Fair Value Measurements - Level 3 Reconciliation (Details) - USD ($)
$ in Millions |
12 Months Ended |
Dec. 31, 2021 |
Dec. 31, 2020 |
Dec. 31, 2019 |
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
$ (19)
|
$ (41)
|
$ 3
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward] |
|
|
|
| Balance, beginning |
(3,468)
|
(2,538)
|
(935)
|
| Total realized and unrealized gains (losses) included in Net Income |
927
|
(235)
|
(37)
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Purchases |
521
|
120
|
298
|
| Sales |
(653)
|
(646)
|
(837)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
293
|
(112)
|
(97)
|
| Gross Transfers into Level 3 |
(74)
|
(235)
|
147
|
| Gross Transfers out of Level 3 |
(208)
|
178
|
(1,077)
|
| Balance, ending |
(2,662)
|
(3,468)
|
(2,538)
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
800
|
(953)
|
228
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
(19)
|
(41)
|
3
|
| Derivative assets |
348,400
|
434,600
|
|
| Derivative liabilities |
355,500
|
434,000
|
|
| Level 3 | Recurring |
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Derivative assets |
3,133
|
2,751
|
2,200
|
| Derivative liabilities |
5,795
|
6,219
|
4,800
|
| Trading account liabilities – Equity securities |
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
0
|
(2)
|
0
|
| Total realized and unrealized gains (losses) included in Net Income |
|
1
|
(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 |
|
1
|
0
|
| Balance, ending |
|
0
|
(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 |
(16)
|
(15)
|
(18)
|
| Total realized and unrealized gains (losses) included in Net Income |
6
|
8
|
8
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Purchases |
0
|
(7)
|
(1)
|
| Sales |
0
|
(3)
|
(3)
|
| Issuances |
(1)
|
0
|
(1)
|
| Settlements |
0
|
1
|
0
|
| Gross Transfers into Level 3 |
0
|
0
|
0
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
| Balance, ending |
(11)
|
(16)
|
(15)
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
0
|
0
|
0
|
| Long-term debt |
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
(1,164)
|
(1,149)
|
(817)
|
| Total realized and unrealized gains (losses) included in Net Income |
(92)
|
(46)
|
(59)
|
| Gains (losses) in OCI |
13
|
2
|
(64)
|
| Purchases |
(6)
|
(104)
|
0
|
| Sales |
15
|
0
|
0
|
| Issuances |
(12)
|
(47)
|
(40)
|
| Settlements |
98
|
218
|
180
|
| Gross Transfers into Level 3 |
(65)
|
(52)
|
(350)
|
| Gross Transfers out of Level 3 |
138
|
14
|
1
|
| Balance, ending |
(1,075)
|
(1,164)
|
(1,149)
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
(113)
|
(5)
|
(55)
|
| Transfers into long term debt |
|
|
1,400
|
| Corporate securities, trading loans and other |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
1,359
|
1,507
|
1,558
|
| Total realized and unrealized gains (losses) included in Net Income |
(17)
|
(138)
|
105
|
| Gains (losses) in OCI |
0
|
(1)
|
0
|
| Purchases |
765
|
430
|
534
|
| Sales |
(437)
|
(242)
|
(390)
|
| Issuances |
0
|
10
|
18
|
| Settlements |
(327)
|
(282)
|
(578)
|
| Gross Transfers into Level 3 |
1,218
|
639
|
699
|
| Gross Transfers out of Level 3 |
(451)
|
(564)
|
(439)
|
| Balance, ending |
2,110
|
1,359
|
1,507
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
(79)
|
(102)
|
29
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
0
|
(1)
|
0
|
| Equity securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
227
|
239
|
276
|
| Total realized and unrealized gains (losses) included in Net Income |
(18)
|
(43)
|
(12)
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Purchases |
103
|
78
|
38
|
| Sales |
(68)
|
(53)
|
(87)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
0
|
(3)
|
(9)
|
| Gross Transfers into Level 3 |
112
|
58
|
79
|
| Gross Transfers out of Level 3 |
(166)
|
(49)
|
(46)
|
| Balance, ending |
190
|
227
|
239
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
