Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Recurring Fair Value Inputs (Details)

v2.4.0.8
Fair Value Measurements - Recurring Fair Value Inputs (Details) (USD $)
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Sep. 30, 2013
Dec. 31, 2012
Sep. 30, 2013
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2012
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Nonrecurring [Member]
Dec. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Private Equity Investments and Funds [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Private Equity Investments and Funds [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Years
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Option Two [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2013
Discounted Cash Flow [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2013
Discounted Cash Flow [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2013
Discounted Cash Flow [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Dec. 31, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]                                                                                                                                                            
Loans and Securities Fair Value Disclosure                           $ 3,331,000,000 [1] $ 4,478,000,000 [2] $ 5,114,000,000 $ 9,932,000,000 $ 11,973,000,000 [1] $ 10,778,000,000 [2] $ 1,755,000,000 [1] $ 3,414,000,000 [2]                                                                                               $ 1,910,000,000 [2] $ 388,000,000                
Fair Value Inputs, Discount Rate, Weighted Average                               9.00% 15.00%       4.00%                                                                                                                  
Fair Value Inputs Yield, Weighted Average                           7.00% 6.00%   3.00% 3.00% 4.00%                                               16.00%                                                     6.00%                
Fair Value Inputs, Credit Correlation, Weighted Average                                                                                     45.00%                                                                      
Trading Account Assets - Mortgage Trading Loans and ABS, Fair Value Disclosure         4,500,000,000 4,900,000,000               356,000,000 [1] 459,000,000 [2]     4,164,000,000 [1] 4,476,000,000 [2]                                                                                                                      
Fair Value Inputs, Prepayment Rate, Weighted Average                           9.00% 10.00%   15.00% 20.00% 20.00%                                               14.00%                                                                      
Loans and leases     10,196,000,000 9,002,000,000 3,016,000,000 2,287,000,000 5,114,000,000 [3] 8,576,000,000 [3]           2,366,000,000 [1] 1,286,000,000 [2] 5,114,000,000 9,184,000,000 650,000,000 [1] 1,001,000,000 [2]                                                                                                                      
Fair Value Inputs, Probability of Default, Weighted Average                           7.00% 6.00%   7.00% 4.00% 4.00%                                               3.00%                                                                      
Loans Held-for-sale, Fair Value Disclosure 8,217,000,000 11,659,000,000 8,217,000,000 11,659,000,000 913,000,000 [4],[5] 2,733,000,000 [4],[5] 274,000,000 1,006,000,000           609,000,000 [1] 2,733,000,000 [2]   748,000,000                                                                                                         388,000,000                
Fair Value Inputs, Loss Severity, Weighted Average                           37.00% 43.00%   48.00% 35.00% 35.00%                                               35.00%                                                   88.00% 53.00%                
Loans held-for-sale                                   304,000,000 [1]                                                                                                                        
Other Assets, Fair Value Disclosure 18,204,000,000 26,490,000,000 18,204,000,000 26,490,000,000 1,878,000,000 3,129,000,000 10,000,000 111,000,000 1,900,000,000 934,000,000 1,200,000,000                                                                                                                   1,910,000,000 [2]                  
Available For Sale Securities - Other Taxable Securities, Fair Value Disclosure         4,000,000,000 3,900,000,000                       3,169,000,000 [1] 3,012,000,000 [2] 844,000,000 [1] 916,000,000 [2]                                                                                                                  
Trading Account Assets - Corporate Securities, Trading Loans and Other, Fair Value Disclosure         3,800,000,000 3,700,000,000                       3,686,000,000 [1] 2,289,000,000 [2] 94,000,000 [1] 1,437,000,000 [2]                                                                                                                  
Fair Value Inputs, Projected Tender Price to Refinancing Level, Weighted Average                                       95.00% 92.00%                                                                                                                  
Fair Value Inputs, Earnings before Interest, Taxes, Depreciation, and Amortization Multiple, Weighted Average                                   0.06 5                                                                                                                      
Available For Sale Debt Securities - Tax Exempt Securities, Fair Value Disclosure         817,000,000 1,100,000,000                           817,000,000 [1] 1,061,000,000 [2]                                                                                                                  
Debt Instrument, Fair Value Disclosure                                                                                                                 (2,063,000,000) (2,301,000,000) [2],[6]                                        
Fair Value Inputs, Equity Correlation, Weighted Average                                                                                                         66.00% [7]                                                  
Fair Value Inputs, Long-Dated Volatilites, Weighted Average                                                                                                         25.00% [7]               25.00% [7]                                  
Derivative Asset, Fair Value, Net                       768,000,000 1,468,000,000                                                   1,300,000,000 2,327,000,000         (918,000,000) (1,295,000,000) [7] 375,000,000 441,000,000                             11,000,000 (5,000,000)                            
Fair Value Inputs, Correlation Interest Rate to Interest Rate, Weighted Average                                                                                                             61.00% [8]                                              
