Derivative Financial Instruments - Additional Information (Detail) (USD $)	6 Months Ended		3 Months Ended
	Jun. 30, 2013	Dec. 31, 2012	Mar. 31, 2013 Reclassification out of Accumulated Other Comprehensive Income [Member] Cash Flow Hedging [Member]	Dec. 31, 2012 Fixed rate borrowings [Member] HSBC USA, Inc. [Member]	Dec. 31, 2012 Junior Subordinated Debt [Member] HSBC Finance Capital Trust IX [Member]	Jun. 30, 2013 HSBC Bank USA [Member]	Dec. 31, 2012 HSBC Bank USA [Member]
Derivative [Line Items]
Percentage of derivative contracts held by HSBC subsidiaries	99.60%	99.70%
Fair value of our agreements with affiliate counterparties required the affiliate to provide collateral	$ 661,000,000	$ 75,000,000
Notional values of derivative contracts	20,506,000,000	26,060,000,000				20,400,000,000	26,000,000,000
Increase in debt carrying value due to fair value hedge		7,000,000
Losses on current derivative instruments designated as cash flow hedges are reported in OCI net of tax and totaled a loss	152,000,000	329,000,000
Unrealized net losses on cash flow hedges	124,000,000
Unrealized net losses on cash flow hedges after tax	80,000,000
Derivative, Notional Amount, Maturities	1,900,000,000
Termination of non-qualifying hedge	2,400,000,000
Notional amount of derivatives designated as fair value hedge, terminated during period	300,000,000
Debt issued to affiliate				1,500,000,000
Notional amount of derivatives designated as cash flow hedge, terminated durding period	1,000,000,000
Long-term debt, gross					1,000,000,000
Loss on cash flow hedge reclassified to income			$ 199,000,000