Derivative Financial Instruments - Additional Information (Detail) (USD $)				3 Months Ended											3 Months Ended
	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014 Cash Flow Hedging	Mar. 31, 2014 written risk participations [Member]	Mar. 31, 2014 Credit and Market Risk	Dec. 31, 2013 Credit and Market Risk	Mar. 31, 2014 Credit and Market Risk Additional Termination Event [Member]	Mar. 31, 2014 Credit and Market Risk Additional Termination Event [Member] Credit Downgrade [Member]	Mar. 31, 2014 Credit and Market Risk Credit Support Annex	Mar. 31, 2014 Credit and Market Risk Credit Support Annex Credit Downgrade [Member]	Mar. 31, 2014 Credit Default Swap	Dec. 31, 2013 Credit Default Swap	Mar. 31, 2014 Credit Derivatives Swap Participation	Dec. 31, 2013 Credit Derivatives Swap Participation	Mar. 31, 2014 Cash Flow Derivatives Hedges [Member]	Mar. 31, 2013 Cash Flow Derivatives Hedges [Member]	Mar. 31, 2014 Total Return Swap	Dec. 31, 2013 Total Return Swap	Mar. 31, 2014 Derivatives Sold Credit Default Swap	Dec. 31, 2013 Derivatives Sold Credit Default Swap
Derivative asset positions					$ 900,000,000	$ 1,000,000,000
Net derivative asset positions to which the Company was exposed to risk of its counterparties, netted by counterparty where formal netting arrangements exist					1,300,000,000	1,500,000,000
Collateral Held by The Company Against Derivative Asset Positions					400,000,000	500,000,000
Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk					14,000,000	16,000,000
Derivative Liability, Fair Value, Gross Liability	5,139,000,000	5,673,000,000			894,000,000	941,000,000	5,000,000	7,000,000	889,000,000								21,000,000	31,000,000
Derivative Liability, Fair Value of Collateral	843,000,000	864,000,000
Posted collateral										8,000,000
Minimum Term of Credit Risk Derivatives				1 year
Maximum Term of Credit Risk Derivatives				9 years
Maximum exposure												60,000,000	23,000,000	33,000,000
Derivative, Notional Amount											10,000,000	70,000,000					1,400,000,000	1,500,000,000
Credit Risk Derivatives, at Fair Value, Net											1,000,000	3,000,000	1,000,000	1,000,000					0	3,000,000
Derivative Asset, Fair Value, Gross Asset	5,463,000,000	6,125,000,000															25,000,000	35,000,000
Collateral held																	194,000,000	228,000,000
Weighted Average Term of Credit Risk Derivatives				5.4
Derivative, Lower Remaining Maturity Range															1 year
Derivative, Higher Remaining Maturity Range															5 years
Weighted Average of Maturities of Cash Flow Hedges															1.7
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net															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			$ 322,000,000