Fair Value Measurements - Recurring Fair Value Inputs (Details)
|
9 Months Ended |
12 Months Ended |
|
Sep. 30, 2021
USD ($)
$ / security
$ / MMBTU
|
Dec. 31, 2020
USD ($)
$ / MMBTU
$ / security
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Other assets, primarily auction rate securities |
$ 11,031,000,000
|
$ 15,718,000,000
|
| Long-term debt |
(28,696,000,000)
|
(32,200,000,000)
|
| Recurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Other assets, primarily auction rate securities |
11,031,000,000
|
15,718,000,000
|
| MSRs |
940,000,000
|
1,000,000,000
|
| Long-term debt |
(28,696,000,000)
|
(32,200,000,000)
|
| Recurring | Level 3 |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by residential real estate assets |
1,359,000,000
|
1,543,000,000
|
| Instruments backed by commercial real estate assets |
458,000,000
|
407,000,000
|
| Commercial loans, debt securities and other |
3,678,000,000
|
3,066,000,000
|
| Other assets, primarily auction rate securities |
1,744,000,000
|
1,970,000,000
|
| MSRs |
940,000,000
|
1,033,000,000
|
| Long-term debt |
(1,126,000,000)
|
(1,164,000,000)
|
| Net derivative asset (liability) |
$ (2,325,000,000)
|
$ (3,468,000,000)
|
| Recurring | Level 3 | Yield | Minimum | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets |
0
|
(0.03)
|
| Commercial loans, debt securities and other |
0
|
0
|
| Recurring | Level 3 | Yield | Minimum | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by commercial real estate assets |
0
|
0
|
| Recurring | Level 3 | Yield | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt |
0
|
0
|
| 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 |
0.20
|
0.26
|
| 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 |
0.16
|
0.11
|
| Recurring | Level 3 | Yield | Weighted Average | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets |
0.06
|
0.06
|
| Commercial loans, debt securities and other |
0.10
|
0.09
|
| Recurring | Level 3 | Yield | Weighted Average | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by commercial real estate assets |
0.04
|
0.04
|
| Recurring | Level 3 | Yield | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt |
0.14
|
0.09
|
| Recurring | Level 3 | Prepayment speed | Minimum | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets |
0.01
|
0.01
|
| 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 |
0.42
|
0.56
|
| 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 |
0.19
|
0.20
|
| Commercial loans, debt securities and other |
0.15
|
0.14
|
| Recurring | Level 3 | Default rate | Minimum | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets |
0
|
0
|
| 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 | 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 |
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 |
160
|
168
|
| Commercial loans, debt securities and other |
186
|
142
|
| Other assets, primarily auction rate securities | $ / security |
96
|
97
|
| 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 |
121
|
124
|
| Recurring | Level 3 | Price | Weighted Average | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets | $ / security |
91
|
110
|
| Commercial loans, debt securities and other | $ / security |
67
|
66
|
| Other assets, primarily auction rate securities | $ / security |
92
|
91
|
| Recurring | Level 3 | Price | Weighted Average | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by commercial real estate assets | $ / security |
62
|
52
|
| Recurring | Level 3 | Price | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt | $ / security |
85
|
86
|
| Recurring | Level 3 | Loss severity | Minimum | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets |
0
|
0
|
| 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 |
0.44
|
0.47
|
| 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 |
0.14
|
0.18
|
| Commercial loans, debt securities and other |
0.38
|
0.38
|
| Recurring | Level 3 | Discount rate | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Other assets, primarily auction rate securities |
0.09
|
0.08
|
| Recurring | Level 3 | Weighted-Average Life, Fixed Rate | Minimum | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| MSRs |
0 years
|
0 years
|
| Recurring | Level 3 | Weighted-Average Life, Fixed Rate | Maximum | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| MSRs |
14 years
|
13 years
|
| Recurring | Level 3 | Weighted-Average Life, Fixed Rate | Weighted Average | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| MSRs |
4 years
|
4 years
|
| Recurring | Level 3 | Weighted-Average Life, Variable Rate | Minimum | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| MSRs |
0 years
|
0 years
|
| Recurring | Level 3 | Weighted-Average Life, Variable Rate | Maximum | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| MSRs |
11 years
|
10 years
|
| Recurring | Level 3 | Weighted-Average Life, Variable Rate | Weighted Average | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| MSRs |
3 years
|
3 years
|
| Recurring | Level 3 | Option-adjusted spread, fixed rate | Minimum | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| MSRs |
0.07
|
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 |
