        19        7        58.3                                                            Total commercial     1,590        187        1,403        102        1,301        357        34.2                                                            Commercial investor real estate mortgage     1,668        149        1,519        79        1,440        352        30.0    Commercial investor real estate construction     208        15        193        12        181        73        42.3                                                            Total investor real estate     1,876        164        1,712        91        1,621        425        31.4                                                            Residential first mortgage     1,220        64        1,156        —          1,156        171        19.3    Home equity     457        14        443        —          443        41        12.0    Indirect     2        —          2        —          2        —          —      Other consumer     48        —          48        —          48        1        2.1                                                            Total consumer     1,727        78        1,649        —          1,649        213        16.9                                                            Total impaired loans   $ 5,193      $ 429      $ 4,764      $ 193      $ 4,571      $ 995        27.4 %                                                            (1) Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied. (2) Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance. (3) Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses. (4) Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.       Non-accrual Impaired Loans As of December 31, 2011                   Book Value (3)                   Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Total Impaired Loans on Non-accrual Status     Impaired Loans on Non- accrual Status with No Related Allowance     Impaired Loans on Non-accrual Status with Related Allowance     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 468      $ 88      $ 380      $ 61      $ 319      $ 129        46.4 %  Commercial real estate mortgage—owner- occupied     679        88        591        34        557        192        41.2    Commercial real estate construction—owner-occupied     37        12        25        1        24        10        59.5                                                            Total commercial     1,184        188        996        96        900        331        43.8                                                            Commercial investor real estate mortgage     870        136        734        63        671        223        41.3    Commercial investor real estate construction     236        56        180        23        157        62        50.0                                                            Total investor real estate     1,106        192        914        86        828        285        43.1                                                            Residential first mortgage     146        49        97        —          97        15        43.8    Home equity     26        10        16        —          16        2        46.2                                                            Total consumer     172        59        113        —          113        17        44.2                                                            Total   $ 2,462      $ 439      $ 2,023      $ 182      $ 1,841      $ 633        43.5 %                                                                Accruing Impaired Loans As of December 31, 2011       Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Book Value     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 290      $ 1      $ 289      $ 60        21.0 %  Commercial real estate mortgage—owner-occupied     205        3        202        30        16.1    Commercial real estate construction—owner- occupied     2        —          2        —          —                                              Total commercial     497        4        493        90        18.9                                            Commercial investor real estate mortgage     862        7        855        174        21.0    Commercial investor real estate construction     140        —          140        81        57.9                                            Total investor real estate     1,002        7        995        255        26.1                                            Residential first mortgage     1,025        12        1,013        148        15.6    Home equity     428        4        424        60        15.0    Indirect     1        —          1        —          —      Other consumer     55        —          55        1        1.8                                            Total consumer     1,509        16        1,493        209        14.9                                            Total   $ 3,008      $ 27      $ 2,981      $ 554        19.3 %                                                Total Impaired Loans As of December 31, 2011                   Book Value (3)                   Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Total Impaired Loans     Impaired Loans with No Related Allowance     Impaired Loans with Related Allowance     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 758      $ 89      $ 669      $ 61      $ 608      $ 189        36.7 %  Commercial real estate mortgage—owner- occupied     884        91        793        34        759        222        35.4    Commercial real estate construction—owner-occupied     39        12        27        1        26        10        56.4                                                            Total commercial     1,681        192        1,489        96        1,393        421        36.5                                                            Commercial investor real estate mortgage     1,732        143        1,589        63        1,526        397        31.2    Commercial investor real estate construction     376        56        320        23        297        143        52.9                                                            Total investor real estate     2,108        199        1,909        86        1,823        540        35.1                                                            Residential first mortgage     1,171        61        1,110        —          1,110        163        19.1    Home equity     454        14        440        —          440        62        16.7    Indirect     1        —          1        —          1        —          —      Other consumer     55        —          55        —          55        1        1.8                                                            Total consumer     1,681        75        1,606        —          1,606        226        17.9                                                            Total impaired loans   $ 5,470      $ 466      $ 5,004      $ 182      $ 4,822      $ 1,187        30.2 %                                                            (1) Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied. (2) Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance. (3) Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses. (4) Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.   The following table presents the average balances of total impaired loans and interest income for the three and six months ended June 30, 2012 and 2011. Interest income recognized represents interest recognized on loans modified in a TDR, and are therefore considered impaired, which are on accruing status.       Three Months Ended June 30     Six Months Ended June 30       2012     2011     2012     2011       Average Balance     Interest Income Recognized     Average Balance     Interest Income Recognized     Average Balance     Interest Income Recognized     Average Balance     Interest Income Recognized       (In millions)   Commercial and industrial   $ 669      $ 4      $ 452      $ —        $ 699      $ 8      $ 444      $ —      Commercial real estate mortgage—owner-occupied     756        2        690        1        771        5        697        2    Commercial real estate construction—owner-occupied     26        —          30        —          27        —          31        —                                                                      Total commercial     1,451        6        1,172        1        1,497        13        1,172        2                                                                    Commercial investor real estate mortgage     1,560        11        1,234        3        1,598        21        1,301        5    Commercial investor real estate construction     220        2        442        —          257        4        469        —                                                                      Total investor real estate     1,780        13        1,676        3        1,855        25        1,770        5                                                                    Residential first mortgage     1,147        9        1,083        11        1,139        19        1,072        20    Home equity     444        6        401        5        443        11        390        10    Indirect     2        —          2        —          2        —          2        —      Other consumer     49        2        62        1        51        2        63        2                                                                    Total consumer     1,642        17        1,548        17        1,635        32        1,527        32                                                                    Total impaired loans   $ 4,873      $ 36      $ 4,396      $ 21      $ 4,987      $ 70      $ 4,469      $ 39                                                                    In addition to the impaired loans detailed in the tables above, there were approximately $202 million in non-performing loans classified as held for sale at June 30, 2012, compared to $328 million at December 31, 2011. These loans are larger balance credits, primarily investor real estate, where management does not have the intent to hold the loans for the foreseeable future. The loans are carried at an amount approximating a price which will be recoverable through the loan sale market. During the three months ended June 30, 2012, approximately $77 million in non-performing loans were transferred to held for sale; this amount is net of charge-offs of $39 million recorded upon transfer. During the six months ended June 30, 2012, approximately $170 million in non-performing loans were transferred to held for sale; this amount is net of charge-offs of $92 million recorded upon transfer. During the three months ended June 30, 2011, approximately $176 million in non-performing loans were transferred to held for sale; this amount is net of charge-offs of $114 million recorded upon transfer. During the six months ended June 30, 2011, approximately $364 million in non-performing loans were transferred to held for sale; this amount is net of charge-offs of $219 million recorded upon transfer. At June 30, 2012 and December 31, 2011, non-accrual loans including loans held for sale totaled $2.1 billion and $2.7 billion, respectively.   TROUBLED DEBT RESTRUCTURINGS (TDRs) Modification Activity: Commercial and Investor Real Estate Portfolio Segments Regions regularly modifies commercial and investor real estate loans in order to facilitate a workout strategy. Typical modifications include workout accommodations, such as renewals and forbearances. Regions’ business strategy to keep loan maturities short, particularly in the investor real estate portfolio segment, in order to maintain leverage in negotiating with customers drove the renewal activity. Regions often increases or at least maintains the same interest rate, and often receives consideration in exchange for such modifications (e.g., principal paydowns, additional collateral, or additional guarantor support). However, these modifications are refutably considered by Regions to be concessions if the borrower could not access similar financing at market terms, even if Regions concludes that the borrower will ultimately pay all contractual amounts owed. Additionally, as another workout alternative, Regions periodically uses A/B note restructurings when the underlying assets (primarily investor real estate) have a stabilized level of cash flow. An appropriately underwritten A-note will allow for upgraded risk rating, with ultimate return to accrual status upon charge-off of the B-note, and a satisfactory period of performance of the A-note (generally, six months). Regions continues to report A-notes as TDRs, even if upgraded to accrual status. Also, for smaller-dollar commercial customers, Regions may periodically grant interest rate and other term concessions, similar to those under the Customer Assistance Program (“CAP”) program as described below. Modification Activity: Consumer Portfolio Segment Regions continues to work to meet the individual needs of consumer borrowers to stem foreclosure through the CAP. Regions designed the program to allow for customer-tailored modifications with the goal of keeping customers in their homes and avoiding foreclosure where possible. Modification may be offered to any borrower experiencing financial hardship—regardless of the borrower’s payment status. Under the CAP, Regions may offer a short-term deferral, a term extension, an interest rate reduction, a new loan product, or a combination of these options. For loans restructured under the CAP, Regions expects to collect the original contractually due principal. The gross original contractual interest may be collectible, depending on the terms modified. The length of the CAP modifications ranges from temporary payment deferrals of three months to term extensions for the life of the loan. All such modifications are considered TDRs regardless of the term if there is a concession to a borrower experiencing financial difficulty. Modified loans are subject to policies governing accrual/non-accrual evaluation consistent with all other loans of the same product type. Consumer loans are subject to objective accrual/non-accrual decisions. Under these policies, loans subject to the CAP are charged down to estimated value on or before the month in which the loan becomes 180 days past due. Beginning in the third quarter of 2011, home equity second liens are charged down to estimated value by the end of the month in which the loan becomes 120 days past due. If a partial charge-off is necessary as a result of this evaluation, the loan is placed on non-accrual at that time. Because the program was designed to evaluate potential CAP participants as early as possible in the life cycle of the troubled loan, many of the modifications are finalized without the borrower ever reaching the applicable number of days past due, and with the loans having never been placed on non-accrual. Accordingly, given the positive impact of the restructuring on the likelihood of recovery of cash flows due under the modified terms, accrual status continues to be appropriate for these loans. None of the modified consumer loans listed in the following TDR disclosures were collateral-dependent at the time of modification. At June 30, 2012, approximately $126 million in residential first mortgage TDRs were in excess of 180 days past due and are considered collateral-dependent. At June 30, 2012, approximately $9.5 million in home equity first lien TDRs were in excess of 180 days past due and $7.8 million in home equity second lien TDRs were in excess of 120 days past due and are considered collateral-dependent. Further discussion related to TDRs, including the impact of recently issued accounting literature, impact on allowance for loan losses, and designation of TDRs in periods subsequent to the modification is included in the Annual Report on Form 10-K for the year ended December 31, 2011.   Modifications Considered TDRs and Financial Impact The majority of Regions’ 2012 commercial and investor real estate TDRs are the result of renewals where the only concession is that the interest rate at renewal is not considered to be a market rate. Consumer TDRs generally involve an interest rate concession. Accordingly, the financial impact of the modifications is best illustrated by the impact to the allowance calculation at the loan or pool level as a result of the loans being considered impaired due to their status as a TDR. The following table presents loans by class modified in a TDR, and the financial impact of those modifications, for the period presented.        Three Months Ended June 30, 2012                      Financial Impact of Modifications Considered TDRs        Number of Obligors      Recorded Investment      Increase in Allowance at Modification               (Dollars in millions)   Commercial and industrial      160       $ 185       $ 1    Commercial real estate mortgage—owner-occupied      91         94         1    Commercial real estate construction—owner-occupied      1         2         —                                 Total commercial      252         281         2    Commercial investor real estate mortgage      160         287         2    Commercial investor real estate construction      59         34         —                                 Total investor real estate      219         321         2    Residential first mortgage      416         92         12    Home equity      277         21         1    Indirect and other consumer      141         3         —                                 Total consumer      834         116         13                                    1,305       $ 718       $ 17                                      Six Months Ended June 30, 2012               Financial Impact of Modifications Considered TDRs        Number of Obligors      Recorded Investment      Increase in Allowance at Modification               (Dollars in millions)   Commercial and industrial      359       $ 336       $ 2    Commercial real estate mortgage—owner-occupied      236         210         2    Commercial real estate construction—owner-occupied      7         6         —                                 Total commercial      602         552         4    Commercial investor real estate mortgage      347         737         6    Commercial investor real estate construction      129         76         1                               Total investor real estate      476         813         7    Residential first mortgage      768         159         20    Home equity      586         44         3    Indirect and other consumer      302         6         —                                 Total consumer      1,656         209         23                                    2,734       $ 1,574       $ 34                                 As described previously, the consumer modifications granted by Regions are rate concessions, and not forgiveness of principal. The majority of the commercial and investor real estate modifications are renewals where there is no reduction in interest rate or forgiveness of principal. Accordingly, Regions most often does not record a charge-off at the modification date. A limited number of modifications included above are A/B note restructurings, where the B-note is charged off. The total charge-offs recorded for all modifications for the six months ended June 30, 2012 were approximately $5 million, all of which were recorded during the first quarter of 2012. Defaulted TDRs The following table presents TDRs which defaulted during the three months and six months ended June 30, 2012, and which were modified in the previous twelve months (i.e., the twelve months prior to the default). For purposes of this disclosure, default is defined as 90 days past due and still accruing for the consumer portfolio segment, and placement on non-accrual status for the commercial and investor real estate portfolio segments. Consideration of defaults in the calculation of the allowance for loan losses is described in detail in the consolidated financial statements included in the Annual Report on Form 10-K for the year ended December 31, 2011.        Three Months Ended      Six Months Ended        June 30, 2012        (In millions)   Defaulted During the Period, Where Modified in a TDR Twelve Months Prior to Default       Commercial and industrial    $ 23       $ 59    Commercial real estate mortgage—owner-occupied      23         34    Commercial real estate construction—owner-occupied      —           1                      Total commercial      46         94    Commercial investor real estate mortgage      51         111    Commercial investor real estate construction      12         19                      Total investor real estate      63         130    Residential first mortgage      12         33    Home equity      6         12                      Total consumer      18         45                         $ 127       $ 269                      Commercial and investor real estate loans which were on non-accrual status at the time of the latest modification are not included in the default table above, as they are already considered to be in default at the time of the restructuring. At June 30, 2012, approximately $167 million of commercial and investor real estate loans modified in a TDR during the three months ended June 30, 2012 were on non-accrual status. Approximately 7.8 percent of this amount was 90 days past due. At June 30, 2012, Regions had restructured binding unfunded commitments totaling $265 million where a concession was granted and the borrower was in financial difficulty.

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Loan Servicing	6 Months Ended
Jun. 30, 2012
Loan Servicing	NOTE 5—Loan Servicing The fair value of mortgage servicing rights is calculated using various assumptions including future cash flows, market discount rates, expected prepayment rates, servicing costs and other factors. A significant change in prepayments of mortgages in the servicing portfolio could result in significant changes in the valuation adjustments, thus creating potential volatility in the carrying amount of mortgage servicing rights.   The tables below present an analysis of mortgage servicing rights under the fair value measurement method:        Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions)   Carrying value, beginning of period    $ 199      $ 282      $ 182      $ 267    Additions      14        19        28        35    Decrease in fair value:          Due to change in valuation inputs or assumptions      (26 )      (28 )      (17 )      (23 )  Other changes (1)      (8 )      (5 )      (14 )      (11 )                                   Carrying value, end of period    $ 179      $ 268      $ 179      $ 268                                       (1) Represents economic amortization associated with borrower repayments. Data and assumptions used in the fair value calculation, as well as the valuation’s sensitivity to rate fluctuations, related to mortgage servicing rights (excluding related derivative instruments) are as follows:        June 30        2012     2011        (Dollars in millions)   Unpaid principal balance    $ 26,066      $ 26,421    Weighted-average prepayment speed (CPR; percentage)      18.4 %      13.6 %  Estimated impact on fair value of a 10% increase    $ (12 )    $ (15 )  Estimated impact on fair value of a 20% increase    $ (22 )    $ (29 )  Option-adjusted spread (basis points)      1,332        714    Estimated impact on fair value of a 10% increase    $ (6 )    $ (7 )  Estimated impact on fair value of a 20% increase    $ (12 )    $ (14 )  Weighted-average coupon interest rate      5.1 %      5.3 %  Weighted-average remaining maturity (months)      278        283    Weighted-average servicing fee (basis points)      28.5        28.6    The sensitivity calculations above are hypothetical and should not be considered to be predictive of future performance. Changes in fair value based on adverse changes in assumptions generally cannot be extrapolated because the relationship of the change in assumption to the change in fair value may not be linear. Also, the effect of an adverse variation in a particular assumption on the fair value of the mortgage servicing rights is calculated without changing any other assumption, while in reality changes in one factor may result in changes in another, which may either magnify or counteract the effect of the change. The derivative instruments utilized by Regions would serve to reduce the estimated impacts to fair value included in the table above. The following table presents servicing related fees, which includes contractually specified servicing fees, late fees and other ancillary income resulting from the servicing of mortgage loans:        Three Months Ended June 30      Six Months Ended June 30        2012      2011      2012      2011        (In millions)   Servicing related fees and other ancillary income    $ 21       $ 21       $ 42       $ 42    Loans are sold in the secondary market with standard representations and warranties regarding certain characteristics such as the quality of the loan, the absence of fraud, the eligibility of the loan for sale and the future servicing associated with the loan. Regions may be required to repurchase these loans at par, or make-whole or indemnify the purchasers for losses incurred when representations and warranties are breached.   Regions maintains a repurchase liability related to mortgage loans sold with representations and warranty provisions. This repurchase liability is reported as other liabilities on the consolidated balance sheets and reflects management’s estimate of losses based on historical repurchase and loss trends, as well as other factors that may result in anticipated losses different from historical loss trends. Adjustments to this reserve are recorded in other non-interest expense on the consolidated statements of income. The table below presents an analysis of Regions’ repurchase liability related to mortgage loans sold with representations and warranty provisions:        Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions)   Beginning balance    $ 32      $ 32      $ 32      $ 32    Additions/(reductions), net      14        5        23        13    Losses      (9 )      (5 )      (18 )      (13 )                                   Ending balance    $ 37      $ 32      $ 37      $ 32                                     During the second quarter of 2012 and 2011, settled repurchase claims were related to one of the following alleged breaches: 1) underwriting guideline violations; 2) misrepresentation of income, assets or employment; or 3) property valuation not supported. These claims stem primarily from the 2006—2008 vintages.

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Goodwill	6 Months Ended
Jun. 30, 2012
Goodwill	NOTE 6—Goodwill Goodwill allocated to each reportable segment (each a reporting unit) is presented as follows:        June 30 2012      December 31 2011        (In millions)   Banking/Treasury    $ 4,691       $ 4,691    Insurance      125         125                         $ 4,816       $ 4,816                      Regions evaluates each reporting unit’s goodwill for impairment on an annual basis in the fourth quarter, or more often if events or circumstances indicate that there may be impairment. Adverse changes in the economic environment, declining operations, or other factors could result in a decline in the implied fair value of goodwill. A goodwill impairment test includes two steps. Step One, used to identify potential impairment, compares the estimated fair value of a reporting unit with its carrying amount, including goodwill. If the estimated fair value of a reporting unit exceeds its carrying amount, goodwill of the reporting unit is considered not impaired. If the carrying amount of a reporting unit exceeds its estimated fair value, the second step of the goodwill impairment test is performed to measure the amount of impairment loss, if any. Step Two of the goodwill impairment test compares the implied estimated fair value of reporting unit goodwill with the carrying amount of that goodwill. If the carrying amount of goodwill for that reporting unit exceeds the implied fair value of that unit’s goodwill, an impairment loss is recognized in an amount equal to that excess. During the second quarter of 2012, Regions assessed the indicators of goodwill impairment as of May 31, 2012, and through the date of the filing of the Quarterly Report on Form 10-Q for the quarter ended June 30, 2012. The indicators assessed included:     •   Recent operating performance,     •   Changes in market capitalization,     •   Regulatory actions and assessments,     •   Changes in the business climate (including legislation, legal factors and competition),     •   Company-specific factors (including changes in key personnel, asset impairments, and business dispositions), and     •   Trends in the banking industry. While the assessment of these indicators did not indicate impairment, Regions determined that quantitative testing of goodwill was required for all of Regions’ reporting units for the June 30, 2012 interim period due to the shortfall between Regions’ market capitalization and book value. The results of the interim test indicated that goodwill was not impaired as of the test date. For purposes of performing Step One of the goodwill impairment test, Regions uses both the income and market approaches to value its reporting units. The income approach, which is the primary valuation approach, consists of discounting projected long-term future cash flows, which are derived from internal forecasts and economic expectations for the respective reporting units. The significant inputs to the income approach include expected future cash flows, the long-term target tangible equity to tangible assets ratio, and the discount rate. Regions utilizes the capital asset pricing model (“CAPM”) in order to derive the base discount rate. The inputs to the CAPM include the 20-year risk-free rate, 5-year beta for a select peer set, and the market risk premium based on published data. Once the output of the CAPM is determined, a size premium is added (also based on a published source) as well as a company-specific risk premium, which is an estimate determined by the Company and meant to compensate for the risk inherent in the future cash flow projections and inherent differences (such as business model and market perception of risk) between Regions and the peer set. Regions uses the public company method and the transaction method as the two market approaches. The public company method applies a value multiplier derived from each reporting unit’s peer group to a financial metric of the reporting unit (e.g. last twelve months of earnings before interest, taxes and depreciation, tangible book value, etc.) and an implied control premium to the respective reporting unit. The control premium is evaluated and compared to similar financial services transactions considering the absolute and relative potential revenue synergies and cost savings. The transaction method applies a value multiplier to a financial metric of the reporting unit based on comparable observed purchase transactions in the financial services industry for the reporting unit (where available). Regions uses the output from these approaches to determine the estimated fair value of each reporting unit. Listed in the tables below are assumptions used in estimating the fair value of each reporting unit for the June 30, 2012 interim period and the December 31, 2011 annual test. Second quarter 2012 includes testing for only the Banking/Treasury and Insurance reporting units, as the goodwill impairment charge taken on the Investment Banking/Brokerage/Trust reporting unit in the fourth quarter of 2011 reduced the net carrying value of goodwill in that reporting unit to zero. The tables include the discount rate used in the income approach, the market multiplier used in the market approaches, and the public company method control premium applied to all reporting units.   As of Second Quarter 2012    Banking/ Treasury     Insurance   Discount rate used in income approach      14 %      11 %  Public company method market multiplier (1)      1.0 x      15.6 x  Transaction method market multiplier (2)      1.4 x      n/a      (1) For the Banking/Treasury reporting unit, this multiplier is applied to tangible book value. For the Insurance reporting unit, this multiplier is applied to the last twelve months of net income. In addition to the multipliers, a 30 percent control premium is assumed for both the Banking/Treasury and Insurance reporting units. (2) For the Banking/Treasury reporting unit, this multiplier is applied to tangible book value.   As of Fourth Quarter 2011    Banking/ Treasury     Investment Banking/ Brokerage/Trust     Insurance   Discount rate used in income approach      15 %      15 %      11 %  Public company method market multiplier (1)      0.7 x      1.4 x      13.0 x  Transaction method market multiplier (2)      1.1 x      1.5 x      n/a      (1) For the Banking/Treasury and Investment Banking/Brokerage/Trust reporting units, these multipliers are applied to tangible book value. For the Insurance reporting unit, this multiplier is applied to the last twelve months of net income. In addition to the multipliers, a 55 percent control premium is assumed for the Banking/Treasury reporting unit. A 20 percent control premium is assumed for the Investment Banking/Brokerage/Trust reporting unit and a 30 percent control premium is assumed for the Insurance reporting unit. (2) For the Banking/Treasury and Investment Banking/Brokerage/Trust reporting units, these multipliers are applied to tangible book value. Regions’ capital plan, which was required under the Federal Reserve’s Comprehensive Capital Analysis and Review (“CCAR”), was submitted in early January of 2012. The Federal Reserve responded with no objections to the capital actions set forth in the capital plan on March 13, 2012. Shortly thereafter, as discussed in Note 7, Regions issued and sold 153 million shares of its common stock at $5.90 per share, generating proceeds of approximately $875 million, net of issuance costs. Additionally, in connection with the CCAR on March 13, 2012, the Federal Reserve disclosed its projections of pro-forma, post stress pre-provision income and losses and pro-forma, post stress capital ratios under the Federal Reserve’s “Supervisory Stress Scenario” for the nineteen institutions, including Regions, that participated in the 2011 CCAR. Regions exceeded the minimum required capital level over the entire review period through year-end 2013. Regions also received an upgrade to its debt ratings from Standard & Poor’s rating agency on March 15, 2012. These positive factors led to a reduction in the discount rate applied to the Banking/Treasury reporting unit in the first quarter of 2012. The discount rate remained the same as first quarter for second quarter 2012.

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Stockholders' Equity and Accumulated Other Comprehensive Income (Loss)	6 Months Ended
Jun. 30, 2012
Stockholders' Equity and Accumulated Other Comprehensive Income (Loss)	NOTE 7—Stockholders’ Equity and Accumulated Other Comprehensive Income (Loss) On March 19, 2012, the Company issued 153 million shares of common stock at $5.90 per share, generating proceeds of approximately $875 million, net of issuance costs. On November 14, 2008, Regions completed the sale of 3.5 million shares of its Fixed Rate Cumulative Perpetual Preferred Stock, Series A, to the U.S. Treasury as part of the Capital Purchase Program (“CPP”). Under this agreement, Regions was required to pay the U.S. Treasury on a quarterly basis a 5 percent dividend, or $175 million annually, for each of the first five years of the investment, and 9 percent thereafter or until redemption. As part of its purchase of the preferred securities, the U.S. Treasury also received a warrant to purchase 48.3 million shares of Regions’ common stock at an exercise price of $10.88 per share, subject to anti-dilution and other adjustments. Regions received $3.5 billion from issuance of the Series A preferred shares and the warrant. The fair value allocation of the $3.5 billion between the preferred shares and the warrant resulted in $3.304 billion allocated to the preferred shares and $196 million allocated to the warrant. On April 4, 2012, Regions repurchased all 3.5 million shares of the Series A preferred stock issued to the U.S. Treasury Department under the CPP. Therefore, during the second quarter of 2012, Regions derecognized the carrying value of the Series A shares in the amount of approximately $3.4 billion and recorded approximately $71 million of amortization related to the remaining unaccreted discount, which reduced net income available to common shareholders. The total reduction to shareholders’ equity was $3.5 billion. In early May of 2012, Regions repurchased the warrant from the U.S. Treasury Department for $45 million. The transaction reduced additional paid-in capital within stockholders’ equity by $45 million. The warrant repurchase did not impact results of operations. At June 30, 2012, Regions had 23.1 million common shares available for repurchase through open market transactions under an existing share repurchase authorization. There were no treasury stock purchases through open market transactions during the first six months of 2012 or 2011.   The Board of Directors declared a $0.01 per share cash dividend for the first and second quarters of both 2012 and 2011. Activity within the balances in accumulated other comprehensive income (loss) is shown in the following tables for the three and six months ended June 30, 2012 and 2011.       Three Months Ended       June 30, 2012     June 30, 2011       Unrealized gains on securities available for sale     Unrealized gains on derivative instruments designated as cash flow hedges     Defined benefit pension plans and other post employment benefits     Accumulated other comprehensive income (loss), net of tax     Unrealized gains on securities available for sale     Unrealized gains on derivative instruments designated as cash flow hedges     Defined benefit pension plans and other post employment benefits     Accumulated other comprehensive income (loss), net of tax       (In millions)     (In millions)   Beginning of period   $ 316      $ 84      $ (460 )    $ (60 )    $ (24 )    $ (39 )    $ (324 )    $ (387 )  Net change     78        26        10        114        176        26        8        210                                                                    End of period   $ 394      $ 110      $ (450 )    $ 54      $ 152      $ (13 )    $ (316 )    $ (177 )                                                                        Six Months Ended       June 30, 2012     June 30, 2011       Unrealized gains on securities available for sale     Unrealized gains on derivative instruments designated as cash flow hedges     Defined benefit pension plans and other post employment benefits     Accumulated other comprehensive income (loss), net of tax     Unrealized gains on securities available for sale     Unrealized gains on derivative instruments designated as cash flow hedges     Defined benefit pension plans and other post employment benefits     Accumulated other comprehensive income (loss), net of tax       (In millions)     (In millions)   Beginning of period   $ 322      $ 84      $ (475 )    $ (69 )    $ 77      $ (9 )    $ (328 )    $ (260 )  Net change     72        26        25        123        75        (4 )      12        83                                                                    End of period   $ 394      $ 110      $ (450 )    $ 54      $ 152      $ (13 )    $ (316 )    $ (177 )

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Earnings (Loss) per Common Share	6 Months Ended
Jun. 30, 2012
Earnings (Loss) per Common Share	NOTE 8—Earnings (Loss) per Common Share The following table sets forth the computation of basic earnings (loss) per common share and diluted earnings (loss) per common share:        Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions, except per share amounts)   Numerator:          Income from continuing operations    $ 351      $ 79      $ 590      $ 129    Less: Preferred stock dividends and accretion      (71 )      (54 )      (125 )      (106 )                                   Income from continuing operations available to common shareholders      280        25        465        23    Income (loss) from discontinued operations, net of tax      4        30        (36 )      49                                     Net income available to common shareholders    $ 284      $ 55      $ 429      $ 72                                     Denominator:          Weighted-average common shares outstanding—basic      1,414        1,258        1,348        1,257    Potential common shares      4        2        2        2                                     Weighted-average common shares outstanding—diluted      1,418        1,260        1,350        1,259                                     Earnings per common share from continuing operations (1):          Basic    $ 0.20      $ 0.02      $ 0.34      $ 0.02    Diluted      0.20        0.02        0.34        0.02    Earnings (loss) per common share from discontinued operations (1):          Basic      0.00        0.02        (0.03 )      0.04    Diluted      0.00        0.02        (0.03 )      0.04    Earnings per common share (1):          Basic      0.20        0.04        0.32        0.06    Diluted      0.20        0.04        0.32        0.06      (1) Certain per share amounts may not appear to reconcile due to rounding. The effect from the assumed exercise of 39 million stock options for both the three months and six months ended June 30, 2012 was not included in the above computations of diluted earnings per common share because such amounts would have had an antidilutive effect on earnings per common share. The effect from the assumed exercise of 41 million and 42 million stock options for the three months and six months ended June 30, 2011, respectively, was not included in the above computations of diluted earnings per share because such amounts would have had an antidilutive effect on earnings per share.

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Share-Based Payments	6 Months Ended
Jun. 30, 2012
Share-Based Payments	NOTE 9—Share-Based Payments Regions has long-term incentive compensation plans that permit the granting of incentive awards in the form of stock options, restricted stock, restricted stock awards and units, performance awards, and/or stock appreciation rights. While Regions has the ability to issue stock appreciation rights, none have been issued to date. The terms of all awards issued under these plans are determined by the Compensation Committee of the Board of Directors; however, no awards may be granted after the tenth anniversary from the date the plans were initially approved by shareholders. Incentive awards usually vest based on employee service, generally within three years from the date of the grant. The contractual lives of options granted under these plans range from seven to ten years from the date of grant. On May 13, 2010, the shareholders of the Company approved the Regions Financial Corporation 2010 Long-Term Incentive Plan (“2010 LTIP”), which permits the Company to grant to employees and directors various forms of incentive compensation. These forms of incentive compensation are similar to the types of compensation approved in prior plans. The 2010 LTIP authorizes 100 million common share equivalents available for grant, where grants of options count as one share equivalent and grants of full value awards (e.g., shares of restricted stock and restricted stock units) count as 2.25 share equivalents. Unless otherwise determined by the Compensation Committee of the Board of Directors, grants of restricted stock and restricted stock units accrue dividends as they are declared by the Board of Directors, and the dividends are paid upon vesting of the award. The 2010 LTIP closed all prior long-term incentive plans to new grants, and, accordingly, prospective grants must be made under the 2010 LTIP or a successor plan. All existing grants under prior long-term incentive plans were unaffected by this amendment. The number of remaining share equivalents available for future issuance under the 2010 LTIP was approximately 66 million at June 30, 2012. STOCK OPTIONS No stock option grants were made during the first six months of 2012. The following table details the activity related to stock options during the first six months of 2012 and 2011:        Six Months Ended June 30        2012      2011        Number of Options     Weighted-Average Exercise Price      Number of Options     Weighted-Average Exercise Price   Outstanding at beginning of period      46,351,349      $ 23.62         54,999,626      $ 24.41    Granted      —          —           1,316,677        6.62    Exercised      (200,092 )      3.29         (18,442 )      3.29    Canceled/Forfeited      (4,587,318 )      24.90         (6,846,994 )      24.10                          Outstanding at end of period      41,563,939      $ 23.57         49,450,867      $ 23.98                          Exercisable at end of period      38,447,853      $ 24.93         42,977,407      $ 26.61                          RESTRICTED STOCK AWARDS AND PERFORMANCE STOCK AWARDS During the first six months of 2012 and 2011, Regions made restricted stock grants that vest based upon a service condition. During the second quarter of 2012, the Company also made restricted stock unit and performance stock unit grants; restricted stock units vest based upon a service condition and performance stock units vest based upon service and performance conditions. Dividend payments during the vesting period are deferred to the end of the vesting term. The fair value of these restricted shares, restricted stock units and performance stock units was estimated based upon the fair value of the underlying shares on the date of the grant. The valuation was not adjusted for the deferral of dividends. The following table details the activity related to restricted and performance stock awards and units:        Six Months Ended June 30        2012      2011        Number of Shares     Weighted-Average Grant Date Fair Value      Number of Shares     Weighted-Average Grant Date Fair Value   Non-vested at beginning of period      6,280,360      $ 7.60         4,930,444      $ 12.13    Granted      8,416,325        5.86         2,638,545        6.69    Vested      (1,508,397 )      4.59         (1,110,945 )      24.42    Forfeited      (528,514 )      3.20         (24,384 )      19.68                          Non-vested at end of period      12,659,774      $ 6.99         6,433,660      $ 7.75

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Pension and Other Postretirement Benefits	6 Months Ended
Jun. 30, 2012
Pension and Other Postretirement Benefits	NOTE 10—Pension and Other Postretirement Benefits Net periodic pension cost included the following components:        Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions)   Service cost    $ 11      $ 9      $ 22      $ 19    Interest cost      22        23        44        46    Expected return on plan assets      (28 )      (31 )      (57 )      (61 )  Amortization of actuarial loss      18        12        35        23    Amortization of prior service cost      —          1        1        1                                        $ 23      $ 14      $ 45      $ 28                                     There was no material impact from other postretirement benefits on the consolidated financial statements for the three and six month periods ended June 30, 2012 or 2011.

