Fair Value Measurements - Level 3 Reconciliation (Details) - USD ($)
$ in Millions |
12 Months Ended |
Dec. 31, 2019 |
Dec. 31, 2018 |
Dec. 31, 2017 |
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Gains (Losses) in OCI |
$ 3
|
$ (105)
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward] |
|
|
|
| Balance, beginning |
(935)
|
(1,714)
|
$ (1,313)
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(37)
|
106
|
(984)
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
| Purchases |
298
|
531
|
664
|
| Sales |
(837)
|
(1,179)
|
(979)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(97)
|
778
|
949
|
| Gross Transfers into Level 3 |
147
|
39
|
48
|
| Gross Transfers out of Level 3 |
(1,077)
|
504
|
(99)
|
| Balance, ending |
(2,538)
|
(935)
|
(1,714)
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
228
|
(116)
|
(409)
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
| Derivative assets, gross |
344,800
|
328,800
|
|
| Derivative liabilities, gross |
337,100
|
317,800
|
|
| Trading account liabilities – Equity securities |
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
0
|
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(2)
|
|
|
| Gains (Losses) in OCI |
0
|
|
|
| Purchases |
0
|
|
|
| Sales |
0
|
|
|
| Issuances |
0
|
|
|
| Settlements |
0
|
|
|
| Gross Transfers into Level 3 |
0
|
|
|
| Gross Transfers out of Level 3 |
0
|
|
|
| Balance, ending |
(2)
|
0
|
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(2)
|
|
|
| Federal funds purchased and securities loaned or sold under agreements to repurchase |
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
|
0
|
(359)
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
|
|
(5)
|
| Gains (Losses) in OCI |
|
|
0
|
| Purchases |
|
|
0
|
| Sales |
|
|
0
|
| Issuances |
|
|
(12)
|
| Settlements |
|
|
171
|
| Gross Transfers into Level 3 |
|
|
(58)
|
| Gross Transfers out of Level 3 |
|
|
263
|
| Balance, ending |
|
|
0
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
|
|
0
|
| Trading account liabilities – Corporate securities and other |
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
(18)
|
(24)
|
(27)
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
8
|
11
|
14
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
| Purchases |
(1)
|
9
|
8
|
| Sales |
(3)
|
(12)
|
(17)
|
| Issuances |
(1)
|
(2)
|
(2)
|
| Settlements |
0
|
0
|
0
|
| Gross Transfers into Level 3 |
0
|
0
|
0
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
| Balance, ending |
(15)
|
(18)
|
(24)
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
(7)
|
2
|
| Accrued expenses and other liabilities |
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
0
|
(8)
|
(9)
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
|
0
|
0
|
| Gains (Losses) in OCI |
|
0
|
0
|
| Purchases |
|
0
|
0
|
| Sales |
|
0
|
0
|
| Issuances |
|
0
|
0
|
| Settlements |
|
8
|
1
|
| Gross Transfers into Level 3 |
|
0
|
0
|
| Gross Transfers out of Level 3 |
|
0
|
0
|
| Balance, ending |
|
0
|
(8)
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
|
0
|
0
|
| Long-term debt |
|
|
|
| Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
(817)
|
(1,863)
|
(1,514)
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(59)
|
103
|
(135)
|
| Gains (Losses) in OCI |
(64)
|
4
|
(31)
|
| Purchases |
0
|
9
|
84
|
| Sales |
0
|
0
|
0
|
| Issuances |
(40)
|
(141)
|
(288)
|
| Settlements |
180
|
486
|
514
|
| Gross Transfers into Level 3 |
(350)
|
(262)
|
(711)
|
| Gross Transfers out of Level 3 |
1
|
847
|
218
|
| Balance, ending |
(1,149)
|
(817)
|
(1,863)
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(55)
|
95
|
(196)
|
| Transfers into level 3, reclassified to long term debt |
1,400
|
|
|
| Level 3 | Recurring |
|
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
| Derivative assets, gross |
2,226
|
3,466
|
4,100
|
