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DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)
 12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts and Gross Fair Values of Derivative Assets and Derivative Liabilities
The following table presents notional amounts and gross fair values of our derivative assets and derivative liabilities which are not offset in the Consolidated Balance Sheets:
TABLE 15.1
December 3120252024
Notional
Amount		Fair ValueNotional
Amount		Fair Value
(in millions)AssetsLiabilitiesAssetsLiabilities
Gross Derivatives
Subject to master netting arrangements:
Interest rate contracts – designated$1,650 $13 $— $2,400 $— $6 
Interest rate swaps – not designated6,064 51 51 5,901 96 16 
Total subject to master netting arrangements7,714 64 51 8,301 96 22 
Not subject to master netting arrangements:
Interest rate swaps – not designated6,064 51 155 5,901 16 287 
Interest rate lock commitments – not designated298 7 — 417 1 4 
Forward delivery commitments – not designated458 — 2 486 4 — 
Credit risk contracts – not designated815 — — 819 — — 
Total not subject to master netting arrangements7,635 58 157 7,623 21 291 
Total$15,349 $122 $208 $15,924 $117 $313 
Schedule of Amounts Reclassified from Accumulated Other Comprehensive Income (AOCI)
The following table shows amounts reclassified from AOCI:
TABLE 15.2
Amount of Gain (Loss) Recognized in OCI on DerivativesLocation of Gain (Loss) Reclassified from AOCI into IncomeAmount of Gain (Loss) Reclassified from AOCI into Income
Year Ended
December 31,		Year Ended
December 31,
(in millions)202520242023202520242023
Derivatives in cash flow hedging relationships:
   Interest rate contracts $13 $(18)$(10)Interest income (expense)$(20)$(40)$(24)
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)
The following table represents gains (losses) recognized in the Consolidated Statements of Income on cash flow hedging relationships:
TABLE 15.3
Year Ended December 31,
202520242023
(in millions)Interest Income - Loans and LeasesInterest Expense - Short-Term BorrowingsInterest Income - Loans and LeasesInterest Expense - Short-Term BorrowingsInterest Income - Loans and LeasesInterest Expense - Short-Term Borrowings
Total amounts of income and expense line items presented in the Consolidated Statements of Income (the effects of cash flow hedges are included in these line items)$1,996 $68 $1,985 $99 $1,754 $78 
The effects of cash flow hedging:
     Gain (loss) on cash flow hedging
     relationships:
     Interest rate contracts:
        Amount of gain (loss) reclassified
        from AOCI into net income
(20)— (47)7 (46)22 
Schedule of Derivative Financial Instruments on the Consolidated Statements of Income
The following table presents the effect of certain derivative financial instruments on the Consolidated Statements of Income:
TABLE 15.4
Year Ended December 31,
(in millions)Consolidated Statements of Income Location202520242023
Interest rate swapsNon-interest income - other$— $1 $(1)
Mortgage banking contractsMortgage banking operations(5)7 (3)
Credit risk contractsNon-interest income - other— — — 
Schedule of Offsetting Assets
The following table presents a reconciliation of the net amounts of derivative assets and derivative liabilities presented in the Consolidated Balance Sheets to the net amounts that would result in the event of offset. Swap derivative transactions with customers are generally secured by rights to non-financial collateral, such as real and personal property, which is not shown in the table below.
TABLE 15.5
Gross Amounts Not Offset in the Consolidated Balance Sheets
(in millions)Gross Amount RecognizedGross Amount Offset in the Consolidated Balance SheetsNet Amount
Presented in
the Consolidated Balance
Sheets		Financial
Instruments Available for Offset
Collateral Received/Pledged		Net
Amount
December 31, 2025
Derivative Assets
Subject to master netting arrangement$64 $— $64 $43 $20 $1 
Not subject to master netting arrangement51 — 51 
Total$115 $— $115 

Derivative Liabilities
Subject to master netting arrangement$51 $— $51 $43 $8 $— 
Not subject to master netting arrangement155 — 155 
Total$206 $— $206 

December 31, 2024
Derivative Assets
Subject to master netting arrangement$96 $— $96 $16 $80 $— 
Not subject to master netting arrangement16 — 16 
Total$112 $— $112 

Derivative Liabilities
Subject to master netting arrangement$22 $— $22 $16 $6 $— 
Not subject to master netting arrangement287 — 287 
Total$309 $— $309 
Schedule of Offsetting Liabilities
The following table presents a reconciliation of the net amounts of derivative assets and derivative liabilities presented in the Consolidated Balance Sheets to the net amounts that would result in the event of offset. Swap derivative transactions with customers are generally secured by rights to non-financial collateral, such as real and personal property, which is not shown in the table below.
TABLE 15.5
Gross Amounts Not Offset in the Consolidated Balance Sheets
(in millions)Gross Amount RecognizedGross Amount Offset in the Consolidated Balance SheetsNet Amount
Presented in
the Consolidated Balance
Sheets		Financial
Instruments Available for Offset
Collateral Received/Pledged		Net
Amount
December 31, 2025
Derivative Assets
Subject to master netting arrangement$64 $— $64 $43 $20 $1 
Not subject to master netting arrangement51 — 51 
Total$115 $— $115 

Derivative Liabilities
Subject to master netting arrangement$51 $— $51 $43 $8 $— 
Not subject to master netting arrangement155 — 155 
Total$206 $— $206 

December 31, 2024
Derivative Assets
Subject to master netting arrangement$96 $— $96 $16 $80 $— 
Not subject to master netting arrangement16 — 16 
Total$112 $— $112 

Derivative Liabilities
Subject to master netting arrangement$22 $— $22 $16 $6 $— 
Not subject to master netting arrangement287 — 287 
Total$309 $— $309