Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Recurring Fair Value Inputs (Details)

v3.8.0.1
Fair Value Measurements - Recurring Fair Value Inputs (Details) - USD ($)
9 Months Ended 12 Months Ended
Sep. 30, 2017
Dec. 31, 2016
Jun. 30, 2017
Sep. 30, 2016
Jun. 30, 2016
Dec. 31, 2015
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Net derivative asset (liability) $ (2,023,000,000) $ (1,313,000,000) $ (1,803,000,000) $ (987,000,000) $ (648,000,000) $ (441,000,000)
Recurring            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 653,738,000,000 614,410,000,000        
Long-term debt (211,705,000,000) (185,699,000,000)        
Recurring | Level 3            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 12,743,000,000 14,462,000,000        
Long-term debt (7,825,000,000) (7,153,000,000)        
Net derivative asset (liability) $ (2,023,000,000) $ (1,313,000,000)        
Recurring | Level 3 | Discounted cash flow, Market comparables, Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Yield 7.50%          
Recurring | Level 3 | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Yield   6.00%        
Price (in dollars per share) $ 0 $ 12        
Duration 0 years 0 years        
Equity correlation 3.00% 13.00%        
Long-dated equity volatilities 4.00% 4.00%        
Recurring | Level 3 | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Yield   37.00%        
Price (in dollars per share) $ 100 $ 87        
Duration 4 years 5 years        
Equity correlation 100.00% 100.00%        
Long-dated equity volatilities 76.00% 76.00%        
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) $ 65 $ 73        
Duration 3 years 3 years        
Equity correlation 64.00% 68.00%        
Long-dated equity volatilities 22.00% 26.00%        
Recurring | Level 3 | Loans and leases            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value $ 618,000,000 $ 720,000,000        
Recurring | Level 3 | Loans Held-for-Sale            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 775,000,000 656,000,000        
Recurring | Level 3 | Credit derivatives            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Net derivative asset (liability) $ (325,000,000) $ (129,000,000)        
Recurring | Level 3 | Credit derivatives | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Loss severity 35.00% 35.00%        
Recurring | Level 3 | Credit derivatives | Minimum | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 1.00% 0.00%        
Prepayment speed 15.00% 10.00%        
Default rate 1.00% 1.00%        
Price (in dollars per share) $ 0          
Upfront points 0.00% 0.00%        
Credit spreads   0.17%        
Credit correlation 12.00% 21.00%        
Recurring | Level 3 | Credit derivatives | Maximum | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 5.00% 24.00%        
Prepayment speed 20.00% 20.00%        
Default rate 4.00% 4.00%        
Price (in dollars per share) $ 102          
Upfront points 1.00% 1.00%        
Credit spreads   8.14%        
Credit correlation 90.00% 80.00%        
Recurring | Level 3 | Credit derivatives | Weighted Average | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 3.00% 13.00%        
Prepayment speed 16.00% 18.00%        
Default rate 2.00% 3.00%        
Price (in dollars per share) $ 76          
Upfront points 0.73% 0.72%        
Credit spreads   2.48%        
Credit correlation 58.00% 44.00%        
Recurring | Level 3 | Equity contracts            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Net derivative asset (liability) $ (2,235,000,000) $ (1,690,000,000)        
Recurring | Level 3 | Equity contracts | Minimum | Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Equity correlation 3.00% 13.00%        
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% 76.00%        
Recurring | Level 3 | Equity contracts | Weighted Average | Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Equity correlation 64.00% 68.00%        
Long-dated equity volatilities 22.00% 26.00%        
Recurring | Level 3 | Commodity contracts            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Net derivative asset (liability) $ 2,000,000 $ 6,000,000        
Recurring | Level 3 | Commodity contracts | Minimum | Discounted cash flow, Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Long-dated equity volatilities 25.00% 23.00%        
Natural gas forward price $ 2 $ 2        
Correlation 68.00% 66.00%        
Recurring | Level 3 | Commodity contracts | Maximum | Discounted cash flow, Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Long-dated equity volatilities 90.00% 96.00%        
Natural gas forward price $ 6 $ 6        
Correlation 90.00% 95.00%        
Recurring | Level 3 | Commodity contracts | Weighted Average | Discounted cash flow, Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Long-dated equity volatilities 49.00% 36.00%        
