Barclays Global Financial Services

Conference 2017

Greg D. Carmichael

President & Chief Executive Officer

September 13, 2017

Exhibit 99.1

Cautionary statement This presentation contains statements that we believe are “forward-looking statements” within the meaning of Section 27A of the Securities Act of 1933, as amended, and Rule 175 promulgated thereunder, and Section 21E of the Securities Exchange Act of 1934, as amended, and Rule 3b-6 promulgated thereunder. These statements relate to our financial condition, results of operations, plans, objectives, future performance or business. They usually can be identified by the use of forward-looking language such as “will likely result,” “may,” “are expected to,” “anticipates,” “potential,” “estimate,” “forecast,” “projected,” “intends to,” or may include other similar words or phrases such as “believes,” “plans,” “trend,” “objective,” “continue,” “remain,” or similar expressions, or future or conditional verbs such as “will,” “would,” “should,” “could,” “might,” “can,” or similar verbs. You should not place undue reliance on these statements, as they are subject to risks and uncertainties, including but not limited to the risk factors set forth in our most recent Annual Report on Form 10-K as updated from time to time by our Quarterly Reports on Form 10-Q. When considering these forward-looking statements, you should keep in mind these risks and uncertainties, as well as any cautionary statements we may make. Moreover, you should treat these statements as speaking only as of the date they are made and based only on information then actually known to us. There is a risk that additional information may become known during the company’s quarterly closing process or as a result of subsequent events that could affect the accuracy of the statements and financial information contained herein. There are a number of important factors that could cause future results to differ materially from historical performance and these forward-looking statements. Factors that might cause such a difference include, but are not limited to: (1) general economic or real estate market conditions, either nationally or in the states in which Fifth Third, one or more acquired entities and/or the combined company do business, weaken or are less favorable than expected; (2) deteriorating credit quality; (3) political developments, wars or other hostilities may disrupt or increase volatility in securities markets or other economic conditions; (4) changes in the interest rate environment reduce interest margins; (5) prepayment speeds, loan origination and sale volumes, charge-offs and loan loss provisions; (6) Fifth Third’s ability to maintain required capital levels and adequate sources of funding and liquidity; (7) maintaining capital requirements and adequate sources of funding and liquidity may limit Fifth Third’s operations and potential growth; (8) changes and trends in capital markets; (9) problems encountered by larger or similar financial institutions may adversely affect the banking industry and/or Fifth Third; (10) competitive pressures among depository institutions increase significantly; (11) changes in customer preferences or information technology systems; (12) effects of critical accounting policies and judgments; (13) changes in accounting policies or procedures as may be required by the Financial Accounting Standards Board (FASB) or other regulatory agencies; (14) legislative or regulatory changes or actions, or significant litigation, adversely affect Fifth Third, one or more acquired entities and/or the combined company or the businesses in which Fifth Third, one or more acquired entities and/or the combined company are engaged, including the Dodd-Frank Wall Street Reform and Consumer Protection Act; (15) ability to maintain favorable ratings from rating agencies; (16) failure of models or risk management systems or controls; (17) fluctuation of Fifth Third’s stock price; (18) ability to attract and retain key personnel; (19) ability to receive dividends from its subsidiaries; (20) potentially dilutive effect of future acquisitions on current shareholders’ ownership of Fifth Third; (21) declines in the value of Fifth Third’s goodwill or other intangible assets; (22) effects of accounting or financial results of one or more acquired entities; (23) difficulties from Fifth Third’s investment in, relationship with, and nature of the operations of Vantiv Holding, LLC; (24) loss of income from any sale or potential sale of businesses (25) difficulties in separating the operations of any branches or other assets divested; (26) losses or adverse impacts on the carrying values of branches and long-lived assets in connection with their sales or anticipated sales; (27) inability to achieve expected benefits from branch consolidations and planned sales within desired timeframes, if at all; (28) ability to secure confidential information and deliver products and services through the use of computer systems and telecommunications networks; and (29) the negotiation and (if any) implementation by Vantiv, Inc. and/or Worldpay Group plc of the potential acquisition of Worldpay Group plc by Vantiv, Inc. and such other actions as Vantiv, Inc. and Worldpay Group plc may take in furtherance thereof; and (30) the impact of reputational risk created by these developments on such matters as business generation and retention, funding and liquidity. You should refer to our periodic and current reports filed with the Securities and Exchange Commission, or “SEC,” for further information on other factors, which could cause actual results to be significantly different from those expressed or implied by these forward-looking statements. In this presentation, we may sometimes provide non-GAAP financial information. Please note that although non-GAAP financial measures provide useful insight to analysts, investors and regulators, they should not be considered in isolation or relied upon as a substitute for analysis using GAAP measures. We provide GAAP reconciliations for non-GAAP measures in a later slide in this presentation as well as in our earnings release, both of which are available in the investor relations section of our website, www.53.com.

