Derivative Financial Instruments - Additional Information (Detail) (USD $) Share data in Millions, unless otherwise specified	3 Months Ended	12 Months Ended																12 Months Ended						12 Months Ended				3 Months Ended		12 Months Ended
	Sep. 30, 2008	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2012 Cash Flow Hedging	Dec. 31, 2011 Cash Flow Hedging	Dec. 31, 2010 Cash Flow Hedging	Dec. 31, 2012 Credit and Market Risk	Dec. 31, 2011 Credit and Market Risk	Dec. 31, 2012 Credit and Market Risk Additional Termination Event [Member]	Dec. 31, 2012 Credit and Market Risk Additional Termination Event [Member] Credit Downgrade [Member]	Dec. 31, 2012 Credit and Market Risk Credit Support Annex	Dec. 31, 2012 Credit and Market Risk Credit Support Annex Credit Downgrade [Member]	Dec. 31, 2012 Credit and Market Risk Credit Support Annex Additional Credit Downgrade [Member]	Dec. 31, 2012 Credit Default Swap	Dec. 31, 2011 Credit Default Swap	Dec. 31, 2012 Credit Derivatives Swap Participation	Dec. 31, 2011 Credit Derivatives Swap Participation	Dec. 31, 2012 sti_CashFlowDerivativesHedges [Member]		Dec. 31, 2011 sti_CashFlowDerivativesHedges [Member]		Dec. 31, 2012 Total Return Swap	Dec. 31, 2011 Total Return Swap	Dec. 31, 2012 Lower Limit	Dec. 31, 2012 Upper Limit	Dec. 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 [Member]	Sep. 30, 2008 Sun Trust Bank [Member] Subsidiaries [Member]	Dec. 31, 2012 Interest Income (Expense), Net [Member]	Dec. 31, 2011 Interest Income (Expense), Net [Member]	Dec. 31, 2010 Interest Income (Expense), Net [Member]	Dec. 31, 2012 Available-for-sale Securities [Member] Equity Contract Cash Flow Hedging	Dec. 31, 2011 Available-for-sale Securities [Member] Equity Contract Cash Flow Hedging	Dec. 31, 2010 Available-for-sale Securities [Member] Equity Contract Cash Flow Hedging
Derivative, Lower Remaining Maturity Range																		1 year		1 year
Weighted Average Term of Credit Risk Derivatives																4 years 4 months	4 years 4 months
Minimum Term of Credit Risk Derivatives		1 year	1 year													1 year	1 year
Max Term of Credit Risk Derivatives																10 years	10 years
Derivative asset positions							$ 1,800,000,000	$ 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							2,600,000,000	3,600,000,000
Collateral held by the Company against derivative asset positions							800,000,000	1,200,000,000
Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk							29,000,000	36,000,000
Derivative Liability, Fair Value, Gross Liability							1,300,000,000	1,200,000,000	9,000,000	3,000,000	1,300,000,000											46,000,000	17,000,000
Posted collateral											1,300,000,000
Posted collateral												5,000,000	3,000,000
Maximum exposure														52,000,000	167,000,000	20,000,000	57,000,000
Gross notional amounts														175,000,000	175,000,000							1,900,000,000	1,600,000,000
Fair values of written CDS															6,000,000											1,000,000	4,000,000
Derivative asset positions																						51,000,000	20,000,000
Collateral held																						282,000,000	285,000,000
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				398,000,000
Executed Equity Forward Agreements, Underlying Shares	60.0																											45.8	14.2
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net		1,000,000	2,000,000
Sold Equity Forward Agreements, Underlying Shares		59
Contributed Equity Forward Agreements, Underlying Shares		1
Net Gain on Sale of Certain Other Equity Securities		1,900,000,000
Executed Equity Forward Agreements, Losses Recognized In Securities Gains		305,000,000
pretax gains recognized on Coke cash flow hedging		60,000,000
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net				$ (28,000,000)	$ 423,000,000	$ 487,000,000																								$ 171,000,000	$ 202,000,000	$ 130,000,000	$ (365,000,000)	$ 0	$ 0
Maximum Term of Credit Risk Derivatives		3 years	3 years
Derivative, Higher Remaining Maturity Range																		5 years		5 years
Probable Forecasted Sale of Years																								6 years 6 months	7 years
Weighted Average of Maturities of Cash Flow Hedges, lower limit																		2 years 4 months	[1]
Weighted Average of Maturities of Cash Flow Hedges, upper limit																				3 years 4 months	[1]

[1] During the year ended December 31, 2012, the Company also recognized $60 million of pre-tax gains directly into net securities gains related to mark-to-market changes of the Coke hedging contracts when the cash flow hedging relationship failed to qualify for hedge accounting.