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Income Taxes	6 Months Ended
Jun. 30, 2012
Income Taxes	NOTE 11—Income Taxes At June 30, 2012 and December 31, 2011, the Company’s net deferred tax asset balance was $1.0 billion and $1.3 billion, respectively. The decrease in the net deferred tax asset was due to the reduction in the allowance for loan losses and an increase in unrealized gains on securities available for sale. During 2010, the Internal Revenue Service (“IRS”) completed the field examination for the tax years 2007, 2008 and 2009. Included within the Revenue Agent’s Reports was a proposed adjustment to the timing of deductions related to certain expenses. In 2011, the Company filed a protest with the IRS Appeals Division. During the quarter ended June 30, 2012, the Company reached an agreement with the IRS that effectively settled this examination. At this time, the Company has no expectation that the settlement related to any of the protested positions will be reexamined. All years subsequent to 2009 are open to examination. The Company has established a valuation allowance against certain state net operating loss and credit carryforwards in the amount of $59 million and $32 million at June 30, 2012, and December 31, 2011, respectively. The valuation allowance increased $27 million during the three and six month periods ended June 30, 2012 due to uncertainties in the timing of certain tax planning strategies that affected the ability to utilize state net operating losses before the prescribed expiration dates. At June 30, 2012 and December 31, 2011, the balance of the Company’s unrecognized tax benefits (“UTBs”) was $56 million and $39 million, respectively. The increase is principally related to tax positions taken in the current year related to a realignment within the corporate organization structure. As of June 30, 2012 and December 31, 2011, the balance of the UTBs that would reduce the effective tax rate, if recognized, was $40 million and $25 million, respectively.

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Derivative Financial Instruments and Hedging Activities	6 Months Ended
Jun. 30, 2012
Derivative Financial Instruments and Hedging Activities	NOTE 12—Derivative Financial Instruments and Hedging Activities The following tables present the notional and fair value of derivative instruments on a gross basis as of June 30, 2012 and December 31, 2011:       June 30, 2012       Notional Value     Asset Derivatives     Liability Derivatives         Balance Sheet Location     Fair Value     Balance Sheet Location     Fair Value       (In millions)   Derivatives in fair value hedging relationships:           Interest rate swaps   $ 5,107        Other assets      $ 128        Other liabilities      $ —                                  Total derivatives designated as hedging instruments   $ 5,107        $ 128        $ —                                  Derivatives not designated as hedging instruments:           Interest rate swaps   $ 53,020        Other assets      $ 1,931        Other liabilities      $ 1,953    Interest rate options     3,838        Other assets        34        Other liabilities        4    Interest rate futures and forward commitments     55,697        Other assets        8        Other liabilities        22    Other contracts     1,802        Other assets        48        Other liabilities        46                                Total derivatives not designated as hedging instruments   $ 114,357        $ 2,021        $ 2,025                                Total derivatives   $ 119,464        $ 2,149        $ 2,025                                      December 31, 2011       Notional Value     Asset Derivatives           Liability Derivatives         Balance Sheet Location     Fair Value     Balance Sheet Location     Fair Value       (In millions)   Derivatives in fair value hedging relationships:           Interest rate swaps   $ 5,535        Other assets      $ 153        Other liabilities      $ 1    Forward commitments     640          —            11    Derivatives in cash flow hedging relationships:           Interest rate swaps     11,500        Other assets        209        Other liabilities        1                                Total derivatives designated as hedging instruments   $ 17,675        $ 362        $ 13                                Derivatives not designated as hedging instruments:           Interest rate swaps (1)   $ 59,293        Other assets      $ 2,396        Other liabilities      $ 2,414    Interest rate options (2)     4,018        Other assets        41        Other liabilities        28    Interest rate futures and forward commitments     90,607        Other assets        11        Other liabilities        23    Other contracts     1,276        Other assets        43        Other liabilities        36                                Total derivatives not designated as hedging instruments   $ 155,194        $ 2,491        $ 2,501                                Total derivatives   $ 172,869        $ 2,853        $ 2,514                                  (1) Includes Morgan Keegan amounts of $4.2 billion in Notional Value and $454 million in Other Assets/Other Liabilities (2) Includes Morgan Keegan amounts of $364 million in Notional Value and $23 million in Other Assets/Other Liabilities HEDGING DERIVATIVES Derivatives entered into to manage interest rate risk and facilitate asset/liability management strategies are designated as hedging derivatives. Derivative financial instruments that qualify in a hedging relationship are classified, based on the exposure being hedged, as either a fair value hedge or a cash flow hedge. The Company formally documents all hedging relationships between hedging instruments and hedged items, as well as its risk management objective and strategy for entering into various hedge transactions. The Company performs periodic assessments to determine whether the hedging relationship has been highly effective in offsetting changes in fair values or cash flows of hedged items and whether the relationship is expected to continue to be highly effective in the future. When a hedge is terminated or hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, or because it is probable that the forecasted transaction will not occur by the end of the specified time period, the derivative will continue to be recorded in the consolidated balance sheet at its fair value, with changes in fair value recognized currently in other non-interest income. Any asset or liability that was recorded pursuant to recognition of the firm commitment is removed from the consolidated balance sheets and recognized currently in other non-interest expense. Gains and losses that were accumulated in other comprehensive income pursuant to the hedge of a forecasted transaction are recognized immediately in other non-interest expense.   FAIR VALUE HEDGES Fair value hedge relationships mitigate exposure to the change in fair value of an asset, liability or firm commitment. Under the fair value hedging model, gains or losses attributable to the change in fair value of the derivative instrument, as well as the gains and losses attributable to the change in fair value of the hedged item, are recognized in earnings in the period in which the change in fair value occurs. The corresponding adjustment to the hedged asset or liability is included in the basis of the hedged item, while the corresponding change in the fair value of the derivative instrument is recorded as an adjustment to other assets or other liabilities, as applicable. Hedge ineffectiveness exists to the extent that the changes in fair value of the derivative do not offset the changes in fair value of the hedged item and is recorded as other non-interest expense. Regions enters into interest rate swap agreements to manage interest rate exposure on the Company’s fixed-rate borrowings, which includes long-term debt and certificates of deposit. These agreements involve the receipt of fixed-rate amounts in exchange for floating-rate interest payments over the life of the agreements. Regions also enters into forward sale commitments to hedge changes in the fair value of available-for-sale securities. CASH FLOW HEDGES Cash flow hedge relationships mitigate exposure to the variability of future cash flows or other forecasted transactions. For cash flow hedge relationships, the effective portion of the gain or loss related to the derivative instrument is recognized as a component of other comprehensive income. Ineffectiveness is measured by comparing the change in fair value of the respective derivative instrument and the change in fair value of a “perfectly effective” hypothetical derivative instrument. Ineffectiveness will be recognized in earnings only if it results from an overhedge. The ineffective portion of the gain or loss related to the derivative instrument, if any, is recognized in earnings as other non-interest expense during the period of change. Amounts recorded in other comprehensive income are recognized in earnings in the periods during which the hedged item impacts earnings. Regions enters into interest rate swap agreements to manage overall cash flow changes related to interest rate risk exposure on LIBOR-based loans. The agreements effectively modify the Company’s exposure to interest rate risk by utilizing receive fixed/pay LIBOR interest rate swaps. Regions issues long-term fixed-rate debt for various funding needs. Regions enters into receive LIBOR/pay fixed forward starting swaps to hedge risks of changes in the projected quarterly interest payments attributable to changes in the benchmark interest rate (LIBOR) during the time leading up to the probable issuance date of the new long term fixed-rate debt. Regions enters into interest rate option contracts to protect cash flows through the maturity date of the hedging instrument on designated one-month LIBOR floating-rate loans from adverse extreme market interest rate changes. Regions purchases Eurodollar futures to hedge the variability in future cash flows based on forecasted resets of one-month LIBOR-based floating rate loans due to changes in the benchmark interest rate. Regions recognized an unrealized after-tax gain of $110 million and an unrealized after-tax loss of $31 million in accumulated other comprehensive income at June 30, 2012 and 2011, respectively, related to terminated cash flow hedges of loan and debt instruments which will be amortized into earnings in conjunction with the recognition of interest payments through 2017. Regions recognized pre-tax income of $3 million and $16 million during the three months ended June 30, 2012 and 2011, respectively. Regions recognized a pre-tax loss of $1 million and pre-tax income of $25 million during the six months ended June 30, 2012 and 2011, respectively, related to the amortization of cash flow hedges of loan and debt instruments. During the second quarter of 2012, all of Regions’ cash flow hedges either matured or were terminated. The total notional amount of the cash flow hedges that matured or terminated was $11.5 billion. As of June 30, 2012, the cumulative pre-tax gain recorded in accumulated other comprehensive income related to these terminated hedges was $243 million. During the next twelve months, Regions expects to reclassify out of other comprehensive income and into earnings approximately $53 million in pre-tax income due to the receipt or payment of interest payments related to the amortization of all discontinued cash flow hedges.   The following tables present the effect of derivative instruments on the statements of income: Three Months Ended June 30, 2012   Derivatives in Fair Value Hedging Relationships   Location of Gain(Loss) Recognized in Income on Derivatives   Amount of Gain(Loss) Recognized in Income on Derivatives     Hedged Items in Fair Value Hedge Relationships   Location of Gain(Loss) Recognized in Income on Related Hedged Item   Amount of Gain(Loss) Recognized in Income on Related Hedged Item   (In millions)   Interest rate swaps   Other non-interest expense   $ (5 )    Debt/CDs   Other non-interest expense   $                       6    Interest rate swaps   Interest expense                        27      Debt   Interest expense     3    Forward commitments   Other non-interest expense     —        Securities available for sale   Other non-interest expense     —                            Total     $ 22          $ 9                            Derivatives in Cash Flow Hedging Relationships   Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion) (1)     Location of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)   Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (2)     Location of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)   Amount of Gain(Loss) Recognized in Income  on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing) (2)   (In millions)   Interest rate swaps   $ 25      Interest income on loans   $                         21      Other non-interest expense   $ 5    Forward starting swaps     2      Interest expense on debt     (4 )    Other non-interest expense                         —      Interest rate options                         —        Interest income on loans     —        Interest income on loans     —      Eurodollar futures     —        Interest income on loans     —        Other non-interest expense     —                                  Total   $ 27        $ 17        $ 5                                  (1) After-tax (2) Pre-tax Six Months Ended June 30, 2012   Derivatives in Fair Value Hedging Relationships   Location of Gain(Loss) Recognized in Income on Derivatives   Amount of Gain(Loss) Recognized in Income on Derivatives     Hedged Items in Fair Value Hedge Relationships   Location of Gain(Loss) Recognized in Income on Related Hedged Item   Amount of Gain(Loss) Recognized in Income on Related Hedged Item   (In millions)   Interest rate swaps   Other non-interest expense   $ (21 )    Debt/CDs   Other non-interest expense   $ 18    Interest rate swaps   Interest expense                       58      Debt/CDs   Interest expense                       6    Forward commitments   Other non-interest expense     —        Securities available for sale   Other non-interest expense     —                            Total     $ 37          $ 24                            Derivatives in Cash Flow Hedging Relationships   Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion) (1)     Location of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)   Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (2)     Location of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)   Amount of Gain(Loss) Recognized in Income  on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing) (2)   (In millions)   Interest rate swaps   $ 22      Interest income on loans   $                   41      Other non-interest expense   $                   6    Forward starting swaps                       4      Interest expense on debt     (7 )    Other non-interest expense     —      Interest rate options     —        Interest income on loans     —        Interest income on loans     —      Eurodollar futures     —        Interest income on loans     —        Other non-interest expense     —                                  Total   $ 26        $ 34        $ 6                                  (1) After-tax (2) Pre-tax   Three Months Ended June 30, 2011   Derivatives in Fair Value Hedging Relationships   Location of Gain(Loss) Recognized in Income on Derivatives   Amount of Gain(Loss) Recognized in Income on Derivatives     Hedged Items in Fair Value Hedge Relationships   Location of Gain(Loss) Recognized in Income on Related Hedged Item   Amount of Gain(Loss) Recognized in Income on Related Hedged Item   (In millions)   Interest rate swaps   Other non-interest expense   $ 9      Debt/CDs   Other non-interest expense   $ (4 )  Interest rate swaps   Interest expense     43      Debt   Interest expense     4    Forward commitments   Other non-interest expense     (35 )    Securities available for sale   Other non-interest expense     35                          Total     $                    17          $                    35                            Derivatives in Cash Flow Hedging Relationships   Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion) (1)     Location of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)   Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (2)     Location of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)   Amount of Gain(Loss) Recognized in Income  on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing) (2)             (In millions)             Interest rate swaps   $ 30      Interest income on loans   $ 50      Other non-interest expense   $ —      Forward starting swaps     (4 )    Interest expense on debt     (3 )    Other non-interest expense                         —      Interest rate options                   —        Interest income on loans                             —         Interest income on loans     —      Eurodollar futures     —        Interest income on loans     —        Other non-interest expense     —                                  Total   $ 26        $ 47        $ —                                    (1) After-tax (2) Pre-tax Six Months Ended June 30, 2011   Derivatives in Fair Value Hedging Relationships   Location of Gain(Loss) Recognized in Income on Derivatives   Amount of Gain(Loss) Recognized in Income on Derivatives     Hedged Items in Fair Value Hedge Relationships   Location of Gain(Loss) Recognized in Income on Related Hedged Item   Amount of Gain(Loss) Recognized in Income on Related Hedged Item   (In millions)   Interest rate swaps   Other non-interest expense   $ (40 )    Debt/CDs   Other non-interest expense   $ 44    Interest rate swaps   Interest expense                        94      Debt/CDs   Interest expense     8    Forward commitments   Other non-interest expense     (35 )    Securities available for sale   Other non-interest expense                        35                          Total     $ 19          $ 87                            Derivatives in Cash Flow Hedging Relationships   Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion) (1)     Location of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)   Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (2)     Location of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)   Amount of Gain(Loss) Recognized in Income  on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing) (2)             (In millions)             Interest rate swaps   $ —        Interest income on loans   $ 98      Other non-interest expense   $ 1    Forward starting swaps     (3 )    Interest expense on debt     (3 )    Other non-interest expense     (1 )  Interest rate options     (2 )    Interest income on loans                        4      Interest income on loans                        —      Eurodollar futures                        1      Interest income on loans     (2 )    Other non-interest expense     —                                  Total   $ (4 )      $ 97        $ —                                    (1) After-tax (2) Pre-tax   DERIVATIVES NOT DESIGNATED AS HEDGING INSTRUMENTS The Company maintains a derivatives trading portfolio of interest rate swaps, option contracts, and futures and forward commitments used to meet the needs of its customers. The portfolio is used to generate trading profit and to help clients manage market risk. The Company is subject to the credit risk that a counterparty will fail to perform. The Company is also subject to market risk, which is evaluated by the Company and monitored by the asset/liability management process. Separate derivative contracts are entered into to reduce overall market exposure to pre-defined limits. The contracts in this portfolio do not qualify for hedge accounting and are marked-to-market through earnings and included in other assets and other liabilities. Regions enters into interest rate lock commitments, which are commitments to originate mortgage loans whereby the interest rate on the loan is determined prior to funding and the customers have locked into that interest rate. At June 30, 2012 and 2011, Regions had $1.1 billion and $488 million, respectively, in total notional amount of interest rate lock commitments. Regions manages market risk on interest rate lock commitments and mortgage loans held for sale with corresponding forward sale commitments, which are recorded at fair value with changes in fair value recorded in mortgage income. For June 30, 2012 and 2011, Regions had $1.9 billion and $1.0 billion, respectively, in total notional amount related to these forward rate commitments. Regions has elected to account for mortgage servicing rights at fair market value with any changes to fair value being recorded within mortgage income. Concurrent with the election to use the fair value measurement method, Regions began using various derivative instruments, in the form of forward rate commitments, futures contracts, swaps and swaptions to mitigate the statement of income effect of changes in the fair value of its mortgage servicing rights. As of June 30, 2012 and 2011, the total notional amount related to these contracts was $5.5 billion and $3.6 billion, respectively. The following tables present the location and amount of gain or (loss) recognized in income on derivatives not designated as hedging instruments in the statements of income for the three and six months ended June 30, 2012 and 2011, respectively:        Three Months Ended June 30     Six Months Ended June 30   Derivatives Not Designated as Hedging Instruments        2012             2011             2012             2011            (In millions)   Capital markets and investment income          Interest rate swaps    $ 7      $ 3      $ 11      $ 5    Interest rate options      (1 )      —          (1 )      1    Interest rate futures and forward commitments      (1 )      —          (1 )      —      Other contracts      2        2        5        5                                     Total capital markets and investment income      7        5        14        11                                     Mortgage income          Interest rate swaps      22        17        19        12    Interest rate options      12        (1 )      17        (29 )  Interest rate futures and forward commitments      (3 )      16        13        18                                     Total mortgage income      31        32        49        1                                        $ 38      $ 37      $ 63      $ 12                                     Credit risk, defined as all positive exposures not collateralized with cash or other financial instruments, at June 30, 2012 and 2011, totaled approximately $850 million and $772 million, respectively. This amount represents the net credit risk on all trading and other derivative positions held by Regions.   CREDIT DERIVATIVES Regions has both bought and sold credit protection in the form of participations on interest rate swaps (swap participations). These swap participations, which meet the definition of credit derivatives, were entered into in the ordinary course of business to serve the credit needs of customers. Credit derivatives, whereby Regions has purchased credit protection, entitle Regions to receive a payment from the counterparty when the customer fails to make payment on any amounts due to Regions upon early termination of the swap transaction and have maturities between 2012 and 2026. Credit derivatives whereby Regions has sold credit protection have maturities between 2012 and 2018. For contracts where Regions sold credit protection, Regions would be required to make payment to the counterparty when the customer fails to make payment on any amounts due to the counterparty upon early termination of the swap transaction. Regions bases the current status of the prepayment/performance risk on bought and sold credit derivatives on recently issued internal risk ratings consistent with the risk management practices of unfunded commitments. Regions’ maximum potential amount of future payments under these contracts as of June 30, 2012 was approximately $34 million. This scenario would only occur if variable interest rates were at zero percent and all counterparties defaulted with zero recovery. The fair value of sold protection at June 30, 2012 and 2011 was immaterial. In transactions where Regions has sold credit protection, recourse to collateral associated with the original swap transaction is available to offset some or all of Regions’ obligation. CONTINGENT FEATURES Certain of Regions’ derivative instrument contracts with broker-dealers contain provisions allowing those broker-dealers to terminate the contracts in the event that Regions’ and/or Regions Bank’s credit ratings falls below specified ratings from certain major credit rating agencies. At June 30, 2012, Moody’s credit ratings for Regions Financial Corporation and Regions Bank were below investment grade. As a result of these ratings, certain Regions Bank broker-dealer counterparties could have terminated these contracts at their discretion. In lieu of terminating the contracts, Regions Bank and certain of its broker-dealer counterparties amended the contracts such that Regions Bank was required to post additional collateral in the cumulative amount of $186 million to these counterparties as of June 30, 2012. Some of these contracts with broker-dealers still contain credit-related termination provisions and/or credit-related provisions regarding the posting of collateral. At June 30, 2012, the net fair value of such contracts containing credit-related termination provisions that were in a liability position was $455 million, for which Regions had posted collateral of $581 million. At June 30, 2012, the net fair value of contracts that do not contain credit-related termination provisions that were in a liability position was $291 million, for which Regions had posted collateral of $281 million. Other derivative contracts with broker-dealers do not contain any credit-related provisions. These counterparties require complete overnight collateralization. The aggregate fair value of all derivative instruments with any credit-risk-related contingent features that were in a liability position on June 30, 2012 and December 31, 2011, was $546 million and $425 million, respectively, for which Regions had posted collateral of $670 million and $531 million, respectively, in the normal course of business.

