リジョンズファイナンシャルの適時開示・その他

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 8-K

現行レポート

第13条または第15条(d)に基づき

1934年証券取引所法

報告日（最も古いイベントの報告日）：2023年10月31日

REGIONS FINANCIAL CORPORATION

(チャーターで指定された登録者の正確な名前)

デラウェア

001-34034

63-0589368

(会社設立の州またはその他の管轄区域)

(CommissionFile Number)

(IRS EmployerIdentification No.)

1900 Fifth Avenue North

Birmingham, Alabama 35203

(最高経営責任者の住所（郵便番号を含む)

登録者の電話番号(市外局番を含む)(800) 734-4667

Form8-Kの提出が、以下の条項のいずれかに基づく登録者の提出義務を同時に満たすことを意図している場合は、以下の該当するチェックボックスをチェックしてください：


☐			証券法に基づく規則425に従った書面によるコミュニケーション（17 cfr 230.425)
☐			取引所法の下でのルール14a-12（17 cfr 240.14a-12）に基づく資料の勧誘。)
☐			取引所法の規則14d-2(b)に基づく開始前のコミュニケーション（17 cfr 240.14d-2(b))
☐			証券取引法の規則13e-4(c)に基づく開始前のコミュニケーション（17 cfr 240.13e-4(c))

法第12条(b)に従って登録された証券：

Title of each class

Trading Symbol(s)

登録されている各取引所の名称

普通株式、額面 $.01

New York Stock Exchange

デポジタリー・シェアは、1株あたり40分の1の権利を表します。

6.375% 固定-変動金利非累積永久優先株式、シリーズb

RF PRB

New York Stock Exchange

デポジタリー・シェアは、1株あたり40分の1の権利を表します。

5.700% 固定-変動金利非累積永久優先株式、シリーズc

RF PRC

New York Stock Exchange

デポジタリー・シェアは、1株あたり40分の1の権利を表します。

4.45% 非累積型永久優先株式、シリーズe

RF PRE

New York Stock Exchange

登録者が1933年証券法規則405（17 CFR 230.405）または1934年証券取引法規則12b-2（17 CFR 240.12b-2）に定義される新興成長企業であるかどうかをチェックマークで示す。

Emerging growth company ☐

新興成長企業の場合、登録者が取引所法第13条(a)に従い提供される新規または改訂された財務会計基準に準拠するための延長された移行期間を使用しないことを選択した場合は、チェックマークで示す。¨

Item 7.01 Regulation FD Disclosure

リージョンズ・ファイナンシャル・コーポレーション（以下「リージョンズ」または「当社」）の役員は、2023年11月から12月にかけて、さまざまな会合やイベントで機関投資家向けに当社の業務や業績などに関するプレゼンテーションを行います。

これらの様々な会合やイベントで使用される資料（「プレゼンテーション資料」）のコピーは、実質的に使用されることを意図した書式で、本報告書の別紙99.1として提供されています。別紙99.1は参照により本項目7.01に組み込まれます。当該プレゼンテーション資料はリージョンズのウェブサイト（www.regions.com）からも入手できます。

Form 8-Kの一般的説明B.2.に従い、本項目7.01に含まれ、参照により組み込まれる情報は提供されたものであり、1934年証券取引法改正法（以下「取引所法」）第18条に照らして提出されたものとはみなされず、また同条の法的義務の対象となるものでもなく、1933年証券取引法改正法または取引所法に基づくいかなる提出書類においても、当該提出書類において明示的に言及されている場合を除き、参照により組み込まれたものとはみなされません。

Item 9.01 財務諸表および添付資料

(d) 出展物


Exhibit Number						Description of Exhibit

99.1						リージョンズ・ファイナンシャル・コーポレーションが 2023 年 11 月から 12 月にかけて様々な会合で機関投資家に提供する予定のプレゼンテーション資料の写し。
104						cover page interactive data (inline xbrl 文書内に埋め込まれている)。

SIGNATURES

1934年証券取引法の要件に従い、登録者は本報告書に正式に権限を付与された署名者により、登録者を代表して署名させた。



REGIONS FINANCIAL CORPORATION

By:						/s/ Karin K. Allen
Name:						Karin K. Allen
Title:						エグゼクティブ・バイスプレジデント兼アシスタント・コントローラー（チーフ・アカウンティング・オフィサー兼オーソライズド・オフィサー)

Date: October 31, 2023

EX-99.1 2 a4q23investormeetingmate.htm EX-99.1 a4q23investormeetingmate

Investor Information November - December 2023 Exhibit 99.1

2 Table of contents Topic Page # Profile and Strategy 3-10 Asset / Liability Management 11-20 Fees & Expenses 21-27 Business Segment Highlights 28-32 Loans & Deposits 33-40 Capital, Debt & Liquidity 41-43 Technology & Continuous Improvement 44-48 Credit 49-60 Near-Term Expectations 61 Environmental, Social & Governance 62-63 Bolt-on Acquisitions 64 Appendix & Forward Looking Statements 65-80

