Company: FITBI
Filing Date: 2025-08-05
Form Type: 10-Q
Source: 0000035527-25-000171
Chunk: 227

Company: FIFTH THIRD BANCORP
Filing Date: 2025-08-05
Form: 10-Q
Item: Item 1
Chunk 227
---
 that deposits would reprice faster than earning assets. However, in year two, some deposits have reached their floors, but assets continue to reprice to lower rates, generating less NII. The changes in the estimated NII sensitivity profile compared to June 30, 2024 were primarily attributable to increases in fixed-rate loans and the activation of previously forward-starting receive-fixed interest rate swaps, partially offset by the impacts of investment securities with a shorter life and improved deposit portfolio composition.

Tables 53 and 54 provide the sensitivity of the Bancorp’s estimated NII profile at 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.