Fair Value Measurements - Recurring Fair Value Inputs (Details) - USD ($)
|
9 Months Ended |
12 Months Ended |
|
|
|
|
Sep. 30, 2017 |
Dec. 31, 2016 |
Jun. 30, 2017 |
Sep. 30, 2016 |
Jun. 30, 2016 |
Dec. 31, 2015 |
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ (2,023,000,000)
|
$ (1,313,000,000)
|
$ (1,803,000,000)
|
$ (987,000,000)
|
$ (648,000,000)
|
$ (441,000,000)
|
| Recurring |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
653,738,000,000
|
614,410,000,000
|
|
|
|
|
| Long-term debt |
(211,705,000,000)
|
(185,699,000,000)
|
|
|
|
|
| Recurring | Level 3 |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
12,743,000,000
|
14,462,000,000
|
|
|
|
|
| Long-term debt |
(7,825,000,000)
|
(7,153,000,000)
|
|
|
|
|
| Net derivative asset (liability) |
$ (2,023,000,000)
|
$ (1,313,000,000)
|
|
|
|
|
| Recurring | Level 3 | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
7.50%
|
|
|
|
|
|
| Recurring | Level 3 | Minimum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
6.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
$ 12
|
|
|
|
|
| Duration |
0 years
|
0 years
|
|
|
|
|
| Equity correlation |
3.00%
|
13.00%
|
|
|
|
|
| Long-dated equity volatilities |
4.00%
|
4.00%
|
|
|
|
|
| Recurring | Level 3 | Maximum | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
37.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 100
|
$ 87
|
|
|
|
|
| Duration |
4 years
|
5 years
|
|
|
|
|
| Equity correlation |
100.00%
|
100.00%
|
|
|
|
|
| Long-dated equity volatilities |
76.00%
|
76.00%
|
|
|
|
|
| Recurring | Level 3 | Weighted Average | Discounted cash flow, Market comparables, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
20.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 65
|
$ 73
|
|
|
|
|
| Duration |
3 years
|
3 years
|
|
|
|
|
| Equity correlation |
64.00%
|
68.00%
|
|
|
|
|
| Long-dated equity volatilities |
22.00%
|
26.00%
|
|
|
|
|
| Recurring | Level 3 | Loans and leases |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 618,000,000
|
$ 720,000,000
|
|
|
|
|
| Recurring | Level 3 | Loans Held-for-Sale |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
775,000,000
|
656,000,000
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ (325,000,000)
|
$ (129,000,000)
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Loss severity |
35.00%
|
35.00%
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
1.00%
|
0.00%
|
|
|
|
|
| Prepayment speed |
15.00%
|
10.00%
|
|
|
|
|
| Default rate |
1.00%
|
1.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
|
|
|
|
|
| Upfront points |
0.00%
|
0.00%
|
|
|
|
|
| Credit spreads |
|
0.17%
|
|
|
|
|
| Credit correlation |
12.00%
|
21.00%
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
5.00%
|
24.00%
|
|
|
|
|
| Prepayment speed |
20.00%
|
20.00%
|
|
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 102
|
|
|
|
|
|
| Upfront points |
1.00%
|
1.00%
|
|
|
|
|
| Credit spreads |
|
8.14%
|
|
|
|
|
| Credit correlation |
90.00%
|
80.00%
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
3.00%
|
13.00%
|
|
|
|
|
| Prepayment speed |
16.00%
|
18.00%
|
|
|
|
|
| Default rate |
2.00%
|
3.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 76
|
|
|
|
|
|
| Upfront points |
0.73%
|
0.72%
|
|
|
|
|
| Credit spreads |
|
2.48%
|
|
|
|
|
| Credit correlation |
58.00%
|
44.00%
|
|
|
|
|
| Recurring | Level 3 | Equity contracts |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ (2,235,000,000)
|
$ (1,690,000,000)
|
|
|
|
|
| Recurring | Level 3 | Equity contracts | Minimum | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
3.00%
|
13.00%
|
|
|
|
|
| Long-dated equity volatilities |
4.00%
|
4.00%
|
|
|
|
|
| Recurring | Level 3 | Equity contracts | Maximum | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
100.00%
|
100.00%
|
|
|
|
|
| Long-dated equity volatilities |
76.00%
|
76.00%
|
|
|
|
|
| Recurring | Level 3 | Equity contracts | Weighted Average | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Equity correlation |
64.00%
|
68.00%
|
|
|
|
|
| Long-dated equity volatilities |
22.00%
|
26.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ 2,000,000
|
$ 6,000,000
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Minimum | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
25.00%
|
23.00%
|
|
|
|
|
| Natural gas forward price |
$ 2
|
$ 2
|
|
|
|
|
| Correlation |
68.00%
|
66.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Maximum | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
90.00%
|
96.00%
|
|
|
|
|
| Natural gas forward price |
$ 6
|
$ 6
|
|
|
|
|
| Correlation |
90.00%
|
95.00%
|
|
|
|
|
| Recurring | Level 3 | Commodity contracts | Weighted Average | Discounted cash flow, Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Long-dated equity volatilities |
