Fair Value Measurements - Recurring Fair Value Inputs (Details)
|
3 Months Ended |
12 Months Ended |
|
Mar. 31, 2022
USD ($)
$ / MMBTU
$ / security
|
Dec. 31, 2021
USD ($)
$ / security
$ / MMBTU
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Other assets, primarily auction rate securities |
$ 12,807,000,000
|
$ 12,144,000,000
|
| Long-term debt |
(30,459,000,000)
|
(29,708,000,000)
|
| Recurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Other assets, primarily auction rate securities |
12,807,000,000
|
12,144,000,000
|
| MSRs |
914,000,000
|
818,000,000
|
| Long-term debt |
(30,459,000,000)
|
(29,708,000,000)
|
| Recurring | Level 3 |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by residential real estate assets |
1,028,000,000
|
1,269,000,000
|
| Instruments backed by commercial real estate assets |
220,000,000
|
298,000,000
|
| Commercial loans, debt securities and other |
4,713,000,000
|
4,212,000,000
|
| Other assets, primarily auction rate securities |
1,695,000,000
|
1,572,000,000
|
| MSRs |
914,000,000
|
818,000,000
|
| Long-term debt |
(877,000,000)
|
(1,075,000,000)
|
| Net derivative asset (liability) |
$ (2,134,000,000)
|
$ (2,662,000,000)
|
| Recurring | Level 3 | Yield | Minimum | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets |
0
|
0
|
| Commercial loans, debt securities and other |
0.01
|
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 |
0.19
|
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 |
0.46
|
0.19
|
| 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 |
0.46
|
0.19
|
| Recurring | Level 3 | Yield | Weighted Average | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets |
0.07
|
0.06
|
| Commercial loans, debt securities and other |
0.13
|
0.10
|
| 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 |
0.20
|
0.18
|
| Recurring | Level 3 | Prepayment speed | Minimum | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets |
0
|
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 |
0.33
|
0.40
|
| 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 |
0.17
|
0.19
|
| Commercial loans, debt securities and other |
0.16
|
0.16
|
| 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 |
204
|
168
|
| Commercial loans, debt securities and other |
157
|
189
|
| Other assets, primarily auction rate securities | $ / security |
96
|
96
|
| Recurring | Level 3 | Price | Maximum | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by commercial real estate assets | $ / security |
101
|
101
|
| Recurring | Level 3 | Price | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt | $ / security |
124
|
125
|
| Recurring | Level 3 | Price | Weighted Average | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by residential real estate assets | $ / security |
80
|
92
|
| Commercial loans, debt securities and other | $ / security |
73
|
73
|
| Other assets, primarily auction rate securities | $ / security |
91
|
91
|
| Recurring | Level 3 | Price | Weighted Average | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Instruments backed by commercial real estate assets | $ / security |
59
|
57
|
| Recurring | Level 3 | Price | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt | $ / security |
82
|
82
|
| 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 |
0.48
|
0.43
|
| 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
|
0.13
|
| Commercial loans, debt securities and other |
0.37
|
0.37
|
| Recurring | Level 3 | Discount rate | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Other assets, primarily auction rate securities |
0.10
|
0.09
|
| 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
|
14 years
|
| Recurring | Level 3 | Weighted-Average Life, Fixed Rate | Weighted Average | Discounted cash flow |
|
|
| Fair Value Inputs [Abstract] |
|
|
| MSRs |
5 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 |
10 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 |
0.01
|
0.03
|
| Recurring | Level 3 | Equity correlation | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt |
1
|
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
|
0.80
|
| Recurring | Level 3 | Long-dated equity volatilities | Discounted cash flow, Market comparables |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Commercial loans, debt securities and other |
0.49
|
0.45
|
| 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
|
0.05
|
| Recurring | Level 3 | Long-dated equity volatilities | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Long-term debt |
0.77
|
0.78
|
| 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 |
0.37
|
0.36
|
| 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
|
2
|
| 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 |
8
|
8
|
| 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
|
4
|
| Recurring | Level 3 | Credit derivatives |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Net derivative asset (liability) |
$ (449,000,000)
|
$ (104,000,000)
|
| Recurring | Level 3 | Credit derivatives | Prepayment speed | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.15
|
0.15
|
| 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 |
151
|
120
|
| Recurring | Level 3 | Credit derivatives | Price | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) | $ / security |
57
|
53
|
| Recurring | Level 3 | Credit derivatives | Credit spreads | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.0007
|
0.0007
|
| Recurring | Level 3 | Credit derivatives | Credit spreads | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.0151
|
0.0155
|
| Recurring | Level 3 | Credit derivatives | Credit spreads | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.0057
|
0.0061
|
| Recurring | Level 3 | Credit derivatives | Upfront points | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.0001
|
0.0016
|
| 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) |
0.0061
|
0.0068
|
| Recurring | Level 3 | Credit derivatives | Credit correlation | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.22
|
0.20
|
| Recurring | Level 3 | Credit derivatives | Credit correlation | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.62
|
0.60
|
| Recurring | Level 3 | Credit derivatives | Credit correlation | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.52
|
0.55
|