Natural gas forward price $ 3 $ 4        
Correlation 85.00% 85.00%        
Recurring | Level 3 | Interest rate contracts            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Net derivative asset (liability) $ 535,000,000 $ 500,000,000        
Recurring | Level 3 | Interest rate contracts | Minimum | Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Correlation (IR/IR) 15.00% 15.00%        
Correlation (FX/IR) 0.00% 0.00%        
Illiquid IR and long-dated inflation rates (10.00%) (12.00%)        
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) 90.00% 99.00%        
Correlation (FX/IR) 46.00% 40.00%        
Illiquid IR and long-dated inflation rates 38.00% 35.00%        
Long-dated inflation volatilities 1.00% 2.00%        
Recurring | Level 3 | Interest rate contracts | Weighted Average | Industry standard derivative pricing            
Fair Value Inputs [Abstract]            
Correlation (IR/IR) 53.00% 56.00%        
Correlation (FX/IR) 1.00% 2.00%        
Illiquid IR and long-dated inflation rates 6.00% 5.00%        
Long-dated inflation volatilities 1.00% 1.00%        
Recurring | Level 3 | Long-term debt            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Long-term debt $ (1,890,000,000) $ (1,514,000,000)        
Recurring | Level 3 | Mortgage trading loans, ABS and other MBS            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 1,300,000,000 1,200,000,000        
Recurring | Level 3 | Corporate securities, trading loans and other            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 1,700,000,000 2,800,000,000        
Recurring | Level 3 | Non-U.S. sovereign debt            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 552,000,000 510,000,000        
Recurring | Level 3 | Other taxable securities            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 483,000,000 594,000,000        
Recurring | Level 3 | Tax-exempt securities            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 467,000,000 542,000,000        
Recurring | Level 3 | Instruments backed by residential real estate assets            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value $ 914,000,000 $ 1,066,000,000        
Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 0.00%          
Prepayment speed 0.00%          
Default rate 0.00%          
Loss severity 0.00%          
Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Discounted cash flow, Market comparables            
Fair Value Inputs [Abstract]            
Yield   0.00%        
Prepayment speed   0.00%        
Default rate   0.00%        
Loss severity   0.00%        
Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 25.00%          
Prepayment speed 22.00%          
Default rate 3.00%          
Loss severity 54.00%          
Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Discounted cash flow, Market comparables            
Fair Value Inputs [Abstract]            
Yield   50.00%        
Prepayment speed   27.00%        
Default rate   3.00%        
Loss severity   54.00%        
Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 6.00%          
Prepayment speed 12.00%          
Default rate 2.00%          
Loss severity 18.00%          
Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Discounted cash flow, Market comparables            
Fair Value Inputs [Abstract]            
Yield   7.00%        
Prepayment speed   14.00%        
Default rate   2.00%        
Loss severity   18.00%        
Recurring | Level 3 | Instruments backed by residential real estate assets | Loans and leases            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value $ 617,000,000 $ 718,000,000        
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 4,000,000 11,000,000        
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 293,000,000 337,000,000        
Recurring | Level 3 | Instruments backed by commercial real estate assets            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value $ 264,000,000 $ 317,000,000        
Recurring | Level 3 | Instruments backed by commercial real estate assets | Minimum | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 0.00%          
Price (in dollars per share) $ 0          
Recurring | Level 3 | Instruments backed by commercial real estate assets | Minimum | Discounted cash flow, Market comparables            
Fair Value Inputs [Abstract]            
Yield   0.00%        
Price (in dollars per share)   $ 0        
Recurring | Level 3 | Instruments backed by commercial real estate assets | Maximum | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 25.00%          
Price (in dollars per share) $ 100          
Recurring | Level 3 | Instruments backed by commercial real estate assets | Maximum | Discounted cash flow, Market comparables            