49.00%
|
36.00%
|
|
|
|
|
| Natural gas forward price |
$ 3
|
$ 4
|
|
|
|
|
| Correlation |
85.00%
|
85.00%
|
|
|
|
|
| Recurring | Level 3 | Interest rate contracts |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
$ 535,000,000
|
$ 500,000,000
|
|
|
|
|
| Recurring | Level 3 | Interest rate contracts | Minimum | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Correlation (IR/IR) |
15.00%
|
15.00%
|
|
|
|
|
| Correlation (FX/IR) |
0.00%
|
0.00%
|
|
|
|
|
| Illiquid IR and long-dated inflation rates |
(10.00%)
|
(12.00%)
|
|
|
|
|
| Long-dated inflation volatilities |
0.00%
|
0.00%
|
|
|
|
|
| Recurring | Level 3 | Interest rate contracts | Maximum | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Correlation (IR/IR) |
90.00%
|
99.00%
|
|
|
|
|
| Correlation (FX/IR) |
46.00%
|
40.00%
|
|
|
|
|
| Illiquid IR and long-dated inflation rates |
38.00%
|
35.00%
|
|
|
|
|
| Long-dated inflation volatilities |
1.00%
|
2.00%
|
|
|
|
|
| Recurring | Level 3 | Interest rate contracts | Weighted Average | Industry standard derivative pricing |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Correlation (IR/IR) |
53.00%
|
56.00%
|
|
|
|
|
| Correlation (FX/IR) |
1.00%
|
2.00%
|
|
|
|
|
| Illiquid IR and long-dated inflation rates |
6.00%
|
5.00%
|
|
|
|
|
| Long-dated inflation volatilities |
1.00%
|
1.00%
|
|
|
|
|
| Recurring | Level 3 | Long-term debt |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Long-term debt |
$ (1,890,000,000)
|
$ (1,514,000,000)
|
|
|
|
|
| Recurring | Level 3 | Mortgage trading loans, ABS and other MBS |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
1,300,000,000
|
1,200,000,000
|
|
|
|
|
| Recurring | Level 3 | Corporate securities, trading loans and other |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
1,700,000,000
|
2,800,000,000
|
|
|
|
|
| Recurring | Level 3 | Non-U.S. sovereign debt |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
552,000,000
|
510,000,000
|
|
|
|
|
| Recurring | Level 3 | Other taxable securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
483,000,000
|
594,000,000
|
|
|
|
|
| Recurring | Level 3 | Tax-exempt securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
467,000,000
|
542,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 914,000,000
|
$ 1,066,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
0.00%
|
|
|
|
|
|
| Prepayment speed |
0.00%
|
|
|
|
|
|
| Default rate |
0.00%
|
|
|
|
|
|
| Loss severity |
0.00%
|
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
0.00%
|
|
|
|
|
| Prepayment speed |
|
0.00%
|
|
|
|
|
| Default rate |
|
0.00%
|
|
|
|
|
| Loss severity |
|
0.00%
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
25.00%
|
|
|
|
|
|
| Prepayment speed |
22.00%
|
|
|
|
|
|
| Default rate |
3.00%
|
|
|
|
|
|
| Loss severity |
54.00%
|
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
50.00%
|
|
|
|
|
| Prepayment speed |
|
27.00%
|
|
|
|
|
| Default rate |
|
3.00%
|
|
|
|
|
| Loss severity |
|
54.00%
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
6.00%
|
|
|
|
|
|
| Prepayment speed |
12.00%
|
|
|
|
|
|
| Default rate |
2.00%
|
|
|
|
|
|
| Loss severity |
18.00%
|
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
7.00%
|
|
|
|
|
| Prepayment speed |
|
14.00%
|
|
|
|
|
| Default rate |
|
2.00%
|
|
|
|
|
| Loss severity |
|
18.00%
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Loans and leases |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 617,000,000
|
$ 718,000,000
|
|
|
|
|
| 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 |
4,000,000
|
11,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by residential real estate assets | Mortgage trading loans, ABS and other MBS | Trading Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
293,000,000
|
337,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 264,000,000
|
$ 317,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
0.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
0.00%
|
|
|
|
|
| Price (in dollars per share) |
|
$ 0
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
25.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 100
|
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
39.00%
|
|
|
|
|
| Price (in dollars per share) |
|
$ 100
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
6.00%
|
|
|
|
|
|
| Price (in dollars per share) |
$ 68
|
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
|
11.00%
|
|
|
|
|
| Price (in dollars per share) |
|
$ 65
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Loans Held-for-Sale |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
|