(44)
|
(31)
|
(18)
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Non-U.S. sovereign debt |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
354
|
482
|
465
|
| Total realized and unrealized gains (losses) included in Net Income |
31
|
45
|
46
|
| Gains (losses) in OCI |
(20)
|
(46)
|
(12)
|
| Purchases |
18
|
76
|
1
|
| Sales |
0
|
(61)
|
0
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(13)
|
(39)
|
(51)
|
| Gross Transfers into Level 3 |
26
|
150
|
39
|
| Gross Transfers out of Level 3 |
0
|
(253)
|
(6)
|
| Balance, ending |
396
|
354
|
482
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
34
|
47
|
47
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
(20)
|
(46)
|
(12)
|
| Mortgage trading loans, MBS and ABS |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
1,440
|
1,553
|
1,635
|
| Total realized and unrealized gains (losses) included in Net Income |
(58)
|
(120)
|
99
|
| Gains (losses) in OCI |
0
|
(3)
|
(2)
|
| Purchases |
518
|
577
|
662
|
| Sales |
(721)
|
(746)
|
(899)
|
| Issuances |
7
|
11
|
0
|
| Settlements |
(167)
|
(96)
|
(175)
|
| Gross Transfers into Level 3 |
771
|
757
|
738
|
| Gross Transfers out of Level 3 |
(263)
|
(493)
|
(505)
|
| Balance, ending |
1,527
|
1,440
|
1,553
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
(91)
|
(92)
|
26
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
0
|
(3)
|
(2)
|
| Total trading account assets |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
3,380
|
3,781
|
3,934
|
| Total realized and unrealized gains (losses) included in Net Income |
(62)
|
(256)
|
238
|
| Gains (losses) in OCI |
(20)
|
(50)
|
(14)
|
| Purchases |
1,404
|
1,161
|
1,235
|
| Sales |
(1,226)
|
(1,102)
|
(1,376)
|
| Issuances |
7
|
21
|
18
|
| Settlements |
(507)
|
(420)
|
(813)
|
| Gross Transfers into Level 3 |
2,127
|
1,604
|
1,555
|
| Gross Transfers out of Level 3 |
(880)
|
(1,359)
|
(996)
|
| Balance, ending |
4,223
|
3,380
|
3,781
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
(180)
|
(178)
|
84
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
(20)
|
(50)
|
(14)
|
| Non-agency residential MBS |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
378
|
424
|
597
|
| Total realized and unrealized gains (losses) included in Net Income |
(11)
|
(2)
|
13
|
| Gains (losses) in OCI |
(111)
|
3
|
64
|
| Purchases |
0
|
23
|
0
|
| Sales |
(98)
|
(54)
|
(73)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(45)
|
(44)
|
(40)
|
| Gross Transfers into Level 3 |
304
|
158
|
206
|
| Gross Transfers out of Level 3 |
(101)
|
(130)
|
(343)
|
| Balance, ending |
316
|
378
|
424
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
8
|
(2)
|
0
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
(111)
|
3
|
64
|
| Non-U.S. securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
18
|
2
|
2
|
| Total realized and unrealized gains (losses) included in Net Income |
(4)
|
1
|
0
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Purchases |
0
|
0
|
0
|
| Sales |
(10)
|
(1)
|
0
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(4)
|
(1)
|
0
|
| Gross Transfers into Level 3 |
0
|
17
|
0
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
| Balance, ending |
0
|
18
|
2
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
0
|
1
|
0
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Other taxable securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
71
|
65
|
7
|
| Total realized and unrealized gains (losses) included in Net Income |
0
|
0
|
2
|
| Gains (losses) in OCI |
(7)
|
0
|
0
|
| Purchases |
8
|
9
|
0
|
| Sales |
0
|
(4)
|
0
|
| Issuances |
0
|
0
|
0
|
| Settlements |
0
|
0
|
(5)
|
| Gross Transfers into Level 3 |
0
|
1
|
61
|
| Gross Transfers out of Level 3 |
(1)
|
0
|
0
|
| Balance, ending |
71
|
71
|
65
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
0
|
0
|
0