Fair Value Inputs [Abstract]            
Yield   39.00%        
Price (in dollars per share)   $ 100        
Recurring | Level 3 | Instruments backed by commercial real estate assets | Weighted Average | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Yield 6.00%          
Price (in dollars per share) $ 68          
Recurring | Level 3 | Instruments backed by commercial real estate assets | Weighted Average | Discounted cash flow, Market comparables            
Fair Value Inputs [Abstract]            
Yield   11.00%        
Price (in dollars per share)   $ 65        
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        
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 $ 46,000,000 53,000,000        
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 218,000,000 178,000,000        
Recurring | Level 3 | Commercial loans, debt securities and other            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value $ 3,754,000,000 $ 4,486,000,000        
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 0.00% 1.00%        
Prepayment speed 10.00% 5.00%        
Default rate 3.00% 3.00%        
Loss severity 35.00% 0.00%        
Price (in dollars per share) $ 0 $ 0        
Duration   0 years        
Recurring | Level 3 | Commercial loans, debt securities and other | Maximum | Discounted cash flow, Market comparables            
Fair Value Inputs [Abstract]            
Yield 12.00% 37.00%        
Prepayment speed 20.00% 20.00%        
Default rate 4.00% 4.00%        
Loss severity 40.00% 50.00%        
Price (in dollars per share) $ 185 $ 292        
Duration   5 years        
Recurring | Level 3 | Commercial loans, debt securities and other | Weighted Average | Discounted cash flow, Market comparables            
Fair Value Inputs [Abstract]            
Yield 4.00% 14.00%        
Prepayment speed 15.00% 19.00%        
Default rate 4.00% 4.00%        
Loss severity 37.00% 19.00%        
Price (in dollars per share) $ 63 $ 68        
Duration   3 years        
Recurring | Level 3 | Commercial loans, debt securities and other | Available-for-sale Securities            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value $ 19,000,000          
Recurring | Level 3 | Commercial loans, debt securities and other | Loans and leases            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 1,000,000 $ 2,000,000        
Recurring | Level 3 | Commercial loans, debt securities and other | Loans Held-for-Sale            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 771,000,000 559,000,000        
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 913,000,000 821,000,000        
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 1,498,000,000 2,565,000,000        
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 552,000,000 510,000,000        
Recurring | Level 3 | Commercial loans, debt securities and other | Other taxable securities | Available-for-sale Securities            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value   29,000,000        
Recurring | Level 3 | Auction rate securities            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value $ 957,000,000 $ 1,141,000,000        
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 $ 26,000,000 $ 34,000,000        
Recurring | Level 3 | Auction rate securities | Other taxable securities | Available-for-sale Securities            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 464,000,000 565,000,000        
Recurring | Level 3 | Auction rate securities | Tax-exempt securities | Available-for-sale Securities            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value 467,000,000 542,000,000        
Recurring | Level 3 | MSRs            
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Assets, fair value $ 2,407,000,000 $ 2,747,000,000        
Recurring | Level 3 | MSRs | Minimum | Discounted cash flow, Stochastic recovery correlation model            
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% 9.00%        
Option Adjusted Spread, variable rate 9.00% 9.00%        
Recurring | Level 3 | MSRs | Maximum | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Weighted-average life, fixed rate 14 years 15 years        
Weighted-average life, variable rate 10 years 14 years        
Option Adjusted Spread, fixed rate 14.00% 14.00%        
Option Adjusted Spread, variable rate 15.00% 15.00%        
Recurring | Level 3 | MSRs | Weighted Average | Discounted cash flow, Stochastic recovery correlation model            
Fair Value Inputs [Abstract]            
Weighted-average life, fixed rate 5 years 6 years        
Weighted-average life, variable rate 3 years 4 years        
Option Adjusted Spread, fixed rate 10.00% 10.00%        
Option Adjusted Spread, variable rate 12.00% 12.00%