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Fair Value Measurements	6 Months Ended
Jun. 30, 2012
Fair Value Measurements	NOTE 13—Fair Value Measurements Fair value guidance establishes a framework for using fair value to measure assets and liabilities and defines fair value as the price that would be received to sell an asset or paid to transfer a liability (an exit price) as opposed to the price that would be paid to acquire the asset or received to assume the liability (an entry price). A fair value measure should reflect the assumptions that market participants would use in pricing the asset or liability, including the assumptions about the risk inherent in a particular valuation technique, the effect of a restriction on the sale or use of an asset and the risk of nonperformance. Required disclosures include stratification of balance sheet amounts measured at fair value based on inputs the Company uses to derive fair value measurements. These strata include:     •   Level 1 valuations, where the valuation is based on quoted market prices for identical assets or liabilities traded in active markets (which include exchanges and over-the-counter markets with sufficient volume),     •   Level 2 valuations, where the valuation is based on quoted market prices for similar instruments traded in active markets, quoted prices for identical or similar instruments in markets that are not active and model-based valuation techniques for which all significant assumptions are observable in the market, and     •   Level 3 valuations, where the valuation is generated from model-based techniques that use significant assumptions not observable in the market, but observable based on Company-specific data. These unobservable assumptions reflect the Company’s own estimates for assumptions that market participants would use in pricing the asset or liability. Valuation techniques typically include option pricing models, discounted cash flow models and similar techniques, but may also include the use of market prices of assets or liabilities that are not directly comparable to the subject asset or liability. See Note 1 “Summary of Significant Accounting Policies” to the consolidated financial statements of the 2011 Annual Report on Form 10-K for a description of valuation methodologies for assets and liabilities measured at fair value on a recurring and non-recurring basis. Regions rarely transfers assets and liabilities measured at fair value between Level 1 and Level 2 measurements. There were no such transfers during the six month periods ended June 30, 2012 and 2011. Trading account assets are periodically transferred into or out of Level 3 valuation based on management’s conclusion regarding the best method of pricing for an individual security. Such transfers are accounted for as if they occur at the beginning of a reporting period.   The following tables present assets and liabilities measured at fair value on a recurring basis and non-recurring basis as of June 30, 2012 and December 31, 2011:       June 30, 2012          December 31, 2011       Level 1     Level 2     Level 3     Total Fair Value          Level 1     Level 2     Level 3     Total Fair Value       (In millions)   Recurring fair value measurements                     Trading account assets                     U.S. Treasury securities   $ —        $ —        $ —        $ —            $ 212      $ 3      $ —        $ 215    Obligations of states and political subdivisions     —          —          —          —              —          101        139        240    Mortgage-backed securities:                     Residential agency     —          —          —          —              —          359        —          359    Commercial agency     —          —          —          —              —          —          51        51    Other securities     —          —          —          —              —          35        1        36    Equity securities     110        —          —          110            365        —          —          365                                                                        Total trading account assets (1)   $ 110      $ —        $ —        $ 110          $ 577      $ 498      $ 191      $ 1,266                                                                        Securities available for sale                     U.S. Treasury securities   $ 51      $ —        $ —        $ 51          $ 98      $ —        $ —        $ 98    Federal agency securities     —          235        —          235            —          147        —          147    Obligations of states and political subdivisions     —          14        —          14            —          16        20        36    Mortgage-backed securities:                     Residential agency     —          23,494        —          23,494            —          22,175        —          22,175    Residential non-agency     —          —          14        14            —          —          16        16    Commercial agency     —          514        —          514            —          326        —          326    Commercial non-agency     —          637        —          637            —          321        —          321    Other debt securities     —          1,549        2        1,551            —          537        —          537    Equity securities (2)     107        —          —          107            115        —          —          115                                                                        Total securities available for sale   $ 158      $ 26,443      $ 16      $ 26,617          $ 213      $ 23,522      $ 36      $ 23,771                                                                        Mortgage loans held for sale   $ —        $ 950      $ —        $ 950          $ —        $ 844      $ —        $ 844                                                                        Mortgage servicing rights   $ —        $ —        $ 179      $ 179          $ —        $ —        $ 182      $ 182                                                                        Derivative assets                     Interest rate swaps   $ —        $ 2,059      $ —        $ 2,059          $ —        $ 2,758      $ —        $ 2,758    Interest rate options     —          4        30        34            —          28        13        41    Interest rate futures and forward commitments     —          8        —          8            —          11        —          11    Other contracts     —          48        —          48            —          43        —          43                                                                        Total derivative assets (3) (4)   $ —        $ 2,119      $ 30      $ 2,149          $ —        $ 2,840      $ 13      $ 2,853                                                                        Trading account liabilities                     U.S. Treasury securities   $ —        $ —        $ —        $ —            $ —        $ 97      $ —        $ 97    Obligations of states and political subdivisions     —          —          —          —              —          2        —          2    Mortgage-backed securities:                     Residential agency     —          —          —          —              —          133        —          133    Commercial agency     —          —          —          —              —          —          5        5    Other securities     —          —          —          —              —          16        2        18    Equity securities     —          —          —          —              1        —          —          1                                                                        Total trading account liabilities (5)   $ —        $ —        $ —        $ —            $ 1      $ 248      $ 7      $ 256                                                                        Derivative liabilities                     Interest rate swaps   $ —        $ 1,953      $ —        $ 1,953          $ —        $ 2,416      $ —        $ 2,416    Interest rate options     —          4        —          4            —          28        —          28    Interest rate futures and forward commitments     —          22        —          22            —          34        —          34    Other contracts     —          46        —          46            —          36        —          36                                                                        Total derivative liabilities (3) (4)   $ —        $ 2,025      $ —        $ 2,025          $ —        $ 2,514      $ —        $ 2,514                                                                        Nonrecurring fair value measurements                     Loans held for sale   $ —        $ 31      $ 77      $ 108          $ —        $ 36      $ 195      $ 231    Foreclosed property, other real estate and equipment     —          70        48        118            —          91        162        253      (1) All trading account assets at December 31, 2011 were related to Morgan Keegan (see Note 2 for further discussion regarding the sale of Morgan Keegan) with the exception of $178 million of which all were classified as Level 1 in the table. The Morgan Keegan items do not appear in the June 30, 2012 amounts, as the sale was closed during the second quarter of 2012. (2) Excludes Federal Reserve Bank and Federal Home Loan Bank stock totaling $480 million and $135 million at June 30, 2012 and $481 million and $219 million December 31, 2011, respectively. (3) At June 30, 2012, derivatives include approximately $1.2 billion related to legally enforceable master netting agreements that allow the Company to settle positive and negative positions. Derivatives are also presented excluding cash collateral received of $57 million and cash collateral posted of $881 million with counterparties. At December 31, 2011, derivatives include approximately $1.4 billion related to legally enforceable master netting agreements that allow the Company to settle positive and negative positions. Derivatives are also presented excluding cash collateral received of $55 million and cash collateral posted of $732 million with counterparties. (4) Derivative assets and liabilities both include $454 million of interest rate swaps and $23 million of interest rate options at December 31, 2011 related to Morgan Keegan, all of which are classified as Level 2 in the table. These items do not appear in the June 30, 2012 amounts, as they were included with the sale of Morgan Keegan. (5) All trading account liabilities are related to Morgan Keegan at December 31, 2011. These items do not appear in the June 30, 2012 amounts as they were included with the sale of Morgan Keegan. Assets and liabilities in all levels could result in volatile and material price fluctuations. Realized and unrealized gains and losses on Level 3 assets represent only a portion of the risk to market fluctuations in Regions’ consolidated balance sheets. Further, trading account assets, trading account liabilities and derivatives included in Levels 1, 2 and 3 are used by the Asset and Liability Management Committee of the Company in a holistic approach to managing price fluctuation risks.   The following tables illustrate a rollforward for all assets and (liabilities) measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three months and six ended June 30, 2012 and 2011, respectively. The tables do not reflect the change in fair value attributable to any related economic hedges the Company used to mitigate the interest rate risk associated with these assets and (liabilities).       Three Months Ended June 30, 2012                                                                                 Net change in unrealized gains (losses) in included in earnings related to assets and liabilities held at June 30, 2012                   Total Realized / Unrealized Gains or Losses                                                           Opening Balance April 1, 2012     Disposition of Morgan Keegan     Included in Earnings     Included in  Other Compre- hensive Income (Loss)     Purchases     Sales     Issuances     Settlements     Transfers into Level 3     Transfers out of Level 3     Closing Balance June 30, 2012                 (In millions)                 Level 3 Instruments Only                             Trading account assets:                             Obligations of states and political subdivisions   $ 124        (124 )      —          —          —          —          —          —          —          —        $ —            $ —      Commercial agency MBS     104        (104 )      —          —          —          —          —          —          —          —          —              —      Other securities     13        (13 )      —          —          —          —          —          —          —          —          —              —                                                                                                          Total trading account assets (b)   $ 241        (241 )      —          —          —          —          —          —          —          —        $ —            $ —                                                                                                          Securities available for sale:                             Obligations of states and political subdivisions   $ 16        —          —          —          —          (16 )      —          —          —          —        $ —            $ —      Residential non-agency MBS     15        —          —          —          —          —          —          (1 )      —          —          14            —      Other debt securities     3        —          —          —          —          —          —          —          —          (1 )      2            —                                                                                                          Total securities available for sale   $ 34        —          —          —          —          (16 )      —          (1 )      —          (1 )    $ 16          $ —                                                                                                          Mortgage servicing rights   $ 199        —          (34 )(a)      —          14        —          —          —          —          —        $ 179          $ (26 )(a)                                                                                                      Trading account liabilities:                             Mortgage-backed securities:                             Commercial agency   $ 42        (42 )      —          —          —          —          —          —          —          —        $ —            $ —      Other securities     10        (10 )      —          —          —          —          —          —          —          —          —              —                                                                                                          Total trading account liabilities (b)   $ 52        (52 )      —          —          —          —          —          —          —          —        $ —            $ —                                                                                                          Derivatives, net:                             Interest rate options   $ 18        —          70        —          —          —          —          (58 )      —          —        $ 30          $ 30 (a)                                                                                                      Total derivatives, net   $ 18        —          70 (a)      —          —          —          —          (58 )      —          —        $ 30          $ 30 (a)                                                                                                        (a) Included in mortgage income. (b) All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan).       Three Months Ended June 30, 2011                                                                  Net change in unrealized gains (losses) included in earnings related to assets and liabilities held at June 30, 2011             Total Realized / Unrealized Gains or Losses                                                        Opening Balance April 1, 2011     Included in Earnings     Included in Other Compre- hensive Income (Loss)     Purchases     Sales     Issuances     Settlements     Transfers into Level 3     Transfers out of Level 3     Closing Balance June  30, 2011              (In millions)              Level 3 Instruments Only                           Trading account assets (c):                           Obligations of states and political subdivisions   $ 162        3        —          2        —          —          (19 )      —          —        $ 148          $ —      Commercial agency MBS     84        2        —          312        —          —          (337 )      —          —          61            —      Other securities     6        6        —          2,249        —          —          (2,256 )      —          —          5            —                                                                                                  Total trading account assets (d)   $ 252        11 (a)      —          2,563        —          —          (2,612 )      —          —        $ 214          $ —                                                                                                  Securities available for sale:                           Obligations of states and political subdivisions   $ 17        —          —          —          —          —          —          —          —        $ 17          $ —      Residential non-agency MBS     20        1        (1 )      —          (2 )      —          (1 )      —          —          17            —                                                                                                  Total securities available for sale   $ 37        1        (1 )      —          (2 )      —          (1 )      —          —        $ 34          $ —                                                                                                  Mortgage servicing rights   $ 282        (33 )(b)      —          19        —          —          —          —          $ 268          $ (28 )(b)                                                                                              Trading account liabilities (c):                           Mortgage-backed securities:                           Commercial agency   $ 13        —          —          —          —          —          3        —          —        $ 16          $ —      Other securities     12        —          —          (18 )      —          —          11        —          —          5            —                                                                                                  Total trading account liabilities (d)   $ 25        —          —          (18 )      —          —          14        —          —        $ 21          $                                                                                                  Derivatives, net:                           Interest rate options   $ 5        25 (b)      —          —          —          —          (25 )      —          —        $ 5          $ 5 (b)  Interest rate futures and forward commitments     3        —          —          —          —          —          1        —          —          4            —                                                                                                  Total derivatives, net   $ 8        25        —          —          —          —          (24 )      —          —        $ 9          $ 5                                                                                                  (a) Included in discontinued operations, on a net basis. (b) Included in mortgage income. (c) Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period. (d) All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan).       Six Months Ended June 30, 2012                                                                              Net change  in unrealized gains (losses) included in earnings related to assets and liabilities held at June 30, 2012             Total Realized / Unrealized Gains or Losses                                                              Opening Balance January 1, 2012     Included in Earnings     Included in Other Compre- hensive Income (Loss)     Purchases     Sales     Issuances     Settlements     Transfers into Level 3     Transfers out of Level 3     Disposition of Morgan Keegan     Closing Balance June 30, 2012              (In millions)              Level 3 Instruments Only                             Trading account assets: (c)                             Obligations of states and political subdivisions   $ 139        (3 )      —          4        —          —          (16 )      —          —        $ (124 )      —            $ —      Commercial agency MBS     51        2        —          368        —          —          (317 )      —          —          (104 )      —              —      Other securities     1        4        —          2,248        —          —          (2,240 )      —          —          (13 )      —              —                                                                                                          Total trading account assets (d)   $ 191        3 (a)      —          2,620        —          —          (2,573 )      —          —        $ (241 )      —            $ —                                                                                                          Securities available for sale:                             Obligations of states and political subdivisions   $ 20        —          (2 )      —          (16 )      —          (2 )      —          —        $ —          —            $ —      Residential non-agency MBS     16        —          —          —          —          —          (2 )      —          —          —          14            —      Other debt securities     —          —          —          —          —          —          —          3        (1 )      —          2            —                                                                                                          Total securities available for sale   $ 36        —          (2 )      —          (16 )      —          (4 )      3        (1 )    $ —          16          $ —                                                                                                          Mortgage servicing rights   $ 182        (31 )(b)      —          28        —          —          —          —          —        $ —          179          $ (17 )(b)                                                                                                      Trading account liabilities: (c)                             Mortgage-backed securities:                             Commercial agency   $ 5        —          —          37        —          —          —          —          —        $ (42 )      —            $ —      Other securities     2        —          —          12        —          —          (4 )      —          —          (10 )      —              —                                                                                                          Total trading account liabilities (d)   $ 7        —          —          49        —          —          (4 )      —          —        $ (52 )      —            $ —                                                                                                          Derivatives, net:                             Interest rate options   $ 13        111        —          —          —          —          (94 )      —          —        $ —          30          $ 48 (b)                                                                                                      Total derivatives, net   $ 13        111 (b)      —          —          —          —          (94 )      —          —        $ —          30          $ 48 (b)                                                                                                        (a) Included in discontinued operations, on a net basis. (b) Included in mortgage income. (c) Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period. (d) All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan).       Six Months Ended June 30, 2011                                                                        Net change in unrealized gains (losses) included in earnings related to assets and liabilities held at June 30, 2011             Total Realized / Unrealized Gains or Losses                                                        Opening Balance January 1, 2011     Included in Earnings     Included in  Other Compre- hensive Income (Loss)     Purchases     Sales     Issuances     Settlements     Transfers into Level 3     Transfers out of Level 3     Closing Balance June 30, 2011              (In millions)              Level 3 Instruments Only                           Trading account assets: (c)                           Obligations of states and political subdivisions   $ 165        2        —          8        —          —          (27 )      —          —        $ 148          $ —      Commercial agency MBS     54        3        —          477        —          —          (474 )      1        —          61            —      Other securities     10        11        —          4,278        —          —          (4,294 )      —          —          5            —                                                                                                  Total trading account assets (d)   $ 229        16 (a)      —          4,763        —          —          (4,795 )      1        —        $ 214          $ —                                                                                                  Securities available for sale:                           Obligations of states and political subdivisions   $ 17        —          —          —          —          —          —          —          —        $ 17          $ —      Residential non-agency MBS     22        1        (1 )      —          (2 )      —          (3 )      —          —          17            —                                                                                                  Total securities available for sale   $ 39        1        (1 )      —          (2 )      —          (3 )      —          —        $ 34          $ —                                                                                                  Mortgage servicing rights   $ 267        (34 )(b)      —          35        —          —          —          —          —        $ 268          $ (23 )(b)                                                                                              Trading account liabilities: (c)                           Mortgage-backed securities:                           Commercial agency   $ 6        —          —          —          —          —          10        —          —        $ 16          $ —      Other securities     4        —          —          (27 )      —          —          28        —          —          5            —                                                                                                  Total trading account liabilities (d)   $ 10        —          —          (27 )      —          —          38        —          —        $ 21          $ —                                                                                                  Derivatives, net:                           Interest rate options   $ 3        40        —          —          —          —          (38 )      —          —        $ 5          $ 5 (b)  Interest rate futures and forward commitments     5        —          —          —          —          —          (1 )      —          —          4            —                                                                                                  Total derivatives, net   $ 8        40 (b)      —          —          —          —          (39 )      —          —        $ 9          $ 5 (b)                                                                                                (a) Included in discontinued operations, on a net basis. (b) Included in mortgage income. (c) Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period. (d) All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan). The following table presents the fair value adjustments related to non-recurring fair value measurements:        Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions)   Loans held for sale    $ (45 )    $ (198 )    $ (101 )    $ (305 )  Foreclosed property, other real estate and equipment      (19 )      (97 )      (38 )      (137 )    The following table presents detailed information regarding assets and liabilities measured at fair value using significant unobservable inputs (Level 3) as of June 30, 2012. The table includes the valuation techniques and the significant unobservable inputs utilized. The range of each unobservable input as well as the weighted average within the range utilized at June 30, 2012 is included. Following the table is a description of the valuation technique and the sensitivity of the technique to changes in the significant unobservable input.        June 30, 2012     Level 3 Fair Value at June 30, 2012     Valuation Technique   Unobservable Input(s)   Quantitative Range of Unobservable Inputs  and (Weighted-Average)     (Dollars in millions) Recurring fair value measurements:         Securities available for sale:         Mortgage-backed securities:         Residential non-agency   $ 14      Discounted cash flow   Spread to LIBOR   5.3% - 69.8% (17.3%)       Weighted-average prepayment speed (CPR; percentage)   8.8% - 32.3% (12.7%)       Probability of default   0.2% - 1.2% (1.0%)       Loss severity   40.4% - 100% (49.4%) Other debt securities   $ 2      Comparable Quote   Evaluated quote on same issuer/comparable bond   97.9% - 100% (99.2%)       Comparability adjustments   2.1% (2.1%) Mortgage servicing rights (a)   $ 179      Discounted cash flow   Weighted-average prepayment speed (CPR; percentage)   5.3% - 30.6% (18.4%)       Option-adjusted spread (basis points)   9.5 - 32.0 (1,332) Derivative assets         Interest rate options   $ 30      Discounted cash flow   Weighted-average prepayment speed (CPR; percentage)   5.3% - 30.6% (18.4%)       Option-adjusted spread (basis points)   9.5 - 32.0 (1,332)       Pull-through   33.3% - 99.8% (75.8%) Nonrecurring fair value measurements:         Loans held for sale   $ 77      Multiple data points, including discount to appraised value of collateral based on recent market activity for sales of similar loans   Appraisal compatability adjustment (discount)     0.0% - 84.0% (44.6%) Foreclosed property and other real estate     $   48          Discount to appraised value of property based on recent market activity for sales of similar properties     Appraisal compatability adjustment (discount)       4.5% - 93.3% (46.5%)   (a) See Note 5 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.   RECURRING FAIR VALUE MEASUREMENTS USING SIGNIFICANT UNOBSERVABLE INPUTS Securities available for sale Mortgage backed securities: residential non-agency—The fair value reported in this category relates to retained interests in legacy securitizations. Significant unobservable inputs include the spread to LIBOR, constant prepayment rate, probability of default, and loss severity in the event of default. Significant increases in any of these inputs in isolation would result in significantly lower fair value measurement. Generally, a change in the assumption used for the probability of default is accompanied by a directionally similar change in the assumption used for loss severity and a directionally opposite change in the assumption used for prepayment rates. Other debt securities—Significant unobservable inputs include evaluated quotes on comparable bonds for the same issuer and management-determined comparability adjustments. Changes in the evaluated quote on comparable bonds would result in a directionally similar change in the fair value of the other debt securities. Mortgage Servicing Rights The significant unobservable inputs used in the fair value measurement of mortgage servicing rights are option adjusted spreads (“OAS”) and prepayment speed. This method requires generating cash flow projections over multiple interest rate scenarios and discounting those cash flows at a risk adjusted rate. Additionally, the impact of prepayments and changes in the option adjusted spread are based on a variety of underlying inputs such as servicing costs. Increases or decreases to the underlying cash flow inputs will have a corresponding impact on the value of the MSR asset. See Note 5 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights. Derivative assets Interest rate options—These instruments are interest rate lock agreements made in the normal course of originating residential mortgage loans. Significant unobservable inputs in the fair value measurement are OAS, prepayment speeds, and pull-through. The impact of OAS and prepayment speed inputs in the valuation of these derivative instruments are consistent with the MSR discussion above. Pull-through is an estimate of the number of interest rate lock commitments that will ultimately become funded loans. Increases or decreases in the pull-through assumption will have a corresponding impact on the value of these derivative assets. NON-RECURRING FAIR VALUE MEASUREMENTS USING SIGNIFICANT UNOBSERVABLE INPUTS Loans held for sale Loans held for sale are valued based on multiple data points indicating the fair value for each loan. The primary data point for non-performing investor real estate loans is a discount to the appraised value of the underlying collateral, which considers the return required by potential buyers of the loans. Management establishes this discount or comparability adjustment based on recent sales of loans secured by similar property types. As liquidity in the market increases or decreases, the comparability adjustment and the resulting asset valuation are impacted. Foreclosed property and other real estate Foreclosed property and other real estate are valued based on offered quotes as available. If no sales contract is pending for a specific property, management establishes a comparability adjustment to the appraised value based on historical activity considering proceeds for properties sold versus the corresponding appraised value. Increases or decreases in realization for properties sold impact the comparability adjustment for similar assets remaining on the balance sheet.   FAIR VALUE OPTION Regions elected the fair value option for FNMA and FHLMC eligible thirty-year residential mortgage loans held for sale originated on or after January 1, 2008. Additionally, Regions elected the fair value option for FNMA and FHLMC eligible fifteen-year residential mortgage loans originated on or after November 22, 2010. These elections allow for a more effective offset of the changes in fair values of the loans and the derivative instruments used to economically hedge them without the burden of complying with the requirements for hedge accounting. Regions has not elected the fair value option for other loans held for sale primarily because they are not economically hedged using derivative instruments. Fair values of mortgage loans held for sale are based on traded market prices of similar assets where available and/or discounted cash flows at market interest rates, adjusted for securitization activities that include servicing values and market conditions, and are recorded in loans held for sale in the consolidated balance sheets. The following table summarizes the difference between the aggregate fair value and the aggregate unpaid principal balance for mortgage loans held for sale measured at fair value:        June 30, 2012      December 31, 2011        Aggregate Fair Value      Aggregate Unpaid Principal      Aggregate Fair Value Less Aggregate Unpaid Principal      Aggregate Fair Value      Aggregate Unpaid Principal      Aggregate Fair Value Less Aggregate Unpaid Principal        (In millions)   Mortgage loans held for sale, at fair value    $ 950       $ 908       $ 42       $ 844       $ 815       $ 29    Interest income on mortgage loans held for sale is recognized based on contractual rates and is reflected in interest income on loans held for sale in the consolidated statements of income. The following table details net gains resulting from changes in fair value of these loans which were recorded in mortgage income in the consolidated statements of income during the three months and six months ended June 30, 2012 and 2011, respectively. These changes in fair value are mostly offset by economic hedging activities. An immaterial portion of these amounts was attributable to changes in instrument-specific credit risk.        Mortgage loans held for sale, at fair value        Three Months Ended June 30      Six Months Ended June 30            2012              2011              2012              2011            (In millions)   Net gains resulting from changes in fair value    $ 22       $ 5       $ 12       $ 23    FAIR VALUE OF FINANCIAL INSTRUMENTS For items measured at fair value on either a recurring or non-recurring basis, a description of the valuation methodology as well as within which strata of the fair value hierarchy the measurement falls is detailed in the consolidated financial statements included in the Annual Report on Form 10-K for the year ended December 31, 2011. For financial instruments whose fair values are estimated for disclosure purposes only, the following methods and assumptions were used: Cash and cash equivalents: The carrying amounts reported in the consolidated balance sheets and cash flows approximate the estimated fair values. Because these amounts generally relate to either currency or highly liquid assets, these are considered a Level 1 valuation. Securities held to maturity: The fair values of securities held to maturity are estimated in the same manner as the corresponding securities available for sale, which are measured at fair value on a recurring basis.   Loans (excluding leases), net of unearned income and allowance for loan losses: The fair values of loans, excluding leases, are estimated based on groupings of similar loans by type, interest rate, and borrower creditworthiness. Discounted future cash flow analyses are performed for the groupings incorporating assumptions of current and projected prepayment speeds and expected loss. Discount rates are determined using the Company’s current origination rates on similar loans, adjusted for changes in current liquidity and credit spreads (if necessary). Because the current liquidity spreads are generally not observable in the market and the expected loss assumptions are based on the Company’s experience, these are Level 3 valuations. Other interest-earning assets: The carrying amounts reported in the consolidated balance sheets approximate the estimated fair values. While these instruments are not actively traded in the market, the majority of the inputs required to value them are actively quoted and can be validated through external sources. Accordingly, these are Level 2 valuations. Deposits: The fair value of non-interest-bearing demand accounts, interest-bearing transaction accounts, savings accounts, money market accounts and certain other time deposit accounts is the amount payable on demand at the reporting date (i.e., the carrying amount). Fair values for certificates of deposit are estimated by using discounted cash flow analyses, based on market spreads to benchmark rates. These are Level 2 valuations. Short-term and long-term borrowings: The carrying amounts of short-term borrowings reported in the consolidated balance sheets approximate the estimated fair values, and are considered Level 2 measurements as similar instruments are traded in active markets. The fair values of certain long-term borrowings are estimated using quoted market prices of identical instruments, and are considered Level 1 measurements. If identical instruments are not available, fair values are estimated using quoted market prices for similar instruments and are considered Level 2 valuations. Otherwise, valuations are based on a combination of non-binding broker quotes and quoted prices for identical instruments in non-active markets and are considered Level 3 valuations. Loan commitments and letters of credit: The estimated fair values for these off-balance sheet instruments are based on probabilities of funding to project future loan fundings, which are discounted using the loan methodology described above. The premiums/discounts are adjusted for the time value of money over the average remaining life of the commitments and the opportunity cost associated with regulatory requirements. Because the probabilities of funding and loan valuations are not observable in the market and are considered company specific inputs, these are Level 3 valuations. Indemnification obligation: The estimated fair value of the indemnification obligation was determined through the use of a present value calculation that takes into account the future cash flows that a market participant would expect to receive from holding the indemnification liability as an asset. Regions performed a probability-weighted cash flow analysis and discounted the result at a credit-adjusted risk free rate. Because the future cash flows and probability weights are company-specific inputs, this is a Level 3 valuation.   The carrying amounts and estimated fair values, as well as the level within the fair value hierarchy, of the Company’s financial instruments as of June 30, 2012 are as follows:        June 30, 2012        Carrying Amount      Estimated Fair Value (1)      Level 1      Level 2      Level 3        (In millions)   Financial assets:                Cash and cash equivalents    $ 3,766       $ 3,766       $ 3,766       $ —         $ —      Trading account assets      110         110         110         —           —      Securities available for sale      27,232         27,232         158         27,058         16    Securities held to maturity      13         14         3         11         —      Loans held for sale      1,187         1,187         —           981         206    Loans (excluding leases), net of unearned income and allowance for loan losses (2), (3)      72,427         65,046         —           —           65,046    Other interest-earning assets      901         901         —           901         —      Derivatives, net      124         124         —           94         30    Financial liabilities:                Deposits      95,098         95,204         —           95,204         —      Short-term borrowings      3,306         3,306         —           3,306         —      Long-term borrowings      6,230         6,013         291         —           5,722    Loan commitments and letters of credit      129         640         —           —           640    Indemnification obligation      383         383         —           —           383      (1) Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate. (2) The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at June 30, 2012 was $7.4 billion or 10.2 percent. (3) Excluded from this table is the lease carrying amount of $1.5 billion at June 30, 2012.   The carrying amounts and estimated fair values of the Company’s financial instruments as of December 31, 2011 are as follows:       December 31, 2011       Carrying Amount      Estimated Fair Value (1)       (In millions)   Financial assets:      Cash and cash equivalents   $ 7,245       $ 7,245    Trading account assets     1,266         1,266    Securities available for sale     24,471         24,471    Securities held to maturity     16         17    Loans held for sale     1,193         1,193    Loans (excluding leases), net of unearned income and allowance for loan losses (2), (3)     73,284         65,224    Other interest-earning assets     1,085         1,085    Derivatives, net     339         339    Financial liabilities:      Deposits     95,627         95,757    Short-term borrowings     3,067         3,067    Long-term borrowings     8,110         7,439    Loan commitments and letters of credit     117         756      (1) Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate. (2) The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2011 was $8.1 billion or 11.0 percent. (3) Excluded from this table is the lease carrying amount of $1.6 billion at December 31, 2011.

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Business Segment Information	6 Months Ended
Jun. 30, 2012
Business Segment Information	NOTE 14—Business Segment Information Regions’ segment information is presented based on Regions’ key segments of business. Each segment is a strategic business unit that serves specific needs of Regions’ customers. The Company’s primary segment is Banking/Treasury, which represents the Company’s branch network, including consumer and commercial banking functions, and has separate management that is responsible for the operation of that business unit. This segment also includes the Company’s Treasury function, including the Company’s securities portfolio and other wholesale funding activities. The Insurance segment includes all business associated with commercial insurance and credit life products sold to consumer customers. The Investment Banking/Brokerage/Trust segment includes trust activities and all brokerage and investment activities associated with Morgan Keegan. As discussed in Note 2, in early 2012 Regions entered into an agreement to sell Morgan Keegan and related entities, which closed on April 2, 2012. The financial information related to these entities is shown in the tables below as discontinued operations, within the Investment Banking/Brokerage/Trust segment. The continuing operations information within this segment is primarily related to Regions’ trust activities, which were not sold. See Note 2 for further details.   The following tables present financial information for each reportable segment for the period indicated.        Three Months Ended June 30, 2012                      Investment Banking/ Brokerage/Trust               Banking/ Treasury      Insurance           Continuing      Operations           Discontinued      Operations      Total Company        (In millions)   Net interest income    $ 828       $ 1       $ 9       $ —         $ 838    Provision for loan losses      26         —           —           —           26    Non-interest income      420         35         52         15         522    Non-interest expense      778         25         39         11         853    Income tax expense      112         4         10         —           126                                                 Net income    $ 332       $ 7       $ 12       $ 4       $ 355                                                 Average assets    $ 117,729       $ 553       $ 4,144       $ 49       $ 122,475           Three Months Ended June 30, 2011                     Investment Banking/ Brokerage/Trust              Banking/ Treasury     Insurance           Continuing      Operations          Discontinued      Operations     Total Company        (In millions)   Net interest income    $ 848      $ —         $ 8      $ 8      $ 864    Provision for loan losses      398        —           —          —          398    Non-interest income      452        33         58        238        781    Non-interest expense      889        23         44        242        1,198    Income tax expense (benefit)      (29 )      3         (8 )      (26 )      (60 )                                            Net income    $ 42      $ 7       $ 30      $ 30      $ 109                                              Average assets    $ 123,429      $ 520       $ 3,489      $ 3,240      $ 130,678           Six Months Ended June 30, 2012                      Investment Banking/ Brokerage/Trust              Banking/ Treasury      Insurance           Continuing      Operations           Discontinued      Operations     Total Company        (In millions)   Net interest income    $ 1,645       $ 1       $ 19       $ 7      $ 1,672    Provision for loan losses      143         —           —           —          143    Non-interest income      861         69         101         255        1,286    Non-interest expense      1,626         50         79         323        2,078    Income tax expense (benefit)      184         7         17         (25 )      183                                                Net income (loss)    $ 553       $ 13       $ 24       $ (36 )    $ 554                                                Average assets    $ 118,355       $ 549       $ 4,187       $ 1,413      $ 124,504           Six Months Ended June 30, 2011                     Investment Banking/ Brokerage/Trust              Banking/ Treasury     Insurance           Continuing      Operations           Discontinued      Operations     Total Company        (In millions)   Net interest income    $ 1,695      $ 1       $ 15       $ 16      $ 1,727    Provision for loan losses      880        —           —           —          880    Non-interest income      944        70         109         501        1,624    Non-interest expense      1,757        49         82         477        2,365    Income tax expense (benefit)      (71 )      8         —           (9 )      (72 )                                             Net income    $ 73      $ 14       $ 42       $ 49      $ 178                                               Average assets    $ 123,695      $ 521       $ 3,495       $ 3,233      $ 130,944

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Commitments and Contingencies	6 Months Ended
Jun. 30, 2012
Commitments and Contingencies	NOTE 15—Commitments and Contingencies COMMERCIAL COMMITMENTS Regions issues off-balance sheet financial instruments in connection with lending activities. The credit risk associated with these instruments is essentially the same as that involved in extending loans to customers and is subject to Regions' normal credit approval policies and procedures. Regions measures inherent risk associated with these instruments by recording a reserve for unfunded commitments based on an assessment of the likelihood that the guarantee will be funded and the creditworthiness of the customer or counterparty. Collateral is obtained based on management's assessment of the creditworthiness of the customer. Credit risk associated with these instruments is represented by the contractual amounts indicated in the following table:                       June 30 2012     December 31 2011       (In millions)   Unused commitments to extend credit   $ 36,020     $ 37,872   Standby letters of credit     2,016       2,084   Commercial letters of credit     42       33   Liabilities associated with standby letters of credit     37       37   Assets associated with standby letters of credit     36       36   Reserve for unfunded credit commitments     91       78   Unused commitments to extend credit—To accommodate the financial needs of its customers, Regions makes commitments under various terms to lend funds to consumers, businesses and other entities. These commitments include (among others) credit card and other revolving credit agreements, term loan commitments and short-term borrowing agreements. Many of these loan commitments have fixed expiration dates or other termination clauses and may require payment of a fee. Since many of these commitments are expected to expire without being funded, the total commitment amounts do not necessarily represent future liquidity requirements. Standby letters of credit—Standby letters of credit are also issued to customers which commit Regions to make payments on behalf of customers if certain specified future events occur. Regions has recourse against the customer for any amount required to be paid to a third party under a standby letter of credit. Historically, a large percentage of standby letters of credit expired without being funded. The contractual amount of standby letters of credit represents the maximum potential amount of future payments Regions could be required to make and represents Regions’ maximum credit risk. Commercial letters of credit—Commercial letters of credit are issued to facilitate foreign or domestic trade transactions for customers. As a general rule, drafts will be drawn when the goods underlying the transaction are in transit. INDEMNIFICATION OBLIGATION As discussed in Note 2, on April 2, 2012 (“Closing Date”), Regions closed the sale of Morgan Keegan Company, Inc. and related affiliates to Raymond James Financial Inc. (“Raymond James”). In connection with the sale, Regions agreed to indemnify Raymond James for all legal matters related to pre-closing activities, including matters filed subsequent to the Closing Date that relate to actions that occurred prior to closing. Losses under the indemnification include legal and other expenses, such as costs for judgments, settlements and awards associated with the defense and resolution of the indemnified matters. The maximum potential amount of future payments that Regions could be required to make under the indemnification is indeterminable due to the indefinite term of some of the obligations. However, Regions expects the majority of ongoing legal matters to be resolved within approximately three years. As of the Closing Date, the fair value of the indemnification obligation, which includes defense costs and unasserted claims, was approximately $385 million, of which approximately $256 million was recognized as a reduction to the gain on sale of Morgan Keegan. In accordance with the Stock Purchase Agreement, indemnified losses will be reimbursed once they exceed the dollar value of the reserves related to pending or threatened claims or contingent liabilities that were on the books of Morgan Keegan as of the Closing Date. The fair value was determined through the use of a present value calculation that takes into account the future cash flows that a market participant would expect to receive from holding the indemnification liability as an asset. Regions performed a probability-weighted cash flow analysis and discounted the result at a credit-adjusted risk free rate. The fair value of the indemnification liability includes amounts that Regions had previously determined meet the definition of probable and reasonably estimable. To date, Regions has not incurred any material costs as a result of the indemnification obligation and no amounts have been reimbursed to Raymond James. As of June 30, 2012, the carrying value of the indemnification obligation is approximately $383 million. LEGAL CONTINGENCIES Regions and its affiliates are subject to loss contingencies related to litigation and claims arising in the ordinary course of business. Regions evaluates these contingencies based on information currently available, including advice of counsel and assessment of available insurance coverage. Regions establishes accruals for litigation and claims when a loss contingency is considered probable and the related amount is reasonably estimable. Any accruals are periodically reviewed and may be adjusted as circumstances change. In addition, as previously discussed, Regions has agreed to indemnify Raymond James for all legal matters resulting from pre-closing activities in conjunction with the sale of Morgan Keegan and has recorded an indemnification obligation at fair value in the amount of $383 million as of June 30, 2012. When able to do so, Regions also estimates loss contingencies for possible litigation and claims, whether or not there is an accrued probable loss. Where Regions is able to estimate such possible losses, Regions estimates that it is reasonably possible it could incur losses, in excess of amounts accrued, in an aggregate amount up to approximately $200 million as of June 30, 2012, with it also being reasonably possible that Regions could incur no losses in excess of amounts accrued. The legal contingencies included in the reasonably possible estimate include those that are subject to the indemnification agreement with Raymond James. Assessments of litigation and claims exposures are difficult due to many factors that involve inherent unpredictability. Those factors include the following: the varying stages of the proceedings, particularly in the early stages; unspecified damages; damages other than compensatory such as punitive damages; multiple defendants and jurisdictions; whether discovery has begun or not; and whether the claim involves a class-action. There are numerous factors that result in a greater degree of complexity in class-action lawsuits as compared to other types of litigation. Due to the many intricacies involved in class-action lawsuits at the early stages of these matters, obtaining clarity on a reasonable estimate is difficult which may call into question its reliability. As a result of some of these factors, Regions may be unable to estimate reasonably possible losses with respect to some of the matters disclosed below. The aggregated estimated amount provided above therefore may not include an estimate for every matter disclosed below. Beginning in December 2007, Regions and certain of its affiliates have been named in class-action lawsuits filed in federal and state courts on behalf of investors who purchased shares of certain Regions Morgan Keegan Select Funds (the “Funds”) and shareholders of Regions. The Funds were formerly managed by Regions Investment Management, Inc. (“Regions Investment Management”). Regions Investment Management no longer manages these Funds, which were transferred to Hyperion Brookfield Asset Management in 2008. Certain of the Funds have since been terminated by Hyperion. The complaints contain various allegations, including claims that the Funds and the defendants misrepresented or failed to disclose material facts relating to the activities of the Funds. Plaintiffs have requested equitable relief and unspecified monetary damages. These cases are in various stages and no classes have been certified. Settlement discussions are ongoing in certain cases. Certain of the shareholders in these Funds and other interested parties have entered into arbitration proceedings and individual civil claims, in lieu of participating in the class actions. These lawsuits and proceedings are subject to the indemnification agreement with Raymond James discussed above. In July 2009, the Securities and Exchange Commission (“SEC”) filed a complaint in U.S. District Court for the Northern District of Georgia against Morgan Keegan alleging violations of the federal securities laws in connection with auction rate securities (“ARS”) that Morgan Keegan underwrote, marketed and sold. The SEC sought an injunction against Morgan Keegan for violations of the antifraud provisions of the federal securities laws, as well as disgorgement, financial penalties and other equitable relief for customers, including repurchase by Morgan Keegan of all ARS that it sold prior to March 20, 2008. Beginning in February 2009, Morgan Keegan commenced a voluntary program to repurchase ARS that it underwrote and sold to the firm’s customers, and extended that repurchase program on October 1, 2009 to include ARS that were sold by Morgan Keegan to its customers but were underwritten by other firms. On June 29, 2011, Morgan Keegan announced the final phase of the repurchase program to include ARS issued by Jefferson County, Alabama that were sold by Morgan Keegan to its customers. On June 28, 2011, the Court issued a summary judgment in favor of Morgan Keegan in this case. The SEC has appealed that judgment. On May 2, 2012, the Eleventh Circuit granted the SEC’s appeal and remanded the case to the District Court. Previously on July 21, 2009, the Alabama Securities Commission issued a “Show Cause” order to Morgan Keegan arising out of the ARS matter that is the subject of the SEC complaint described above. The order requires Morgan Keegan to show cause why its registration as a broker-dealer should not be suspended or revoked in the State of Alabama and also why it should not be subject to disgorgement, repurchasing all ARS sold to Alabama residents and payment of costs and penalties. These matters are subject to the indemnification agreement with Raymond James. In October 2010, a purported class-action lawsuit was filed by Regions’ stockholders in the U.S. District Court for the Northern District of Alabama against Regions and certain former officers of Regions. The lawsuit alleges violations of the federal securities laws, including allegations that statements that were materially false and misleading were included in filings made with the SEC. The plaintiffs have requested equitable relief and unspecified monetary damages. On June 7, 2011, the trial court denied Regions’ motion to dismiss this lawsuit. On June 14, 2012, the trial court granted class certification. Regions is seeking appellate review of the class certification. Discovery is ongoing. Regions has received inquiries and subpoenas from government authorities primarily concerning accounting matters from 2009 and earlier periods that also have been the subject of the civil litigation mentioned above. Regions is cooperating in providing responses to these inquiries and subpoenas. In addition, the Board of Directors is conducting investigations regarding certain of the matters raised in these inquiries and subpoenas. In December 2009, Regions and certain current and former directors and officers were named in a consolidated shareholder derivative action filed in Jefferson County, Alabama. The complaint alleges mismanagement, waste of corporate assets, breach of fiduciary duty and unjust enrichment relating to bonuses and other benefits received by executive management. Plaintiffs have requested equitable relief and unspecified monetary damages. A motion to dismiss all claims is pending. In September 2009, Regions was named as a defendant in a purported class-action lawsuit filed by customers of Regions Bank in the U.S. District Court for the Northern District of Georgia challenging the manner in which non-sufficient funds and overdraft fees were charged and the policies related to posting order. The case was transferred to multidistrict litigation in the U.S. District Court for the Southern District of Florida, and in May 2010 an order to compel arbitration was denied. Regions appealed the denial and on April 29, 2011, the Eleventh Circuit Court of Appeals vacated the denial and remanded the case to the district court for reconsideration of Regions’ motion to compel arbitration. On September 1, 2011, the trial court again denied Regions’ motion to compel arbitration. Regions again appealed the denial to the Eleventh Circuit, which on March 5, 2012 granted the motion and ordered that the case be dismissed. Plaintiffs filed a motion for rehearing by the full court of appeals, which was denied on April 30, 2012. Another purported class action alleging these claims was filed in the U.S. District Court for the Northern District of Georgia in January 2012. The case is still early in its development and no class has been certified. Plaintiffs in these cases have requested equitable relief and unspecified monetary damages. In July 2006, Morgan Keegan and a former Morgan Keegan analyst were named as defendants in a lawsuit filed by a Canadian insurance and financial services company and its American subsidiary in the Circuit Court of Morris County, New Jersey. Plaintiffs made claims under a civil Racketeer Influenced and Corrupt Organizations (“RICO”) statute, for commercial disparagement, tortious interference with contractual relationships, tortious interference with prospective economic advantage and common law conspiracy. Plaintiffs allege that defendants engaged in a multi-year conspiracy to publish and disseminate false and defamatory information about plaintiffs to improperly drive down plaintiff stock price, so that others could profit from short positions. Plaintiffs allege that defendants’ actions damaged their reputations and harmed their business relationships. Plaintiffs allege a number of categories of damages they sustained, including lost insurance business, lost financings and increased financing costs, increased audit fees and directors and officers insurance premiums and lost acquisitions, and have requested monetary damages. These claims were never considered to be meritorious, but some of the claims survived an extended motion practice and discovery process. On May 11, 2012, the trial court ruled that New York law applied to plaintiff’s RICO claims, therefore the claims are not subject to treble damages. On June 27, 2012, the trial court dismissed plaintiffs’ tortious interference with prospective relations claim, but allowed other claims to go forward. Both the May 11 and June 27 orders are currently being re-heard. A jury trial is currently set to begin on September 10, 2012. These matters are subject to the indemnification agreement with Raymond James. While the final outcome of litigation and claims exposures is inherently unpredictable, management is currently of the opinion that the outcome of pending and threatened litigation would not have a material effect on Regions’ business, consolidated financial position, results of operations or cash flows as a whole. However, in the event of unexpected future developments, it is reasonably possible that an adverse outcome in any of the matters discussed above could be material to Regions’ business, consolidated financial position, results of operations or cash flows for any particular reporting period of occurrence.

