Fair Value Measurements - Recurring Fair Value Inputs (Details) - USD ($)
|
9 Months Ended |
12 Months Ended |
|
|
|
|
Sep. 30, 2015 |
Dec. 31, 2014 |
Jun. 30, 2015 |
Sep. 30, 2014 |
Jun. 30, 2014 |
Dec. 31, 2013 |
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Long-term debt |
$ (29,185,000,000)
|
$ (36,404,000,000)
|
|
|
|
|
| Net derivative asset |
397,000,000
|
(920,000,000)
|
$ (351,000,000)
|
$ (752,000,000)
|
$ (1,035,000,000)
|
$ (224,000,000)
|
| Recurring |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
651,355,000,000
|
660,229,000,000
|
|
|
|
|
| Long-term debt |
(29,185,000,000)
|
(36,404,000,000)
|
|
|
|
|
| Recurring | Level 3 |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
19,345,000,000
|
22,262,000,000
|
|
|
|
|
| Long-term debt |
(1,910,000,000)
|
(2,362,000,000)
|
|
|
|
|
| Net derivative asset |
397,000,000
|
(920,000,000)
|
|
|
|
|
| Recurring | Level 3 | Loans held-for-sale |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
559,000,000
|
173,000,000
|
|
|
|
|
| Recurring | Level 3 | Loans and leases |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
2,000,000,000
|
2,000,000,000
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset |
$ 453,000,000
|
$ 22,000,000
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Default rate |
1.00%
|
4.00%
|
|
|
|
|
| Loss severity |
|
35.00%
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Minimum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
0.00%
|
0.00%
|
|
|
|
|
| Prepayment speed |
10.00%
|
3.00%
|
|
|
|
|
| Loss severity |
20.00%
|
|
|
|
|
|
| Upfront points |
0.00%
|
0.00%
|
|
|
|
|
| Spread to index |
0.00%
|
0.25%
|
|
|
|
|
| Credit correlation |
30.00%
|
24.00%
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Maximum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
26.00%
|
25.00%
|
|
|
|
|
| Prepayment speed |
20.00%
|
20.00%
|
|
|
|
|
| Default rate |
4.00%
|
|
|
|
|
|
| Loss severity |
35.00%
|
|
|
|
|
|
| Upfront points |
1.01%
|
1.00%
|
|
|
|
|
| Spread to index |
5.30%
|
4.50%
|
|
|
|
|
| Credit correlation |
99.00%
|
99.00%
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Weighted Average | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
17.00%
|
14.00%
|
|
|
|
|
| Prepayment speed |
19.00%
|
11.00%
|
|
|
|
|
| Default rate |
3.00%
|
|
|
|
|
|
| Loss severity |
35.00%
|
|
|
|
|
|
| Upfront points |
0.75%
|
0.65%
|
|
|
|
|
| Spread to index |
|
1.19%
|
|
|
|
|
| Credit correlation |
40.00%
|
51.00%
|
|
|
|
|
| Recurring | Level 3 | Equity derivatives |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset |
$ (831,000,000)
|
$ (1,560,000,000)
|
|
|
|
|
| Recurring | Level 3 | Equity derivatives | Minimum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
24.00%
|
20.00%
|
|
|
|
|
| Long-dated equity volatilities |
4.00%
|
6.00%
|
|
|
|
|
| Recurring | Level 3 | Equity derivatives | Maximum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
98.00%
|
98.00%
|
|
|
|
|
| Long-dated equity volatilities |
103.00%
|
69.00%
|
|
|
|
|
| Recurring | Level 3 | Equity derivatives | Weighted Average | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
65.00%
|
65.00%
|
|
|
|
|
| Long-dated equity volatilities |
28.00%
|
24.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset |
$ 161,000,000
|
$ 141,000,000
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Minimum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
18.00%
|
16.00%
|
|
|
|
|
| Natural gas forward price (in dollars per MMBtu) |
$ 2
|
$ 2.00
|
|
|
|
|
| Propane forward price (in dollars per gallon) |
$ 0.4
|
|
|
|
|
|
| Correlation |
66.00%
|
82.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Maximum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
