Annual report pursuant to Section 13 and 15(d)

Fair Value Measurements - Recurring Fair Value Inputs (Details)

v3.3.1.900
Fair Value Measurements - Recurring Fair Value Inputs (Details) - USD ($)
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Net derivative asset (liability) $ (441,000,000) $ (920,000,000) $ (224,000,000) $ 1,468,000,000
Fair Value Inputs [Abstract]        
Loans held-for-sale, measured at fair value 4,818,000,000 6,801,000,000    
Other assets, measured at fair value 14,320,000,000 13,873,000,000    
Recurring        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 633,203,000,000 660,229,000,000    
Long-term debt (176,424,000,000) (209,083,000,000)    
Fair Value Inputs [Abstract]        
Loans held-for-sale, measured at fair value 4,818,000,000 6,801,000,000    
Other assets, measured at fair value 14,320,000,000 13,873,000,000    
Recurring | Level 3        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 18,098,000,000 22,262,000,000    
Long-term debt (7,483,000,000) (10,179,000,000)    
Net derivative asset (liability) $ (441,000,000) (920,000,000)    
Fair Value Inputs [Abstract]        
Default rate 3.00%      
Loss severity 35.00%      
Loans held-for-sale, measured at fair value $ 787,000,000 173,000,000    
Other assets, measured at fair value 374,000,000 911,000,000    
Recurring | Level 3 | Loans Held-for-Sale        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 787,000,000 173,000,000    
Recurring | Level 3 | Loans and leases        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 1,600,000,000 2,000,000,000    
Recurring | Level 3 | Credit derivatives        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Net derivative asset (liability) $ (75,000,000) $ 22,000,000    
Recurring | Level 3 | Credit derivatives | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Default rate   4.00%    
Loss severity 35.00% 35.00%    
Recurring | Level 3 | Credit derivatives | Minimum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Yield 6.00% 0.00%    
Prepayment speed 10.00% 3.00%    
Default rate 1.00%      
Upfront points 0.00% 0.00%    
Spread to index 0.00% 0.25%    
Credit correlation 31.00% 24.00%    
Recurring | Level 3 | Credit derivatives | Maximum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Yield 25.00% 25.00%    
Prepayment speed 20.00% 20.00%    
Default rate 4.00%      
Loss severity 40.00%      
Upfront points 1.00% 1.00%    
Spread to index 4.47% 4.50%    
Credit correlation 99.00% 99.00%    
Recurring | Level 3 | Credit derivatives | Weighted Average | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Yield 16.00% 14.00%    
Prepayment speed 19.00% 11.00%    
Upfront points 0.60% 0.65%    
Spread to index 1.11% 1.19%    
Credit correlation 38.00% 51.00%    
Recurring | Level 3 | Equity contracts        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Net derivative asset (liability) $ (1,037,000,000) $ (1,560,000,000)    
Recurring | Level 3 | Equity contracts | Minimum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Equity correlation 25.00% 20.00%    
Long-dated equity volatilities 4.00% 6.00%    
Recurring | Level 3 | Equity contracts | Maximum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Equity correlation 100.00% 98.00%    
Long-dated equity volatilities 101.00% 69.00%    
Recurring | Level 3 | Equity contracts | Weighted Average | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Equity correlation 67.00% 65.00%    
Long-dated equity volatilities 28.00% 24.00%    
Recurring | Level 3 | Commodity contracts        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Net derivative asset (liability) $ 169,000,000 $ 141,000,000    
Recurring | Level 3 | Commodity contracts | Minimum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Long-dated equity volatilities 18.00% 16.00%    
Natural gas forward price $ 1 $ 2    
Propane forward price $ 0.0      
Correlation 66.00% 82.00%    
Recurring | Level 3 | Commodity contracts | Maximum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Long-dated equity volatilities 125.00% 98.00%    
Natural gas forward price $ 6 $ 7    
Propane forward price $ 1.0      
Correlation 93.00% 93.00%    
Recurring | Level 3 | Commodity contracts | Weighted Average | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Long-dated equity volatilities 39.00% 35.00%    
Natural gas forward price $ 4 $ 5    
Propane forward price $ 1.00      
Correlation 84.00% 90.00%    
Recurring | Level 3 | Interest rate contracts        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Net derivative asset (liability) $ 502,000,000 $ 477,000,000    
Recurring | Level 3 | Interest rate contracts | Minimum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Correlation (IR/IR) 17.00% 11.00%    
Long-dated inflation volatilities 0.00% 0.00%    
Correlation (FX/IR) (15.00%) (48.00%)    
Long-dated inflation rates 0.00% 0.00%    
Recurring | Level 3 | Interest rate contracts | Maximum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Correlation (IR/IR) 99.00% 99.00%    
Long-dated inflation volatilities 2.00% 2.00%    
Correlation (FX/IR) 40.00% 40.00%    
Long-dated inflation rates 7.00% 3.00%    
Recurring | Level 3 | Interest rate contracts | Weighted Average | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Correlation (IR/IR) 48.00% 55.00%    
Long-dated inflation volatilities 1.00% 1.00%    
Correlation (FX/IR) (9.00%) (5.00%)    
Long-dated inflation rates 3.00% 1.00%    
Recurring | Level 3 | Mortgage trading loans and ABS        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 1,900,000,000 $ 2,100,000,000    
Recurring | Level 3 | Corporate securities, trading loans and other        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 2,800,000,000 3,300,000,000    
Recurring | Level 3 | Non-U.S. sovereign debt        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 521,000,000 574,000,000    
Recurring | Level 3 | Other taxable securities, substantially all asset-backed securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 757,000,000 1,700,000,000    
Recurring | Level 3 | Tax-exempt securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 569,000,000 599,000,000    
Recurring | Level 3 | Instruments backed by residential real estate assets        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 2,017,000,000 $ 2,030,000,000    
Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 0.00% 0.00%    
Prepayment speed 0.00% 0.00%    