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Recent Accounting Pronouncements	6 Months Ended
Jun. 30, 2012
Recent Accounting Pronouncements	NOTE 16—Recent Accounting Pronouncements In October 2010, the FASB issued guidance addressing the diversity in practice regarding which costs related to the acquisition or renewal of insurance contracts qualify as deferred acquisition costs for insurance entities. This update amends guidance related to financial services by requiring that costs incurred with the acquisition and renewal of insurance contracts be capitalized as deferred acquisition costs. Incremental direct costs, portions of employees’ compensation associated with time spent acquiring contracts, and other costs directly relating to the advertising, underwriting, issuing and processing of insurance policies are costs that should be capitalized to the extent that they would not have otherwise been incurred had the contracts not been successfully acquired. The amended guidance is effective for fiscal years, and for interim periods within those fiscal years, beginning after December 15, 2011. Regions adopted this guidance beginning with first quarter 2012 financial reporting. The guidance did not have a material impact upon adoption. In January 2011, the FASB issued accounting guidance temporarily deferring the effective date for when public-entity creditors are required to provide new disclosures, which were addressed in previously issued guidance regarding receivables, for TDRs. The deferred effective date coincides with the effective date for the clarified guidance about what constitutes a TDR for creditors, which was issued in April 2011 by the FASB. Regions applied the clarified definition to all loans modified after January 1, 2011, and reported any newly identified TDRs beginning with the September 30, 2011 financial reporting. The adoption of the standard did not materially impact the overall level of the allowance for loan losses. The guidance also required new disclosures for TDRs, which were also implemented prospectively, beginning with September 30, 2011 financial reporting. See Note 4 for the newly-required disclosures. In April 2011, the FASB issued accounting guidance to reconsider effective control for repurchase agreements. The guidance will simplify the accounting for financial assets transferred under repurchase agreements and similar arrangements, and will increase the number of transfers to be accounted for as secured borrowings, as opposed to sales. The amended guidance is effective prospectively for new transfers and existing transactions modified as of the first interim or annual period beginning on or after December 15, 2011. Regions periodically accesses funding markets through sales of securities with agreements to repurchase. Repurchase agreements are also offered through a commercial banking sweep product as a short-term investment opportunity for customers. All such arrangements are considered typical of the banking and brokerage industries and are accounted for as borrowings. Regions adopted this guidance beginning with first quarter 2012 financial reporting; there was no material impact upon adoption. In May 2011, the FASB issued new guidance to create a uniform framework for applying fair value measurement principles for companies around the world. The new guidance eliminates differences between GAAP and International Financial Reporting Standards (“IFRS”) issued by the International Accounting Standards Board. New disclosures required by the guidance include: quantitative information about the significant unobservable inputs used for Level 3 measurements; a qualitative discussion about the sensitivity of recurring Level 3 measurements to changes in the unobservable inputs disclosed, including the interrelationship between inputs; and a description of the company’s valuation processes. This guidance is effective for interim and annual periods beginning after December 15, 2011. Regions adopted this guidance beginning with first quarter 2012 financial reporting. See Note 13 for the newly-required disclosures. In June 2011, the FASB issued new guidance amending disclosure requirements for the presentation of comprehensive income. The guidance eliminates the option to present components of other comprehensive income (“OCI”) as part of the statement of changes in shareholders’ equity. All changes in OCI will be presented either in a single continuous statement of comprehensive income or in two separate but consecutive financial statements. The guidance does not change the items that must be reported in OCI. This guidance is effective for fiscal years and interim reporting periods within those years beginning after December 15, 2011. Regions adopted this new guidance with first quarter 2012 financial reporting. In January 2012, the FASB issued accounting guidance that indefinitely defers the effective date of certain provisions concerning the presentation of comprehensive income. The guidance indefinitely defers the requirement to present reclassification adjustments by component in both the statement where net income is presented and the statement where other comprehensive income is presented. See the consolidated statements of comprehensive income for further details. In September 2011, the FASB issued accounting guidance related to goodwill impairment testing. The guidance allows entities to elect to first perform qualitative tests to determine the likelihood that the entity’s fair value is less than its carrying value. If it is determined that it is more likely that the fair value of a reporting entity is less than its carrying amount, the entity would then perform the first step of the goodwill impairment test. The guidance refers to several factors to consider when performing the qualitative analysis, including: macroeconomic factors, industry factors, and entity-specific factors. The guidance is effective prospectively for annual and interim goodwill impairment tests performed for fiscal years beginning after December 15, 2011. The amended guidance did not have a material impact upon adoption. In December 2011, the FASB issued new accounting guidance that eliminates offsetting of financial instruments disclosure differences between GAAP and IFRS. New disclosures will be required for recognized financial instruments, such as derivatives, repurchase agreements, and reverse repurchase agreements, that are either (1) offset on the balance sheet in accordance with the FASB’s offsetting guidance or (2) subject to an enforceable master netting arrangement or similar agreement, regardless of whether they are offset in accordance with the FASB’s offsetting guidance. The objective of the new disclosure requirements is to enable users of the financial statements to evaluate the effect or potential effect of netting arrangements on an entity’s financial position, including the effect or potential effect of rights of setoff associated with certain financial instruments and derivative instruments. This amended guidance will be applied retrospectively and is effective for fiscal years, and interim periods within those years, beginning on or after January 1, 2013. The adoption of this guidance, which involves disclosure only, will not impact Regions’ consolidated financial position, results of operations, or cash flows.

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Discontinued Operations (Tables)	6 Months Ended
Jun. 30, 2012
Condensed Results Of Operations For Discontinued Operations	Three Months Ended June 30     Six Months Ended June 30            2012              2011             2012             2011            (In millions, except per share data)   Interest income    $ —         $ 10      $ 8      $ 20    Interest expense      —           2        1        4                                      Net interest income      —           8        7        16    Non-interest income:           Brokerage, investment banking and capital markets      —           229        233        465    Gain on sale      15         —          15        —      Other      —           9        7        36                                      Total non-interest income      15         238        255        501    Non-interest expense:           Salaries and employee benefits      —           160        171        326    Net occupancy expense      —           9        9        18    Furniture and equipment expense      —           7        8        14    Professional and legal expenses      10         23        106        48    Other      1         43        29        71                                      Total non-interest expense      11         242        323        477                                      Income (loss) from discontinued operations before income taxes      4         4        (61 )      40    Income tax benefit      —           (26 )      (25 )      (9 )                                    Income (loss) from discontinued operations, net of tax    $ 4       $ 30      $ (36 )    $ 49                                      Earnings (loss) per common share from discontinued operations:           Basic    $ 0.00       $ 0.02      $ (0.03 )    $ 0.04    Diluted    $ 0.00       $ 0.02      $ (0.03 )    $ 0.04

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Securities (Tables)	6 Months Ended
Jun. 30, 2012
Schedule Of Amortized Cost, Gross Unrealized Gains And Losses, And Estimated Fair Value Of Securities Available For Sale And Securities Held To Maturity	June 30, 2012        Amortized Cost      Gross Unrealized Gains      Gross Unrealized Losses     Estimated Fair Value        (In millions)   Securities available for sale:            U.S. Treasury securities    $ 48       $ 3       $ —        $ 51    Federal agency securities      232         3         —          235    Obligations of states and political subdivisions      14         —           —          14    Mortgage-backed securities:            Residential agency      22,923         578         (7 )      23,494    Residential non-agency      13         1         —          14    Commercial agency      499         15         —          514    Commercial non-agency      619         18         —          637    Corporate and other debt securities      1,527         29         (5 )      1,551    Equity securities      722         2         (2 )      722                                          $ 26,597       $ 649       $ (14 )    $ 27,232                                       Securities held to maturity:            U.S. Treasury securities    $ 2       $ 1       $ —        $ 3    Federal agency securities      3         —           —          3    Mortgage-backed securities:            Residential agency      8         —           —          8                                          $ 13       $ 1       $ —        $ 14                                              December 31, 2011        Amortized Cost      Gross Unrealized Gains      Gross Unrealized Losses     Estimated Fair Value        (In millions)   Securities available for sale:            U.S. Treasury securities    $ 95       $ 3       $ —        $ 98    Federal agency securities      147         —           —          147    Obligations of states and political subdivisions      24         12         —          36    Mortgage-backed securities:            Residential agency      21,688         494         (7 )      22,175    Residential non-agency      15         1         —          16    Commercial agency      318         8         —          326    Commercial non-agency      314         7         —          321    Corporate and other debt securities      539         5         (7 )      537    Equity securities      817         2         (4 )      815                                          $ 23,957       $ 532       $ (18 )    $ 24,471                                       Securities held to maturity:            U.S. Treasury securities    $ 4       $ —         $ —        $ 4    Federal agency securities      3         —           —          3    Mortgage-backed securities:            Residential agency      9         1         —          10                                          $ 16       $ 1       $ —        $ 17
Schedule Of Amortized Cost Of Equity Securities Related To Federal Reserve Bank Stock And Federal Home Loan Bank Stock	June 30 2012      December 31 2011        (In millions)   Federal Reserve Bank    $ 480       $ 481    Federal Home Loan Bank      135         219
Schedule Of Cost And Estimated Fair Value Of Securities Available For Sale And Securities Held To Maturity By Contractual Maturity	Amortized Cost      Estimated Fair Value        (In millions)   Securities available for sale:       Due in one year or less    $ 27       $ 27    Due after one year through five years      636         641    Due after five years through ten years      910         928    Due after ten years      248         255    Mortgage-backed securities:       Residential agency      22,923         23,494    Residential non-agency      13         14    Commercial agency      499         514    Commercial non-agency      619         637    Equity securities      722         722                         $ 26,597       $ 27,232                      Securities held to maturity:       Due in one year or less    $ 3       $ 3    Due after one year through five years      2         3    Due after five years through ten years      —           —      Due after ten years      —           —      Mortgage-backed securities:       Residential agency      8         8                         $ 13       $ 14
Schedule Of Gross Unrealized Losses And Estimated Fair Value Of Securities Available For Sale	June 30, 2012       Less Than Twelve Months     Twelve Months or More     Total       Estimated Fair Value     Gross Unrealized Losses     Estimated Fair Value     Gross Unrealized Losses     Estimated Fair Value     Gross Unrealized Losses       (In millions)   Mortgage-backed securities:             Residential agency   $ 950      $ (8 )    $ —        $ —        $ 950      $ (8 )  Commercial agency     —          —          —          —          —          —      Commercial non-agency     —          —          —          —          —          —      All other securities     413        (5 )      18        (1 )      431        (6 )                                                    $ 1,363      $ (13 )    $ 18      $ (1 )    $ 1,381      $ (14 )                                                        December 31, 2011       Less Than Twelve Months     Twelve Months or More     Total       Estimated Fair Value     Gross Unrealized Losses     Estimated Fair Value     Gross Unrealized Losses     Estimated Fair Value     Gross Unrealized Losses       (In millions)   Mortgage-backed securities:             Residential agency   $ 1,778      $ (7 )    $ —        $ —        $ 1,778      $ (7 )  All other securities     291        (9 )      5        (2 )      296        (11 )                                                    $ 2,069      $ (16 )    $ 5      $ (2 )    $ 2,074      $ (18 )
Schedule Of Proceeds From Sale, Gross Gains And Gross Losses On Available For Sale Securities	Three Months Ended June 30      Six Months Ended June 30            2012              2011              2012              2011            (In millions)   Proceeds    $ 272       $ 4,060       $ 1,670       $ 6,479    Gross realized gains      12         24         24         106    Gross realized losses      —           —           —           —                                          Net securities gains    $ 12       $ 24       $ 24       $ 106
Schedule Of Net Gains (Losses) For Trading Account Securities	Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012              2011            (in millions)     (in millions)   Total net gains (losses)    $ (1 )    $ 10      $ 29       $ 31    Unrealized portion      (1 )      (1 )      24         13

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Loans and the Allowance for Credit Losses (Tables)	6 Months Ended
Jun. 30, 2012
Schedule Of Loan Portfolio, Net Of Unearned Income	June 30          2012              December 31          2011                (In millions, net of unearned income)   Commercial and industrial    $ 25,990       $ 24,522    Commercial real estate mortgage—owner-occupied      10,626         11,166    Commercial real estate construction—owner-occupied      261         337                      Total commercial      36,877         36,025    Commercial investor real estate mortgage      8,598         9,702    Commercial investor real estate construction      849         1,025                      Total investor real estate      9,447         10,727    Residential first mortgage      13,394         13,784    Home equity      12,321         13,021    Indirect      2,060         1,848    Consumer credit card      922         987    Other consumer      1,181         1,202                      Total consumer      29,878         30,842                         $ 76,202       $ 77,594
Analysis Of The Allowance For Credit Losses By Portfolio Segment	Three Months Ended June 30, 2012        Commercial     Investor Real Estate     Consumer     Total        (In millions)   Allowance for loan losses, April 1, 2012    $ 982      $ 898      $ 650      $ 2,530    Provision (credit) for loan losses      (16 )      (80 )      122        26    Loan losses:          Charge-offs      (107 )      (62 )      (146 )      (315 )  Recoveries      25        10        15        50                                     Net loan losses      (82 )      (52 )      (131 )      (265 )                                   Allowance for loan losses, June 30, 2012      884        766        641        2,291                                     Reserve for unfunded credit commitments, April 1, 2012    $ 44      $ 26      $ 21      $ 91    Provision (credit) for unfunded credit commitments      17        —          (17 )      —                                       Reserve for unfunded credit commitments, June 30, 2012      61        26        4        91                                     Allowance for credit losses, June 30, 2012    $ 945      $ 792      $ 645      $ 2,382                                            Three Months Ended June 30, 2011        Commercial     Investor Real Estate     Consumer     Total        (In millions)   Allowance for loan losses, April 1, 2011    $ 1,138      $ 1,285      $ 763      $ 3,186    Allowance allocated to purchased loans      10        —          74        84    Provision for loan losses      72        171        155        398    Loan losses:          Charge-offs      (107 )      (306 )      (166 )      (579 )  Recoveries      14        3        14        31                                     Net loan losses      (93 )      (303 )      (152 )      (548 )                                   Allowance for loan losses, June 30, 2011      1,127        1,153        840        3,120                                     Reserve for unfunded credit commitments, April 1, 2011    $ 37      $ 17      $ 24      $ 78    Provision (credit) for unfunded credit commitments      (5 )      11        —          6                                     Reserve for unfunded credit commitments, June 30, 2011      32        28        24        84                                     Allowance for credit losses, June 30, 2011    $ 1,159      $ 1,181      $ 864      $ 3,204                                           Six Months Ended June 30, 2012       Commercial     Investor Real Estate     Consumer     Total       (In millions)   Allowance for loan losses, January 1, 2012   $ 1,030      $ 991      $ 724      $ 2,745    Provision (credit) for loan losses     45        (90 )      188        143    Loan losses:         Charge-offs     (232 )      (157 )      (302 )      (691 )  Recoveries     41        22        31        94                                    Net loan losses     (191 )      (135 )      (271 )      (597 )                                  Allowance for loan losses, June 30, 2012     884        766        641        2,291                                    Reserve for unfunded credit commitments, January 1, 2012   $ 30      $ 26      $ 22      $ 78    Provision (credit) for unfunded credit commitments     31        —          (18 )      13                                    Reserve for unfunded credit commitments, June 30, 2012     61        26        4        91                                    Allowance for credit losses, June 30, 2012   $ 945      $ 792      $ 645      $ 2,382                                    Portion of ending allowance for credit losses:         Individually evaluated for impairment   $ 93      $ 117      $ —        $ 210    Collectively evaluated for impairment     852        675        645        2,172                                    Total allowance for credit losses   $ 945      $ 792      $ 645      $ 2,382                                    Portion of loan portfolio ending balance:         Individually evaluated for impairment   $ 428      $ 483      $ —        $ 911    Collectively evaluated for impairment     36,449        8,964        29,878        75,291                                    Total loans evaluated for impairment   $ 36,877      $ 9,447      $ 29,878      $ 76,202                                          Six Months Ended June 30, 2011       Commercial     Investor Real Estate     Consumer     Total       (In millions)   Allowance for loan losses, January 1, 2011   $ 1,055      $ 1,370      $ 760      $ 3,185    Allowance allocated to purchased loans     10        —          74        84    Provision for loan losses     297        260        323        880    Loan losses:         Charge-offs     (258 )      (487 )      (346 )      (1,091 )  Recoveries     23        10        29        62                                    Net loan losses     (235 )      (477 )      (317 )      (1,029 )                                  Allowance for loan losses, June 30, 2011     1,127        1,153        840        3,120                                    Reserve for unfunded credit commitments, January 1, 2011   $ 32      $ 16      $ 23      $ 71    Provision (credit) for unfunded credit commitments     —          12        1        13                                    Reserve for unfunded credit commitments, June 30, 2011     32        28        24        84                                    Allowance for credit losses, June 30, 2011   $ 1,159      $ 1,181      $ 864      $ 3,204                                    Portion of ending allowance for credit losses:         Individually evaluated for impairment   $ 128      $ 163      $ 4      $ 295    Collectively evaluated for impairment     1,031        1,018        860        2,909                                    Total allowance for credit losses   $ 1,159      $ 1,181      $ 864      $ 3,204                                    Portion of loan portfolio ending balance:         Individually evaluated for impairment   $ 599      $ 989      $ 18      $ 1,606    Collectively evaluated for impairment     35,219        12,442        31,909        79,570                                    Total loans evaluated for impairment   $ 35,818      $ 13,431      $ 31,927      $ 81,176
Credit Quality Indicators Excluding Loans Held For Sale	June 30, 2012       Pass     Special Mention     Substandard Accrual     Non-accrual     Total       (In millions)   Commercial and industrial   $ 24,433      $ 590        $601      $ 366      $ 25,990    Commercial real estate mortgage—owner-occupied     9,346        262        514        504        10,626    Commercial real estate construction—owner-occupied     211        18        12        20        261                                            Total commercial   $ 33,990      $ 870        $1,127      $ 890      $ 36,877                                            Commercial investor real estate mortgage     6,304        567        1,128        599        8,598    Commercial investor real estate construction     594        111        70        74        849                                            Total investor real estate   $ 6,898      $ 678        $1,198      $ 673      $ 9,447                                                            Accrual     Non-accrual     Total                   (In millions)   Residential first mortgage       $ 13,165      $ 229      $ 13,394    Home equity         12,198        123        12,321    Indirect         2,060        —          2,060    Consumer credit card         922        —          922    Other consumer         1,181        —          1,181                                Total consumer       $ 29,526      $ 352      $ 29,878                                          $ 76,202                          December 31, 2011       Pass     Special Mention     Substandard Accrual     Non-accrual     Total       (In millions)   Commercial and industrial   $ 22,952      $ 479        $634      $ 457      $ 24,522    Commercial real estate mortgage—owner-occupied     9,773        262        541        590        11,166    Commercial real estate construction—owner-occupied     275        27        10        25        337                                            Total commercial   $ 33,000      $ 768        $1,185      $ 1,072      $ 36,025                                            Commercial investor real estate mortgage     6,851        756        1,361        734        9,702    Commercial investor real estate construction     531        113        201        180        1,025                                            Total investor real estate   $ 7,382      $ 869        $1,562      $ 914      $ 10,727                                                            Accrual     Non-accrual     Total                   (In millions)   Residential first mortgage       $ 13,534      $ 250      $ 13,784    Home equity         12,885        136        13,021    Indirect         1,848        —          1,848    Consumer credit card         987        —          987    Other consumer         1,202        —          1,202                                Total consumer       $ 30,456      $ 386      $ 30,842                                          $ 77,594
Schedule Of Aging Analysis Of Days Past Due (DPD) For Each Portfolio Class	June 30, 2012       Accrual Loans                         30-59 DPD     60-89 DPD     90+ DPD     Total 30+ DPD     Total Accrual     Non-accrual     Total       (In millions)   Commercial and industrial   $ 39      $ 25      $ 5      $ 69      $ 25,624      $ 366      $ 25,990    Commercial real estate mortgage—owner-occupied     60        30        9        99        10,122        504        10,626    Commercial real estate construction—owner-occupied     1        1        —          2        241        20        261                                                            Total commercial     100        56        14        170        35,987        890        36,877                                                            Commercial investor real estate mortgage     70        33        16        119        7,999        599        8,598    Commercial investor real estate construction     2        1        —          3        775        74        849                                                            Total investor real estate     72        34        16        122        8,774        673        9,447                                                            Residential first mortgage     138        83        281        502        13,165        229        13,394    Home equity     99        54        74        227        12,198        123        12,321    Indirect     22        5        2        29        2,060        —          2,060    Consumer credit card     7        5        13        25        922        —          922    Other consumer     17        6        3        26        1,181        —          1,181                                                            Total consumer     283        153        373        809        29,526        352        29,878                                                              $ 455      $ 243      $ 403      $ 1,101      $ 74,287      $ 1,915      $ 76,202                                                                  December 31, 2011       Accrual Loans                         30-59 DPD     60-89 DPD     90+ DPD     Total 30+ DPD     Total Accrual     Non-accrual     Total       (In millions)   Commercial and industrial   $ 38      $ 23      $ 28      $ 89      $ 24,065      $ 457      $ 24,522    Commercial real estate mortgage—owner-occupied     47        23        9        79        10,576        590        11,166    Commercial real estate construction—owner-occupied     3        1        —          4        312        25        337                                                            Total commercial     88        47        37        172        34,953        1,072        36,025                                                            Commercial investor real estate mortgage     34        42        13        89        8,968        734        9,702    Commercial investor real estate construction     23        5        —          28        845        180        1,025                                                            Total investor real estate     57        47        13        117        9,813        914        10,727                                                            Residential first mortgage     187        100        284        571        13,534        250        13,784    Home equity     121        77        93        291        12,885        136        13,021    Indirect     26        7        2        35        1,848        —          1,848    Consumer credit card     8        5        14        27        987        —          987    Other consumer     20        6        4        30        1,202        —          1,202                                                            Total consumer     362        195        397        954        30,456        386        30,842                                                              $ 507      $ 289      $ 447      $ 1,243      $ 75,222      $ 2,372      $ 77,594
Schedule Of Impaired Loans	Non-accrual Impaired Loans As of June 30, 2012                   Book Value (3)                   Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Total Impaired Loans on Non-accrual Status     Impaired Loans on Non-accrual Status with No Related Allowance     Impaired Loans on Non-accrual Status with Related Allowance     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 437      $ 80      $ 357      $ 51      $ 306      $ 109        43.2 %  Commercial real estate mortgage—owner- occupied     587        82        505        48        457        162        41.6    Commercial real estate construction—owner-occupied     33        14        19        3        16        6        60.6                                                            Total commercial     1,057        176        881        102        779        277        42.9                                                            Commercial investor real estate mortgage     740        141        599        79        520        177        43.0    Commercial investor real estate construction     88        14        74        12        62        18        36.4                                                            Total investor real estate     828        155        673        91        582        195        42.3                                                            Residential first mortgage     141        51        90        —          90        13        45.4    Home equity     27        9        18        —          18        2        40.7                                                            Total consumer     168        60        108        —          108        15        44.6                                                            Total   $ 2,053      $ 391      $ 1,662      $ 193      $ 1,469      $ 487        42.8 %                                                                Accruing Impaired Loans As of June 30, 2012       Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Book Value     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 318      $ 7      $ 311      $ 51        18.2 %  Commercial real estate mortgage—owner-occupied     212        4        208        28        15.1    Commercial real estate construction—owner-occupied     3        —          3        1        33.3                                            Total commercial     533        11        522        80        17.1                                            Commercial investor real estate mortgage     928        8        920        175        19.7    Commercial investor real estate construction     120        1        119        55        46.7                                            Total investor real estate     1,048        9        1,039        230        22.8                                            Residential first mortgage     1,079        13        1,066        158        15.8    Home equity     430        5        425        39        10.2    Indirect     2        —          2        —          —      Other consumer     48        —          48        1        2.1                                            Total consumer     1,559        18        1,541        198        13.9                                            Total   $ 3,140      $ 38      $ 3,102      $ 508        17.4 %                                                Total Impaired Loans As of June 30, 2012                   Book Value (3)                 Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Total Impaired Loans     Impaired Loans with No Related Allowance     Impaired Loans with Related Allowance     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 755      $ 87      $ 668      $ 51      $ 617      $ 160        32.7 %  Commercial real estate mortgage—owner- occupied     799        86        713        48        665        190        34.5    Commercial real estate construction—owner- occupied     36        14        22        3        19        7        58.3                                                            Total commercial     1,590        187        1,403        102        1,301        357        34.2                                                            Commercial investor real estate mortgage     1,668        149        1,519        79        1,440        352        30.0    Commercial investor real estate construction     208        15        193        12        181        73        42.3                                                            Total investor real estate     1,876        164        1,712        91        1,621        425        31.4                                                            Residential first mortgage     1,220        64        1,156        —          1,156        171        19.3    Home equity     457        14        443        —          443        41        12.0    Indirect     2        —          2        —          2        —          —      Other consumer     48        —          48        —          48        1        2.1                                                            Total consumer     1,727        78        1,649        —          1,649        213        16.9                                                            Total impaired loans   $ 5,193      $ 429      $ 4,764      $ 193      $ 4,571      $ 995        27.4 %                                                            (1) Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied. (2) Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance. (3) Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses. (4) Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.       Non-accrual Impaired Loans As of December 31, 2011                   Book Value (3)                   Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Total Impaired Loans on Non-accrual Status     Impaired Loans on Non- accrual Status with No Related Allowance     Impaired Loans on Non-accrual Status with Related Allowance     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 468      $ 88      $ 380      $ 61      $ 319      $ 129        46.4 %  Commercial real estate mortgage—owner- occupied     679        88        591        34        557        192        41.2    Commercial real estate construction—owner-occupied     37        12        25        1        24        10        59.5                                                            Total commercial     1,184        188        996        96        900        331        43.8                                                            Commercial investor real estate mortgage     870        136        734        63        671        223        41.3    Commercial investor real estate construction     236        56        180        23        157        62        50.0                                                            Total investor real estate     1,106        192        914        86        828        285        43.1                                                            Residential first mortgage     146        49        97        —          97        15        43.8    Home equity     26        10        16        —          16        2        46.2                                                            Total consumer     172        59        113        —          113        17        44.2                                                            Total   $ 2,462      $ 439      $ 2,023      $ 182      $ 1,841      $ 633        43.5 %                                                                Accruing Impaired Loans As of December 31, 2011       Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Book Value     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 290      $ 1      $ 289      $ 60        21.0 %  Commercial real estate mortgage—owner-occupied     205        3        202        30        16.1    Commercial real estate construction—owner- occupied     2        —          2        —          —                                              Total commercial     497        4        493        90        18.9                                            Commercial investor real estate mortgage     862        7        855        174        21.0    Commercial investor real estate construction     140        —          140        81        57.9                                            Total investor real estate     1,002        7        995        255        26.1                                            Residential first mortgage     1,025        12        1,013        148        15.6    Home equity     428        4        424        60        15.0    Indirect     1        —          1        —          —      Other consumer     55        —          55        1        1.8                                            Total consumer     1,509        16        1,493        209        14.9                                            Total   $ 3,008      $ 27      $ 2,981      $ 554        19.3 %                                                Total Impaired Loans As of December 31, 2011                   Book Value (3)                   Unpaid Principal Balance (1)     Charge-offs and Payments Applied (2)     Total Impaired Loans     Impaired Loans with No Related Allowance     Impaired Loans with Related Allowance     Related Allowance for Loan Losses     Coverage % (4)       (Dollars in millions)   Commercial and industrial   $ 758      $ 89      $ 669      $ 61      $ 608      $ 189        36.7 %  Commercial real estate mortgage—owner- occupied     884        91        793        34        759        222        35.4    Commercial real estate construction—owner-occupied     39        12        27        1        26        10        56.4                                                            Total commercial     1,681        192        1,489        96        1,393        421        36.5                                                            Commercial investor real estate mortgage     1,732        143        1,589        63        1,526        397        31.2    Commercial investor real estate construction     376        56        320        23        297        143        52.9                                                            Total investor real estate     2,108        199        1,909        86        1,823        540        35.1                                                            Residential first mortgage     1,171        61        1,110        —          1,110        163        19.1    Home equity     454        14        440        —          440        62        16.7    Indirect     1        —          1        —          1        —          —      Other consumer     55        —          55        —          55        1        1.8                                                            Total consumer     1,681        75        1,606        —          1,606        226        17.9                                                            Total impaired loans   $ 5,470      $ 466      $ 5,004      $ 182      $ 4,822      $ 1,187        30.2 %                                                            (1) Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied. (2) Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance. (3) Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses. (4) Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.
Interest Income on Loans Modified in Troubled Debt Restructuring	Three Months Ended June 30     Six Months Ended June 30       2012     2011     2012     2011       Average Balance     Interest Income Recognized     Average Balance     Interest Income Recognized     Average Balance     Interest Income Recognized     Average Balance     Interest Income Recognized       (In millions)   Commercial and industrial   $ 669      $ 4      $ 452      $ —        $ 699      $ 8      $ 444      $ —      Commercial real estate mortgage—owner-occupied     756        2        690        1        771        5        697        2    Commercial real estate construction—owner-occupied     26        —          30        —          27        —          31        —                                                                      Total commercial     1,451        6        1,172        1        1,497        13        1,172        2                                                                    Commercial investor real estate mortgage     1,560        11        1,234        3        1,598        21        1,301        5    Commercial investor real estate construction     220        2        442        —          257        4        469        —                                                                      Total investor real estate     1,780        13        1,676        3        1,855        25        1,770        5                                                                    Residential first mortgage     1,147        9        1,083        11        1,139        19        1,072        20    Home equity     444        6        401        5        443        11        390        10    Indirect     2        —          2        —          2        —          2        —      Other consumer     49        2        62        1        51        2        63        2                                                                    Total consumer     1,642        17        1,548        17        1,635        32        1,527        32                                                                    Total impaired loans   $ 4,873      $ 36      $ 4,396      $ 21      $ 4,987      $ 70      $ 4,469      $ 39
Schedule of loans by class modified in a TDR	Three Months Ended June 30, 2012                      Financial Impact of Modifications Considered TDRs        Number of Obligors      Recorded Investment      Increase in Allowance at Modification               (Dollars in millions)   Commercial and industrial      160       $ 185       $ 1    Commercial real estate mortgage—owner-occupied      91         94         1    Commercial real estate construction—owner-occupied      1         2         —                                 Total commercial      252         281         2    Commercial investor real estate mortgage      160         287         2    Commercial investor real estate construction      59         34         —                                 Total investor real estate      219         321         2    Residential first mortgage      416         92         12    Home equity      277         21         1    Indirect and other consumer      141         3         —                                 Total consumer      834         116         13                                    1,305       $ 718       $ 17                                      Six Months Ended June 30, 2012               Financial Impact of Modifications Considered TDRs        Number of Obligors      Recorded Investment      Increase in Allowance at Modification               (Dollars in millions)   Commercial and industrial      359       $ 336       $ 2    Commercial real estate mortgage—owner-occupied      236         210         2    Commercial real estate construction—owner-occupied      7         6         —                                 Total commercial      602         552         4    Commercial investor real estate mortgage      347         737         6    Commercial investor real estate construction      129         76         1                               Total investor real estate      476         813         7    Residential first mortgage      768         159         20    Home equity      586         44         3    Indirect and other consumer      302         6         —                                 Total consumer      1,656         209         23                                    2,734       $ 1,574       $ 34
Loans Modified In Past Twelve Months Which Subsequently Defaulted	Three Months Ended      Six Months Ended        June 30, 2012        (In millions)   Defaulted During the Period, Where Modified in a TDR Twelve Months Prior to Default       Commercial and industrial    $ 23       $ 59    Commercial real estate mortgage—owner-occupied      23         34    Commercial real estate construction—owner-occupied      —           1                      Total commercial      46         94    Commercial investor real estate mortgage      51         111    Commercial investor real estate construction      12         19                      Total investor real estate      63         130    Residential first mortgage      12         33    Home equity      6         12                      Total consumer      18         45                         $ 127       $ 269

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Loan Servicing (Tables)	6 Months Ended
Jun. 30, 2012
Analysis Of Mortgage Servicing Rights Under The Fair Value Measurement Method	Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions)   Carrying value, beginning of period    $ 199      $ 282      $ 182      $ 267    Additions      14        19        28        35    Decrease in fair value:          Due to change in valuation inputs or assumptions      (26 )      (28 )      (17 )      (23 )  Other changes (1)      (8 )      (5 )      (14 )      (11 )                                   Carrying value, end of period    $ 179      $ 268      $ 179      $ 268                                       (1) Represents economic amortization associated with borrower repayments.
Data And Assumptions Used In The Fair Value Calculation As Well As The Valuation's Sensitivity To Rate Fluctuations Related To Mortgage Servicing Rights	June 30        2012     2011        (Dollars in millions)   Unpaid principal balance    $ 26,066      $ 26,421    Weighted-average prepayment speed (CPR; percentage)      18.4 %      13.6 %  Estimated impact on fair value of a 10% increase    $ (12 )    $ (15 )  Estimated impact on fair value of a 20% increase    $ (22 )    $ (29 )  Option-adjusted spread (basis points)      1,332        714    Estimated impact on fair value of a 10% increase    $ (6 )    $ (7 )  Estimated impact on fair value of a 20% increase    $ (12 )    $ (14 )  Weighted-average coupon interest rate      5.1 %      5.3 %  Weighted-average remaining maturity (months)      278        283    Weighted-average servicing fee (basis points)      28.5        28.6
Schedule Of Fees Resulting From The Servicing Of Mortgage Loans	Three Months Ended June 30      Six Months Ended June 30        2012      2011      2012      2011        (In millions)   Servicing related fees and other ancillary income    $ 21       $ 21       $ 42       $ 42
Analysis Of Repurchase Liability Related To Mortgage Loans Sold With Representations And Warranty Provisions	Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions)   Beginning balance    $ 32      $ 32      $ 32      $ 32    Additions/(reductions), net      14        5        23        13    Losses      (9 )      (5 )      (18 )      (13 )                                   Ending balance    $ 37      $ 32      $ 37      $ 32

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Goodwill (Tables)	6 Months Ended
Jun. 30, 2012
Schedule Of Goodwill By Segment	June 30 2012      December 31 2011        (In millions)   Banking/Treasury    $ 4,691       $ 4,691    Insurance      125         125                         $ 4,816       $ 4,816
Schedule Of Assumptions Used In Estimating Fair Value	As of Second Quarter 2012    Banking/ Treasury     Insurance   Discount rate used in income approach      14 %      11 %  Public company method market multiplier (1)      1.0 x      15.6 x  Transaction method market multiplier (2)      1.4 x      n/a      (1) For the Banking/Treasury reporting unit, this multiplier is applied to tangible book value. For the Insurance reporting unit, this multiplier is applied to the last twelve months of net income. In addition to the multipliers, a 30 percent control premium is assumed for both the Banking/Treasury and Insurance reporting units. (2) For the Banking/Treasury reporting unit, this multiplier is applied to tangible book value.   As of Fourth Quarter 2011    Banking/ Treasury     Investment Banking/ Brokerage/Trust     Insurance   Discount rate used in income approach      15 %      15 %      11 %  Public company method market multiplier (1)      0.7 x      1.4 x      13.0 x  Transaction method market multiplier (2)      1.1 x      1.5 x      n/a      (1) For the Banking/Treasury and Investment Banking/Brokerage/Trust reporting units, these multipliers are applied to tangible book value. For the Insurance reporting unit, this multiplier is applied to the last twelve months of net income. In addition to the multipliers, a 55 percent control premium is assumed for the Banking/Treasury reporting unit. A 20 percent control premium is assumed for the Investment Banking/Brokerage/Trust reporting unit and a 30 percent control premium is assumed for the Insurance reporting unit. (2) For the Banking/Treasury and Investment Banking/Brokerage/Trust reporting units, these multipliers are applied to tangible book value.