$141B Total Assets (#13)2 $92B Total Loans 62% Commercial 38% Consumer $100B Core Deposits $34B AUM 115% Modified LCR CET1: 10.6% Over 45,000 fee-free ATMs 12Q17 earnings release, average balances for assets, loans and core deposits; 2SNL Financial as of 2Q17; EOP loans including loans HFS 3EY 2016 Cash Management Services Surveys, 4Oliver Wyman 2016 Survey of Consumers, 5The 2016 Monitor Daily – The 100 Largest Equipment Finance/Leasing companies in the U.S.; Banks only included in ranking, 6Ponemon Institute 12th annual Privacy Trust Study for Retail Banking, 72017 study from a widely used survey institution, 8University of Michigan American Customer Satisfaction (ASCI) Index as of 2016, and 9Mitek 2016 Mobile Deposits Benchmark Report Well-positioned franchise and focused footprint In footprint markets National commercial hub cities 2Q17 Bancorp Overview1 #10 Equipment Finance5 Treasury Management3 #7 #10 Commercial & Industrial Lending2 #9 Retail Bank4 Franchise Rankings #2 - Most Trusted Companies for Retail Banking6 #3 - Banking Industry Customer Satisfaction Rating8 #3 – Retail Banking Customer Satisfaction Survery7 #4 - Mobile Deposit Customer Experience Rankings9

The broader landscape remains uncertain Many key macroeconomic indicators remain largely positive Lowered inflation expectations are dampening the possibility of future rate hikes The political atmosphere continues to be a significant contributor to the overall uncertainty, which has resulted in lowered loan growth across the industry Some hope for meaningful corporate tax reform Elevated geopolitical conflicts Small business optimism remains at pre-crisis highs… …but this has not translated into robust industry loan growth… 1 2 .. and inflation expectations remain subdued 1 1 1 1Source: Bloomberg data as of 9/6/2017 2H8 loan data as of 9/6/2017 tempered rate hike expectations forecast

Managing for long term outperformance Balance sheet actions reflect commitment to through-the-cycle performance Balanced capital management; industry leading capital return while still maintaining strong capital ratios Prudent management of interest rate risk in recognition of uncertain environment Relationship-driven balance sheet growth Focus on client selection to grow profitability as well as to manage risk Strong capital ratios while still deploying capital to shareholders 1Subject to board approval, regulatory requirements and earnings available to shareholders 2SNL Financial and company filings as of 2Q17 Substantial dividend and buyback capacity1 2 2 Criticized asset ratio currently at 12 year low and has improved 145 bps year over year Currently above peer median Was lowest among peers in 3Q15 Commitment to strong through-the-cycle performance Total CCAR 2017 payout capacity well above 100% and among the highest in peer group 13.5% CAGR

Expect to generate positive operating leverage in 2017 Continue to focus on maintaining expense discipline in this environment Focusing on sustainable revenue growth by emphasizing profitable long-term relationships over near-term financial benefits Core ROA exceeds peer median and has improved more than peers; ROTCE also improving in-line with expectations Plan to achieve long-term North Star profitability targets regardless of the interest rate environment Improving returns and lowering volatility NorthStar strategies implemented or initiated in 2017 Core ROTCE1 near peer median excluding pension & unrealized AFS securities gains/losses Brand re-launch Branch digitization New mortgage loan origination system New personal lending product launch Insurance brokerage buildout Expanded direct marketing campaigns MSR acquisitions WAM Automated Investment Platform Core ROTCE LTM ending 2Q17 Core ROTCE, ex. pension & unrealized AFS securities gains/losses LTM ending 2Q17 1Non-GAAP measures: See Reg G reconciliation on pages 23-25 of this presentation and use of non-GAAP measures on page 32 of the 2Q17 earnings release