0.12
|
0.12
|
| Recurring | Level 3 | Equity correlation | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt |
0.03
|
0.02
|
| Recurring | Level 3 | Equity correlation | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt |
0.99
|
1
|
| Recurring | Level 3 | Equity correlation | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt |
0.80
|
0.64
|
| Recurring | Level 3 | Long-dated equity volatilities | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Commercial loans, debt securities and other |
0.45
|
0.77
|
| 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
|
0.07
|
| Recurring | Level 3 | Long-dated equity volatilities | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt |
0.67
|
0.64
|
| 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 |
0.36
|
0.32
|
| Recurring | Level 3 | Natural gas forward price | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt | $ / MMBTU |
2
|
1
|
| Recurring | Level 3 | Natural gas forward price | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt | $ / MMBTU |
12
|
4
|
| Recurring | Level 3 | Natural gas forward price | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt | $ / MMBTU |
4
|
3
|
| Recurring | Level 3 | Credit derivatives |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Net derivative asset (liability) |
$ (109,000,000)
|
$ (112,000,000)
|
| Recurring | Level 3 | Credit derivatives | Yield | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
|
0.05
|
| Recurring | Level 3 | Credit derivatives | Prepayment speed | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.15
|
|
| Recurring | Level 3 | Credit derivatives | Prepayment speed | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
|
0.15
|
| Recurring | Level 3 | Credit derivatives | Prepayment speed | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
|
1
|
| Recurring | Level 3 | Credit derivatives | Prepayment speed | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
|
0.22
|
| Recurring | Level 3 | Credit derivatives | Default rate | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.02
|
0.02
|
| Recurring | Level 3 | Credit derivatives | Price | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) | $ / security |
0
|
0
|
| Recurring | Level 3 | Credit derivatives | Price | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) | $ / security |
122
|
122
|
| Recurring | Level 3 | Credit derivatives | Price | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) | $ / security |
66
|
69
|
| Recurring | Level 3 | Credit derivatives | Credit spreads | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.0001
|
|
| Recurring | Level 3 | Credit derivatives | Credit spreads | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.0611
|
|
| Recurring | Level 3 | Credit derivatives | Credit spreads | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.0062
|
|
| Recurring | Level 3 | Credit derivatives | Upfront points | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.0016
|
0
|
| Recurring | Level 3 | Credit derivatives | Upfront points | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
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 (liabilities) |
0.0068
|
0.0075
|
| Recurring | Level 3 | Credit derivatives | Credit correlation | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.24
|
0.21
|
| Recurring | Level 3 | Credit derivatives | Credit correlation | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.60
|
0.64
|
| Recurring | Level 3 | Credit derivatives | Credit correlation | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.55
|
0.57
|
| Recurring | Level 3 | Equity contracts |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Net derivative asset (liability) |
$ (1,442,000,000)
|
$ (1,904,000,000)
|
| Recurring | Level 3 | Equity contracts | Equity correlation | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.03
|
0.02
|
| Recurring | Level 3 | Equity contracts | Equity correlation | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.99
|
1
|
| Recurring | Level 3 | Equity contracts | Equity correlation | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.80
|
0.64
|
| Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.04
|
0.07
|
| Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.67
|
0.64
|
| Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.36
|
0.32
|
| Recurring | Level 3 | Commodity contracts |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Net derivative asset (liability) |
$ (942,000,000)
|
$ (1,426,000,000)
|
| Recurring | Level 3 | Commodity contracts | Natural gas forward price | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
2
|
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 (liabilities) |
12
|
4
|
| 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 (liabilities) |
4
|
3
|
| Recurring | Level 3 | Commodity contracts | Correlation | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.64
|
0.39
|
| Recurring | Level 3 | Commodity contracts | Correlation | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.82
|
0.85
|
| Recurring | Level 3 | Commodity contracts | Correlation | Weighted Average | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.75
