Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Recurring Fair Value Inputs (Details)

v3.19.3
Fair Value Measurements - Recurring Fair Value Inputs (Details)
Sep. 30, 2019
USD ($)
$ / security
year
$ / MMBTU
Dec. 31, 2018
USD ($)
$ / security
year
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Other assets, primarily auction rate securities $ 22,952,000,000 $ 19,739,000,000
Long-term debt (36,773,000,000) (27,689,000,000)
Recurring    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Other assets, primarily auction rate securities 22,952,000,000 19,739,000,000
MSRs 1,600,000,000 2,000,000,000.0
Long-term debt (36,773,000,000) (27,689,000,000)
Recurring | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Instruments backed by residential real estate assets 1,515,000,000 1,536,000,000
Instruments backed by commercial real estate assets 183,000,000 291,000,000
Commercial loans, debt securities and other 3,529,000,000 3,489,000,000
Other assets, primarily auction rate securities 2,400,000,000 2,932,000,000
MSRs 1,556,000,000 2,042,000,000
Long-term debt (864,000,000) (817,000,000)
Net derivative asset (liability) $ (1,232,000,000) $ (935,000,000)
Recurring | Level 3 | Yield | Minimum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.00 0.00
Commercial loans, debt securities and other 0.01 0.01
Recurring | Level 3 | Yield | Minimum | Discounted cash flow    
Fair Value Inputs [Abstract]    
Instruments backed by commercial real estate assets 0.00 0.00
Recurring | Level 3 | Yield | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt   0.07
Recurring | Level 3 | Yield | Maximum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.25 0.25
Commercial loans, debt securities and other 0.15 0.18
Recurring | Level 3 | Yield | Maximum | Discounted cash flow    
Fair Value Inputs [Abstract]    
Instruments backed by commercial real estate assets 0.25 0.25
Recurring | Level 3 | Yield | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt   0.18
Recurring | Level 3 | Yield | Weighted Average | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.06 0.08
Commercial loans, debt securities and other 0.06 0.13
Recurring | Level 3 | Yield | Weighted Average | Discounted cash flow    
Fair Value Inputs [Abstract]    
Instruments backed by commercial real estate assets 0.18 0.07
Recurring | Level 3 | Yield | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt   0.16
Recurring | Level 3 | Prepayment speed | Minimum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.01 0.00
Commercial loans, debt securities and other 0.10 0.10
Recurring | Level 3 | Prepayment speed | Maximum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.28 0.21
Commercial loans, debt securities and other 0.20 0.20
Recurring | Level 3 | Prepayment speed | Weighted Average | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.18 0.12
Commercial loans, debt securities and other 0.17 0.15
Recurring | Level 3 | Default rate | Minimum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.00 0.00
Commercial loans, debt securities and other 0.03 0.03
Recurring | Level 3 | Default rate | Maximum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.03 0.03
Commercial loans, debt securities and other 0.04 0.04
Recurring | Level 3 | Default rate | Weighted Average | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.01 0.01
Commercial loans, debt securities and other 0.04 0.04
Recurring | Level 3 | Loss severity | Minimum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.00 0.00
Commercial loans, debt securities and other 0.35 0.35
Recurring | Level 3 | Loss severity | Maximum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.48 0.51
Commercial loans, debt securities and other 0.40 0.40
Recurring | Level 3 | Loss severity | Weighted Average | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets 0.15 0.17
Commercial loans, debt securities and other 0.37 0.38
Recurring | Level 3 | Price | Minimum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets | $ / security 0 0
Commercial loans, debt securities and other | $ / security 0 0
Other assets, primarily auction rate securities | $ / security 10 10
Recurring | Level 3 | Price | Minimum | Discounted cash flow    
Fair Value Inputs [Abstract]    
Instruments backed by commercial real estate assets | $ / security 0 0
Recurring | Level 3 | Price | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt | $ / security 0 0
Recurring | Level 3 | Price | Maximum | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets | $ / security 680 128
Commercial loans, debt securities and other | $ / security 158 141
Other assets, primarily auction rate securities | $ / security 100 100
Recurring | Level 3 | Price | Maximum | Discounted cash flow    
Fair Value Inputs [Abstract]    
Instruments backed by commercial real estate assets | $ / security 100 100
Recurring | Level 3 | Price | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt | $ / security 113 100
Recurring | Level 3 | Price | Weighted Average | Discounted cash flow, Market comparables    
Fair Value Inputs [Abstract]    
Instruments backed by residential real estate assets | $ / security 92 72
Commercial loans, debt securities and other | $ / security 70 68
Other assets, primarily auction rate securities | $ / security 96 95
Recurring | Level 3 | Price | Weighted Average | Discounted cash flow    
Fair Value Inputs [Abstract]    
Instruments backed by commercial real estate assets | $ / security 60 79
Recurring | Level 3 | Price | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt | $ / security 76 72
Recurring | Level 3 | Weighted-average life, fixed rate | Minimum | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs | year 0 0