North Star plans Middle Market, Vertical & Specialty Lending Capital Markets Wholesale Payments Personal Lending Mortgage Credit Card Consumer Households Insurance Wealth & Asset Management Commercial Consumer 2019 4Q annualized Example Projects: Middle Market expansion Asset-based lending New verticals FICC client platform upgrade Sponsor coverage expansion ECM/DCM expansion Acquisitions Organic growth Commercial card expansion Expanded capabilities New client portal Technology enhancements Direct personal unsecured offerings GreenSky partnership Efficiencies with mortgage loan origination system Market share capture Servicing portfolio growth $3 $27 $64 ($4) $31 $56 - ($3) $5 ($5) - $22 $14 $48 $74 ($6) $19 $42 ($2) ($7) $10 ($7) $3 $15 ($6) ($6) $11 ($13) $112 $299 Table above excludes expected pre-tax benefits from baseline and expense initiatives Analytical enhancements New product expansion Direct marketing Focus on reduced attrition Product add-ons with Millennial appeal Salesforce growth Acquisitions Robo investment platform 2018 4Q annualized 2017 4Q annualized ($s in millions, pre-tax)

Improving the efficiency of the Commercial lending processes Initiative overview Objective: To become the premier middle market bank lender. Focusing on streamlining processes to enhance customer experience and improve employee productivity by: Reducing cycle times (by over 25%) Increasing scalability of credit channel Enhancing the closing and onboarding process Increasing time allocated to prospecting Firmwide implementation expected to be complete by 2H 2018 Progress update Process enhancements have be rolled out to two markets, with all markets expected to begin using new process by Q1 2018 New roles created, including a dedicated resource for deal closing and post closing New client focused onboarding New approach to prospecting to increase sales opportunities Shift of administrative activities Client and employee feedback Client and employee feedback has been very positive, which has already started translating into improved outcomes for the bank “I’ve never had as much time as I have now to go on prospect calls due to the new support structure” – PM “Employees are collaborating and communicating at a new level” “Due to [the team] working together to immediately underwrite an limit increase, I didn’t have to cancel any of my prospecting calls”

Enhancing capital markets capabilities Focused on new financial risk management capabilities Enhanced electronic delivery Proactive client analytics Digital client and relationship manager experience Optimizing clients’ credit and liquidity Scalable and flexible operations and technology Industry challenges Market Industry Competition Client Low market volatility Increased regulation Increased use of multi-dealer platforms New competitors Large bank digital investments Easy digital access, 24/7 Continued need for advice 2020 target client mix 50% annualized growth target Increase commodities, maintain FX mix FICC Client Platform Upgrade 2020 target product mix

Focused on return optimization to profitably grow the consumer portfolio Objective: To profitably grow the consumer loan portfolio within targeted risk/return profile Major components of the initiative include: Consumer Credit Optimization Credit Card Home Equity Auto GreenSky Partnership Targeting to achieve a better balance between Commercial and Consumer while achieving attractive returns Firmwide implementation expected to be complete by Q2 2018 Progress update Expanding organizational capabilities (people, processes, and technology) to accelerate growth Profitability analyzed under stressed loss assumptions Personal lending balances targeted to reach $2 billion with improved profitability through utilization of existing merchant relationships Credit optimization overview Full organizational alignment to grow the consumer portfolio within existing risk appetite Developed significant upgrades to the underwriting scorecard system to facilitate higher pull-through rates Early results are positive Home equity returns on capital more than doubled over the last 6 months while originations are up YTD Risk-adjusted spread projections Initiative overview Forecast projections Actual through 2Q17 Projected NII less NCOs as a percentage of average balances – Credit Card / Home Equity / Auto Expect ~30bps improvement by 2019