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Stockholders' Equity and Accumulated Other Comprehensive Income (Loss) (Tables)	6 Months Ended
Jun. 30, 2012
Schedule of Accumulated Other Comprehensive Income (Loss)	Three Months Ended       June 30, 2012     June 30, 2011       Unrealized gains on securities available for sale     Unrealized gains on derivative instruments designated as cash flow hedges     Defined benefit pension plans and other post employment benefits     Accumulated other comprehensive income (loss), net of tax     Unrealized gains on securities available for sale     Unrealized gains on derivative instruments designated as cash flow hedges     Defined benefit pension plans and other post employment benefits     Accumulated other comprehensive income (loss), net of tax       (In millions)     (In millions)   Beginning of period   $ 316      $ 84      $ (460 )    $ (60 )    $ (24 )    $ (39 )    $ (324 )    $ (387 )  Net change     78        26        10        114        176        26        8        210                                                                    End of period   $ 394      $ 110      $ (450 )    $ 54      $ 152      $ (13 )    $ (316 )    $ (177 )                                                                        Six Months Ended       June 30, 2012     June 30, 2011       Unrealized gains on securities available for sale     Unrealized gains on derivative instruments designated as cash flow hedges     Defined benefit pension plans and other post employment benefits     Accumulated other comprehensive income (loss), net of tax     Unrealized gains on securities available for sale     Unrealized gains on derivative instruments designated as cash flow hedges     Defined benefit pension plans and other post employment benefits     Accumulated other comprehensive income (loss), net of tax       (In millions)     (In millions)   Beginning of period   $ 322      $ 84      $ (475 )    $ (69 )    $ 77      $ (9 )    $ (328 )    $ (260 )  Net change     72        26        25        123        75        (4 )      12        83                                                                    End of period   $ 394      $ 110      $ (450 )    $ 54      $ 152      $ (13 )    $ (316 )    $ (177 )

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Earnings (Loss) per Common Share (Tables)	6 Months Ended
Jun. 30, 2012
Computation of Basic and Diluted Earnings (Loss) Per Common Share	The following table sets forth the computation of basic earnings (loss) per common share and diluted earnings (loss) per common share:        Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions, except per share amounts)   Numerator:          Income from continuing operations    $ 351      $ 79      $ 590      $ 129    Less: Preferred stock dividends and accretion      (71 )      (54 )      (125 )      (106 )                                   Income from continuing operations available to common shareholders      280        25        465        23    Income (loss) from discontinued operations, net of tax      4        30        (36 )      49                                     Net income available to common shareholders    $ 284      $ 55      $ 429      $ 72                                     Denominator:          Weighted-average common shares outstanding—basic      1,414        1,258        1,348        1,257    Potential common shares      4        2        2        2                                     Weighted-average common shares outstanding—diluted      1,418        1,260        1,350        1,259                                     Earnings per common share from continuing operations (1):          Basic    $ 0.20      $ 0.02      $ 0.34      $ 0.02    Diluted      0.20        0.02        0.34        0.02    Earnings (loss) per common share from discontinued operations (1):          Basic      0.00        0.02        (0.03 )      0.04    Diluted      0.00        0.02        (0.03 )      0.04    Earnings per common share (1):          Basic      0.20        0.04        0.32        0.06    Diluted      0.20        0.04        0.32        0.06      (1) Certain per share amounts may not appear to reconcile due to rounding.

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Share-Based Payments (Tables)	6 Months Ended
Jun. 30, 2012
Summary Of Activity Related To Stock Options	Six Months Ended June 30        2012      2011        Number of Options     Weighted-Average Exercise Price      Number of Options     Weighted-Average Exercise Price   Outstanding at beginning of period      46,351,349      $ 23.62         54,999,626      $ 24.41    Granted      —          —           1,316,677        6.62    Exercised      (200,092 )      3.29         (18,442 )      3.29    Canceled/Forfeited      (4,587,318 )      24.90         (6,846,994 )      24.10                          Outstanding at end of period      41,563,939      $ 23.57         49,450,867      $ 23.98                          Exercisable at end of period      38,447,853      $ 24.93         42,977,407      $ 26.61
Summary Of Restricted Stock Award And Unit Activity	Six Months Ended June 30        2012      2011        Number of Shares     Weighted-Average Grant Date Fair Value      Number of Shares     Weighted-Average Grant Date Fair Value   Non-vested at beginning of period      6,280,360      $ 7.60         4,930,444      $ 12.13    Granted      8,416,325        5.86         2,638,545        6.69    Vested      (1,508,397 )      4.59         (1,110,945 )      24.42    Forfeited      (528,514 )      3.20         (24,384 )      19.68                          Non-vested at end of period      12,659,774      $ 6.99         6,433,660      $ 7.75

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Pension and Other Postretirement Benefits (Tables)	6 Months Ended
Jun. 30, 2012
Components Of Net Periodic Pension Cost	Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions)   Service cost    $ 11      $ 9      $ 22      $ 19    Interest cost      22        23        44        46    Expected return on plan assets      (28 )      (31 )      (57 )      (61 )  Amortization of actuarial loss      18        12        35        23    Amortization of prior service cost      —          1        1        1                                        $ 23      $ 14      $ 45      $ 28

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Derivative Financial Instruments and Hedging Activities (Tables)	6 Months Ended
Jun. 30, 2012
Schedule Of Derivative Instruments Notional And Fair Values	The following tables present the notional and fair value of derivative instruments on a gross basis as of June 30, 2012 and December 31, 2011:       June 30, 2012       Notional Value     Asset Derivatives     Liability Derivatives         Balance Sheet Location     Fair Value     Balance Sheet Location     Fair Value       (In millions)   Derivatives in fair value hedging relationships:           Interest rate swaps   $ 5,107        Other assets      $ 128        Other liabilities      $ —                                  Total derivatives designated as hedging instruments   $ 5,107        $ 128        $ —                                  Derivatives not designated as hedging instruments:           Interest rate swaps   $ 53,020        Other assets      $ 1,931        Other liabilities      $ 1,953    Interest rate options     3,838        Other assets        34        Other liabilities        4    Interest rate futures and forward commitments     55,697        Other assets        8        Other liabilities        22    Other contracts     1,802        Other assets        48        Other liabilities        46                                Total derivatives not designated as hedging instruments   $ 114,357        $ 2,021        $ 2,025                                Total derivatives   $ 119,464        $ 2,149        $ 2,025                                      December 31, 2011       Notional Value     Asset Derivatives           Liability Derivatives         Balance Sheet Location     Fair Value     Balance Sheet Location     Fair Value       (In millions)   Derivatives in fair value hedging relationships:           Interest rate swaps   $ 5,535        Other assets      $ 153        Other liabilities      $ 1    Forward commitments     640          —            11    Derivatives in cash flow hedging relationships:           Interest rate swaps     11,500        Other assets        209        Other liabilities        1                                Total derivatives designated as hedging instruments   $ 17,675        $ 362        $ 13                                Derivatives not designated as hedging instruments:           Interest rate swaps (1)   $ 59,293        Other assets      $ 2,396        Other liabilities      $ 2,414    Interest rate options (2)     4,018        Other assets        41        Other liabilities        28    Interest rate futures and forward commitments     90,607        Other assets        11        Other liabilities        23    Other contracts     1,276        Other assets        43        Other liabilities        36                                Total derivatives not designated as hedging instruments   $ 155,194        $ 2,491        $ 2,501                                Total derivatives   $ 172,869        $ 2,853        $ 2,514                                  (1) Includes Morgan Keegan amounts of $4.2 billion in Notional Value and $454 million in Other Assets/Other Liabilities (2) Includes Morgan Keegan amounts of $364 million in Notional Value and $23 million in Other Assets/Other Liabilities
Schedule Of The Effect Of Derivative Instruments On The Statements Of Operations	Three Months Ended June 30, 2012   Derivatives in Fair Value Hedging Relationships   Location of Gain(Loss) Recognized in Income on Derivatives   Amount of Gain(Loss) Recognized in Income on Derivatives     Hedged Items in Fair Value Hedge Relationships   Location of Gain(Loss) Recognized in Income on Related Hedged Item   Amount of Gain(Loss) Recognized in Income on Related Hedged Item   (In millions)   Interest rate swaps   Other non-interest expense   $ (5 )    Debt/CDs   Other non-interest expense   $                       6    Interest rate swaps   Interest expense                        27      Debt   Interest expense     3    Forward commitments   Other non-interest expense     —        Securities available for sale   Other non-interest expense     —                            Total     $ 22          $ 9                            Derivatives in Cash Flow Hedging Relationships   Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion) (1)     Location of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)   Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (2)     Location of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)   Amount of Gain(Loss) Recognized in Income  on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing) (2)   (In millions)   Interest rate swaps   $ 25      Interest income on loans   $                         21      Other non-interest expense   $ 5    Forward starting swaps     2      Interest expense on debt     (4 )    Other non-interest expense                         —      Interest rate options                         —        Interest income on loans     —        Interest income on loans     —      Eurodollar futures     —        Interest income on loans     —        Other non-interest expense     —                                  Total   $ 27        $ 17        $ 5                                  (1) After-tax (2) Pre-tax Six Months Ended June 30, 2012   Derivatives in Fair Value Hedging Relationships   Location of Gain(Loss) Recognized in Income on Derivatives   Amount of Gain(Loss) Recognized in Income on Derivatives     Hedged Items in Fair Value Hedge Relationships   Location of Gain(Loss) Recognized in Income on Related Hedged Item   Amount of Gain(Loss) Recognized in Income on Related Hedged Item   (In millions)   Interest rate swaps   Other non-interest expense   $ (21 )    Debt/CDs   Other non-interest expense   $ 18    Interest rate swaps   Interest expense                       58      Debt/CDs   Interest expense                       6    Forward commitments   Other non-interest expense     —        Securities available for sale   Other non-interest expense     —                            Total     $ 37          $ 24                            Derivatives in Cash Flow Hedging Relationships   Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion) (1)     Location of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)   Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (2)     Location of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)   Amount of Gain(Loss) Recognized in Income  on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing) (2)   (In millions)   Interest rate swaps   $ 22      Interest income on loans   $                   41      Other non-interest expense   $                   6    Forward starting swaps                       4      Interest expense on debt     (7 )    Other non-interest expense     —      Interest rate options     —        Interest income on loans     —        Interest income on loans     —      Eurodollar futures     —        Interest income on loans     —        Other non-interest expense     —                                  Total   $ 26        $ 34        $ 6                                  (1) After-tax (2) Pre-tax   Three Months Ended June 30, 2011   Derivatives in Fair Value Hedging Relationships   Location of Gain(Loss) Recognized in Income on Derivatives   Amount of Gain(Loss) Recognized in Income on Derivatives     Hedged Items in Fair Value Hedge Relationships   Location of Gain(Loss) Recognized in Income on Related Hedged Item   Amount of Gain(Loss) Recognized in Income on Related Hedged Item   (In millions)   Interest rate swaps   Other non-interest expense   $ 9      Debt/CDs   Other non-interest expense   $ (4 )  Interest rate swaps   Interest expense     43      Debt   Interest expense     4    Forward commitments   Other non-interest expense     (35 )    Securities available for sale   Other non-interest expense     35                          Total     $                    17          $                    35                            Derivatives in Cash Flow Hedging Relationships   Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion) (1)     Location of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)   Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (2)     Location of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)   Amount of Gain(Loss) Recognized in Income  on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing) (2)             (In millions)             Interest rate swaps   $ 30      Interest income on loans   $ 50      Other non-interest expense   $ —      Forward starting swaps     (4 )    Interest expense on debt     (3 )    Other non-interest expense                         —      Interest rate options                   —        Interest income on loans                             —         Interest income on loans     —      Eurodollar futures     —        Interest income on loans     —        Other non-interest expense     —                                  Total   $ 26        $ 47        $ —                                    (1) After-tax (2) Pre-tax Six Months Ended June 30, 2011   Derivatives in Fair Value Hedging Relationships   Location of Gain(Loss) Recognized in Income on Derivatives   Amount of Gain(Loss) Recognized in Income on Derivatives     Hedged Items in Fair Value Hedge Relationships   Location of Gain(Loss) Recognized in Income on Related Hedged Item   Amount of Gain(Loss) Recognized in Income on Related Hedged Item   (In millions)   Interest rate swaps   Other non-interest expense   $ (40 )    Debt/CDs   Other non-interest expense   $ 44    Interest rate swaps   Interest expense                        94      Debt/CDs   Interest expense     8    Forward commitments   Other non-interest expense     (35 )    Securities available for sale   Other non-interest expense                        35                          Total     $ 19          $ 87                            Derivatives in Cash Flow Hedging Relationships   Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion) (1)     Location of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)   Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (2)     Location of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)   Amount of Gain(Loss) Recognized in Income  on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing) (2)             (In millions)             Interest rate swaps   $ —        Interest income on loans   $ 98      Other non-interest expense   $ 1    Forward starting swaps     (3 )    Interest expense on debt     (3 )    Other non-interest expense     (1 )  Interest rate options     (2 )    Interest income on loans                        4      Interest income on loans                        —      Eurodollar futures                        1      Interest income on loans     (2 )    Other non-interest expense     —                                  Total   $ (4 )      $ 97        $ —                                    (1) After-tax (2) Pre-tax
Schedule Of Gains (Losses) Recognized Related To Derivatives Not Designated As Hedging Instruments	Three Months Ended June 30     Six Months Ended June 30   Derivatives Not Designated as Hedging Instruments        2012             2011             2012             2011            (In millions)   Capital markets and investment income          Interest rate swaps    $ 7      $ 3      $ 11      $ 5    Interest rate options      (1 )      —          (1 )      1    Interest rate futures and forward commitments      (1 )      —          (1 )      —      Other contracts      2        2        5        5                                     Total capital markets and investment income      7        5        14        11                                     Mortgage income          Interest rate swaps      22        17        19        12    Interest rate options      12        (1 )      17        (29 )  Interest rate futures and forward commitments      (3 )      16        13        18                                     Total mortgage income      31        32        49        1                                        $ 38      $ 37      $ 63      $ 12

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Fair Value Measurements (Tables)	6 Months Ended
Jun. 30, 2012
Schedule Of Assets And Liabilities At Fair Value Measured On A Recurring Basis And Non-Recurring Basis	June 30, 2012          December 31, 2011       Level 1     Level 2     Level 3     Total Fair Value          Level 1     Level 2     Level 3     Total Fair Value       (In millions)   Recurring fair value measurements                     Trading account assets                     U.S. Treasury securities   $ —        $ —        $ —        $ —            $ 212      $ 3      $ —        $ 215    Obligations of states and political subdivisions     —          —          —          —              —          101        139        240    Mortgage-backed securities:                     Residential agency     —          —          —          —              —          359        —          359    Commercial agency     —          —          —          —              —          —          51        51    Other securities     —          —          —          —              —          35        1        36    Equity securities     110        —          —          110            365        —          —          365                                                                        Total trading account assets (1)   $ 110      $ —        $ —        $ 110          $ 577      $ 498      $ 191      $ 1,266                                                                        Securities available for sale                     U.S. Treasury securities   $ 51      $ —        $ —        $ 51          $ 98      $ —        $ —        $ 98    Federal agency securities     —          235        —          235            —          147        —          147    Obligations of states and political subdivisions     —          14        —          14            —          16        20        36    Mortgage-backed securities:                     Residential agency     —          23,494        —          23,494            —          22,175        —          22,175    Residential non-agency     —          —          14        14            —          —          16        16    Commercial agency     —          514        —          514            —          326        —          326    Commercial non-agency     —          637        —          637            —          321        —          321    Other debt securities     —          1,549        2        1,551            —          537        —          537    Equity securities (2)     107        —          —          107            115        —          —          115                                                                        Total securities available for sale   $ 158      $ 26,443      $ 16      $ 26,617          $ 213      $ 23,522      $ 36      $ 23,771                                                                        Mortgage loans held for sale   $ —        $ 950      $ —        $ 950          $ —        $ 844      $ —        $ 844                                                                        Mortgage servicing rights   $ —        $ —        $ 179      $ 179          $ —        $ —        $ 182      $ 182                                                                        Derivative assets                     Interest rate swaps   $ —        $ 2,059      $ —        $ 2,059          $ —        $ 2,758      $ —        $ 2,758    Interest rate options     —          4        30        34            —          28        13        41    Interest rate futures and forward commitments     —          8        —          8            —          11        —          11    Other contracts     —          48        —          48            —          43        —          43                                                                        Total derivative assets (3) (4)   $ —        $ 2,119      $ 30      $ 2,149          $ —        $ 2,840      $ 13      $ 2,853                                                                        Trading account liabilities                     U.S. Treasury securities   $ —        $ —        $ —        $ —            $ —        $ 97      $ —        $ 97    Obligations of states and political subdivisions     —          —          —          —              —          2        —          2    Mortgage-backed securities:                     Residential agency     —          —          —          —              —          133        —          133    Commercial agency     —          —          —          —              —          —          5        5    Other securities     —          —          —          —              —          16        2        18    Equity securities     —          —          —          —              1        —          —          1                                                                        Total trading account liabilities (5)   $ —        $ —        $ —        $ —            $ 1      $ 248      $ 7      $ 256                                                                        Derivative liabilities                     Interest rate swaps   $ —        $ 1,953      $ —        $ 1,953          $ —        $ 2,416      $ —        $ 2,416    Interest rate options     —          4        —          4            —          28        —          28    Interest rate futures and forward commitments     —          22        —          22            —          34        —          34    Other contracts     —          46        —          46            —          36        —          36                                                                        Total derivative liabilities (3) (4)   $ —        $ 2,025      $ —        $ 2,025          $ —        $ 2,514      $ —        $ 2,514                                                                        Nonrecurring fair value measurements                     Loans held for sale   $ —        $ 31      $ 77      $ 108          $ —        $ 36      $ 195      $ 231    Foreclosed property, other real estate and equipment     —          70        48        118            —          91        162        253      (1) All trading account assets at December 31, 2011 were related to Morgan Keegan (see Note 2 for further discussion regarding the sale of Morgan Keegan) with the exception of $178 million of which all were classified as Level 1 in the table. The Morgan Keegan items do not appear in the June 30, 2012 amounts, as the sale was closed during the second quarter of 2012. (2) Excludes Federal Reserve Bank and Federal Home Loan Bank stock totaling $480 million and $135 million at June 30, 2012 and $481 million and $219 million December 31, 2011, respectively. (3) At June 30, 2012, derivatives include approximately $1.2 billion related to legally enforceable master netting agreements that allow the Company to settle positive and negative positions. Derivatives are also presented excluding cash collateral received of $57 million and cash collateral posted of $881 million with counterparties. At December 31, 2011, derivatives include approximately $1.4 billion related to legally enforceable master netting agreements that allow the Company to settle positive and negative positions. Derivatives are also presented excluding cash collateral received of $55 million and cash collateral posted of $732 million with counterparties. (4) Derivative assets and liabilities both include $454 million of interest rate swaps and $23 million of interest rate options at December 31, 2011 related to Morgan Keegan, all of which are classified as Level 2 in the table. These items do not appear in the June 30, 2012 amounts, as they were included with the sale of Morgan Keegan. (5) All trading account liabilities are related to Morgan Keegan at December 31, 2011. These items do not appear in the June 30, 2012 amounts as they were included with the sale of Morgan Keegan.
Rollforward For Assets And Liabilities Measured At Fair Value On A Recurring Basis With Level 3 Significant Unobservable Inputs	Three Months Ended June 30, 2012                                                                                 Net change in unrealized gains (losses) in included in earnings related to assets and liabilities held at June 30, 2012                   Total Realized / Unrealized Gains or Losses                                                           Opening Balance April 1, 2012     Disposition of Morgan Keegan     Included in Earnings     Included in  Other Compre- hensive Income (Loss)     Purchases     Sales     Issuances     Settlements     Transfers into Level 3     Transfers out of Level 3     Closing Balance June 30, 2012                 (In millions)                 Level 3 Instruments Only                             Trading account assets:                             Obligations of states and political subdivisions   $ 124        (124 )      —          —          —          —          —          —          —          —        $ —            $ —      Commercial agency MBS     104        (104 )      —          —          —          —          —          —          —          —          —              —      Other securities     13        (13 )      —          —          —          —          —          —          —          —          —              —                                                                                                          Total trading account assets (b)   $ 241        (241 )      —          —          —          —          —          —          —          —        $ —            $ —                                                                                                          Securities available for sale:                             Obligations of states and political subdivisions   $ 16        —          —          —          —          (16 )      —          —          —          —        $ —            $ —      Residential non-agency MBS     15        —          —          —          —          —          —          (1 )      —          —          14            —      Other debt securities     3        —          —          —          —          —          —          —          —          (1 )      2            —                                                                                                          Total securities available for sale   $ 34        —          —          —          —          (16 )      —          (1 )      —          (1 )    $ 16          $ —                                                                                                          Mortgage servicing rights   $ 199        —          (34 )(a)      —          14        —          —          —          —          —        $ 179          $ (26 )(a)                                                                                                      Trading account liabilities:                             Mortgage-backed securities:                             Commercial agency   $ 42        (42 )      —          —          —          —          —          —          —          —        $ —            $ —      Other securities     10        (10 )      —          —          —          —          —          —          —          —          —              —                                                                                                          Total trading account liabilities (b)   $ 52        (52 )      —          —          —          —          —          —          —          —        $ —            $ —                                                                                                          Derivatives, net:                             Interest rate options   $ 18        —          70        —          —          —          —          (58 )      —          —        $ 30          $ 30 (a)                                                                                                      Total derivatives, net   $ 18        —          70 (a)      —          —          —          —          (58 )      —          —        $ 30          $ 30 (a)                                                                                                        (a) Included in mortgage income. (b) All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan).       Three Months Ended June 30, 2011                                                                  Net change in unrealized gains (losses) included in earnings related to assets and liabilities held at June 30, 2011             Total Realized / Unrealized Gains or Losses                                                        Opening Balance April 1, 2011     Included in Earnings     Included in Other Compre- hensive Income (Loss)     Purchases     Sales     Issuances     Settlements     Transfers into Level 3     Transfers out of Level 3     Closing Balance June  30, 2011              (In millions)              Level 3 Instruments Only                           Trading account assets (c):                           Obligations of states and political subdivisions   $ 162        3        —          2        —          —          (19 )      —          —        $ 148          $ —      Commercial agency MBS     84        2        —          312        —          —          (337 )      —          —          61            —      Other securities     6        6        —          2,249        —          —          (2,256 )      —          —          5            —                                                                                                  Total trading account assets (d)   $ 252        11 (a)      —          2,563        —          —          (2,612 )      —          —        $ 214          $ —                                                                                                  Securities available for sale:                           Obligations of states and political subdivisions   $ 17        —          —          —          —          —          —          —          —        $ 17          $ —      Residential non-agency MBS     20        1        (1 )      —          (2 )      —          (1 )      —          —          17            —                                                                                                  Total securities available for sale   $ 37        1        (1 )      —          (2 )      —          (1 )      —          —        $ 34          $ —                                                                                                  Mortgage servicing rights   $ 282        (33 )(b)      —          19        —          —          —          —          $ 268          $ (28 )(b)                                                                                              Trading account liabilities (c):                           Mortgage-backed securities:                           Commercial agency   $ 13        —          —          —          —          —          3        —          —        $ 16          $ —      Other securities     12        —          —          (18 )      —          —          11        —          —          5            —                                                                                                  Total trading account liabilities (d)   $ 25        —          —          (18 )      —          —          14        —          —        $ 21          $                                                                                                  Derivatives, net:                           Interest rate options   $ 5        25 (b)      —          —          —          —          (25 )      —          —        $ 5          $ 5 (b)  Interest rate futures and forward commitments     3        —          —          —          —          —          1        —          —          4            —                                                                                                  Total derivatives, net   $ 8        25        —          —          —          —          (24 )      —          —        $ 9          $ 5                                                                                                  (a) Included in discontinued operations, on a net basis. (b) Included in mortgage income. (c) Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period. (d) All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan).       Six Months Ended June 30, 2012                                                                              Net change  in unrealized gains (losses) included in earnings related to assets and liabilities held at June 30, 2012             Total Realized / Unrealized Gains or Losses                                                              Opening Balance January 1, 2012     Included in Earnings     Included in Other Compre- hensive Income (Loss)     Purchases     Sales     Issuances     Settlements     Transfers into Level 3     Transfers out of Level 3     Disposition of Morgan Keegan     Closing Balance June 30, 2012              (In millions)              Level 3 Instruments Only                             Trading account assets: (c)                             Obligations of states and political subdivisions   $ 139        (3 )      —          4        —          —          (16 )      —          —        $ (124 )      —            $ —      Commercial agency MBS     51        2        —          368        —          —          (317 )      —          —          (104 )      —              —      Other securities     1        4        —          2,248        —          —          (2,240 )      —          —          (13 )      —              —                                                                                                          Total trading account assets (d)   $ 191        3 (a)      —          2,620        —          —          (2,573 )      —          —        $ (241 )      —            $ —                                                                                                          Securities available for sale:                             Obligations of states and political subdivisions   $ 20        —          (2 )      —          (16 )      —          (2 )      —          —        $ —          —            $ —      Residential non-agency MBS     16        —          —          —          —          —          (2 )      —          —          —          14            —      Other debt securities     —          —          —          —          —          —          —          3        (1 )      —          2            —                                                                                                          Total securities available for sale   $ 36        —          (2 )      —          (16 )      —          (4 )      3        (1 )    $ —          16          $ —                                                                                                          Mortgage servicing rights   $ 182        (31 )(b)      —          28        —          —          —          —          —        $ —          179          $ (17 )(b)                                                                                                      Trading account liabilities: (c)                             Mortgage-backed securities:                             Commercial agency   $ 5        —          —          37        —          —          —          —          —        $ (42 )      —            $ —      Other securities     2        —          —          12        —          —          (4 )      —          —          (10 )      —              —                                                                                                          Total trading account liabilities (d)   $ 7        —          —          49        —          —          (4 )      —          —        $ (52 )      —            $ —                                                                                                          Derivatives, net:                             Interest rate options   $ 13        111        —          —          —          —          (94 )      —          —        $ —          30          $ 48 (b)                                                                                                      Total derivatives, net   $ 13        111 (b)      —          —          —          —          (94 )      —          —        $ —          30          $ 48 (b)                                                                                                        (a) Included in discontinued operations, on a net basis. (b) Included in mortgage income. (c) Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period. (d) All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan).       Six Months Ended June 30, 2011                                                                        Net change in unrealized gains (losses) included in earnings related to assets and liabilities held at June 30, 2011             Total Realized / Unrealized Gains or Losses                                                        Opening Balance January 1, 2011     Included in Earnings     Included in  Other Compre- hensive Income (Loss)     Purchases     Sales     Issuances     Settlements     Transfers into Level 3     Transfers out of Level 3     Closing Balance June 30, 2011              (In millions)              Level 3 Instruments Only                           Trading account assets: (c)                           Obligations of states and political subdivisions   $ 165        2        —          8        —          —          (27 )      —          —        $ 148          $ —      Commercial agency MBS     54        3        —          477        —          —          (474 )      1        —          61            —      Other securities     10        11        —          4,278        —          —          (4,294 )      —          —          5            —                                                                                                  Total trading account assets (d)   $ 229        16 (a)      —          4,763        —          —          (4,795 )      1        —        $ 214          $ —                                                                                                  Securities available for sale:                           Obligations of states and political subdivisions   $ 17        —          —          —          —          —          —          —          —        $ 17          $ —      Residential non-agency MBS     22        1        (1 )      —          (2 )      —          (3 )      —          —          17            —                                                                                                  Total securities available for sale   $ 39        1        (1 )      —          (2 )      —          (3 )      —          —        $ 34          $ —                                                                                                  Mortgage servicing rights   $ 267        (34 )(b)      —          35        —          —          —          —          —        $ 268          $ (23 )(b)                                                                                              Trading account liabilities: (c)                           Mortgage-backed securities:                           Commercial agency   $ 6        —          —          —          —          —          10        —          —        $ 16          $ —      Other securities     4        —          —          (27 )      —          —          28        —          —          5            —                                                                                                  Total trading account liabilities (d)   $ 10        —          —          (27 )      —          —          38        —          —        $ 21          $ —                                                                                                  Derivatives, net:                           Interest rate options   $ 3        40        —          —          —          —          (38 )      —          —        $ 5          $ 5 (b)  Interest rate futures and forward commitments     5        —          —          —          —          —          (1 )      —          —          4            —                                                                                                  Total derivatives, net   $ 8        40 (b)      —          —          —          —          (39 )      —          —        $ 9          $ 5 (b)                                                                                                (a) Included in discontinued operations, on a net basis. (b) Included in mortgage income. (c) Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period. (d) All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan).
Schedule Of Fair Value Adjustments Related To Non-Recurring Fair Value Measurements	The following table presents the fair value adjustments related to non-recurring fair value measurements:        Three Months Ended June 30     Six Months Ended June 30            2012             2011             2012             2011            (In millions)   Loans held for sale    $ (45 )    $ (198 )    $ (101 )    $ (305 )  Foreclosed property, other real estate and equipment      (19 )      (97 )      (38 )      (137 )
Summary Of Quantitative Information About Level 3 Measurements	June 30, 2012     Level 3 Fair Value at June 30, 2012     Valuation Technique   Unobservable Input(s)   Quantitative Range of Unobservable Inputs  and (Weighted-Average)     (Dollars in millions) Recurring fair value measurements:         Securities available for sale:         Mortgage-backed securities:         Residential non-agency   $ 14      Discounted cash flow   Spread to LIBOR   5.3% - 69.8% (17.3%)       Weighted-average prepayment speed (CPR; percentage)   8.8% - 32.3% (12.7%)       Probability of default   0.2% - 1.2% (1.0%)       Loss severity   40.4% - 100% (49.4%) Other debt securities   $ 2      Comparable Quote   Evaluated quote on same issuer/comparable bond   97.9% - 100% (99.2%)       Comparability adjustments   2.1% (2.1%) Mortgage servicing rights (a)   $ 179      Discounted cash flow   Weighted-average prepayment speed (CPR; percentage)   5.3% - 30.6% (18.4%)       Option-adjusted spread (basis points)   9.5 - 32.0 (1,332) Derivative assets         Interest rate options   $ 30      Discounted cash flow   Weighted-average prepayment speed (CPR; percentage)   5.3% - 30.6% (18.4%)       Option-adjusted spread (basis points)   9.5 - 32.0 (1,332)       Pull-through   33.3% - 99.8% (75.8%) Nonrecurring fair value measurements:         Loans held for sale   $ 77      Multiple data points, including discount to appraised value of collateral based on recent market activity for sales of similar loans   Appraisal compatability adjustment (discount)     0.0% - 84.0% (44.6%) Foreclosed property and other real estate     $   48          Discount to appraised value of property based on recent market activity for sales of similar properties     Appraisal compatability adjustment (discount)       4.5% - 93.3% (46.5%)   (a) See Note 5 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.
Summary Of Difference Between Aggregate Fair Value And Aggregate Unpaid Principal Balance For Mortgage Loans Held For Sale Measured At Fair Value	June 30, 2012      December 31, 2011        Aggregate Fair Value      Aggregate Unpaid Principal      Aggregate Fair Value Less Aggregate Unpaid Principal      Aggregate Fair Value      Aggregate Unpaid Principal      Aggregate Fair Value Less Aggregate Unpaid Principal        (In millions)   Mortgage loans held for sale, at fair value    $ 950       $ 908       $ 42       $ 844       $ 815       $ 29
Summary Of Net Gains (Losses) From Changes In Fair Value	Mortgage loans held for sale, at fair value        Three Months Ended June 30      Six Months Ended June 30            2012              2011              2012              2011            (In millions)   Net gains resulting from changes in fair value    $ 22       $ 5       $ 12       $ 23
Schedule Of Carrying Amounts And Estimated Fair Values Of Financial Instruments	June 30, 2012        Carrying Amount      Estimated Fair Value (1)      Level 1      Level 2      Level 3        (In millions)   Financial assets:                Cash and cash equivalents    $ 3,766       $ 3,766       $ 3,766       $ —         $ —      Trading account assets      110         110         110         —           —      Securities available for sale      27,232         27,232         158         27,058         16    Securities held to maturity      13         14         3         11         —      Loans held for sale      1,187         1,187         —           981         206    Loans (excluding leases), net of unearned income and allowance for loan losses (2), (3)      72,427         65,046         —           —           65,046    Other interest-earning assets      901         901         —           901         —      Derivatives, net      124         124         —           94         30    Financial liabilities:                Deposits      95,098         95,204         —           95,204         —      Short-term borrowings      3,306         3,306         —           3,306         —      Long-term borrowings      6,230         6,013         291         —           5,722    Loan commitments and letters of credit      129         640         —           —           640    Indemnification obligation      383         383         —           —           383      (1) Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate. (2) The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at June 30, 2012 was $7.4 billion or 10.2 percent. (3) Excluded from this table is the lease carrying amount of $1.5 billion at June 30, 2012.   The carrying amounts and estimated fair values of the Company’s financial instruments as of December 31, 2011 are as follows:       December 31, 2011       Carrying Amount      Estimated Fair Value (1)       (In millions)   Financial assets:      Cash and cash equivalents   $ 7,245       $ 7,245    Trading account assets     1,266         1,266    Securities available for sale     24,471         24,471    Securities held to maturity     16         17    Loans held for sale     1,193         1,193    Loans (excluding leases), net of unearned income and allowance for loan losses (2), (3)     73,284         65,224    Other interest-earning assets     1,085         1,085    Derivatives, net     339         339    Financial liabilities:      Deposits     95,627         95,757    Short-term borrowings     3,067         3,067    Long-term borrowings     8,110         7,439    Loan commitments and letters of credit     117         756      (1) Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate. (2) The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2011 was $8.1 billion or 11.0 percent. (3) Excluded from this table is the lease carrying amount of $1.6 billion at December 31, 2011.