| Derivative liabilities, gross |
4,764
|
4,401
|
5,800
|
| Corporate securities, trading loans and other |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
1,558
|
1,864
|
2,777
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
105
|
(32)
|
229
|
| Gains (Losses) in OCI |
0
|
(1)
|
0
|
| Purchases |
534
|
436
|
547
|
| Sales |
(390)
|
(403)
|
(702)
|
| Issuances |
18
|
5
|
5
|
| Settlements |
(578)
|
(568)
|
(666)
|
| Gross Transfers into Level 3 |
699
|
804
|
728
|
| Gross Transfers out of Level 3 |
(439)
|
(547)
|
(1,054)
|
| Balance, ending |
1,507
|
1,558
|
1,864
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
29
|
(117)
|
2
|
| Equity securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
276
|
235
|
281
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(12)
|
(17)
|
18
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
| Purchases |
38
|
44
|
55
|
| Sales |
(87)
|
(11)
|
(70)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(9)
|
(4)
|
(10)
|
| Gross Transfers into Level 3 |
79
|
78
|
146
|
| Gross Transfers out of Level 3 |
(46)
|
(49)
|
(185)
|
| Balance, ending |
239
|
276
|
235
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(18)
|
(22)
|
(1)
|
| Non-U.S. sovereign debt |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
465
|
556
|
510
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
46
|
47
|
74
|
| Gains (Losses) in OCI |
(12)
|
(44)
|
(8)
|
| Purchases |
1
|
13
|
53
|
| Sales |
0
|
(57)
|
(59)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(51)
|
(30)
|
(73)
|
| Gross Transfers into Level 3 |
39
|
117
|
72
|
| Gross Transfers out of Level 3 |
(6)
|
(137)
|
(13)
|
| Balance, ending |
482
|
465
|
556
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
47
|
48
|
70
|
| Mortgage trading loans, ABS and other MBS |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
1,635
|
1,498
|
1,211
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
99
|
148
|
165
|
| Gains (Losses) in OCI |
(2)
|
3
|
(2)
|
| Purchases |
662
|
585
|
1,210
|
| Sales |
(899)
|
(910)
|
(990)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(175)
|
(158)
|
(233)
|
| Gross Transfers into Level 3 |
738
|
705
|
218
|
| Gross Transfers out of Level 3 |
(505)
|
(236)
|
(81)
|
| Balance, ending |
1,553
|
1,635
|
1,498
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
26
|
97
|
72
|
| Trading account assets |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
3,934
|
4,153
|
4,779
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
238
|
146
|
486
|
| Gains (Losses) in OCI |
(14)
|
(42)
|
(10)
|
| Purchases |
1,235
|
1,078
|
1,865
|
| Sales |
(1,376)
|
(1,381)
|
(1,821)
|
| Issuances |
18
|
5
|
5
|
| Settlements |
(813)
|
(760)
|
(982)
|
| Gross Transfers into Level 3 |
1,555
|
1,704
|
1,164
|
| Gross Transfers out of Level 3 |
(996)
|
(969)
|
(1,333)
|
| Balance, ending |
3,781
|
3,934
|
4,153
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
84
|
6
|
143
|
| Non-agency residential MBS |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
597
|
0
|
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
13
|
27
|
|
| Gains (Losses) in OCI |
64
|
(33)
|
|
| Purchases |
0
|
0
|
|
| Sales |
(73)
|
(71)
|
|
| Issuances |
0
|
0
|
|
| Settlements |
(40)
|
(25)
|
|
| Gross Transfers into Level 3 |
206
|
774
|
|
| Gross Transfers out of Level 3 |
(343)
|
(75)
|
|
| Balance, ending |
424
|
597
|
0
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
|
| Non-U.S. securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
2
|
25
|
229
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
0
|
2
|
| Gains (Losses) in OCI |
0
|
(1)
|
16
|
| Purchases |
0
|
0
|
49
|
| Sales |
0
|
(10)
|
0
|
| Issuances |
0
|
0
|
0
|
| Settlements |
0
|
(15)
|
(271)
|
| Gross Transfers into Level 3 |
0
|
3
|
0
|
| Gross Transfers out of Level 3 |
0
|
0
|
0
|
| Balance, ending |
2
|