Executed a sale of Vantiv shares in August 2017 resulting in after-tax gain of ~$650MM, retiring ~25MM FITB common shares (~3.4% of outstanding1) Sale triggered ~$650MM2 in additional future gross Tax Receivable Agreement (“TRA”) cash flows to be recognized over next 15+ years (see appendix) Expect to record a ~$365MM3 pre-tax step-up gain upon close of WorldPay acquisition Current Vantiv ownership of 8.6% (15.25MM shares) Current market value of $1.08BN4 (unrealized pre-tax gain of ~$865MM, or ~$500MM after step-up gain) Additional potential gross TRA cash flows of ~$575MM5 after sale of remaining interest Equity method earnings will decline approximately in proportion to the decline in ownership percentage Vantiv update 1As of June 30, 2017 2Based on the analysis performed by Vantiv, Inc. disclosed in its Form 8-K filed with the SEC on 8/8/2017. Assumes a 35% federal tax rate, and that Vantiv will have sufficient U.S. taxable income to utilize TRA related deductions. 3Based on a $70.69 VNTV closing price as of 8/31/2017 and based on the expectation that Vantiv/WorldPay deal closes; step-up gain is based on Fifth Third’s estimate of the equity method impact from the pro forma ownership percentage dilution and excludes any impact from future earnings or dividends prior to the Vantiv/WorldPay deal closing. 415.25MM shares * $70.69 VNTV closing price as of 8/31/2017. 5Based on a $70.69 VNTV closing price as of 8/31/2017 and a 35% federal tax rate. Assumes Vantiv will have sufficient U.S. taxable income to utilize TRA related deductions, and assumes the remaining units in Vantiv are exchanged in September 2017 at $70.69 per unit. FITB ownership percentage in Vantiv Cumulative Vantiv gains recognized (includes equity sales, warrant termination, & TRA settlements) 49% 8.6% ($s in millions) 4.9% Over $5 billion in cumulative pre-tax gains recognized since joint venture

Targeting growth in strategic areas within risk appetite Committed to higher profitability and attractive returns relative to peer group Building a more resilient bank to outperform through the cycle In summary Will create additional shareholder value Profitability Growth Stability

Appendix

Vantiv TRA details Estimated GAAP income recognition – existing TRA2 (within noninterest income) ($s in millions; pre-tax) Estimated TRA cash flows – existing TRA2 ($s in millions; pre-tax) 25% (hypothetical post-tax reform) ~$820MM 4 1 Existing unrecognized gross TRA beginning 1/1/2018. 2 Existing TRA assumes a 35% federal tax rate, and that Vantiv will have sufficient U.S. taxable income to utilize TRA related deductions. 3Upon the exercise of certain call options by Vantiv, Inc. or certain put options by the Bancorp; Projections assume put/call options are exercised every quarter. CCAR 2017 Subject to future CCAR submissions $38 $37 $20 Assumes Vantiv will have sufficient U.S. taxable income to utilize the TRA related deductions Potential gross TRA assumes the remaining units in Vantiv are exchanged in September 2017 at $70.69 per unit 35% U.S. Federal Corporate Tax Rate Sensitivity ~$575MM ~$1.395BN ~$545MM ~$380MM ~$925MM Existing unrecognized TRA1,2 pre-tax Potential TRA pre-tax Total TRA pre-tax (includes ~$170MM prior to Aug 2017 share sale + ~$650MM recently triggered) $37 $20 Key Assumptions top U.S. federal tax rate on 1/1/2018 (assuming no other tax law changes) Recent sale of Vantiv shares resulted in additional future Tax Receivable Agreement cash flows of ~$650MM to Fifth Third over the next 15+ years Fifth Third received a “non-objection” from the Federal Reserve through 2Q18 for the ability to repurchase shares equal to the after-tax cash generated from TRA termination and settlement Gross TRA cash flows Total TRA after-tax3 ~$907MM ~$694MM

Net interest income up $18 million versus adjusted Q1 NII1, and up $37 million year-over-year NIM up 3 bps versus adjusted Q1 NIM1, and up 13 bps year-over-year Tightly-managed noninterest expenses; down 3% sequentially and down 3% year-over-year Solid credit performance CCAR non-objection, including substantial dividend and repurchase increases from previous cycle (~120% payout3) Executing on North Star plans Second quarter 2017 highlights 1Non-GAAP measure: See Reg G reconciliation on pages 22 and 23 of this presentation and use of non-GAAP measures on page 32 of the 2Q17 earnings release 2See page 4 of the 2Q17 earnings presentation for impact of certain items 3Based on consensus earnings estimates as of 7/20/2017 Diluted Earnings Per Share $0.45 Included $0.01 negative impact from a certain item2 Net Income to Common $344 million ROA 1.05% ROTCE1 10.7%

