Derivative instruments - Additional Information (Detail) (USD $)	3 Months Ended												6 Months Ended
	Jun. 30, 2012	Jun. 30, 2012 Available-for-sale	Dec. 31, 2011 Available-for-sale	Jun. 30, 2012 Deposits	Dec. 31, 2011 Deposits	Jun. 30, 2012 Long-term Debt	Dec. 31, 2011 Long-term Debt	Jun. 30, 2012 Interest Rate Swap Available-for-sale	Jun. 30, 2012 Interest Rate Swap Deposits	Jun. 30, 2012 Interest Rate Swap Long-term Debt	Jun. 30, 2012 Foreign Exchange Contract	Jun. 30, 2012 Interest Rate Contract	Jun. 30, 2012 Cash Flow Hedging Foreign Exchange Contract	Jun. 30, 2012 Cash Flow Hedging Foreign Exchange Contract Fair Value Hedge	Jun. 30, 2012 Cash Flow Hedging Foreign Exchange Contract Fair Value Hedge Maximum	Jun. 30, 2012 Net Investment Hedging Foreign Exchange Contract
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Original maturities, maximum (in years) of hedged instruments								30 years	6 years	30 years
Hedged financial instruments		$ 4,700,000,000		$ 10,000,000		$ 15,400,000,000
Hedged financial instruments, notional amount of derivative		4,919,000,000	4,009,000,000	10,000,000	10,000,000	15,396,000,000	14,262,000,000	4,900,000,000	10,000,000	15,400,000,000			133,000,000	7,500,000,000		5,100,000,000
Original maturities, minimum (in years) of hedged instruments									3 years	5 years
Hedging derivatives, maturities, maximum (in months or in years)													9 months	6 months		2 years
Amount of (pre-tax) gain recorded in other comprehensive income that will be reclassified to income or expense													2,000,000		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	494,000,000
Notional amount of derivatives that will mature within one year											376,000,000,000	481,000,000,000
Notional amount of derivatives that will mature between one and five years											8,000,000,000	227,000,000,000
Notional amount of derivatives that will mature after 5 years											8,000,000,000	209,000,000,000
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	$ 504,000,000