Fair Value Measurements - Level 3 Reconciliation (Details) - USD ($)
$ in Millions |
3 Months Ended |
6 Months Ended |
|
Jun. 30, 2019 |
Jun. 30, 2018 |
Jun. 30, 2019 |
Jun. 30, 2018 |
Dec. 31, 2018 |
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Gains (Losses) in OCI |
$ 11
|
|
$ 112
|
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
(1,018)
|
$ (1,138)
|
(935)
|
$ (1,714)
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(91)
|
(239)
|
(116)
|
256
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
56
|
195
|
167
|
348
|
|
| Sales |
(161)
|
(591)
|
(406)
|
(853)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(33)
|
175
|
(88)
|
377
|
|
| Gross Transfers into Level 3 |
17
|
(4)
|
139
|
67
|
|
| Gross Transfers out of Level 3 |
116
|
14
|
125
|
(69)
|
|
| Balance, ending |
(1,114)
|
(1,588)
|
(1,114)
|
(1,588)
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(94)
|
(251)
|
(131)
|
325
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
| Derivative assets, gross |
354,700
|
|
354,700
|
|
$ 328,800
|
| Derivative liabilities, gross |
348,300
|
|
348,300
|
|
317,800
|
| Trading account liabilities – Equity securities |
|
|
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
0
|
|
0
|
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(2)
|
|
(2)
|
|
|
| Gains (Losses) in OCI |
0
|
|
0
|
|
|
| Purchases |
0
|
|
0
|
|
|
| Sales |
0
|
|
0
|
|
|
| Issuances |
0
|
|
0
|
|
|
| Settlements |
0
|
|
0
|
|
|
| Gross Transfers into Level 3 |
0
|
|
0
|
|
|
| Gross Transfers out of Level 3 |
0
|
|
0
|
|
|
| Balance, ending |
(2)
|
|
(2)
|
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(2)
|
|
(2)
|
|
|
| Trading account liabilities – Corporate securities and other |
|
|
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
(21)
|
(26)
|
(18)
|
(24)
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
7
|
1
|
7
|
2
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
1
|
0
|
1
|
0
|
|
| Sales |
0
|
(9)
|
(3)
|
(11)
|
|
| Issuances |
0
|
(1)
|
0
|
(2)
|
|
| Settlements |
0
|
0
|
0
|
0
|
|
| Gross Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Balance, ending |
(13)
|
(35)
|
(13)
|
(35)
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
1
|
0
|
1
|
|
| Accrued expenses and other liabilities |
|
|
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
|
(8)
|
|
(8)
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
|
0
|
|
0
|
|
| Gains (Losses) in OCI |
|
0
|
|
0
|
|
| Purchases |
|
0
|
|
0
|
|
| Sales |
|
0
|
|
0
|
|
| Issuances |
|
0
|
|
0
|
|
| Settlements |
|
8
|
|
8
|
|
| Gross Transfers into Level 3 |
|
0
|
|
0
|
|
| Gross Transfers out of Level 3 |
|
0
|
|
0
|
|
| Balance, ending |
|
0
|
|
0
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
|
0
|
|
0
|
|
| Long-term debt |
|
|
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
(890)
|
(1,351)
|
(817)
|
(1,863)
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(41)
|
63
|
(87)
|
86
|
|
| Gains (Losses) in OCI |
0
|
2
|
(1)
|
3
|
|
| Purchases |
0
|
4
|
0
|
9
|
|
| Sales |
0
|
0
|
0
|
0
|
|
| Issuances |
(10)
|
(53)
|
(13)
|
(120)
|
|
| Settlements |
38
|
151
|
76
|
323
|
|
| Gross Transfers into Level 3 |
0
|
(114)
|
(61)
|
(147)
|
|
| Gross Transfers out of Level 3 |
1
|
73
|
1
|
484
|
|
| Balance, ending |
(902)
|
(1,225)
|
(902)
|
(1,225)
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(41)
|
66
|
(82)
|
51
|
|
| Level 3 | Recurring |
|
|
|
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
| Derivative assets, gross |
3,403
|
4,500
|
3,403
|
4,500
|
3,466
|
| Derivative liabilities, gross |
4,517
|
6,100
|
4,517
|
6,100
|
$ 4,401
|
| Corporate securities, trading loans and other |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
1,428
|
1,716
|
1,558
|
1,864
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
55
|
(37)
|
58
|
(28)
|
|
| Gains (Losses) in OCI |
0
|
(1)
|
0
|
(1)
|
|
| Purchases |
140
|
81
|
194
|
274
|
|
| Sales |
(79)
|
(75)
|
(152)
|