|
0.73
|
| Recurring | Level 3 | Commodity contracts | Power forward price | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
12
|
|
| Recurring | Level 3 | Commodity contracts | Power forward price | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
74
|
|
| Recurring | Level 3 | Commodity contracts | Power forward price | Weighted Average | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
28
|
|
| Recurring | Level 3 | Commodity contracts | Volatilities | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.41
|
0.23
|
| Recurring | Level 3 | Commodity contracts | Volatilities | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
1.13
|
0.70
|
| Recurring | Level 3 | Commodity contracts | Volatilities | Weighted Average | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.80
|
0.39
|
| Recurring | Level 3 | Interest rate contracts |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Net derivative asset (liability) |
$ 168,000,000
|
$ (26,000,000)
|
| Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
(0.01)
|
0.15
|
| Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.90
|
0.96
|
| Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.53
|
0.34
|
| Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0
|
0
|
| Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.58
|
0.46
|
| Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.44
|
0.03
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
(0.07)
|
(0.07)
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.12
|
0.84
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.05
|
0.14
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation volatilities | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0
|
0
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation volatilities | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.02
|
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 (liabilities) |
0.02
|
0.01
|
| Recurring | Level 3 | Interest rate contracts | Interest rate volatilities | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0
|
0
|
| Recurring | Level 3 | Interest rate contracts | Interest rate volatilities | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.03
|
0.02
|
| Recurring | Level 3 | Interest rate contracts | Interest rate volatilities | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.01
|
0.01
|
| Recurring | Level 3 | Mortgage trading loans, MBS and ABS |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by residential real estate assets |
$ 306,000,000
|
$ 467,000,000
|
| Instruments backed by commercial real estate assets |
81,000,000
|
43,000,000
|
| Commercial loans, debt securities and other |
1,187,000,000
|
930,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
1,600,000,000
|
1,400,000,000
|
| Recurring | Level 3 | Loans and leases |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by residential real estate assets |
359,000,000
|
431,000,000
|
| Commercial loans, debt securities and other |
359,000,000
|
286,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
718,000,000
|
717,000,000
|
| Recurring | Level 3 | AFS debt securities – Non-agency residential |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by residential real estate assets |
398,000,000
|
378,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
534,000,000
|
643,000,000
|
| Recurring | Level 3 | Other debt securities carried at fair value – Non-agency residential |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by residential real estate assets |
296,000,000
|
267,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
296,000,000
|
267,000,000
|
| 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 |
286,000,000
|
262,000,000
|
| Commercial loans, debt securities and other |
1,348,000,000
|
1,097,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
1,600,000,000
|
1,400,000,000
|
| Recurring | Level 3 | AFS debt securities, primarily other taxable securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by commercial real estate assets |
83,000,000
|
89,000,000
|
| Recurring | Level 3 | Loans held-for-sale |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by commercial real estate assets |
8,000,000
|
13,000,000
|
| Commercial loans, debt securities and other |
332,000,000
|
223,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
340,000,000
|
236,000,000
|
| Recurring | Level 3 | Non-U.S. sovereign debt |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Commercial loans, debt securities and other |
399,000,000
|
354,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
399,000,000
|
354,000,000
|
| Recurring | Level 3 | Tax-exempt securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Commercial loans, debt securities and other |
53,000,000
|
176,000,000
|
| Recurring | Level 3 | Other assets, primarily auction rate securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Other assets, primarily auction rate securities |
804,000,000
|
937,000,000
|
| Recurring | Level 3 | Other Assets |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Other assets, primarily auction rate securities |
$ 1,700,000,000
|
$ 2,000,000,000
|