Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Reconciliation (Details)

v3.4.0.3
Fair Value Measurements - Reconciliation (Details) - USD ($)
$ in Millions
 3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Dec. 31, 2015
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]      
Balance, beginning $ (441) $ (920)  
Gains (Losses) in Earnings 403 (44)  
Gains (Losses) in OCI 0 0  
Purchases 89 56  
Sales (175) (176)  
Issuances 0 0  
Settlements 12 25  
Gross Transfers into Level 3 (116) (46)  
Gross Transfers out of Level 3 (87) 24  
Balance, ending (315) (1,081)  
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]      
Gross Derivative Assets 860,300   $ 689,700
Gross Derivative Liabilities 850,700   682,200
Federal funds purchased and securities loaned or sold under agreements to repurchase      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning (335)    
Gains (Losses) in Earnings (3)    
Gains (Losses) in OCI 0    
Purchases 0    
Sales 0    
Issuances (14)    
Settlements 7    
Gross Transfers into Level 3 0    
Gross Transfers out of Level 3 0    
Balance, ending (345)    
Corporate securities, trading loans and other      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning (21) (36)  
Gains (Losses) in Earnings 1 1  
Gains (Losses) in OCI 0 0  
Purchases 0 2  
Sales (8) (8)  
Issuances 0 0  
Settlements 0 0  
Gross Transfers into Level 3 0 0  
Gross Transfers out of Level 3 0 0  
Balance, ending (28) (41)  
Short-term borrowings      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning (30) 0  
Gains (Losses) in Earnings 1 5  
Gains (Losses) in OCI 0 0  
Purchases 0 0  
Sales 0 0  
Issuances 0 (21)  
Settlements 29 1  
Gross Transfers into Level 3 0 (4)  
Gross Transfers out of Level 3 0 4  
Balance, ending 0 (15)  
Accrued expenses and other liabilities      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning (9) (10)  
Gains (Losses) in Earnings 0 0  
Gains (Losses) in OCI 0 0  
Purchases 0 0  
Sales 0 0  
Issuances 0 0  
Settlements 0 0  
Gross Transfers into Level 3 0 0  
Gross Transfers out of Level 3 0 0  
Balance, ending (9) (10)  
Long-term debt      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning (1,513) (2,362)  
Gains (Losses) in Earnings (91) 4  
Gains (Losses) in OCI (7) 0  
Purchases 9 132  
Sales 0 0  
Issuances (169) (90)  
Settlements 56 97  
Gross Transfers into Level 3 (186) (713)  
Gross Transfers out of Level 3 87 126  
Balance, ending (1,814) (2,806)  
Level 3 | Recurring      
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]      
Balance, beginning (441)    
Balance, ending (315)    
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]      
Gross Derivative Assets 5,459 7,500 5,134
Gross Derivative Liabilities 5,774 8,500 $ 5,575
Corporate securities, trading loans and other      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 2,838 3,270  
Gains (Losses) in Earnings 50 (21)  
Gains (Losses) in OCI 1 0  
Purchases 227 139  
Sales (147) (95)  
Issuances 0 0  
Settlements (148) (435)  
Gross Transfers into Level 3 158 171  
Gross Transfers out of Level 3 (25) (269)  
Balance, ending 2,954 2,760  
Equity securities      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 407 352  
Gains (Losses) in Earnings 60 3  
Gains (Losses) in OCI 0 0  
Purchases 10 0  
Sales (2) (1)  
Issuances 0 0  
Settlements (62) (5)  
Gross Transfers into Level 3 4 9  
Gross Transfers out of Level 3 0 (18)  
Balance, ending 417 340  
Non-U.S. sovereign debt      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 521 574  
Gains (Losses) in Earnings 42 66  
Gains (Losses) in OCI 49 (90)  
Purchases 3 2  
Sales (1) 0  
Issuances 0 0  
Settlements (42) (44)  
Gross Transfers into Level 3 0 0  
Gross Transfers out of Level 3 0 0  
Balance, ending 572 508  
Mortgage trading loans and ABS      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 1,868 2,063  
Gains (Losses) in Earnings 28 60  