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Business Segment Information (Tables)	6 Months Ended
Jun. 30, 2012
Schedule Of Financial Information By Reportable Segment	Three Months Ended June 30, 2012                      Investment Banking/ Brokerage/Trust               Banking/ Treasury      Insurance           Continuing      Operations           Discontinued      Operations      Total Company        (In millions)   Net interest income    $ 828       $ 1       $ 9       $ —         $ 838    Provision for loan losses      26         —           —           —           26    Non-interest income      420         35         52         15         522    Non-interest expense      778         25         39         11         853    Income tax expense      112         4         10         —           126                                                 Net income    $ 332       $ 7       $ 12       $ 4       $ 355                                                 Average assets    $ 117,729       $ 553       $ 4,144       $ 49       $ 122,475           Three Months Ended June 30, 2011                     Investment Banking/ Brokerage/Trust              Banking/ Treasury     Insurance           Continuing      Operations          Discontinued      Operations     Total Company        (In millions)   Net interest income    $ 848      $ —         $ 8      $ 8      $ 864    Provision for loan losses      398        —           —          —          398    Non-interest income      452        33         58        238        781    Non-interest expense      889        23         44        242        1,198    Income tax expense (benefit)      (29 )      3         (8 )      (26 )      (60 )                                            Net income    $ 42      $ 7       $ 30      $ 30      $ 109                                              Average assets    $ 123,429      $ 520       $ 3,489      $ 3,240      $ 130,678           Six Months Ended June 30, 2012                      Investment Banking/ Brokerage/Trust              Banking/ Treasury      Insurance           Continuing      Operations           Discontinued      Operations     Total Company        (In millions)   Net interest income    $ 1,645       $ 1       $ 19       $ 7      $ 1,672    Provision for loan losses      143         —           —           —          143    Non-interest income      861         69         101         255        1,286    Non-interest expense      1,626         50         79         323        2,078    Income tax expense (benefit)      184         7         17         (25 )      183                                                Net income (loss)    $ 553       $ 13       $ 24       $ (36 )    $ 554                                                Average assets    $ 118,355       $ 549       $ 4,187       $ 1,413      $ 124,504           Six Months Ended June 30, 2011                     Investment Banking/ Brokerage/Trust              Banking/ Treasury     Insurance           Continuing      Operations           Discontinued      Operations     Total Company        (In millions)   Net interest income    $ 1,695      $ 1       $ 15       $ 16      $ 1,727    Provision for loan losses      880        —           —           —          880    Non-interest income      944        70         109         501        1,624    Non-interest expense      1,757        49         82         477        2,365    Income tax expense (benefit)      (71 )      8         —           (9 )      (72 )                                             Net income    $ 73      $ 14       $ 42       $ 49      $ 178                                               Average assets    $ 123,695      $ 521       $ 3,495       $ 3,233      $ 130,944

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Commitments and Contingencies (Tables)	6 Months Ended
Jun. 30, 2012
Credit Risk Of Financial Instruments By Contractual Amounts	June 30 2012      December 31 2011        (In millions)   Unused commitments to extend credit    $ 36,020       $ 37,872    Standby letters of credit      2,016         2,084    Commercial letters of credit      42         33    Liabilities associated with standby letters of credit      37         37    Assets associated with standby letters of credit      36         36    Reserve for unfunded credit commitments      91         78

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Discontinued Operations (Narrative) (Details) (Detail) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2012
Partners Capital And Distributions [Line Items]
Gain on sale recorded as discontinued operations	$ 15,000,000	$ 15,000,000
Legal indemnification	256,000,000	256,000,000
Net impact of the indemnification to liabilities on the consolidated balance sheet	256,000,000	256,000,000
Fair value of the indemnification obligation	385,000,000	385,000,000
Morgan Keegan [Member]
Partners Capital And Distributions [Line Items]
Increase to purchase price in lieu of dividend from subsidiary		1,200,000,000
Net impact of the indemnification to liabilities on the consolidated balance sheet	$ 256,000,000	$ 256,000,000

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Discontinued Operations (Condensed Results Of Operations For Discontinued Operations) (Detail) (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Interest expense	$ 156		$ 220		$ 326		$ 455
Net interest income	838		856		1,665		1,711
Non-interest income:
Gain on sale	15				15
Other	105		91		209		176
Total non-interest income	507		543		1,031		1,123
Non-interest expense:
Salaries and employee benefits	434		401		876		829
Net occupancy expense	92		98		186		198
Furniture and equipment expense	67		72		131		142
Other	249		385		562		719
Total non-interest expense	842		956		1,755		1,888
Income (loss) from discontinued operations before income taxes	4		4		(61)		40
Income tax benefit			26		25		9
Income (loss) from discontinued operations, net of tax	4		30		(36)		49
Basic	$ 0	[1]	$ 0.02	[1]	$ (0.03)	[1]	$ 0.04	[1]
Diluted	$ 0	[1]	$ 0.02	[1]	$ (0.03)	[1]	$ 0.04	[1]
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Interest income			10		8		20
Interest expense			2		1		4
Net interest income			8		7		16
Non-interest income:
Brokerage, investment banking and capital markets			229		233		465
Gain on sale	15				15
Other			9		7		36
Total non-interest income	15		238		255		501
Non-interest expense:
Salaries and employee benefits			160		171		326
Net occupancy expense			9		9		18
Furniture and equipment expense			7		8		14
Professional and legal expenses	10		23		106		48
Other	1		43		29		71
Total non-interest expense	11		242		323		477
Income (loss) from discontinued operations before income taxes	4		4		(61)		40
Income tax benefit			(26)		(25)		(9)
Income (loss) from discontinued operations, net of tax	$ 4		$ 30		$ (36)		$ 49
Basic	$ 0		$ 0.02		$ (0.03)		$ 0.04
Diluted	$ 0		$ 0.02		$ (0.03)		$ 0.04
[1]	Certain per share amounts may not appear to reconcile due to rounding.

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Securities (Schedule Of Amortized Cost, Gross Unrealized Gains And Losses, And Estimated Fair Value Of Securities Available For Sale And Securities Held To Maturity) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	$ 26,597	$ 23,957
Gross Unrealized Gains - Securities available for sale	649	532
Gross Unrealized Losses - Securities available for sale	(14)	(18)
Estimated Fair Value - Securities available for sale	27,232	24,471
Amortized Cost - Securities held to maturity	13	16
Gross Unrealized Gains - Securities held to maturity	1	1
Gross Unrealized Losses - Securities held to maturity
Estimated Fair Value - Securities held to maturity	14	17
U.S. Treasury Securities [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	48	95
Gross Unrealized Gains - Securities available for sale	3	3
Estimated Fair Value - Securities available for sale	51	98
Amortized Cost - Securities held to maturity	2	4
Gross Unrealized Gains - Securities held to maturity	1
Gross Unrealized Losses - Securities held to maturity
Estimated Fair Value - Securities held to maturity	3	4
Federal Agency Securities [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	232	147
Gross Unrealized Gains - Securities available for sale	3
Estimated Fair Value - Securities available for sale	235	147
Amortized Cost - Securities held to maturity	3	3
Gross Unrealized Losses - Securities held to maturity
Estimated Fair Value - Securities held to maturity	3	3
Residential Agency [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	22,923	21,688
Gross Unrealized Gains - Securities available for sale	578	494
Gross Unrealized Losses - Securities available for sale	(7)	(7)
Estimated Fair Value - Securities available for sale	23,494	22,175
Amortized Cost - Securities held to maturity	8	9
Gross Unrealized Gains - Securities held to maturity		1
Gross Unrealized Losses - Securities held to maturity
Estimated Fair Value - Securities held to maturity	8	10
Obligations Of States And Political Subdivisions [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	14	24
Gross Unrealized Gains - Securities available for sale		12
Estimated Fair Value - Securities available for sale	14	36
Residential Non-Agency [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	13	15
Gross Unrealized Gains - Securities available for sale	1	1
Estimated Fair Value - Securities available for sale	14	16
Commercial Agency [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	499	318
Gross Unrealized Gains - Securities available for sale	15	8
Estimated Fair Value - Securities available for sale	514	326
Commercial Non-Agency [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	619	314
Gross Unrealized Gains - Securities available for sale	18	7
Estimated Fair Value - Securities available for sale	637	321
Corporate And Other Debt Securities [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	1,527	539
Gross Unrealized Gains - Securities available for sale	29	5
Gross Unrealized Losses - Securities available for sale	(5)	(7)
Estimated Fair Value - Securities available for sale	1,551	537
Equity Securities [Member]
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized Cost - Securities available for sale	722	817
Gross Unrealized Gains - Securities available for sale	2	2
Gross Unrealized Losses - Securities available for sale	(2)	(4)
Estimated Fair Value - Securities available for sale	$ 722	$ 815

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Securities (Narrative) (Detail) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2012 Security	Jun. 30, 2011	Jun. 30, 2012 Security	Jun. 30, 2011	Dec. 31, 2011 Security
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale	$ 27,232,000,000		$ 27,232,000,000		$ 24,471,000,000
Securities pledged to secure public funds, trust deposits and borrowing arrangements	14,000,000,000		14,000,000,000		14,300,000,000
Securities in unrealized loss position number	410		410		524
Credit related impairment charge	2,000,000		2,000,000
Total net gains associated with trading account securities	(1,000,000)	10,000,000	29,000,000	31,000,000
Morgan Keegan [Member]
Schedule of Available-for-sale Securities [Line Items]
Securities available for sale					2,000,000
Total net gains associated with trading account securities	$ 0	$ 10,000,000	$ 25,000,000	$ 25,000,000

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Securities (Schedule Of Amortized Cost Of Equity Securities Related To Federal Reserve Bank Stock And Federal Home Loan Bank Stock) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Federal Reserve Bank	$ 480	$ 481
Federal Home Loan Bank	$ 135	$ 219

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Securities (Schedule Of Cost And Estimated Fair Value Of Securities Available For Sale And Securities Held To Maturity By Contractual Maturity) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Amortized Cost - Securities available for sale	$ 26,597	$ 23,957
Due after five years through ten years, Amortized Cost
Due after ten years, Amortized Cost
Amortized Cost - Securities held to maturity	13	16
Securities available for sale:	27,232	24,471
Due after five years through ten years, Estimated Fair Value
Due after ten years, Estimated Fair Value
Estimated Fair Value - Securities held to maturity	14	17
Residential Agency [Member]
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Amortized Cost - Securities available for sale	22,923	21,688
Amortized Cost - Securities held to maturity	8	9
Securities available for sale:	23,494	22,175
Estimated Fair Value - Securities held to maturity	8	10
Residential Non-Agency [Member]
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Amortized Cost - Securities available for sale	13	15
Securities available for sale:	14	16
Commercial Agency [Member]
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Amortized Cost - Securities available for sale	499	318
Securities available for sale:	514	326
Commercial Non-Agency [Member]
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Amortized Cost - Securities available for sale	619	314
Securities available for sale:	637	321
Equity Securities [Member]
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Amortized Cost - Securities available for sale	722	817
Securities available for sale:	722	815
Securities Available For Sale [Member]
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Due in one year or less, Amortized Cost	27
Due after one year through five years, Amortized Cost	636
Due after five years through ten years, Amortized Cost	910
Due after ten years, Amortized Cost	248
Due in one year or less, Estimated Fair Value	27
Due after one year through five years, Estimated Fair Value	641
Due after five years through ten years, Estimated Fair Value	928
Due after ten years, Estimated Fair Value	255
Securities Held-to-maturity Securities [Member]
Contractual Maturity Of Securities Available For Sale And Securities Held To Maturity [Line Items]
Due in one year or less, Amortized Cost	3
Due after one year through five years, Amortized Cost	2
Due in one year or less, Estimated Fair Value	3
Due after one year through five years, Estimated Fair Value	$ 3

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Securities (Schedule Of Gross Unrealized Losses And Estimated Fair Value Of Securities Available For Sale) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Unrealized Loss And Fair Value Available For Sale Securities [Line Items]
Less Than Twelve Months, Estimated Fair Value	$ 1,363	$ 2,069
Less Than Twelve Months, Gross Unrealized Losses	(13)	(16)
Twelve Months or More, Estimated Fair Value	18	5
Twelve Months or More, Gross Unrealized Losses	(1)	(2)
Total Estimated Fair Value	1,381	2,074
Total Gross Unrealized Losses	(14)	(18)
Residential Agency [Member]
Unrealized Loss And Fair Value Available For Sale Securities [Line Items]
Less Than Twelve Months, Estimated Fair Value	950	1,778
Less Than Twelve Months, Gross Unrealized Losses	(8)	(7)
Total Estimated Fair Value	950	1,778
Total Gross Unrealized Losses	(8)	(7)
Commercial Agency [Member]
Unrealized Loss And Fair Value Available For Sale Securities [Line Items]
Less Than Twelve Months, Estimated Fair Value
Less Than Twelve Months, Gross Unrealized Losses
Twelve Months or More, Estimated Fair Value
Twelve Months or More, Gross Unrealized Losses
Total Estimated Fair Value
Total Gross Unrealized Losses
All Other Securities [Member]
Unrealized Loss And Fair Value Available For Sale Securities [Line Items]
Less Than Twelve Months, Estimated Fair Value	413	291
Less Than Twelve Months, Gross Unrealized Losses	(5)	(9)
Twelve Months or More, Estimated Fair Value	18	5
Twelve Months or More, Gross Unrealized Losses	(1)	(2)
Total Estimated Fair Value	431	296
Total Gross Unrealized Losses	$ (6)	$ (11)

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Securities (Schedule Of Proceeds From Sale, Gross Gains And Gross Losses On Available For Sale Securities) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Investment Securities [Line Items]
Proceeds	$ 272	$ 4,060	$ 1,670	$ 6,479
Gross realized gains	12	24	24	106
Gross realized losses
Net securities gains	$ 12	$ 24	$ 24	$ 106

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Securities (Schedule Of Net Gains (Losses) For Trading Account Securities) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Investment Securities [Line Items]
Total net gains (losses)	$ (1)	$ 10	$ 29	$ 31
Unrealized portion	$ (1)	$ (1)	$ 24	$ 13

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Loans And The Allowance For Credit Losses (Schedule Of Loan Portfolio, Net Of Unearned Income) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Loans [Line Items]
Commercial and industrial	$ 25,990	$ 24,522
Commercial real estate mortgage owner occupied	10,626	11,166
Commercial real estate construction owner occupied	261	337
Total commercial	36,877	36,025
Commercial investor real estate mortgage	8,598	9,702
Commercial investor real estate construction	849	1,025
Total investor real estate	9,447	10,727
Residential first mortgage	13,394	13,784
Home equity	12,321	13,021
Indirect	2,060	1,848
Consumer credit card	922	987
Other consumer	1,181	1,202
Total consumer	29,878	30,842
Loans, net of unearned income	$ 76,202	$ 77,594

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Loans And The Allowance For Credit Losses (Narrative) (Detail) (USD $)	3 Months Ended	6 Months Ended					6 Months Ended		6 Months Ended	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2011	Dec. 31, 2010	Jun. 30, 2012 Residential First Mortgage [Member]	Jun. 30, 2012 Home Equity First Lien TDRs [Member]	Jun. 30, 2012 Home Equity Second Lien [Member]	Jun. 30, 2011 Consumer Credit Card [Member]	Jun. 30, 2011 Credit Card [Member]	Jun. 30, 2012 Non-Accrual [Member]	Mar. 31, 2012 Minimum [Member]	Mar. 31, 2012 Maximum [Member]	Jun. 30, 2012 Maximum [Member]
Loans And Leases [Line Items]
Indirect loans purchased	$ 233,000,000	$ 174,000,000	$ 407,000,000	$ 336,000,000
Branded credit card amounts purchased		1,100,000,000		1,100,000,000								1,000,000,000
Reduction in allowance for loan losses			30,000,000
Reserves for non-accrual loans and leases			2,500,000
Allowance for loan losses and related premium	2,291,000,000	3,120,000,000	2,291,000,000	3,120,000,000	2,530,000,000	2,745,000,000	3,186,000,000	3,185,000,000					84,000,000
Purchases consumer credit card accounts		500,000
Financing period for consumer loans, in years															15 years	30 years
Non-performing loans classified as held for sale	202,000,000		202,000,000			328,000,000
Non-performing loans were transferred to held for sale net of charge-offs	77,000,000	176,000,000	170,000,000	364,000,000
Non-performing loans charges-offs	39,000,000	114,000,000	92,000,000	219,000,000
Non-accrual loans including loans held for sale	2,100,000,000		2,100,000,000			2,700,000,000
TDRs were in excess of 180 days past due									126,000,000	9,500,000
TDRs were in excess of 180 days past due											7,800,000
Charge-offs																	5,000,000
Commercial and investor real estate loans modified in a TDR during the period and on non-accrual status														167,000,000
Percentage of commercial and investor real estate loan TDRs in non-accrual status 90 days past due			7.80%
Restructured binding unfunded commitments	$ 265,000,000		$ 265,000,000

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Loans And The Allowance For Credit Losses (Analysis Of The Allowance For Credit Losses By Portfolio Segment) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Valuation Allowance for Impairment of Recognized Servicing Assets [Line Items]
Allowance for loan losses at beginning of period	$ 2,530	$ 3,186	$ 2,745	$ 3,185
Allowance allocated to purchased loans		84		84
Provision for loan losses	26	398	143	880
Charge-offs	(315)	(579)	(691)	(1,091)
Recoveries	50	31	94	62
Net loan losses	(265)	(548)	(597)	(1,029)
Allowance for loan losses	2,291	3,120	2,291	3,120
Reserve for unfunded credit commitments	91	78	78	71
Provision (credit) for unfunded credit commitments		6	13	13
Reserve for unfunded credit commitments	91	84	91	84
Allowance for credit losses	2,382	3,204	2,382	3,204
Individually evaluated for impairment	210	295	210	295
Collectively evaluated for impairment	2,172	2,909	2,172	2,909
Allowance for credit losses	2,382	3,204	2,382	3,204
Individually evaluated for impairment	911	1,606	911	1,606
Collectively evaluated for impairment	75,291	79,570	75,291	79,570
Total loans evaluated for impairment	76,202	81,176	76,202	81,176
Commercial [Member]
Valuation Allowance for Impairment of Recognized Servicing Assets [Line Items]
Allowance for loan losses at beginning of period	982	1,138	1,030	1,055
Allowance allocated to purchased loans		10		10
Provision for loan losses	(16)	72	45	297
Charge-offs	(107)	(107)	(232)	(258)
Recoveries	25	14	41	23
Net loan losses	(82)	(93)	(191)	(235)
Allowance for loan losses	884	1,127	884	1,127
Reserve for unfunded credit commitments	44	37	30	32
Provision (credit) for unfunded credit commitments	17	(5)	31
Reserve for unfunded credit commitments	61	32	61	32
Allowance for credit losses	945	1,159	945	1,159
Individually evaluated for impairment	93	128	93	128
Collectively evaluated for impairment	852	1,031	852	1,031
Allowance for credit losses	945	1,159	945	1,159
Individually evaluated for impairment	428	599	428	599
Collectively evaluated for impairment	36,449	35,219	36,449	35,219
Total loans evaluated for impairment	36,877	35,818	36,877	35,818
Investor Real Estate [Member]
Valuation Allowance for Impairment of Recognized Servicing Assets [Line Items]
Allowance for loan losses at beginning of period	898	1,285	991	1,370
Provision for loan losses	(80)	171	(90)	260
Charge-offs	(62)	(306)	(157)	(487)
Recoveries	10	3	22	10
Net loan losses	(52)	(303)	(135)	(477)
Allowance for loan losses	766	1,153	766	1,153
Reserve for unfunded credit commitments	26	17	26	16
Provision (credit) for unfunded credit commitments		11		12
Reserve for unfunded credit commitments	26	28	26	28
Allowance for credit losses	792	1,181	792	1,181
Individually evaluated for impairment	117	163	117	163
Collectively evaluated for impairment	675	1,018	675	1,018
Allowance for credit losses	792	1,181	792	1,181
Individually evaluated for impairment	483	989	483	989
Collectively evaluated for impairment	8,964	12,442	8,964	12,442
Total loans evaluated for impairment	9,447	13,431	9,447	13,431
Consumer [Member]
Valuation Allowance for Impairment of Recognized Servicing Assets [Line Items]
Allowance for loan losses at beginning of period	650	763	724	760
Allowance allocated to purchased loans		74		74
Provision for loan losses	122	155	188	323
Charge-offs	(146)	(166)	(302)	(346)
Recoveries	15	14	31	29
Net loan losses	(131)	(152)	(271)	(317)
Allowance for loan losses	641	840	641	840
Reserve for unfunded credit commitments	21	24	22	23
Provision (credit) for unfunded credit commitments	(17)		(18)	1
Reserve for unfunded credit commitments	4	24	4	24
Allowance for credit losses	645	864	645	864
Individually evaluated for impairment		4		4
Collectively evaluated for impairment	645	860	645	860
Allowance for credit losses	645	864	645	864
Individually evaluated for impairment		18		18
Collectively evaluated for impairment	29,878	31,909	29,878	31,909
Total loans evaluated for impairment	$ 29,878	$ 31,927	$ 29,878	$ 31,927

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Loans And The Allowance For Credit Losses (Credit Quality Indicators Excluding Loans Held For Sale) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	$ 76,202	$ 77,594
Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	25,990	24,522
Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	10,626	11,166
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	261	337
Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	36,877	36,025
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	8,598	9,702
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	849	1,025
Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	9,447	10,727
Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	13,394	13,784
Home Equity [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	12,321	13,021
Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	2,060	1,848
Consumer Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	922	987
Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	1,181	1,202
Total Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	29,878	30,842
Pass [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	24,433	22,952
Pass [Member] | Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	9,346	9,773
Pass [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	211	275
Pass [Member] | Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	33,990	33,000
Pass [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	6,304	6,851
Pass [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	594	531
Pass [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	6,898	7,382
Special Mention [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	590	479
Special Mention [Member] | Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	262	262
Special Mention [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	18	27
Special Mention [Member] | Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	870	768
Special Mention [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	567	756
Special Mention [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	111	113
Special Mention [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	678	869
Substandard [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	601	634
Substandard [Member] | Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	514	541
Substandard [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	12	10
Substandard [Member] | Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	1,127	1,185
Substandard [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	1,128	1,361
Substandard [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	70	201
Substandard [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	1,198	1,562
Non-Accrual [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	366	457
Non-Accrual [Member] | Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	504	590
Non-Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	20	25
Non-Accrual [Member] | Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	890	1,072
Non-Accrual [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	599	734
Non-Accrual [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	74	180
Non-Accrual [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	673	914
Non-Accrual [Member] | Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	229	250
Non-Accrual [Member] | Home Equity [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	123	136
Non-Accrual [Member] | Total Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	352	386
Accrual [Member] | Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	13,165	13,534
Accrual [Member] | Home Equity [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	12,198	12,885
Accrual [Member] | Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	2,060	1,848
Accrual [Member] | Consumer Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	922	987
Accrual [Member] | Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	1,181	1,202
Accrual [Member] | Total Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable	$ 29,526	$ 30,456

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Loans And The Allowance For Credit Losses (Schedule Of Aging Analysis Of Days Past Due (DPD) For Each Portfolio Class) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	$ 455	$ 507
60-89 DPD, Accrual Loans	243	289
90+ DPD, Accrual Loans	403	447
Total 30+ DPD, Accrual Loans	1,101	1,243
Total Accrual	74,287	75,222
Non-accrual	1,915	2,372
Loans, net of unearned income	76,202	77,594
Commercial And Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	39	38
60-89 DPD, Accrual Loans	25	23
90+ DPD, Accrual Loans	5	28
Total 30+ DPD, Accrual Loans	69	89
Total Accrual	25,624	24,065
Non-accrual	366	457
Loans, net of unearned income	25,990	24,522
Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	60	47
60-89 DPD, Accrual Loans	30	23
90+ DPD, Accrual Loans	9	9
Total 30+ DPD, Accrual Loans	99	79
Total Accrual	10,122	10,576
Non-accrual	504	590
Loans, net of unearned income	10,626	11,166
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	1	3
60-89 DPD, Accrual Loans	1	1
Total 30+ DPD, Accrual Loans	2	4
Total Accrual	241	312
Non-accrual	20	25
Loans, net of unearned income	261	337
Total Commercial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	100	88
60-89 DPD, Accrual Loans	56	47
90+ DPD, Accrual Loans	14	37
Total 30+ DPD, Accrual Loans	170	172
Total Accrual	35,987	34,953
Non-accrual	890	1,072
Loans, net of unearned income	36,877	36,025
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	70	34
60-89 DPD, Accrual Loans	33	42
90+ DPD, Accrual Loans	16	13
Total 30+ DPD, Accrual Loans	119	89
Total Accrual	7,999	8,968
Non-accrual	599	734
Loans, net of unearned income	8,598	9,702
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	2	23
60-89 DPD, Accrual Loans	1	5
Total 30+ DPD, Accrual Loans	3	28
Total Accrual	775	845
Non-accrual	74	180
Loans, net of unearned income	849	1,025
Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	72	57
60-89 DPD, Accrual Loans	34	47
90+ DPD, Accrual Loans	16	13
Total 30+ DPD, Accrual Loans	122	117
Total Accrual	8,774	9,813
Non-accrual	673	914
Loans, net of unearned income	9,447	10,727
Residential First Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	138	187
60-89 DPD, Accrual Loans	83	100
90+ DPD, Accrual Loans	281	284
Total 30+ DPD, Accrual Loans	502	571
Total Accrual	13,165	13,534
Non-accrual	229	250
Loans, net of unearned income	13,394	13,784
Home Equity [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	99	121
60-89 DPD, Accrual Loans	54	77
90+ DPD, Accrual Loans	74	93
Total 30+ DPD, Accrual Loans	227	291
Total Accrual	12,198	12,885
Non-accrual	123	136
Loans, net of unearned income	12,321	13,021
Indirect [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	22	26
60-89 DPD, Accrual Loans	5	7
90+ DPD, Accrual Loans	2	2
Total 30+ DPD, Accrual Loans	29	35
Total Accrual	2,060	1,848
Loans, net of unearned income	2,060	1,848
Consumer Credit Card [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	7	8
60-89 DPD, Accrual Loans	5	5
90+ DPD, Accrual Loans	13	14
Total 30+ DPD, Accrual Loans	25	27
Total Accrual	922	987
Loans, net of unearned income	922	987
Other Consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	17	20
60-89 DPD, Accrual Loans	6	6
90+ DPD, Accrual Loans	3	4
Total 30+ DPD, Accrual Loans	26	30
Total Accrual	1,181	1,202
Loans, net of unearned income	1,181	1,202
Total Consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 DPD, Accrual Loans	283	362
60-89 DPD, Accrual Loans	153	195
90+ DPD, Accrual Loans	373	397
Total 30+ DPD, Accrual Loans	809	954
Total Accrual	29,526	30,456
Non-accrual	352	386
Loans, net of unearned income	$ 29,878	$ 30,842

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Loans And The Allowance For Credit Losses (Schedule Of Impaired Loans On Non-Accrual Status) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	$ 5,193	[1]	$ 5,470	[1]
Charge-offs and Payments Applied	429	[2]	466	[2]
Total Impaired Loans/Book Value	4,764	[3]	5,004	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	193	[3]	182	[3]
Impaired Loans on Non-accrual Status with Related Allowance	4,571	[3]	4,822	[3]
Impaired Loans with Related Allowance	995		1,187
Coverage %	27.40%	[4]	30.20%	[4]
Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	2,053	[1]	2,462	[1]
Charge-offs and Payments Applied	391	[2]	439	[2]
Total Impaired Loans/Book Value	1,662	[3]	2,023	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	193	[3]	182	[3]
Impaired Loans on Non-accrual Status with Related Allowance	1,469	[3]	1,841	[3]
Impaired Loans with Related Allowance	487		633
Coverage %	42.80%	[4]	43.50%	[4]
Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	755	[1]	758	[1]
Charge-offs and Payments Applied	87	[2]	89	[2]
Total Impaired Loans/Book Value	668	[3]	669	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	51	[3]	61	[3]
Impaired Loans on Non-accrual Status with Related Allowance	617	[3]	608	[3]
Impaired Loans with Related Allowance	160		189
Coverage %	32.70%	[4]	36.70%	[4]
Commercial And Industrial [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	437	[1]	468	[1]
Charge-offs and Payments Applied	80	[2]	88	[2]
Total Impaired Loans/Book Value	357	[3]	380	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	51	[3]	61	[3]
Impaired Loans on Non-accrual Status with Related Allowance	306	[3]	319	[3]
Impaired Loans with Related Allowance	109		129
Coverage %	43.20%	[4]	46.40%	[4]
Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	799	[1]	884	[1]
Charge-offs and Payments Applied	86	[2]	91	[2]
Total Impaired Loans/Book Value	713	[3]	793	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	48	[3]	34	[3]
Impaired Loans on Non-accrual Status with Related Allowance	665	[3]	759	[3]
Impaired Loans with Related Allowance	190		222
Coverage %	34.50%	[4]	35.40%	[4]
Commercial Real Estate Mortgage - Owner Occupied [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	587	[1]	679	[1]
Charge-offs and Payments Applied	82	[2]	88	[2]
Total Impaired Loans/Book Value	505	[3]	591	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	48	[3]	34	[3]
Impaired Loans on Non-accrual Status with Related Allowance	457	[3]	557	[3]
Impaired Loans with Related Allowance	162		192
Coverage %	41.60%	[4]	41.20%	[4]
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	36	[1]	39	[1]
Charge-offs and Payments Applied	14	[2]	12	[2]
Total Impaired Loans/Book Value	22	[3]	27	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	3	[3]	1	[3]
Impaired Loans on Non-accrual Status with Related Allowance	19	[3]	26	[3]
Impaired Loans with Related Allowance	7		10
Coverage %	58.30%	[4]	56.40%	[4]
Commercial Real Estate Construction - Owner Occupied [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	33	[1]	37	[1]
Charge-offs and Payments Applied	14	[2]	12	[2]
Total Impaired Loans/Book Value	19	[3]	25	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	3	[3]	1	[3]
Impaired Loans on Non-accrual Status with Related Allowance	16	[3]	24	[3]
Impaired Loans with Related Allowance	6		10
Coverage %	60.60%	[4]	59.50%	[4]
Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,590	[1]	1,681	[1]
Charge-offs and Payments Applied	187	[2]	192	[2]
Total Impaired Loans/Book Value	1,403	[3]	1,489	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	102	[3]	96	[3]
Impaired Loans on Non-accrual Status with Related Allowance	1,301	[3]	1,393	[3]
Impaired Loans with Related Allowance	357		421
Coverage %	34.20%	[4]	36.50%	[4]
Total Commercial [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,057	[1]	1,184	[1]
Charge-offs and Payments Applied	176	[2]	188	[2]
Total Impaired Loans/Book Value	881	[3]	996	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	102	[3]	96	[3]
Impaired Loans on Non-accrual Status with Related Allowance	779	[3]	900	[3]
Impaired Loans with Related Allowance	277		331
Coverage %	42.90%	[4]	43.80%	[4]
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,668	[1]	1,732	[1]
Charge-offs and Payments Applied	149	[2]	143	[2]
Total Impaired Loans/Book Value	1,519	[3]	1,589	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	79	[3]	63	[3]
Impaired Loans on Non-accrual Status with Related Allowance	1,440	[3]	1,526	[3]
Impaired Loans with Related Allowance	352		397
Coverage %	30.00%	[4]	31.20%	[4]
Commercial Investor Real Estate Mortgage [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	740	[1]	870	[1]
Charge-offs and Payments Applied	141	[2]	136	[2]
Total Impaired Loans/Book Value	599	[3]	734	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	79	[3]	63	[3]
Impaired Loans on Non-accrual Status with Related Allowance	520	[3]	671	[3]
Impaired Loans with Related Allowance	177		223
Coverage %	43.00%	[4]	41.30%	[4]
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	208	[1]	376	[1]
Charge-offs and Payments Applied	15	[2]	56	[2]
Total Impaired Loans/Book Value	193	[3]	320	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	12	[3]	23	[3]
Impaired Loans on Non-accrual Status with Related Allowance	181	[3]	297	[3]
Impaired Loans with Related Allowance	73		143
Coverage %	42.30%	[4]	52.90%	[4]
Commercial Investor Real Estate Construction [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	88	[1]	236	[1]
Charge-offs and Payments Applied	14	[2]	56	[2]
Total Impaired Loans/Book Value	74	[3]	180	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	12	[3]	23	[3]
Impaired Loans on Non-accrual Status with Related Allowance	62	[3]	157	[3]
Impaired Loans with Related Allowance	18		62
Coverage %	36.40%	[4]	50.00%	[4]
Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,876	[1]	2,108	[1]
Charge-offs and Payments Applied	164	[2]	199	[2]
Total Impaired Loans/Book Value	1,712	[3]	1,909	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	91	[3]	86	[3]
Impaired Loans on Non-accrual Status with Related Allowance	1,621	[3]	1,823	[3]
Impaired Loans with Related Allowance	425		540
Coverage %	31.40%	[4]	35.10%	[4]
Total Investor Real Estate [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	828	[1]	1,106	[1]
Charge-offs and Payments Applied	155	[2]	192	[2]
Total Impaired Loans/Book Value	673	[3]	914	[3]
Impaired Loans on Non-accrual Status with No Related Allowance	91	[3]	86	[3]
Impaired Loans on Non-accrual Status with Related Allowance	582	[3]	828	[3]
Impaired Loans with Related Allowance	195		285
Coverage %	42.30%	[4]	43.10%	[4]
Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,220	[1]	1,171	[1]
Charge-offs and Payments Applied	64	[2]	61	[2]
Total Impaired Loans/Book Value	1,156	[3]	1,110	[3]
Impaired Loans on Non-accrual Status with Related Allowance	1,156	[3]	1,110	[3]
Impaired Loans with Related Allowance	171		163
Coverage %	19.30%	[4]	19.10%	[4]
Residential First Mortgage [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	141	[1]	146	[1]
Charge-offs and Payments Applied	51	[2]	49	[2]
Total Impaired Loans/Book Value	90	[3]	97	[3]
Impaired Loans on Non-accrual Status with Related Allowance	90	[3]	97	[3]
Impaired Loans with Related Allowance	13		15
Coverage %	45.40%	[4]	43.80%	[4]
Home Equity [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	457	[1]	454	[1]
Charge-offs and Payments Applied	14	[2]	14	[2]
Total Impaired Loans/Book Value	443	[3]	440	[3]
Impaired Loans on Non-accrual Status with Related Allowance	443	[3]	440	[3]
Impaired Loans with Related Allowance	41		62
Coverage %	12.00%	[4]	16.70%	[4]
Home Equity [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	27	[1]	26	[1]
Charge-offs and Payments Applied	9	[2]	10	[2]
Total Impaired Loans/Book Value	18	[3]	16	[3]
Impaired Loans on Non-accrual Status with Related Allowance	18	[3]	16	[3]
Impaired Loans with Related Allowance	2		2
Coverage %	40.70%	[4]	46.20%	[4]
Total Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,727	[1]	1,681	[1]
Charge-offs and Payments Applied	78	[2]	75	[2]
Total Impaired Loans/Book Value	1,649	[3]	1,606	[3]
Impaired Loans on Non-accrual Status with Related Allowance	1,649	[3]	1,606	[3]
Impaired Loans with Related Allowance	213		226
Coverage %	16.90%	[4]	17.90%	[4]
Total Consumer [Member] | Non-Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	168	[1]	172	[1]
Charge-offs and Payments Applied	60	[2]	59	[2]
Total Impaired Loans/Book Value	108	[3]	113	[3]
Impaired Loans on Non-accrual Status with Related Allowance	108	[3]	113	[3]
Impaired Loans with Related Allowance	15		17
Coverage %	44.60%	[4]	44.20%	[4]
Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	2	[1]	1	[1]
Total Impaired Loans/Book Value	2	[3]	1	[3]
Impaired Loans on Non-accrual Status with Related Allowance	2	[3]	1	[3]
Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	48	[1]	55	[1]
Total Impaired Loans/Book Value	48	[3]	55	[3]
Impaired Loans on Non-accrual Status with Related Allowance	48	[3]	55	[3]
Impaired Loans with Related Allowance	$ 1		$ 1
Coverage %	2.10%	[4]	1.80%	[4]
[1]	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.
[2]	Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance.
[3]	Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses.
[4]	Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.

