Derivative Financial Instruments - Additional Information (Detail) (USD $) Share data in Millions, unless otherwise specified	3 Months Ended			9 Months Ended		3 Months Ended		9 Months Ended													3 Months Ended				9 Months Ended				3 Months Ended				9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2008	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012 Cash Flow Hedging	Sep. 30, 2011 Cash Flow Hedging	Sep. 30, 2012 Cash Flow Hedging	Sep. 30, 2011 Cash Flow Hedging	Sep. 30, 2012 Credit and Market Risk	Dec. 31, 2011 Credit and Market Risk	Sep. 30, 2012 Credit and Market Risk Additional Termination Event [Member]	Sep. 30, 2012 Credit and Market Risk Additional Termination Event [Member] Credit Downgrade [Member]	Sep. 30, 2012 Credit and Market Risk Credit Support Annex	Sep. 30, 2012 Credit and Market Risk Credit Support Annex Credit Downgrade [Member]	Sep. 30, 2012 Credit and Market Risk Credit Support Annex Additional Credit Downgrade [Member]	Sep. 30, 2012 Credit Default Swap	Dec. 31, 2011 Credit Default Swap	Sep. 30, 2012 Credit Derivatives Swap Participation	Dec. 31, 2011 Credit Derivatives Swap Participation	Sep. 30, 2012 sti_CashFlowDerivativesHedges [Member]		Sep. 30, 2012 Total Return Swap	Dec. 31, 2011 Total Return Swap	Sep. 30, 2012 Lower Limit	Sep. 30, 2012 Upper Limit	Sep. 30, 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	Sep. 30, 2012 Interest Income (Expense), Net [Member]	Sep. 30, 2011 Interest Income (Expense), Net [Member]	Sep. 30, 2012 Interest Income (Expense), Net [Member]	Sep. 30, 2011 Interest Income (Expense), Net [Member]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net						$ (281,000,000)	$ 103,000,000	$ (115,000,000)	$ 321,000,000																						$ 34,000,000	$ 56,000,000	$ 140,000,000	$ 146,000,000
Derivative asset positions										2,300,000,000	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										3,300,000,000	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										31,000,000	36,000,000
Posted collateral															11,000,000	3,000,000
Gross notional amounts																	70,000,000	175,000,000					1,900,000,000	1,600,000,000
Derivative asset positions																							56,000,000	20,000,000
Derivative Liability, Fair Value, Gross Liability										1,400,000,000	1,200,000,000	10,000,000	4,000,000	1,400,000,000									52,000,000	17,000,000
Collateral held																							272,000,000	285,000,000
Posted collateral														1,300,000,000
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						279,000,000		279,000,000
Maximum exposure																	62,000,000	167,000,000	30,000,000	57,000,000
Fair values of written CDS																	1,000,000	6,000,000									2,000,000	4,000,000
Executed Equity Forward Agreements, Underlying Shares			60.0																										45.8	14.2
Contributed Equity Forward Agreements, Underlying Shares	1
Net Gain on Sale of Certain Other Equity Securities	1,900,000,000
Probable forecasted sale of Coke																									6 years 6 months	7 years
Reconized ineffectiveness which was recorded in trading account profits and commissions	0	1,000,000		1,000,000	1,000,000
Executed Equity Forward Agreements, Losses Recognized In Securities Gains	305,000,000			305,000,000
Sold Equity Forward Agreements, Underlying Shares	59
pretax gains recognized on Coke cash flow hedging	$ 60,000,000			$ 60,000,000
sti_WeightedAverageofMaturitiesofCashFlowHedges [Line Items]																					2 years 6 months	[1]
Average Term of Credit Risk Derivatives																			4 years 1 month
Minimum Term of Credit Risk Derivatives	1 year			1 year															1 year
Max Term of Credit Risk Derivatives																			11 years
Maximum Term of Credit Risk Derivatives	3 years

[1] During the three and nine months ended September 30, 2012, the Company also reclassified $34 million and $140 million, respectively, 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.