Recurring | Level 3 | Weighted-average life, fixed rate | Maximum | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs | year 14 14
Recurring | Level 3 | Weighted-average life, fixed rate | Weighted Average | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs | year 4 5
Recurring | Level 3 | Weighted-average life, variable rate | Minimum | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs | year 0 0
Recurring | Level 3 | Weighted-average life, variable rate | Maximum | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs | year 9 10
Recurring | Level 3 | Weighted-average life, variable rate | Weighted Average | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs | year 3 3
Recurring | Level 3 | Option-adjusted spread, fixed rate | Minimum | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs 0.09 0.07
Recurring | Level 3 | Option-adjusted spread, fixed rate | Maximum | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs 0.14 0.14
Recurring | Level 3 | Option-adjusted spread, fixed rate | Weighted Average | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs 0.09 0.09
Recurring | Level 3 | Option-adjusted spread, variable rate | Minimum | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs 0.09 0.09
Recurring | Level 3 | Option-adjusted spread, variable rate | Maximum | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs 0.15 0.15
Recurring | Level 3 | Option-adjusted spread, variable rate | Weighted Average | Discounted cash flow    
Fair Value Inputs [Abstract]    
MSRs 0.11 0.12
Recurring | Level 3 | Equity correlation | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt 0.16 0.11
Recurring | Level 3 | Equity correlation | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt 0.97 1.00
Recurring | Level 3 | Equity correlation | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt 0.69 0.67
Recurring | Level 3 | Long-dated equity volatilities | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt 0.04 0.04
Recurring | Level 3 | Long-dated equity volatilities | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt 0.80 0.84
Recurring | Level 3 | Long-dated equity volatilities | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Long-term debt 0.32 0.32
Recurring | Level 3 | Credit derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Net derivative asset (liability) $ (9,000,000) $ (565,000,000)
Recurring | Level 3 | Credit derivatives | Yield | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.05  
Recurring | Level 3 | Credit derivatives | Yield | Minimum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets   0.00
Recurring | Level 3 | Credit derivatives | Yield | Maximum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets   0.05
Recurring | Level 3 | Credit derivatives | Yield | Weighted Average | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets   0.04
Recurring | Level 3 | Credit derivatives | Prepayment speed | Minimum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.15 0.15
Recurring | Level 3 | Credit derivatives | Prepayment speed | Maximum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 1.00 0.20
Recurring | Level 3 | Credit derivatives | Prepayment speed | Weighted Average | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.32 0.15
Recurring | Level 3 | Credit derivatives | Default rate | Minimum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.01 0.01
Recurring | Level 3 | Credit derivatives | Default rate | Maximum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.04 0.04
Recurring | Level 3 | Credit derivatives | Default rate | Weighted Average | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.02 0.02
Recurring | Level 3 | Credit derivatives | Loss severity | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.35 0.35
Recurring | Level 3 | Credit derivatives | Price | Minimum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets | $ / security 0 0
Recurring | Level 3 | Credit derivatives | Price | Maximum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets | $ / security 138 138
Recurring | Level 3 | Credit derivatives | Price | Weighted Average | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets | $ / security 81 93
Recurring | Level 3 | Credit derivatives | Upfront points | Minimum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0 0
Recurring | Level 3 | Credit derivatives | Upfront points | Maximum | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.0100 0.0100
Recurring | Level 3 | Credit derivatives | Upfront points | Weighted Average | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets 0.0069 0.0070
Recurring | Level 3 | Credit derivatives | Credit correlation | Discounted cash flow, Stochastic recovery correlation model    
Fair Value Inputs [Abstract]    
Net derivative assets   0.70
Recurring | Level 3 | Equity contracts    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Net derivative asset (liability) $ (1,107,000,000) $ (348,000,000)
Recurring | Level 3 | Equity contracts | Equity correlation | Minimum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.16 0.11
Recurring | Level 3 | Equity contracts | Equity correlation | Maximum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.97 1.00
Recurring | Level 3 | Equity contracts | Equity correlation | Weighted Average | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.69 0.67
Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Minimum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.04 0.04
Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Maximum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.80 0.84
Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Weighted Average | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.32 0.32
Recurring | Level 3 | Commodity contracts    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Net derivative asset (liability) $ 18,000,000 $ 10,000,000