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Loans And The Allowance For Credit Losses (Schedule Of Impaired Loans On Accrual Status) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	$ 5,193	[1]	$ 5,470	[1]
Charge-offs and Payments Applied	429	[2]	466	[2]
Total Impaired Loans/Book Value	4,764	[3]	5,004	[3]
Related Allowance for Loan Losses	995		1,187
Coverage %	27.40%	[4]	30.20%	[4]
Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	755	[1]	758	[1]
Charge-offs and Payments Applied	87	[2]	89	[2]
Total Impaired Loans/Book Value	668	[3]	669	[3]
Related Allowance for Loan Losses	160		189
Coverage %	32.70%	[4]	36.70%	[4]
Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	799	[1]	884	[1]
Charge-offs and Payments Applied	86	[2]	91	[2]
Total Impaired Loans/Book Value	713	[3]	793	[3]
Related Allowance for Loan Losses	190		222
Coverage %	34.50%	[4]	35.40%	[4]
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	36	[1]	39	[1]
Charge-offs and Payments Applied	14	[2]	12	[2]
Total Impaired Loans/Book Value	22	[3]	27	[3]
Related Allowance for Loan Losses	7		10
Coverage %	58.30%	[4]	56.40%	[4]
Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,590	[1]	1,681	[1]
Charge-offs and Payments Applied	187	[2]	192	[2]
Total Impaired Loans/Book Value	1,403	[3]	1,489	[3]
Related Allowance for Loan Losses	357		421
Coverage %	34.20%	[4]	36.50%	[4]
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,668	[1]	1,732	[1]
Charge-offs and Payments Applied	149	[2]	143	[2]
Total Impaired Loans/Book Value	1,519	[3]	1,589	[3]
Related Allowance for Loan Losses	352		397
Coverage %	30.00%	[4]	31.20%	[4]
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	208	[1]	376	[1]
Charge-offs and Payments Applied	15	[2]	56	[2]
Total Impaired Loans/Book Value	193	[3]	320	[3]
Related Allowance for Loan Losses	73		143
Coverage %	42.30%	[4]	52.90%	[4]
Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,876	[1]	2,108	[1]
Charge-offs and Payments Applied	164	[2]	199	[2]
Total Impaired Loans/Book Value	1,712	[3]	1,909	[3]
Related Allowance for Loan Losses	425		540
Coverage %	31.40%	[4]	35.10%	[4]
Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,220	[1]	1,171	[1]
Charge-offs and Payments Applied	64	[2]	61	[2]
Total Impaired Loans/Book Value	1,156	[3]	1,110	[3]
Related Allowance for Loan Losses	171		163
Coverage %	19.30%	[4]	19.10%	[4]
Home Equity [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	457	[1]	454	[1]
Charge-offs and Payments Applied	14	[2]	14	[2]
Total Impaired Loans/Book Value	443	[3]	440	[3]
Related Allowance for Loan Losses	41		62
Coverage %	12.00%	[4]	16.70%	[4]
Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	2	[1]	1	[1]
Total Impaired Loans/Book Value	2	[3]	1	[3]
Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	48	[1]	55	[1]
Total Impaired Loans/Book Value	48	[3]	55	[3]
Related Allowance for Loan Losses	1		1
Coverage %	2.10%	[4]	1.80%	[4]
Total Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,727	[1]	1,681	[1]
Charge-offs and Payments Applied	78	[2]	75	[2]
Total Impaired Loans/Book Value	1,649	[3]	1,606	[3]
Related Allowance for Loan Losses	213		226
Coverage %	16.90%	[4]	17.90%	[4]
Accrual [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	3,140	[1]	3,008	[1]
Charge-offs and Payments Applied	38	[2]	27	[2]
Total Impaired Loans/Book Value	3,102		2,981
Related Allowance for Loan Losses	508		554
Coverage %	17.40%	[4]	19.30%	[4]
Accrual [Member] | Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	318	[1]	290	[1]
Charge-offs and Payments Applied	7	[2]	1	[2]
Total Impaired Loans/Book Value	311		289
Related Allowance for Loan Losses	51		60
Coverage %	18.20%	[4]	21.00%	[4]
Accrual [Member] | Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	212	[1]	205	[1]
Charge-offs and Payments Applied	4	[2]	3	[2]
Total Impaired Loans/Book Value	208		202
Related Allowance for Loan Losses	28		30
Coverage %	15.10%	[4]	16.10%	[4]
Accrual [Member] | Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	3	[1]	2	[1]
Total Impaired Loans/Book Value	3		2
Related Allowance for Loan Losses	1
Coverage %	33.30%	[4]
Accrual [Member] | Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	533	[1]	497	[1]
Charge-offs and Payments Applied	11	[2]	4	[2]
Total Impaired Loans/Book Value	522		493
Related Allowance for Loan Losses	80		90
Coverage %	17.10%	[4]	18.90%	[4]
Accrual [Member] | Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	928	[1]	862	[1]
Charge-offs and Payments Applied	8	[2]	7	[2]
Total Impaired Loans/Book Value	920		855
Related Allowance for Loan Losses	175		174
Coverage %	19.70%	[4]	21.00%	[4]
Accrual [Member] | Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	120	[1]	140	[1]
Charge-offs and Payments Applied	1	[2]
Total Impaired Loans/Book Value	119		140
Related Allowance for Loan Losses	55		81
Coverage %	46.70%	[4]	57.90%	[4]
Accrual [Member] | Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,048	[1]	1,002	[1]
Charge-offs and Payments Applied	9	[2]	7	[2]
Total Impaired Loans/Book Value	1,039		995
Related Allowance for Loan Losses	230		255
Coverage %	22.80%	[4]	26.10%	[4]
Accrual [Member] | Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,079	[1]	1,025	[1]
Charge-offs and Payments Applied	13	[2]	12	[2]
Total Impaired Loans/Book Value	1,066		1,013
Related Allowance for Loan Losses	158		148
Coverage %	15.80%	[4]	15.60%	[4]
Accrual [Member] | Home Equity [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	430	[1]	428	[1]
Charge-offs and Payments Applied	5	[2]	4	[2]
Total Impaired Loans/Book Value	425		424
Related Allowance for Loan Losses	39		60
Coverage %	10.20%	[4]	15.00%	[4]
Accrual [Member] | Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	2	[1]	1	[1]
Total Impaired Loans/Book Value	2		1
Accrual [Member] | Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	48	[1]	55	[1]
Total Impaired Loans/Book Value	48		55
Related Allowance for Loan Losses	1		1
Coverage %	2.10%	[4]	1.80%	[4]
Accrual [Member] | Total Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Unpaid Principal Balance	1,559	[1]	1,509	[1]
Charge-offs and Payments Applied	18	[2]	16	[2]
Total Impaired Loans/Book Value	1,541		1,493
Related Allowance for Loan Losses	$ 198		$ 209
Coverage %	13.90%	[4]	14.90%	[4]
[1]	Unpaid principal balance represents the contractual obligation due from the customer and includes the net book value plus charge-offs and payments applied.
[2]	Charge-offs and payments applied represents cumulative partial charge-offs taken, as well as interest payments received that have been applied against the outstanding principal balance.
[3]	Book value represents the unpaid principal balance less charge-offs and payments applied; it is shown before any allowance for loan losses.
[4]	Coverage % represents charge-offs and payments applied plus the related allowance as a percent of the unpaid principal balance.

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Loans And The Allowance For Credit Losses (Interest Income on Loans Modified in Troubled Debt Restructuring) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Financing Receivable, Recorded Investment [Line Items]
Average Balance	$ 4,873	$ 4,396	$ 4,987	$ 4,469
Interest Income Recognized	36	21	70	39
Commercial And Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	669	452	699	444
Interest Income Recognized	4		8
Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	756	690	771	697
Interest Income Recognized	2	1	5	2
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	26	30	27	31
Total Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	1,451	1,172	1,497	1,172
Interest Income Recognized	6	1	13	2
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	1,560	1,234	1,598	1,301
Interest Income Recognized	11	3	21	5
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	220	442	257	469
Interest Income Recognized	2		4
Total Investor Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	1,780	1,676	1,855	1,770
Interest Income Recognized	13	3	25	5
Residential First Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	1,147	1,083	1,139	1,072
Interest Income Recognized	9	11	19	20
Home Equity [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	444	401	443	390
Interest Income Recognized	6	5	11	10
Indirect [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	2	2	2	2
Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	49	62	51	63
Interest Income Recognized	2	1	2	2
Total Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Average Balance	1,642	1,548	1,635	1,527
Interest Income Recognized	$ 17	$ 17	$ 32	$ 32

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Loans And The Allowance For Credit Losses (Loans By Class Modified In TDR) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2012
Financing Receivable, Modifications [Line Items]
Number of Obligors	1,305	2,734
Recorded Investment	$ 718	$ 1,574
Increase in Allowance at Modification	17	34
Commercial And Industrial [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	160	359
Recorded Investment	185	336
Increase in Allowance at Modification	1	2
Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	91	236
Recorded Investment	94	210
Increase in Allowance at Modification	1	2
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	1	7
Recorded Investment	2	6
Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	252	602
Recorded Investment	281	552
Increase in Allowance at Modification	2	4
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	160	347
Recorded Investment	287	737
Increase in Allowance at Modification	2	6
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	59	129
Recorded Investment	34	76
Increase in Allowance at Modification		1
Total Investor Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	219	476
Recorded Investment	321	813
Increase in Allowance at Modification	2	7
Residential First Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	416	768
Recorded Investment	92	159
Increase in Allowance at Modification	12	20
Home Equity [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	277	586
Recorded Investment	21	44
Increase in Allowance at Modification	1	3
Indirect And Other Consumer [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	141	302
Recorded Investment	3	6
Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Number of Obligors	834	1,656
Recorded Investment	116	209
Increase in Allowance at Modification	$ 13	$ 23

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Loans And The Allowance For Credit Losses (Loans Modified In Past Twelve Months Which Subsequently Defaulted) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2012
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	$ 127	$ 269
Commercial And Industrial [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	23	59
Commercial Real Estate Mortgage - Owner Occupied [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	23	34
Commercial Real Estate Construction - Owner Occupied [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification		1
Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	46	94
Commercial Investor Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	51	111
Commercial Investor Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	12	19
Total Investor Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	63	130
Residential First Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	12	33
Home Equity [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	6	12
Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Defaulted during period where modified in a TDR, twelve months prior to modification	$ 18	$ 45

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Loan Servicing (Analysis Of Mortgage Servicing Rights Under The Fair Value Measurement Method) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Carrying value, beginning of period	$ 199		$ 282		$ 182		$ 267
Additions	14		19		28		35
Due to change in valuation inputs or assumptions	(26)		(28)		(17)		(23)
Other changes	(8)	[1]	(5)	[1]	(14)	[1]	(11)	[1]
Carrying value, end of period	$ 179		$ 268		$ 179		$ 268
[1]	Represents economic amortization associated with borrower repayments.

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Loan Servicing (Data And Assumptions Used In The Fair Value Calculation As Well As The Valuation's Sensitivity To Rate Fluctuations Related To Mortgage Servicing Rights) (Detail) (USD $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2012 Month BasisPoint	Jun. 30, 2011 Month BasisPoint
Unpaid principal balance	$ 26,066	$ 26,421
Weighted-average prepayment speed (CPR; percentage)	18.40%	13.60%
Estimated impact on fair value of a 10% increase	(12)	(15)
Estimated impact on fair value of a 20% increase	(22)	(29)
Option-adjusted spread (basis points)	1,332	714
Estimated impact on fair value of a 10% increase	(6)	(7)
Estimated impact on fair value of a 20% increase	$ (12)	$ (14)
Weighted-average coupon interest rate	5.10%	5.30%
Weighted-average remaining maturity (months)	278	283
Weighted-average servicing fee (basis points)	28.5	28.6

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Loan Servicing (Schedule Of Fees Resulting From The Servicing Of Mortgage Loans) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Servicing related fees and other ancillary income	$ 21	$ 21	$ 42	$ 42

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Loan Servicing (Analysis Of Repurchase Liability Related To Mortgage Loans Sold With Representations And Warranty Provisions) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Beginning balance	$ 32	$ 32	$ 32	$ 32
Additions/(reductions), net	14	5	23	13
Losses	(9)	(5)	(18)	(13)
Ending balance	$ 37	$ 32	$ 37	$ 32

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Goodwill (Schedule Of Goodwill By Segment) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Indefinite-lived Intangible Assets by Segment [Line Items]
Goodwill	$ 4,816	$ 4,816
Banking/Treasury [Member]
Indefinite-lived Intangible Assets by Segment [Line Items]
Goodwill	4,691	4,691
Insurance [Member]
Indefinite-lived Intangible Assets by Segment [Line Items]
Goodwill	$ 125	$ 125

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Goodwill (Narrative) (Detail) (USD $) In Millions, except Share data, unless otherwise specified	6 Months Ended
Jun. 30, 2012	Mar. 31, 2012	Mar. 19, 2012	Dec. 31, 2011
CAPM risk-free rate in years	20 years
Beta for peer set in years	5 years
Common stock, issued	1,454,542,017		153,000,000	1,301,230,838
Common stock price per share			$ 5.9
Proceeds from the offering before underwriting discounts and commissions and other expenses		$ 875

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Goodwill (Schedule Of Assumptions Used In Estimating Fair Value) (Detail)	Jun. 30, 2012	Dec. 31, 2011
Banking/Treasury [Member]
Indefinite-lived Intangible Assets by Segment [Line Items]
Discount rate used in income approach	14.00%		15.00%
Public company method market multiplier	1.0	[1]	0.7 x	[2]
Transaction method market multiplier	1.4	[3]	1.1 x	[4]
Investment Banking/Brokerage/Trust [Member]
Indefinite-lived Intangible Assets by Segment [Line Items]
Discount rate used in income approach			15.00%
Public company method market multiplier			1.4 x	[2]
Transaction method market multiplier			1.5 x	[4]
Insurance [Member]
Indefinite-lived Intangible Assets by Segment [Line Items]
Discount rate used in income approach	11.00%		11.00%
Public company method market multiplier	15.6	[1]	13.0 x	[2]
Transaction method market multiplier	n/a	[3]	n/a	[4]
[1]	For the Banking/Treasury reporting unit, this multiplier is applied to tangible book value. For the Insurance reporting unit, this multiplier is applied to the last twelve months of net income. In addition to the multipliers, a 30 percent control premium is assumed for both the Banking/Treasury and Insurance reporting units.
[2]	For the Banking/Treasury and Investment Banking/Brokerage/Trust reporting units, these multipliers are applied to tangible book value. For the Insurance reporting unit, this multiplier is applied to the last twelve months of net income. In addition to the multipliers, a 55 percent control premium is assumed for the Banking/Treasury reporting unit. A 20 percent control premium is assumed for the Investment Banking/Brokerage/Trust reporting unit and a 30 percent control premium is assumed for the Insurance reporting unit.
[3]	For the Banking/Treasury reporting unit, this multiplier is applied to tangible book value.
[4]	For the Banking/Treasury and Investment Banking/Brokerage/Trust reporting units, these multipliers are applied to tangible book value.

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Goodwill (Schedule Of Assumptions Used In Estimating Fair Value) (Parenthetical) (Detail)	3 Months Ended
Jun. 30, 2012	Dec. 31, 2011
Banking/Treasury [Member]
Indefinite-lived Intangible Assets by Segment [Line Items]
Control premium percent used to measure fair value	30.00%	55.00%
Investment Banking/Brokerage/Trust [Member]
Indefinite-lived Intangible Assets by Segment [Line Items]
Control premium percent used to measure fair value		20.00%
Insurance [Member]
Indefinite-lived Intangible Assets by Segment [Line Items]
Control premium percent used to measure fair value		30.00%

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Stockholders' Equity And Accumulated Other Comprehensive Income (Loss) (Narrative) (Detail) (USD $)	1 Months Ended	3 Months Ended	6 Months Ended			1 Months Ended
Mar. 19, 2012	Nov. 14, 2008	Jun. 30, 2012	Jun. 30, 2012	Dec. 31, 2011	Mar. 31, 2011	May 31, 2012 Additional Paid-in Capital [Member]	Apr. 04, 2012 Series A Preferred Stock [Member]	Jun. 30, 2012 Series A Preferred Stock [Member]	Dec. 31, 2011 Series A Preferred Stock [Member]
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Common stock, issued	153,000,000		1,454,542,017	1,454,542,017	1,301,230,838
Common stock price per share	$ 5.9
Net proceeds from issuance of common stock	$ 875,000,000			$ 875,000,000
Sale of Fixed Rate Cumulative Perpetual Preferred Stock, Series A		3,500,000							0	3,500,000
Preferred stock quarterly dividend rate during the first five years		5.00%
Capital Purchase Program annual dividend		175,000,000
Preferred stock quarterly dividend rate, after five years unless redeemed		9.00%
Common shares issuable related to the U.S. Treasury warrant		48,300,000
Exercise price per common share related to the U.S. Treasury warrant		10.88
Total fair value of series A preferred shares and warrant		3,500,000,000
Fair value allocated to preferred shares issued		3,304,000,000
Fair value allocated to warrant		196,000,000
Repurchased shares of Series A preferred stock								3,500,000
Derecognized carrying value of Series A shares					3,419,000,000				3,419,000,000
Discount accretion on preferred shares			71,000,000
Repurchased warrant from U.S. Treasury Department							$ 45,000,000
Common shares available for repurchase				23,100,000
Annual cash dividend declared per common share			$ 0.01	$ 0.01		$ 0.01

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Stockholders' Equity and Accumulated Other Comprehensive Income (Loss) (Schedule of Accumulated Other Comprehensive Income (Loss)) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Stockholders' Equity And Comprehensive Income (Loss) [Line Items]
Unrealized gains on securities available for sale, Beginning of Period	$ 316		$ (24)		$ 322		$ 77
Unrealized gains on securities available for sale, Net Change	78	[1]	176	[1]	72	[1]	75	[1]
Unrealized gains on securities available for sale, End of Period	394		152		394		152
Unrealized gains on derivative instruments designated as, Beginning of Period	84		(39)		84		(9)
Unrealized gains on derivative instruments designated as, Net Change	26	[1]	26	[1]	26	[1]	(4)	[1]
Unrealized gains on derivative instruments designated as, End of Period	110		(13)		110		(13)
Defined benefit pension plans and other post employment benefits, Beginning of Period	(460)		(324)		(475)		(328)
Defined benefit pension plans and other post employment benefits, Net Change	10	[1]	8	[1]	25	[1]	12	[1]
Defined benefit pension plans and other post employment benefits, End of Period	(450)		(316)		(450)		(316)
Other comprehensive income, net of tax, Beginning of Period	(60)		(387)		(69)		(260)
Other comprehensive income, net of tax, Net Change	114		210		123		83
Other comprehensive income, net of tax, End of Period	$ 54		$ (177)		$ 54		$ (177)
[1]	All other comprehensive amounts are shown net of tax.

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Earnings (Loss) Per Common Share - Computation Of Basic And Diluted Earnings (Loss) Per Common Share (Detail) (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Company Earnings Per Share [Line Items]
Income from continuing operations	$ 351		$ 79		$ 590		$ 129
Less: Preferred stock dividends and accretion	(71)		(54)		(125)		(106)
Income (loss) from continuing operations available to common shareholders	280		25		465		23
Income (loss) from discontinued operations, net of tax	4		30		(36)		49
Net income available to common shareholders	$ 284		$ 55		$ 429		$ 72
Weighted-average common shares outstanding-basic	1,414		1,258		1,348		1,257
Potential common shares	4		2		2		2
Weighted-average common shares outstanding-diluted	1,418		1,260		1,350		1,259
Earnings (loss) per common share from continuing operations, Basic	$ 0.2	[1]	$ 0.02	[1]	$ 0.34	[1]	$ 0.02	[1]
Earnings (loss) per common share from continuing operations, Diluted	$ 0.2	[1]	$ 0.02	[1]	$ 0.34	[1]	$ 0.02	[1]
Earnings (loss) per common share from discontinued operations, Basic	$ 0	[1]	$ 0.02	[1]	$ (0.03)	[1]	$ 0.04	[1]
Earnings (loss) per common share from discontinued operations, Diluted	$ 0	[1]	$ 0.02	[1]	$ (0.03)	[1]	$ 0.04	[1]
Earnings per common share, Basic	$ 0.2	[1]	$ 0.04	[1]	$ 0.32	[1]	$ 0.06	[1]
Earnings per common share, Diluted	$ 0.2	[1]	$ 0.04	[1]	$ 0.32	[1]	$ 0.06	[1]
[1]	Certain per share amounts may not appear to reconcile due to rounding.

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Earnings (Loss) Per Common Share - Narrative (Detail) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Company Earnings Per Share [Line Items]
Antidilutive securities excluded from computation of earnings per share	39	41	39	42

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Share-Based Payments (Narrative) (Detail) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting period of stock options (in years)	3 years
Common share equivalents subject to and available for distribution to recipients	100
Share equivalents factor, restricted stock granted	2.25
Share equivalent factor stock options	1
Number of remaining share equivalents authorized for issuance under the long term compensation plan	66
Maximum [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of years within the adoption of stock option and long-term incentive compensation plans that awards may be granted	10 years
Minimum [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of years within the adoption of stock option and long-term incentive compensation plans that awards may be granted	7 years

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Share-Based Payments (Summary Of Activity Related To Stock Options) (Detail) (USD $)	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011
Number of Options, Outstanding at beginning of period	46,351,349	54,999,626
Number of Options, Granted		1,316,677
Number of Options, Exercised	(200,092)	(18,442)
Number of Options, Canceled/Forfeited	(4,587,318)	(6,846,994)
Number of Options, Outstanding at end of period	41,563,939	49,450,867
Number of Options, Exercisable at end of period	38,447,853	42,977,407
Weighted-Average Exercise Price, Outstanding at beginning of period	$ 23.62	$ 24.41
Weighted-Average Exercise Price, Granted		$ 6.62
Weighted-Average Exercise Price, Exercised	$ 3.29	$ 3.29
Weighted-Average Exercise Price, Canceled/Forfeited	$ 24.9	$ 24.1
Weighted-Average Exercise Price, Outstanding at end of period	$ 23.57	$ 23.98
Weighted-Average Exercise Price, Exercisable at end of period	$ 24.93	$ 26.61

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Share-Based Payments (Summary Of Restricted Stock Award And Unit Activity) (Detail) (USD $)	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011
Number of Shares, Non-vested at beginning of period	6,280,360	4,930,444
Number of Shares, Granted	8,416,325	2,638,545
Number of Shares, Vested	(1,508,397)	(1,110,945)
Number of Shares, Forfeited	(528,514)	(24,384)
Number of Shares, Non-vested at end of period	12,659,774	6,433,660
Weighted-Average Grant Date Fair Value, Non-vested at beginning of period	$ 7.6	$ 12.13
Weighted-Average Grant Date Fair Value, Granted	$ 5.86	$ 6.69
Weighted-Average Grant Date Fair Value, Vested	$ 4.59	$ 24.42
Weighted-Average Grant Date Fair Value, Forfeited	$ 3.2	$ 19.68
Weighted-Average Grant Date Fair Value, Non-vested at end of period	$ 6.99	$ 7.75

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Pension And Other Postretirement Benefits (Components Of Net Periodic Pension And Other Postretirement Benefits) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Service cost	$ 11	$ 9	$ 22	$ 19
Interest cost	22	23	44	46
Expected return on plan assets	(28)	(31)	(57)	(61)
Amortization of actuarial loss	18	12	35	23
Amortization of prior service cost		1	1	1
Net periodic pension cost	$ 23	$ 14	$ 45	$ 28

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Income Taxes - Additional Information (Detail) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
Income Taxes [Line Items]
Net deferred tax asset	$ 1,000,000,000	$ 1,000,000,000	$ 1,300,000,000
Valuation allowance	59,000,000	59,000,000	32,000,000
Valuation allowance increased during the period	27,000,000	27,000,000
Unrecognized tax benefits (UTBs)	56,000,000	56,000,000	39,000,000
UTBs that would reduce the effective tax rate, if recognized	$ 40,000,000	$ 40,000,000	$ 25,000,000

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Derivative Financial Instruments And Hedging Activities (Schedule Of Derivative Instruments Notional And Fair Values) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Derivative Instruments And Hedging Activities [Line Items]
Total derivatives	$ 119,464	$ 172,869
Notional value of cash flow hedging relationships	11,500
Fair Value of derivative assets	2,149	2,853
Fair Value of derivative liabilities	2,025	2,514
Designated As Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of derivatives designated as hedging instruments	5,107	17,675
Fair Value of derivative assets	128	362
Fair Value of derivative liabilities		13
Not Designated As Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of derivatives not designated as hedging instruments	114,357	155,194
Fair Value of derivative assets	2,021	2,491
Fair Value of derivative liabilities	2,025	2,501
Interest Rate Swaps [Member] | Designated As Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of fair value hedging relationships	5,107	5,535
Notional value of cash flow hedging relationships		11,500
Asset Derivatives in fair value hedging relationships	128	153
Asset Derivatives in cash flow hedging relationships		209
Liability Derivatives in fair value hedging relationships		1
Fair Value of derivative liabilities		1
Interest Rate Swaps [Member] | Not Designated As Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of derivatives not designated as hedging instruments	53,020	59,293	[1]
Fair Value of derivative assets	1,931	2,396	[1]
Fair Value of derivative liabilities	1,953	2,414	[1]
Interest Rate Swaps [Member] | Morgan Keegan [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of derivatives not designated as hedging instruments		4,200
Interest Rate Swaps [Member] | Morgan Keegan [Member] | Other Assets/Other Liabilities [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount in Other Assets/Other Liabilities		454
Interest Rate Options [Member] | Not Designated As Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of derivatives not designated as hedging instruments	3,838	4,018	[2]
Fair Value of derivative assets	34	41	[2]
Fair Value of derivative liabilities	4	28	[2]
Interest Rate Options [Member] | Morgan Keegan [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of derivatives not designated as hedging instruments		364
Interest Rate Options [Member] | Morgan Keegan [Member] | Other Assets/Other Liabilities [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount in Other Assets/Other Liabilities		23
Interest Rate Futures And Forward Commitments [Member] | Not Designated As Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of derivatives not designated as hedging instruments	55,697	90,607
Fair Value of derivative assets	8	11
Fair Value of derivative liabilities	22	23
Other Contracts [Member] | Not Designated As Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of derivatives not designated as hedging instruments	1,802	1,276
Fair Value of derivative assets	48	43
Fair Value of derivative liabilities	46	36
Forward Commitments [Member] | Designated As Hedging Instrument [Member]
Derivative Instruments And Hedging Activities [Line Items]
Notional value of fair value hedging relationships		640
Liability Derivatives in fair value hedging relationships		$ 11
[1]	Includes Morgan Keegan amounts of $4.2 billion in Notional Value and $454 million in Other Assets/Other Liabilities
[2]	Includes Morgan Keegan amounts of $364 million in Notional Value and $23 million in Other Assets/Other Liabilities

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Derivative Financial Instruments And Hedging Activities - Narrative (Detail) (USD $)	3 Months Ended	6 Months Ended	12 Months Ended
Jun. 30, 2012	Dec. 31, 2011	Jun. 23, 2012	Jun. 30, 2012	Jun. 30, 2011	Dec. 31, 2011
Derivative Instruments And Hedging Activities [Line Items]
After-tax (loss) gain benefit in other comprehensive income related to terminated cash flow hedges of loan and debt instruments which amortize into earnings with the recognition of interest payments			$ 110,000,000			$ (31,000,000)
Pre-tax income related to amortization of cash flow hedges of loan and debt instruments	3,000,000	16,000,000			25,000,000
Pre-tax loss related to amortization of cash flow hedges of loan and debt instruments				1,000,000
Cash flow hedges, notional amount	11,500,000,000			11,500,000,000
Terminated hedges outstanding balance	243,000,000			243,000,000
Cash flow hedge gain reclassified from other comprehensive income into earnings				53,000,000
Notional amount of interest rate lock commitments	1,100,000,000			1,100,000,000	488,000,000
Notional amount of forward rate commitments	1,900,000,000			1,900,000,000	1,000,000,000
Notional amount of forward rate commitments and futures contracts to hedge against mortgage servicing rights	5,500,000,000			5,500,000,000	3,600,000,000
Net credit risk on all trading and other derivative positions	850,000,000			850,000,000	772,000,000
Maximum potential future exposure on swap participations	34,000,000			34,000,000
Additional collateral related to derivative instruments with credit risk	186,000,000			186,000,000
Net fair value contracts containing credit-related termination liability position	455,000,000			455,000,000
Posted collateral - contracts containing credit-related termination provisions	581,000,000			581,000,000
Net fair value contracts not containing credit-related termination liability position	291,000,000			291,000,000
Posted collateral - contracts that do not contain credit-related termination provisions	281,000,000			281,000,000
Aggregate fair value of all derivative instruments with credit risk	546,000,000			546,000,000	425,000,000
Posted collateral related to derivative instruments with credit risk	$ 670,000,000			$ 670,000,000	$ 531,000,000
Minimum [Member]
Derivative Instruments And Hedging Activities [Line Items]
Swap transaction maturity period				2012
Credit protection have maturities				2012
Maximum [Member]
Derivative Instruments And Hedging Activities [Line Items]
Swap transaction maturity period					2026
Credit protection have maturities					2018