3 Line of business coverage Alabama – 186 Georgia – 116 Iowa – 5 Mississippi – 99 South Carolina – 18 Arkansas – 57 Illinois – 41 Kentucky – 9 Missouri – 50 Tennessee – 198 Florida – 273 Indiana – 40 Louisiana – 82 North Carolina – 7 Texas – 90 Ranked 19th in the U.S. in total deposits(1) Branch locations by state(2) Our banking franchise Birmingham, Alabama (1) Source: S&P Capital IQ as of 6/30/2023; pro-forma for announced M&A transactions as of 10/26/2023. The green shaded states represent Regions' 15-state branch footprint. (2) Total branches as of 09/30/2023. First Sterling Ascentium Business Capital Capital Markets Commercial Banking Corporate Banking Equipment Finance Government/Institutional Institutional Services Private Wealth Real Estate Specialized Industries EnerBank

4 CCAR Loan Loss Rate Profile evolution Improved Credit Risk Profile Continuous Improvement Proactive Interest Rate Hedging Exited Non-Core Business Strategic M&A Top Quartile Profitability $24 $8 2008 2022 Investor CRE ($ in billions) 8.1% 6.9% 2012 2022 Customer Journeys Organization Simplification Revenue Growth Efficiency Improvements ~640 bps improvement in efficiency ratio 2017 to 2022 while improving Associate Engagement(1) • Hedge program introduced in 2017/2018 to protect NIM against falling interest rates ◦ Highly effective; cumulative NII contribution through 12/31/22 of ~$900M • New actions taken in 2022 and 2023 to protect NIM if rates decrease in the future 9.0% 24.1% 2015 RF ROATCE Indirect Auto 2012 2018 2019 2022 2022 Peers(2) (1) Gallup (2) Source: S&P Capital IQ; peers include CFG, CMA, FHN, FITB, HBAN, HWC, KEY, MTB, PNC, SNV, TFC, USB, ZION. Bottom Quartile Median Top Quartile 16.9% 19.3% 20.6% Sold $1.2B Unsecured Consumer Loan Portfolio 2023 Sold $300M of Consumer Exit Portfolio

5 Top market share plays a valuable role in the competitive landscape (1) Based on MSA and non-MSA counties using FDIC deposit data as of 6/30/2023; pro-forma for announced M&A transactions as of 10/26/2023. (2) Significant money center bank presence (JPM, BAC, C, WFC) defined as combined market share using 6/30/2023 FDIC deposit data of 20% or more. Markets with top 5 market share(1) MSAs Non-MSA counties • Ranked 19th in the U.S. in total deposits(1) • 86% of deposits in 7 states: Alabama, Tennessee, Florida, Louisiana, Mississippi, Georgia, Arkansas • Top 5 or better market share in ~70% of MSAs across 15-state footprint(1) • Greater than 2/3 of deposits in markets without a significant money center bank presence(2) • High growth markets benefiting from population and business growth: • Florida • Georgia • Texas • Tennessee

6 Strong in-market migration has converted legacy core markets into growth markets Serving Fast-Growing MSAs Deposits Market Rank(1) Nashville, Tennessee $10.0 3 Tampa, Florida $6.5 5 Atlanta, Georgia $5.8 7 Orlando, Florida $2.7 6 Knoxville, Tennessee $2.7 3 Huntsville, Alabama $2.7 1 Dallas/Ft Worth, Texas $2.1 21 Houston, Texas $2.1 16 Little Rock, AR $2.1 7 Chattanooga, TN $1.7 4 Indianapolis, Indiana $1.7 13 Pensacola, Florida $1.6 2 Daphne, AL $1.4 1 Destin, FL $1.3 1 Jacksonville, FL $1.1 8 National average: 2.1% '23-'28 Population Growth(1) 15 of Regions' top 25(1) MSAs are projected to grow faster than the U.S. national average (1) Source: S&P Capital IQ. Top 25 markets as defined by deposit dollars - FDIC 6/30/2023. Pro-forma for announced M&A transactions as of 10/26/2023. S&P's demographic data is provided by Claritas based primarily on U.S. Census data. (2) Source: U.S. Postal Service (for moves from January 2021 - December 2022). (3) Source: U.S. Bureau of Labor Statistics. 18 of top 25 U.S. markets with net migration inflows are within Regions' footprint(2) Regions' deposit weighted population growth by MSA for 2023-2028 is 2.9% vs. national average of 2.1%(1) Unemployment rates in 5 of our top 8 deposit states remain at or near all time lows(3)

