Fair Value Measurements - Recurring Fair Value Inputs (Details) - USD ($)
|
9 Months Ended |
12 Months Ended |
|
|
|
|
Sep. 30, 2018 |
Dec. 31, 2017 |
Jun. 30, 2018 |
Sep. 30, 2017 |
Jun. 30, 2017 |
Dec. 31, 2016 |
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Other Assets, Fair Value Disclosure |
$ 23,738,000,000
|
$ 22,581,000,000
|
|
|
|
|
| Net derivative asset (liability) |
(570,000,000)
|
(1,714,000,000)
|
$ (1,588,000,000)
|
$ (2,023,000,000)
|
$ (1,803,000,000)
|
$ (1,313,000,000)
|
| Recurring |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
603,007,000,000
|
647,824,000,000
|
|
|
|
|
| Other Assets, Fair Value Disclosure |
23,738,000,000
|
22,581,000,000
|
|
|
|
|
| Long-term debt |
(215,906,000,000)
|
(208,238,000,000)
|
|
|
|
|
| Recurring | Level 3 |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
13,079,000,000
|
12,909,000,000
|
|
|
|
|
| Other Assets, Fair Value Disclosure |
3,140,000,000
|
2,425,000,000
|
|
|
|
|
| Long-term debt |
(5,890,000,000)
|
(7,676,000,000)
|
|
|
|
|
| Net derivative asset (liability) |
$ (570,000,000)
|
$ (1,714,000,000)
|
|
|
|
|
| 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 |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
$ 10
|
|
|
|
|
|
| Recurring | Level 3 | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
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|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
7.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
$ 0
|
|
|
|
|
| Equity correlation |
9.00%
|
15.00%
|
|
|
|
|
| Long-dated equity volatilities |
4.00%
|
4.00%
|
|
|
|
|
| Recurring | Level 3 | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
$ 100
|
|
|
|
|
|
| Recurring | Level 3 | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
46.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 100
|
$ 100
|
|
|
|
|
| Equity correlation |
100.00%
|
100.00%
|
|
|
|
|
| Long-dated equity volatilities |
79.00%
|
84.00%
|
|
|
|
|
| Recurring | Level 3 | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
$ 96
|
|
|
|
|
|
| Recurring | Level 3 | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
18.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 70
|
$ 66
|
|
|
|
|
| Equity correlation |
61.00%
|
63.00%
|
|
|
|
|
| Long-dated equity volatilities |
27.00%
|
22.00%
|
|
|
|
|
| Recurring | Level 3 | Loans and leases |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 410,000,000
|
$ 571,000,000
|
|
|
|
|
| Recurring | Level 3 | Loans held-for-sale |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
526,000,000
|
690,000,000
|
|
|
|
|
| Recurring | Level 3 | Other assets |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
950,000,000
|
|
|
|
|
|
| Other Assets, Fair Value Disclosure |
3,100,000,000
|
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ (304,000,000)
|
$ (282,000,000)
|
|
|
|
|
| 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 |
2.00%
|
1.00%
|
|
|
|
|
| Prepayment speed |
15.00%
|
15.00%
|
|
|
|
|
| Default rate |
1.00%
|
1.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
$ 0
|
|
|
|
|
| Upfront points |
0.00%
|
0.00%
|
|
|
|
|
| Credit correlation |
70.00%
|
35.00%
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
12.00%
|
5.00%
|
|
|
|
|
| Prepayment speed |
20.00%
|
20.00%
|
|
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 101
|
$ 102
|
|
|
|
|
| Upfront points |
1.00%
|
1.00%
|
|
|
|
|
| Credit correlation |
|
83.00%
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
4.00%
|
3.00%
|
|
|
|
|
| Prepayment speed |
15.00%
|
16.00%
|
|
|
|
|
| Default rate |
2.00%
|
2.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 77
|
$ 82
|
|
|
|
|
| Upfront points |
0.69%
|
0.71%
|
|
|
|
|
| Credit correlation |
|
42.00%
|
|
|
|
|
| Recurring | Level 3 | Equity contracts |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ (857,000,000)
|
$ (2,059,000,000)
|
|
|
|
|
| Recurring | Level 3 | Equity contracts | Minimum | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
9.00%
|
15.00%
|
|
|
|
|
| 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 |
79.00%
|
84.00%
|
|
|
|
|
| Recurring | Level 3 | Equity contracts | Weighted Average | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
61.00%
|
63.00%
|
|
|
|
|
| Long-dated equity volatilities |
27.00%
|
22.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ 11,000,000
|
$ (3,000,000)
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
13.00%
|
26.00%
|
|
|
|
|
| Natural gas forward price |
$ 1
|
$ 1
|
|
|
|
|
| Correlation |
53.00%
|
71.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
495.00%
|
132.00%
|
|
|
|
|
| Natural gas forward price |
$ 11
|
$ 5
|
|
|
|
|
| Correlation |
89.00%
|
87.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Weighted Average | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
55.00%
|
57.00%
|
|
|
|
|
| Natural gas forward price |
$ 3
|
$ 3
|
|
|
|
|
| Correlation |
78.00%
|
81.00%
|
|
|
|
|
| Recurring | Level 3 | Interest rate contracts |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ 580,000,000
|
$ 630,000,000
|
|
|
|
|
| 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%
|
|
|
|
|
| Long-dated inflation rates |
(20.00%)
|
(14.00%)
|
|
|
|
|
| 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) |
80.00%
|
92.00%
|
|
|
|
|
| Correlation (FX/IR) |
46.00%
|
46.00%
|
|
|
|
|
| Long-dated inflation rates |
38.00%
|
38.00%
|
|
|
|
|
| Long-dated inflation volatilities |
1.00%
|
1.00%
|
|
|
|
|
| Recurring | Level 3 | Interest rate contracts | Weighted Average | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Correlation (IR/IR) |
53.00%
|
50.00%
|
|
|
|
|
| Correlation (FX/IR) |
1.00%
|
1.00%
|
|
|
|
|
| Long-dated inflation rates |
2.00%
|
