Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Reconciliation (Details)

v2.4.0.8
Fair Value Measurements - Reconciliation (Details) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Dec. 31, 2013
Jun. 30, 2014
Corporate securities, trading loans and other [Member]
Jun. 30, 2013
Corporate securities, trading loans and other [Member]
Jun. 30, 2014
Corporate securities, trading loans and other [Member]
Jun. 30, 2013
Corporate securities, trading loans and other [Member]
Jun. 30, 2013
Accrued Liabilities [Member]
Jun. 30, 2014
Accrued expenses and other liabilities [Member]
Jun. 30, 2013
Accrued expenses and other liabilities [Member]
Jun. 30, 2014
Accrued expenses and other liabilities [Member]
Jun. 30, 2013
Accrued expenses and other liabilities [Member]
Jun. 30, 2014
Long-term debt [Member]
Jun. 30, 2013
Long-term debt [Member]
Jun. 30, 2014
Long-term debt [Member]
Jun. 30, 2013
Long-term debt [Member]
Jun. 30, 2014
Trading Securities [Member]
Jun. 30, 2013
Trading Securities [Member]
Jun. 30, 2014
Trading Securities [Member]
Jun. 30, 2013
Trading Securities [Member]
Jun. 30, 2014
Corporate securities, trading loans and other [Member]
Jun. 30, 2013
Corporate securities, trading loans and other [Member]
Jun. 30, 2014
Corporate securities, trading loans and other [Member]
Jun. 30, 2013
Corporate securities, trading loans and other [Member]
Jun. 30, 2014
Equity securities [Member]
Jun. 30, 2013
Equity securities [Member]
Jun. 30, 2014
Equity securities [Member]
Jun. 30, 2013
Equity securities [Member]
Jun. 30, 2014
Non-U.S. sovereign debt [Member]
Jun. 30, 2013
Non-U.S. sovereign debt [Member]
Jun. 30, 2014
Non-U.S. sovereign debt [Member]
Jun. 30, 2013
Non-U.S. sovereign debt [Member]
Jun. 30, 2014
Mortgage trading loans and ABS [Member]
Jun. 30, 2013
Mortgage trading loans and ABS [Member]
Jun. 30, 2014
Mortgage trading loans and ABS [Member]
Jun. 30, 2013
Mortgage trading loans and ABS [Member]
Jun. 30, 2014
Derivative assets [Member]
Jun. 30, 2013
Derivative assets [Member]
Jun. 30, 2014
Derivative assets [Member]
Jun. 30, 2013
Derivative assets [Member]
Jun. 30, 2014
Available-for-sale debt securities [Member]
Jun. 30, 2013
Available-for-sale debt securities [Member]
Jun. 30, 2014
Available-for-sale debt securities [Member]
Jun. 30, 2013
Available-for-sale debt securities [Member]
Jun. 30, 2013
Agency MBS [Member]
Jun. 30, 2013
Foreign Securities [Member]
Jun. 30, 2014
Foreign Securities [Member]
Jun. 30, 2013
Foreign Securities [Member]
Jun. 30, 2013
Agency MBS [Member]
Jun. 30, 2013
Corporate Bond Securities [Member]
Jun. 30, 2013
Corporate Bond Securities [Member]
Jun. 30, 2014
Other taxable securities [Member]
Jun. 30, 2013
Other taxable securities [Member]
Jun. 30, 2014
Other taxable securities [Member]
Jun. 30, 2013
Other taxable securities [Member]
Jun. 30, 2014
Tax-exempt securities [Member]
Jun. 30, 2013
Tax-exempt securities [Member]
Jun. 30, 2014
Tax-exempt securities [Member]
Jun. 30, 2013
Tax-exempt securities [Member]
Jun. 30, 2014
Loans and leases [Member]
Jun. 30, 2013
Loans and leases [Member]
Jun. 30, 2014
Loans and leases [Member]
Jun. 30, 2013
Loans and leases [Member]
