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 $)
 9 Months Ended 12 Months Ended
Sep. 30, 2014
Dec. 31, 2013
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Long-term debt $ (40,048,000,000) $ (47,035,000,000)
Net derivative assets 32,200,000,000 31,500,000,000
Fair Value Inputs [Abstract]    
Other assets, measured at fair value 12,726,000,000 18,055,000,000
Recurring
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 639,652,000,000 632,692,000,000
Long-term debt (40,048,000,000) (47,035,000,000)
Fair Value Inputs [Abstract]    
Other assets, measured at fair value 12,726,000,000 18,055,000,000
Recurring | Level 3
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 23,266,000,000 31,778,000,000
Long-term debt (2,349,000,000) (1,990,000,000)
Net derivative assets (533,000,000) (24,000,000)
Fair Value Inputs [Abstract]    
Other assets, measured at fair value 931,000,000 1,669,000,000
Recurring | Level 3 | Loans Held-for-Sale
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 173,000,000 929,000,000
Recurring | Level 3 | Loans and leases
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 2,042,000,000 3,057,000,000
Recurring | Level 3 | Credit derivatives
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Net derivative assets 126,000,000 1,008,000,000
Recurring | Level 3 | Credit derivatives | Minimum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Yield 0.00% 3.00%
Prepayment speed 0.00% 3.00%
Default rate 4.00% 1.00%
Loss severity 35.00% 20.00%
Upfront points 0.01% 0.00%
Spread to index 0.25% (14.07%)
Credit correlation 23.00% 14.00%
Recurring | Level 3 | Credit derivatives | Maximum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Yield 25.00% 25.00%
Prepayment speed 20.00% 40.00%
Default rate 4.00% 5.00%
Loss severity 35.00% 42.00%
Upfront points 1.00% 1.00%
Spread to index 4.75% 17.41%
Credit correlation 99.00% 99.00%
Recurring | Level 3 | Credit derivatives | Weighted Average | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Yield 11.00% 14.00%
Prepayment speed 10.00% 13.00%
Default rate   3.00%
Loss severity   35.00%
Upfront points 0.66% 0.63%
Spread to index 1.59% 0.91%
Credit correlation 52.00% 47.00%
Recurring | Level 3 | Equity contracts
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Net derivative assets (1,377,000,000) [1] (1,596,000,000) [1]
Recurring | Level 3 | Equity contracts | Minimum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Equity correlation 17.00% [1] 18.00% [1]
Long-dated equity volatilities 5.00% [1] 4.00% [1]
Recurring | Level 3 | Equity contracts | Maximum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Equity correlation 98.00% [1] 98.00% [1]
Long-dated equity volatilities 68.00% [1] 63.00% [1]
Recurring | Level 3 | Equity contracts | Weighted Average | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Equity correlation 64.00% [1] 70.00% [1]
Long-dated equity volatilities 25.00% [1] 27.00% [1]
Recurring | Level 3 | Commodity contracts
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Net derivative assets 8,000,000 [1] 6,000,000 [1]
Recurring | Level 3 | Commodity contracts | Minimum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Long-dated equity volatilities 11.00% [1] 9.00% [1]
Natural gas forward price 3 [1] 3 [1]
Correlation 67.00% [1] 47.00% [1]
Recurring | Level 3 | Commodity contracts | Maximum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Long-dated equity volatilities 98.00% [1] 109.00% [1]
Natural gas forward price 8 [1] 11 [1]
Correlation 93.00% [1] 89.00% [1]
Recurring | Level 3 | Commodity contracts | Weighted Average | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Long-dated equity volatilities 37.00% [1] 30.00% [1]
Natural gas forward price 5 [1] 6 [1]
Correlation 87.00% [1] 81.00% [1]
Recurring | Level 3 | Interest rate contracts
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Net derivative assets 710,000,000 [2] 558,000,000 [2]
Recurring | Level 3 | Interest rate contracts | Minimum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 14.00% [2] 24.00% [2]
Long-dated inflation volatilities 0.00% [2] 0.00% [2]
Correlation (FX/IR) (30.00%) [2] (30.00%) [2]
