Derivative Financial Instruments - Additional Information (Detail) (USD $) Share data in Millions, unless otherwise specified	3 Months Ended	6 Months Ended		3 Months Ended			6 Months Ended					6 Months Ended			6 Months Ended
	Sep. 30, 2008	Jun. 30, 2011	Jun. 30, 2010	Sep. 30, 2008 Sun Trust Banks, Inc. and Subsidiaries Subsidiaries	Sep. 30, 2008 Sun Trust Bank Subsidiaries	Jun. 30, 2011 Derivatives Sold Credit Default Swap	Jun. 30, 2011 Lower Limit Year	Jun. 30, 2011 Upper Limit Year	Jun. 30, 2011 Credit and Market Risk	Dec. 31, 2010 Credit and Market Risk	Jun. 30, 2011 Credit and Market Risk Additional Termination Event	Jun. 30, 2011 Credit and Market Risk Additional Termination Event Credit Downgrade	Jun. 30, 2011 Credit and Market Risk Credit Support Annex	Jun. 30, 2011 Credit and Market Risk Credit Support Annex Credit Downgrade	Jun. 30, 2011 Credit and Market Risk Credit Support Annex Additional Credit Downgrade	Jun. 30, 2011 Credit Default Swap	Dec. 31, 2010 Credit Default Swap	Jun. 30, 2011 Credit Derivatives Swap Participation	Dec. 31, 2010 Credit Derivatives Swap Participation	Jun. 30, 2011 Total Return Swap	Dec. 31, 2010 Total Return Swap	Jun. 30, 2011 Cash Flow Hedging
Derivative asset positions									$ 1,700,000,000	$ 1,600,000,000
Net derivative asset positions to which the Company was exposed to risk of its counterparties, netted by counterparty where formal netting arrangements exist									2,900,000,000	2,800,000,000
Collateral held by the Company against derivative asset positions									1,200,000,000	1,200,000,000
Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk									35,000,000	33,000,000
Posted collateral														16,000,000	14,000,000
Gross notional amounts																75,000,000	87,000,000			1,100,000,000	969,000,000
Derivative asset positions																				22,000,000	34,000,000
Derivative liability positions									1,100,000,000	1,100,000,000	3,000,000	9,000,000	1,100,000,000							19,000,000	32,000,000
Collateral held																				258,000,000	268,000,000
Posted collateral												5,000,000	1,000,000,000
Senior long-term debt ratings from three of the major ratings agencies									A3/BBB+			Baa3/BBB-			Ba1/BB+
Derivative remaining terms, lower limit																1 year		2 months				2 years
Derivative remaining terms, higher limit																4 years		7 years				6 years
Weighted average on the maximum estimated exposure (in years)																		P3.2Y				P3.8Y
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																						369,000,000
Maximum exposure																77,000,000	99,000,000	72,000,000	74,000,000
Fair values of written CDS						3,000,000
Executed equity forward agreements, underlying shares	30.0			22.9	7.1
Probable forecasted sale of Coke							6.5	7
Reconized ineffectiveness which was recorded in trading account profits and commissions		$ 1,000,000	$ 7,000,000