XML 98 R86.htm IDEA: XBRL DOCUMENT v2.4.0.6
FAIR VALUE MEASUREMENTS (Details 6) (USD $)
12 Months Ended
Dec. 31, 2012
Dec. 31, 2011
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, Sales, Issues and Settlements, Net, assets $ (4,131,000,000) $ 2,503,000,000
Securities purchased through FRBNY's auction of ML III assets 7,100,000,000  
Transfers into Level 3 at end of reporting period, net gains (losses) not included in realized and unrealized gains and losses related to Level 3 for the period 143,000,000  
Transfers out Level 3 at end of reporting period, net gains (losses) not included in realized and unrealized gains and losses related to Level 3 for the period. 92,000,000  
Liabilities
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, liabilities 11,000,000 43,000,000
Sales, liabilities (27,000,000) (70,000,000)
Settlements, liabilities 887,000,000 817,000,000
Purchases, Sales, Issues and Settlements, Net, liabilities 871,000,000 790,000,000
Policyholder contract deposits
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Sales, liabilities (25,000,000) (70,000,000)
Settlements, liabilities 33,000,000 26,000,000
Purchases, Sales, Issues and Settlements, Net, liabilities 8,000,000 (44,000,000)
Derivative liabilities, net
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, liabilities 11,000,000 43,000,000
Sales, liabilities (2,000,000)  
Settlements, liabilities 612,000,000 236,000,000
Purchases, Sales, Issues and Settlements, Net, liabilities 621,000,000 279,000,000
Other long-term debt
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Settlements, liabilities 242,000,000 555,000,000
Purchases, Sales, Issues and Settlements, Net, liabilities 242,000,000 555,000,000
Assets
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 13,904,000,000 8,850,000,000
Sales, assets (1,670,000,000) (1,112,000,000)
Settlements, assets (16,365,000,000) (5,235,000,000)
Purchases, Sales, Issues and Settlements, Net, assets (4,131,000,000) 2,503,000,000
Bonds available for sale
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 5,330,000,000 7,275,000,000
Sales, assets (1,342,000,000) (273,000,000)
Settlements, assets (3,549,000,000) (3,523,000,000)
Purchases, Sales, Issues and Settlements, Net, assets 439,000,000 3,479,000,000
Bonds available for sale | Obligations of states, municipalities and political subdivisions
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 477,000,000 305,000,000
Sales, assets (219,000,000) (4,000,000)
Settlements, assets (174,000,000) (5,000,000)
Purchases, Sales, Issues and Settlements, Net, assets 84,000,000 296,000,000
Bonds available for sale | Non-U.S. government
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 5,000,000 4,000,000
Sales, assets (3,000,000) (2,000,000)
Settlements, assets (1,000,000) 3,000,000
Purchases, Sales, Issues and Settlements, Net, assets 1,000,000 5,000,000
Bonds available for sale | Corporate debt
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 283,000,000 497,000,000
Sales, assets (75,000,000) (27,000,000)
Settlements, assets (184,000,000) (299,000,000)
Purchases, Sales, Issues and Settlements, Net, assets 24,000,000 171,000,000
Bonds available for sale | Residential mortgage backed securities (RMBS)
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 2,308,000,000 4,932,000,000
Sales, assets (723,000,000) (205,000,000)
Settlements, assets (1,901,000,000) (1,495,000,000)
Purchases, Sales, Issues and Settlements, Net, assets (316,000,000) 3,232,000,000
Bonds available for sale | Commercial mortgage-backed securities (CMBS)
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 1,137,000,000 470,000,000
Sales, assets (318,000,000) (34,000,000)
Settlements, assets (183,000,000) (229,000,000)
Purchases, Sales, Issues and Settlements, Net, assets 636,000,000 207,000,000
Bonds available for sale | Collateralized Debt Obligations/Asset Backed Securities (CDO/ABS)
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 1,120,000,000 1,067,000,000
Sales, assets (4,000,000) (1,000,000)
Settlements, assets (1,106,000,000) (1,498,000,000)
Purchases, Sales, Issues and Settlements, Net, assets 10,000,000 (432,000,000)
Bond trading securities
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 7,607,000,000 857,000,000
Sales, assets (172,000,000) (512,000,000)
Settlements, assets (11,678,000,000) (535,000,000)
Purchases, Sales, Issues and Settlements, Net, assets (4,243,000,000) (190,000,000)
Bond trading securities | Corporate debt
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Settlements, assets (7,000,000) (11,000,000)
Purchases, Sales, Issues and Settlements, Net, assets (7,000,000) (11,000,000)
Bond trading securities | Residential mortgage backed securities (RMBS)
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets   305,000,000
Sales, assets (45,000,000) (1,000,000)
Settlements, assets (64,000,000) (65,000,000)
Purchases, Sales, Issues and Settlements, Net, assets (109,000,000) 239,000,000
Bond trading securities | Commercial mortgage-backed securities (CMBS)
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 225,000,000 221,000,000
Sales, assets (106,000,000) (207,000,000)
Settlements, assets (278,000,000) (109,000,000)
Purchases, Sales, Issues and Settlements, Net, assets (159,000,000) (95,000,000)
Bond trading securities | Collateralized Debt Obligations/Asset Backed Securities (CDO/ABS)
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 7,382,000,000 331,000,000
Sales, assets (21,000,000) (304,000,000)
Settlements, assets (11,329,000,000) (350,000,000)
Purchases, Sales, Issues and Settlements, Net, assets (3,968,000,000) (323,000,000)
Equity securities
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 67,000,000  
Sales, assets (56,000,000) (31,000,000)
Settlements, assets (80,000,000) (17,000,000)
Purchases, Sales, Issues and Settlements, Net, assets (69,000,000) (48,000,000)
Mortgage and other loans receivable, net of allowance
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Settlements, assets (1,000,000) 1,000,000
Purchases, Sales, Issues and Settlements, Net, assets (1,000,000) 1,000,000
Other invested assets
   
Fair value assets and liabilities measured on recurring basis, unobservable input reconciliation    
Purchases, assets 900,000,000 718,000,000
Sales, assets (100,000,000) (296,000,000)
Settlements, assets (1,057,000,000) (1,161,000,000)
Purchases, Sales, Issues and Settlements, Net, assets $ (257,000,000) $ (739,000,000)