| Recurring | Level 3 | Equity contracts |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Net derivative asset (liability) |
$ (1,311,000,000)
|
$ (1,710,000,000)
|
| Recurring | Level 3 | Equity contracts | Equity correlation | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.01
|
0.03
|
| Recurring | Level 3 | Equity contracts | Equity correlation | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
1
|
1
|
| Recurring | Level 3 | Equity contracts | Equity correlation | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.80
|
0.80
|
| Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.04
|
0.05
|
| Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.77
|
0.78
|
| Recurring | Level 3 | Equity contracts | Long-dated equity volatilities | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.37
|
0.36
|
| Recurring | Level 3 | Commodity contracts |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Net derivative asset (liability) |
$ (631,000,000)
|
$ (976,000,000)
|
| 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
|
2
|
| 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) |
8
|
8
|
| 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
|
4
|
| Recurring | Level 3 | Commodity contracts | Correlation | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.78
|
0.65
|
| Recurring | Level 3 | Commodity contracts | Correlation | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.85
|
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) |
0.81
|
0.76
|
| Recurring | Level 3 | Commodity contracts | Power forward price | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
10
|
11
|
| Recurring | Level 3 | Commodity contracts | Power forward price | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
141
|
103
|
| 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) |
38
|
32
|
| Recurring | Level 3 | Commodity contracts | Volatilities | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.58
|
0.41
|
| Recurring | Level 3 | Commodity contracts | Volatilities | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.97
|
0.69
|
| Recurring | Level 3 | Commodity contracts | Volatilities | Weighted Average | Discounted cash flow, Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.60
|
0.63
|
| Recurring | Level 3 | Interest rate contracts |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Net derivative asset (liability) |
$ 257,000,000
|
$ 128,000,000
|
| Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
(0.01)
|
(0.01)
|
| Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.92
|
0.90
|
| Recurring | Level 3 | Interest rate contracts | Correlation (IR/IR) | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.57
|
0.54
|
| Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
(0.01)
|
(0.01)
|
| Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.58
|
0.58
|
| Recurring | Level 3 | Interest rate contracts | Correlation (FX/IR) | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.42
|
0.44
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
(0.10)
|
(0.10)
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.13
|
0.11
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation rates | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.01
|
0.03
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation volatilities | Minimum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.02
|
0
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation volatilities | Maximum | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.06
|
0.02
|
| Recurring | Level 3 | Interest rate contracts | Long-dated inflation volatilities | Weighted Average | Industry standard derivative pricing |
|
|
| Fair Value Inputs [Abstract] |
|
|
| Net derivative assets (liabilities) |
0.03
|
0.02
|
| 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) |
0.02
|
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 |
$ 313,000,000
|
$ 338,000,000
|
| Instruments backed by commercial real estate assets |
88,000,000
|
77,000,000
|
| Commercial loans, debt securities and other |
1,214,000,000
|
1,112,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
1,600,000,000
|
1,500,000,000
|
| Recurring | Level 3 | Loans and leases |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by residential real estate assets |
333,000,000
|
373,000,000
|
| Commercial loans, debt securities and other |
357,000,000
|
375,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
690,000,000
|
748,000,000
|
| 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 |
244,000,000
|
316,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
451,000,000
|
439,000,000
|
| 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 |
138,000,000
|
242,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
138,000,000
|
242,000,000
|
| 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 |
60,000,000
|
138,000,000
|
| Commercial loans, debt securities and other |
2,129,000,000
|
1,972,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
2,200,000,000
|
2,100,000,000
|
| Recurring | Level 3 | AFS debt securities – Non-U.S. and other taxable securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Instruments backed by commercial real estate assets |
64,000,000
|
71,000,000
|
| Commercial loans, debt securities and other |
91,000,000
|
|
| 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
|
12,000,000
|
| Commercial loans, debt securities and other |
374,000,000
|
305,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
382,000,000
|
317,000,000
|
| Recurring | Level 3 | Non-U.S. sovereign debt |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Commercial loans, debt securities and other |
496,000,000
|
396,000,000
|
| Fair Value Inputs [Abstract] |
|
|
| Loans and securities, fair value |
496,000,000
|
396,000,000
|
| Recurring | Level 3 | Tax-exempt securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Commercial loans, debt securities and other |
52,000,000
|
52,000,000
|
| Recurring | Level 3 | Other assets, primarily auction rate securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Other assets, primarily auction rate securities |
781,000,000
|
754,000,000
|
| Recurring | Level 3 | Other Assets |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Other assets, primarily auction rate securities |
$ 1,700,000,000
|
$ 1,600,000,000
|