Financial Derivatives (Narrative) (Details) (USD $)	9 Months Ended	12 Months Ended
Sep. 30, 2011	Dec. 31, 2010
Derivatives, Fair Value [Line Items]
Maximum length of time hedged in cash flow hedge, years	10
Fair value of written caps and floors liability	$ 7,000,000	$ 15,000,000
Cash and securities held under agreements that provide for exchanges of marketable securities or cash to collateralize either party's positions	1,300,000,000
Cash pledged under agreements that provide for exchanges of marketable securities or cash to collateralize either party's positions	793,000,000
Aggregate fair value of all derivative instruments with credit-risk-related contingent features	927,000,000
Collateral posted on derivative instruments with credit-risk-related contingent features	777,000,000
Maximum amount of collateral PNC would have been required to post if the credit-risk-related contingent features underlying these agreements had been triggered	150,000,000
Minimum term of Risk Participation Agreements, years	1
Maximum term of Risk Participation Agreements, years	25
Exposure from Risk Participation Agreements Based On The Fair Value Of The Underlying Swaps	146,000,000	49,000,000
Scenario, Plan [Member] \| Swap [Member] \| Interest Rate Contracts [Member]
Derivatives, Fair Value [Line Items]
Pretax portion	416,000,000
Aftertax portion	270,000,000
Forward Contracts [Member] \| Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Pretax portion	54,000,000
Aftertax portion	35,000,000
Fair Value Hedging [Member] \| Other Contracts [Member]
Derivatives, Fair Value [Line Items]
The ineffective portion of the change in value of our fair value hedge derivatives	(15,000,000)	(8,000,000)
Underlying Other Guarantor [Member] \| Credit Default Swap [Member]
Derivatives, Fair Value [Line Items]
The maximum amount required to be paid related to sold credit default swap protection	$ 163,000,000	$ 234,000,000

Deposits Pledged For Securities Loaned At Carrying Value

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Derivative Liability Not Designated As Hedging Instrument Written Caps And Floors Fair Value

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Exposure from Risk Participation Agreements Based On The Fair Value Of The Underlying Swaps

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Minimum period of time covered by credit risk derivative contracts.

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Expected pre tax reclassification adjustment for accumulated gains and losses from derivative instrument designated and qualifying as the effective portion of cash flow hedges included in accumulated comprehensive income that was realized in net income during the period. A cash flow hedge is a hedge of the exposure to variability in the cash flows of a recognized asset or liability or a forecasted transaction that is attributable to a particular risk.

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Expected net of tax effect of the reclassification adjustment for accumulated gains and losses from derivative instrument designated and qualifying as the effective portion of cash flow hedges included in accumulated comprehensive income that was realized in net income during the period.

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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The amount of cash received as security in return for loaning securities to another party.

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-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

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-Article 9

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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

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Maximum amount the entity would be obligated to pay on the credit risk derivatives upon occurrence of a credit event.

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Maximum period of time covered by credit risk derivative contracts.

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