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
(7)
|
0
|
0
|
| Tax-exempt securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
176
|
108
|
0
|
| Total realized and unrealized gains (losses) included in Net Income |
20
|
(21)
|
0
|
| Gains (losses) in OCI |
0
|
3
|
0
|
| Purchases |
0
|
0
|
0
|
| Sales |
0
|
0
|
0
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(2)
|
(169)
|
0
|
| Gross Transfers into Level 3 |
0
|
265
|
108
|
| Gross Transfers out of Level 3 |
(142)
|
(10)
|
0
|
| Balance, ending |
52
|
176
|
108
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
(19)
|
(20)
|
0
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
0
|
3
|
0
|
| Total AFS debt securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
643
|
599
|
606
|
| Total realized and unrealized gains (losses) included in Net Income |
5
|
(22)
|
15
|
| Gains (losses) in OCI |
(118)
|
6
|
64
|
| Purchases |
8
|
32
|
0
|
| Sales |
(108)
|
(59)
|
(73)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(51)
|
(214)
|
(45)
|
| Gross Transfers into Level 3 |
304
|
441
|
375
|
| Gross Transfers out of Level 3 |
(244)
|
(140)
|
(343)
|
| Balance, ending |
439
|
643
|
599
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
(11)
|
(21)
|
0
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
(118)
|
6
|
64
|
| 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 |
267
|
299
|
172
|
| Total realized and unrealized gains (losses) included in Net Income |
1
|
26
|
36
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Purchases |
0
|
0
|
0
|
| Sales |
(45)
|
(180)
|
0
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(37)
|
(24)
|
(17)
|
| Gross Transfers into Level 3 |
101
|
190
|
155
|
| Gross Transfers out of Level 3 |
(45)
|
(44)
|
(47)
|
| Balance, ending |
242
|
267
|
299
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
10
|
3
|
38
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Loans and leases |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
717
|
693
|
338
|
| Total realized and unrealized gains (losses) included in Net Income |
62
|
(4)
|
0
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Purchases |
59
|
145
|
230
|
| Sales |
(13)
|
(76)
|
(35)
|
| Issuances |
70
|
22
|
217
|
| Settlements |
(180)
|
(161)
|
(57)
|
| Gross Transfers into Level 3 |
46
|
98
|
0
|
| Gross Transfers out of Level 3 |
(13)
|
0
|
0
|
| Balance, ending |
748
|
717
|
693
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
65
|
9
|
(1)
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
0
|
0
|
0
|
| Loans held-for-sale |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
236
|
375
|
542
|
| Total realized and unrealized gains (losses) included in Net Income |
13
|
26
|
48
|
| Gains (losses) in OCI |
(6)
|
(28)
|
(6)
|
| Purchases |
132
|
0
|
12
|
| Sales |
(1)
|
(489)
|
(71)
|
| Issuances |
0
|
691
|
36
|
| Settlements |
(79)
|
(119)
|
(245)
|
| Gross Transfers into Level 3 |
26
|
93
|
59
|
| Gross Transfers out of Level 3 |
(4)
|
(313)
|
0
|
| Balance, ending |
317
|
236
|
375
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
18
|
(5)
|
22
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
(6)
|
(28)
|
(6)
|
| Other assets |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
1,970
|
2,360
|
2,932
|
| Total realized and unrealized gains (losses) included in Net Income |
7
|
(288)
|
(81)
|
| Gains (losses) in OCI |
3
|
3
|
19
|
| Purchases |
26
|
178
|
0
|
| Sales |
(202)
|
(4)
|
(10)
|
| Issuances |
144
|
224
|
179
|
| Settlements |
(383)
|
(506)
|
(683)
|
| Gross Transfers into Level 3 |
9
|
5
|
5
|
| Gross Transfers out of Level 3 |
(2)
|
(2)
|
(1)
|
| Balance, ending |
1,572
|
1,970
|
2,360
|
| Change in unrealized gains/(losses) In net income related to financial instruments still held |
3
|
(374)
|
(267)
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (losses) in OCI |
$ 3
|
$ 3
|
$ 19
|