DERIVATIVE INSTRUMENTS - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended
Mar. 31, 2024	Dec. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Derivative, Notional Amount	$ 52,919	$ 57,049
Derivative, net liability position, aggregate fair value	1,000	1,200
Additional Collateral, Aggregate Fair Value	447
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimated Net Amount to be Transferred	$ (5)
Maximum Length of Time Hedged in Cash Flow Hedge	3 years
Fair value hedges	$ 0
Fair value hedges of interest rate risk	0	$ 0
Senior notes \| Interest rate swaps
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Derivative, Notional Amount	$ 1,200

The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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-SubTopic 10
-Section 50
-Paragraph 4H
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The estimated value of gains (losses), net anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

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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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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

+ References

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Nominal or face amount used to calculate payment on derivative.

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Net fair value of all derivative instruments designated as fair value hedging instruments.

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Fair value of all derivatives designated as interest rate fair value hedging instruments.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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