Fair Value Measurements - Level 3 Reconciliation (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 |
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Gains (Losses) in OCI |
$ (53)
|
|
$ 47
|
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
(1,114)
|
$ (1,588)
|
(935)
|
$ (1,714)
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
73
|
(53)
|
(43)
|
203
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
81
|
23
|
248
|
371
|
|
| Sales |
(270)
|
(66)
|
(676)
|
(919)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(36)
|
111
|
(124)
|
488
|
|
| Gross Transfers into Level 3 |
0
|
20
|
139
|
87
|
|
| Gross Transfers out of Level 3 |
34
|
983
|
159
|
914
|
|
| Balance, ending |
(1,232)
|
(570)
|
(1,232)
|
(570)
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
52
|
(51)
|
(110)
|
(138)
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
| Derivative assets, gross |
391,400
|
|
391,400
|
|
$ 328,800
|
| Derivative liabilities, gross |
380,500
|
|
380,500
|
|
317,800
|
| Trading account liabilities – Equity securities |
|
|
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
(2)
|
|
0
|
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
|
(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 |
0
|
|
(2)
|
|
|
| Trading account liabilities – Corporate securities and other |
|
|
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
(13)
|
(35)
|
(18)
|
(24)
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
1
|
9
|
8
|
11
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
(1)
|
9
|
0
|
9
|
|
| Sales |
0
|
0
|
(3)
|
(11)
|
|
| Issuances |
0
|
0
|
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)
|
(17)
|
(13)
|
(17)
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(1)
|
(6)
|
(1)
|
(7)
|
|
| Accrued expenses and other liabilities |
|
|
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
|
|
|
(8)
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
|
|
|
0
|
|
| Gains (Losses) in OCI |
|
|
|
0
|
|
| Purchases |
|
|
|
0
|
|
| Sales |
|
|
|
0
|
|
| Issuances |
|
|
|
0
|
|
| Settlements |
|
|
|
8
|
|
| Gross Transfers into Level 3 |
|
|
|
0
|
|
| Gross Transfers out of Level 3 |
|
|
|
0
|
|
| Balance, ending |
|
0
|
|
0
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
|
|
|
0
|
|
| Long-term debt |
|
|
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
(902)
|
(1,225)
|
(817)
|
(1,863)
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
16
|
11
|
(71)
|
97
|
|
| Gains (Losses) in OCI |
1
|
(1)
|
0
|
2
|
|
| Purchases |
(27)
|
0
|
(27)
|
9
|
|
| Sales |
0
|
0
|
0
|
0
|
|
| Issuances |
0
|
(11)
|
(13)
|
(131)
|
|
| Settlements |
49
|
106
|
125
|
429
|
|
| Gross Transfers into Level 3 |
(1)
|
(106)
|
(62)
|
(253)
|
|
| Gross Transfers out of Level 3 |
0
|
303
|
1
|
787
|
|
| Balance, ending |
(864)
|
(923)
|
(864)
|
(923)
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
16
|
13
|
(64)
|
87
|
|
| Level 3 | Recurring |
|
|
|
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
| Derivative assets, gross |
3,370
|
4,400
|
3,370
|
4,400
|
3,466
|
| Derivative liabilities, gross |
4,602
|
5,000
|
4,602
|
5,000
|
$ 4,401
|
| Corporate securities, trading loans and other |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
1,393
|
1,638
|
1,558
|
1,864
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
28
|
14
|
86
|
(14)
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
(1)
|
|
| Purchases |
158
|
54
|
352
|
328
|
|
| Sales |
(153)
|
(87)
|
(305)
|
(298)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(143)
|
(175)
|
(349)
|
(388)
|
|
| Gross Transfers into Level 3 |
356
|
269
|
602
|
517
|
|
| Gross Transfers out of Level 3 |
(48)
|
(179)
|
(353)
|
(474)
|
|
| Balance, ending |
1,591
|
1,534
|
1,591
|
1,534
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
(14)
|
33
|
(88)
|
|
| Equity securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
296
|
228
|
276
|
235
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(8)
|
8
|
14
|
17
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
17
|
21
|
38
|
29
|
|
| Sales |
(81)
|
0
|
(87)
|
(11)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(1)
|
0
|
(4)
|
(4)
|
|
| Gross Transfers into Level 3 |
66
|
43
|
69
|
73
|
|
| Gross Transfers out of Level 3 |
(10)
|
(10)
|
(27)
|
(49)
|
|
| Balance, ending |
279
|
290
|
279
|
290
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(31)
|
8
|
(14)
|
17
|
|
| Non-U.S. sovereign debt |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
481
|
368
|
465
|
556
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
9
|
10
|
36
|
39
|
|
| Gains (Losses) in OCI |
(28)
|
(13)
|
(24)
|
(55)
|
|
| Purchases |
0
|
0
|
1
|
7
|
|
| Sales |
0
|
0
|
0
|
(50)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(36)
|
0
|
(47)
|
(8)
|
|
| Gross Transfers into Level 3 |
39
|
109
|
39
|
117
|
|
| Gross Transfers out of Level 3 |
0
|
(5)
|
(5)
|
(137)
|
|
| Balance, ending |
465
|
469
|
465
|
469
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
10
|
11
|
37
|
40
|
|
| Mortgage trading loans, ABS and other MBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
1,389
|
1,523
|
1,635
|
1,498
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(8)
|
16
|
80
|
157
|
|
| Gains (Losses) in OCI |
0
|
(1)
|
(2)
|
2
|
|
| Purchases |
91
|
75
|
488
|
392
|
|
| Sales |
(156)
|
(184)
|
(817)
|
(760)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(48)
