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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
12 Months Ended
Dec. 31, 2016
USD ($)
counterparty
agency
Dec. 31, 2015
USD ($)
Credit Derivative    
Percentage of receivables from counterparties with collateral agreements 97.00% 98.00%
Number of top counterparties which are banks, financial institutions, and other dealers | counterparty 15  
Fair value, Receivable $ 24,821 $ 35,717
Fair Value, Payable 25,825 34,731
Notionals, Protection purchased 902,473 1,005,214
Notionals, Protection sold 859,420 950,922
Fair value of derivative in liability position 26,000 22,000
Fair value of collateral already posted $ 26,000 19,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 1,500  
Collateral to be segregated 100  
Aggregate cash obligations and collateral requirements 1,600  
Purchased    
Credit Derivative    
Fair value, Receivable 9,077 18,799
Fair Value, Payable 17,110 17,531
Sold    
Credit Derivative    
Fair value, Receivable 15,744 16,918
Fair Value, Payable 8,715 17,200
Within 1 year    
Credit Derivative    
Fair value, Receivable 4,113 3,871
Fair Value, Payable 4,841 3,559
Notionals, Protection purchased 293,059 265,632
Notionals, Protection sold 287,262 254,225
From 1 to 5 years    
Credit Derivative    
Fair value, Receivable 17,735 27,991
Fair Value, Payable 17,986 27,488
Notionals, Protection purchased 551,155 669,834
Notionals, Protection sold 523,371 639,460
After 5 years    
Credit Derivative    
Fair value, Receivable 2,973 3,855
Fair Value, Payable 2,998 3,684
Notionals, Protection purchased 58,259 69,748
Notionals, Protection sold 48,787 57,237
Investment Grade    
Credit Derivative    
Fair value, Receivable 9,605 12,694
Fair Value, Payable 9,995 13,142
Notionals, Protection purchased 675,138 764,040
Notionals, Protection sold 648,247 720,521
Non-Investment Grade    
Credit Derivative    
Fair value, Receivable 15,216 23,023
Fair Value, Payable 15,830 21,589
Notionals, Protection purchased 227,335 241,174
Notionals, Protection sold 211,173 230,401
Credit default swaps and options    
Credit Derivative    
Fair value, Receivable 24,502 34,849
Fair Value, Payable 24,631 34,158
Notionals, Protection purchased 883,719 981,999
Notionals, Protection sold 852,900 940,650
Total return swaps and other    
Credit Derivative    
Fair value, Receivable 319 868
Fair Value, Payable 1,194 573
Notionals, Protection purchased 18,754 23,215
Notionals, Protection sold 6,520 10,272
Bank    
Credit Derivative    
Fair value, Receivable 11,895 18,377
Fair Value, Payable 10,930 16,988
Notionals, Protection purchased 407,992 513,335
Notionals, Protection sold 414,720 508,459
Broker-dealer    
Credit Derivative    
Fair value, Receivable 3,536 5,895
Fair Value, Payable 3,952 6,697
Notionals, Protection purchased 115,013 155,195
Notionals, Protection sold 119,810 152,604
Non-financial    
Credit Derivative    
Fair value, Receivable 82 128
Fair Value, Payable 99 123
Notionals, Protection purchased 4,014 3,969
Notionals, Protection sold 2,061 2,087
Insurance and other financial institutions    
Credit Derivative    
Fair value, Receivable 9,308 11,317
Fair Value, Payable 10,844 10,923
Notionals, Protection purchased 375,454 332,715
Notionals, Protection sold 322,829 287,772
Interest rate swaps    
Credit Derivative    
Amount derecognized 1,000  
Cash proceeds received for assets derecognized 1,000  
Fair value of derecognized assets 1,000 1,000
Fair value gross derivative assets 32 7
Trading derivatives, liability $ 23 $ 35