Fair Value Measurements - Recurring Fair Value Inputs (Details) - USD ($)
|
12 Months Ended |
|
|
Dec. 31, 2016 |
Dec. 31, 2015 |
Dec. 31, 2014 |
Dec. 31, 2013 |
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Net derivative asset (liability) |
$ (1,313,000,000)
|
$ (441,000,000)
|
$ (920,000,000)
|
$ (224,000,000)
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Other assets, measured at fair value |
13,802,000,000
|
14,320,000,000
|
|
|
| Recurring |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
614,410,000,000
|
633,203,000,000
|
|
|
| Long-term debt |
(185,699,000,000)
|
(176,424,000,000)
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Other assets, measured at fair value |
13,802,000,000
|
14,320,000,000
|
|
|
| Recurring | Level 3 |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
14,462,000,000
|
18,098,000,000
|
|
|
| Long-term debt |
(7,153,000,000)
|
(7,483,000,000)
|
|
|
| Net derivative asset (liability) |
(1,313,000,000)
|
(441,000,000)
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Other assets, measured at fair value |
$ 239,000,000
|
374,000,000
|
|
|
| Recurring | Level 3 | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
20.00%
|
|
|
|
| Price (in dollars per share) |
$ 73
|
|
|
|
| Equity correlation |
68.00%
|
|
|
|
| Long-dated equity volatilities |
26.00%
|
|
|
|
| Recurring | Level 3 | Loans Held-for-Sale |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
$ 656,000,000
|
787,000,000
|
|
|
| Recurring | Level 3 | Loans and leases |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
720,000,000
|
1,600,000,000
|
|
|
| Recurring | Level 3 | Long-term debt |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Long-term debt |
$ (1,514,000,000)
|
$ (1,513,000,000)
|
|
|
| Recurring | Level 3 | Long-term debt | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
6.00%
|
|
|
|
| Price (in dollars per share) |
$ 12
|
|
|
|
| Duration |
0 years
|
|
|
|
| Equity correlation |
13.00%
|
|
|
|
| Long-dated equity volatilities |
4.00%
|
|
|
|
| Recurring | Level 3 | Long-term debt | Minimum | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Equity correlation |
|
25.00%
|
|
|
| Long-dated equity volatilities |
|
4.00%
|
|
|
| Recurring | Level 3 | Long-term debt | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
37.00%
|
|
|
|
| Price (in dollars per share) |
$ 87
|
|
|
|
| Duration |
5 years
|
|
|
|
| Equity correlation |
100.00%
|
|
|
|
| Long-dated equity volatilities |
76.00%
|
|
|
|
| Recurring | Level 3 | Long-term debt | Maximum | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Equity correlation |
|
100.00%
|
|
|
| Long-dated equity volatilities |
|
101.00%
|
|
|
| Recurring | Level 3 | Long-term debt | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Duration |
3 years
|
|
|
|
| Recurring | Level 3 | Long-term debt | Weighted Average | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Equity correlation |
|
67.00%
|
|
|
| Long-dated equity volatilities |
|
28.00%
|
|
|
| Recurring | Level 3 | Credit derivatives |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Net derivative asset (liability) |
$ (129,000,000)
|
$ (75,000,000)
|
|
|
| Recurring | Level 3 | Credit derivatives | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Loss severity |
35.00%
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
0.00%
|
6.00%
|
|
|
| Prepayment speed |
10.00%
|
10.00%
|
|
|
| Default rate |
1.00%
|
1.00%
|
|
|
| Loss severity |
|
35.00%
|
|
|
| Upfront points |
0.00%
|
0.00%
|
|
|
| Spread to index |
0.17%
|
0.00%
|
|
|
| Credit correlation |
21.00%
|
31.00%
|
|
|
| Recurring | Level 3 | Credit derivatives | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
24.00%
|
25.00%
|
|
|
| Prepayment speed |
20.00%
|
20.00%
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
| Loss severity |
|
40.00%
|
|
|
| Upfront points |
1.00%
|
1.00%
|
|
|
| Spread to index |
8.14%
|
4.47%
|
|
|
| Credit correlation |
80.00%
|
99.00%
|
|
|
| Recurring | Level 3 | Credit derivatives | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
13.00%
|
16.00%
|
|
|
| Prepayment speed |
18.00%
|
19.00%
|
|
|
| Default rate |
3.00%
|
3.00%
|
|
|
| Loss severity |
|
35.00%
|
|
|
| Upfront points |
0.72%
|
0.60%
|
|
|
| Spread to index |
2.48%
|
1.11%
|
|
|
| Credit correlation |
44.00%
|
38.00%
|
|
|
| Recurring | Level 3 | Equity contracts |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Net derivative asset (liability) |
$ (1,690,000,000)
|
$ (1,037,000,000)
|
|
|
| Recurring | Level 3 | Equity contracts | Minimum | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Equity correlation |
13.00%
|
25.00%
|
|
|
