Derivatives and Hedging Activities (Impact of Hedging Activity) (Details 4) - USD ($)	12 Months Ended
Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Derivative Instruments, Gain (Loss)
Interest and debt expense	$ 162,000,000	$ 214,000,000	$ 245,000,000
Derivatives liabilities, credit risk related contingent features
Aggregate fair value of all derivative instruments containing credit risk features	326,000,000	189,000,000
Aggregate fair value of assets posted as collateral	324,000,000	189,000,000
Additional collateral required to be posted	2,000,000	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
Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Interest and debt expense	$ 162,000,000	214,000,000
Net investment hedges [Member]
Derivative Instruments, Gain (Loss)
Gain (loss) on net investment hedge recorded in OCI	1,000,000
Interest rate contracts [Member] \| Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge	1,000,000	5,000,000
Increase (Decrease) in Fair Value of Interest Rate Fair Value Hedging Instruments	(1,000,000)	(5,000,000)
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net	$ 1,000,000	$ 2,000,000

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 estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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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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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Amount of unrealized gain (loss) included in earnings related to the fair value of the hedged item in an interest rate fair value hedge, offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments, as offset by the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Aggregate amount of interest expense on all borrowings.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Amount, after tax, of reclassification from accumulated other comprehensive income (AOCI) of gain (loss) from increase (decrease) in fair value of net investment hedge.

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