DERIVATIVES AND HEDGE ACCOUNTING (Details 4) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011	Dec. 31, 2011
Credit derivatives:
Fair value of hybrid securities	$ 5,000,000,000		$ 5,000,000,000
Current par value of hybrid securities	10,000,000,000		10,000,000,000
Credit Risk-Related Contingent Features
Credit derivatives:
Collateral posted	4,100,000,000		4,100,000,000
Aggregate fair value of net liability position	3,800,000,000		3,800,000,000
Additional collateral requirements, one-notch downgrade	120,000,000		120,000,000
Further additional collateral requirements, one-notch downgrade	230,000,000		230,000,000
Global Capital Markets derivatives
Credit derivatives:
Credit derivative transactions hedging credit risk	130,000,000		130,000,000
Global Capital Markets derivatives | Super Senior CDS
Credit derivatives:
Notional amount of credit risk derivatives	19,767,000,000		19,767,000,000		24,619,000,000
Fair Value of Derivative (Asset) Liability	2,529,000,000		2,529,000,000		3,223,000,000
Unrealized market valuation gain (loss) on credit derivatives	57,000,000	(94,000,000)	197,000,000	229,000,000
Unrealized gains (losses) on derivatives from change in credit valuation	2,000,000	8,000,000	(24,000,000)	2,000,000
Global Capital Markets derivatives | Super Senior CDS | Regulatory Capital
Credit derivatives:
Notional amount of credit risk derivatives	2,550,000,000		2,550,000,000		6,370,000,000
Fair Value of Derivative (Asset) Liability	6,000,000		6,000,000		9,000,000
Unrealized market valuation gain (loss) on credit derivatives	(3,000,000)	1,000,000	3,000,000	16,000,000
Global Capital Markets derivatives | Super Senior CDS | Regulatory Capital | Corporate loans
Credit derivatives:
Notional amount of credit risk derivatives	1,148,000,000		1,148,000,000		1,830,000,000
Derivative weighted average maturity			2 months 12 days
Global Capital Markets derivatives | Super Senior CDS | Regulatory Capital | Prime residential mortgages
Credit derivatives:
Notional amount of credit risk derivatives	648,000,000		648,000,000		3,653,000,000
Unrealized market valuation gain (loss) on credit derivatives				6,000,000
Derivative weighted average maturity			7 months 6 days
Global Capital Markets derivatives | Super Senior CDS | Regulatory Capital | Other.
Credit derivatives:
Notional amount of credit risk derivatives	754,000,000		754,000,000		887,000,000
Fair Value of Derivative (Asset) Liability	6,000,000		6,000,000		9,000,000
Unrealized market valuation gain (loss) on credit derivatives	(3,000,000)	1,000,000	3,000,000	10,000,000
Derivative weighted average maturity			3 years 3 months 18 days
Global Capital Markets derivatives | Super Senior CDS | Arbitrage
Credit derivatives:
Notional amount of credit risk derivatives	16,232,000,000		16,232,000,000		17,260,000,000
Fair Value of Derivative (Asset) Liability	2,502,000,000		2,502,000,000		3,204,000,000
Unrealized market valuation gain (loss) on credit derivatives	62,000,000	(83,000,000)	205,000,000	227,000,000
Global Capital Markets derivatives | Super Senior CDS | Arbitrage | Multi-sector CDOs
Credit derivatives:
Notional amount of credit risk derivatives	4,602,000,000		4,602,000,000		5,476,000,000
Fair Value of Derivative (Asset) Liability	2,386,000,000		2,386,000,000		3,077,000,000
Unrealized market valuation gain (loss) on credit derivatives	68,000,000	(90,000,000)	194,000,000	183,000,000
Notional amount of CDS terminated during period			470,000,000
Unrealized market valuation losses on Capital Markets super senior credit default swap portfolio			416,000,000
Additional amount paid for CDS terminated during period			81,000,000
Unrealized market valuation losses on AIGFP super senior credit default swap portfolio			81,000,000
Notional amount of CDS with cash settlement provisions	3,900,000,000		3,900,000,000		4,600,000,000
Derivative weighted average maturity			6 years 1 month 6 days
Global Capital Markets derivatives | Super Senior CDS | Arbitrage | Corporate debt
Credit derivatives:
Notional amount of credit risk derivatives	11,630,000,000		11,630,000,000		11,784,000,000
Fair Value of Derivative (Asset) Liability	116,000,000		116,000,000		127,000,000
Unrealized market valuation gain (loss) on credit derivatives	(6,000,000)	7,000,000	11,000,000	44,000,000
Notional amount of CDS written on super senior tranches of CLOs	1,200,000,000		1,200,000,000		1,200,000,000
Derivative weighted average maturity			3 years 8 months 12 days
Global Capital Markets derivatives | Super Senior CDS | Mezzanine Tranches
Credit derivatives:
Notional amount of credit risk derivatives	985,000,000		985,000,000		989,000,000
Fair Value of Derivative (Asset) Liability	21,000,000		21,000,000		10,000,000
Unrealized market valuation gain (loss) on credit derivatives	(2,000,000)	(12,000,000)	(11,000,000)	(14,000,000)
Global Capital Markets derivatives | Written single name CDS
Credit derivatives:
Notional amount of credit risk derivatives	1,300,000,000		1,300,000,000
Notional amount of CDS purchased offsets	66,000,000		66,000,000
Derivative weighted average maturity			6 years 3 months 18 days
Notional amount of single name CDS maximum exposure	1,200,000,000		1,200,000,000
Fair value of derivative liability	85,000,000		85,000,000
Collateral posted	$ 99,000,000		$ 99,000,000