(211)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(146)
|
(74)
|
(206)
|
(213)
|
|
| Gross Transfers into Level 3 |
107
|
145
|
246
|
248
|
|
| Gross Transfers out of Level 3 |
(112)
|
(117)
|
(305)
|
(295)
|
|
| Balance, ending |
1,393
|
1,638
|
1,393
|
1,638
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
26
|
(67)
|
20
|
(76)
|
|
| Equity securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
288
|
212
|
276
|
235
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
20
|
1
|
22
|
9
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
3
|
2
|
21
|
8
|
|
| Sales |
(5)
|
(4)
|
(6)
|
(11)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
0
|
(4)
|
(3)
|
(4)
|
|
| Gross Transfers into Level 3 |
1
|
29
|
3
|
30
|
|
| Gross Transfers out of Level 3 |
(11)
|
(8)
|
(17)
|
(39)
|
|
| Balance, ending |
296
|
228
|
296
|
228
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
20
|
(3)
|
(4)
|
9
|
|
| Non-U.S. sovereign debt |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
472
|
401
|
465
|
556
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
19
|
13
|
27
|
29
|
|
| Gains (Losses) in OCI |
5
|
(44)
|
4
|
(42)
|
|
| Purchases |
1
|
7
|
1
|
7
|
|
| Sales |
0
|
0
|
0
|
(50)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(11)
|
0
|
(11)
|
(8)
|
|
| Gross Transfers into Level 3 |
0
|
8
|
0
|
8
|
|
| Gross Transfers out of Level 3 |
(5)
|
(17)
|
(5)
|
(132)
|
|
| Balance, ending |
481
|
368
|
481
|
368
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
19
|
13
|
27
|
28
|
|
| Mortgage trading loans, ABS and other MBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
1,510
|
1,372
|
1,635
|
1,498
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
50
|
42
|
88
|
141
|
|
| Gains (Losses) in OCI |
(1)
|
0
|
(2)
|
3
|
|
| Purchases |
167
|
192
|
397
|
317
|
|
| Sales |
(324)
|
(256)
|
(661)
|
(576)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(115)
|
(38)
|
(124)
|
(107)
|
|
| Gross Transfers into Level 3 |
178
|
256
|
267
|
350
|
|
| Gross Transfers out of Level 3 |
(76)
|
(45)
|
(211)
|
(103)
|
|
| Balance, ending |
1,389
|
1,523
|
1,389
|
1,523
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
4
|
32
|
20
|
81
|
|
| Trading account assets |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
3,698
|
3,701
|
3,934
|
4,153
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
144
|
19
|
195
|
151
|
|
| Gains (Losses) in OCI |
4
|
(45)
|
2
|
(40)
|
|
| Purchases |
311
|
282
|
613
|
606
|
|
| Sales |
(408)
|
(335)
|
(819)
|
(848)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(272)
|
(116)
|
(344)
|
(332)
|
|
| Gross Transfers into Level 3 |
286
|
438
|
516
|
636
|
|
| Gross Transfers out of Level 3 |
(204)
|
(187)
|
(538)
|
(569)
|
|
| Balance, ending |
3,559
|
3,757
|
3,559
|
3,757
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
69
|
(25)
|
63
|
42
|
|
| Non-agency residential MBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
581
|
0
|
597
|
0
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
8
|
0
|
8
|
|
| Gains (Losses) in OCI |
(3)
|
(14)
|
90
|
(14)
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
0
|
0
|
0
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(14)
|
0
|
(21)
|
0
|
|
| Gross Transfers into Level 3 |
47
|
459
|
206
|
459
|
|
| Gross Transfers out of Level 3 |
(43)
|
0
|
(304)
|
0
|
|
| Balance, ending |
568
|
453
|
568
|
453
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
0
|
0
|
|
| Non-U.S. securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
2
|
23
|
2
|
25
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
0
|
0
|
0
|
|
| Gains (Losses) in OCI |
0
|
(1)
|
0
|
(1)
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
(10)
|
0
|
(10)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
0
|
(12)
|
0
|
(14)
|
|
| Gross Transfers into Level 3 |
0
|
3
|
0
|
3
|
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Balance, ending |
2
|
3
|
2
|
3
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
0
|
0
|
|