Fair Value Inputs, Correlation of Foreign Exchange Rates to Interest Rates, Weighted Average                                                                                                             (2.00%) [8]                                              
Fair Value Inputs, Long-dated Inflation Volatilities, Weighted Average                                                                                                             1.00% [8]                                              
Fair Value Inputs, Yield                                           2.00% 2.00% 3.00% 3.00% 0.00% 0.00%     25.00% 25.00% 6.00% 5.00% 45.00% 25.00%           4.00% 2.00% 25.00% 25.00%                                                     5.00% 5.00% 13.00% 4.00% 18.00% 5.00% 14.00% 13.00%
Fair Value Inputs, Earnings before Interest, Taxes, Depreciation, and Amortization Multiple                                                   0 2             19 11                                                                                      
Fair Value Inputs, Weighted Average Life                                                                                                                                                             
Financial Instrument, Basis Spread on Variable Discount Rate                                                          4.00%                5.00%                                                                                   
Fair Value Inputs, Projected Tender Price to Refinancing Level                                                       50.00% 50.00%             100.00% 100.00%                                                                                  
Fair Value Assumptions, Expected Volatility Rate                                                                                                 4.00% 20.00%     69.00% 70.00%         4.00% 20.00% 69.00% 70.00%                                
Fair Value Inputs, Credit Spreads                                                                                 0.0029 0.0058 0.0183 0.0615                                                                    
Fair Value Inputs, Credit Spreads, Weighted Average                                                                                     0.0170                                                                      
Fair Value Inputs, Equity Correlation                                                                                                 0.18 0.30     0.98 0.97                                                
Fair Value Inputs, Upfront Points                                                                                 0 0.25 1 0.99                                                                    
Fair Value Inputs, Upfront Points, Weighted Average                                                                                     0.63                                                                      
Fair Value Inputs, Prepayment Rate                                           1.00% 1.00% 3.00% 3.00% 5.00% 5.00%     35.00% 30.00% 20.00% 30.00% 40.00% 30.00%           3.00% 3.00% 40.00% 30.00%                                                                    
Fair Value Inputs, Probability of Default                                           0.00% 0.00% 0.00% 0.00% 1.00% 1.00%     20.00% 44.00% 28.00% 55.00% 5.00% 5.00%           1.00% 0.00% 5.00% 8.00%                                                                    
Fair Value Inputs, Loss Severity                                           0.00% 6.00% 8.00% 6.00% 25.00% 25.00%     85.00% 85.00% 61.00% 66.00% 40.00% 40.00%           20.00% 25.00% 42.00% 42.00%                                                     73.00% 51.00% 18.00% 24.00% 83.00% 100.00% 82.00% 88.00%
Fair Value Inputs, Spread to Index                                                                                 (0.1731) (0.2080) 0.1681 0.1972                                                                    
Fair Value Inputs, Spread to Index, Weighted Average                                                                                     0.0207                                                                      
Fair Value Inputs, Credit Correlation                                                                                 21.00% 19.00% 73.00% 75.00%                                                                    
Fair Value Inputs, Long-Term Natural Gas Basis Curve                                                                                                                                 3.00 3.00 12.00 12.00                    
Fair Value Inputs, Long-term Natural Gas Basis Curve, Weighted Average                                                                                                                                     $ 7.00                      
Fair Value Inputs, Correlation Interest Rate to Interest Rate                                                                                                     24.00% 15.00%     99.00% 99.00%                                            
Fair Value Inputs, Correlation of Foreign Exchange Rates to Interest Rates                                                                                                     (65.00%) (65.00%)     50.00% 50.00%                                            
Fair Value Inputs, Long-Dated Inflation Rates                                                                                                     0.00% 2.00%     0.00% 3.00%                                            
Fair Value Inputs, Long-Dated Inflation Volatilities                                                                                                     0.00% 0.00%     2.00% 1.00%                                            
Fair Value Inputs, Long-Dated Volatilities - Interest Rates, Foreign Exchange Rates                                                                                                     0.00% 5.00%     0.00% 36.00%                                            
Fair Value Inputs, Long-Dated Swap Rates                                                                                                     0.00% 8.00%     0.00% 10.00%                                            
[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 237: Trading account assets – Corporate securities, trading loans and other of $3.8 billion, Trading account assets – Mortgage trading loans and ABS of $4.5 billion, AFS debt securities – Other taxable securities of $4.0 billion, AFS debt securities – Tax-exempt securities of $817 million, Loans and leases of $3.0 billion and LHFS of $913 million.
[2] 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 238: 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.
[3] Losses represent charge-offs on real estate-secured loans
[4] Assets (liabilities). For assets, increase / (decrease) to Level 3 and for liabilities, (increase) / decrease to Level 3.
[5] Net derivatives include derivative assets of $10.0 billion and derivative liabilities of $7.0 billion.
[6] For more information on the ranges of inputs for equity correlation and long-dated volatilities, see the qualitative equity derivatives discussion on page 245.
[7] Includes models such as Monte Carlo simulation and Black-Scholes.
[8] Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.