Jun. 30, 2014
Servicing Contracts [Member]
Jun. 30, 2013
Servicing Contracts [Member]
Jun. 30, 2014
Servicing Contracts [Member]
Jun. 30, 2013
Servicing Contracts [Member]
Jun. 30, 2014
Loans Held-for-Sale [Member]
Jun. 30, 2013
Loans Held-for-Sale [Member]
Jun. 30, 2014
Loans Held-for-Sale [Member]
Jun. 30, 2013
Loans Held-for-Sale [Member]
Jun. 30, 2014
Other Assets [Member]
Jun. 30, 2013
Other Assets [Member]
Jun. 30, 2014
Other Assets [Member]
Jun. 30, 2013
Other Assets [Member]
Jun. 30, 2014
Recurring [Member]
Dec. 31, 2013
Recurring [Member]
Jun. 30, 2014
Recurring [Member]
Level 3 [Member]
Dec. 31, 2013
Recurring [Member]
Level 3 [Member]
Jun. 30, 2013
Recurring [Member]
Level 3 [Member]
Dec. 31, 2013
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Weighted average [Member]
Discounted Cash Flow Stochastic Recovery Correlation Model [Member]
Recurring [Member]
Level 3 [Member]
Derivative assets [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]                                                                                                                                                                      
Loss severity                                                                                                                                                                     35.00%
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]                                                                                                                                                                      
Balance, beginning                                     $ 7,780 [1] $ 9,001 [2] $ 9,044 [3] $ 9,559 [3] $ 2,617 [1] $ 3,607 [2] $ 3,559 [3] $ 3,726 [3] $ 343 [1] $ 497 [2] $ 386 [3] $ 545 [3] $ 533 [1] $ 417 [2] $ 468 [3] $ 353 [3] $ 4,287 [1] $ 4,480 [2] $ 4,631 [3] $ 4,935 [3] $ (575) [1],[4] $ 1,063 [2],[5] $ (24) [3],[6] $ 1,468 [3],[7] $ 4,220 [1] $ 5,193 [2] $ 4,760 [3] $ 5,091 [3] $ 10 [3] $ 1 [2] $ 107 [3] $ 0 [3] $ 10 [2] $ 96 [2] $ 92 [3] $ 3,437 [1] $ 4,045 [2] $ 3,847 [3] $ 3,928 [3] $ 783 [1] $ 1,041 [2] $ 806 [3] $ 1,061 [3] $ 3,053 [1],[8],[9] $ 2,363 [2],[8],[9] $ 3,057 [10],[11],[3] $ 2,287 [10],[11],[3] $ 4,765 [1],[8] $ 5,776 [2],[8] $ 5,042 [11],[3] $ 5,716 [11],[3] $ 736 [1],[9] $ 2,405 [2],[9] $ 929 [10],[3] $ 2,733 [10],[3] $ 1,132 [1],[12] $ 2,629 [13],[2] $ 1,669 [12],[3] $ 3,129 [14],[3]            
Gains (Losses) in Earnings                                     189 [1] 47 [2] 463 [3] 390 [3] 41 [1] 35 [2] 163 [3] 123 [3] (7) [1] 8 [2] 12 [3] 50 [3] 32 [1] (6) [2] 87 [3] 45 [3] 123 [1] 10 [2] 201 [3] 172 [3] (202) [1],[4] 392 [2],[5] (197) [3],[6] 685 [3],[7] 2 [1] 3 [2] 11 [3] 4 [3]    [3] 0 [2] 0 [3] 0 [3]    [2]   0 [3] 0 [1] 3 [2] 8 [3] 3 [3] 2 [1] 0 [2] 3 [3] 1 [3] 27 [1],[15],[8],[9] 49 [15],[2],[8],[9] 59 [10],[11],[3] 100 [10],[11],[3] (249) [1],[8] 1,026 [2],[8] (539) [11],[3] 1,460 [11],[3] 59 [1],[15],[9] 19 [15],[2],[9] 71 [10],[3] (20) [10],[3] (26) [1],[12] 121 [13],[2] (86) [12],[3] (327) [14],[3]            
