Annual report pursuant to Section 13 and 15(d)

Securitizations and Other Variable Interest Entities - First Lien Mortgages VIE (Details)

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Securitizations and Other Variable Interest Entities - First Lien Mortgages VIE (Details) - USD ($)
 12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
On-balance sheet assets        
Trading account assets $ 176,527,000,000 $ 191,785,000,000    
Debt securities carried at fair value 322,380,000,000 320,695,000,000    
Held-to-maturity securities 84,625,000,000 59,766,000,000    
Loans and leases 903,001,000,000 881,391,000,000    
Allowance for loan and lease losses (12,234,000,000) (14,419,000,000) $ (17,428,000,000) $ (24,179,000,000)
All other assets 108,582,000,000 112,063,000,000    
Total assets 2,144,316,000,000 2,104,534,000,000    
On-balance sheet liabilities        
Long-term debt 236,764,000,000 243,139,000,000    
Total liabilities 1,888,111,000,000 1,861,063,000,000    
Other than temporary impairment losses recorded on debt securities 81,000,000 16,000,000 $ 20,000,000  
Unpaid principal balance of mortgage loans eligible for repurchase 222,000,000 635,000,000    
Principal amount that would be payable to the securitization vehicles 222,000,000 635,000,000    
Unconsolidated VIEs        
On-balance sheet liabilities        
Other than temporary impairment losses recorded on debt securities 0 0    
Unconsolidated VIEs | Agency        
Variable Interest Entity [Line Items]        
Maximum loss exposure 28,188,000,000 14,918,000,000    
On-balance sheet assets        
Residual interests held 0 0    
All other assets 15,000,000 24,000,000    
Total assets 28,188,000,000 14,918,000,000    
Principal balance outstanding 313,613,000,000 397,055,000,000    
Unconsolidated VIEs | Agency | Senior Lien        
On-balance sheet assets        
Trading account assets 1,297,000,000 584,000,000    
Debt securities carried at fair value 24,369,000,000 13,473,000,000    
Held-to-maturity securities 2,507,000,000 837,000,000    
Unconsolidated VIEs | Agency | Junior Lien        
On-balance sheet assets        
Trading account assets 0 0    
Debt securities carried at fair value 0 0    
Held-to-maturity securities 0 0    
Unconsolidated VIEs | Non-agency | Prime        
Variable Interest Entity [Line Items]        
Maximum loss exposure 1,027,000,000 1,288,000,000    
On-balance sheet assets        
Residual interests held 0 10,000,000    
All other assets 40,000,000 56,000,000    
Total assets 708,000,000 897,000,000    
Principal balance outstanding 16,087,000,000 20,167,000,000    
Unconsolidated VIEs | Non-agency | Prime | Senior Lien        
On-balance sheet assets        
Trading account assets 42,000,000 3,000,000    
Debt securities carried at fair value 613,000,000 816,000,000    
Held-to-maturity securities 0 0    
Unconsolidated VIEs | Non-agency | Prime | Junior Lien        
On-balance sheet assets        
Trading account assets 1,000,000 0    
Debt securities carried at fair value 12,000,000 12,000,000    
Held-to-maturity securities 0 0    
Unconsolidated VIEs | Non-agency | Subprime        
Variable Interest Entity [Line Items]        
Maximum loss exposure 2,905,000,000 3,167,000,000    
On-balance sheet assets        
Residual interests held 0 0    
All other assets 0 1,000,000    
Total assets 2,613,000,000 2,831,000,000    
Principal balance outstanding 27,854,000,000 32,592,000,000    
Unconsolidated VIEs | Non-agency | Subprime | Senior Lien        
On-balance sheet assets        
Trading account assets 94,000,000 14,000,000    
Debt securities carried at fair value 2,479,000,000 2,811,000,000    
Held-to-maturity securities 0 0    
Unconsolidated VIEs | Non-agency | Subprime | Junior Lien        
On-balance sheet assets        
Trading account assets 37,000,000 0    
Debt securities carried at fair value 3,000,000 5,000,000    
Held-to-maturity securities 0 0    
Unconsolidated VIEs | Non-agency | Alt-A        
Variable Interest Entity [Line Items]        
Maximum loss exposure 622,000,000 710,000,000    
