Company: FITBI
Filing Date: 2025-11-04
Form Type: 10-Q
Source: 0000035527-25-000212
Chunk: 81

Company: FIFTH THIRD BANCORP
Filing Date: 2025-11-04
Form: 10-Q
Item: Item 7
Chunk 81
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 Billion BalanceIncreaseChange in Interest Rates (bps)12 Months13-24Months12Months13-24Months+200 Ramp over 12 months(3.75)%(3.88)(2.05)(1.97)+100 Ramp over 12 months(2.05)(1.63)(0.52)(0.03)-100 Ramp over 12 months0.06 (1.69)1.23 (0.71)-200 Ramp over 12 months(0.05)(5.16)0.95 (4.49)

The following table includes the Bancorp’s estimated NII sensitivity profile with a 10% increase and a 10% decrease to the corresponding deposit beta assumptions as of September 30, 2025:

TABLE 54:  Estimated NII Sensitivity Profile at September 30, 2025 with Deposit Beta Assumptions Changes% Change in NII (FTE)Betas 10% Higher(a)Betas 10% Lower(a)Change in Interest Rates (bps)12 Months13-24Months12Months13-24Months+200 Ramp over 12 months(4.46)%(5.89)(1.35)0.03 +100 Ramp over 12 months(2.05)(2.28)(0.52)0.61 -100 Ramp over 12 months1.35 0.07 (0.06)(2.49)-200 Ramp over 12 months1.78 (2.51)(0.88)(7.18)

(a)Applies a +/- 10% multiple on assumed betas.

Economic Value of Equity Sensitivity

The Bancorp also uses EVE as a measurement tool to govern and manage its interest rate risk exposure. The exposure is governed by a risk framework that uses risk appetite thresholds for scenarios assuming an instantaneous 200 bps increase and a 200 bps decrease in interest rates. The Bancorp routinely analyzes exposures to other interest rate scenarios and employs key risk indicators to monitor and manage exposures. Whereas the NII sensitivity analysis highlights the impact on forecasted NII on an FTE basis (non-GAAP) over one- and two-year time horizons, EVE is a point-in-time analysis of the economic sensitivity of the current balance sheet and off-balance sheet positions that incorporates all cash flows over their estimated remaining lives. The EVE of the balance sheet is defined as the discounted present value of all asset and net derivative cash