XML 116 R104.htm IDEA: XBRL DOCUMENT v3.5.0.2
Reconciliation of the Beginning and Ending Balances for Fair Valued Assets and Liabilities Measured on a Recurring Basis Using Significant Unobservable Inputs (Detail) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Jun. 30, 2016
Dec. 31, 2015
Jun. 30, 2015
Dec. 31, 2014
Other Liabilities [Member]                
Transfers to other balance sheet line items   $ 0 $ 0 $ 0        
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value $ 0 23 0 23   $ 23 $ 23 $ 27
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings   0 0 6 [1]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)   0 0 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Purchases   0 0 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Sales   0 0 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements   0 (23) (10)        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Liabilities Transfers Into Level 3   0 0 0        
Fair Value Measurement With Unobservable Inputs Reconciliation, Recurring Basis, Liabilities Transfers Out Of Level 3   0 0 0        
Change in unrealized gains / (losses) included in earnings for the period related to financial assets still held at the end of period   0 0 6 [1],[2]        
Collateralized Debt Obligations [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 0   0     89    
Included in earnings [3]     (1)          
OCI     0          
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases     0          
Sales     (88)          
Settlements     0          
Transfers to other balance sheet line items     0          
Transfers into Level 3     0          
Transferred Out of Level 3 in The Fair Value Hierarchy     0          
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income     0          
Derivative contracts, net [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 64 32 64 32 $ 60 15 14 20
Included in earnings 118 [4] 58 [5] 279 [4] 148 [5]        
OCI 0 0 0 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0 0 0        
Sales 0 0 0 0        
Settlements (2) (1) (2) (2)        
Transfers to other balance sheet line items (116) (41) (232) (138)        
Transfers into Level 3 0 0 0 0        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 0 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income 73 [4],[6] (1) [2],[5] 68 [4],[6] (5) [2],[5]        
Trading Securities [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 64   64     104    
Included in earnings     278          
OCI     0          
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases     0          
Sales     (88)          
Settlements     (2)          
Transfers to other balance sheet line items     (232)          
Transfers into Level 3     0          
Transferred Out of Level 3 in The Fair Value Hierarchy     0          
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income     68          
US States and Political Subdivisions Debt Securities [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 4 5 4 5 4 5 5 12
Included in earnings 0 0 0 0        
OCI 0 0 0 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0 0 0        
Sales 0 0 0 0        
Settlements 0 0 (1) (7)        
Transfers to other balance sheet line items 0 0 0 0        
Transfers into Level 3 0 0 0 0        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 0 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income 0 0 0 0        
Mortgage-backed Securities, Issued by Private Enterprises [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 76 102 76 102 83 94 112 123
Included in earnings 0 (1) 0 (1)        
OCI 0 1 [7] (1) [8] 2 [7]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0 0 0        
Sales 0 0 0 0        
Settlements (7) (10) (17) (22)        
Transfers to other balance sheet line items 0 0 0 0        
Transfers into Level 3 0 0 0 0        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 0 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income 0 (1) [2] 0 (1) [2]        
Asset-backed Securities [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 11 15 11 15 11 12 17 21
Included in earnings 0 0 0 0        
OCI 1 [8] 0 1 [8] 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0 0 0        
Sales 0 0 0 0        
Settlements (1) (2) (2) (6)        
Transfers to other balance sheet line items 0 0 0 0        
Transfers into Level 3 0 0 0 0        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 0 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income 0 0 0 0        
Other Debt Obligations [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 5 5 5 5 5 5 3 5
Included in earnings 0 0 0 0        
OCI 0 0 0 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 5 0 5        
Sales 0 0 0 0        
Settlements 0 (3) 0 (5)        
Transfers to other balance sheet line items 0 0 0 0        
Transfers into Level 3 0 0 0 0        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 0 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income 0 0 0 0        
Equity Securities [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 551 440 551 440 610 440 582 785
Included in earnings 0 0 0 0        
OCI 0 (2) [7] (1) [8] (2) [7]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0 276 104        
Sales 0 0 0 0        
Settlements (59) (140) (166) (447)        
Transfers to other balance sheet line items 0 0 0 0        
Transfers into Level 3 0 0 0 0        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 0 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income 0 0 0 0        
Available-for-sale Securities [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 647 567 647 567 713 556 719 946
Included in earnings 0 (1) 0 (1)        
OCI 1 [8] (1) 1 [8] 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 5 276 109        
Sales 0 0 0 0        
Settlements (67) (155) (186) (487)        
Transfers to other balance sheet line items 0 0 0 0        
Transfers into Level 3 0 0 0 0        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 0 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income 0 (1) 0 (1)        
Residential Mortgage, Loans Held For Sale [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 3 2 3 2 4 5 2 1
Included in earnings 0 0 0 0        
OCI 0 0 0 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0 0 0        
Sales (13) (7) (27) (16)        
Settlements 0 0 0 0        
Transfers to other balance sheet line items (2) (1) (4) (2)        
Transfers into Level 3 14 8 31 19        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 (2) 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income 0 0 0 0        
Loans Held For Investment [Member]                
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 234 262 234 262 $ 246 $ 257 $ 263 $ 272
Included in earnings (2) [9] 3 [10] 4 [9] 3 [10]        
OCI 0 0 0 0        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0 0 0        
Sales 0 0 0 0        
Settlements (10) (8) (32) (32)        
Transfers to other balance sheet line items (2) 0 (1) (1)        
Transfers into Level 3 2 4 6 20        
Transferred Out of Level 3 in The Fair Value Hierarchy 0 0 0 0        
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income $ (2) [6],[9] $ 3 [2],[10] $ 4 [6],[9] $ 1 [2],[10]        
[1] Amounts included in earnings are recognized in other noninterest expense.
[2] Change in unrealized gains/(losses) included in earnings during the period related to financial assets/liabilities still held at September 30, 2015.
[3] Amounts included in earnings are recognized in trading income.
[4] Includes issuances, fair value changes, and expirations and are recognized in mortgage production related income.
[5] Includes issuances, fair value changes, and expirations and are recognized in mortgage production related income.
[6] Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at September 30, 2016
[7] Amounts recognized in OCI are included in change in net unrealized gains/(losses) on securities AFS, net of tax
[8] Amounts recognized in OCI are included in change in net unrealized gains/(losses) on securities AFS, net of tax.
[9] Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in other noninterest income.
[10] Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income