Derivative Financial Instruments - Additional Information (Detail) (USD $)			3 Months Ended		6 Months Ended										6 Months Ended	12 Months Ended			3 Months Ended		6 Months Ended						3 Months Ended		6 Months Ended
	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2013 Cash Flow Hedging	Jun. 30, 2012 Cash Flow Hedging	Jun. 30, 2013 Cash Flow Hedging	Jun. 30, 2012 Cash Flow Hedging	Jun. 30, 2013 written risk participations [Member]	Jun. 30, 2013 Credit and Market Risk	Dec. 31, 2012 Credit and Market Risk	Jun. 30, 2013 Credit and Market Risk Additional Termination Event [Member]	Jun. 30, 2013 Credit and Market Risk Additional Termination Event [Member] Credit Downgrade [Member]	Jun. 30, 2013 Credit and Market Risk Credit Support Annex	Jun. 30, 2013 Credit and Market Risk Credit Support Annex Credit Downgrade [Member]	Jun. 30, 2013 Credit and Market Risk Credit Support Annex Additional Credit Downgrade [Member]	Jun. 30, 2013 Credit Default Swap	Dec. 31, 2012 Credit Default Swap	Jun. 30, 2013 Credit Derivatives Swap Participation	Dec. 31, 2012 Credit Derivatives Swap Participation	Jun. 30, 2013 Cash Flow Derivatives Hedges [Member]	Jun. 30, 2012 Cash Flow Derivatives Hedges [Member]	Jun. 30, 2013 Cash Flow Derivatives Hedges [Member]	Jun. 30, 2012 Cash Flow Derivatives Hedges [Member]	Jun. 30, 2013 Total Return Swap	Dec. 31, 2012 Total Return Swap	Jun. 30, 2013 Derivatives Sold Credit Default Swap	Dec. 31, 2012 Derivatives Sold Credit Default Swap	Jun. 30, 2013 Interest Income (Expense), Net [Member]	Jun. 30, 2012 Interest Income (Expense), Net [Member]	Jun. 30, 2013 Interest Income (Expense), Net [Member]	Jun. 30, 2012 Interest Income (Expense), Net [Member]
Derivative asset positions								$ 1,200,000,000	$ 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								2,000,000,000	2,600,000,000
Collateral Held by The Company Against Derivative Asset Positions	68,000,000	94,000,000						800,000,000	800,000,000
Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk								19,000,000	29,000,000
Derivative Liability, Fair Value, Gross Liability	5,938,000,000	7,514,000,000						1,000,000,000	1,300,000,000	5,000,000	4,000,000	1,000,000,000											26,000,000	46,000,000
Posted collateral												951,000,000
Posted collateral													10,000,000	2,000,000
Maximum exposure															52,000,000	52,000,000	25,000,000	20,000,000
Gross notional amounts															130,000,000	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							1,000,000	1,000,000
Derivative Asset, Fair Value, Gross Asset	6,621,000,000	8,656,000,000																					30,000,000	51,000,000
Collateral held																							276,000,000	282,000,000
Derivative, Lower Remaining Maturity Range																					1 year
Weighted Average Term of Credit Risk Derivatives							7 years 4 months
Minimum Term of Credit Risk Derivatives							1 year								1 year	1 year
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			79,000,000	83,000,000	166,000,000	166,000,000																					21,000,000	37,000,000	48,000,000	105,000,000
Maximum Term of Credit Risk Derivatives							13 years								2 years	2 years
Derivative, Higher Remaining Maturity Range																					5 years
Weighted Average of Maturities of Cash Flow Hedges, upper limit																			2 years 7 months		2 years 7 months
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net																			1,000,000	1,000,000	1,000,000	1,000,000
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			$ 396,000,000		$ 396,000,000