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Derivatives and Hedging Activities (Impact of Hedging Activity) (Details 4) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Derivative Instruments, Gain (Loss)
Interest and debt expense	$ 37,000,000	$ 52,000,000	$ 124,000,000	$ 164,000,000
Derivative, Credit Risk Related Contingent Features [Abstract]
Aggregate fair value of derivative contracts in a net liability position containing such credit contingent instruments	176,000,000		176,000,000		$ 189,000,000
Aggregate fair value of assets posted as collateral for such instruments	176,000,000		176,000,000		189,000,000
Aggregate fair value of additional assets required to be posted or needed to settle the instruments	0		0		$ 0
Cash flow hedges [Member]
Derivative Instruments, Gain (Loss)
Estimated reclassification of net pretax losses on cash flow hedges from accumulated other comprehensive income to earnings during the next 12 months			$ (500,000)
Longest period of time over which the entity hedges exposure to the variability in future cash flows			15 years
Cash flow hedges [Member] \| Interest rate contracts [Member]
Derivative Instruments, Gain (Loss)
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net	1,000,000	0	$ 1,000,000	1,000,000
Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Interest and debt expense	37,000,000	52,000,000	124,000,000	164,000,000
Fair value hedges [Member] \| Interest rate contracts [Member]
Derivative Instruments, Gain (Loss)
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge		1,000,000	1,000,000	3,000,000
Increase (Decrease) in Fair Value of Interest Rate Fair Value Hedging Instruments		(1,000,000)	(1,000,000)	(3,000,000)
Net investment hedges [Member]
Derivative Instruments, Gain (Loss)
Gain (loss) on net investment hedge	$ (2,500,000)	$ 0	$ 3,000,000	$ (3,000,000)