Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Valuation Adjustments (Details)

v3.22.2
Derivatives - Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Dec. 31, 2021
Valuation Gain Loss on Derivatives, Gross [Abstract]          
Derivative assets (CVA) $ (114) $ 3 $ (173) $ 158  
Derivative assets/liabilities (FVA) 45 (33) 80 15  
Derivative liabilities (DVA) 220 $ (31) 341 $ (8)  
Cumulative credit valuation adjustment 611   611   $ 438
Cumulative funding valuation adjustment 99   99   179
Cumulative debit valuation adjustment $ 653   $ 653   $ 312