Gains (Losses) in OCI                                        [1] 0 [2]    [3]    [3]    [1] 0 [2]    [3]    [3]    [1] 0 [2]    [3]    [3]    [1] 0 [2]    [3]    [3]    [1] 0 [2]    [3]    [3]    [1],[4] 0 [2],[5]    [3],[6]    [3],[7] 0 [1] 21 [2] (1) [3] 30 [3]    [3] 0 [2]    [3] 0 [3]    [2] 0 [2] 4 [3] (3) [1] 10 [2] (5) [3] 12 [3] 3 [1] 11 [2] 4 [3] 14 [3]    [1],[8],[9]    [2],[8],[9]    [10],[11],[3]    [10],[11],[3]    [1],[8]    [2],[8]    [11],[3]    [11],[3]    [1],[9]    [2],[9]    [10],[3]    [10],[3]    [1],[12]    [13],[2]    [12],[3]    [14],[3]            
Gross Purchases                                     937 [1] 1,729 [2] 1,642 [3] 3,231 [3] 392 [1] 712 [2] 678 [3] 1,517 [3] 16 [1] 28 [2] 46 [3] 57 [3] 76 [1] 11 [2] 99 [3] 26 [3] 453 [1] 978 [2] 819 [3] 1,631 [3] 189 [1],[4] 204 [2],[5] 314 [3],[6] 383 [3],[7] 86 [1] 367 [2] 133 [3] 611 [3]    [3]    [2] 0 [3] 1 [3]    [2]    [2]    [3] 86 [1] 367 [2] 133 [3] 610 [3]    [1]    [2] 0 [3]    [3]    [1],[8],[9]    [2],[8],[9]    [10],[11],[3] 71 [10],[11],[3]    [1],[8]    [2],[8]    [11],[3]    [11],[3] 24 [1],[9] 8 [2],[9] 24 [10],[3] 8 [10],[3] 0 [1],[12] 25 [13],[2] 0 [12],[3] 42 [14],[3]            
Gross Sales (26) (862) (46) (1,045)                             (353) [1] (1,685) [2] (1,294) [3] (3,404) [3] (87) [1] (959) [2] (441) [3] (1,925) [3] (4) [1] (35) [2] (33) [3] (144) [3] 0 [1] 0 [2] (6) [3] (1) [3] (262) [1] (691) [2] (814) [3] (1,334) [3] (366) [1],[4] (194) [2],[5] (984) [3],[6] (660) [3],[7] 0 [1] (1) [2] 0 [3] (1) [3] 0 [3] (1) [2] 0 [3] (1) [3]    [2]    [2] 0 [3]    [1]    [2] 0 [3] 0 [3] 0 [1] 0 [2] 0 [3] 0 [3]    [1],[8],[9] 0 [2],[8],[9] (3) [10],[11],[3]    [10],[11],[3] (26) [1],[8] (862) [2],[8] (46) [11],[3] (1,045) [11],[3] (711) [1],[9] (180) [2],[9] (714) [10],[3] (390) [10],[3] (112) [1],[12] (156) [13],[2] (381) [12],[3] (183) [14],[3]            
Gross Issuances                                        [1] 0 [2]    [3]    [3]    [1] 0 [2]    [3]    [3]    [1] 0 [2]    [3]    [3]    [1] 0 [2]    [3]    [3]    [1] 0 [2]    [3]    [3]    [1],[4] 0 [2],[5]    [3],[6]    [3],[7]    [1]    [2]    [3]    [3]    [3]    [2]    [3]    [3]    [2]    [2]    [3]    [1]    [2]    [3]    [3]    [1]    [2]    [3]    [3]    [1],[8],[9] 0 [2],[8],[9] 689 [10],[11],[3] 5 [10],[11],[3] 113 [1],[8] 147 [2],[8] 378 [11],[3] 270 [11],[3]    [1],[9]    [2],[9]    [10],[3]    [10],[3]    [1],[12]    [13],[2]    [12],[3]    [14],[3]            
Gross Settlements                                     (508) [1] (191) [2] (976) [3] (962) [3] (271) [1] (99) [2] (509) [3] (239) [3] 0 [1]    [2] 0 [3]    [3]    [1] (22) [2] (6) [3] (22) [3] (237) [1] (70) [2] (461) [3] (701) [3] (145) [1],[4] (383) [2],[5] (246) [3],[6] (1,043) [3],[7] (308) [1] (280) [2] (903) [3] (432) [3] (10) [3] 0 [2] (107) [3] 0 [3] (10) [2]    [2]    [3] (254) [1] (263) [2] (717) [3] (391) [3] (54) [1] (7) [2] (79) [3] (31) [3] (58) [1],[8],[9] (505) [2],[8],[9] (781) [10],[11],[3] (546) [10],[11],[3] (235) [1],[8] (260) [2],[8] (467) [11],[3] (574) [11],[3] (11) [1],[9] (108) [2],[9] (212) [10],[3] (209) [10],[3] (22) [1],[12] (864) [13],[2] (230) [12],[3] (906) [14],[3]            
