Derivative Financial Instruments - Additional Information (Details) - USD ($) $ in Millions	3 Months Ended
Mar. 31, 2022	Mar. 31, 2021	Dec. 31, 2021
Derivative
Amount of variation margin payment applied to derivative asset contracts	$ 759		$ 771
Valuation adjustments related to the credit risk associated with counterparties of customer accommodation derivative contracts	11		20
Derivatives	1,223		464
Amount of variation margin payment applied to derivative liability contracts	465		570
Gain or losses reclassified from AOCI into earnings associated with the discontinuance of cash flow hedges	0	$ 0
Notional amount of the risk participations agreements	3,710		3,780
Interest rate contracts \| Credit Risk
Derivative
Fair value of risk participation agreements	$ 8		8
Weighted-average remaining life	3 years 4 months 24 days
Cash Flow Hedging \| Interest rate contracts
Derivative
Maximum length of time of hedging exposure	34 months
Deferred gains, net of tax, on cash flow hedges recorded in accumulated other comprehensive income	$ 20		353
Net deferred gains or losses, net of tax, recorded in AOCI are expected to be reclassified into earnings	63
Total collateral
Derivative
Derivatives	1,200		1,100
Derivatives	$ 2,300		$ 1,300

Variation margin payments derivative assets.

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Variation margin payments derivative liabilities.

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- Definition

Amount, after tax, of accumulated gain (loss) on derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 220
-SubTopic 10
-Section 45
-Paragraph 11
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- Definition

Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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- Definition

Amount of credit risk valuation adjustment to derivative assets to properly reflect the credit quality of the counterparties.

+ References

No definition available.

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Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, after effects of master netting arrangements, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against the right to receive collateral. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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- Definition

Nominal or face amount used to calculate payments on the derivative liability.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Maximum period the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Amount, before tax, of reclassification from accumulated other comprehensive income (AOCI) for gain (loss) from discontinuance of cash flow hedge included in assessment of hedge effectiveness.

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- Definition

Fair value of all derivative liabilities not designated as a hedging instrument.

+ References

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