Derivative Financial Instruments - Additional Information (Detail) (USD $) Share data in Millions, unless otherwise specified	3 Months Ended																				3 Months Ended				3 Months Ended
	Mar. 31, 2012	Mar. 31, 2011	Sep. 30, 2008	Mar. 31, 2012 Cash Flow Hedging	Mar. 31, 2011 Cash Flow Hedging	Mar. 31, 2012 Credit and Market Risk	Dec. 31, 2011 Credit and Market Risk	Mar. 31, 2012 Credit and Market Risk Additional Termination Event [Member]	Mar. 31, 2012 Credit and Market Risk Additional Termination Event [Member] Credit Downgrade [Member]	Mar. 31, 2012 Credit and Market Risk Credit Support Annex	Mar. 31, 2012 Credit and Market Risk Credit Support Annex Credit Downgrade [Member]	Mar. 31, 2012 Credit and Market Risk Credit Support Annex Additional Credit Downgrade [Member]	Mar. 31, 2012 Credit Default Swap	Dec. 31, 2011 Credit Default Swap	Mar. 31, 2012 Credit Derivatives Swap Participation	Dec. 31, 2011 Credit Derivatives Swap Participation	Mar. 31, 2012 sti_CashFlowDerivativesHedges [Member]		Mar. 31, 2012 Total Return Swap	Dec. 31, 2011 Total Return Swap	Mar. 31, 2012 Lower Limit years	Mar. 31, 2012 Upper Limit years	Mar. 31, 2012 Derivatives Sold Credit Default Swap	Dec. 31, 2011 Derivatives Sold Credit Default Swap	Sep. 30, 2008 Sun Trust Banks, Inc. and Subsidiaries Subsidiaries	Sep. 30, 2008 Sun Trust Bank Subsidiaries	Mar. 31, 2012 Interest Income (Expense), Net [Member] Cash Flow Hedging	Mar. 31, 2011 Interest Income (Expense), Net [Member] Cash Flow Hedging
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net				$ 83,000,000	$ 113,000,000																						$ 69,000,000	$ 41,000,000
Derivative asset positions						2,000,000,000	2,400,000,000
Net derivative asset positions to which the Company was exposed to risk of its counterparties, netted by counterparty where formal netting arrangements exist						3,000,000,000	3,600,000,000
Collateral held by the Company against derivative asset positions						1,000,000,000	1,200,000,000
Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk						32,000,000	36,000,000
Posted collateral											21,000,000	11,000,000
Gross notional amounts													125,000,000	175,000,000					1,800,000,000	1,600,000,000
Derivative asset positions																			40,000,000	20,000,000
Derivative liability positions						1,200,000,000	1,200,000,000	7,000,000	5,000,000	1,200,000,000									36,000,000	17,000,000
Collateral held																			270,000,000	285,000,000
Posted collateral									1,000,000	1,200,000,000
Derivative remaining terms, lower limit																	1 year
Derivative remaining terms, higher limit																	5 years
Deferred net gains on derivatives that are recorded in AOCI are expected to be reclassified to net interest income over the next twelve months in connection with the recognition of interest income or interest expense on these hedged items				288,000,000
Maximum exposure													117,000,000	167,000,000	51,000,000	57,000,000
Fair values of written CDS													1,000,000	6,000,000									1,000,000	4,000,000
Executed equity forward agreements, underlying shares			30.0																						22.9	7.1
Probable forecasted sale of Coke																					6.5	7.0
Reconized ineffectiveness which was recorded in trading account profits and commissions	$ 1,000,000	$ 1,000,000
sti_WeightedAverageofMaturitiesofCashFlowHedges [Line Items]																	P3.2Y	[1]
Average Term of Credit Risk Derivatives															P4.5Y
Minimum Term of Credit Risk Derivatives	1 year														1 year
Maximum Term of Credit Risk Derivatives	9 years														8 years

[1] During the three months ended March 31, 2012, the Company also reclassified $69 million in pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been previously terminated or de-designated and are reclassified into earnings in the same period in which the forecasted transaction occurs.