Derivative Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]
Percentage of derivative contracts held by HSBC subsidiaries		100.00%	99.70%
Fair value of our agreements with affiliate counterparties required the affiliate to provide collateral		$ 811,000,000	$ 75,000,000
Notional values of derivative contracts		16,467,000,000	26,060,000,000
Increase in debt carrying value due to fair value hedge		5,000,000	17,000,000
Losses on current derivative instruments designated as cash flow hedges are reported in OCI net of tax and totaled a loss		97,000,000	329,000,000
Unrealized net losses on cash flow hedges		64,000,000
Unrealized net losses on cash flow hedges after tax		41,000,000
Notional amount of maturities		5,800,000,000
Termination of non-qualifying hedge		2,500,000,000
Notional amount of derivatives designated as fair value hedge, terminated during period		300,000,000
Notional amount of derivatives designated as cash flow hedge, terminated during period	1,000,000,000
Reclassification out of Accumulated Other Comprehensive Income [Member] | Cash Flow Hedging [Member]
Derivative [Line Items]
Loss on cash flow hedge reclassified to income	199,000,000
HSBC USA, Inc. [Member] | Fixed rate borrowings [Member]
Derivative [Line Items]
Debt issued to affiliate			1,500,000,000
HSBC Finance Capital Trust IX [Member] | Junior Subordinated Debt [Member]
Derivative [Line Items]
Long-term debt, gross		1,000,000,000
Parent Company [Member]
Derivative [Line Items]
Notional values of derivative contracts		$ 16,500,000,000	$ 26,000,000,000