Annual report pursuant to Section 13 and 15(d)

Fair Value Measurements - Recurring Fair Value Inputs (Details)

v2.4.0.8
Fair Value Measurements - Recurring Fair Value Inputs (Details) (USD $)
 12 Months Ended
Dec. 31, 2013
Dec. 31, 2012
Fair Value Inputs [Abstract]    
Loans held-for-sale $ 6,656,000,000 $ 11,659,000,000
Other assets 18,055,000,000 26,490,000,000
Net derivative assets 31,500,000,000 30,400,000,000
Recurring [Member]
    
Fair Value Inputs [Abstract]    
Loans and Leases 10,042,000,000 9,002,000,000
Loans held-for-sale 6,656,000,000 11,659,000,000
Other assets 18,055,000,000 26,490,000,000
Recurring [Member] | Level 3 [Member]
    
Fair Value Inputs [Abstract]    
Trading account assets – Corporate securities, trading loans and other 3,600,000,000 3,700,000,000
Trading Account Assets - Non-U.S. Sovereign Debt, Fair Value Disclosure 468,000,000  
Trading account assets – Mortgage trading loans and ABS 4,600,000,000 4,900,000,000
Loans and Leases 3,057,000,000 2,287,000,000
Loans held-for-sale 929,000,000 2,733,000,000
AFS debt securities – Other taxable securities 3,800,000,000 3,900,000,000
AFS debt securities – Tax-exempt securities 806,000,000 1,100,000,000
Other assets 1,669,000,000 3,129,000,000
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Derivative Financial Instruments, Liabilities [Member] | Industry standard derivative pricing [Member]
    
Fair Value Inputs [Abstract]    
Debt fair value (1,990,000,000) (2,301,000,000) [1]
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Derivative Financial Instruments, Liabilities [Member] | Industry standard derivative pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 18.00% [2],[3] 30.00% [4],[5]
Long-dated volatilities 4.00% [2],[3] 20.00% [4],[5]
Correlation (IR/IR) 24.00% [2],[3]  
Long-dated inflation rates 0.00% [2],[3]  
Long-dated inflation volatilities 0.00% [2],[3]  
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Derivative Financial Instruments, Liabilities [Member] | Industry standard derivative pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 98.00% [2],[3] 97.00% [4],[5]
Long-dated volatilities 63.00% [2],[3] 70.00% [4],[5]
Correlation (IR/IR) 99.00% [2],[3]  
Long-dated inflation rates 3.00% [2],[3]  
Long-dated inflation volatilities 2.00% [2],[3]  
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Derivative Financial Instruments, Liabilities [Member] | Industry standard derivative pricing [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 70.00% [2],[3]  
Long-dated volatilities 27.00% [2],[3]  
Correlation (IR/IR) 60.00% [2],[3]  
Long-dated inflation rates 2.00% [2],[3]  
Long-dated inflation volatilities 1.00% [2],[3]  
Recurring [Member] | Level 3 [Member] | Instruments backed by commercial real estate assets [Member]
    
Fair Value Inputs [Abstract]    
Other assets   1,900,000,000
Recurring [Member] | Level 3 [Member] | Private Equity Investments and Funds [Member]
    
Fair Value Inputs [Abstract]    
Other assets 767,000,000 1,200,000,000
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments backed by residential real estate assets [Member] | Discounted cash flow, Market comparables [Member]
    
Fair Value Inputs [Abstract]    
Loans and securities 3,443,000,000 [6] 4,478,000,000 [1]
Trading account assets – Mortgage trading loans and ABS 363,000,000 [6] 459,000,000 [1]
Loans and Leases 2,151,000,000 [6] 1,286,000,000 [1]
Loans held-for-sale 929,000,000 [6] 2,733,000,000 [1]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments backed by residential real estate assets [Member] | Discounted cash flow, Market comparables [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Yield 2.00% [6] 2.00% [1],[4]
Prepayment speed 0.00% [6] 1.00% [1],[4]
Default rate 1.00% [6] 0.00% [1],[4]
Loss severity 21.00% [6] 6.00% [1],[4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments backed by residential real estate assets [Member] | Discounted cash flow, Market comparables [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Yield 25.00% [6] 25.00% [1],[4]
Prepayment speed 35.00% [6] 30.00% [1],[4]
Default rate 20.00% [6] 44.00% [1],[4]
Loss severity 80.00% [6] 85.00% [1],[4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments backed by residential real estate assets [Member] | Discounted cash flow, Market comparables [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Yield 6.00% 6.00% [4]
Prepayment speed 9.00% 10.00% [4]
Default rate 6.00% 6.00% [4]
Loss severity 35.00% 43.00% [4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member]
    