Recurring | Level 3 | Commodity contracts | Natural gas forward price | Minimum | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 1 1
Recurring | Level 3 | Commodity contracts | Natural gas forward price | Maximum | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 7 12
Recurring | Level 3 | Commodity contracts | Natural gas forward price | Weighted Average | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 3 3
Recurring | Level 3 | Commodity contracts | Correlation | Minimum | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.30 0.38
Recurring | Level 3 | Commodity contracts | Correlation | Maximum | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.69 0.87
Recurring | Level 3 | Commodity contracts | Correlation | Weighted Average | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.68 0.71
Recurring | Level 3 | Commodity contracts | Volatilities | Minimum | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.15 0.15
Recurring | Level 3 | Commodity contracts | Volatilities | Maximum | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.62 1.32
Recurring | Level 3 | Commodity contracts | Volatilities | Weighted Average | Discounted cash flow, Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.33 0.38
Recurring | Level 3 | Interest rate contracts    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Net derivative asset (liability) $ (134,000,000) $ (32,000,000)
Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Minimum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.15 0.15
Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Maximum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.97 0.70
Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Weighted Average | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.51 0.61
Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Minimum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.00 0.00
Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Maximum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.46 0.46
Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Weighted Average | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.03 0.01
Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Minimum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets (0.15) (0.20)
Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Maximum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 1.48 0.38
Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Weighted Average | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.84 0.02
Recurring | Level 3 | Interest rate contracts | Long-dated inflation volatilities | Minimum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.00 0.00
Recurring | Level 3 | Interest rate contracts | Long-dated inflation volatilities | Maximum | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.01 0.01
Recurring | Level 3 | Interest rate contracts | Long-dated inflation volatilities | Weighted Average | Industry standard derivative pricing    
Fair Value Inputs [Abstract]    
Net derivative assets 0.01 0.01
Recurring | Level 3 | Mortgage trading loans, ABS and other MBS    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Instruments backed by residential real estate assets $ 287,000,000 $ 419,000,000
Instruments backed by commercial real estate assets 23,000,000 91,000,000
Commercial loans, debt securities and other 1,253,000,000 1,125,000,000
Fair Value Inputs [Abstract]    
Loans and securities, fair value 1,600,000,000 1,600,000,000
Recurring | Level 3 | Loans and leases    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Instruments backed by residential real estate assets 401,000,000 338,000,000
Fair Value Inputs [Abstract]    
Loans and securities, fair value 401,000,000 338,000,000
Recurring | Level 3 | Loans held-for-sale    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Instruments backed by residential real estate assets 6,000,000 1,000,000
Instruments backed by commercial real estate assets 2,000,000  
Commercial loans, debt securities and other 378,000,000 541,000,000
Fair Value Inputs [Abstract]    
Loans and securities, fair value 386,000,000 542,000,000
Recurring | Level 3 | Available-for-sale debt securities    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Instruments backed by residential real estate assets 513,000,000 606,000,000
Fair Value Inputs [Abstract]    
Loans and securities, fair value 513,000,000 606,000,000
Recurring | Level 3 | Other debt securities    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Instruments backed by residential real estate assets 308,000,000 172,000,000
Fair Value Inputs [Abstract]    
Loans and securities, fair value 308,000,000 172,000,000
Recurring | Level 3 | Corporate securities, trading loans and other    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Instruments backed by commercial real estate assets 158,000,000 200,000,000
Commercial loans, debt securities and other 1,433,000,000 1,358,000,000
Fair Value Inputs [Abstract]    
Loans and securities, fair value 1,600,000,000 1,600,000,000
Recurring | Level 3 | Non-U.S. sovereign debt    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Commercial loans, debt securities and other 465,000,000 465,000,000
Fair Value Inputs [Abstract]    
Loans and securities, fair value 465,000,000 465,000,000
Recurring | Level 3 | Other assets, primarily auction rate securities    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Other assets, primarily auction rate securities 844,000,000 890,000,000
Recurring | Level 3 | Other Assets    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Other assets, primarily auction rate securities $ 2,400,000,000 $ 2,900,000,000