Fair value of securities received as collateral against derivative assets.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
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Fair value of securities pledged as collateral against derivative liabilities.

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Nominal or face amount used to calculate payment on derivative.

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Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
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Amount of investment in equity security without readily determinable fair value.

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Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 321
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Amount of cumulative impairment loss on investment in equity security without readily determinable fair value.

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Amount of cumulative gain from upward price adjustment on investment in equity security without readily determinable fair value.

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Derivative Settled, Notional Amount

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Fair Value Measurements and Financial Instruments - Additional Information (Detail)		1 Months Ended
	Mar. 31, 2022 USD ($)	Apr. 27, 2022 USD ($)	Mar. 31, 2022 EUR (€)	Dec. 31, 2021 USD ($)	Dec. 31, 2021 EUR (€)
Derivatives, Fair Value [Line Items]
Carrying amount of our investments without readily determinable fair values	$ 828,000,000			$ 808,000,000
Cumulative adjustments due to observable price changes	157,000,000
Cumulative adjustments due to impairment charges	63,000,000
Accumulated other comprehensive income related to cash flow hedges	1,000,000,000
Derivative asset fair value of collateral	0			100,000,000
Derivative liability fair value of collateral	300,000,000
Cross currency swaps
Derivatives, Fair Value [Line Items]
Net investment hedge	32,502,000,000			32,502,000,000
Interest rate swaps
Derivatives, Fair Value [Line Items]
Net investment hedge	25,571,000,000			19,779,000,000
Interest rate swaps \| Subsequent Event
Derivatives, Fair Value [Line Items]
Notional amount of derivative instruments entered during period		$ 500,000,000
Forward starting interest rate swaps
Derivatives, Fair Value [Line Items]
Net investment hedge	$ 600,000,000			$ 1,000,000,000
Forward starting interest rate swaps \| Cash Flow Hedging \| Subsequent Event
Derivatives, Fair Value [Line Items]
Notional amount of derivative settled during period		$ 600,000,000
Euro Denominated Debt \| Net Investment Hedges
Derivatives, Fair Value [Line Items]
Net investment hedge \| €			€ 750,000,000		€ 750,000,000