Long-dated inflation rates 0.00% [2] 0.00% [2]
Recurring | Level 3 | Interest rate contracts | Maximum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 99.00% [2] 99.00% [2]
Long-dated inflation volatilities 2.00% [2] 2.00% [2]
Correlation (FX/IR) 40.00% [2] 40.00% [2]
Long-dated inflation rates 3.00% [2] 3.00% [2]
Recurring | Level 3 | Interest rate contracts | Weighted Average | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 48.00% [2] 60.00% [2]
Long-dated inflation volatilities 1.00% [2] 1.00% [2]
Correlation (FX/IR) (6.00%) [2] (4.00%) [2]
Long-dated inflation rates 2.00% [2] 2.00% [2]
Recurring | Level 3 | Mortgage trading loans and ABS
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 1,900,000,000 4,600,000,000
Recurring | Level 3 | Corporate securities, trading loans and other
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 3,000,000,000 3,600,000,000
Recurring | Level 3 | Non-U.S. sovereign debt
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 594,000,000 468,000,000
Recurring | Level 3 | Other taxable securities, substantially all asset-backed securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 2,100,000,000 3,800,000,000
Recurring | Level 3 | Tax-exempt securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 614,000,000 806,000,000
Recurring | Level 3 | Private equity funds
    
Fair Value Inputs [Abstract]    
Other assets, measured at fair value 340,000,000 767,000,000
Recurring | Level 3 | Instruments backed by residential real estate assets
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 2,534,000,000 [3] 3,443,000,000 [4]
Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Yield 0.00% [3] 2.00% [4]
Prepayment speed 0.00% [3] 0.00% [4]
Default rate 1.00% [3] 1.00% [4]
Loss severity 19.00% [3] 21.00% [4]
Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Yield 25.00% [3] 25.00% [4]
Prepayment speed 35.00% [3] 35.00% [4]
Default rate 15.00% [3] 20.00% [4]
Loss severity 100.00% [3] 80.00% [4]
Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Yield 6.00% [3] 6.00% [4]
Prepayment speed 13.00% [3] 9.00% [4]
Default rate 7.00% [3] 6.00% [4]
Loss severity 30.00% [3] 35.00% [4]
Recurring | Level 3 | Instruments backed by residential real estate assets | Loans Held-for-Sale
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 173,000,000 [3] 929,000,000 [4]
Recurring | Level 3 | Instruments backed by residential real estate assets | Loans and leases
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 2,013,000,000 [3] 2,151,000,000 [4]
Recurring | Level 3 | Instruments backed by residential real estate assets | Mortgage trading loans and ABS | Trading Securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 348,000,000 [3] 363,000,000 [4]
Recurring | Level 3 | Commercial loans, debt securities and other
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 6,668,000,000 [3] 12,135,000,000 [4]
Recurring | Level 3 | Commercial loans, debt securities and other | Minimum | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Yield 0.00% [3] 0.00% [4]
Prepayment speed 5.00% [3] 5.00% [4]
Default rate 1.00% [3] 1.00% [4]
Loss severity 25.00% [3] 25.00% [4]
Enterprise value/EBITDA multiple 1 [3] 0 [4]
Duration 0 years [3] 1 year [4]
Price $ 0 [3]  
Recurring | Level 3 | Commercial loans, debt securities and other | Maximum | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Yield 79.00% [3] 45.00% [4]
Prepayment speed 40.00% [3] 40.00% [4]
Default rate 5.00% [3] 5.00% [4]
Loss severity 40.00% [3] 42.00% [4]
Enterprise value/EBITDA multiple 20 [3] 24 [4]
Duration 5 years [3] 5 years [4]
Price $ 105 [3]  
Recurring | Level 3 | Commercial loans, debt securities and other | Weighted Average | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Yield 9.00% [3] 5.00% [4]
Prepayment speed 17.00% [3] 19.00% [4]
Default rate 4.00% [3] 4.00% [4]
Loss severity 37.00% [3] 36.00% [4]
Enterprise value/EBITDA multiple 7 [3] 7 [4]
Duration 3 years [3] 4 years [4]
Price $ 70 [3]  
Recurring | Level 3 | Commercial loans, debt securities and other | Loans and leases
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 29,000,000 [3] 906,000,000 [4]
