Annual report pursuant to Section 13 and 15(d)

Derivatives - Derivative Valuation Adjustments (Details)

v3.3.1.900
Derivatives - Derivative Valuation Adjustments (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Gross      
Valuation adjustments on derivative assets, gross $ 255 $ (22) $ 738
Funding valuation adjustment on derivative asset, gross (34) (632)  
Valuation adjustments on derivative liabilities, gross (18) (28) (39)
Funding valuation adjustment on derivative liabilities, gross 50 135  
Net      
Valuation adjustments on derivative assets, net 227 191 (96)
Funding valuation adjustment on derivative asset, net (34) (632)  
Valuation adjustments on derivative liabilities, net (153) (150) (75)
Funding valuation adjustment on derivative liabilities, net 50 135  
Cumulative credit valuation adjustment 1,400 1,600 1,600
Cumulative funding valuation adjustment 481 497  
Cumulative debit valuation adjustment $ 750 $ 769 $ 803