7 Regions receives top honors Regions Bank recognized as a 2023 Top 10 Military Friendly Brand Regions Bank earned the Great Place to Work-Certified™ Company designation based on what current associates say about their experience working here Nine Years Strong: Regions Bank Again Named Gallup Exceptional Workplace Award Winner in 2023 Regions Bank named a Best Place to Work for LGBTQ+ Equality by Human Rights Campaign Foundation For the third consecutive year, Regions Bank was named a Best Place to Work for Disability Inclusion by the American Association for People with Disabilities and Disability Equality Index Regions Financial named one of America’s most JUST Companies for third consecutive year The SBA Office of International Trade selected Regions as a 2023 Export Lender of the Year

8 Third quarter 2023 overview Continue to generate consistent, sustainable long-term performance (1) Non-GAAP, see appendix for reconciliation. Key Performance Metrics 3Q23 Reported Net Income Available to Common Shareholders $465M Diluted Earnings Per Share $0.49 Total Revenue $1.9B Non-Interest Expense $1.1B Pre-Tax Pre-Provision Income(1) $764M Efficiency Ratio 58.5% Net-Charge Offs / Avg Loans 0.40% Highlights • One of the best ROATCE(1) in the peer group of 20.6% (14.6% ex. AOCI) • Continue to benefit from strong and diverse balance sheet with strong capital, robust liquidity, and prudent credit risk management • Proactive hedging strategies position us for success in any interest rate environment • Continued focus on disciplined capital allocation and risk- adjusted returns • Benefiting from strategic investments in LOBs

9 Regions' consistent outperformance Adjusted PPI(1) Less Adjusted Net Charge-offs(1) to RWA(2) Regions' earnings, including credit costs, have been top quartile for 12 straight quarters 2.16 2.33 2.29 2.33 2.44 2.23 2.19 2.54 2.68 2.76 2.72 2.43 2.09 1.73 1.74 1.86 1.97 1.91 1.78 1.63 1.89 2.28 2.23 2.04 1.83 1.51 RF Peer Median 3Q20 4Q20 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 3Q23 (1) Non-GAAP; see Appendix for reconciliation. The only period that includes adjusted charge-offs is 3Q22. (2) Source: S&P Capital IQ. Risk-weighted Assets (RWA) used in the analysis represents the simple average of 3Q23 and 2Q23 disclosed amounts (same process for prior quarters) some peers are estimated in the current quarter. Peers include CFG, CMA, FHN, FITB, HBAN, HWC, KEY, MTB, PNC, SNV, TFC, USB, ZION.

10 ROATCE: Industry leading performance 9.0% 9.7% 11.0% 17.6% 14.9% 9.2% 21.4% 24.1% 26.7% 23.8% 20.6% 12.0% 11.0% 12.0% 17.0% 14.7% 8.5% 16.5% 19.3% 20.2% 17.6% 16.8% RF Peer Median 2015 2016 2017 2018 2019 2020 2021 2022 1Q23 2Q23 3Q23 ROATCE Performance Trend vs. Peers(1) (1) Non-GAAP; see Appendix for reconciliation. Peers include CFG, CMA, FHN, FITB, HBAN, HWC, KEY, MTB, PNC, SNV, TFC, USB, ZION. The 2018 ROATCE for Regions was 15.6% excluding a $191M after-tax benefit from discontinued operations primarily related to a gain from the sale of Regions Insurance Group. Other historical periods were also impacted by discontinued operations but to an immaterial extent. RF's 3Q23, 2Q23, 1Q23, 2022 and 2021 ROATCE excluding AOCI (non-GAAP) was 14.58%, 18.14%, 19.85%, 19.61% and 22.85%, respectively. Rank: 1 Rank: 1 Rank: 2 Rank: 1 Rank: 3

11 4.52% 4.69% 4.15% 4.11% 4.07% 4.15% 4.53% 5.05% 5.68% 5.94% 5.91% 4.59% 4.79% 3.88% 3.61% 3.41% 3.64% 4.29% 5.10% 5.54% 5.81% 6.07% RF Peer Median 2018 2019 2020 2021 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 3Q23 Consistent NIM outperformance aided by hedged loan yield & deposit advantage (1) Source: S&P Capital IQ. Peers include CFG, CMA, FHN, FITB, HBAN, HWC, KEY, MTB, PNC, SNV, TFC, USB, ZION. Net Interest Margin vs. Peers(1) 3.48% 3.45% 3.21% 2.85% 2.85% 3.06% 3.53% 3.99% 4.22% 4.04% 3.73% 3.38% 3.31% 2.89% 2.72% 2.60% 2.89% 3.25% 3.52% 3.33% 3.10% 2.98% RF Peer Median 2018 2019 2020 2021 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 3Q23 Loan Yield vs. Peers(1) • Regions' naturally asset sensitive balance sheet mix and funding advantage consistently produces above peer median net interest margin • Under elevated rate environment, deposit cost stability leads to margin outperformance • Under lower rates, the hedging strategy protects the funding advantage, effectuated through a more stable loan yield 0.26% 0.47% 0.16% 0.05% 0.04% 0.06% 0.15% 0.34% 0.56% 0.83% 1.16% 0.49% 0.73% 0.22% 0.04% 0.03% 0.07% 0.25% 0.66% 1.12% 1.51% 1.91% RF Peer Median 2018 2019 2020 2021 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 3Q23 Deposit Costs vs. Peers(1)