| Other taxable securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
3
|
43
|
7
|
509
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
1
|
0
|
2
|
|
| Gains (Losses) in OCI |
0
|
(2)
|
0
|
(2)
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
0
|
0
|
0
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
0
|
(3)
|
(4)
|
(10)
|
|
| Gross Transfers into Level 3 |
0
|
60
|
0
|
60
|
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
(460)
|
|
| Balance, ending |
3
|
99
|
3
|
99
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
0
|
0
|
|
| Tax-exempt securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
|
0
|
|
469
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
|
0
|
|
0
|
|
| Gains (Losses) in OCI |
|
0
|
|
0
|
|
| Purchases |
|
0
|
|
0
|
|
| Sales |
|
0
|
|
0
|
|
| Issuances |
|
0
|
|
0
|
|
| Settlements |
|
0
|
|
0
|
|
| Gross Transfers into Level 3 |
|
1
|
|
1
|
|
| Gross Transfers out of Level 3 |
|
0
|
|
(469)
|
|
| Balance, ending |
|
1
|
|
1
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
|
0
|
|
0
|
|
| Available-for-sale Securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
586
|
66
|
606
|
1,003
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
9
|
0
|
10
|
|
| Gains (Losses) in OCI |
(3)
|
(17)
|
90
|
(17)
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
(10)
|
0
|
(10)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(14)
|
(15)
|
(25)
|
(24)
|
|
| Gross Transfers into Level 3 |
47
|
523
|
206
|
523
|
|
| Gross Transfers out of Level 3 |
(43)
|
0
|
(304)
|
(929)
|
|
| Balance, ending |
573
|
556
|
573
|
556
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
0
|
0
|
|
| Other debt securities carried at fair value – Non-agency residential MBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
224
|
0
|
172
|
0
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
2
|
(4)
|
49
|
(4)
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
(7)
|
0
|
(7)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(7)
|
0
|
(8)
|
0
|
|
| Gross Transfers into Level 3 |
69
|
298
|
107
|
298
|
|
| Gross Transfers out of Level 3 |
(15)
|
0
|
(47)
|
0
|
|
| Balance, ending |
273
|
287
|
273
|
287
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
2
|
5
|
47
|
5
|
|
| Loans and leases |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
317
|
526
|
338
|
571
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
(4)
|
4
|
(20)
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
(5)
|
(15)
|
(9)
|
|
| Issuances |
53
|
0
|
53
|
0
|
|
| Settlements |
(15)
|
(24)
|
(25)
|
(49)
|
|
| Gross Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Balance, ending |
355
|
493
|
355
|
493
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
(4)
|
3
|
(19)
|
|
| Loans held-for-sale |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
558
|
685
|
542
|
690
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
26
|
(12)
|
38
|
12
|
|
| Gains (Losses) in OCI |
2
|
(27)
|
0
|
(27)
|
|
| Purchases |
0
|
0
|
10
|
12
|
|
| Sales |
(50)
|
0
|
(71)
|
0
|
|
| Issuances |
0
|
0
|
11
|
0
|
|
| Settlements |
(50)
|
(37)
|
(103)
|
(78)
|
|
| Gross Transfers into Level 3 |
0
|
0
|
59
|
0
|
|
| Gross Transfers out of Level 3 |
0
|
(32)
|
0
|
(32)
|
|
| Balance, ending |
486
|
577
|
486
|
577
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
16
|
(16)
|
20
|
5
|
|
| Other assets |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
2,749
|
3,295
|
2,932
|
2,425
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(80)
|
76
|
(154)
|
268
|
|
| Gains (Losses) in OCI |
8
|
0
|
16
|
0
|
|
| Purchases |
0
|
2
|
0
|
2
|
|
| Sales |
(10)
|
(8)
|
(10)
|
(46)
|
|
| Issuances |
67
|
23
|
108
|
52
|
|
| Settlements |
(183)
|
(169)
|
(341)
|
(411)
|
|
| Gross Transfers into Level 3 |
0
|
0
|
0
|
929
|
|
| Gross Transfers out of Level 3 |
0
|
(35)
|
0
|
(35)
|
|
| Balance, ending |
2,551
|
3,184
|
2,551
|
3,184
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
$ (128)
|
$ 8
|
$ (253)
|
$ 145
|
|