Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps) (Details) - Variable rate loans - Swaps - cash flow - receive fixed/pay floating rate - Risk management purposes - Cash flow swap		3 Months Ended	12 Months Ended
		Mar. 31, 2023	Dec. 31, 2022
Time to maturity (in years)		4 years 6 months	4 years 7 months 6 days
Receive rate	[1]	2.34%	2.35%
Pay rate	[1],[2]	4.64%	4.07%

[1] Excludes forward starting swaps not effective as of the period shown. March 31, 2023 excluded $4.1 billion of forward starting swaps. December 31, 2022 excluded $4.6 billion of forward starting swaps.

[2] Variable rates paid on receive fixed swaps designated as cash flow hedges are based on one-month LIBOR, BSBY or Secured Overnight Financing Rate (SOFR) rates in effect at March 31, 2023 and December 31, 2022. Derivative contracts with maturity dates beyond the LIBOR cessation date will fall back to the daily SOFR with a spread adjustment.