12 • As Fed Funds nears a peak, NII and NIM will see declines from deposit cost normalization and forward starting swaps, offset by asset turnover at higher rates ◦ 4Q23 NII expected to decline ~5% vs 3Q23 ◦ 2023 NII expected to grow ~11% vs 2022; 2024 NII expected to stabilize over the first half of the year and grow over the back half of the year • Assumes ~40% cycle-to-date int-bearing deposit beta by year- end 2023 (1) Market rate impacts include contractual loan, cash and borrowings repricing; fixed asset turnover at higher market rates; securities premium amortization net discount accretion roughly flat vs 2Q at $19M. (2) Expectations assume flat 09/30/2023 rates: upper-end Fed Funds range ends 2023 at ~5.5%; remaining 2023 avg 10-year U.S. Treasury yield 4.59%. Market Rates(1) $1,381 $1,291 NII Attribution 3Q23 • NII -$90M, or -6.5% QoQ; NIM -31bps to 3.73% • Higher long-term rates increase new production fixed-rate asset yields and reduce securities premium amortization(1) • Higher short-term rates overcome by deposit balance and pricing normalization ◦ 3Q deposit cost = 1.16% ◦ 3Q interest-bearing deposit cost = 1.81% (34% cycle-to-date beta) • Beginning of active period on $6B of previously added, forward starting hedges reduces NII in the current rate environment; reduces NII volatility to future rate moves • Negative one-time, leveraged lease residual value adjustment in 3Q Drivers of NII and NIM 2Q23 -31bps -2bps -4bps+20bps -$108M -$8M +$6M+$69MNII NIM NII & margin performance Days / Other -$49M -14bps $1,274 $1,393 $1,304 3.53% 4.04% 3.73% 3Q22 2Q23 3Q23 Expectations for 4Q23 & Beyond(2) NII FTE NII and NIM ($ in millions) NIM Deposit Cost/Mix Lease Yield Adj. -$90M -31bps Hedges

13 Notes: – Magnitude of bars is not to scale; intended to show directional differences within and across quarters. – Other NII drivers not presented include market rate movements, loan growth, days, one-time adjustments, etc. NII Drivers 1. (-) Additional hedges becoming active: $3B hedge notional enters its active period in both 4Q23 and 1Q24; offset somewhat by increasing gains on previously unwound hedges 2. (-) Deposit remixing/repricing: $3-$5B of additional low-cost deposit runoff and higher deposit cost through mid-year 2024 in a higher market rate for longer environment 3. (+) Fixed rate asset turnover: $12-$14B of fixed rate loan and securities production/reinvestment expected in 2024 at ~2.50% above maturing yields Quarterly NII growth in 2024 will be driven by: 4Q23 1Q24 2Q24 3Q24 4Q24 Mid-2024 NII inflection; shift to quarterly growth NII growth expected by the middle of 2024 as the headwinds from deposits and hedges are overwhelmed by the continued repricing of assets in the higher rate environment. Fixed Rate Asset Yields Hedges Deposits

14 Floating 54%Fixed 46% Deposits 82% Borrowings 4% Other 3% Equity 11% • Balance sheet position naturally benefits from higher interest rates (i.e. asset sensitive), supported by ◦ Large floating rate loan and cash mix ◦ Large, stable deposit base as evidenced over multiple rate cycles • Fixed-rate securities and receive-fixed hedges necessary to insulate the natural interest rate sensitivity in the balance sheet ◦ Unrealized losses from securities and hedges more than offset by higher value of deposits in higher rate environment IB 54%NIB 35% Time 11% Loans 64% Securities 18% Cash 5% Other 13% Floating 39%Fixed (ex Hedges) 46% Fixed Hedges 15% $126B Loans(2)(3) $99B Balance sheet profile (as of September 30, 2023) Portfolio Compositions $154B Assets(1) Liabilities & Equity $154B Wholesale Borrowings(2) $6B Deposits (1) Securities includes AFS, the unrealized AFS loss, and HTM securities; cash represents interest-bearing deposits held with the Federal Reserve. (2) Including spot starting balance sheet hedges as of 9/30/23; forward starting derivatives excluded. Forward starting derivatives will fully phase in during 1Q24, expecting to move fixed rate loan mix from 61% to between 65% and 70%. (3) ARM mortgage loans are included as floating rate loans.

