XML 22 R104.htm IDEA: XBRL DOCUMENT v3.2.0.727
Fair Value Election and Measurement Level 3 Significant Unobservable Input Assumptions (Details) - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2015
Dec. 31, 2014
level 3 fair value assumptions [Line Items]    
Trading assets [1] $ 6,438 $ 6,202
Available-for-sale Securities [2] 27,113 26,770
Loans Held-for-sale, Fair Value Disclosure 1,866 1,892
Loans Receivable, Fair Value Disclosure 263 272
Servicing Asset at Fair Value, Amount 1,393 1,206
Other Liabilities, Fair Value Disclosure 23 [3] 27 [4]
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Trading assets 24 25
Available-for-sale Securities 719 946
Loans Receivable, Fair Value Disclosure 263 272
Servicing Asset at Fair Value, Amount 1,393 1,206
Other Liabilities, Fair Value Disclosure 23 [3] 27 [4]
Fair Value, Measurements, Recurring [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Other Assets, Fair Value Disclosure $ 14 [5] $ 20 [6]
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
fair value inputs, loan production volume 0.00% 0.00%
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
fair value inputs, loan production volume 150.00% 150.00%
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
fair value inputs, loan production volume   1.07%
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Loan Production Volume [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Other Liabilities, Fair Value Disclosure $ 23 [7] $ 27 [8]
Fair Value, Measurements, Recurring [Member] | Equity Securities [Member] | Cost Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Available-for-sale Securities 582 785
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member] | Market Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, indicative pricing based on overcollateralization ratio   $ 0
Fair Value Inputs, Estimated Collateral Losses   0.00%
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member] | Market Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, indicative pricing based on overcollateralization ratio   $ 0
Fair Value Inputs, Estimated Collateral Losses   0.00%
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member] | Market Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, indicative pricing based on overcollateralization ratio   $ 0
Fair Value Inputs, Estimated Collateral Losses   0.00%
Fair Value, Measurements, Recurring [Member] | Asset-backed Securities [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Available-for-sale Securities 17 $ 21
Fair Value, Measurements, Recurring [Member] | Asset-backed Securities [Member] | Market Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Indicative Pricing   0
Fair Value, Measurements, Recurring [Member] | Asset-backed Securities [Member] | Market Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Indicative Pricing   0
Fair Value, Measurements, Recurring [Member] | Other Debt Obligations [Member] | Cost Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Available-for-sale Securities 3 5
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Available-for-sale Securities $ 5 12
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Market Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Indicative Pricing   0
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Market Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Indicative Pricing   0
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Market Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Indicative Pricing   0
Fair Value, Measurements, Recurring [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Available-for-sale Securities $ 112 123
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Loans Held-for-sale, Fair Value Disclosure $ 2 $ 1
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread 1.43% 1.45%
Fair Value Inputs, Conditional Prepayment Rate 2.00% 1.00%
Fair Value Inputs, Probability of Default 0.00% 0.00%
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread 1.62% 2.25%
Fair Value Inputs, Conditional Prepayment Rate 25.00% 30.00%
Fair Value Inputs, Probability of Default 2.00% 3.00%
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread 1.51% 1.57%
Fair Value Inputs, Conditional Prepayment Rate 14.00% 15.00%
Fair Value Inputs, Probability of Default 0.50% 0.75%
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Loans Receivable, Fair Value Disclosure $ 2 $ 3
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Loans Receivable, Fair Value Disclosure $ 261 $ 269
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread 0.00% 0.00%
Fair Value Inputs, Conditional Prepayment Rate 5.00% 4.00%
Fair Value Inputs, Probability of Default 0.00% 0.00%
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread 4.50% 4.50%
Fair Value Inputs, Conditional Prepayment Rate 35.00% 30.00%
Fair Value Inputs, Probability of Default 5.00% 7.00%
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread 2.75% 2.86%
Fair Value Inputs, Conditional Prepayment Rate 12.00% 13.75%
Fair Value Inputs, Probability of Default 1.75% 1.75%
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Servicing Asset at Fair Value, Amount $ 1,393 $ 1,206
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread (4.07%)  
Fair Value Inputs, Conditional Prepayment Rate 1.00% 2.00%
Fair Value Inputs, Discount Rate   (1.00%)
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread 105.00%  
Fair Value Inputs, Conditional Prepayment Rate 21.00% 47.00%
Fair Value Inputs, Discount Rate   122.00%
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Option Adjusted Spread 9.00%  
Fair Value Inputs, Conditional Prepayment Rate 9.00% 11.00%
Fair Value Inputs, Discount Rate   10.00%
Fair Value, Measurements, Recurring [Member] | Other Assets [Member] | Market Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Pull Through Rate 40.00% 40.00%
Fair Value Inputs, Msr Value 0.34% 0.39%
Fair Value, Measurements, Recurring [Member] | Other Assets [Member] | Market Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Pull Through Rate 100.00% 100.00%
Fair Value Inputs, Msr Value 2.20% 2.18%
Fair Value, Measurements, Recurring [Member] | Other Assets [Member] | Market Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]    
level 3 fair value assumptions [Line Items]    
Fair Value Inputs, Pull Through Rate 76.00% 75.00%
Fair Value Inputs, Msr Value 1.19% 1.07%
[1] Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,481 million and $1,316 million at June 30, 2015 and December 31, 2014, respectively
[2] Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at June 30, 2015 and December 31, 2014, respectively.
[3] Includes contingent consideration obligations related to acquisitions.
[4] Includes contingent consideration obligations related to acquisitions.
[5] Represents the net of IRLC assets and liabilities entered into by the Mortgage Banking segment and includes the derivative liability associated with the Company's sale of Visa shares.
[6] Represents the net of IRLC assets and liabilities entered into by the Mortgage Banking segment and includes the derivative liability associated with the Company's sale of Visa shares.
[7] Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.
[8] Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.