Annual report pursuant to Section 13 and 15(d)

Derivatives - Valuation Adjustments (Details)

v3.22.0.1
Derivatives - Valuation Adjustments (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Valuation Gain Loss on Derivatives, Gross [Abstract]      
Derivative assets (CVA) $ 208 $ (118) $ 72
Derivative assets/liabilities (FVA) (2) (24) (2)
Derivative liabilities (DVA) 3 24 (147)
Cumulative credit valuation adjustment 438 646 528
Cumulative funding valuation adjustment 179 177 153
Cumulative debit valuation adjustment $ 312 $ 309 $ 285