Pre-tax item included in 2Q17 results had a negative $0.01 EPS impact: A $9 million pre-tax (~$6 million after-tax)2 charge related to the valuation of the Visa total return swap Credit trends NCO ratio of 28 bps, down 12 bps sequentially and down 9 bps year-over-year Portfolio NPA ratio of 72 bps, down 7 bps sequentially and down 14 bps year-over-year Noninterest expense down 3% sequentially and down 3% year-over-year Second quarter 2017 in review 1Non-GAAP measure: See Reg G reconciliation on pages 22 and 23 of this presentation and use of non-GAAP measures on page 32 of the 2Q17 earnings release 2Assumes a 35% tax rate

PPNR and efficiency ratio trends1 1Non-GAAP measures: See Reg G reconciliation on pages 22 and 23 of this presentation and use of non-GAAP measures on page 32 of the 2Q17 earnings release 2Prior quarters include similar adjustments Adjusted PPNR up 17% vs. 1Q17 driven by: Diligent expense management NII growth, primarily from market rates $18MM LTI expense pulled forward to Q1 Lease remarketing impairment in Q1 Adjusted PPNR up 4% YoY driven by: Diligent expense management NII growth, primarily from market rates Partially offset by lower mortgage banking net revenue

Strong liquidity profile 1 Available and contingent borrowing capacity (2Q17): FHLB ~$8.0B available, ~$13.7B total Federal Reserve ~$31.6B 1 The $500MM matured in 1Q17 2 The $650MM matured in 2Q17 Holding Company: Modified LCR of 115% Holding Company cash at June 30, 2017: $2.6B Cash currently sufficient to satisfy all fixed obligations in a stressed environment for ~27 months (debt maturities, common and preferred dividends, interest and other expenses) without accessing capital markets, relying on dividends from subsidiaries or any other actions $700MM of 5 year senior notes were issued from the Holding Company in 2Q17 Bank Entity: $650MM of debt matured at the Bank in 2Q17 The Bank did not issue any additional debt in 2Q17 2017 Funding Plans: Fifth Third would not be required to replace 2017 debt maturities to maintain our current senior debt ratings under the Moody’s LGF methodology Any additional debt issuance in 2017 would result from general balance sheet management and prudent liquidity risk management S-T wholesale 6% 1

Balance sheet positioning Commercial Loans1,2 Investment Portfolio $127.1B; $68.6B Fixed, $58.5B Floating Consumer Loans1 Data as of 06/30/17 1Includes HFS Loans & Leases 2Fifth Third had $4.48B 1ML receive-fix swaps outstanding against C&I loans, which are being included in fixed 3Fifth Third had $2.96B 3ML receive-fix swaps outstanding against long-term debt, which are being included in floating, long-term debt with swaps outstanding reflected at fair value Fixed: $14.0B1, 2 Float: $42.3B1, 2 1ML based: 70% (of total commercial) 3ML based: 8% (of total commercial) Prime based: 4% (of total commercial) Weighted avg. life: 1.65 years 50% allocation to bullet/locked-out cash flow securities Investment portfolio yield: 3.05% Duration: 4.9 years Net unrealized pre-tax gain: $331MM 97% AFS Fixed: $25.5B1 Float: $10.4B1 12ML based: 10% (of total consumer) Prime based: 23% (of total consumer) Weighted avg. life: 3.76 years Auto weighted avg. life: 1.39 years Long-term Debt3 Key Characteristics Balance Sheet Mix Fixed vs. Floating Level 1 100% Fix / 0% Float Level 2A 100% Fix / 0% Float Non-HQLA /Other 76% Fix / 24% Float C&I 20% Fix / 80% Float Commercial Mortgage 22% Fix / 78% Float 4% Fix / 96% Float Commercial Construction 100% Fix / 0% Float Commercial Lease Resi Mtg & Construction 91% Fix / 9% Float Auto 99% Fix / 1% Float 10% Fix / 90% Float Home Equity 30% Fix / 70% Float Credit Card 23% Fix / 77% Float Other Fixed: $9.9B3 Float: $3.5B3 1ML based: 0% (of total long term debt) 3ML based: 26% (of total long term debt) Weighted avg. life: 4.46 years Senior Debt 76% Fix / 24% Float Sub Debt 64% Fix / 36% Float 100% Fix / 0% Float Auto Securiz. Proceeds 0% Fix / 100% Float TRUPS 100% Fix / 0% Float Other