Gains (Losses) in OCI (2) 0  
Purchases 194 319  
Sales (404) (249)  
Issuances 0 0  
Settlements (73) (83)  
Gross Transfers into Level 3 31 9  
Gross Transfers out of Level 3 (28) (13)  
Balance, ending 1,614 2,106  
Trading Securities      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 5,634 6,259  
Gains (Losses) in Earnings 180 108  
Gains (Losses) in OCI 48 (90)  
Purchases 434 460  
Sales (554) (345)  
Issuances 0 0  
Settlements (325) (567)  
Gross Transfers into Level 3 193 189  
Gross Transfers out of Level 3 (53) (300)  
Balance, ending 5,557 5,714  
Non-agency residential MBS      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 106 279  
Gains (Losses) in Earnings 0 (19)  
Gains (Losses) in OCI 5 (2)  
Purchases 135 21  
Sales (92) 0  
Issuances 0 0  
Settlements (4) (9)  
Gross Transfers into Level 3 0 132  
Gross Transfers out of Level 3 0 0  
Balance, ending 150 402  
Non-U.S. securities      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning   10  
Gains (Losses) in Earnings   0  
Gains (Losses) in OCI   0  
Purchases   0  
Sales   0  
Issuances   0  
Settlements   (1)  
Gross Transfers into Level 3   0  
Gross Transfers out of Level 3   0  
Balance, ending   9  
Other taxable securities      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 757 1,667  
Gains (Losses) in Earnings 1 0  
Gains (Losses) in OCI (3) (2)  
Purchases 0 0  
Sales 0 0  
Issuances 0 0  
Settlements (16) (42)  
Gross Transfers into Level 3 0 0  
Gross Transfers out of Level 3 0 (933)  
Balance, ending 739 690  
Tax-exempt securities      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 569 599  
Gains (Losses) in Earnings 0 0  
Gains (Losses) in OCI (7) (3)  
Purchases 1 0  
Sales 0 0  
Issuances 0 0  
Settlements (1) (13)  
Gross Transfers into Level 3 0 0  
Gross Transfers out of Level 3 0 0  
Balance, ending 562 583  
Available-for-sale Securities      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 1,432 2,555  
Gains (Losses) in Earnings 1 (19)  
Gains (Losses) in OCI (5) (7)  
Purchases 136 21  
Sales (92) 0  
Issuances 0 0  
Settlements (21) (65)  
Gross Transfers into Level 3 0 132  
Gross Transfers out of Level 3 0 (933)  
Balance, ending 1,451 1,684  
Other debt securities carried at fair value – Non-agency residential MBS      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 30    
Gains (Losses) in Earnings (1)    
Gains (Losses) in OCI 0    
Purchases 0    
Sales 0    
Issuances 0    
Settlements 0    
Gross Transfers into Level 3 0    
Gross Transfers out of Level 3 0    
Balance, ending 29    
Loans and leases      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 1,620 1,983  
Gains (Losses) in Earnings 43 15  
Gains (Losses) in OCI 0 0  
Purchases 69 0  
Sales 0 (1)  
Issuances 25 0  
Settlements (35) (43)  
Gross Transfers into Level 3 5 6  
Gross Transfers out of Level 3 (30) (6)  
Balance, ending 1,697 1,954  
Mortgage servicing rights      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 3,087 3,530  
Gains (Losses) in Earnings (380) (85)  
Gains (Losses) in OCI 0 0  
Purchases 0 0  
Sales (1) 0  
Issuances 136 179  
Settlements (211) (230)  
Gross Transfers into Level 3 0 0  
Gross Transfers out of Level 3 0 0  
Balance, ending 2,631 3,394  
Loans held-for-sale      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 787 173  
Gains (Losses) in Earnings 73 (70)  
Gains (Losses) in OCI 27 0  
Purchases 20 406  
Sales (163) (82)  
Issuances 0 21  
Settlements (34) (6)  
Gross Transfers into Level 3 13 138  
Gross Transfers out of Level 3 (63) (37)  
Balance, ending 660 543  
Other assets      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance, beginning 374 911  
Gains (Losses) in Earnings (25) 10  
Gains (Losses) in OCI 0 0  
Purchases 34 0  
Sales 0 (31)  
Issuances 0 0  
Settlements (10) (9)  
Gross Transfers into Level 3 2 0  
Gross Transfers out of Level 3 0 (34)  
Balance, ending $ 375 $ 847