On-balance sheet assets        
Residual interests held 0 0    
All other assets 153,000,000 245,000,000    
Total assets 622,000,000 710,000,000    
Principal balance outstanding 40,848,000,000 50,054,000,000    
Unconsolidated VIEs | Non-agency | Alt-A | Senior Lien        
On-balance sheet assets        
Trading account assets 99,000,000 81,000,000    
Debt securities carried at fair value 340,000,000 383,000,000    
Held-to-maturity securities 0 0    
Unconsolidated VIEs | Non-agency | Alt-A | Junior Lien        
On-balance sheet assets        
Trading account assets 2,000,000 1,000,000    
Debt securities carried at fair value 28,000,000 0    
Held-to-maturity securities 0 0    
Unconsolidated VIEs | Commercial Mortgage        
Variable Interest Entity [Line Items]        
Maximum loss exposure 326,000,000 352,000,000    
On-balance sheet assets        
Residual interests held 48,000,000 22,000,000    
All other assets 0 0    
Total assets 233,000,000 325,000,000    
Principal balance outstanding 34,243,000,000 20,593,000,000    
Unconsolidated VIEs | Commercial Mortgage | Senior Lien        
On-balance sheet assets        
Trading account assets 59,000,000 54,000,000    
Debt securities carried at fair value 0 76,000,000    
Held-to-maturity securities 37,000,000 42,000,000    
Unconsolidated VIEs | Commercial Mortgage | Junior Lien        
On-balance sheet assets        
Trading account assets 22,000,000 58,000,000    
Debt securities carried at fair value 54,000,000 58,000,000    
Held-to-maturity securities 13,000,000 15,000,000    
Consolidated VIEs | Agency        
Variable Interest Entity [Line Items]        
Maximum loss exposure 26,878,000,000 38,345,000,000    
On-balance sheet assets        
Trading account assets 1,101,000,000 1,538,000,000    
Loans and leases 25,328,000,000 36,187,000,000    
Allowance for loan and lease losses 0 (2,000,000)    
All other assets 449,000,000 623,000,000    
Total assets 26,878,000,000 38,346,000,000    
On-balance sheet liabilities        
Long-term debt 0 1,000,000    
All other liabilities 1,000,000 0    
Total liabilities 1,000,000 1,000,000    
Consolidated VIEs | Non-agency | Prime        
Variable Interest Entity [Line Items]        
Maximum loss exposure 65,000,000 77,000,000    
On-balance sheet assets        
Trading account assets 0 0    
Loans and leases 111,000,000 130,000,000    
Allowance for loan and lease losses 0 0    
All other assets 0 6,000,000    
Total assets 111,000,000 136,000,000    
On-balance sheet liabilities        
Long-term debt 46,000,000 56,000,000    
All other liabilities 0 3,000,000    
Total liabilities 46,000,000 59,000,000    
Consolidated VIEs | Non-agency | Subprime        
Variable Interest Entity [Line Items]        
Maximum loss exposure 232,000,000 206,000,000    
On-balance sheet assets        
Trading account assets 188,000,000 30,000,000    
Loans and leases 675,000,000 768,000,000    
Allowance for loan and lease losses 0 0    
All other assets 54,000,000 15,000,000    
Total assets 917,000,000 813,000,000    
On-balance sheet liabilities        
Long-term debt 840,000,000 770,000,000    
All other liabilities 0 13,000,000    
Total liabilities 840,000,000 783,000,000    
Consolidated VIEs | Non-agency | Alt-A        
Variable Interest Entity [Line Items]        
Maximum loss exposure 0 0    
On-balance sheet assets        
Trading account assets 0 0    
Loans and leases 0 0    
Allowance for loan and lease losses 0 0    
All other assets 0 0    
Total assets 0 0    
On-balance sheet liabilities        
Long-term debt 0 0    
All other liabilities 0 0    
Total liabilities 0 0    
Consolidated VIEs | Commercial Mortgage        
Variable Interest Entity [Line Items]        
Maximum loss exposure 0 0    
On-balance sheet assets        
Trading account assets 0 0    
Loans and leases 0 0    
Allowance for loan and lease losses 0 0    
All other assets 0 0    
Total assets 0 0    
On-balance sheet liabilities        
Long-term debt 0 0    
All other liabilities 0 0    
Total liabilities $ 0 $ 0