Interest rate risk management Data as of 06/30/17 1Actual results may vary from these simulated results due to differences between forecasted and actual balance sheet composition, timing, magnitude, and frequency of interest rate changes, as well as other changes in market conditions and management strategies. 2Re-pricing percentage or “beta” is the estimated change in yield over 12 months as a result of a shock or ramp 100 bps parallel shift in the yield curve NII benefits from asset rate reset in a rising rate environment 56% of total loans are floating rate considering impacts of interest rate swaps (75% of total commercial and 27% of total consumer) Investment portfolio duration of 4.9 years Short-term borrowings represent approximately 25% of total wholesale funding, or 4% of total funding Approximately $11 billion in non-core funding matures beyond one year Interest rate sensitivity tables are based on conservative deposit assumptions 70% beta on all interest-bearing deposit and sweep balances (~50% betas experienced in 2004 – 2006 Fed tightening cycle) No modeled re-pricing lag Modeled non-interest bearing commercial DDA runoff of approximately $2.5 billion (about 10%) for each 100 bps increase in rates DDA runoff rolls into an interest bearing product with a 100% beta Estimated NII Sensitivity Profile and ALCO Policy Limits Estimated EVE Sensitivity Profile and ALCO Policy Limits   % Change in NII (FTE)   ALCO Policy Limits Change in EVE     Change in Interest Rates (bps) ALCO Policy Limit   12 Months 13-24 Months   12 Months 13-24 Months +200 Shock (4.85%) (12.00%) Change in Interest Rates (bps) +100 Shock (1.87%) - +200 Ramp over 12 months 1.90% 5.85% (4.00%) (6.00%) +25 Shock (0.30%) - +100 Ramp over 12 months 1.13% 3.74% - - -100 Shock (1.31%) - -50 Ramp over 6 months (4.04%) (7.51%) (6.00%) (8.00%)       Estimated NII Sensitivity with Demand Deposit Balance Changes Estimated NII Sensivity with Deposit Beta Changes   % Change in NII (FTE) % Change in NII (FTE)   $1B Balance Decrease   $1B Balance Increase   Betas 25% Higher   Betas 25% Lower Change in Interest Rates (bps) 12 Months 13-24 Months   12 Months 13-24 Months Change in Interest Rates (bps) 12 Months 13-24 Months   12 Months 13-24 Months +200 Ramp over 12 months 1.65% 6.46%   2.16% 7.49% +200 Ramp over 12 months (0.99%) 1.19% 4.80% 12.76% +100 Ramp over 12 months 1.07% 4.12%   1.33% 4.63% +100 Ramp over 12 months (0.24%) 1.48% 2.65% 7.27%

Limited exposure to certain retail subsectors ~33% to regional malls ~82% A/B properties ~43% underlying to large box/general retailer Stringent customer selection and large diversified portfolios that are conservatively leveraged Actively managing with monthly reviews ~98% of Specialty & general C&I balances are ABL or investment grade; ~2% of balances are criticized ~19% of CRE balances are investment grade; ~1% of balances are criticized Retail C&I general and specialty retailers: WA ABL borrowing base of ~85% $769MM CRE $1.9BN Specialty & general C&I2 Total Loans & Leases1 $92.3BN $1.51BN: specialty retailers $365MM: general retailers $385MM REIT Portfolio Composition: Additional Metrics: $584MM: mortgage $185MM: construction ~90% to non-clothing and non-electronic stores ~3% to mall anchors $385MM in balances to REITs with retail-heavy focus (subset of $1.3BN total REIT portfolio, targeting malls, strip centers, lifestyle centers, etc. as their primary investment vehicles) 11 well-diversified REITs to well-known borrowers ~33% to mall REITs 1End of period total loans & leases including HFS as of 6/30/2017 2In addition to C&I loans to specialty and general retailers, Retail Trade NAICS industry classification also includes $2.2BN in C&I loans to grocery & drug, gas stations & convenience, and motor vehicle parts borrowers