$ 86,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Mortgage trading loans, ABS and other MBS |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 46,000,000
|
53,000,000
|
|
|
|
|
| Recurring | Level 3 | Instruments backed by commercial real estate assets | Corporate securities, trading loans and other |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
218,000,000
|
178,000,000
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 3,754,000,000
|
$ 4,486,000,000
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Enterprise value/EBITDA multiple |
|
34
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
0.00%
|
1.00%
|
|
|
|
|
| Prepayment speed |
10.00%
|
5.00%
|
|
|
|
|
| Default rate |
3.00%
|
3.00%
|
|
|
|
|
| Loss severity |
35.00%
|
0.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 0
|
$ 0
|
|
|
|
|
| Duration |
|
0 years
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
12.00%
|
37.00%
|
|
|
|
|
| Prepayment speed |
20.00%
|
20.00%
|
|
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
|
|
| Loss severity |
40.00%
|
50.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 185
|
$ 292
|
|
|
|
|
| Duration |
|
5 years
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Yield |
4.00%
|
14.00%
|
|
|
|
|
| Prepayment speed |
15.00%
|
19.00%
|
|
|
|
|
| Default rate |
4.00%
|
4.00%
|
|
|
|
|
| Loss severity |
37.00%
|
19.00%
|
|
|
|
|
| Price (in dollars per share) |
$ 63
|
$ 68
|
|
|
|
|
| Duration |
|
3 years
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Available-for-sale Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 19,000,000
|
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Loans and leases |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
1,000,000
|
$ 2,000,000
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Loans Held-for-Sale |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
771,000,000
|
559,000,000
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Mortgage trading loans, ABS and other MBS | Trading Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
913,000,000
|
821,000,000
|
|
|
|
|
| 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 |
1,498,000,000
|
2,565,000,000
|
|
|
|
|
| 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 |
552,000,000
|
510,000,000
|
|
|
|
|
| Recurring | Level 3 | Commercial loans, debt securities and other | Other taxable securities | Available-for-sale Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
|
29,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 957,000,000
|
$ 1,141,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Minimum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
$ 10
|
$ 10
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Maximum | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
100
|
100
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Weighted Average | Discounted cash flow, Market comparables |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Price (in dollars per share) |
$ 94
|
$ 94
|
|
|
|
|
| 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 |
$ 26,000,000
|
$ 34,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Other taxable securities | Available-for-sale Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
464,000,000
|
565,000,000
|
|
|
|
|
| Recurring | Level 3 | Auction rate securities | Tax-exempt securities | Available-for-sale Securities |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
467,000,000
|
542,000,000
|
|
|
|
|
| Recurring | Level 3 | MSRs |
|
|
|
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
|
|
|
| Assets, fair value |
$ 2,407,000,000
|
$ 2,747,000,000
|
|
|
|
|
| Recurring | Level 3 | MSRs | Minimum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Weighted-average life, fixed rate |
0 years
|
0 years
|
|
|
|
|
| Weighted-average life, variable rate |
0 years
|
0 years
|
|
|
|
|
| Option Adjusted Spread, fixed rate |
9.00%
|
9.00%
|
|
|
|
|
| Option Adjusted Spread, variable rate |
9.00%
|
9.00%
|
|
|
|
|
| Recurring | Level 3 | MSRs | Maximum | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Weighted-average life, fixed rate |
14 years
|
15 years
|
|
|
|
|
| Weighted-average life, variable rate |
10 years
|
14 years
|
|
|
|
|
| Option Adjusted Spread, fixed rate |
14.00%
|
14.00%
|
|
|
|
|
| Option Adjusted Spread, variable rate |
15.00%
|
15.00%
|
|
|
|
|
| Recurring | Level 3 | MSRs | Weighted Average | Discounted cash flow, Stochastic recovery correlation model |
|
|
|
|
|
|
| Fair Value Inputs [Abstract] |
|
|
|
|
|
|
| Weighted-average life, fixed rate |
5 years
|
6 years
|
|
|
|
|
| Weighted-average life, variable rate |
3 years
|
4 years
|
|
|
|
|
| Option Adjusted Spread, fixed rate |
10.00%
|
10.00%
|
|
|
|
|
| Option Adjusted Spread, variable rate |
12.00%
|
12.00%
|
|
|
|
|