15 Cash / Earning Assets Bo rr ow in gs / E ar ni ng A ss et s Cash vs Borrowings 0% 5% 10% 15% 20% —% 5% 10% 15% 20% Balance sheet positioning advantage Strong deposit franchise and funding position provide an opportunity for flexibility and outperformance in a monetary tightening environment (1) RF's calc utilizes cash at the Fed and excludes unrealized gain/loss on AFS securities from earning assets. **All balances are ending as of 9/30/23; Source: SEC reporting; Peers include CFG, CMA, FHN, FITB, HBAN, HWC, KEY, MTB, PNC, SNV, TFC, USB, and ZION. Loan-to-Deposit Ratio 92% 87% 84% 81% 81% 80% 80% 79% 79% 78% 75% 75% 72% 72% Pe er 1 Pe er 2 Pe er 3 Pe er 4 Pe er 5 Pe er 6 Pe er 7 Pe er 8 Pe er 9 RF Pe er 1 0 Pe er 1 1 Pe er 1 2 Pe er 1 3 Non-interest Bearing to Total Deposits Ratio 45% 38% 35% 35% 33% 29% 27% 26% 26% 25% 22% 22% 21% 19% Pe er 1 Pe er 2 Pe er 3 RF Pe er 4 Pe er 5 Pe er 6 Pe er 7 Pe er 8 Pe er 9 Pe er 1 0 Pe er 1 1 Pe er 1 2 Pe er 1 3 Peer Median:80% Peer Median:26% Total Liability Cost (bps) 254 250 247 238 229 227 223 219 218 216 206 191 182 138 Pe er 1 Pe er 2 Pe er 3 Pe er 4 Pe er 5 Pe er 6 Pe er 7 Pe er 8 Pe er 9 Pe er 1 0 Pe er 1 1 Pe er 1 2 Pe er 1 3 RF Peer Median:223bps (1) Ample cash supported by low borrowing utilization RF

16 RF IB Deposit Cost ('15-'19) Peer Median ('15-'19) RF IB Deposit Cost (Current) Peer Median (Current) —% 0. 50 % 1. 00 % 1. 50 % 2. 00 % 2. 50 % 3. 00 % 3. 50 % 4. 00 % 4. 50 % 5. 00 % 5. 50 % —% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% 2.50% 5.43% 0.82% 1.81% 1.03% 2.60% Fed Funds RF IB Deposit Cost Peer Median 3Q 15 1Q 16 3Q 16 1Q 17 3Q 17 1Q 18 3Q 18 1Q 19 3Q 19 1Q 20 3Q 20 1Q 21 3Q 21 1Q 22 3Q 22 1Q 23 3Q 23 —% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 59% 35% 49% 55% 29% 34% Peer Median RF '04-'07 Cycle '15-'19 Cycle Current Cycle 0% 25% 50% 75% (1) Peers include CFG, CMA, FHN, FITB, HBAN, HWC, KEY, MTB, PNC, SNV, TFC, USB, ZION. (2) Current cycle 4Q21 through 3Q23 Regions' deposit advantage Deposit Pricing Outperformance Expected to Persist Interest-bearing Deposit Costs(1) Full Cycle Interest-bearing Deposit Betas(2) Interest-bearing Deposit Costs by Fed Funds Level(1) During the prior cycle, betas would have continued higher if: – Fed hiked further – Rates remained near peak longer IB D ep os it Y ie ld Fed Funds Level • Regions' deposit composition has led to repricing (betas) among the lowest in the peer group through multiple rising rate cycles • Project betas to reach ~40% by year-end 2023, and to drift higher over the first half of 2024 given: ◦ Market rates remaining near their peak for longer than previously anticipated ◦ Continued remixing out of lower cost deposits into higher cost funding sources • Though pricing pressures are expected to continue, Regions still anticipates outperforming the peer beta through the cycle

17 Conservative Interest Rate and Liquidity Risk Management • Since early in the pandemic, Regions employed various analytical tools to better understand the unprecedented influx of deposits • Considering the significant uncertainty arising from the ‘surge,’ Regions chose to maintain a conservative elevated cash balance, foregoing potential earnings enhancement • Largely, the predictions espoused by Regions proved accurate and have contributed to our favorable balance sheet positioning today • In turn, decisions to retain surge deposits in cash, rather than deploying into securities has benefited Regions’ liquidity and interest rate risk positions in today’s environment % of Deposit Increases Invested in Securities(1) Deposit Balance Guidance Realized FY22 -$5B to-$10B -$7.3B 1H23 -$3B to -$5B -$4.8B (1) Balances represent quarter end; securities include the unrealized gain/loss on AFS securities; starting point 4Q19 and peak increases for different balance sheet items/banks occur in different quarters . Peers include CFG, CMA, FHN, FITB, HBAN, HWC, KEY, MTB, PNC, SNV, TFC, USB, ZION. Post-Pandemic Balance Sheet Flows(1) —% 1% 1% 3% 4% 4% 4% 4% 5% 6% 6% 7% 9% 13% 9% 7% 9% 8% 13% 8% 6% 6% 7% 7% 5% 9% 8% 8% Max Chg in Securities/Assets Max Chg in Deposits/Assets RF Pe er 1 Pe er 2 Pe er 3 Pe er 4 Pe er 5 Pe er 6 Pe er 7 Pe er 8 Pe er 9 Pe er 10 Pe er 11 Pe er 12 Pe er 13

