Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Recurring Fair Value Inputs (Details)

v2.4.0.8
Fair Value Measurements - Recurring Fair Value Inputs (Details) (USD $)
 6 Months Ended 12 Months Ended
Jun. 30, 2014
Dec. 31, 2013
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans held-for-sale $ 5,262,000,000 $ 6,656,000,000
Long-term debt 42,543,000,000 47,035,000,000
Net derivative assets 33,000,000,000 31,500,000,000
Fair Value Inputs [Abstract]    
Other Assets, measured at fair value 17,946,000,000 18,005,000,000
Recurring [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and leases 10,901,000,000 10,042,000,000
Loans held-for-sale 5,262,000,000 6,656,000,000
Long-term debt 42,543,000,000 47,035,000,000
Fair Value Inputs [Abstract]    
Other Assets, measured at fair value 17,946,000,000 18,055,000,000
Recurring [Member] | Level 3 [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Trading account assets – Mortgage trading loans and ABS 4,300,000,000 4,600,000,000
Loans and leases 3,018,000,000 3,057,000,000
Loans held-for-sale 110,000,000 929,000,000
Trading account assets – Corporate securities, trading loans and other 2,800,000,000 3,600,000,000
Trading account assets – Non-U.S. sovereign debt 640,000,000 468,000,000
AFS debt securities – Other taxable securities 3,300,000,000 3,800,000,000
AFS debt securities – Tax-exempt securities 735,000,000 806,000,000
Long-term debt 2,416,000,000 1,990,000,000
Fair Value Inputs [Abstract]    
Other Assets, measured at fair value 972,000,000 1,669,000,000
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term Debt, Type [Domain] | Industry Standard Derivative Pricing [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Long-term debt   1,990,000,000 [1],[2]
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term debt [Member] | Industry Standard Derivative Pricing [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Long-term debt 2,416,000,000 [1],[2]  
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term debt [Member] | Industry Standard Derivative Pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 13.00% [1],[2] 18.00% [1],[2]
Long-dated equity volatilities 6.00% [1],[2] 4.00% [1],[2]
Long-dated inflation volatilities 0.00% [1],[2] 0.00% [1],[2]
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term debt [Member] | Industry Standard Derivative Pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 98.00% [1],[2] 98.00% [1],[2]
Long-dated equity volatilities 57.00% [1],[2] 63.00% [1],[2]
Long-dated inflation volatilities 2.00% [1],[2] 2.00% [1],[2]
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term debt [Member] | Industry Standard Derivative Pricing [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 65.00% [1],[2] 70.00% [1],[2]
Long-dated equity volatilities 25.00% [1],[2] 27.00% [1],[2]
Long-dated inflation volatilities 1.00% [1],[2] 1.00% [1],[2]
Recurring [Member] | Level 3 [Member] | Private Equity Investments and Funds [Member]
    
Fair Value Inputs [Abstract]    
Other Assets, measured at fair value 651,000,000 767,000,000
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Residential Real Estate Assets [Member] | Discounted cash flow, Market comparables [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities Fair Value Disclosure 2,501,000,000 [3] 3,443,000,000 [4]
Trading account assets – Mortgage trading loans and ABS 305,000,000 [3] 363,000,000 [4]
Loans and leases 2,086,000,000 [3] 2,151,000,000 [4]
Loans held-for-sale 110,000,000 [3] 929,000,000 [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Residential Real Estate Assets [Member] | Discounted cash flow, Market comparables [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Yield 1.00% [3] 2.00% [4]
Prepayment speed 0.00% [3] 0.00% [4]
Default rate 5.00% [3] 1.00% [4]
Loss severity 20.00% [3] 21.00% [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Residential Real Estate Assets [Member] | Discounted cash flow, Market comparables [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Yield 25.00% [3] 25.00% [4]
Prepayment speed 33.00% [3] 35.00% [4]
Default rate 15.00% [3] 20.00% [4]
Loss severity 80.00% [3] 80.00% [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Residential Real Estate Assets [Member] | Discounted cash flow, Market comparables [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Yield 6.00% [3] 6.00% [4]
Prepayment speed 11.00% [3] 9.00% [4]
Default rate 8.00% [3] 6.00% [4]
Loss severity 31.00% [3] 35.00% [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities Fair Value Disclosure 10,786,000,000 [3] 12,135,000,000 [4]
Trading account assets – Mortgage trading loans and ABS 4,006,000,000 [3] 4,268,000,000 [4]
Loans and leases 932,000,000 [3] 906,000,000 [4]
Trading account assets – Corporate securities, trading loans and other 2,644,000,000 [3] 3,462,000,000 [4]
Trading account assets – Non-U.S. sovereign debt 640,000,000 [3] 468,000,000 [4]
AFS debt securities – Other taxable securities 2,564,000,000 [3] 3,031,000,000 [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member] | Minimum [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Offered Quotes $ 0 [3]  
Fair Value Inputs [Abstract]    
Yield 0.00% [3] 0.00% [4]
Prepayment speed 5.00% [3] 5.00% [4]
Default rate 1.00% [3] 1.00% [4]
Loss severity 25.00% [3] 25.00% [4]
Enterprise value/EBITDA multiple 2 [3] 0 [4]
Duration 0 years [3] 1 year [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member] | Maximum [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Offered Quotes $ 117 [3]  
Fair Value Inputs [Abstract]    
Yield 39.00% [3] 45.00% [4]
Prepayment speed 40.00% [3] 40.00% [4]
Default rate 5.00% [3] 5.00% [4]
Loss severity 40.00% [3] 42.00% [4]
