Derivative Instruments (Details Textual) (USD $)	3 Months Ended		3 Months Ended
	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2012 Interest Rate Contracts [Member]	Mar. 31, 2011 Interest Rate Contracts [Member]	Mar. 31, 2012 Foreign Exchange Rate Contracts [Member]	Mar. 31, 2011 Foreign Exchange Rate Contracts [Member]
Derivative Instruments (Additional Textual) [Abstract]
Total Notional Value	$ 60,600,000,000
Notional amount of asset and liability management derivative positions designated as fair value or cash flow or net investment hedge	12,300,000,000
Realized and unrealized losses on derivatives classified as cash flow hedges recorded in other comprehensive income (loss)	455,000,000	489,000,000
Estimated loss to be reclassified from other comprehensive income (loss) into earnings	96,000,000
Estimated loss to be reclassified from other comprehensive income (loss) into earnings for next 12 months	127,000,000
Fair value of derivatives under collateral agreements in a net liability position	1,600,000,000
Cash and money market investments collateral posted by counterparties netted against derivative assets	89,000,000	88,000,000
Cash collateral posted by the Company netted against derivative liabilities	1,600,000,000	1,700,000,000
Forward commitment to sell mortgage loan	16,000,000,000
Hedged mortgage loan held for sale	5,100,000,000
Unfunded mortgage loan commitments	15,800,000,000
Carrying amount of non-derivative debt instruments designated as net investment hedges	726,000,000
Derivative Instruments (Textual) [Abstract]
Gain losses on items hedged by fair value hedges			$ 1,000,000	$ (14,000,000)	$ (44,000,000)	$ (72,000,000)