Quarterly report pursuant to Section 13 or 15(d)

Fair Value Disclosures - Quantitative Information About Level 3 Fair Value Measurements (Details)

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Fair Value Disclosures - Quantitative Information About Level 3 Fair Value Measurements (Details) (USD $)
 3 Months Ended 12 Months Ended
Mar. 31, 2013
Dec. 31, 2012
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative Assets 27,507,000,000 24,851,000,000
Level 3 | Fair Value, Measurements, Recurring [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans, notes and mortgages 1,436,000,000 1,681,000,000
Other assets 1,086,000,000 1,534,000,000
Derivative Assets 5,437,000,000 [1] 5,677,000,000 [1]
Level 3 | Fair Value, Measurements, Recurring [Member] | Private equity investments and funds
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Other assets 288,000,000 287,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Borrowings [Member] | Industry Standard Derivative Pricing [Member] | Structured liabilities
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Long-term borrowings 1,285,000,000 1,316,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Borrowings [Member] | Weighted Average [Member] | Industry Standard Derivative Pricing [Member] | Structured liabilities
    
Fair Value Inputs [Abstract]    
Equity Correlation 0.73 [2]  
Long-dated Volatilities 26.00% [2]  
Level 3 | Fair Value, Measurements, Recurring [Member] | Borrowings [Member] | Minimum [Member] | Industry Standard Derivative Pricing [Member] | Structured liabilities
    
Fair Value Inputs [Abstract]    
Equity Correlation 0.30 [2] 0.30 [2]
Long-dated Volatilities 15.00% [2] 20.00% [2]
Level 3 | Fair Value, Measurements, Recurring [Member] | Borrowings [Member] | Maximum [Member] | Industry Standard Derivative Pricing [Member] | Structured liabilities
    
Fair Value Inputs [Abstract]    
Equity Correlation 0.97 [2] 0.97 [2]
Long-dated Volatilities 115.00% [2] 70.00% [2]
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Auction rate securities
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities     
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Discounted Cash Flow [Member] | Instruments backed by residential real estate assets
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities 1,337,000,000 1,608,000,000
Loans, notes and mortgages 972,000,000 1,231,000,000
Trading assets - Mortgages, mortgage-backed and asset-backed 365,000,000 377,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Discounted Cash Flow [Member] | Instruments backed by commercial real estate assets
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Other assets 1,086,000,000 1,534,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Discounted Cash Flow Market Comparables [Member] | Corporate loans, debt securities and other
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Loans and Securities 6,307,000,000 6,787,000,000
Loans, notes and mortgages 464,000,000 450,000,000
Trading assets - Mortgages, mortgage-backed and asset-backed 4,003,000,000 4,437,000,000
Trading Assets - Corporate Debt, Fair Value Disclosure 1,840,000,000 1,900,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Discounted Cash Flow Market Comparables [Member] | Auction rate securities
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Trading assets - Municipals and money markets 1,079,000,000 1,295,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Weighted Average [Member] | Discounted Cash Flow [Member] | Instruments backed by residential real estate assets
    
Fair Value Inputs [Abstract]    
Yield 7.00% 7.00%
Prepayment Speeds 7.00% 7.00%
Default Rates 2.00% 2.00%
Loss Severities 41.00% 41.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Weighted Average [Member] | Discounted Cash Flow [Member] | Instruments backed by commercial real estate assets
    
Fair Value Inputs [Abstract]    
Yield 5.00% 5.00%
Loss Severities 80.00% 88.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Weighted Average [Member] | Discounted Cash Flow Market Comparables [Member] | Corporate loans, debt securities and other
    
Fair Value Inputs [Abstract]    
Yield 5.00% 5.00%
Prepayment Speeds 20.00% 20.00%
Default Rates 4.00% 4.00%
Loss Severities 35.00% 35.00%
Earnings before Interest, Taxes, Depreciation, and Amortization Multiple 6 6
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Weighted Average [Member] | Discounted Cash Flow Market Comparables [Member] | Auction rate securities
    
Fair Value Inputs [Abstract]    
Projected tender price/re-financing level 92.00% 90.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Minimum [Member] | Discounted Cash Flow [Member] | Instruments backed by residential real estate assets
    
Fair Value Inputs [Abstract]    
Yield 2.00% 4.00%
Prepayment Speeds 6.00% 3.00%
Default Rates 1.00% 1.00%
Loss Severities 35.00% 35.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Minimum [Member] | Discounted Cash Flow [Member] | Instruments backed by commercial real estate assets
    
Fair Value Inputs [Abstract]    
Yield 5.00% 5.00%
Loss Severities 51.00% 51.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Minimum [Member] | Discounted Cash Flow Market Comparables [Member] | Corporate loans, debt securities and other
    
Fair Value Inputs [Abstract]    
Yield 0.00% 0.00%
Prepayment Speeds 5.00% 5.00%
Default Rates 1.00% 1.00%
Loss Severities 25.00% 25.00%
Earnings before Interest, Taxes, Depreciation, and Amortization Multiple 2 2
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Minimum [Member] | Discounted Cash Flow Market Comparables [Member] | Auction rate securities
    
Fair Value Inputs [Abstract]    
Projected tender price/re-financing level 50.00% 50.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Maximum [Member] | Discounted Cash Flow [Member] | Instruments backed by residential real estate assets
    
Fair Value Inputs [Abstract]    
Yield 25.00% 25.00%
Prepayment Speeds 8.00% 10.00%
Default Rates 3.00% 3.00%
Loss Severities 45.00% 45.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Maximum [Member] | Discounted Cash Flow [Member] | Instruments backed by commercial real estate assets
    
