Derivative instruments - Additional Information (Detail) (USD $)	3 Months Ended													3 Months Ended
	Mar. 31, 2012	Mar. 31, 2012 Maximum	Mar. 31, 2012 Available-for-sale	Dec. 31, 2011 Available-for-sale	Mar. 31, 2012 Deposits	Dec. 31, 2011 Deposits	Mar. 31, 2012 Long-term Debt	Dec. 31, 2011 Long-term Debt	Mar. 31, 2012 Interest Rate Swap Available-for-sale	Mar. 31, 2012 Interest Rate Swap Deposits	Mar. 31, 2012 Interest Rate Swap Long-term Debt	Mar. 31, 2012 Foreign Exchange Contract	Mar. 31, 2012 Interest Rate Contract	Mar. 31, 2012 Cash Flow Hedging Foreign Exchange Contract	Mar. 31, 2012 Cash Flow Hedging Foreign Exchange Contract Fair Value Hedge	Mar. 31, 2012 Net Investment Hedging Foreign Exchange Contract
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Counterparty default losses		$ 1,000,000
Original maturities, maximum (in years) of hedged instruments									30 years	6 years	30 years
Hedged financial instruments			4,500,000,000		10,000,000		15,200,000,000
Hedged financial instruments, notional amount of derivative			4,540,000,000	4,009,000,000	10,000,000	10,000,000	15,233,000,000	14,262,000,000	4,500,000,000	10,000,000	15,200,000,000			164,000,000	9,200,000,000	5,200,000,000
Original maturities, minimum (in years) of hedged instruments										3 years	5 years
Hedging derivatives, maturities, maximum														9 months	6 months	2 years
Amount of (pre-tax) losses recorded in other comprehensive income that will be reclassified to income or expense														3,000,000	1,000,000
Non-derivative financial instruments designated as hedges of net investments in foreign subsidiaries were all long-term liabilities of BNY Mellon in various currencies	509,000,000
Notional amount of derivatives that will mature within one year												405,000,000,000	542,000,000,000
Notional amount of derivatives that will mature between one and five years												8,000,000,000	238,000,000,000
Notional amount of derivatives that will mature after 5 years												8,000,000,000	202,000,000,000
Value-at-risk methodology assumed holding period for instruments (in days)	1 day
Value-at-risk methodology confidence level percentage	99.00%
Additional collateral the Company would have to post for existing collateral arrangements, if the company's debt rating had fallen below investment grade	$ 445,000,000