78.00%
|
98.00%
|
|
|
|
|
| Natural gas forward price (in dollars per MMBtu) |
$ 7
|
$ 7.00
|
|
|
|
|
| Propane forward price (in dollars per gallon) |
$ 0.6
|
|
|
|
|
|
| Correlation |
93.00%
|
93.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Weighted Average | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
34.00%
|
35.00%
|
|
|
|
|
| Natural gas forward price (in dollars per MMBtu) |
$ 4
|
$ 5.00
|
|
|
|
|
| Propane forward price (in dollars per gallon) |
$ 0.5
|
|
|
|
|
|
| Correlation |
86.00%
|
90.00%
|
|
|
|
|
| Recurring | Level 3 | Interest rate derivatives |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset |
$ 614,000,000
|
$ 477,000,000
|
|
|
|
|
| Recurring | Level 3 | Interest rate derivatives | Minimum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Correlation (IR/IR) |
22.00%
|
11.00%
|
|
|
|
|
| Long-dated volatilities (IR) |
0.00%
|
0.00%
|
|
|
|
|
| Correlation (FX/IR) |
(25.00%)
|
(48.00%)
|
|
|
|
|
| Long-dated inflation rates |
0.00%
|
0.00%
|
|
|
|
|
| Recurring | Level 3 | Interest rate derivatives | Maximum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Correlation (IR/IR) |
99.00%
|
99.00%
|
|
|
|
|
| Long-dated volatilities (IR) |
2.00%
|
2.00%
|
|
|
|
|
| Correlation (FX/IR) |
40.00%
|
40.00%
|
|
|
|
|
| Long-dated inflation rates |
7.00%
|
3.00%
|
|
|
|
|
| Recurring | Level 3 | Interest rate derivatives | Weighted Average | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Correlation (IR/IR) |
47.00%
|
55.00%
|
|
|
|
|
| Long-dated volatilities (IR) |
1.00%
|
1.00%
|
|
|
|
|
| Correlation (FX/IR) |
(7.00%)
|
(5.00%)
|
|
|
|
|
| Long-dated inflation rates |
2.00%
|
1.00%
|
|
|
|
|
| Recurring | Level 3 | Mortgage trading loans and ABS |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 2,000,000,000
|
$ 2,100,000,000
|
|
|
|
|
| Recurring | Level 3 | Corporate securities, trading loans and other |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
2,900,000,000
|
3,300,000,000
|
|
|
|
|
| Recurring | Level 3 | Non-U.S. sovereign debt |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
384,000,000
|
574,000,000
|
|
|
|
|
| Recurring | Level 3 | Other taxable securities, substantially all asset-backed securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
581,000,000
|
1,700,000,000
|
|
|
|
|
| Recurring | Level 3 | Tax-exempt securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
569,000,000
|
599,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 2,349,000,000
|
$ 2,030,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
0.00%
|
0.00%
|
|
|
|
|
| Prepayment speed |
0.00%
|
0.00%
|
|
|
|
|
| Default rate |
0.00%
|
2.00%
|
|
|
|
|
| Loss severity |
0.00%
|
26.00%
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
25.00%
|
25.00%
|
|
|
|
|
| Prepayment speed |
27.00%
|
35.00%
|
|
|
|
|
| Default rate |
10.00%
|
15.00%
|
|
|
|
|
| Loss severity |
90.00%
|
100.00%
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
6.00%
|
6.00%
|
|
|
|
|
| Prepayment speed |
11.00%
|
14.00%
|
|
|
|
|
| Default rate |
4.00%
|
7.00%
|
|
|
|
|
| Loss severity |
41.00%
|
34.00%
|
|
|
|
|
| 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 |
$ 559,000,000
|
$ 173,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Loans and leases |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
1,337,000,000
|
1,374,000,000
|
|
|
|
|
| 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 |
453,000,000
|
483,000,000
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 5,204,000,000
|
$ 7,203,000,000
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Minimum | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
0.00%
|
0.00%
|
|
|
|
|
| Enterprise value/EBITDA multiple |
