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 $)
 3 Months Ended 12 Months Ended
Mar. 31, 2014
Dec. 31, 2013
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans held-for-sale $ 6,172,000,000 $ 6,656,000,000
Long-term debt 45,573,000,000 47,035,000,000
Net derivative assets 30,800,000,000 31,500,000,000
Fair Value Inputs [Abstract]    
Other Assets, measured at fair value 19,181,000,000 18,055,000,000
Recurring [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and leases 11,063,000,000 10,042,000,000
Loans held-for-sale 6,172,000,000 6,656,000,000
Long-term debt 45,573,000,000 47,035,000,000
Fair Value Inputs [Abstract]    
Other Assets, measured at fair value 19,181,000,000 18,055,000,000
Recurring [Member] | Level 3 [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and leases 3,053,000,000 3,057,000,000
Loans held-for-sale 736,000,000 929,000,000
Trading account assets – Corporate securities, trading loans and other 2,600,000,000 3,600,000,000
Trading account assets – Non-U.S. sovereign debt 533,000,000 468,000,000
Trading account assets – Mortgage trading loans and ABS 4,300,000,000 4,600,000,000
AFS debt securities – Other taxable securities 3,400,000,000 3,800,000,000
AFS debt securities – Tax-exempt securities 783,000,000 800,000,000
Long-term debt 1,841,000,000 1,990,000,000
Fair Value Inputs [Abstract]    
Other Assets, measured at fair value 1,132,000,000 1,669,000,000
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term Debt, Type [Domain] | Industry Standard Derivative Pricing [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Long-term debt   1,990,000,000 [1],[2]
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term debt [Member] | Industry Standard Derivative Pricing [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Long-term debt 1,841,000,000  
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term debt [Member] | Industry Standard Derivative Pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 22.00% [1],[2] 18.00% [1],[2]
Long-dated equity volatilities 6.00% [1],[2] 4.00% [1],[2]
Long-dated inflation volatilities 0.00% [1],[2] 0.00% [1],[2]
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term debt [Member] | Industry Standard Derivative Pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 98.00% [1],[2] 98.00% [1],[2]
Long-dated equity volatilities 58.00% [1],[2] 63.00% [1],[2]
Long-dated inflation volatilities 2.00% [1],[2] 2.00% [1],[2]
Recurring [Member] | Level 3 [Member] | Structured Finance [Member] | Long-term debt [Member] | Industry Standard Derivative Pricing [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 68.00% [1],[2] 70.00% [1],[2]
Long-dated equity volatilities 22.00% [1],[2] 27.00% [1],[2]
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]    
Long-dated inflation volatilities 1.00% [1],[2] 1.00% [1],[2]
Recurring [Member] | Level 3 [Member] | Private Equity Investments and Funds [Member]
    
Fair Value Inputs [Abstract]    
Other Assets, measured at fair value 504,000,000 767,000,000
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Discounted cash flow, Market comparables [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Enterprise value/EBITDA multiple 8 7
Duration 4 years 4 years
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, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities Fair Value Disclosure 3,864,000,000 [3] 3,443,000,000 [4]
Loans and leases 2,802,000,000 [3] 2,151,000,000 [4]
Loans held-for-sale 736,000,000 [3] 929,000,000 [4]
Trading account assets – Mortgage trading loans and ABS 326,000,000 [3] 363,000,000 [4]
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 1.00% [3] 2.00%
Prepayment speed 0.00% [3] 0.00%
Default rate 1.00% [3] 1.00%
Loss severity 21.00% [3] 21.00%
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% [3] 25.00%
Prepayment speed 35.00% [3] 35.00%
Default rate 15.00% [3] 20.00%
Loss severity 80.00% [3] 80.00%
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% [3] 6.00%
Prepayment speed 9.00% [3] 9.00%
Default rate 6.00% [3] 6.00%
Loss severity 33.00% [3] 35.00%
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Instruments Backed by Other Assets [Member] | Discounted cash flow, Market comparables [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities Fair Value Disclosure 10,027,000,000 12,135,000,000
Loans and leases 251,000,000 906,000,000 [4]
Trading account assets – Corporate securities, trading loans and other 2,488,000,000 3,462,000,000 [4]
Trading account assets – Non-U.S. sovereign debt 533,000,000 468,000,000 [4]
Trading account assets – Mortgage trading loans and ABS 3,961,000,000 4,268,000,000 [4]
AFS debt securities – Other taxable securities 2,794,000,000 3,031,000,000 [4]
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% 0.00%
Prepayment speed 5.00% 5.00%
Default rate 1.00% 1.00%
Loss severity 25.00% 25.00%
Enterprise value/EBITDA multiple 1 0
Duration 0 years 1 year
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 40.00% 45.00%
Prepayment speed 40.00% 40.00%
Default rate 5.00% 5.00%
Loss severity 42.00% 42.00%
Enterprise value/EBITDA multiple 31 24
Duration 5 years 5 years
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 4.00% 5.00%
Prepayment speed 19.00% 19.00%
Default rate 4.00% 4.00%
Loss severity 36.00% 36.00%
