Annual report pursuant to Section 13 and 15(d)

Derivatives - Valuation Adjustments (Details)

v3.22.4
Derivatives - Valuation Adjustments (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Valuation Gain Loss on Derivatives, Gross [Abstract]      
Derivative assets (CVA) $ (80) $ 208 $ (118)
Derivative assets/liabilities (FVA) 125 (2) (24)
Derivative liabilities (DVA) 194 3 24
Cumulative credit valuation adjustment 518 438 646
Cumulative funding valuation adjustment 54 179 177
Cumulative debit valuation adjustment $ 506 $ 312 $ 309