|
0
|
|
|
|
|
| Prepayment speed |
5.00%
|
1.00%
|
|
|
|
|
| Default rate |
1.00%
|
1.00%
|
|
|
|
|
| Loss severity |
25.00%
|
25.00%
|
|
|
|
|
| Duration |
0 years
|
0 years
|
|
|
|
|
| Price (in usd per share) |
$ 0
|
$ 0.00
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Maximum | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
29.00%
|
40.00%
|
|
|
|
|
| Enterprise value/EBITDA multiple |
|
30
|
|
|
|
|
| Prepayment speed |
30.00%
|
30.00%
|
|
|
|
|
| Default rate |
5.00%
|
5.00%
|
|
|
|
|
| Loss severity |
50.00%
|
40.00%
|
|
|
|
|
| Duration |
5 years
|
5 years
|
|
|
|
|
| Price (in usd per share) |
$ 275
|
$ 107.00
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Weighted Average | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
4.00%
|
9.00%
|
|
|
|
|
| Enterprise value/EBITDA multiple |
|
6
|
|
|
|
|
| Prepayment speed |
16.00%
|
12.00%
|
|
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
|
|
| Loss severity |
37.00%
|
38.00%
|
|
|
|
|
| Duration |
3 years
|
3 years
|
|
|
|
|
| Price (in usd per share) |
$ 69.00
|
$ 76
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Loans and leases |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 647,000,000
|
$ 609,000,000
|
|
|
|
|
| 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 |
1,552,000,000
|
1,580,000,000
|
|
|
|
|
| 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 |
2,493,000,000
|
3,224,000,000
|
|
|
|
|
| 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 |
384,000,000
|
574,000,000
|
|
|
|
|
| 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 |
128,000,000
|
1,216,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 1,428,000,000
|
$ 1,096,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Minimum | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in usd per share) |
$ 10
|
$ 60.00
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Maximum | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in usd per share) |
102
|
100.00
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Weighted Average | Income and Market Approach Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in usd per share) |
$ 94.00
|
$ 95
|
|
|
|
|
| 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 |
$ 406,000,000
|
$ 46,000,000
|
|
|
|
|
| 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 |
453,000,000
|
451,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Tax-exempt securities | Available-for-sale Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 569,000,000
|
$ 599,000,000
|
|
|
|
|
| Recurring | Level 3 | Structured liabilities | Minimum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
24.00%
|
20.00%
|
|
|
|
|
| Long-dated equity volatilities |
4.00%
|
6.00%
|
|
|
|
|
| Long-dated volatilities (IR) |
|
0.00%
|
|
|
|
|
| Recurring | Level 3 | Structured liabilities | Maximum | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
98.00%
|
98.00%
|
|
|
|
|
| Long-dated equity volatilities |
103.00%
|
69.00%
|
|
|
|
|
| Long-dated volatilities (IR) |
|
2.00%
|
|
|
|
|
| Recurring | Level 3 | Structured liabilities | Weighted Average | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
65.00%
|
|
|
|
|
|
| Long-dated equity volatilities |
28.00%
|
|
|
|
|
|
| Recurring | Level 3 | Structured liabilities | Long-term debt |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Long-term debt |
$ (1,910,000,000)
|
$ (2,362,000,000)
|
|
|
|
|
| Recurring | Level 3 | Structured liabilities | Long-term debt | Weighted Average | Income Approach Valuation Technique |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
|
65.00%
|
|
|
|
|
| Long-dated equity volatilities |
|
24.00%
|
|
|
|
|
| Long-dated volatilities (IR) |
|
1.00%
|
|
|
|
|