Fair Value Inputs [Abstract]    
Loans and securities 12,135,000,000 [6] 10,778,000,000 [1]
Trading account assets – Corporate securities, trading loans and other 3,462,000,000 [6] 2,289,000,000 [1]
Trading Account Assets - Non-U.S. Sovereign Debt, Fair Value Disclosure 468,000,000 [6]  
Trading account assets – Mortgage trading loans and ABS 4,268,000,000 [6] 4,476,000,000 [1]
Loans and Leases 906,000,000 [6] 1,001,000,000 [1]
AFS debt securities – Other taxable securities 3,031,000,000 [6] 3,012,000,000 [1]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Yield 0.00% [6] 0.00% [1],[4]
Prepayment speed 5.00% [6] 5.00% [1],[4]
Default rate 1.00% [6] 1.00% [1],[4]
Loss severity 25.00% [6] 25.00% [1],[4]
Duration 1 year [6]  
Enterprise value/EBITDA multiple 0 [6] 2 [1],[4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Yield 45.00% [6] 25.00% [1],[4]
Prepayment speed 40.00% [6] 30.00% [1],[4]
Default rate 5.00% [6] 5.00% [1],[4]
Loss severity 42.00% [6] 40.00% [1],[4]
Duration 5 years [6]  
Enterprise value/EBITDA multiple 24 [6] 11 [1],[4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Yield 5.00% 4.00% [4]
Prepayment speed 19.00% 20.00% [4]
Default rate 4.00% 4.00% [4]
Loss severity 36.00% 35.00% [4]
Duration 4 years  
Enterprise value/EBITDA multiple 7 [6] 5 [1],[4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member]
    
Fair Value Inputs [Abstract]    
Loans and securities 1,719,000,000 [6] 3,414,000,000 [1]
Trading account assets – Corporate securities, trading loans and other 97,000,000 [6] 1,437,000,000 [1]
AFS debt securities – Other taxable securities 816,000,000 [6] 916,000,000 [1]
AFS debt securities – Tax-exempt securities 806,000,000 [6] 1,061,000,000 [1]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Discount rate   4.00% [1],[4]
Projected tender price/Re-financing level 60.00% [6] 50.00% [1],[4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Discount rate   5.00% [1],[4]
Projected tender price/Re-financing level 100.00% [6] 100.00% [1],[4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Discount rate   4.00% [4]
Projected tender price/Re-financing level 96.00% 92.00% [4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments backed by commercial real estate assets [Member] | Discounted Cash Flow and Industry standard derivative pricing [Member]
    
Fair Value Inputs [Abstract]    
Loans and securities   1,910,000,000 [1]
Other assets   1,910,000,000 [1]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments backed by commercial real estate assets [Member] | Discounted Cash Flow and Industry standard derivative pricing [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Loss severity   88.00% [4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments backed by commercial real estate assets [Member] | Discounted cash flow [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Yield   5.00% [1],[4]
Loss severity   51.00% [1],[4]
Recurring [Member] | Level 3 [Member] | Loans and securities [Member] | Instruments backed by commercial real estate assets [Member] | Discounted cash flow [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Yield   5.00% [1],[4]
Loss severity   100.00% [1],[4]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member]
    
Fair Value Inputs [Abstract]    
Net derivative assets (24,000,000) 1,468,000,000
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted cash flow, Stochastic recovery correlation model [Member]
    
Fair Value Inputs [Abstract]    
Net derivative assets 1,008,000,000 2,327,000,000
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted cash flow, Stochastic recovery correlation model [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Yield 3.00% 2.00% [4]
Prepayment speed 3.00% 3.00% [4]
Default rate 1.00% 0.00% [4]
Loss severity 20.00% 25.00% [4]
Credit spreads 0.00% 0.58% [4]
Upfront points 0 25 [4]
Spread to index (14.07%) (20.80%) [4]
Credit correlation 14.00% 19.00% [4]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted cash flow, Stochastic recovery correlation model [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Yield 25.00% 25.00% [4]
Prepayment speed 40.00% 30.00% [4]
Default rate 5.00% 8.00% [4]
Loss severity 42.00% 42.00% [4]
Credit spreads 0.00% 6.15% [4]
Upfront points 100 99 [4]
Spread to index 17.41% 19.72% [4]
Credit correlation 99.00% 75.00% [4]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted cash flow, Stochastic recovery correlation model [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Yield 14.00%  
Prepayment speed 13.00%  
Default rate 3.00%  
Loss severity 35.00%  
Credit spreads 0.00%  
Upfront points 63  
Spread to index 0.91%  
Credit correlation 47.00%  
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contract [Member] | Industry standard derivative pricing [Member]
    