2
|
25
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
0
|
| Other taxable securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
7
|
509
|
594
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
2
|
1
|
4
|
| Gains (Losses) in OCI |
0
|
(3)
|
8
|
| Purchases |
0
|
0
|
5
|
| Sales |
0
|
(23)
|
0
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(5)
|
(11)
|
(42)
|
| Gross Transfers into Level 3 |
61
|
60
|
34
|
| Gross Transfers out of Level 3 |
0
|
(526)
|
(94)
|
| Balance, ending |
65
|
7
|
509
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
0
|
| Tax-exempt securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
0
|
469
|
542
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
0
|
1
|
| Gains (Losses) in OCI |
0
|
0
|
3
|
| Purchases |
0
|
0
|
14
|
| Sales |
0
|
0
|
(70)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
0
|
(1)
|
(11)
|
| Gross Transfers into Level 3 |
108
|
1
|
35
|
| Gross Transfers out of Level 3 |
0
|
(469)
|
(45)
|
| Balance, ending |
108
|
0
|
469
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
0
|
| Available-for-sale Securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
606
|
1,003
|
1,365
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
15
|
28
|
7
|
| Gains (Losses) in OCI |
64
|
(37)
|
27
|
| Purchases |
0
|
0
|
68
|
| Sales |
(73)
|
(104)
|
(70)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(45)
|
(52)
|
(324)
|
| Gross Transfers into Level 3 |
375
|
838
|
69
|
| Gross Transfers out of Level 3 |
(343)
|
(1,070)
|
(139)
|
| Balance, ending |
599
|
606
|
1,003
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
0
|
0
|
0
|
| 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 |
172
|
0
|
25
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
36
|
(18)
|
(1)
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
| Purchases |
0
|
0
|
0
|
| Sales |
0
|
(8)
|
(21)
|
| Issuances |
0
|
0
|
0
|
| Settlements |
(17)
|
(34)
|
(3)
|
| Gross Transfers into Level 3 |
155
|
365
|
0
|
| Gross Transfers out of Level 3 |
(47)
|
(133)
|
0
|
| Balance, ending |
299
|
172
|
0
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
38
|
(18)
|
0
|
| Loans and leases |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
338
|
571
|
720
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
0
|
(16)
|
15
|
| Gains (Losses) in OCI |
0
|
0
|
0
|
| Purchases |
230
|
0
|
3
|
| Sales |
(35)
|
(134)
|
(34)
|
| Issuances |
217
|
0
|
0
|
| Settlements |
(57)
|
(83)
|
(126)
|
| Gross Transfers into Level 3 |
0
|
0
|
0
|
| Gross Transfers out of Level 3 |
0
|
0
|
(7)
|
| Balance, ending |
693
|
338
|
571
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
(1)
|
(9)
|
11
|
| Loans held-for-sale |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
542
|
690
|
656
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
48
|
44
|
100
|
| Gains (Losses) in OCI |
(6)
|
(26)
|
(3)
|
| Purchases |
12
|
71
|
3
|
| Sales |
(71)
|
0
|
(189)
|
| Issuances |
36
|
1
|
0
|
| Settlements |
(245)
|
(201)
|
(346)
|
| Gross Transfers into Level 3 |
59
|
23
|
501
|
| Gross Transfers out of Level 3 |
0
|
(60)
|
(32)
|
| Balance, ending |
375
|
542
|
690
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
22
|
31
|
14
|
| Other assets |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Balance, beginning |
2,932
|
2,425
|
2,986
|
| Total Realized/Unrealized Gains/(Losses) in Net Income |
(81)
|
414
|
144
|
| Gains (Losses) in OCI |
19
|
(38)
|
(57)
|
| Purchases |
0
|
2
|
2
|
| Sales |
(10)
|
(69)
|
(214)
|
| Issuances |
179
|
96
|
258
|
| Settlements |
(683)
|
(792)
|
(758)
|
| Gross Transfers into Level 3 |
5
|
929
|
64
|
| Gross Transfers out of Level 3 |
(1)
|
(35)
|
0
|
| Balance, ending |
2,360
|
2,932
|
2,425
|
| Change in Unrealized Gains/(Losses) In Net Income Related to Financial Instruments Still Held |
$ (267)
|
$ 149
|
$ (226)
|