Enterprise value/EBITDA multiple 14 [3] 24 [4]
Duration 5 years [3] 5 years [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member] | Weighted average [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Offered Quotes $ 67 [3]  
Fair Value Inputs [Abstract]    
Yield 6.00% [3] 5.00% [4]
Prepayment speed 19.00% [3] 19.00% [4]
Default rate 4.00% [3] 4.00% [4]
Loss severity 36.00% [3] 36.00% [4]
Enterprise value/EBITDA multiple 6 [3] 7 [4]
Duration 3 years [3] 4 years [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities Fair Value Disclosure 1,565,000,000 [3] 1,719,000,000 [4]
Trading account assets – Corporate securities, trading loans and other 128,000,000 [3] 97,000,000 [4]
AFS debt securities – Other taxable securities 702,000,000 [3] 816,000,000 [4]
AFS debt securities – Tax-exempt securities 735,000,000 [3] 806,000,000 [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Project tender price/Refinancing level 60.00% [3] 60.00% [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Project tender price/Refinancing level 100.00% [3] 100.00% [4]
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Project tender price/Refinancing level 96.00% [3] 96.00% [4]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets (796,000,000) (24,000,000)
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets 520,000,000 1,008,000,000
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Yield 1.00% 3.00%
Prepayment speed 3.00% 3.00%
Default rate 4.00% 1.00%
Loss severity 35.00% 20.00%
Upfront points 0.01% 0.00%
Spread to index 0.25% (14.07%)
Credit correlation 20.00% 14.00%
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Yield 25.00% 25.00%
Prepayment speed 40.00% 40.00%
Default rate 4.00% 5.00%
Loss severity 35.00% 42.00%
Upfront points 1.00% 1.00%
Spread to index 4.75% 17.41%
Credit correlation 99.00% 99.00%
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Yield 15.00% 14.00%
Prepayment speed 14.00% 13.00%
Default rate   3.00%
Loss severity   35.00%
Upfront points 0.66% 0.63%
Spread to index 0.98% 0.91%
Credit correlation 49.00% 47.00%
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contracts [Member] | Industry Standard Derivative Pricing [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets (1,961,000,000) [1] (1,596,000,000) [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contracts [Member] | Industry Standard Derivative Pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 13.00% [1] 18.00% [1]
Long-dated equity volatilities 6.00% [1] 4.00% [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contracts [Member] | Industry Standard Derivative Pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 98.00% [1] 98.00% [1]
Long-dated equity volatilities 57.00% [1] 63.00% [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contracts [Member] | Industry Standard Derivative Pricing [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 65.00% [1] 70.00% [1]
Long-dated equity volatilities 25.00% [1] 27.00% [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets 11,000,000 [1] 6,000,000 [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price 3 [1] 3 [1]
Correlation 47.00% [1] 47.00% [1]
Volatilities 11.00% [1] 9.00% [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price 8 [1] 11 [1]
Correlation 89.00% [1] 89.00% [1]
Volatilities 120.00% [1] 109.00% [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price 6 [1] 6 [1]
Correlation 82.00% [1] 81.00% [1]
Volatilities 28.00% [1] 30.00% [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contracts [Member] | Industry Standard Derivative Pricing [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets $ 634,000,000 [2] $ 558,000,000 [2]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contracts [Member] | Industry Standard Derivative Pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 14.00% [2] 24.00% [2]
Long-dated inflation volatilities 0.00% [2] 0.00% [2]
Correlation (FX/IR) (30.00%) [2] (30.00%) [2]
Long-dated inflation rates 0.00% [2] 0.00% [2]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contracts [Member] | Industry Standard Derivative Pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 99.00% [2] 99.00% [2]
Long-dated inflation volatilities 2.00% [2] 2.00% [2]
Correlation (FX/IR) 40.00% [2] 40.00% [2]
Long-dated inflation rates 3.00% [2] 3.00% [2]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contracts [Member] | Industry Standard Derivative Pricing [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 58.00% [2] 60.00% [2]
Long-dated inflation volatilities 1.00% [2] 1.00% [2]
Correlation (FX/IR) (8.00%) [2] (4.00%) [2]
Long-dated inflation rates 2.00% [2] 2.00% [2]
[1] Includes models such as Monte Carlo simulation and Black-Scholes.
[2] Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
[3] The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 223: Trading account assets – Corporate securities, trading loans and other of $2.8 billion, Trading account assets – Non-U.S. sovereign debt of $640 million, Trading account assets – Mortgage trading loans and ABS of $4.3 billion, AFS debt securities – Other taxable securities of $3.3 billion, AFS debt securities – Tax-exempt securities of $735 million, Loans and leases of $3.0 billion and LHFS of $110 million.
[4] The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 224: Trading account assets – Corporate securities, trading loans and other of $3.6 billion, Trading account assets – Non-U.S. sovereign debt of $468 million, Trading account assets – Mortgage trading loans and ABS of $4.6 billion, AFS debt securities – Other taxable securities of $3.8 billion, AFS debt securities – Tax-exempt securities of $806 million, Loans and leases of $3.1 billion and LHFS of $929 million.