Annual report pursuant to Section 13 and 15(d)

Derivatives - Economic Hedges (Details)

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Derivatives - Economic Hedges (Details) (USD $)
 12 Months Ended
Dec. 31, 2012
Dec. 31, 2011
Dec. 31, 2010
Derivative [Line Items]      
Gain (Loss) On Derivative Instrument, Interest Rate Lock Commitments On Loans Held For Sale $ 3,000,000,000 $ 3,800,000,000 $ 8,700,000,000
Summary of Derivative Instruments by Risk Exposure [Abstract]      
Price risk on mortgage banking production income 3,022,000,000 [1],[2] 2,852,000,000 [1],[2] 9,109,000,000 [1],[2]
Market-related risk on mortgage banking servicing income 2,000,000,000 [2] 3,612,000,000 [2] 3,878,000,000 [2]
Credit risk on loans (95,000,000) [3] 30,000,000 [3] (121,000,000) [3]
Interest rate and foreign currency risk on long-term debt and other foreign exchange transactions 424,000,000 [4] (48,000,000) [4] (2,080,000,000) [4]
Price risk on restricted stock awards 1,008,000,000 [5] (610,000,000) [5] (151,000,000) [5]
Other 58,000,000 281,000,000 42,000,000
Total $ 6,417,000,000 $ 6,117,000,000 $ 10,677,000,000
[1] Includes net gains on interest rate lock commitments related to the origination of mortgage loans that are held-for-sale, which are considered derivative instruments, of $3.0 billion, $3.8 billion and $8.7 billion for 2012, 2011 and 2010, respectively.
[2] Net gains on these derivatives are recorded in mortgage banking income (loss).
[3] Net gains (losses) on these derivatives are recorded in other income (loss).
[4] The majority of the balance is related to the revaluation of derivatives used to mitigate risk related to foreign currency-denominated debt which is recorded in other income (loss). The offsetting revaluation of the foreign currency-denominated debt, while not included in the table above, is also recorded in other income (loss).
[5] Gains (losses) on these derivatives are recorded in personnel expense.