Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.7.0.1
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Mar. 31, 2017
Dec. 31, 2016
Carrying Value of Derivatives [Abstract]    
Total $ 533,800 $ 628,300
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 19 70
One to Three Years 17 34
Three to Five Years 576 602
Over Five Years 2,382 2,741
Total 2,994 3,447
Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 242 781
One to Three Years 691 1,117
Three to Five Years 851 1,443
Over Five Years 3,687 4,122
Total 5,471 7,463
Notional Amount of Derivatives, [Abstract]    
Less than One Year 192,727 205,838
One to Three Years 199,306 210,360
Three to Five Years 147,181 157,541
Over Five Years 56,609 40,616
Total 595,823 614,355
Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 165 143
One to Three Years   10
Three to Five Years   2
Over Five Years   1
Total 165 156
Notional Amount of Derivatives, [Abstract]    
Less than One Year 35,739 19,430
One to Three Years 4,951 5,127
Three to Five Years 500 589
Over Five Years 286 208
Total 41,476 25,354
Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 407 924
One to Three Years 691 1,127
Three to Five Years 851 1,445
Over Five Years 3,687 4,123
Total 5,636 7,619
Notional Amount of Derivatives, [Abstract]    
Less than One Year 228,466 225,268
One to Three Years 204,257 215,487
Three to Five Years 147,681 158,130
Over Five Years 56,895 40,824
Total 637,299 639,709
Investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 0  
One to Three Years 3 12
Three to Five Years 546 542
Over Five Years 1,000 1,423
Total 1,549 1,977
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 5 10
One to Three Years 36 64
Three to Five Years 277 535
Over Five Years 683 783
Total 1,001 1,392
Notional Amount of Derivatives, [Abstract]    
Less than One Year 111,737 121,083
One to Three Years 136,977 143,200
Three to Five Years 110,112 116,540
Over Five Years 34,600 21,905
Total 393,426 402,728
Investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 24 16
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 24 16
Notional Amount of Derivatives, [Abstract]    
Less than One Year 27,669 12,792
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 27,669 12,792
Non-investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 19 70
One to Three Years 14 22
Three to Five Years 30 60
Over Five Years 1,382 1,318
Total 1,445 1,470
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 237 771
One to Three Years 655 1,053
Three to Five Years 574 908
Over Five Years 3,004 3,339
Total 4,470 6,071
Notional Amount of Derivatives, [Abstract]    
Less than One Year 80,990 84,755
One to Three Years 62,329 67,160
Three to Five Years 37,069 41,001
Over Five Years 22,009 18,711
Total 202,397 211,627
Non-investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 141 127
One to Three Years   10
Three to Five Years   2
Over Five Years   1
Total 141 140
Notional Amount of Derivatives, [Abstract]    
Less than One Year 8,070 6,638
One to Three Years 4,951 5,127
Three to Five Years 500 589
Over Five Years 286 208
Total $ 13,807 $ 12,562