Gross Transfers into Level 3                                     258 [1] 254 [2] 413 [3] 485 [3] 249 [1] 224 [2] 397 [3] 442 [3] 9 [1] 29 [2] 16 [3] 37 [3]    [1] 1 [2]    [3] 1 [3] 0 [1] 0 [2] 0 [3] 5 [3] 29 [1],[4] (214) [2],[5] 41 [3],[6] (162) [3],[7] 1 [1] 0 [2] 1 [3]    [3]    [3] 0 [2] 0 [3] 0 [3]    [2]    [2]    [3]    [1]    [2] 0 [3] 0 [3] 1 [1]    [2] 1 [3]    [3] 7 [1],[8],[9]    [2],[8],[9] 13 [10],[11],[3]    [10],[11],[3]    [1],[8]    [2],[8]    [11],[3]    [11],[3] 14 [1],[9] 12 [2],[9] 14 [10],[3] 34 [10],[3]    [1],[12]    [13],[2]    [12],[3]    [14],[3]            
Gross Transfers out of Level 3                                     (224) [1] (842) [2] (1,213) [3] (986) [3] (169) [1] (757) [2] (1,075) [3] (881) [3] (1) [1] (63) [2] (71) [3] (81) [3] (1) [1]    [2] (2) [3] (1) [3] (53) [1] (22) [2] (65) [3] (23) [3] 274 [1],[4] 305 [2],[5] 300 [3],[6] 502 [3],[7] 0 [1] (261) [2] 0 [3] (261) [3] 0 [3]    [2] 0 [3]    [3] 0 [2] (88) [2] (88) [3] 0 [1] (5) [2] 0 [3] (5) [3]    [1] (168) [2] 0 [3] (168) [3] (11) [1],[8],[9] (6) [2],[8],[9] (16) [10],[11],[3] (16) [10],[11],[3]    [1],[8]    [2],[8]    [11],[3]    [11],[3] (1) [1],[9] (3) [2],[9] (2) [10],[3] (3) [10],[3] 0 [1],[12] (55) [13],[2] 0 [12],[3] (55) [14],[3]            
Balance, ending                                     8,079 [1],[3] 8,313 [2],[3] 8,079 [1],[3] 8,313 [2],[3] 2,772 [1],[3] 2,763 [2],[3] 2,772 [1],[3] 2,763 [2],[3] 356 [1],[3] 464 [2],[3] 356 [1],[3] 464 [2],[3] 640 [1],[3] 401 [2],[3] 640 [1],[3] 401 [2],[3] 4,311 [1],[3] 4,685 [2],[3] 4,311 [1],[3] 4,685 [2],[3] (796) [1],[3],[4],[6] 1,173 [2],[3],[5],[7] (796) [1],[3],[4],[6] 1,173 [2],[3],[5],[7] 4,001 [1],[3] 5,042 [2],[3] 4,001 [1],[3] 5,042 [2],[3]    [3] 0 [2],[3] 0 [3] 0 [2],[3]    [2] 8 [2],[3] 8 [2],[3] 3,266 [1],[3] 4,157 [2],[3] 3,266 [1],[3] 4,157 [2],[3] 735 [1],[3] 877 [2],[3] 735 [1],[3] 877 [2],[3] 3,018 [1],[10],[11],[3],[8],[9] 1,901 [10],[11],[2],[3],[8],[9] 3,018 [1],[10],[11],[3],[8],[9] 1,901 [10],[11],[2],[3],[8],[9] 4,368 [1],[11],[3],[8] 5,827 [11],[2],[3],[8] 4,368 [1],[11],[3],[8] 5,827 [11],[2],[3],[8] 110 [1],[10],[3],[9] 2,153 [10],[2],[3],[9] 110 [1],[10],[3],[9] 2,153 [10],[2],[3],[9] 972 [1],[12],[3] 1,700 [13],[14],[2],[3] 972 [1],[12],[3] 1,700 [13],[14],[2],[3]            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]                                                                                                                                                                      
Balance, beginning           (36) [1] (58) [2] (35) [3] (64) [3] (15) [10],[3] (8) [1],[9] (455) [2],[9] (10) [10],[3]   (1,841) [1],[9] (2,355) [2],[9] (1,990) [10],[3] (2,301) [10],[3]                                                                                                                                  
Gains (Losses) in Earnings             6 [2] 1 [3] 6 [3] 22 [10],[3] 0 [1],[9] (7) [15],[2],[9] 1 [10],[3] 22 [10] (52) [1],[15],[9] 92 [15],[2],[9] (119) [10],[3] 103 [10],[3]                                                                                                                                  
