Fair Values of Assets and Liabilities (Details 3) (Ameriprise Financial, USD $) In Millions, unless otherwise specified	6 Months Ended
	Jun. 30, 2012
Corporate debt securities (private placements)
Summary of the significant unobservable inputs
Fair value	1,455
Corporate debt securities (private placements) | Maximum | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Yield/spread to U.S. Treasuries (as a percent)	9.50%
Corporate debt securities (private placements) | Minimum | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Yield/spread to U.S. Treasuries (as a percent)	1.00%
Corporate debt securities (private placements) | Weighted Average | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Yield/spread to U.S. Treasuries (as a percent)	2.50%
Residential mortgage backed securities
Summary of the significant unobservable inputs
Fair value	200
Residential mortgage backed securities | Maximum | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Constant prepayment rate (as a percent)	12.00%
Annual default rate	19.70%
Loss severity (as a percent)	75.00%
Yield/spread to U.S. Treasuries (as a percent)	20.00%
Residential mortgage backed securities | Minimum | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Constant prepayment rate (as a percent)	0.50%
Annual default rate	1.20%
Loss severity (as a percent)	34.00%
Yield/spread to U.S. Treasuries (as a percent)	6.30%
Residential mortgage backed securities | Weighted Average | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Constant prepayment rate (as a percent)	2.90%
Annual default rate	11.90%
Loss severity (as a percent)	58.00%
Yield/spread to U.S. Treasuries (as a percent)	8.80%
Asset backed securities (sub-prime residential mortgage backed securities)
Summary of the significant unobservable inputs
Fair value	16
Asset backed securities (sub-prime residential mortgage backed securities) | Maximum | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Constant prepayment rate (as a percent)	7.70%
Annual default rate	12.50%
Loss severity (as a percent)	100.00%
Yield/spread to U.S. Treasuries (as a percent)	12.90%
Asset backed securities (sub-prime residential mortgage backed securities) | Minimum | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Constant prepayment rate (as a percent)	2.30%
Annual default rate	3.20%
Loss severity (as a percent)	65.00%
Yield/spread to U.S. Treasuries (as a percent)	6.60%
Asset backed securities (sub-prime residential mortgage backed securities) | Weighted Average | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Constant prepayment rate (as a percent)	3.00%
Annual default rate	7.50%
Loss severity (as a percent)	74.00%
Yield/spread to U.S. Treasuries (as a percent)	11.00%
GMWB and GMAB embedded derivatives
Summary of the significant unobservable inputs
Fair value	1,406
GMWB and GMAB embedded derivatives | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Nonperformance risk (as a percent)	114.00%
GMWB and GMAB embedded derivatives | Maximum | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Utilization of guaranteed withdrawals (as a percent)	90.00%
Surrender Rate (as a percent)	56.30%
Market volatility (as a percent)	23.90%
GMWB and GMAB embedded derivatives | Minimum | Discounted cash flow valuation technique
Summary of the significant unobservable inputs
Utilization of guaranteed withdrawals (as a percent)	0.00%
Surrender Rate (as a percent)	0.00%
Market volatility (as a percent)	6.10%