DERIVATIVES AND HEDGE ACCOUNTING (Details - Global Capital Market Derivatives) (USD $)					3 Months Ended			3 Months Ended			3 Months Ended			3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014 Credit Risk-Related Contingent Features	Dec. 31, 2013 Credit Risk-Related Contingent Features	Mar. 31, 2014 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage	Mar. 31, 2013 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage	Dec. 31, 2013 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage	Mar. 31, 2014 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage Multi-sector CDOs	Mar. 31, 2013 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage Multi-sector CDOs	Dec. 31, 2013 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage Multi-sector CDOs	Mar. 31, 2014 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage Corporate debt/CLOs	Mar. 31, 2013 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage Corporate debt/CLOs	Dec. 31, 2013 Global Capital Markets (GCM) derivatives Super Senior CDS Arbitrage Corporate debt/CLOs	Mar. 31, 2014 Global Capital Markets (GCM) derivatives Written single name CDS	Dec. 31, 2013 Global Capital Markets (GCM) derivatives Written single name CDS
Credit derivatives:
Notional amount of credit risk derivatives					$ 14,987,000,000		$ 15,089,000,000	$ 3,166,000,000		$ 3,257,000,000	$ 11,821,000,000		$ 11,832,000,000	$ 302,000,000	$ 373,000,000
Fair Value of Derivative (Asset) Liability					1,176,000,000		1,277,000,000	1,151,000,000		1,249,000,000	25,000,000		28,000,000
Unrealized market valuation gain (loss) on credit derivatives					75,000,000	171,000,000		72,000,000	155,000,000		3,000,000	16,000,000
Additional amount paid for CDS terminated during period								26,000,000
Collateral posted			3,000,000,000	3,100,000,000				1,000,000,000		1,100,000,000	352,000,000		353,000,000	34,000,000	38,000,000
Notional amount of CDS written on super senior tranches of CLOs											1,000,000,000		1,000,000,000
Derivative weighted average maturity								6 years			2 years			3 years	3 years
Notional amount of CDS purchased offsets														50,000,000	50,000,000
Notional amount of single name CDS maximum exposure														252,000,000	323,000,000
Aggregate fair value of net liability position			2,900,000,000	2,600,000,000										29,000,000	32,000,000
Additional collateral requirements, one-notch downgrade			61,000,000
Further additional collateral requirements, one-notch downgrade			139,000,000
Fair value of hybrid securities	6,300,000,000	6,400,000,000
Par value of hybrid securities	$ 13,100,000,000	$ 13,400,000,000