4.00%
|
|
|
|
|
| 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 |
$ (923,000,000)
|
$ (1,863,000,000)
|
|
|
|
|
| Recurring | Level 3 | Mortgage trading loans, ABS and other MBS |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
1,500,000,000
|
1,500,000,000
|
|
|
|
|
| Recurring | Level 3 | Corporate securities, trading loans and other |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
1,500,000,000
|
1,900,000,000
|
|
|
|
|
| Recurring | Level 3 | Non-U.S. sovereign debt |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
469,000,000
|
556,000,000
|
|
|
|
|
| Recurring | Level 3 | Other taxable securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
|
509,000,000
|
|
|
|
|
| Recurring | Level 3 | Tax-exempt securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
|
469,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 1,615,000,000
|
$ 871,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
0.00%
|
|
|
|
|
|
| Prepayment speed |
0.00%
|
|
|
|
|
|
| Default rate |
0.00%
|
|
|
|
|
|
| Loss severity |
0.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
|
|
|
|
|
| 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 | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
25.00%
|
|
|
|
|
|
| Prepayment speed |
19.00%
|
|
|
|
|
|
| Default rate |
3.00%
|
|
|
|
|
|
| Loss severity |
51.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 141
|
|
|
|
|
|
| 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 |
|
53.00%
|
|
|
|
|
| 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 |
11.00%
|
|
|
|
|
|
| Default rate |
1.00%
|
|
|
|
|
|
| Loss severity |
17.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 75
|
|
|
|
|
|
| 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 |
|
1.00%
|
|
|
|
|
| Loss severity |
|
17.00%
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Loans and leases |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 410,000,000
|
$ 570,000,000
|
|
|
|
|
| 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 |
1,000,000
|
3,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Available-for-sale Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
555,000,000
|
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Other debt securities carried at fair value – Non-agency residential MBS |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
296,000,000
|
|
|
|
|
|
| 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 |
353,000,000
|
298,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 361,000,000
|
$ 286,000,000
|
|
|
|
|
| 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%
|
0.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
$ 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%
|
25.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 102
|
$ 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 |
7.00%
|
9.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 78
|
$ 67
|
|
|
|
|
| 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 |
$ 89,000,000
|
$ 42,000,000
|
|
|
|
|
| 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 |
272,000,000
|
244,000,000
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 3,293,000,000
|
$ 4,023,000,000
|
|
|
|
|
| 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 |
10.00%
|
10.00%
|
|
|
|
|
| Default rate |
3.00%
|
3.00%
|
|
|
|
|
| Loss severity |
35.00%
|
35.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
$ 0
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
46.00%
|
12.00%
|
|
|
|
|
| Prepayment speed |
20.00%
|
20.00%
|
|
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
|
|
| Loss severity |
40.00%
|
40.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 141
|
$ 145
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
14.00%
|
5.00%
|
|
|
|
|
| Prepayment speed |
14.00%
|
16.00%
|
|
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
|
|
| Loss severity |
38.00%
|
37.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 65
|
$ 63
|
|
|
|
|
| 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
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Loans held-for-sale |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 525,000,000
|
687,000,000
|
|
|
|
|
| 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 |
1,037,000,000
|
1,158,000,000
|
|
|
|
|
| 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 |
1,262,000,000
|
1,613,000,000
|
|
|
|
|
| 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 |
469,000,000
|
556,000,000
|
|
|
|
|
| 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 |
|
8,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
|
$ 977,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
|
$ 10
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
|
100
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
|
$ 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 |
|
$ 7,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Other taxable securities | Available-for-sale Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
|
501,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Tax-exempt securities | Available-for-sale Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
|
469,000,000
|
|
|
|
|
| Recurring | Level 3 | MSRs |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 2,190,000,000
|
$ 2,302,000,000
|
|
|
|
|
| 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
|
14 years
|
|
|
|
|
| Weighted-average life, variable rate |
10 years
|
10 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 |
6 years
|
5 years
|
|
|
|
|
| Weighted-average life, variable rate |
3 years
|
3 years
|
|
|
|
|
| Option Adjusted Spread, fixed rate |
10.00%
|
10.00%
|
|
|
|
|
| Option Adjusted Spread, variable rate |
12.00%
|
12.00%
|
|
|
|
|