Fair Value Inputs [Abstract]    
Yield 5.00% 5.00%
Loss Severities 100.00% 100.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Maximum [Member] | Discounted Cash Flow Market Comparables [Member] | Corporate loans, debt securities and other
    
Fair Value Inputs [Abstract]    
Yield 33.00% 25.00%
Prepayment Speeds 40.00% 30.00%
Default Rates 5.00% 5.00%
Loss Severities 40.00% 40.00%
Earnings before Interest, Taxes, Depreciation, and Amortization Multiple 17 11
Level 3 | Fair Value, Measurements, Recurring [Member] | Loans and Securities [Member] | Maximum [Member] | Discounted Cash Flow Market Comparables [Member] | Auction rate securities
    
Fair Value Inputs [Abstract]    
Projected tender price/re-financing level 100.00% 100.00%
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member]
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative Asset, Fair Value, Net 1,182,000,000 1,544,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Credit derivatives
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative Asset, Fair Value, Net 1,448,000,000 1,632,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Discounted Cash Flow [Member] | Commodity derivatives
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative Asset, Fair Value, Net (4,000,000) (5,000,000)
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Industry Standard Derivative Pricing [Member] | Equity derivatives
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative Asset, Fair Value, Net (880,000,000) (814,000,000)
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Industry Standard Derivative Pricing [Member] | Interest rate derivatives
    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative Asset, Fair Value, Net 618,000,000 731,000,000
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Weighted Average [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Credit derivatives
    
Fair Value Inputs [Abstract]    
Yield 13.00%  
Fair Value Inputs Credit Spreads 200  
Prepayment Speeds 8.00%  
Default Rates 4.00%  
Loss Severities 35.00%  
Upfront Points 64  
Correlation 41.00%  
Spread to Index 421  
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Weighted Average [Member] | Discounted Cash Flow [Member] | Commodity derivatives
    
Fair Value Inputs [Abstract]    
Long-term Natual Gas basis curve 7.000  
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Weighted Average [Member] | Industry Standard Derivative Pricing [Member] | Equity derivatives
    
Fair Value Inputs [Abstract]    
Equity Correlation 0.73 [3]  
Long-dated Volatilities 26.00% [3]  
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Weighted Average [Member] | Industry Standard Derivative Pricing [Member] | Interest rate derivatives
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 62.00% [3]  
Correlation (FX/IR) 2.00% [3]  
Long-dated Inflation Rates 2.00% [3]  
Long-dated Inflation Volatilities 1.00% [3]  
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Minimum [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Credit derivatives
    
Fair Value Inputs [Abstract]    
Yield 2.00% [3] 2.00%
Fair Value Inputs Credit Spreads 37 [3] 58
Prepayment Speeds 4.00% [3] 3.00%
Default Rates 1.00% [3] 1.00%
Loss Severities 25.00% [3] 25.00%
Upfront Points 12 [3] 25
Correlation 21.00% [3] 19.00%
Spread to Index (1,657) [3] (2,080)
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Minimum [Member] | Discounted Cash Flow [Member] | Commodity derivatives
    
Fair Value Inputs [Abstract]    
Long-term Natual Gas basis curve 3.000 3.00
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Minimum [Member] | Industry Standard Derivative Pricing [Member] | Equity derivatives
    
Fair Value Inputs [Abstract]    
Equity Correlation 0.30 0.30 [3]
Long-dated Volatilities 15.00% 20.00% [3]
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Minimum [Member] | Industry Standard Derivative Pricing [Member] | Interest rate derivatives
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 19.00% 15.00% [3]
Correlation (FX/IR) (65.00%) (65.00%) [3]
Long-dated Inflation Rates 2.00% 2.00% [3]
Long-dated Inflation Volatilities 0.00% 0.00% [3]
Long-dated Volatilities (FX)    5.00% [3]
Long-dated Swap Rates    8.00% [3]
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Maximum [Member] | Discounted Cash Flow Hazard Rate Model Stochastic Recovery Correlation Model [Member] | Credit derivatives
    
Fair Value Inputs [Abstract]    
Yield 25.00% [3] 25.00%
Fair Value Inputs Credit Spreads 346 [3] 615
Prepayment Speeds 30.00% [3] 30.00%
Default Rates 5.00% [3] 5.00%
Loss Severities 40.00% [3] 40.00%
Upfront Points 100 [3] 99
Correlation 75.00% [3] 75.00%
Spread to Index 1,988 [3] 1,972
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Maximum [Member] | Discounted Cash Flow [Member] | Commodity derivatives
    
Fair Value Inputs [Abstract]    
Long-term Natual Gas basis curve 12.000 12.00
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Maximum [Member] | Industry Standard Derivative Pricing [Member] | Equity derivatives
    
Fair Value Inputs [Abstract]    
Equity Correlation 0.97 0.97 [3]
Long-dated Volatilities 115.00% 70.00% [3]
Level 3 | Fair Value, Measurements, Recurring [Member] | Derivative Financial Instruments, Assets [Member] | Maximum [Member] | Industry Standard Derivative Pricing [Member] | Interest rate derivatives
    
Fair Value Inputs [Abstract]    
Correlation (IR/IR) 99.00% 99.00% [3]
Correlation (FX/IR) 50.00% 50.00% [3]
Long-dated Inflation Rates 3.00% 3.00% [3]
Long-dated Inflation Volatilities 2.00% 1.00% [3]
Long-dated Volatilities (FX)    36.00% [3]
Long-dated Swap Rates    10.00% [3]
[1] See Note 6 for product level detail.
[2] Includes models such as Monte Carlo simulation and Black-Scholes.
[3] Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.