18 Sensitivity to Long-Term Rates • ~$12-$14B annual fixed rate loan production and securities reinvestment; mostly exposed to middle tenor rates • Reduced premium amortization from lower prepay speeds and lower purchase prices on monthly reinvestment Balance sheet positioning Sensitivity to Short-Term Rates • ~55% floating rate loans excl. hedges; forward-starting hedge protection increases until 1Q24 • Large, stable deposit funding base and historically low betas Net Interest Income Sensitivity Drivers Forward starting hedges and deposit re-mixing have added protection to falling rates since year-end 2022 (1) Parallel instantaneous shocks represent differences in NII over the next 12 months using the forward yield curve & base corporate forecast balance sheet (2) Rising rate shock results include the impact of a deposit balance mix shift from non-interest bearing balances into interest-bearing (time deposits) over the 12 month measurement horizon; mix shift is incremental to remixing already anticipated in the base case Well-protected margin in the mid-3%s Deposit Behavior Assumption Sensitivities +100bps scenario(1) Balance Sheet Positioning • Mostly neutral and balanced asset/liability management position ◦ Asset duration = 2.6 years; liability duration = 2.6 years, using historically-informed approximations • Asset sensitivity has declined later in the rate cycle by design through forward-starting hedges and deposit mix shift/re-pricing • Well protected NIM profile in the mid-3%s under any rate environment 12 month NII change from Forwards (Base) Parallel, Instantaneous Rate Shocks(1) +$121M +$10M -$61M -$222M Fwds (Base) 12/31/22 9/30/2312 months beg. +100bps -100bps +$57M +100bps ex-NIB mix shift(2) +$205M Neutral position with remixing buffer in model Standard Assumption Assumption Shock Impact Forwards (base) beta: 40% cumulative in 4Q23; Incremental up rate beta: ~45% +/- 5% beta -/+$40M Stable/modest deposit balance outflows +/-$1B in bals -/+$22M Forwards (base) deposit mix shift(2): low-30% NIB/total deposits; incremental up rate shift: $1.5B from NIB to CDs +/-$1B mix shift -/+$28M

19 1 2 3 4 5 6 7 Program Overview • Legacy Hedging Program: Performed as designed, limiting NII & NIM downside during a low-rate environment • 2021: Completed hedge repositioning to purposely open rate exposure prior to rates rising • 2022-23: Added meaningful future protection at rate levels supportive of longer-term margin goals Cash Flow Hedge Notional(1) (1) Floating rate leg of swaps vs overnight SOFR. (2) Collars use short interest rate caps to pay for long interest rate floors; weighted avg. floor of 1.86%, weighted avg. cap of 6.22%. (3) $200M in 3yr pay fixed, spot starting, fair value hedges versus overnight SOFR were executed across Q3 through 10/31/23. Hedging strategy update (Quarterly Avg) 1 2 3 4 5 6 3.07% 2.86% 2.92% 2.94% 2.94% 2.99% 2023 2024 2025 2026 2027 2028 $13.0B $20.4B $19.0B $15.5B $10.7B $4.9B - - - +$1.1B +$1.5B +$1.5B $13.0B $20.4B $19.0B $16.7B $12.2B $6.4B (Annual Avg) Current Focus • Continue to look for opportunities to add protection in outer years at attractive levels ◦ Added $1.5B in forward-starting (Apr '26), 3-year receive-fixed swaps (3.46%) ◦ Added $500M of forward-starting (Jan '25), 4-year costless collars • Added small amount of fair value, pay fixed swaps(3) to hedge near-term portion of securities reinvestment and associated AOCI as of 9/30/2023 3Q23 4Q23 1Q24 2Q24 3Q24 4Q24 1Q25 Swap Notional - 2Q23 $14.9B $18.0B $21.0B $21.1B $20.1B $19.5B $19.6B 3Q23 Swap Changes - - - - - - - Swap Notional - 3Q23 $14.9B $18.0B $21.0B $21.1B $20.1B $19.5B $19.6B Swaps Swap Receive Rate(1) 3.00% 2.89% 2.89% 2.83% 2.85% 2.85% Balance Sheet Positioning • Mostly "neutral" interest rate risk position for 2024-25 • Constructed well-protected margin in the mid-3%s • Monitoring deposit performance and its effect on interest rate sensitivity $1.0B $2.0B $2.0B $2.0B $1.0BCollar Notional(2) $0.5B $0.5B $1.5B $1.5B $2.0B Collars

