Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Recurring Fair Value Inputs (Details)

v2.4.0.6
Fair Value Measurements - Recurring Fair Value Inputs (Details) (USD $)
 3 Months Ended 3 Months Ended 3 Months Ended
Mar. 31, 2012
Dec. 31, 2011
Mar. 31, 2012
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2011
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2011
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Nonrecurring [Member]
Mar. 31, 2011
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Nonrecurring [Member]
Mar. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Private Equity Investments and Funds [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Credit Derivatives [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Credit Derivatives [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Credit Derivatives [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Corporate Loans and Debt Securities [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Corporate CLOs and CDOs [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Years
Mar. 31, 2012
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Corporate Loans and Debt Securities [Member]
Fair Value, Measurements, Recurring [Member]
multiple
Mar. 31, 2012
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Corporate CLOs and CDOs [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Corporate Loans and Debt Securities [Member]
Fair Value, Measurements, Recurring [Member]
multiple
Mar. 31, 2012
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Corporate CLOs and CDOs [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Option One [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Loans and Securities [Member]
Option Two [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Liabilities [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Liabilities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Mar. 31, 2012
Derivative Financial Instruments, Liabilities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]                                                                                                                    
Loans and Securities Fair Value Disclosure                                                           $ 5,542,000,000 [1] $ 6,537,000,000 $ 2,449,000,000 [1] $ 133,000,000 $ 3,089,000,000 [1] $ 2,773,000,000 [1] $ 4,520,000,000 [1] $ 5,163,000,000 [1]                                          
Trading Account Assets - Mortgage Trading Loans and ABS, Fair Value Disclosure         4,000,000,000                                                 689,000,000 [1]   299,000,000 [1]   184,000,000 [1]   2,840,000,000 [1]                                            
Loans And Leases Fair Value Disclosure     9,192,000,000 8,804,000,000 2,782,000,000 2,744,000,000 5,813,000,000 [2] 7,598,000,000 [2]                                           2,332,000,000 [1] 5,813,000,000     450,000,000 [1]                                                
Loans Held-for-sale, Fair Value Disclosure 7,558,000,000 7,630,000,000 7,558,000,000 7,630,000,000 2,862,000,000 [3],[4] 3,387,000,000 857,000,000 5,043,000,000                                           2,521,000,000 [1] 724,000,000 341,000,000 [1] 133,000,000                                                  
Other Assets, Fair Value Disclosure 35,671,000,000 37,084,000,000 35,671,000,000 37,084,000,000 3,487,000,000 4,235,000,000 14,000,000 91,000,000 1,809,000,000 1,700,000,000                                           1,809,000,000 [1]                                                    
Available For Sale Securities - Other Taxable Securities, Fair Value Disclosure         4,200,000,000                                                         2,455,000,000 [1]   461,000,000 [1] 1,259,000,000 [1]                                          
Trading Account Assets - Corporate Securities, Trading Loans and Other, Fair Value Disclosure         6,000,000,000                                                           2,773,000,000 [1] 1,219,000,000 [1] 2,009,000,000 [1]                                          
Available For Sale Debt Securities - Tax Exempt Securities, Fair Value Disclosure         1,900,000,000                                                               1,895,000,000 [1]                                          
Debt Instrument, Fair Value Disclosure                                                                                                               (2,500,000,000)    
Derivative Asset, Fair Value, Net                     4,187,000,000 849,000,000 1,072,000,000 2,114,000,000 (657,000,000) (14,000,000) 823,000,000                                                                                  
Fair Value Inputs, Yield                                   2.00% 6.00%         20.00% 25.00%                         1.00% 4.00% 1.00% 4.00% 1.00% 2.00% 2.00%   25.00% 7.00% 15.00% 15.00% 5.00% 20.00% 20.00%            
Fair Value Inputs, Prepayment Rate                                   5.00% 0.00%         25.00% 25.00%                         0.00% 3.00%         5.00%   25.00% 24.00%         25.00%            
Fair Value Inputs, Probability of Default                                   1.00% 0.00%         5.00% 4.00%                         0.00% 0.00%         1.00%   54.00% 59.00%         5.00%            
Fair Value Inputs, Loss Severity                                   25.00% 0.00%         40.00% 65.00%                         0.00% 0.00% 0.00% 0.00%     25.00%   80.00% 60.00% 91.00% 91.00%     40.00%            
Fair Value Inputs, Earnings before Interest, Taxes, Depreciation, and Amortization Multiple                                                                                     3               7              
Fair Value Inputs, Weighted Average Life                                                                         5                                          
Financial Instrument, Description of Discount Rate, Variable Basis                                                                                                           LIBOR JJK      
Financial Instrument, Basis Spread on Variable Discount Rate                                                                                                           2.00% 1.50%      
Fair Value Inputs, Projected Tender Price to Refinancing Level                                                                                         50.00%               99.00%          
Fair Value Inputs, Correlation Index to Index                                         0.50           0.97                                                           0.50 0.97
Fair Value Inputs, Correlation Stock to Stock                                         0.30           0.80                                                           0.30 0.80
Fair Value Assumptions, Expected Volatility Rate                                         20.00%           70.00%                                                           20.00% 70.00%
Fair Value Inputs, Credit Spreads                                   0.01           0.05                                                                    
Fair Value Inputs, Recovery                                   30.00%           50.00%                                                                    
Fair Value Inputs, Upfront Points                                     53           99                                                                  
Fair Value Inputs, Correlation                                     45.00%           70.00%                                                                  
Fair Value Inputs, Spread to Index                                     (0.10)           0.40                                                                  
Fair Value Inputs, Default Correlation                                       30.00%           80.00%                                                                
Fair Value Inputs, Wrong-Way Correlation                                       20.00%           50.00%                                                                
Fair Value Inputs, Ratings-Based Spreads                                       0.03           0.05                                                                
Fair Value Inputs, Long-Term Natural Gas Basis Curve                                           $ (0.53)           $ 0.22                                                            
Fair Value Inputs, Correlation Interest Rate to Interest Rate                                             46.00%           98.00%                                                          
Fair Value Inputs, Correlation of Foreign Exchange Rates to Interest Rates                                             (65.00%)           50.00%                                                          
Fair Value Inputs, Long-Dated Inflation Rates                                             2.00%           3.00%                                                          
Fair Value Inputs, Long-Dated Inflation Volatilities                                             1.00%           2.00%                                                          
Fair Value Inputs, Long-Dated Volatilities - Interest Rates, Foreign Exchange Rates                                             4.00%           45.00%                                                          
Fair Value Inputs, Long-Dated Swap Rates                                             11.00%           12.00%                                                          
[1] The total amount of the Level 3 line items that cross multiple categories of loans and securities for which ranges of inputs are provided in the table above is as follows: trading account assets – corporate securities, trading loans and other of $6.0 billion, trading account assets – mortgage trading loans and ABS of $4.0 billion, AFS debt securities – other taxable securities of $4.2 billion, AFS debt securities – tax-exempt securities of $1.9 billion, loans and leases of $2.8 billion, LHFS of $2.9 billion and other assets of $1.8 billion. Such amounts agree to the respective line items in the table on page 194.
[2] Gains (losses) represent charge-offs on real estate-secured loans.
[3] Assets (liabilities). For assets, increase / (decrease) to Level 3 and for liabilities, (increase) / decrease to Level 3.
[4] Amounts represent items that are accounted for under the fair value option.