Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Valuation Adjustments (Details)

v3.19.3
Derivatives - Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Dec. 31, 2018
Gross          
Derivative assets (CVA) $ (41) $ 71 $ (39) $ 186  
Derivative assets/liabilities (FVA) (60) 45 (27) 36  
Derivative liabilities (DVA) 17 (69) (56) (112)  
Net          
Derivative assets (CVA) 16 27 38 172  
Derivative assets/liabilities (FVA) (4) 35 35 16  
Derivative liabilities (DVA) 8 $ (79) (64) $ (132)  
Cumulative credit valuation adjustment 639   639   $ 600
Cumulative funding valuation adjustment 178   178   151
Cumulative debit valuation adjustment $ 376   $ 376   $ 432