Residential Mortgage Commercial & Industrial Home Equity & Automobile Commercial Real Estate *Excludes loans held-for-sale Credit trends

Regulation G non-GAAP reconciliation See page 32 of the 2Q17 earnings release for a discussion on the use of non-GAAP financial measures

Regulation G non-GAAP reconciliation See page 32 of the 2Q17 earnings release for a discussion on the use of non-GAAP financial measures Fifth Third Bancorp and Subsidiaries Regulation G Non-GAAP Reconciliation $ and shares in millions (unaudited) June March December September June 2017 2017 2016 2016 2016 CET 1 capital (transitional) $12,522 $12,636 $12,426 $12,299 $12,112 Less: Adjustments to CET 1 capital from transitional to fully phased-in (1) (4) (2) (4) (4) (4) CET 1 capital (fully phased-in) (h) 12,518 12,634 12,422 12,295 12,108 Risk-weighted assets (transitional) 117,716 117,407 119,632 120,954 121,824 Add: Adjustments to risk-weighted assets from transitional to fully phased-in (2) 1,274 1,164 1,115 929 932 Risk-weighted assets (fully phased-in) (i) $119,035 $118,571 $120,747 $121,883 $122,756 Estimated CET 1 capital ratio under Basel III Final Rule (fully phased-in) (h) / (i) 10.52% 10.66% 10.29% 10.09% 9.86% (1) Primarily relates to disallowed intangible assets (other than goodwill and MSRs, net of associated deferred tax liabilities) (2) Primarily relates to higher risk-weighting for MSRs Net interest income (U.S. GAAP) $939 $933 $903 $907 $902 Add: FTE Adjustment 6 6 6 6 6 Net interest income (FTE) (j) $945 $939 $909 $913 $908 Net interest income (FTE) (annualized) (k) $3,790 $3,808 $3,616 $3,632 $3,652 Net interest income (FTE) $945 $939 $909 $913 $908 Bankcard refunds / (reversal) - (12) 16 - - Adjusted net interest income (FTE) (l) $945 $927 $925 $913 $908 Adjusted net interest income (FTE) (annualized) (m) $3,790 $3,760 $3,680 $3,632 $3,652 Noninterest income (U.S. GAAP) (n) $564 $523 $620 $840 $599 Gain on Vantiv warrant actions - - (9) - - Vantiv TRA-related transactions - - - (280) - Gain from the sale of a non-branch facility - - - (11) - Branch / land impairment charge - - - 28 - Valuation of 2009 Visa total return swap 9 13 (6) 12 50 Transfer of certain nonconforming investments under Volcker to held-for-sale - - - 9 - Vantiv warrant valuation - - - 2 (19) Gain on sale of certain branches - - - - (11) Gain on sale of the non-strategic agented bankcard loan portfolio - - - - (11) Securities (gains) / losses - - 3 (4) (6) Securities (gains), net - non-qualifying hedges on mortgage servicing rights (2) - - - - Adjusted noninterest income (o) $571 $536 $608 $596 $602 Less: Mortgage banking net revenue (55) (52) (65) (66) (75) Adjusted noninterest income, excluding mortgage banking net revenue $516 $484 $543 $530 $527 Noninterest expense (U.S. GAAP) (p) $957 $986 $960 $973 $983 Contribution for Fifth Third Foundation - - (5) (3) - Adjusted noninterest expense (q) $957 $986 $955 $970 $974 Average interest-earning assets (r) 126,134 125,968 126,548 126,092 126,847 Ratios: Net interest margin (k) / (r) 3.01% 3.02% 2.86% 2.88% 2.88% Adjusted net interest margin (m) / (r) 3.01% 2.98% 2.91% 2.88% 2.88% Efficiency ratio (p) / [(j) + (n)] 63.4% 67.4% 62.8% 55.5% 65.3% Adjusted efficiency ratio (q) / [(l) + (o)] 63.1% 67.4% 62.3% 64.3% 64.5% For the Three Months Ended

Regulation G non-GAAP reconciliation LTM (last twelve months) corresponds to 3Q16 through 2Q17 1 See Reg G reconciliation on page 23 of this presentation and use of non-GAAP measures on page 32 of the 2Q17 earnings release 2Core average tangible common equity was used for peer core ROTCE comparisons due to the limited availability of peer average financial data