Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Maximum potential amount of future undiscounted payments that could be required under the credit derivative, before reduction for potential recoveries under recourse or collateralization provisions.

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Fair value of securities received as collateral against derivative assets.

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Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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This item represents disclosure of all significant concentrations of credit risk or market risk arising from the subject financial instrument (as defined), whether from an individual counterparty or groups of counterparties.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Derivative Liability, Fair Value, Gross Liability	$ 3,499		$ 3,499		$ 4,442
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	106		106
Derivative, Notional Amount	230,681		230,681		249,705
Derivative Asset, Fair Value, Gross Asset	3,070		3,070		3,904
Netted counterparty balance [Member]
Fair Value, Concentration of Risk, Derivative Instruments, Assets	400		400		541
Derivative Asset, Fair Value of Collateral	483		483		399
Netted counterparty balance gains [Member]
Fair Value, Concentration of Risk, Derivative Instruments, Assets	883		883		900
Derivative liability positions containing provisions conditioned on downgrades [Member]
Derivative Liability, Fair Value, Gross Liability	900		900		1,100
Additional Termination Event [Member]
Derivative Liability, Fair Value, Gross Liability	1		1
Additional Termination Event [Member] \| Maximum [Member]
Derivative Liability, Fair Value, Gross Liability	18		18
Credit Support Annex [Member]
Derivative Liability, Fair Value, Gross Liability	900		900
Collateral Already Posted, Aggregate Fair Value	800		800
Credit Support Annex [Member] \| Moody's, Baa2 Rating [Member]
Additional Collateral, Aggregate Fair Value	2		2
Credit Support Annex [Member] \| Moody's, Baa3 Rating [Member]
Additional Collateral, Aggregate Fair Value	3		3
Credit Default Swap, Buying Protection [Member]
Derivative, Notional Amount					5
Total Return Swap [Member]
Derivative Liability, Fair Value, Gross Liability	13		13		13
Collateral Already Posted, Aggregate Fair Value	330		330		368
Derivative, Notional Amount	1,600		1,600		1,700
Derivative Asset, Fair Value, Gross Asset	16		$ 16		15
Financial Guarantee [Member]
Derivative, Average Remaining Maturity			11 years 3 months	5 years 6 months
Credit Derivative, Maximum Exposure, Undiscounted	165		$ 165		$ 55
Financial Guarantee [Member] \| Minimum [Member]
Derivative, Remaining Maturity			1 year	1 year
Financial Guarantee [Member] \| Maximum [Member]
Derivative, Remaining Maturity			20 years	9 years
Interest Rate Contract [Member] \| Cash Flow Hedging [Member]
Derivative, Average Remaining Maturity			3 years 2 months	3 years 7 months
Interest Rate Contract [Member] \| Minimum [Member] \| Cash Flow Hedging [Member]
Derivative, Remaining Maturity			1 year	1 year
Interest Rate Contract [Member] \| Maximum [Member] \| Cash Flow Hedging [Member]
Derivative, Remaining Maturity			5 years	5 years
Interest Income [Member] \| Loans Held-For-Investment [Member] \| Interest Rate Contract [Member] \| Cash Flow Hedging [Member]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	$ (61)	$ 76	$ (225)	$ 51