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FAIR VALUE MEASUREMENTS Fair Value Inputs Liabilities Quantitative Information (Details) (USD $)
In Millions, unless otherwise specified
9 Months Ended 12 Months Ended
Sep. 30, 2013
Dec. 31, 2012
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives $ 435 $ 934
Liabilities, Fair Value Disclosure 435 934
Length of Volatility of Japanese Yen to US Dollar Exchange Rate 10 years 10 years
Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liabilities, Fair Value Disclosure 247 399
Interest rate swaps
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 1 3
Interest rate swaps | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 1 3
Interest rate swaps | Discounted Cash Flow Valuation Technique | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 1 3
Interest rate swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Base Correlation 55.00% [1] 49.00% [1]
Fair Value Inputs, Entity Credit Risk 0.82% 0.91%
Interest rate swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Base Correlation 69.00% [1] 50.00% [1]
Fair Value Inputs, Entity Credit Risk 1.38% 1.52%
Interest rate swaps | Liability [Member] | Weighted Average | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Base Correlation 62.00% [1]  
Fair Value Inputs, Entity Credit Risk 1.15%  
Fair Value Inputs, Recovery Rate 37.00% 37.00%
Foreign currency swaps
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 300 329
Foreign currency swaps | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 237 329
Credit default swaps
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 9 67
Credit default swaps | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 9 67
Credit default swaps | Discounted Cash Flow Valuation Technique | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 9 67
Credit default swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Base Correlation 55.00% [1] 49.00% [1]
Fair Value Inputs, Entity Credit Risk 0.82% 0.91%
Credit default swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Base Correlation 69.00% [1] 50.00% [1]
Fair Value Inputs, Entity Credit Risk 1.38% 1.52%
Credit default swaps | Liability [Member] | Weighted Average | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Base Correlation 62.00% [1]  
Fair Value Inputs, Entity Credit Risk 1.15%  
Fair Value Inputs, Recovery Rate 37.00% 37.00%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 85 118
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Foreign Exchange Rates 21.35% [2] 20.65% [2]
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Entity Credit Risk 0.35% 0.22%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Entity Credit Risk 1.50% 1.41%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 21 60
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Entity Credit Risk 0.19% 0.25%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Entity Credit Risk 2.73% 1.86%
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Discounted Cash Flow Valuation Technique | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives $ 131 $ 151
Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Foreign Exchange Rates 21.35% [2] 20.65% [2]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 2.77% [3] 1.84% [3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 3.68% [3] 2.84% [3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 2.77% [3] 1.84% [3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 3.68% [3] 2.84% [3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 2.77% [3] 1.84% [3]
United States of America, Dollars | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 3.68% [3] 2.84% [3]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 0.86% [4] 0.84% [4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 1.97% [4] 2.05% [4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 0.86% [4] 0.84% [4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spreads [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 1.97% [4] 2.05% [4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Lower Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 0.86% [4] 0.84% [4]
Japan, Yen | Fair Value, Unobservable Input, Interest Rates (USD), interest rates (JPY), and Foreign Exchange Rates [Member] | Foreign currency swaps | Liability [Member] | Upper Limit | Level 3
   
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 1.97% [4] 2.05% [4]
[1] Weighted-average range of base correlations for our bespoke tranches for attachment and detachment points corresponding to market indices
[2] Based on 10 year volatility of JPY/USD exchange rate
[3] Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
[4] Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps