Company: FITBI
Filing Date: 2025-08-05
Form Type: 10-Q
Source: 0000035527-25-000171
Chunk: 79

Company: FIFTH THIRD BANCORP
Filing Date: 2025-08-05
Form: 10-Q
Item: Item 7
Chunk 79
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 June 30, 2025 to changes to certain deposit balance and deposit repricing sensitivity (beta) assumptions.

50

Table of ContentsManagement’s Discussion and Analysis of Financial Condition and Results of Operations (continued)

The following table includes the Bancorp’s estimated NII sensitivity profile with an immediate $1 billion decrease and an immediate $1 billion increase in demand deposit balances as of June 30, 2025:

TABLE 53:  Estimated NII Sensitivity Profile at June 30, 2025 with a $1 Billion Change in Demand Deposit Assumption% Change in NII (FTE)Immediate $1 Billion BalanceDecreaseImmediate $1 Billion BalanceIncreaseChange in Interest Rates (bps)12 Months13-24Months12Months13-24Months+200 Ramp over 12 months(4.40)%(5.48)(2.62)(3.48)+100 Ramp over 12 months(2.51)(2.87)(0.90)(1.19)-100 Ramp over 12 months0.26 0.12 1.51 1.17 -200 Ramp over 12 months0.75 (0.59)1.82 0.16 

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 June 30, 2025:

TABLE 54:  Estimated NII Sensitivity Profile at June 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(5.00)%(7.33)(2.04)(1.66)+100 Ramp over 12 months(2.45)(3.43)(0.98)(0.64)-100 Ramp over 12 months1.54 1.84 0.22 (0.55)-200 Ramp over 12 months2.55 1.89 0.02 (2.32)

(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