Gains (Losses) in OCI                      [10],[3]    [1],[9]    [2],[9]    [10],[3]      [1],[9]    [2],[9]    [10],[3]    [10],[3]                                                                                                                                  
Gross Purchases           9 [1] 11 [2] 12 [3] 18 [3]    [10],[3] 0 [1],[9]    [2],[9] 0 [10],[3]   57 [1],[9] 170 [2],[9] 103 [10],[3] 259 [10],[3]                                                                                                                                  
Gross Sales           0 [1] (17) [2] (7) [3] (31) [3]    [10],[3]    [1],[9]    [2],[9]    [10],[3]   0 [1],[9]    [2],[9] 0 [10],[3] (4) [10],[3]                                                                                                                                  
Gross Issuances             (5) [2]   (5) [3] (751) [10],[3]    [1],[9] (165) [2],[9]    [10],[3]   (42) [1],[9] (66) [2],[9] (51) [10],[3] (102) [10],[3]                                                                                                                                  
Gross Settlements                   514 [10],[3]    [1],[9] 398 [2],[9]    [10],[3]   117 [1],[9] 66 [2],[9] 236 [10],[3] 126 [10],[3]                                                                                                                                  
Gross Transfers Into Level 3           0 [1] (1) [2] 0 [3] (9) [3] (1) [10],[3]    [1],[9] (1) [2],[9]    [10],[3]   (676) [1],[9] (151) [2],[9] (820) [10],[3] (532) [10],[3]                                                                                                                                  
Gross Transfers out of Level 3           0 [1] 9 [2] 2 [3] 30 [3] 1 [10],[3] 0 [1],[9] 0 [2],[9] 1 [10],[3]   21 [1],[9] 354 [2],[9] 225 [10],[3] 561 [10],[3]                                                                                                                                  
Balance, ending           (27) [1],[3] (55) [2],[3] (27) [1],[3] (55) [2],[3] (230) [10],[3] (8) [1],[10],[3],[9] (230) [2],[9] (8) [1],[10],[3],[9] (230) [2],[9] (2,416) [1],[10],[3],[9] (1,890) [10],[2],[3],[9] (2,416) [1],[10],[3],[9] (1,890) [10],[2],[3],[9]                                                                                                                                  
Derivative assets 47,892   47,892   47,495                                                                                                                                                 47,892 [16] 47,495 [17] 7,136 [16] 7,277 [17] 7,700 [16]  
Derivative liabilities $ 38,647   $ 38,647   $ 37,407                                                                                                                                                 $ 38,647 [16] $ 37,407 [17] $ 7,932 [16] $ 7,301 [17] $ 6,500 [16]  
[1] Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
[2] Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
[3] (1) Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
[4] Net derivatives include derivative assets of $7.1 billion and derivative liabilities of $7.9 billion
[5] Net derivatives include derivative assets of $7.7 billion and derivative liabilities of $6.5 billion.