Recurring | Level 3 | Commercial loans, debt securities and other | Mortgage trading loans and ABS | Trading Securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 1,542,000,000 [3] 4,268,000,000 [4]
Recurring | Level 3 | Commercial loans, debt securities and other | Corporate securities, trading loans and other | Trading Securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 2,943,000,000 [3] 3,462,000,000 [4]
Recurring | Level 3 | Commercial loans, debt securities and other | Non-U.S. sovereign debt | Trading Securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 594,000,000 [3] 468,000,000 [4]
Recurring | Level 3 | Commercial loans, debt securities and other | Other taxable securities, substantially all asset-backed securities | Available-for-sale Securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 1,560,000,000 [3] 3,031,000,000 [4]
Recurring | Level 3 | Auction rate securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 1,206,000,000 [3] 1,719,000,000 [4]
Recurring | Level 3 | Auction rate securities | Minimum | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Projected tender price to refinancing level   60.00% [4]
Price $ 60 [3]  
Recurring | Level 3 | Auction rate securities | Maximum | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Projected tender price to refinancing level   100.00% [4]
Price $ 100 [3]  
Recurring | Level 3 | Auction rate securities | Weighted Average | Income and Market Approach Technique
    
Fair Value Inputs [Abstract]    
Projected tender price to refinancing level   96.00% [4]
Price $ 96 [3]  
Recurring | Level 3 | Auction rate securities | Corporate securities, trading loans and other | Trading Securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 96,000,000 [3] 97,000,000 [4]
Recurring | Level 3 | Auction rate securities | Other taxable securities, substantially all asset-backed securities | Available-for-sale Securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 496,000,000 [3] 816,000,000 [4]
Recurring | Level 3 | Auction rate securities | Tax-exempt securities | Available-for-sale Securities
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, fair value 614,000,000 [3] 806,000,000 [4]
Recurring | Level 3 | Structured liabilities | Minimum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Equity correlation 17.00% [1],[2] 18.00% [1],[2]
Long-dated equity volatilities 5.00% [1],[2] 4.00% [1],[2]
Long-dated inflation volatilities 0.00% [1],[2] 0.00% [1],[2]
Recurring | Level 3 | Structured liabilities | Maximum | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Equity correlation 98.00% [1],[2] 98.00% [1],[2]
Long-dated equity volatilities 68.00% [1],[2] 63.00% [1],[2]
Long-dated inflation volatilities 2.00% [1],[2] 2.00% [1],[2]
Recurring | Level 3 | Structured liabilities | Weighted Average | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Equity correlation 64.00% [1],[2]  
Long-dated equity volatilities 25.00% [1],[2]  
Long-dated inflation volatilities 1.00% [1],[2]  
Recurring | Level 3 | Structured liabilities | Long-term debt
    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Long-term debt $ (2,349,000,000) [1],[2] $ (1,990,000,000) [1],[2]
Recurring | Level 3 | Structured liabilities | Long-term debt | Weighted Average | Income Approach Valuation Technique
    
Fair Value Inputs [Abstract]    
Equity correlation   70.00% [1],[2]
Long-dated equity volatilities   27.00% [1],[2]
Long-dated inflation volatilities   1.00% [1],[2]
[1] Includes models such as Monte Carlo simulation and Black-Scholes.
[2] Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
[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 223: Trading account assets – Corporate securities, trading loans and other of $3.0 billion, Trading account assets – Non-U.S. sovereign debt of $594 million, Trading account assets – Mortgage trading loans and ABS of $1.9 billion, AFS debt securities – Other taxable securities of $2.1 billion, AFS debt securities – Tax-exempt securities of $614 million, Loans and leases of $2.0 billion and LHFS of $173 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 224: 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.