20 • Portfolio constructed to protect against changes in market rates ◦ Duration is fully extended at ~4.5 years as of 9/30/2023; provides offset to long-duration deposit book ◦ ~36% of securities in the portfolio are bullet-like (CMBS, corporate bonds, agency bullets, and USTs) ◦ MBS mix concentrated in less sensitive prepayment collateral types: lower loan balances, seasoning, and state-specific geographic concentrations • 96% US Government or Agency guaranteed ◦ $1.0B high quality, investment grade corporate bond portfolio is short-dated (2.1 year duration) and well diversified across sectors and issuers ◦ The Agency CMBS portfolio is guaranteed by government agencies and is collateralized by mortgage loans on multifamily properties • 97% classified as Available-for-Sale • In Q3, reinvestment was accretive to portfolio yield by ~3.25% vs paydowns/maturities • Pre-Tax unrealized losses on AFS Securities expected to decline ~21% by year end 2024 and ~36% by year end 2025(2) Agency/UST 8% Agency MBS 60%Agency CMBS 28% Non-Agency CMBS —% Corporate Bonds 4% Securities portfolio provides downside rate protection / liquidity Securities portfolio composition(1)(3) $27.0B (1) Includes AFS securities, the $4.1B unrealized AFS loss, and $772M HTM securities as of 9/30/2023 (excludes $69.3M unrealized HTM loss) (2) $ in Billions. Estimated, using market forwards and portfolio as of 9/30/2023 (3) $200M in 3yr pay fixed, spot starting, fair value hedges versus overnight SOFR were executed across Q3 through 10/6/2023 Pre-Tax AFS Unrealized Losses(2) % Represents Cumulative Decline 09/30/23 YE 2023 YE 2024 YE 2025 $(6) $(4) $(2) $— -6% -21% -36%

21 Adj. Non-Interest Income $606 $576 $567 3Q22 2Q23 3Q23 Change vs ($ in millions) 3Q23 2Q23 3Q22 Service charges $142 (6.6)% (9.0)% Card and ATM fees 126 (3.1)% —% Capital markets (Ex CVA/DVA) 67 (13.0)% (6.9)% Capital markets - CVA/DVA (3) 66.7% (114.3)% Wealth management income 112 1.8% 3.7% Mortgage income 28 7.7% (24.3)% Non-interest income (1) Non-GAAP; see appendix for reconciliation. • Expect full-year 2023 adjusted total revenue to be up 5-6% compared to 2022 QoQ outlook Total revenue outlook • NIR decreased 2% on a reported and adjusted(1) basis as modest increase in mortgage and wealth management income was offset by declines primarily in service charges and capital markets • Mortgage benefited from $6.2B UPB MSR bulk purchase in early 3Q; Expect FY23 service charges of ~$590M (24-hr grace fully included in 3Q); Treasury Mgmt. revenue on track to produce another record year • Total capital markets income decreased $4M; ex. CVA/DVA decreased 13% sequentially, as increases in M&A fees were offset by declines in most other categories ◦ ($3)M CVA/DVA adjustment; $6M improvement vs. 2Q Expect 4Q23 capital markets revenue in $60-$80M range ex. CVA/DVA • RF annual debit interchange revenue subject to new NPR is ~$310M Non-Interest Income $605 $576 $566 3Q22 2Q23 3Q23 ($ in millions) ($ in millions) (1)

22 Consumer 47% Wealth Management 20% Corporate 33% 3Q23 fee revenue by segment(1) Diversified non-interest income ($ in millions) • Consumer fee income categories include service charges on deposit accounts, card and ATM fees, and mortgage income generated through origination and servicing of residential mortgages Consumer Wealth Management • Wealth Management offers individuals, businesses, governmental institutions and non-profit entities a wide range of solutions to help protect, grow and transfer wealth • Fee offerings include trust and investment management, asset management, retirement and savings solutions and estate planning Corporate • Corporate fee income categories include capital markets and treasury management activities • Capital markets activities include capital raising, advisory and M&A services and mitigating risk with rate, commodity and foreign exchange products • Treasury management activities focus on delivering traditional cash management services, commercial card, and global trade products to client $566M (1) Pie %'s exclude the non-interest income from the Other Segment totaling $16 million.