| Long-dated equity volatilities |
4.00%
|
4.00%
|
|
|
| Recurring | Level 3 | Equity contracts | Maximum | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Equity correlation |
100.00%
|
100.00%
|
|
|
| Long-dated equity volatilities |
76.00%
|
101.00%
|
|
|
| Recurring | Level 3 | Equity contracts | Weighted Average | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Equity correlation |
68.00%
|
67.00%
|
|
|
| Long-dated equity volatilities |
26.00%
|
28.00%
|
|
|
| Recurring | Level 3 | Commodity contracts |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Net derivative asset (liability) |
$ 6,000,000
|
$ 169,000,000
|
|
|
| Recurring | Level 3 | Commodity contracts | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Long-dated equity volatilities |
23.00%
|
18.00%
|
|
|
| Natural gas forward price |
$ 2
|
$ 1
|
|
|
| Propane forward price |
|
$ 0
|
|
|
| Correlation |
66.00%
|
66.00%
|
|
|
| Recurring | Level 3 | Commodity contracts | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Long-dated equity volatilities |
96.00%
|
125.00%
|
|
|
| Natural gas forward price |
$ 6
|
$ 6
|
|
|
| Propane forward price |
|
$ 1
|
|
|
| Correlation |
95.00%
|
93.00%
|
|
|
| Recurring | Level 3 | Commodity contracts | Weighted Average | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Long-dated equity volatilities |
36.00%
|
39.00%
|
|
|
| Natural gas forward price |
$ 4
|
$ 4
|
|
|
| Propane forward price |
|
$ 1
|
|
|
| Correlation |
85.00%
|
84.00%
|
|
|
| Recurring | Level 3 | Interest rate contracts |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Net derivative asset (liability) |
$ 500,000,000
|
$ 502,000,000
|
|
|
| Recurring | Level 3 | Interest rate contracts | Minimum | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Correlation (IR/IR) |
15.00%
|
17.00%
|
|
|
| Correlation (FX/IR) |
0.00%
|
(15.00%)
|
|
|
| Long-dated inflation rates |
(12.00%)
|
0.00%
|
|
|
| Long-dated inflation volatilities |
0.00%
|
0.00%
|
|
|
| Recurring | Level 3 | Interest rate contracts | Maximum | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Correlation (IR/IR) |
99.00%
|
99.00%
|
|
|
| Correlation (FX/IR) |
40.00%
|
40.00%
|
|
|
| Long-dated inflation rates |
35.00%
|
7.00%
|
|
|
| Long-dated inflation volatilities |
2.00%
|
2.00%
|
|
|
| Recurring | Level 3 | Interest rate contracts | Weighted Average | Industry standard derivative pricing |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Correlation (IR/IR) |
56.00%
|
48.00%
|
|
|
| Correlation (FX/IR) |
2.00%
|
(9.00%)
|
|
|
| Long-dated inflation rates |
5.00%
|
3.00%
|
|
|
| Long-dated inflation volatilities |
1.00%
|
1.00%
|
|
|
| Recurring | Level 3 | Mortgage trading loans, ABS and other MBS |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
$ 1,200,000,000
|
$ 1,900,000,000
|
|
|
| Recurring | Level 3 | Corporate securities, trading loans and other |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
2,800,000,000
|
2,800,000,000
|
|
|
| Recurring | Level 3 | Non-U.S. sovereign debt |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
510,000,000
|
521,000,000
|
|
|
| Recurring | Level 3 | Other taxable securities, substantially all asset-backed securities |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
594,000,000
|
757,000,000
|
|
|
| Recurring | Level 3 | Tax-exempt securities |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
542,000,000
|
569,000,000
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
$ 1,066,000,000
|
$ 2,017,000,000
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
0.00%
|
0.00%
|
|
|
| Prepayment speed |
0.00%
|
0.00%
|
|
|
| Default rate |
0.00%
|
0.00%
|
|
|
| Loss severity |
0.00%
|
0.00%
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
50.00%
|
25.00%
|
|
|
| Prepayment speed |
27.00%
|
27.00%
|
|
|
| Default rate |
3.00%
|
10.00%
|
|
|
| Loss severity |
54.00%
|
90.00%
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
7.00%
|
6.00%
|
|
|
| Prepayment speed |
14.00%
|
11.00%
|
|
|
| Default rate |
2.00%
|
4.00%
|
|
|
| Loss severity |
18.00%
|
40.00%
|
|
|
| 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 |
$ 11,000,000
|
$ 97,000,000
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Loans and leases |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
718,000,000
|
1,520,000,000
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Mortgage trading loans, ABS and other MBS | Trading Securities |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
337,000,000
|
400,000,000
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
$ 317,000,000
|
$ 852,000,000
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
0.00%