[6] (2) Net derivatives include derivative assets of $7.1 billion and derivative liabilities of $7.9 billion.
[7] (2) Net derivatives include derivative assets of $7.7 billion and derivative liabilities of $6.5 billion.
[8] Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
[9] Amounts represent instruments that are accounted for under the fair value option.
[10] (3) Amounts represent instruments that are accounted for under the fair value option.
[11] (4) Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
[12] (5) Other assets is primarily comprised of private equity investments and certain long-term fixed-rate margin loans that are accounted for under the fair value option.
[13] Other assets is primarily comprised of net monoline exposure to a single counterparty and private equity investments.
[14] (5) Other assets is primarily comprised of net monoline exposure to a single counterparty and private equity investments.
[15] Amounts represent instruments that are accounted for under the fair value option.Level 3 – Total Realized and Unrealized Gains (Losses) Included in Earnings Six Months Ended June 30, 2014(Dollars in millions)TradingAccountProfits(Losses) MortgageBankingIncome(Loss) (1) Other (2) TotalTrading account assets: Corporate securities, trading loans and other$163 $— $— $163Equity securities12 — — 12Non-U.S. sovereign debt87 — — 87Mortgage trading loans and ABS201 — — 201Total trading account assets463 — — 463Net derivative assets(595) 398 — (197)AFS debt securities: Other taxable securities— — 8 8Tax-exempt securities— — 3 3Total AFS debt securities— — 11 11Loans and leases (3)— — 59 59Mortgage servicing rights12 (551) — (539)Loans held-for-sale (3)— — 71 71Other assets— (65) (21) (86)Trading account liabilities – Corporate securities and other1 — — 1Accrued expenses and other liabilities (3)— — 1 1Long-term debt (3)(64) — (55) (119)Total$(183) $(218) $66 $(335) Six Months Ended June 30, 2013Trading account assets: Corporate securities, trading loans and other$123 $— $— $123Equity securities50 — — 50Non-U.S. sovereign debt45 — — 45Mortgage trading loans and ABS172 — — 172Total trading account assets390 — — 390Net derivative assets146 539 — 685AFS debt securities: Other taxable securities— — 3 3Tax-exempt securities— — 1 1Total AFS debt securities— — 4 4Loans and leases (3)— — 100 100Mortgage servicing rights— 1,460 — 1,460Loans held-for-sale (3)— 2 (22) (20)Other assets— 124 (451) (327)Trading account liabilities – Corporate securities and other6 — — 6Accrued expenses and other liabilities (3)— 22 — 22Long-term debt (3)80 — 23 103Total$622 $2,147 $(346) $2,423
[16] For further disaggregation of derivative assets and liabilities, see Note 2 – Derivatives.
[17] For further disaggregation of derivative assets and liabilities, see Note 2 – Derivatives