Default rate 0.00% 2.00%    
Loss severity 0.00% 26.00%    
Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 25.00% 25.00%    
Prepayment speed 27.00% 35.00%    
Default rate 10.00% 15.00%    
Loss severity 90.00% 100.00%    
Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 6.00% 6.00%    
Prepayment speed 11.00% 14.00%    
Default rate 4.00% 7.00%    
Loss severity 40.00% 34.00%    
Recurring | Level 3 | Instruments backed by residential real estate assets | Loans Held-for-Sale        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 97,000,000 $ 173,000,000    
Recurring | Level 3 | Instruments backed by residential real estate assets | Loans and leases        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 1,520,000,000 1,374,000,000    
Recurring | Level 3 | Instruments backed by residential real estate assets | Mortgage trading loans and ABS | Trading Securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 400,000,000 483,000,000    
Recurring | Level 3 | Instruments backed by commercial real estate assets        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 852,000,000      
Recurring | Level 3 | Instruments backed by commercial real estate assets | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 8.00%      
Price $ 73      
Recurring | Level 3 | Instruments backed by commercial real estate assets | Minimum | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 0.00%      
Price $ 0      
Recurring | Level 3 | Instruments backed by commercial real estate assets | Maximum | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 25.00%      
Price $ 100      
Recurring | Level 3 | Instruments backed by commercial real estate assets | Loans Held-for-Sale        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 690,000,000      
Recurring | Level 3 | Instruments backed by commercial real estate assets | Mortgage trading loans and ABS        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 162,000,000      
Recurring | Level 3 | Commercial loans, debt securities and other        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 4,558,000,000 $ 7,203,000,000    
Recurring | Level 3 | Commercial loans, debt securities and other | Minimum | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 0.00% 0.00%    
Prepayment speed 5.00% 1.00%    
Default rate 2.00% 1.00%    
Loss severity 25.00% 25.00%    
Enterprise value/EBITDA multiple   0    
Duration 0 years 0 years    
Price $ 0 $ 0    
Recurring | Level 3 | Commercial loans, debt securities and other | Maximum | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 37.00% 40.00%    
Prepayment speed 20.00% 30.00%    
Default rate 5.00% 5.00%    
Loss severity 50.00% 40.00%    
Enterprise value/EBITDA multiple   30    
Duration 5 years 5 years    
Price $ 258 $ 107    
Recurring | Level 3 | Commercial loans, debt securities and other | Weighted Average | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Yield 13.00% 9.00%    
Prepayment speed 16.00% 12.00%    
Default rate 4.00% 4.00%    
Loss severity 37.00% 38.00%    
Enterprise value/EBITDA multiple   6    
Duration 3 years 3 years    
Price $ 64 $ 76    
Recurring | Level 3 | Commercial loans, debt securities and other | Loans and leases        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 100,000,000 $ 609,000,000    
Recurring | Level 3 | Commercial loans, debt securities and other | Mortgage trading loans and ABS | Trading Securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 1,306,000,000 1,580,000,000    
Recurring | Level 3 | Commercial loans, debt securities and other | Corporate securities, trading loans and other | Trading Securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 2,503,000,000 3,224,000,000    
Recurring | Level 3 | Commercial loans, debt securities and other | Non-U.S. sovereign debt | Trading Securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 521,000,000 574,000,000    
Recurring | Level 3 | Commercial loans, debt securities and other | Other taxable securities, substantially all asset-backed securities | Available-for-sale Securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 128,000,000 1,216,000,000    
Recurring | Level 3 | Auction rate securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 1,533,000,000 $ 1,096,000,000    
Recurring | Level 3 | Auction rate securities | Minimum | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Price $ 10 $ 60    
Recurring | Level 3 | Auction rate securities | Maximum | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Price 100 100    
Recurring | Level 3 | Auction rate securities | Weighted Average | Income and Market Approach Technique        
Fair Value Inputs [Abstract]        
Price $ 94 $ 95    
Recurring | Level 3 | Auction rate securities | Corporate securities, trading loans and other | Trading Securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 335,000,000 $ 46,000,000    
Recurring | Level 3 | Auction rate securities | Other taxable securities, substantially all asset-backed securities | Available-for-sale Securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value 629,000,000 451,000,000    
Recurring | Level 3 | Auction rate securities | Tax-exempt securities | Available-for-sale Securities        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Assets, fair value $ 569,000,000 $ 599,000,000    
Recurring | Level 3 | Structured liabilities | Minimum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Equity correlation 25.00% 20.00%    
Long-dated equity volatilities 4.00% 6.00%    
Long-dated inflation volatilities   0.00%    
Recurring | Level 3 | Structured liabilities | Maximum | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Equity correlation 100.00% 98.00%    
Long-dated equity volatilities 101.00% 69.00%    
Long-dated inflation volatilities   2.00%    
Recurring | Level 3 | Structured liabilities | Weighted Average | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Equity correlation 67.00%      
Long-dated equity volatilities 28.00%      
Recurring | Level 3 | Structured liabilities | Long-term debt        
Fair Value Inputs, Assets, Quantitative Information [Line Items]        
Long-term debt $ (1,513,000,000) $ (2,362,000,000)    
Recurring | Level 3 | Structured liabilities | Long-term debt | Weighted Average | Income Approach Valuation Technique        
Fair Value Inputs [Abstract]        
Equity correlation   65.00%    
Long-dated equity volatilities   24.00%    
Long-dated inflation volatilities   1.00%