Company: FITBI
Filing Date: 2025-02-24
Form Type: 10-K
Source: 0000035527-25-000079
Chunk: 545

Company: FIFTH THIRD BANCORP
Filing Date: 2025-02-24
Form: 10-K
Item: Item 7
Chunk 545
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umption% Change in NII (FTE)Immediate $1 Billion Balance  DecreaseImmediate $1 Billion Balance  IncreaseChange in Interest Rates (bps)12    Months    13-24  Months  12  Months  13-24  Months  +200 Ramp over 12 months(4.46)%(4.97)(2.68)(3.03)+100 Ramp over 12 months(2.56)(2.66)(0.95)(1.02)-100 Ramp over 12 months0.32 (0.27)1.57 0.75 -200 Ramp over 12 months1.03 (0.63)2.11 0.10 

95 Fifth Third Bancorp

Table of Contents MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS

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 December 31, 2024:

TABLE 56:  Estimated NII Sensitivity Profile at December 31, 2024 with Deposit Beta Assumptions Changes% Change in NII (FTE)Betas 10% Higher(a)Betas 10% Lower(a)Change in Interest Rates (bps)12  Months13-24  Months  12  Months  13-24  Months  +200 Ramp over 12 months(5.17)%(6.95)(2.06)(1.37)+100 Ramp over 12 months(2.55)(3.30)(1.00)(0.54)-100 Ramp over 12 months1.67 1.52 0.26 (0.90)-200 Ramp over 12 months2.98 2.07 0.23 (2.31)

(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