|
0.00%
|
|
|
| Price (in dollars per share) |
$ 0
|
$ 0
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
39.00%
|
25.00%
|
|
|
| Price (in dollars per share) |
$ 100
|
$ 100
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
11.00%
|
8.00%
|
|
|
| Price (in dollars per share) |
$ 65
|
$ 73
|
|
|
| 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 |
$ 86,000,000
|
$ 690,000,000
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Mortgage trading loans, ABS and other MBS |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
53,000,000
|
162,000,000
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Corporate securities, trading loans and other |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
178,000,000
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
$ 4,486,000,000
|
$ 4,558,000,000
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Enterprise value/EBITDA multiple |
34
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
1.00%
|
0.00%
|
|
|
| Prepayment speed |
5.00%
|
5.00%
|
|
|
| Default rate |
3.00%
|
2.00%
|
|
|
| Loss severity |
0.00%
|
25.00%
|
|
|
| Price (in dollars per share) |
$ 0
|
$ 0
|
|
|
| Duration |
0 years
|
0 years
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
37.00%
|
37.00%
|
|
|
| Prepayment speed |
20.00%
|
20.00%
|
|
|
| Default rate |
4.00%
|
5.00%
|
|
|
| Loss severity |
50.00%
|
50.00%
|
|
|
| Price (in dollars per share) |
$ 292
|
$ 258
|
|
|
| Duration |
5 years
|
5 years
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Yield |
14.00%
|
13.00%
|
|
|
| Prepayment speed |
19.00%
|
16.00%
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
| Loss severity |
19.00%
|
37.00%
|
|
|
| Price (in dollars per share) |
$ 68
|
$ 64
|
|
|
| Duration |
3 years
|
3 years
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Loans Held-for-Sale |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
$ 559,000,000
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Loans and leases |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
2,000,000
|
$ 100,000,000
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Mortgage trading loans, ABS and other MBS | Trading Securities |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
821,000,000
|
1,306,000,000
|
|
|
| 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 |
2,565,000,000
|
2,503,000,000
|
|
|
| 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 |
510,000,000
|
521,000,000
|
|
|
| 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 |
29,000,000
|
128,000,000
|
|
|
| Recurring | Level 3 | Auction rate securities |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
$ 1,141,000,000
|
$ 1,533,000,000
|
|
|
| Recurring | Level 3 | Auction rate securities | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Price (in dollars per share) |
$ 10
|
$ 10
|
|
|
| Recurring | Level 3 | Auction rate securities | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Price (in dollars per share) |
100
|
100
|
|
|
| Recurring | Level 3 | Auction rate securities | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Price (in dollars per share) |
$ 94
|
$ 94
|
|
|
| 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 |
$ 34,000,000
|
$ 335,000,000
|
|
|
| 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 |
565,000,000
|
629,000,000
|
|
|
| Recurring | Level 3 | Auction rate securities | Tax-exempt securities | Available-for-sale Securities |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
542,000,000
|
569,000,000
|
|
|
| Recurring | Level 3 | MSRs |
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
| Assets, fair value |
$ 2,747,000,000
|
$ 3,087,000,000
|
|
|
| Recurring | Level 3 | MSRs | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Weighted-average life, fixed rate |
0 years
|
0 years
|
|
|
| Weighted-average life, variable rate |
0 years
|
0 years
|
|
|
| Option Adjusted Spread, fixed rate |
9.00%
|
3.00%
|
|
|
| Option Adjusted Spread, variable rate |
9.00%
|
3.00%
|
|
|
| Recurring | Level 3 | MSRs | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Weighted-average life, fixed rate |
15 years
|
15 years
|
|
|
| Weighted-average life, variable rate |
14 years
|
16 years
|
|
|
| Option Adjusted Spread, fixed rate |
14.00%
|
11.00%
|
|
|
| Option Adjusted Spread, variable rate |
15.00%
|
11.00%
|
|
|
| Recurring | Level 3 | MSRs | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
| Weighted-average life, fixed rate |
6 years
|
4 years
|
|
|
| Weighted-average life, variable rate |
4 years
|
3 years
|
|
|
| Option Adjusted Spread, fixed rate |
10.00%
|
5.00%
|
|
|
| Option Adjusted Spread, variable rate |
12.00%
|
8.00%
|
|
|