Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Recurring Fair Value Inputs (Details)

v2.4.0.6
Fair Value Measurements - Recurring Fair Value Inputs (Details) (USD $)
 9 Months Ended 9 Months Ended 9 Months Ended 9 Months Ended 9 Months Ended 9 Months Ended
Sep. 30, 2012
Dec. 31, 2011
Sep. 30, 2012
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2011
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Dec. 31, 2011
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2011
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2012
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Fair Value, Inputs, Level 3 [Member]
Private Equity Investments and Funds [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Years
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
multiple
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Residential Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Other Assets [Member]
Fair Value, Measurements, Recurring [Member]
multiple
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Market Comparables [Member]
Loans and Securities [Member]
Option Two [Member]
Fair Value, Inputs, Level 3 [Member]
Auction Rate Securities [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Credit Default Swaps Referencing CLOs and Corporate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Equity Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Interest Rate Contracts [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Industry Standard Derivative Pricing [Member]
Derivative Financial Instruments, Liabilities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Structured Finance [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Derivative Financial Instruments, Assets [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Commodity Contract [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Minimum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Recurring [Member]
Sep. 30, 2012
Discounted Cash Flow [Member]
Loans and Securities [Member]
Maximum [Member]
Fair Value, Inputs, Level 3 [Member]
Instruments Backed by Commercial Real Estate Assets [Member]
Fair Value, Measurements, Nonrecurring [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]                                                                                          
Loans and Securities Fair Value Disclosure                       $ 5,405,000,000 [1] $ 9,277,000,000 $ 11,028,000,000 [1] $ 3,934,000,000 [1]                                                 $ 2,121,000,000 [1] $ 305,000,000        
Trading Account Assets - Mortgage Trading Loans and ABS, Fair Value Disclosure         4,900,000,000             789,000,000 [1]   3,871,000,000 [1]                                                   246,000,000 [1]          
Loans and leases     7,638,000,000 8,804,000,000 2,253,000,000 2,744,000,000 8,576,000,000 [2] 10,368,000,000 [2]       1,517,000,000 [1] 8,576,000,000 736,000,000                                                              
Loans Held-for-sale, Fair Value Disclosure 11,077,000,000 7,630,000,000 11,077,000,000 7,630,000,000 3,313,000,000 [3],[4] 3,387,000,000 [3],[4] 1,006,000,000 1,465,000,000       3,099,000,000 [1] 701,000,000                                                     214,000,000 [1] 305,000,000        
Other Assets, Fair Value Disclosure 32,552,000,000 37,084,000,000 32,552,000,000 37,084,000,000 2,978,000,000 4,235,000,000 111,000,000 861,000,000 1,700,000,000 1,300,000,000                                                           1,661,000,000 [1]          
Available For Sale Securities - Other Taxable Securities, Fair Value Disclosure         5,100,000,000                 3,857,000,000 [1] 1,264,000,000 [1]                                                            
Trading Account Assets - Corporate Securities, Trading Loans and Other, Fair Value Disclosure         4,200,000,000                 2,564,000,000 [1] 1,609,000,000 [1]                                                            
Available For Sale Debt Securities - Tax Exempt Securities, Fair Value Disclosure         1,100,000,000                   1,061,000,000 [1]                                                            
Debt Instrument, Fair Value Disclosure                                                                   (2,290,000,000)                      
Derivative Asset, Fair Value, Net                     2,960,000,000                           3,729,000,000     (1,047,000,000) [5] 279,000,000 [5]               (1,000,000)                
Fair Value Inputs, Yield                               2.00% 3.00% 0.00%   25.00% 6.00% 20.00%       2.00% 25.00%                             4.00% 4.00% 13.00% 13.00%
Fair Value Inputs, Earnings before Interest, Taxes, Depreciation, and Amortization Multiple                                   3       7                                              
Fair Value Inputs, Weighted Average Life                                                                                           
Financial Instrument, Description of Discount Rate, Variable Basis                                                                                           
Financial Instrument, Basis Spread on Variable Discount Rate                                     1.00%       10.00%                                             
Fair Value Inputs, Projected Tender Price to Refinancing Level                                     50.00%       100.00%                                            
Fair Value Assumptions, Expected Volatility Rate                                                           20.00% [6]   70.00% [6]     20.00% [6] 70.00% [6]                  
Fair Value Inputs, Credit Spreads                                                   0.0071 0.0600                                    
Fair Value Inputs, Equity Correlation                                                           30.00% [6]   97.00% [6]                          
Fair Value Inputs, Upfront Points                                                   0.30 0.99                                    
Fair Value Inputs, Prepayment Rate                               1.00% 2.00% 5.00%   30.00% 27.00% 25.00%       5.00% 30.00%                                    
Fair Value Inputs, Probability of Default                               0.00% 0.00% 1.00%   57.00% 67.00% 5.00%       1.00% 5.00%                                    
Fair Value Inputs, Loss Severity                               6.00% 6.00% 25.00%   80.00% 72.00% 40.00%       25.00% 75.00%                             22.00% 22.00% 100.00% 100.00%
Fair Value Inputs, Spread to Index                                                   (0.1874) 0.2708                                    
Fair Value Inputs, Credit Correlation                                                   30.00% 80.00%                                    
Fair Value Inputs, Long-Term Natural Gas Basis Curve                                                                           $ (0.27) $ 0.31            
Fair Value Inputs, Correlation Interest Rate to Interest Rate                                                             15.00%   99.00%                        
Fair Value Inputs, Correlation of Foreign Exchange Rates to Interest Rates                                                             (65.00%)   50.00%                        
Fair Value Inputs, Long-Dated Inflation Rates                                                             1.00%   3.00%                        
Fair Value Inputs, Long-Dated Inflation Volatilities                                                             0.00%   2.00%                        
Fair Value Inputs, Long-Dated Volatilities - Interest Rates, Foreign Exchange Rates                                                             5.00%   36.00%                        
Fair Value Inputs, Long-Dated Swap Rates                                                             3.00%   10.00%                        
[1] 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 236: Trading account assets – Corporate securities, trading loans and other of $4.2 billion, Trading account assets – Mortgage trading loans and ABS of $4.9 billion, AFS debt securities – Other taxable securities of $5.1 billion, AFS debt securities – Tax-exempt securities of $1.1 billion, Loans and leases of $2.3 billion, LHFS of $3.3 billion and Other assets of $1.7 billion.
[2] Losses represent charge-offs on real estate-secured loans.
[3] Amounts represent items that are accounted for under the fair value option.
[4] Assets (liabilities). For assets, increase / (decrease) to Level 3 and for liabilities, (increase) / decrease to Level 3.
[5] Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
[6] Includes models such as Monte Carlo simulation and Black-Scholes.