Derivative Instruments- Additional Information (Detail) (USD $)	3 Months Ended		9 Months Ended					9 Months Ended				9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2014 Securities available-for-sale	Dec. 31, 2013 Securities available-for-sale	Sep. 30, 2014 Long-term debt	Dec. 31, 2013 Long-term debt	Sep. 30, 2014 Interest Rate Swap Securities available-for-sale	Sep. 30, 2014 Interest Rate Swap Long-term debt	Sep. 30, 2014 Foreign exchange contracts	Sep. 30, 2014 Interest rate contracts	Sep. 30, 2014 Cash flow hedges Foreign exchange contracts	Sep. 30, 2014 Cash flow hedges Foreign exchange contracts Fair Value Hedge	Sep. 30, 2014 Cash flow hedges Foreign exchange contracts Fair Value Hedge Maximum	Sep. 30, 2014 Net Investment Hedging Foreign exchange contracts
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Derivative, Loss on Derivative	$ (7,600,000)	$ (1,200,000)
Original maturities, maximum (in years) of hedged instruments								30 years	30 years
Hedged financial instruments				6,800,000,000		17,300,000,000
Hedged financial instruments, notional amount of derivative				6,971,000,000	6,647,000,000	17,300,000,000	14,755,000,000	7,000,000,000	17,300,000,000			264,000,000	442,000,000		6,500,000,000
Original maturities, minimum (in years) of hedged instruments									5 years
Pretax loss recorded in accumulated other comprehensive income												(9,000,000)		(1,000,000)
Hedging derivatives, maturities, maximum (in months or in years)												9 months	9 months		2 years
Non-derivative financial instruments designated as hedges of net investments in foreign subsidiaries were all long-term liabilities of BNY Mellon in various currencies			551,000,000
Notional amount of derivatives that will mature within one year										550,000,000,000	600,000,000,000
Notional amount of derivatives that will mature between one and five years										15,000,000,000	134,000,000,000
Notional amount of derivatives that will mature after 5 years										8,000,000,000	126,000,000,000
Value-at-risk methodology assumed holding period for instruments (in days)			1 day
Value-at-risk methodology confidence level percentage (percent)			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	$ 470,000,000		$ 470,000,000