XML 112 R98.htm IDEA: XBRL DOCUMENT v3.10.0.1
MSR (Sensitivity of the Current Fair Value of Residual Cash Flows to Immediate 10%, 20% and 50% Adverse Changes in Assumptions) (Detail) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Fixed Rate Residential Mortgage      
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption      
Fair Value [1] $ 996   $ 996
Weighted- Average Life (in years) 6 years 6 months 7 years 7 months 6 days 6 years 7 months 6 days
Prepayment Speed (annual) 11.10% 9.20% 9.10%
Impact of Adverse Change on Fair Value 10% [1] $ (36)   $ (36)
Impact of Adverse Change on Fair Value 20% [1] (70)   (70)
Impact of Adverse Change on Fair Value 50% [1] $ (162)   $ (162)
OAS spread (bps) 5.17% 4.99% 5.33%
Impact of Adverse Change on Fair Value 10% [1] $ (20)   $ (20)
Impact of Adverse Change on Fair Value 20% [1] (39)   (39)
Adjustable Rate Residential Mortgage      
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption      
Fair Value [1] $ 14   $ 14
Weighted- Average Life (in years) 3 years 3 months 18 days 2 years 6 months 3 years 6 months
Prepayment Speed (annual) 23.70% 35.10% 23.20%
Impact of Adverse Change on Fair Value 10% [1] $ (1)   $ (1)
Impact of Adverse Change on Fair Value 20% [1] (2)   (2)
Impact of Adverse Change on Fair Value 50% [1] $ (4)   $ (4)
OAS spread (bps) 7.00% 6.50% 8.42%
Impact of Adverse Change on Fair Value 10% [1] $ 0   $ 0
Impact of Adverse Change on Fair Value 20% [1] $ (1)   $ (1)
[1]

(a) The impact of the weighted-average default rate on the current fair value of residual cash flows for all scenarios is immaterial