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Derivative Financial Instruments - Additional Information (Detail) (USD $)
3 Months Ended 12 Months Ended 3 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Mar. 31, 2014
Derivative Liability, Fair Value, Gross Liability 5,728,000,000us-gaap_DerivativeFairValueOfDerivativeLiability $ 5,577,000,000us-gaap_DerivativeFairValueOfDerivativeLiability  
Derivative Asset, Fair Value, Gross Asset 6,067,000,000us-gaap_DerivativeFairValueOfDerivativeAsset 5,839,000,000us-gaap_DerivativeFairValueOfDerivativeAsset  
Cash Flow Hedging      
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 208,000,000us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
   
written risk participations [Member]      
Minimum Term of Credit Risk Derivatives 0 years    
Maximum Term of Credit Risk Derivatives 8 years    
Weighted Average Term of Credit Risk Derivatives 5    
Credit and Market Risk      
Derivative asset positions 1,200,000,000us-gaap_FairValueConcentrationOfRiskDerivativeFinancialInstrumentsAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
1,100,000,000us-gaap_FairValueConcentrationOfRiskDerivativeFinancialInstrumentsAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
 
Net derivative asset positions to which the Company was exposed to risk of its counterparties, netted by counterparty where formal netting arrangements exist 1,800,000,000sti_DerivativeGainsByCounterparty
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
1,500,000,000sti_DerivativeGainsByCounterparty
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
 
Collateral Held by The Company Against Derivative Asset Positions 602,000,000sti_CollateralHeldByCompanyAgainstDerivativeAssetPositions
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
386,000,000sti_CollateralHeldByCompanyAgainstDerivativeAssetPositions
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
 
Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk 3,000,000sti_DerivativeCounterpartyCreditRiskAdjustment
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
7,000,000sti_DerivativeCounterpartyCreditRiskAdjustment
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
 
Derivative Liability, Fair Value, Gross Liability 1,200,000,000us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
1,100,000,000us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
 
Credit and Market Risk | Additional Termination Event [Member]      
Derivative Liability, Fair Value, Gross Liability 1,000,000us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
/ sti_DerivativesFairValueByEventAxis
= sti_AdditionalTerminationEventMember
   
Credit and Market Risk | Additional Termination Event [Member] | Credit Downgrade [Member]      
Derivative Liability, Fair Value, Gross Liability 29,000,000us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
/ sti_DerivativesFairValueByCreditEstimatesAxis
= sti_CreditDowngradeMember
/ sti_DerivativesFairValueByEventAxis
= sti_AdditionalTerminationEventMember
   
Credit and Market Risk | Credit Support Annex      
Derivative Liability, Fair Value, Gross Liability 1,200,000,000us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
/ sti_DerivativesFairValueByEventAxis
= sti_CreditSupportAnnexMember
   
Derivative Liability, Fair Value of Collateral 1,100,000,000us-gaap_DerivativeLiabilityFairValueOfCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
/ sti_DerivativesFairValueByEventAxis
= sti_CreditSupportAnnexMember
   
Credit and Market Risk | Credit Support Annex | Credit Downgrade [Member]      
Posted collateral 22,000,000us-gaap_AdditionalCollateralAggregateFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditAndMarketRiskMember
/ sti_DerivativesFairValueByCreditEstimatesAxis
= sti_CreditDowngradeMember
/ sti_DerivativesFairValueByEventAxis
= sti_CreditSupportAnnexMember
   
Credit Default Swap      
Maximum Term of Credit Risk Derivatives 5 years 4 years  
Maximum exposure 284,000,000us-gaap_CreditDerivativeMaximumExposureUndiscounted
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditDefaultSwapMember
20,000,000us-gaap_CreditDerivativeMaximumExposureUndiscounted
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditDefaultSwapMember
 
Derivative, Notional Amount 494,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditDefaultSwapMember
190,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditDefaultSwapMember
 
Credit Risk Derivatives, at Fair Value, Net 9,000,000us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditDefaultSwapMember
5,000,000us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditDefaultSwapMember
 
Credit Derivatives Swap Participation      
Maximum exposure   31,000,000us-gaap_CreditDerivativeMaximumExposureUndiscounted
/ us-gaap_DerivativeInstrumentRiskAxis
= sti_CreditDerivativesSwapParticipationMember
 
Cash Flow Derivatives Hedges [Member]      
Derivative, Lower Remaining Maturity Range 0 years    
Derivative, Higher Remaining Maturity Range 5 years    
Weighted Average of Maturities of Cash Flow Hedges 2.5    
Total Return Swap      
Derivative Liability, Fair Value, Gross Liability 15,000,000us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TotalReturnSwapMember
14,000,000us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TotalReturnSwapMember
 
Derivative, Notional Amount   2,300,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TotalReturnSwapMember
 
Derivative Asset, Fair Value, Gross Asset 20,000,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TotalReturnSwapMember
19,000,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TotalReturnSwapMember
 
Collateral held 381,000,000sti_DerivativeContractCollateralHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TotalReturnSwapMember
373,000,000sti_DerivativeContractCollateralHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TotalReturnSwapMember
 
Derivatives Sold | Credit Default Swap      
Credit Risk Derivatives, at Fair Value, Net 3,000,000us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_DerivativeByNatureAxis
= sti_DerivativesSoldMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditDefaultSwapMember
1,000,000us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_DerivativeByNatureAxis
= sti_DerivativesSoldMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditDefaultSwapMember
 
Interest Income (Expense), Net [Member]      
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net 19,000,000us-gaap_DerivativeInstrumentsGainLossReclassifiedFromAccumulatedOCIIntoIncomeEffectivePortionNet
/ us-gaap_IncomeStatementLocationAxis
= sti_InterestIncomeExpenseNetMember
  $ 26,000,000us-gaap_DerivativeInstrumentsGainLossReclassifiedFromAccumulatedOCIIntoIncomeEffectivePortionNet
/ us-gaap_IncomeStatementLocationAxis
= sti_InterestIncomeExpenseNetMember