Fair value measurement - Details of Certain Items Measured at Fair Value on Recurring Basis (Details) - Fair Value, Measurements, Recurring - USD ($) $ in Millions |
Jun. 30, 2017 |
Dec. 31, 2016 |
Non-agency RMBS |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 559
|
$ 638
|
Non-agency RMBS | 2007 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
49
|
58
|
Non-agency RMBS | 2006 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
88
|
98
|
Non-agency RMBS | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
161
|
180
|
Non-agency RMBS | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 261
|
$ 302
|
Non-agency RMBS | AAA/ AA- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
8.00%
|
9.00%
|
Non-agency RMBS | AAA/ AA- | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
22.00%
|
23.00%
|
Non-agency RMBS | AAA/ AA- | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
4.00%
|
5.00%
|
Non-agency RMBS | A/ A- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
2.00%
|
3.00%
|
Non-agency RMBS | A/ A- | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
3.00%
|
5.00%
|
Non-agency RMBS | A/ A- | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
3.00%
|
3.00%
|
Non-agency RMBS | BBB/ BBB- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
14.00%
|
14.00%
|
Non-agency RMBS | BBB/ BBB- | 2007 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
|
0.00%
|
Non-agency RMBS | BBB/ BBB- | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
7.00%
|
9.00%
|
Non-agency RMBS | BBB/ BBB- | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
26.00%
|
24.00%
|
Non-agency RMBS | BB and lower |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
76.00%
|
74.00%
|
Non-agency RMBS | BB and lower | 2007 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Non-agency RMBS | BB and lower | 2006 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Non-agency RMBS | BB and lower | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
68.00%
|
63.00%
|
Non-agency RMBS | BB and lower | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
67.00%
|
68.00%
|
Commercial MBS | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 768
|
$ 881
|
Commercial MBS | 2007 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
24
|
190
|
Commercial MBS | 2006 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
0
|
3
|
Commercial MBS | 2009-2017 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
733
|
674
|
Commercial MBS | 2008 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 11
|
$ 14
|
Commercial MBS | AAA/ AA- | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
87.00%
|
81.00%
|
Commercial MBS | AAA/ AA- | 2007 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
71.00%
|
Commercial MBS | AAA/ AA- | 2006 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
7.00%
|
Commercial MBS | AAA/ AA- | 2009-2017 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
87.00%
|
84.00%
|
Commercial MBS | AAA/ AA- | 2008 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Commercial MBS | A/ A- | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
13.00%
|
19.00%
|
Commercial MBS | A/ A- | 2007 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
29.00%
|
Commercial MBS | A/ A- | 2006 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
93.00%
|
Commercial MBS | A/ A- | 2009-2017 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
13.00%
|
16.00%
|
Commercial MBS | A/ A- | 2008 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
|
0.00%
|
Commercial MBS | BBB/ BBB- | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Commercial MBS | BBB/ BBB- | 2007 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Commercial MBS | BB and lower | 2006 | Total Domestic |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
|
Foreign covered bonds |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 2,390
|
$ 2,141
|
Foreign covered bonds | Canada |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
1,556
|
1,320
|
Foreign covered bonds | Netherlands |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
172
|
160
|
Foreign covered bonds | United Kingdom |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
131
|
280
|
Foreign covered bonds | Other |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 531
|
$ 381
|
Foreign covered bonds | AAA/ AA- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Foreign covered bonds | AAA/ AA- | Canada |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Foreign covered bonds | AAA/ AA- | Netherlands |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Foreign covered bonds | AAA/ AA- | United Kingdom |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Foreign covered bonds | AAA/ AA- | Other |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Total European floating rate notes - available-for-sale | Securities available-for-sale |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 380
|
$ 562
|
Total European floating rate notes - available-for-sale | Securities available-for-sale | Netherlands |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
81
|
125
|
Total European floating rate notes - available-for-sale | Securities available-for-sale | United Kingdom |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
299
|
379
|
Total European floating rate notes - available-for-sale | Securities available-for-sale | Ireland |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 0
|
$ 58
|
Total European floating rate notes - available-for-sale | AAA/ AA- | Securities available-for-sale |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
90.00%
|
83.00%
|
Total European floating rate notes - available-for-sale | AAA/ AA- | Securities available-for-sale | Netherlands |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Total European floating rate notes - available-for-sale | AAA/ AA- | Securities available-for-sale | United Kingdom |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
88.00%
|
90.00%
|
Total European floating rate notes - available-for-sale | AAA/ AA- | Securities available-for-sale | Ireland |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Total European floating rate notes - available-for-sale | A/ A- | Securities available-for-sale |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
10.00%
|
7.00%
|