23 Capital Markets Growing products and services that our clients value Our associates delivered results • 2022 vs. 2021 growth was driven by improvements in CVA/DVA, Real Estate loan syndications, and interest rate & commodity derivatives products • Capital Markets Income (ex. CVA/DVA) $68M in 3Q; expected in the $60M-$80M range in 4Q • Sabal 3Q23 volumes up 48% vs 3Q22 • Clearsight 2023 YTD revenue up 36% vs. 2022 YTD Capital markets is an umbrella over capital raising, risk management, and advisory services Capital Markets Product Solutions Real Estate • Multifamily loan origination & distribution ◦ Fannie Mae ◦ Freddie Mac ◦ HUD • All property types loan origination & distribution ◦ CMBS • Real Estate loan syndications • Low income housing tax credit distribution Financial Risk Management • Interest Rate Derivatives • Commodity Derivatives • Foreign Exchange Debt & Capital • Loan syndication • Sponsor coverage • Loan sales & trading • Public and private capital raising Structured Products • Asset backed loan warehousing & fixed income underwriting • Private equity subscription lines Client Coverage Areas • Corporate Banking • Commercial Banking • Commercial Real Estate • Specialized Industries • Wealth Management Capital Markets Annual Revenue(1)(2) Mergers & Acquisitions • M&A Advisory Services (1) Prior to 2018, Capital Markets Fee income was labeled as "Capital Markets Fee Income and Other". (2) Decline in 2019 revenue was due to market conditions impacting M&A, Derivatives and CVA/DVA. $73 $104 $152 $161 $202 $178 $275 $331 $339 $174 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 YTD

24 Treasury Management Enabling our clients to optimize cash flow and manage risk with a comprehensive & competitive suite of Treasury Management solutions +9% Treasury Management Revenue(1) +8% Portfolio of Treasury Management Clients(2) +8% Digital, Payment & Integrated Services Revenue(3) +18% Global Trade Services Dollar Volume(4) • Delivering capabilities in line with our "Build/Partner/Invest" strategy • Expanding client access via enhanced digital solutions and expanded self-service capabilities • Providing additional online and mobile functionality • Launching new cash flow management tools and leveraging APIs, including new secure connectivity tools for companies’ enterprise systems • Enhancing fraud mitigation resources • Simplifying business travel management with new Commercial Pay solution • Adding Treasury Management sales talent in core & expansion markets as well as product & support functions • Expanding support for subsidiaries of international corporations operating in the U.S. by launching the International Subsidiaries Banking group Steadily Growing our Treasury Management Business Earning Recognition for Excellence in Global Trade Finance Continually Investing in Technology & Talent • Export Working Capital Lender of the Year (2022 & 2019) • #1 SBA Export Lender for 4 Consecutive Years • Export Working Capital Preferred Lender • 2022 Deal of the Year • Lender of the Year (2021) • Highest Delegated Lender Authority • EX-IM Medium Term Note Financing (1) YTD Treasury Management Revenue Growth, September '22 to September '23. (2) YoY Client Growth, August ‘22 to August ‘23. (3) YoY Digital, Payments & Integrated Revenue, August '22 to August '23 (4) YoY Trade Services Dollar Volume Growth, September ‘22 to September‘23.

25 Regions has made significant changes and upgrades while continuing to provide clients with resources needed to succeed in managing their finances. Details of Regions' Announcements(3): 1Q22-Eliminate overdraft protection transfer fees 2Q22-Reduce daily cap for overdraft occurrences to 3 2Q22-Eliminate all NSF fees 3Q22-Early access to direct deposit 3Q22-Small dollar LOC available for qualifying customers 2Q23-Implemented 24hr Grace period for OD fees Deposit account policy changes Providing customers capabilities to be more financially sound Updated NSF/OD Policies $2,109 $2,379 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 Adjusted Non-Interest Income(1)(2) • Overdraft fees have declined over $175M since 2011 while total adjusted NIR increased ~$270M over that same time period by growing & diversifying revenue through expanded fee-based services including: ◦ Mortgage ◦ Capital markets ◦ Wealth management ◦ Card & ATM • The enactment of Regulation E and debit interchange legislation had a combined $300M negative impact on Regions' fee income • Track record of consistent non-interest income growth Regions is committed to making banking easier for our customers. • Bank On certified Now Checking account • Simplified transaction posting order • Reduced fees • Customer education tools • Expansion of alert capabilities • Enhanced available balance views in digital channels • Intraday visibility of checks cleared Enhancements Product Features (1) Non-GAAP; see appendix for reconciliation. (2) 2011-2013 adj. NIR was not restated to exclude Regions Insurance revenue, which was moved to discontinued operations after 2018 divestiture. (3) For specific account details and eligibility requirements see "Regions Bank Announces New Steps to Reduce Overdraft Charges, Eliminate Non-Sufficient Funds Fees" press release dated January 19, 2022, and "Regions Bank Gives Customers More Time To Avoid Overdrafts" press release dated June 15, 2023. . ($ in millions)

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65 APPENDIX

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会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をすべてご覧になるには株探プレミアムの登録が必要です。初めての方には「30日間の無料体験」実施中！会社開示情報をす

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