XML 67 R55.htm IDEA: XBRL DOCUMENT v3.21.2
Fair Value Measurements (Recurring Basis Hierarchy Leveling) (Details) - USD ($)
$ in Millions
Sep. 30, 2021
Dec. 31, 2020
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale $ 38,032.9 $ 42,022.0
Derivative Assets 3,004.2 4,558.2
NETTING (939.5) (3,507.8)
Derivative Assets 2,064.7 1,050.4
Derivative Liabilities 2,756.7 4,882.8
NETTING (2,333.9) (2,817.1)
Derivative Liabilities 422.8 2,065.7
Cross Product Collateral Adjustment    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
NETTING (92.9) (1,867.8)
NETTING (1,487.3) (1,177.2)
U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 2,550.2 2,799.9
Obligations of States and Political Subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 3,750.1 3,083.6
Government Sponsored Agency    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 18,541.7 24,956.7
Non-U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 273.4 714.0
Corporate Debt    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 2,443.8 2,539.6
Covered Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 559.0 553.1
Sub-Sovereign, Supranational and Non-U.S. Agency Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 3,022.7 2,345.8
Other Asset-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 5,635.0 3,997.5
Commercial Mortgage-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 1,257.0 1,031.8
LEVEL 2    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 35,500.0 39,200.0
Fair Value, Measurements, Recurring    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 38,032.9 42,022.0
Trading Account 0.2 0.5
Total Available for Sale and Trading Debt Securities 38,033.1 42,022.5
Fair Value, Measurements, Recurring | U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 2,550.2 2,799.9
Fair Value, Measurements, Recurring | Obligations of States and Political Subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 3,750.1 3,083.6
Fair Value, Measurements, Recurring | Government Sponsored Agency    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 18,541.7 24,956.7
Fair Value, Measurements, Recurring | Non-U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 273.4 714.0
Fair Value, Measurements, Recurring | Corporate Debt    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 2,443.8 2,539.6
Fair Value, Measurements, Recurring | Covered Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 559.0 553.1
Fair Value, Measurements, Recurring | Sub-Sovereign, Supranational and Non-U.S. Agency Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 3,022.7 2,345.8
Fair Value, Measurements, Recurring | Other Asset-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 5,635.0 3,997.5
Fair Value, Measurements, Recurring | Commercial Mortgage-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 1,257.0 1,031.8
Fair Value, Measurements, Recurring | Other Assets    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
NETTING (939.5) (3,507.8)
Derivative Assets 2,064.7 1,050.4
Fair Value, Measurements, Recurring | Other Assets | Foreign Exchange Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
NETTING (936.9) (3,505.3)
Derivative Assets 1,872.5 755.4
Fair Value, Measurements, Recurring | Other Assets | Interest Rate Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
NETTING (2.6) (2.5)
Derivative Assets 192.2 295.0
Fair Value, Measurements, Recurring | Other Liabilities    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
NETTING (2,333.9) (2,817.1)
Derivative Liabilities 422.8 2,065.7
Fair Value, Measurements, Recurring | Other Liabilities | Foreign Exchange Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
NETTING (2,268.8) (2,718.6)
Derivative Liabilities 343.9 2,003.9
Fair Value, Measurements, Recurring | Other Liabilities | Interest Rate Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
NETTING (65.1) (98.5)
Derivative Liabilities 42.2 26.5
Fair Value, Measurements, Recurring | Other Liabilities | Other Financial Derivatives    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
NETTING 0.0 0.0
Derivative Liabilities 36.7 35.3
Fair Value, Measurements, Recurring | LEVEL 1    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 2,550.2 2,799.9
Trading Account 0.0 0.0
Total Available for Sale and Trading Debt Securities 2,550.2 2,799.9
Fair Value, Measurements, Recurring | LEVEL 1 | U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 2,550.2 2,799.9
Fair Value, Measurements, Recurring | LEVEL 1 | Obligations of States and Political Subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Government Sponsored Agency    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Non-U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Corporate Debt    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Covered Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Sub-Sovereign, Supranational and Non-U.S. Agency Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Other Asset-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Commercial Mortgage-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Other Assets    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Other Assets | Foreign Exchange Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Other Assets | Interest Rate Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Other Liabilities    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Other Liabilities | Foreign Exchange Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Other Liabilities | Interest Rate Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 1 | Other Liabilities | Other Financial Derivatives    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 2    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 35,482.7 39,222.1
Trading Account 0.2 0.5
Total Available for Sale and Trading Debt Securities 35,482.9 39,222.6
Fair Value, Measurements, Recurring | LEVEL 2 | U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 2 | Obligations of States and Political Subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 3,750.1 3,083.6
Fair Value, Measurements, Recurring | LEVEL 2 | Government Sponsored Agency    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 18,541.7 24,956.7
Fair Value, Measurements, Recurring | LEVEL 2 | Non-U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 273.4 714.0
Fair Value, Measurements, Recurring | LEVEL 2 | Corporate Debt    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 2,443.8 2,539.6
Fair Value, Measurements, Recurring | LEVEL 2 | Covered Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 559.0 553.1
Fair Value, Measurements, Recurring | LEVEL 2 | Sub-Sovereign, Supranational and Non-U.S. Agency Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 3,022.7 2,345.8
Fair Value, Measurements, Recurring | LEVEL 2 | Other Asset-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 5,635.0 3,997.5
Fair Value, Measurements, Recurring | LEVEL 2 | Commercial Mortgage-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 1,257.0 1,031.8
Fair Value, Measurements, Recurring | LEVEL 2 | Other Assets    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 3,004.2 4,558.2
Fair Value, Measurements, Recurring | LEVEL 2 | Other Assets | Foreign Exchange Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 2,809.4 4,260.7
Fair Value, Measurements, Recurring | LEVEL 2 | Other Assets | Interest Rate Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 194.8 297.5
Fair Value, Measurements, Recurring | LEVEL 2 | Other Liabilities    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 2,720.0 4,847.5
Fair Value, Measurements, Recurring | LEVEL 2 | Other Liabilities | Foreign Exchange Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 2,612.7 4,722.5
Fair Value, Measurements, Recurring | LEVEL 2 | Other Liabilities | Interest Rate Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 107.3 125.0
Fair Value, Measurements, Recurring | LEVEL 2 | Other Liabilities | Other Financial Derivatives    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Trading Account 0.0 0.0
Total Available for Sale and Trading Debt Securities 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Obligations of States and Political Subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Government Sponsored Agency    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Non-U.S. Government    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Corporate Debt    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Covered Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Sub-Sovereign, Supranational and Non-U.S. Agency Bonds    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Other Asset-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Commercial Mortgage-Backed    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Available-for-sale 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Other Assets    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Other Assets | Foreign Exchange Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Other Assets | Interest Rate Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Assets 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Other Liabilities    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 36.7 35.3
Fair Value, Measurements, Recurring | LEVEL 3 | Other Liabilities | Foreign Exchange Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Other Liabilities | Interest Rate Contracts    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities 0.0 0.0
Fair Value, Measurements, Recurring | LEVEL 3 | Other Liabilities | Other Financial Derivatives    
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]    
Derivative Liabilities $ 36.7 $ 35.3