Fair Value Inputs [Abstract]    
Net derivative assets (1,596,000,000) (1,295,000,000)
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contract [Member] | Industry standard derivative pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 18.00% [2] 30.00% [4],[5]
Long-dated volatilities 4.00% [2] 20.00% [4],[5]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contract [Member] | Industry standard derivative pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 98.00% [2] 97.00% [4],[5]
Long-dated volatilities 63.00% [2] 70.00% [4],[5]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contract [Member] | Industry standard derivative pricing [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 70.00% [2]  
Long-dated volatilities 27.00% [2]  
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow and Industry standard derivative pricing [Member]
    
Fair Value Inputs [Abstract]    
Net derivative assets 6,000,000 (5,000,000)
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow and Industry standard derivative pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price 3.00 [2]  
Correlation 47.00% [2]  
Volatilities 9.00% [2]  
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow and Industry standard derivative pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price 11.00 [2]  
Correlation 89.00% [2]  
Volatilities 109.00% [2]  
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow and Industry standard derivative pricing [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price 6.00 [2]  
Correlation 81.00% [2]  
Volatilities 30.00% [2]  
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted cash flow [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price   3.00 [4]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted cash flow [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price   12.00 [4]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contract [Member] | Industry standard derivative pricing [Member]
    
Fair Value Inputs [Abstract]    
Net derivative assets $ 558,000,000 $ 441,000,000
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contract [Member] | Industry standard derivative pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 24.00% [3] 15.00% [3],[4]
Long-dated inflation rates 0.00% [3] 2.00% [3],[4]
Long-dated inflation volatilities 0.00% [3] 0.00% [3],[4]
Correlation (FX/IR) (30.00%) [3] (65.00%) [3],[4]
Long-dated volatilities (FX) 0.00% [3] 5.00% [3],[4]
Long-dated swap rates   8.00% [3],[4]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contract [Member] | Industry standard derivative pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 99.00% [3] 99.00% [3],[4]
Long-dated inflation rates 3.00% [3] 3.00% [3],[4]
Long-dated inflation volatilities 2.00% [3] 1.00% [3],[4]
Correlation (FX/IR) 40.00% [3] 50.00% [3],[4]
Long-dated volatilities (FX) 70.00% [3] 36.00% [3],[4]
Long-dated swap rates   10.00% [3],[4]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contract [Member] | Industry standard derivative pricing [Member] | Weighted Average [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 60.00% [3]  
Long-dated inflation rates 2.00% [3]  
Long-dated inflation volatilities 1.00% [3]  
Correlation (FX/IR) (4.00%) [3]  
Long-dated volatilities (FX) 10.00% [3]  
[1] The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 261: Trading account assets – Corporate securities, trading loans and other of $3.7 billion, Trading account assets – Mortgage trading loans and ABS of $4.9 billion, AFS debt securities – Other taxable securities of $3.9 billion, AFS debt securities – Tax-exempt securities of $1.1 billion, Loans and leases of $2.3 billion, LHFS of $2.7 billion and Other assets of $1.9 billion.
[2] ncludes models such as Monte Carlo simulation and Black-Scholes.
[3] Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
[4] At December 31, 2012, weighted averages were disclosed for all loans and securities. For more information on the ranges of inputs for significant unobservable inputs for structured liabilities and net derivative assets, see the qualitative discussion on page 268.
[5] Includes models such as Monte Carlo simulation and Black-Scholes.
[6] The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 260: Trading account assets – Corporate securities, trading loans and other of $3.6 billion, Trading account assets – Non-U.S. sovereign debt of $468 million, Trading account assets – Mortgage trading loans and ABS of $4.6 billion, AFS debt securities – Other taxable securities of $3.8 billion, AFS debt securities – Tax-exempt securities of $806 million, Loans and leases of $3.1 billion and LHFS of $929 million.