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Derivative Financial Instruments And Hedging Activities (Schedule Of The Effect Of Derivative Instruments On The Statements Of Operations) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Income on Derivatives	$ 22		$ 17		$ 37		$ 19
Amount of Gain(Loss) Recognized in Income on Related Hedged Item	9		35		24		87
Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	27	[1]	26	[2]	26	[2]	(4)	[2]
Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	17	[1]	47	[1]	34	[1]	97	[1]
Amount of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	5	[1]			6	[1]
Eurodollar Futures [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)							1	[2]
Interest Income On Loans [Member] | Eurodollar Futures [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)							(2)	[1]
Interest Rate Swaps [Member] | Other Non-Interest Expense [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Income on Derivatives	(5)		9		(21)		(40)
Amount of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	5	[1]			6	[1]	(1)	[1]
Interest Rate Swaps [Member] | Interest Expense [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Income on Derivatives	27		43		58		94
Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)							(3)	[2]
Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)							(3)	[1]
Interest Rate Swaps [Member] | Interest Income On Loans [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	25	[1]	30	[2]	22	[2]
Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	21	[1]	50	[1]	41	[1]	98	[1]
Amount of Gain(Loss) Recognized in Income on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)							1	[1]
Forward Commitments [Member] | Other Non-Interest Expense [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Income on Derivatives			(35)				(35)
Forward Starting Swaps [Member] | Interest Expense [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)	2	[1]	(4)	[2]	4	[2]
Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	(4)	[1]	(3)	[1]	(7)	[1]
Interest Rate Options [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)							(2)	[2]
Interest Rate Options [Member] | Interest Income On Loans [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Reclassified from Accumulated OCI into Income (Effective Portion)							4	[1]
Debt/CDs [Member] | Other Non-Interest Expense [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Income on Related Hedged Item	6		(4)		18		44
Debt/CDs [Member] | Interest Expense [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Income on Related Hedged Item	3		4		6		8
Securities Available For Sale [Member] | Other Non-Interest Expense [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of Gain(Loss) Recognized in Income on Related Hedged Item			$ 35				$ 35
[1]	Pre-tax
[2]	After-tax

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Derivative Financial Instruments And Hedging Activities (Schedule Of Gains (Losses) Recognized Related To Derivatives Not Designated As Hedging Instruments) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	$ 38	$ 37	$ 63	$ 12
Capital Markets And Investment Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	7	5	14	11
Mortgage Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	31	32	49	1
Interest Rate Swaps [Member] | Capital Markets And Investment Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	7	3	11	5
Interest Rate Swaps [Member] | Mortgage Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	22	17	19	12
Interest Rate Options [Member] | Capital Markets And Investment Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	(1)		(1)	1
Interest Rate Options [Member] | Mortgage Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	12	(1)	17	(29)
Interest Rate Futures And Forward Commitments [Member] | Capital Markets And Investment Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	(1)		(1)
Interest Rate Futures And Forward Commitments [Member] | Mortgage Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	(3)	16	13	18
Other Contracts [Member] | Capital Markets And Investment Income [Member]
Derivative Instruments And Hedging Activities [Line Items]
Amount of gain (loss) recognized in income on derivatives	$ 2	$ 2	$ 5	$ 5

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Fair Value Measurements (Schedule Of Assets And Liabilities At Fair Value Measured On A Recurring Basis And Non-Recurring Basis) (Detail) (USD $)	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2011	Jun. 30, 2011	Mar. 31, 2011	Dec. 31, 2010
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	$ 27,232,000,000			$ 24,471,000,000
Mortgage loans held for sale	950,000,000			844,000,000
Mortgage servicing rights	179,000,000		199,000,000	182,000,000		268,000,000	282,000,000	267,000,000
Loans held for sale	950,000,000			844,000,000
Trading account assets, equity securities				178,000,000
Federal Reserve Bank Stock excluded from fair value measurement	480,000,000			481,000,000
Federal Home Loan Bank Stock excluded from fair value measurement	135,000,000			219,000,000
Legally enforceable master netting agreements	1,200,000,000			1,400,000,000
Cash collateral received, excluded from derivative instruments	57,000,000			55,000,000
Cash collateral posted, excluded from derivative instruments	881,000,000			732,000,000
Interest rate swaps included in derivative assets and derivative liabilities	0
Interest rate options included in derivative assets and derivative liabilities	0
Interest rate swaps included in derivative assets				454,000,000
Interest rate options included in derivative assets				23,000,000
U.S. Treasury Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	51,000,000			98,000,000
Obligations Of States And Political Subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	14,000,000			36,000,000
Residential Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	23,494,000,000			22,175,000,000
Commercial Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	514,000,000			326,000,000
Equity Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	722,000,000			815,000,000
Federal Agency Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	235,000,000			147,000,000
Residential Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	14,000,000			16,000,000
Commercial Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	637,000,000			321,000,000
Corporate And Other Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	1,551,000,000			537,000,000
Fair Value Inputs Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets	110,000,000
Securities available for sale	158,000,000
Fair Value Inputs Level 1 [Member] | Recurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets	110,000,000	[1]		577,000,000	[1]
Securities available for sale	158,000,000			213,000,000
Total trading account liabilities				1,000,000	[2]
Fair Value Inputs Level 1 [Member] | Recurring Fair Value Measurements [Member] | U.S. Treasury Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				212,000,000
Securities available for sale	51,000,000			98,000,000
Fair Value Inputs Level 1 [Member] | Recurring Fair Value Measurements [Member] | Equity Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets	110,000,000			365,000,000
Securities available for sale	107,000,000	[3]		115,000,000	[3]
Total trading account liabilities				1,000,000
Fair Value Inputs Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	27,058,000,000
Total derivative liabilities	2,025,000,000	[4],[5]		2,514,000,000	[4],[5]
Loans held for sale	981,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				498,000,000	[1]
Securities available for sale	26,443,000,000			23,522,000,000
Mortgage loans held for sale	950,000,000			844,000,000
Total derivative assets	2,119,000,000	[4],[5]		2,840,000,000	[4],[5]
Total trading account liabilities				248,000,000	[2]
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | U.S. Treasury Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				3,000,000
Total trading account liabilities				97,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Obligations Of States And Political Subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				101,000,000
Securities available for sale	14,000,000			16,000,000
Total trading account liabilities				2,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Residential Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				359,000,000
Securities available for sale	23,494,000,000			22,175,000,000
Total trading account liabilities				133,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Commercial Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	514,000,000			326,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				35,000,000
Total trading account liabilities				16,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Federal Agency Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	235,000,000			147,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Commercial Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	637,000,000			321,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Corporate And Other Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	1,549,000,000			537,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Swaps [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	2,059,000,000			2,758,000,000
Total derivative liabilities	1,953,000,000			2,416,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	4,000,000			28,000,000
Total derivative liabilities	4,000,000			28,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Futures And Forward Commitments [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	8,000,000			11,000,000
Total derivative liabilities	22,000,000			34,000,000
Fair Value Inputs Level 2 [Member] | Recurring Fair Value Measurements [Member] | Other Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	48,000,000			43,000,000
Total derivative liabilities	46,000,000			36,000,000
Fair Value Inputs Level 2 [Member] | Nonrecurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for sale	31,000,000			36,000,000
Foreclosed property, other real estate and equipment	70,000,000			91,000,000
Fair Value Inputs Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	16,000,000
Loans held for sale	206,000,000
Fair Value Inputs Level 3 [Member] | Recurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				191,000,000	[1]
Securities available for sale	16,000,000			36,000,000
Mortgage servicing rights	179,000,000			182,000,000
Total derivative assets	30,000,000	[4],[5]		13,000,000	[4],[5]
Total trading account liabilities				7,000,000	[2]
Fair Value Inputs Level 3 [Member] | Recurring Fair Value Measurements [Member] | Obligations Of States And Political Subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				139,000,000
Securities available for sale				20,000,000
Fair Value Inputs Level 3 [Member] | Recurring Fair Value Measurements [Member] | Commercial Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				51,000,000
Total trading account liabilities				5,000,000
Fair Value Inputs Level 3 [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				1,000,000
Total trading account liabilities				2,000,000
Fair Value Inputs Level 3 [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	14,000,000			16,000,000
Fair Value Inputs Level 3 [Member] | Recurring Fair Value Measurements [Member] | Corporate And Other Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	2,000,000
Fair Value Inputs Level 3 [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	30,000,000			13,000,000
Fair Value Inputs Level 3 [Member] | Nonrecurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for sale	77,000,000			195,000,000
Foreclosed property, other real estate and equipment	48,000,000			162,000,000
Estimated Fair Value [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative liabilities	2,025,000,000	[4],[5]		2,514,000,000	[4],[5]
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets	110,000,000	[1]		1,266,000,000	[1]
Securities available for sale	26,617,000,000			23,771,000,000
Mortgage loans held for sale	950,000,000			844,000,000
Mortgage servicing rights	179,000,000			182,000,000
Total derivative assets	2,149,000,000	[4],[5]		2,853,000,000	[4],[5]
Total trading account liabilities				256,000,000	[2]
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | U.S. Treasury Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				215,000,000
Securities available for sale	51,000,000			98,000,000
Total trading account liabilities				97,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Obligations Of States And Political Subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				240,000,000
Securities available for sale	14,000,000			36,000,000
Total trading account liabilities				2,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Residential Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				359,000,000
Securities available for sale	23,494,000,000			22,175,000,000
Total trading account liabilities				133,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Commercial Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				51,000,000
Securities available for sale	514,000,000			326,000,000
Total trading account liabilities				5,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets				36,000,000
Total trading account liabilities				18,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Equity Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account assets	110,000,000			365,000,000
Securities available for sale	107,000,000	[3]		115,000,000	[3]
Total trading account liabilities				1,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Federal Agency Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	235,000,000			147,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	14,000,000			16,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Commercial Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	637,000,000			321,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Corporate And Other Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	1,551,000,000			537,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Swaps [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	2,059,000,000			2,758,000,000
Total derivative liabilities	1,953,000,000			2,416,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	34,000,000			41,000,000
Total derivative liabilities	4,000,000			28,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Futures And Forward Commitments [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	8,000,000			11,000,000
Total derivative liabilities	22,000,000			34,000,000
Estimated Fair Value [Member] | Recurring Fair Value Measurements [Member] | Other Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total derivative assets	48,000,000			43,000,000
Total derivative liabilities	46,000,000			36,000,000
Estimated Fair Value [Member] | Nonrecurring Fair Value Measurements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for sale	108,000,000			231,000,000
Foreclosed property, other real estate and equipment	$ 118,000,000			$ 253,000,000
[1]	All trading account assets at December 31, 2011 were related to Morgan Keegan (see Note 2 for further discussion regarding the sale of Morgan Keegan) with the exception of $178 million of which all were classified as Level 1 in the table. The Morgan Keegan items do not appear in the June 30, 2012 amounts, as the sale was closed during the second quarter of 2012.
[2]	All trading account liabilities are related to Morgan Keegan at December 31, 2011. These items do not appear in the June 30, 2012 amounts as they were included with the sale of Morgan Keegan.
[3]	Excludes Federal Reserve Bank and Federal Home Loan Bank stock totaling $480 million and $135 million at June 30, 2012 and $481 million and $219 million December 31, 2011, respectively.
[4]	At June 30, 2012, derivatives include approximately $1.2 billion related to legally enforceable master netting agreements that allow the Company to settle positive and negative positions. Derivatives are also presented excluding cash collateral received of $57 million and cash collateral posted of $881 million with counterparties. At December 31, 2011, derivatives include approximately $1.4 billion related to legally enforceable master netting agreements that allow the Company to settle positive and negative positions. Derivatives are also presented excluding cash collateral received of $55 million and cash collateral posted of $732 million with counterparties.
[5]	Derivative assets and liabilities both include $454 million of interest rate swaps and $23 million of interest rate options at December 31, 2011 related to Morgan Keegan, all of which are classified as Level 2 in the table. These items do not appear in the June 30, 2012 amounts, as they were included with the sale of Morgan Keegan.

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Fair Value Measurements (Rollforward For Assets And Liabilities Measured At Fair Value On A Recurring Basis With Level 3 Significant Unobservable Inputs) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Liabilities, Net	$ 18
Included in Earnings, Liabilities, Net	70	[1]
Included in Other Comprehensive Income (Loss), Liabilities Net	-
Sales, Liabilities
Issuances, Liabilities
Settlements, Liabilities, Net	(58)
Transfers into Level 3, Liabilities
Transfers out of Level 3, Liabilities
Ending balance, Liabilities, Net	30				30
Net change in unrealized gains (losses) included in earnings related to assets and liabilities held	30	[1]
Mortgage Servicing Rights [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	199		282		182		267
Included in Earnings, Assets	(34)	[1]	(33)	[1]	(31)	[1]	(34)	[1]
Purchases, Asset	14		19		28		35
Issuance, Assets
Ending balance, Assets, Net	179		268		179		268
Net change in unrealized gains (losses) included in earnings related to assets and liabilities held	(26)	[1]	(28)	[1]	(17)	[1]	(23)	[1]
Trading Account Liabilities [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Liabilities, Net	52	[2]	25	[2]	7	[2]	10	[2]
Disposition of Morgan Keegan	(52)	[2]			(52)	[2]
Included in Other Comprehensive Income (Loss), Liabilities Net	-	[2]	-	[2]	-	[2]	-	[2]
Purchases, Liabilities			(18)	[2]	49	[2]	(27)	[2]
Sales, Liabilities		[2]		[2]		[2]		[2]
Issuances, Liabilities		[2]		[2]		[2]		[2]
Settlements, Liabilities, Net			14	[2]	(4)	[2]	38	[2]
Transfers into Level 3, Liabilities		[2]		[2]		[2]		[2]
Transfers out of Level 3, Liabilities		[2]		[2]		[2]		[2]
Ending balance, Liabilities, Net			21	[2]			21	[2]
Trading Account Liabilities [Member] | Commercial Agency [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Liabilities, Net	42		13	[3]	5	[3]	6	[3]
Disposition of Morgan Keegan	(42)				(42)	[3]
Included in Other Comprehensive Income (Loss), Liabilities Net	-		-	[3]	-	[3]	-	[3]
Purchases, Liabilities					37	[3]
Sales, Liabilities				[3]		[3]		[3]
Issuances, Liabilities				[3]		[3]		[3]
Settlements, Liabilities, Net			3	[3]			10	[3]
Transfers into Level 3, Liabilities				[3]		[3]		[3]
Transfers out of Level 3, Liabilities				[3]		[3]		[3]
Ending balance, Liabilities, Net			16	[3]			16	[3]
Trading Account Liabilities [Member] | Other Securities [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Liabilities, Net	10		12	[3]	2	[3]	4	[3]
Disposition of Morgan Keegan	(10)				(10)	[3]
Included in Other Comprehensive Income (Loss), Liabilities Net	-		-	[3]	-	[3]	-	[3]
Purchases, Liabilities			(18)	[3]	12	[3]	(27)	[3]
Sales, Liabilities				[3]		[3]		[3]
Issuances, Liabilities				[3]		[3]		[3]
Settlements, Liabilities, Net			11	[3]	(4)	[3]	28	[3]
Transfers into Level 3, Liabilities				[3]		[3]		[3]
Transfers out of Level 3, Liabilities				[3]		[3]		[3]
Ending balance, Liabilities, Net			5	[3]			5	[3]
Derivatives, Net [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Liabilities, Net			8		13		8
Included in Earnings, Liabilities, Net			25		111	[1]	40	[1]
Included in Other Comprehensive Income (Loss), Liabilities Net			-		-		-
Sales, Liabilities
Issuances, Liabilities
Settlements, Liabilities, Net			(24)		(94)		(39)
Transfers into Level 3, Liabilities
Transfers out of Level 3, Liabilities
Ending balance, Liabilities, Net	30		9		30		9
Net change in unrealized gains (losses) included in earnings related to assets and liabilities held			5		48	[1]	5	[1]
Derivatives, Net [Member] | Interest Rate Options [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Liabilities, Net	18		5		13		3
Included in Earnings, Liabilities, Net	70		25	[1]	111		40
Included in Other Comprehensive Income (Loss), Liabilities Net	-		-		-		-
Sales, Liabilities
Issuances, Liabilities
Settlements, Liabilities, Net	(58)		(25)		(94)		(38)
Transfers into Level 3, Liabilities
Transfers out of Level 3, Liabilities
Ending balance, Liabilities, Net	30		5		30		5
Net change in unrealized gains (losses) included in earnings related to assets and liabilities held	30	[1]	5	[1]	48	[1]	5	[1]
Derivatives, Net [Member] | Interest Rate Futures And Forward Commitments [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Liabilities, Net			3				5
Included in Other Comprehensive Income (Loss), Liabilities Net			-				-
Sales, Liabilities
Issuances, Liabilities
Settlements, Liabilities, Net			1				(1)
Transfers into Level 3, Liabilities
Transfers out of Level 3, Liabilities
Ending balance, Liabilities, Net			4				4
Trading Account Assets [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	241	[2]	252	[2]	191	[2]	229	[2]
Disposition of Morgan Keegan	(241)	[2]			(241)	[2]
Included in Earnings, Assets			11	[2],[4]	3	[2],[4]	16	[2],[4]
Purchases, Asset			2,563	[2]	2,620	[2]	4,763	[2]
Issuance, Assets		[2]		[2]		[2]		[2]
Settlements, Assets			(2,612)	[2]	(2,573)	[2]	(4,795)	[2]
Transfers into Level 3, Assets							1	[2]
Ending balance, Assets, Net			214	[2]			214	[2]
Trading Account Assets [Member] | Commercial Agency [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	104		84	[3]	51	[3]	54	[3]
Disposition of Morgan Keegan	(104)				(104)	[3]
Included in Earnings, Assets			2	[3]	2	[3]	3	[3]
Purchases, Asset			312	[3]	368	[3]	477	[3]
Issuance, Assets				[3]		[3]		[3]
Settlements, Assets			(337)	[3]	(317)	[3]	(474)	[3]
Transfers into Level 3, Assets							1	[3]
Ending balance, Assets, Net			61	[3]			61	[3]
Trading Account Assets [Member] | Other Securities [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	13		6	[3]	1	[3]	10	[3]
Disposition of Morgan Keegan	(13)				(13)	[3]
Included in Earnings, Assets			6	[3]	4	[3]	11	[3]
Purchases, Asset			2,249	[3]	2,248	[3]	4,278	[3]
Issuance, Assets				[3]		[3]		[3]
Settlements, Assets			(2,256)	[3]	(2,240)	[3]	(4,294)	[3]
Ending balance, Assets, Net			5	[3]			5	[3]
Trading Account Assets [Member] | Obligations Of States And Political Subdivisions [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	124		162	[3]	139	[3]	165	[3]
Disposition of Morgan Keegan	(124)				(124)	[3]
Included in Earnings, Assets			3	[3]	(3)	[3]	2	[3]
Purchases, Asset			2	[3]	4	[3]	8	[3]
Issuance, Assets				[3]		[3]		[3]
Settlements, Assets			(19)	[3]	(16)	[3]	(27)	[3]
Ending balance, Assets, Net			148	[3]			148	[3]
Securities Available For Sale [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	34		37		36		39
Included in Earnings, Assets			1				1
Included in Other Comprehensive Income (Loss), Assets			(1)		(2)		(1)
Sales, Assets	(16)		(2)		(16)		(2)
Issuance, Assets
Settlements, Assets	(1)		(1)		(4)		(3)
Transfers into Level 3, Assets					3
Transfers out of Level 3, Assets	(1)				(1)
Ending balance, Assets, Net	16		34		16		34
Securities Available For Sale [Member] | Other Securities [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	3
Issuance, Assets
Transfers into Level 3, Assets					3
Transfers out of Level 3, Assets	(1)				(1)
Ending balance, Assets, Net	2				2
Securities Available For Sale [Member] | Obligations Of States And Political Subdivisions [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	16		17		20		17
Included in Other Comprehensive Income (Loss), Assets					(2)
Sales, Assets	(16)				(16)
Issuance, Assets
Settlements, Assets					(2)
Ending balance, Assets, Net			17				17
Securities Available For Sale [Member] | Residential Non-Agency [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance, Assets, Net	15		20		16		22
Included in Earnings, Assets			1				1
Included in Other Comprehensive Income (Loss), Assets			(1)				(1)
Sales, Assets			(2)				(2)
Issuance, Assets
Settlements, Assets	(1)		(1)		(2)		(3)
Ending balance, Assets, Net	$ 14		$ 17		$ 14		$ 17
[1]	Included in mortgage income.
[2]	All amounts related to trading account assets and trading account liabilities are related to Morgan Keegan (see Note 2 for discussion of sale of Morgan Keegan).
[3]	Income from trading account assets primarily represents gains/(losses) on disposition, which inherently includes commissions on security transactions during the period.
[4]	Included in discontinued operations, on a net basis.

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Fair Value Measurements (Schedule Of Fair Value Adjustments Related To Non-Recurring Fair Value Measurements) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Fair Value Assets And Liabilities Measured On Nonrecurring Basis [Line Items]
Loans held for sale	$ (45)	$ (198)	$ (101)	$ (305)
Foreclosed property, other real estate and equipment	$ (19)	$ (97)	$ (38)	$ (137)

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Fair Value Measurements (Summary Of Quantitative Information About Level 3 Fair Value Measurements) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2011	Jun. 30, 2011	Mar. 31, 2011	Dec. 31, 2010
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	$ 27,232			$ 24,471
Mortgage servicing rights	179		199	182	268	282	267
Loans held for sale	950			844
Residential Non-Agency [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	14			16
Corporate And Other Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	1,551			537
Quoted Pricing In Illiquid Markets [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Securities Available For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	14
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Spread to LIBOR [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	17.30%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Probability Of Default [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	1.00%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Loss Severity [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	49.40%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Securities Available For Sale [Member] | Weighted Average Prepayment Speed [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	12.70%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Corporate And Other Debt Securities [Member] | Securities Available For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale	2
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgage servicing rights	179	[1]
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member] | Prepayment Speeds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	18.40%	[1]
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member] | Option-Adjusted Spread (Basis Points) [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	1332.00%	[1]
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Prepayment Speeds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	18.40%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Option-Adjusted Spread (Basis Points) [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	1332.00%
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Derivatives, Net [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets	30
Discounted Cash Flow [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Derivatives, Net [Member] | Pull-Through [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	75.80%
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Spread to LIBOR [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	5.30%
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Probability Of Default [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	0.20%
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Loss Severity [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	40.40%
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Securities Available For Sale [Member] | Weighted Average Prepayment Speed [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	8.80%
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member] | Prepayment Speeds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	5.30%	[1]
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member] | Option-Adjusted Spread (Basis Points) [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	9.50%	[1]
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Prepayment Speeds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	5.30%
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Option-Adjusted Spread (Basis Points) [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	9.50%
Discounted Cash Flow [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Derivatives, Net [Member] | Pull-Through [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	33.30%
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Spread to LIBOR [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	69.80%
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Probability Of Default [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	1.20%
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Loss Severity [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	100.00%
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Residential Non-Agency [Member] | Securities Available For Sale [Member] | Weighted Average Prepayment Speed [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	32.30%
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member] | Prepayment Speeds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	30.60%	[1]
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Mortgage Servicing Rights [Member] | Option-Adjusted Spread (Basis Points) [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	32.00%	[1]
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Prepayment Speeds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	30.60%
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Option-Adjusted Spread (Basis Points) [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	32.00%
Discounted Cash Flow [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Interest Rate Options [Member] | Derivatives, Net [Member] | Pull-Through [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	99.80%
Activity For Sales Of Similar Loans [Member] | Nonrecurring Fair Value Measurements [Member] | Loans Held For Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for sale	77
Activity For Sales Of Similar Loans [Member] | Nonrecurring Fair Value Measurements [Member] | Loans Held For Sale [Member] | Appraisal Compatibility Adjustment Discount [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	44.60%
Activity For Sales Of Similar Loans [Member] | Minimum [Member] | Nonrecurring Fair Value Measurements [Member] | Loans Held For Sale [Member] | Appraisal Compatibility Adjustment Discount [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	0.00%
Activity For Sales Of Similar Loans [Member] | Maximum [Member] | Nonrecurring Fair Value Measurements [Member] | Loans Held For Sale [Member] | Appraisal Compatibility Adjustment Discount [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	84.00%
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Foreclosed Property And Other Real Estate [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed property and other real estate	$ 48
Property Appraisal [Member] | Nonrecurring Fair Value Measurements [Member] | Foreclosed Property And Other Real Estate [Member] | Appraisal Compatibility Adjustment Discount [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	46.50%
Property Appraisal [Member] | Minimum [Member] | Nonrecurring Fair Value Measurements [Member] | Foreclosed Property And Other Real Estate [Member] | Appraisal Compatibility Adjustment Discount [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	4.50%
Property Appraisal [Member] | Maximum [Member] | Nonrecurring Fair Value Measurements [Member] | Foreclosed Property And Other Real Estate [Member] | Appraisal Compatibility Adjustment Discount [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	93.30%
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member] | Evaluated Quote On Same Issuer/Comparable Bond [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement weighted-average percentage	99.20%
Comparable Evaluated Quote [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member] | Comparability Adjustments [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	2.10%
Fair value measurement weighted-average percentage	2.10%
Comparable Evaluated Quote [Member] | Minimum [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member] | Evaluated Quote On Same Issuer/Comparable Bond [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	97.90%
Comparable Evaluated Quote [Member] | Maximum [Member] | Recurring Fair Value Measurements [Member] | Other Securities [Member] | Evaluated Quote On Same Issuer/Comparable Bond [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value measurement percentage	100.00%
[1]	See Note 5 for additional disclosures related to assumptions used in the fair value calculation for mortgage servicing rights.

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Fair Value Measurements (Summary Of Difference Between Aggregate Fair Value And Aggregate Unpaid Principal Balance For Mortgage Loans Held For Sale Measured At Fair Value) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Aggregate Fair Value	$ 950	$ 844
Aggregate Unpaid Principal	908	815
Aggregate Fair Value Less Aggregate Unpaid Principal	$ 42	$ 29

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Fair Value Measurements (Summary Of Net Gains (Losses) From Changes In Fair Value) (Detail) (Loans Held For Sale [Member], USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Loans Held For Sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Net gains resulting from changes in fair value	$ 22	$ 5	$ 12	$ 23

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Fair Value Measurements (Schedule Of Carrying Amounts And Estimated Fair Values Of Financial Instruments) (Detail) (USD $)	Jun. 30, 2012	Dec. 31, 2011
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Securities available for sale	$ 27,232,000,000		$ 24,471,000,000
Loans held for sale	950,000,000		844,000,000
Other interest-earning assets	901,000,000		1,085,000,000
Short-term borrowings	3,306,000,000		3,067,000,000
Long-term borrowings	6,230,000,000		8,110,000,000
Fair value discount on loan portfolio, amount	7,400,000,000		8,100,000,000
Fair value discount on loan portfolio, rate	10.20%		11.00%
Leases, carrying amount excluded	1,500,000,000		1,600,000,000
Carrying Amount [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	3,766,000,000		7,245,000,000
Trading account assets	110,000,000		1,266,000,000
Securities available for sale	27,232,000,000		24,471,000,000
Securities held to maturity	13,000,000		16,000,000
Loans held for sale	1,187,000,000		1,193,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	72,427,000,000	[1],[2]	73,284,000,000	[3],[4]
Other interest-earning assets	901,000,000		1,085,000,000
Derivatives, net	124,000,000		339,000,000
Deposits	95,098,000,000		95,627,000,000
Short-term borrowings	3,306,000,000		3,067,000,000
Long-term borrowings	6,230,000,000		8,110,000,000
Loan commitments and letters of credit	129,000,000		117,000,000
Indemnification obligation	383,000,000
Fair Value Inputs Total [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	3,766,000,000	[5]
Trading account assets	110,000,000	[5]
Securities available for sale	27,232,000,000	[5]
Securities held to maturity	14,000,000	[5]
Loans held for sale	1,187,000,000	[5]
Loans (excluding leases), net of unearned income and allowance for loan losses	65,046,000,000	[1],[2],[5]
Other interest-earning assets	901,000,000	[5]
Derivatives, net	124,000,000	[5]
Deposits	95,204,000,000	[5]
Short-term borrowings	3,306,000,000	[5]
Long-term borrowings	6,013,000,000	[5]
Loan commitments and letters of credit	640,000,000	[5]
Indemnification obligation	383,000,000	[5]
Fair Value Inputs Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	3,766,000,000
Trading account assets	110,000,000
Securities available for sale	158,000,000
Securities held to maturity	3,000,000
Long-term borrowings	291,000,000
Fair Value Inputs Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Securities available for sale	27,058,000,000
Securities held to maturity	11,000,000
Loans held for sale	981,000,000
Other interest-earning assets	901,000,000
Derivatives, net	94,000,000
Deposits	95,204,000,000
Short-term borrowings	3,306,000,000
Fair Value Inputs Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Securities available for sale	16,000,000
Loans held for sale	206,000,000
Loans (excluding leases), net of unearned income and allowance for loan losses	65,046,000,000	[1],[2]
Derivatives, net	30,000,000
Long-term borrowings	5,722,000,000
Loan commitments and letters of credit	640,000,000
Indemnification obligation	383,000,000
Estimated Fair Value [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents			7,245,000,000	[5]
Trading account assets			1,266,000,000	[5]
Securities available for sale			24,471,000,000	[5]
Securities held to maturity			17,000,000	[5]
Loans held for sale			1,193,000,000	[5]
Loans (excluding leases), net of unearned income and allowance for loan losses			65,224,000,000	[3],[4],[5]
Other interest-earning assets			1,085,000,000	[5]
Derivatives, net			339,000,000	[5]
Deposits			95,757,000,000	[5]
Short-term borrowings			3,067,000,000	[5]
Long-term borrowings			7,439,000,000	[5]
Loan commitments and letters of credit			$ 756,000,000	[5]
[1]	The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at June 30, 2012 was $7.4 billion or 10.2 percent.
[2]	Excluded from this table is the lease carrying amount of $1.5 billion at June 30, 2012.
[3]	Excluded from this table is the lease carrying amount of $1.6 billion at December 31, 2011.
[4]	The estimated fair value of portfolio loans assumes sale of the loans to a third-party financial investor. Accordingly, the value to the Company if the loans were held to maturity is not reflected in the fair value estimate. In the current whole loan market, financial investors are generally requiring a higher rate of return than the return inherent in loans if held to maturity. The fair value discount at December 31, 2011 was $8.1 billion or 11.0 percent.
[5]	Estimated fair values are consistent with an exit price concept. The assumptions used to estimate the fair values are intended to approximate those that a market participant would use in a hypothetical orderly transaction. In estimating fair value, the Company makes adjustments for interest rates, market liquidity and credit spreads as appropriate.

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Business Segment Information (Schedule Of Financial Information By Reportable Segment) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Segment Reporting Information [Line Items]
Provision for loan losses	$ 26	$ 398	$ 143	$ 880
Non-interest income	507	543	1,031	1,123
Non-interest expense	249	385	562	719
Income tax expense	(126)	34	(208)	63
Banking/Treasury [Member]
Segment Reporting Information [Line Items]
Net interest income	828	848	1,645	1,695
Provision for loan losses	26	398	143	880
Non-interest income	420	452	861	944
Non-interest expense	778	889	1,626	1,757
Income tax expense	112	(29)	184	(71)
Net income	332	42	553	73
Average assets	117,729	123,429	118,355	123,695
Insurance [Member]
Segment Reporting Information [Line Items]
Net interest income	1		1	1
Non-interest income	35	33	69	70
Non-interest expense	25	23	50	49
Income tax expense	4	3	7	8
Net income	7	7	13	14
Average assets	553	520	549	521
Investment Banking/Brokerage/Trust Continuing Operations [Member]
Segment Reporting Information [Line Items]
Net interest income	9	8	19	15
Non-interest income	52	58	101	109
Non-interest expense	39	44	79	82
Income tax expense	10	(8)	17
Net income	12	30	24	42
Average assets	4,144	3,489	4,187	3,495
Investment Banking/Brokerage/Trust Discontinued Operations [Member]
Segment Reporting Information [Line Items]
Net interest income		8	7	16
Non-interest income	15	238	255	501
Non-interest expense	11	242	323	477
Income tax expense		(26)	(25)	(9)
Net income	4	30	(36)	49
Average assets	49	3,240	1,413	3,233
Total Company [Member]
Segment Reporting Information [Line Items]
Net interest income	838	864	1,672	1,727
Provision for loan losses	26	398	143	880
Non-interest income	522	781	1,286	1,624
Non-interest expense	853	1,198	2,078	2,365
Income tax expense	126	(60)	183	(72)
Net income	355	109	554	178
Average assets	$ 122,475	$ 130,678	$ 124,504	$ 130,944

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Commitments And Contingencies (Credit Risk Of Financial Instruments By Contractual Amounts) (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012	Dec. 31, 2011
Unused commitments to extend credit	$ 36,020	$ 37,872
Standby letters of credit	2,016	2,084
Commercial letters of credit	42	33
Liabilities associated with standby letters of credit	37	37
Assets associated with standby letters of credit	36	36
Reserve for unfunded credit commitments	$ 91	$ 78

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Commitments And Contingencies (Narrative) (Detail) (USD $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2012
Long-term Purchase Commitment [Line Items]
Estimated term for resolution for legal matters related to indemnification	3 years
Fair value of the indemnification obligation	$ 385
Fair value of the indemnification obligation	256
Estimated aggregate amount of losses reasonably to be incurred in excess of amounts	200
Carrying Amount [Member]
Long-term Purchase Commitment [Line Items]
Indemnification obligation	383
Fair Value Inputs Total [Member]
Long-term Purchase Commitment [Line Items]
Indemnification obligation	383
Morgan Keegan [Member]
Long-term Purchase Commitment [Line Items]
Fair value of the indemnification obligation	$ 256

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