Recurring [Member] | Level 3 [Member] | Loans and Securities [Member] | Auction Rate Securities [Member] | Discounted cash flow, Market comparables [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities Fair Value Disclosure 1,555,000,000 1,719,000,000 [4]
Trading account assets – Corporate securities, trading loans and other 129,000,000 97,000,000 [4]
AFS debt securities – Other taxable securities 643,000,000 816,000,000 [4]
AFS debt securities – Tax-exempt securities 783,000,000 806,000,000 [4]
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]    
Project tender price/Refinancing level 60.00% 60.00%
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]    
Project tender price/Refinancing level 100.00% 100.00%
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]    
Project tender price/Refinancing level 96.00% 96.00%
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets (575,000,000) (24,000,000)
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Upfront points 0.61% 0.63%
Spread to index 0.97% 0.91%
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets 529,000,000 1,008,000,000
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Yield 0.00% 3.00%
Prepayment speed 3.00% 3.00%
Default rate 1.00% 1.00%
Loss severity 20.00% 20.00%
Upfront points 0.01% 0.00%
Spread to index 0.00% (14.07%)
Credit correlation 24.00% 14.00%
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Yield 25.00% 25.00%
Prepayment speed 40.00% 40.00%
Default rate 5.00% 5.00%
Loss severity 42.00% 42.00%
Upfront points 1.00% 1.00%
Spread to index 4.75% 17.41%
Credit correlation 99.00% 99.00%
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Credit Default Swaps Referencing CLOs and Corporate Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Yield 15.00% 14.00%
Prepayment speed 14.00% 13.00%
Default rate 3.00% 3.00%
Loss severity 35.00% 35.00%
Credit correlation 51.00% 47.00%
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contracts [Member] | Industry Standard Derivative Pricing [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets (1,782,000,000) (1,596,000,000)
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contracts [Member] | Industry Standard Derivative Pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 22.00% [2] 18.00% [2]
Long-dated equity volatilities 6.00% [2] 4.00% [2]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contracts [Member] | Industry Standard Derivative Pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 98.00% [2] 98.00% [2]
Long-dated equity volatilities 58.00% [2] 63.00% [2]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Equity Contracts [Member] | Industry Standard Derivative Pricing [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Equity correlation 68.00% [2] 70.00% [2]
Long-dated equity volatilities 22.00% [2] 27.00% [2]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets 48,000,000 6,000,000
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 [2] 3 [2]
Correlation 47.00% [2] 47.00% [2]
Volatilities 11.00% [2] 9.00% [2]
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 8 [2] 11 [2]
Correlation 89.00% [2] 89.00% [2]
Volatilities 111.00% [2] 109.00% [2]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Commodity Contract [Member] | Discounted Cash Flow [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Natural gas forward price 5 [2] 6 [2]
Correlation 81.00% [2] 81.00% [2]
Volatilities 29.00% [2] 30.00% [2]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contracts [Member] | Industry Standard Derivative Pricing [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net derivative assets $ 630,000,000 $ 558,000,000
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contracts [Member] | Industry Standard Derivative Pricing [Member] | Minimum [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 20.00% [1] 24.00% [1]
Long-dated inflation volatilities 0.00% [1] 0.00% [1]
Correlation (FX/IR) (30.00%) [1] (30.00%) [1]
Long-dated inflation rates 0.00% [1] 0.00% [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contracts [Member] | Industry Standard Derivative Pricing [Member] | Maximum [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 99.00% [1] 99.00% [1]
Long-dated inflation volatilities 2.00% [1] 2.00% [1]
Correlation (FX/IR) 40.00% [1] 40.00% [1]
Long-dated inflation rates 3.00% [1] 3.00% [1]
Recurring [Member] | Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Contracts [Member] | Industry Standard Derivative Pricing [Member] | Weighted average [Member]
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 60.00% [1] 60.00% [1]
Long-dated inflation volatilities 1.00% [1] 1.00% [1]
Correlation (FX/IR) (5.00%) [1] (4.00%) [1]
Long-dated inflation rates 2.00% [1] 2.00% [1]
[1] Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
[2] Includes models such as Monte Carlo simulation and Black-Scholes.
[3] 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 213: Trading account assets – Corporate securities, trading loans and other of $2.6 billion, Trading account assets – Non-U.S. sovereign debt of $533 million, Trading account assets – Mortgage trading loans and ABS of $4.3 billion, AFS debt securities – Other taxable securities of $3.4 billion, AFS debt securities – Tax-exempt securities of $783 million, Loans and leases of $3.1 billion and LHFS of $736 million.
[4] 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 214: 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.