Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivative Valuation Adjustments (Details)

v3.8.0.1
Derivatives - Derivative Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Dec. 31, 2017
Gross      
Derivative assets (CVA) $ (24) $ 161  
Derivative assets/liabilities (FVA) (37) 49  
Derivative liabilities (DVA) 114 (150)  
Net      
Derivative assets (CVA) 18 26  
Derivative assets/liabilities (FVA) (1) 56  
Derivative liabilities (DVA) 106 $ (93)  
Cumulative credit valuation adjustment 701   $ 677
Cumulative funding valuation adjustment 173   136
Cumulative debit valuation adjustment $ 565   $ 450