Derivative Financial Instruments - Additional Information (Detail) (USD $)			3 Months Ended											3 Months Ended	12 Months Ended	3 Months Ended						3 Months Ended
	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2012 Cash Flow Hedging	Mar. 31, 2013 Cash Flow Hedging	Mar. 31, 2013 Credit and Market Risk	Dec. 31, 2012 Credit and Market Risk	Mar. 31, 2013 Credit and Market Risk Additional Termination Event [Member]	Mar. 31, 2013 Credit and Market Risk Additional Termination Event [Member] Credit Downgrade [Member]	Mar. 31, 2013 Credit and Market Risk Credit Support Annex	Mar. 31, 2013 Credit and Market Risk Credit Support Annex Credit Downgrade [Member]	Mar. 31, 2013 Credit and Market Risk Credit Support Annex Additional Credit Downgrade [Member]	Mar. 31, 2013 Credit Default Swap	Dec. 31, 2012 Credit Default Swap	Mar. 31, 2013 Credit Derivatives Swap Participation	Dec. 31, 2012 Credit Derivatives Swap Participation	Mar. 31, 2013 sti_CashFlowDerivativesHedges [Member]	Mar. 31, 2012 sti_CashFlowDerivativesHedges [Member]	Mar. 31, 2013 Total Return Swap	Dec. 31, 2012 Total Return Swap	Mar. 31, 2013 Derivatives Sold Credit Default Swap	Dec. 31, 2012 Derivatives Sold Credit Default Swap	Mar. 31, 2013 Interest Income (Expense), Net [Member]	Mar. 31, 2012 Interest Income (Expense), Net [Member]	Mar. 31, 2012 Available-for-sale Securities [Member] Equity Contract Cash Flow Hedging
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net																$ 1,000,000	$ 1,000,000
Derivative, Lower Remaining Maturity Range																1 year
Weighted Average Term of Credit Risk Derivatives														6 years 10 months
Minimum Term of Credit Risk Derivatives														1 year	1 year
Max Term of Credit Risk Derivatives														13
Derivative asset positions					1,600,000,000	1,800,000,000
Net derivative asset positions to which the Company was exposed to risk of its counterparties, netted by counterparty where formal netting arrangements exist					2,500,000,000	2,600,000,000
Collateral Held by The Company Against Derivative Asset Positions	94,000,000	94,000,000			900,000,000	800,000,000
Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk					34,000,000	29,000,000
Derivative Liability, Fair Value, Gross Liability	6,795,000,000	7,514,000,000			1,400,000,000	1,300,000,000	8,000,000	4,000,000	1,400,000,000									52,000,000	46,000,000
Posted collateral									1,300,000,000
Posted collateral										5,000,000	9,000,000
Maximum exposure												52,000,000	52,000,000	27,000,000	20,000,000
Gross notional amounts												60,000,000	175,000,000					1,800,000,000	1,900,000,000
Credit Risk Derivatives, at Fair Value, Net												1,000,000	1,000,000	1,000,000	1,000,000					3,000,000	1,000,000
Derivative asset positions	7,568,000,000	8,656,000,000																55,000,000	51,000,000
Collateral held																		266,000,000	282,000,000
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				380,000,000
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			$ 83,000,000																			$ 27,000,000	$ 69,000,000	$ 0
Maximum Term of Credit Risk Derivatives														3 years	3 years
Derivative, Higher Remaining Maturity Range																4 years
Weighted Average of Maturities of Cash Flow Hedges, upper limit																2 years 1 month