Total European floating rate notes - available-for-sale | A/ A- | Securities available-for-sale | United Kingdom |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
12.00%
|
10.00%
|
Total European floating rate notes - available-for-sale | A/ A- | Securities available-for-sale | Ireland |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Total European floating rate notes - available-for-sale | BBB/ BBB- | Securities available-for-sale |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
10.00%
|
Total European floating rate notes - available-for-sale | BBB/ BBB- | Securities available-for-sale | Ireland |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
100.00%
|
Total European floating rate notes - available-for-sale | BB and lower | Securities available-for-sale |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Total European floating rate notes - available-for-sale | BB and lower | Securities available-for-sale | Ireland |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Sovereign debt/sovereign guaranteed |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 12,288
|
$ 12,489
|
Sovereign debt/sovereign guaranteed | Netherlands |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
981
|
1,061
|
Sovereign debt/sovereign guaranteed | United Kingdom |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
2,853
|
3,209
|
Sovereign debt/sovereign guaranteed | France |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
2,378
|
1,998
|
Sovereign debt/sovereign guaranteed | Spain |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
1,656
|
1,749
|
Sovereign debt/sovereign guaranteed | Germany |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
1,542
|
1,347
|
Sovereign debt/sovereign guaranteed | Italy |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
1,018
|
1,130
|
Sovereign debt/sovereign guaranteed | Ireland |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
807
|
736
|
Sovereign debt/sovereign guaranteed | Belgium |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
785
|
1,005
|
Sovereign debt/sovereign guaranteed | Other |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
268
|
254
|
Sovereign debt/sovereign guaranteed | Brazil |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 136
|
$ 73
|
Sovereign debt/sovereign guaranteed | AAA/ AA- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
70.00%
|
70.00%
|
Sovereign debt/sovereign guaranteed | AAA/ AA- | Netherlands |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Sovereign debt/sovereign guaranteed | AAA/ AA- | United Kingdom |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Sovereign debt/sovereign guaranteed | AAA/ AA- | France |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Sovereign debt/sovereign guaranteed | AAA/ AA- | Germany |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Sovereign debt/sovereign guaranteed | AAA/ AA- | Italy |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
|
0.00%
|
Sovereign debt/sovereign guaranteed | AAA/ AA- | Belgium |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Sovereign debt/sovereign guaranteed | AAA/ AA- | Other |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
49.00%
|
71.00%
|
Sovereign debt/sovereign guaranteed | A/ A- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
7.00%
|
6.00%
|
Sovereign debt/sovereign guaranteed | A/ A- | Ireland |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Sovereign debt/sovereign guaranteed | BBB/ BBB- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
22.00%
|
23.00%
|
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Spain |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Germany |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
|
0.00%
|
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Italy |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Ireland |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Other |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Sovereign debt/sovereign guaranteed | BB and lower |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
1.00%
|
1.00%
|
Sovereign debt/sovereign guaranteed | BB and lower | Other |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
51.00%
|
29.00%
|
Non-agency RMBS |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 1,239
|
$ 1,357
|
Non-agency RMBS | 2007 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
354
|
387
|
Non-agency RMBS | 2006 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
360
|
391
|
Non-agency RMBS | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
400
|
437
|
Non-agency RMBS | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Total available-for-sale securities |
$ 125
|
$ 142
|
Non-agency RMBS | AAA/ AA- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Non-agency RMBS | AAA/ AA- | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
1.00%
|
|
Non-agency RMBS | AAA/ AA- | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
2.00%
|
2.00%
|
Non-agency RMBS | A/ A- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
1.00%
|
1.00%
|
Non-agency RMBS | A/ A- | 2006 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Non-agency RMBS | A/ A- | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
1.00%
|
2.00%
|
Non-agency RMBS | A/ A- | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
2.00%
|
2.00%
|
Non-agency RMBS | BBB/ BBB- |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
3.00%
|
2.00%
|
Non-agency RMBS | BBB/ BBB- | 2006 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
0.00%
|
0.00%
|
Non-agency RMBS | BBB/ BBB- | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
1.00%
|
1.00%
|
Non-agency RMBS | BBB/ BBB- | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
24.00%
|
17.00%
|
Non-agency RMBS | BB and lower |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
96.00%
|
97.00%
|
Non-agency RMBS | BB and lower | 2007 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Non-agency RMBS | BB and lower | 2006 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
100.00%
|
100.00%
|
Non-agency RMBS | BB and lower | 2005 |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
97.00%
|
97.00%
|
Non-agency RMBS | BB and lower | 2004 and earlier |
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
Ratings |
72.00%
|
79.00%
|