XML 157 R138.htm IDEA: XBRL DOCUMENT v3.8.0.1
Fair Value Measurements (Fair Values of Assets and Liabilities (Significant Unobservable Level 3 Inputs Recurring Basis)) (Detail) - USD ($)
$ in Millions
3 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Dec. 31, 2016
Quantitative Information About Level 3 Fair Value Measurements      
Derivative instruments $ 735   $ 1,057
Residential mortgage loans      
Quantitative Information About Level 3 Fair Value Measurements      
Loans measured at FV 140 $ 149  
Mortgage servicing rights      
Quantitative Information About Level 3 Fair Value Measurements      
Mortgage servicing rights 848    
IRLCs, net      
Quantitative Information About Level 3 Fair Value Measurements      
Derivative instruments 13 33  
Stock warrants associated with Vantiv Holding, LLC      
Quantitative Information About Level 3 Fair Value Measurements      
Derivative instruments   325  
Swap associated with the sale of Visa, Inc. Class B shares      
Quantitative Information About Level 3 Fair Value Measurements      
Derivative instruments $ (136) $ (103)  
Minimum | Residential mortgage loans      
Quantitative Information About Level 3 Fair Value Measurements      
Interest rate risk factor (9.20%) (5.00%)  
Credit risk factor 0.00% 0.00%  
Minimum | Mortgage servicing rights      
Quantitative Information About Level 3 Fair Value Measurements      
Prepayment speed 0.80% 0.00%  
OAS spread (bps) 4.30% 1.00%  
Minimum | IRLCs, net      
Quantitative Information About Level 3 Fair Value Measurements      
Loan closing rates 3.30% 6.50%  
Minimum | Stock warrants associated with Vantiv Holding, LLC      
Quantitative Information About Level 3 Fair Value Measurements      
Expected term (years)   2 years  
Expected volatility [1]   20.20%  
Minimum | Swap associated with the sale of Visa, Inc. Class B shares      
Quantitative Information About Level 3 Fair Value Measurements      
Timing of the resolution of the covered litigation Dec. 31, 2020 Dec. 31, 2018  
Maximum | Residential mortgage loans      
Quantitative Information About Level 3 Fair Value Measurements      
Interest rate risk factor 14.90% 15.70%  
Credit risk factor 46.20% 80.30%  
Maximum | Mortgage servicing rights      
Quantitative Information About Level 3 Fair Value Measurements      
Prepayment speed 98.00% 100.00%  
OAS spread (bps) 15.15% 15.15%  
Maximum | IRLCs, net      
Quantitative Information About Level 3 Fair Value Measurements      
Loan closing rates 96.50% 94.00%  
Maximum | Stock warrants associated with Vantiv Holding, LLC      
Quantitative Information About Level 3 Fair Value Measurements      
Expected term (years)   12 years 9 months 18 days  
Expected volatility [1]   26.60%  
Maximum | Swap associated with the sale of Visa, Inc. Class B shares      
Quantitative Information About Level 3 Fair Value Measurements      
Timing of the resolution of the covered litigation Dec. 31, 2023 Dec. 31, 2022  
Weighted average | Residential mortgage loans      
Quantitative Information About Level 3 Fair Value Measurements      
Interest rate risk factor 3.20% 5.10%  
Credit risk factor 1.00% 1.20%  
Weighted average | Mortgage servicing rights | Fixed      
Quantitative Information About Level 3 Fair Value Measurements      
Prepayment speed 11.80% 14.90%  
OAS spread (bps) 5.02% 6.15%  
Weighted average | Mortgage servicing rights | Adjustable      
Quantitative Information About Level 3 Fair Value Measurements      
Prepayment speed 25.20% 27.10%  
OAS spread (bps) 7.84% 7.24%  
Weighted average | IRLCs, net      
Quantitative Information About Level 3 Fair Value Measurements      
Loan closing rates 72.80% 76.20%  
Weighted average | Stock warrants associated with Vantiv Holding, LLC      
Quantitative Information About Level 3 Fair Value Measurements      
Expected term (years)   5 years 9 months 18 days  
Expected volatility [1]   23.60%  
Weighted average | Swap associated with the sale of Visa, Inc. Class B shares      
Quantitative Information About Level 3 Fair Value Measurements      
Timing of the resolution of the covered litigation Aug. 15, 2021 Aug. 24, 2020  
[1]

(a) Based on historical and implied volatilities of Vantiv, Inc. and comparable companies assuming similar expected terms.