The risk due to the variability of interest rates

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Rate applied to the loan at the closing date used as an input to determine fair value

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Expected timing of a resolution pertaining to covered litigation

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The OAS represents the spread that is added to the discount rate so that the sum of the discounted cash flows equals the market price; therefore, it is a measure of the extra yield over the reference discount factor that the Corporation expects to earn by holding the asset.

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Fair value, before effects of master netting arrangements, of a 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. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
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-Section 50
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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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Risk associated with risk of default, credit spread risk and downgrade risk, expressed as a percentage, used as an input to measure fair value.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
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Rate at which loans or a loan portfolio are expected to prepay principal balances, used as an input to measure fair value.

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Fair value portion of loan receivable, including, but not limited to, mortgage loans held for investment, finance receivables held for investment, policy loans on insurance contracts.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 310
-SubTopic 10
-URI http://asc.fasb.org/subtopic&trid=2196772

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Aggregate amount of servicing assets that are subsequently measured at fair value and servicing assets that are subsequently measured using the amortization method.

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-Name Accounting Standards Codification
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Fair Value Measurements (Fair Values of Assets and Liabilities (Significant Unobservable Level 3 Inputs Recurring Basis)) (Detail) - USD ($) $ in Millions	3 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Quantitative Information About Level 3 Fair Value Measurements
Derivative instruments	$ 945		$ 823
Residential mortgage loans
Quantitative Information About Level 3 Fair Value Measurements
Loans measured at FV	162	$ 142
Mortgage servicing rights
Quantitative Information About Level 3 Fair Value Measurements
Mortgage servicing rights	959	849
IRLCs, net
Quantitative Information About Level 3 Fair Value Measurements
Derivative instruments	11	14
Swap associated with the sale of Visa, Inc. Class B shares
Quantitative Information About Level 3 Fair Value Measurements
Derivative instruments	$ (164)	$ (98)
Minimum \| Residential mortgage loans
Quantitative Information About Level 3 Fair Value Measurements
Interest rate risk factor	(13.30%)	(9.60%)
Credit risk factor	0.00%	0.00%
Minimum \| Mortgage servicing rights
Quantitative Information About Level 3 Fair Value Measurements
Prepayment speed	0.50%	1.20%
OAS spread (bps)	4.61%	4.30%
Minimum \| IRLCs, net
Quantitative Information About Level 3 Fair Value Measurements
Loan closing rates	12.20%	9.60%
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	Jan. 31, 2021	Jun. 30, 2019
Maximum \| Residential mortgage loans
Quantitative Information About Level 3 Fair Value Measurements
Interest rate risk factor	11.90%	15.00%
Credit risk factor	40.30%	46.20%
Maximum \| Mortgage servicing rights
Quantitative Information About Level 3 Fair Value Measurements
Prepayment speed	97.00%	100.00%
OAS spread (bps)	15.13%	15.15%
Maximum \| IRLCs, net
Quantitative Information About Level 3 Fair Value Measurements
Loan closing rates	96.60%	96.80%
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	Nov. 30, 2023	Dec. 31, 2022
Weighted average \| Residential mortgage loans
Quantitative Information About Level 3 Fair Value Measurements
Interest rate risk factor	(0.10%)	2.90%
Credit risk factor	0.70%	1.00%
Weighted average \| Mortgage servicing rights \| Fixed
Quantitative Information About Level 3 Fair Value Measurements
Prepayment speed	9.50%	11.50%
OAS spread (bps)	5.43%	5.30%
Weighted average \| Mortgage servicing rights \| Adjustable
Quantitative Information About Level 3 Fair Value Measurements
Prepayment speed	23.60%	24.80%
OAS spread (bps)	8.17%	7.73%
Weighted average \| IRLCs, net
Quantitative Information About Level 3 Fair Value Measurements
Loan closing rates	80.90%	73.00%
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	Sep. 06, 2021	Sep. 30, 2020