|
(29)
|
(172)
|
(136)
|
|
| Gross Transfers into Level 3 |
316
|
191
|
583
|
541
|
|
| Gross Transfers out of Level 3 |
(21)
|
(112)
|
(232)
|
(215)
|
|
| Balance, ending |
1,563
|
1,479
|
1,563
|
1,479
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(24)
|
8
|
13
|
92
|
|
| Trading account assets |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
3,559
|
3,757
|
3,934
|
4,153
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
21
|
48
|
216
|
199
|
|
| Gains (Losses) in OCI |
(28)
|
(14)
|
(26)
|
(54)
|
|
| Purchases |
266
|
150
|
879
|
756
|
|
| Sales |
(390)
|
(271)
|
(1,209)
|
(1,119)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(228)
|
(204)
|
(572)
|
(536)
|
|
| Gross Transfers into Level 3 |
777
|
612
|
1,293
|
1,248
|
|
| Gross Transfers out of Level 3 |
(79)
|
(306)
|
(617)
|
(875)
|
|
| Balance, ending |
3,898
|
3,772
|
3,898
|
3,772
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(45)
|
13
|
69
|
61
|
|
| Non-agency residential MBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
568
|
453
|
597
|
0
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
31
|
0
|
39
|
|
| Gains (Losses) in OCI |
(13)
|
(28)
|
77
|
(42)
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
(72)
|
0
|
(72)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(8)
|
0
|
(29)
|
0
|
|
| Gross Transfers into Level 3 |
0
|
235
|
206
|
694
|
|
| Gross Transfers out of Level 3 |
(39)
|
(75)
|
(343)
|
(75)
|
|
| Balance, ending |
508
|
544
|
508
|
544
|
|
| 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
|
3
|
2
|
25
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
0
|
0
|
0
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
(1)
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
0
|
0
|
(10)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
0
|
0
|
0
|
(14)
|
|
| Gross Transfers into Level 3 |
0
|
0
|
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
|
99
|
7
|
509
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
(1)
|
0
|
1
|
|
| Gains (Losses) in OCI |
0
|
(3)
|
0
|
(5)
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
(22)
|
0
|
(22)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
0
|
0
|
(4)
|
(10)
|
|
| Gross Transfers into Level 3 |
0
|
0
|
0
|
60
|
|
| Gross Transfers out of Level 3 |
0
|
(66)
|
0
|
(526)
|
|
| Balance, ending |
3
|
7
|
3
|
7
|
|
| 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 |
|
1
|
|
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 |
|
0
|
|
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 |
573
|
556
|
606
|
1,003
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
30
|
0
|
40
|
|
| Gains (Losses) in OCI |
(13)
|
(31)
|
77
|
(48)
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
(94)
|
0
|
(104)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(8)
|
0
|
(33)
|
(24)
|
|
| Gross Transfers into Level 3 |
0
|
235
|
206
|
758
|
|
| Gross Transfers out of Level 3 |
(39)
|
(141)
|
(343)
|
(1,070)
|
|
| Balance, ending |
513
|
555
|
513
|
555
|
|
| 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 |
273
|
287
|
172
|
0
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(8)
|
(23)
|
41
|
(27)
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
0
|
0
|
0
|
0
|
|
| Sales |
0
|
0
|
0
|
(7)
|
|
| Issuances |
0
|
0
|
0
|
0
|
|
| Settlements |
(5)
|
0
|
(13)
|
0
|
|
| Gross Transfers into Level 3 |
48
|
60
|
155
|
358
|
|
| Gross Transfers out of Level 3 |
0
|
(28)
|
(47)
|
(28)
|
|
| Balance, ending |
308
|
296
|
308
|
296
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(8)
|
(10)
|
38
|
(5)
|
|
| Loans and leases |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
355
|
493
|
338
|
571
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
8
|
0
|
12
|
(20)
|
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
0
|
|
| Purchases |
27
|
0
|
27
|
0
|
|
| Sales |
(17)
|
(62)
|
(32)
|
(71)
|
|
| Issuances |
44
|
0
|
97
|
0
|
|
| Settlements |
(16)
|
(21)
|
(41)
|
(70)
|
|
| Gross Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Balance, ending |
401
|
410
|
401
|
410
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
8
|
(1)
|
11
|
(17)
|
|
| Loans held-for-sale |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
486
|
577
|
542
|
690
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
5
|
12
|
43
|
24
|
|
| Gains (Losses) in OCI |
(11)
|
(4)
|
(11)
|
(31)
|
|
| Purchases |
2
|
39
|
12
|
51
|
|
| Sales |
0
|
0
|
(71)
|
0
|
|
| Issuances |
0
|
0
|
11
|
0
|
|
| Settlements |
(96)
|
(82)
|
(199)
|
(160)
|
|
| Gross Transfers into Level 3 |
0
|
12
|
59
|
12
|
|
| Gross Transfers out of Level 3 |
0
|
(28)
|
0
|
(60)
|
|
| Balance, ending |
386
|
526
|
386
|
526
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(7)
|
9
|
13
|
18
|
|
| Other assets |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Balance, beginning |
2,551
|
3,184
|
2,932
|
2,425
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(40)
|
121
|
(194)
|
389
|
|
| Gains (Losses) in OCI |
(5)
|
0
|
11
|
0
|
|
| Purchases |
0
|
0
|
0
|
2
|
|
| Sales |
0
|
(22)
|
(10)
|
(68)
|
|
| Issuances |
53
|
31
|
161
|
83
|
|
| Settlements |
(163)
|
(174)
|
(504)
|
(585)
|
|
| Gross Transfers into Level 3 |
4
|
0
|
4
|
929
|
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
(35)
|
|
| Balance, ending |
2,400
|
3,140
|
2,400
|
3,140
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
$ (82)
|
$ 55
|
$ (342)
|
$ 188
|
|