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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
12 Months Ended
Dec. 31, 2018
USD ($)
counterparty
agency
Dec. 31, 2017
USD ($)
Credit Derivative    
Percentage of receivables from counterparties with collateral agreements 98.00% 98.00%
Number of top counterparties which are banks, financial institutions, and other dealers | counterparty 15  
Fair value, Receivable $ 10,765 $ 20,534
Fair Value, Payable 10,351 21,533
Notionals, Protection purchased 795,649 777,713
Notionals, Protection sold 724,939 735,142
Fair value of derivative in liability position 33,000 29,000
Fair value of collateral already posted $ 33,000 28,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 600  
Collateral to be segregated 100  
Aggregate cash obligations and collateral requirements 700  
Purchased    
Credit Derivative    
Fair value, Receivable 5,126 3,195
Fair Value, Payable 5,882 3,147
Sold    
Credit Derivative    
Fair value, Receivable 5,639 17,339
Fair Value, Payable 4,469 18,386
Within 1 year    
Credit Derivative    
Fair value, Receivable 2,037 2,477
Fair Value, Payable 2,063 2,914
Notionals, Protection purchased 251,994 231,878
Notionals, Protection sold 225,597 218,097
From 1 to 5 years    
Credit Derivative    
Fair value, Receivable 6,720 16,098
Fair Value, Payable 6,414 16,435
Notionals, Protection purchased 493,096 498,606
Notionals, Protection sold 456,409 476,345
After 5 years    
Credit Derivative    
Fair value, Receivable 2,008 1,959
Fair Value, Payable 1,874 2,184
Notionals, Protection purchased 50,559 47,229
Notionals, Protection sold 42,933 40,700
Investment Grade    
Credit Derivative    
Fair value, Receivable 4,725 10,473
Fair Value, Payable 4,544 10,616
Notionals, Protection purchased 637,790 588,324
Notionals, Protection sold 568,849 557,987
Non-Investment Grade    
Credit Derivative    
Fair value, Receivable 6,040 10,061
Fair Value, Payable 5,807 10,917
Notionals, Protection purchased 157,859 189,389
Notionals, Protection sold 156,090 177,155
Credit default swaps and options    
Credit Derivative    
Fair value, Receivable 10,030 20,251
Fair Value, Payable 9,755 20,554
Notionals, Protection purchased 771,865 754,114
Notionals, Protection sold 712,623 724,228
Total return swaps and other    
Credit Derivative    
Fair value, Receivable 735 283
Fair Value, Payable 596 979
Notionals, Protection purchased 23,784 23,599
Notionals, Protection sold 12,316 10,914
Bank    
Credit Derivative    
Fair value, Receivable 4,785 7,471
Fair Value, Payable 4,432 6,669
Notionals, Protection purchased 214,842 264,414
Notionals, Protection sold 218,273 273,711
Broker-dealer    
Credit Derivative    
Fair value, Receivable 1,706 2,325
Fair Value, Payable 1,612 2,285
Notionals, Protection purchased 62,904 73,273
Notionals, Protection sold 63,014 83,229
Non-financial    
Credit Derivative    
Fair value, Receivable 64 70
Fair Value, Payable 87 91
Notionals, Protection purchased 2,687 1,288
Notionals, Protection sold 1,192 1,140
Insurance and other financial institutions    
Credit Derivative    
Fair value, Receivable 4,210 10,668
Fair Value, Payable 4,220 12,488
Notionals, Protection purchased 515,216 438,738
Notionals, Protection sold 442,460 377,062
Interest rate swaps    
Credit Derivative    
Amount derecognized 4,100 3,000
Cash proceeds received for assets derecognized 4,100 3,000
Fair value of derecognized assets 4,100 3,100
Fair value gross derivative assets 55 89
Trading derivatives, liability $ 9 $ 15