FAIR VALUE MEASUREMENT - Valuation Techniques and Inputs for Level 3 Fair Value Measurements (Details)
|
Mar. 31, 2023
USD ($)
year
|
Dec. 31, 2022
USD ($)
year
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
$ 887,000,000
|
$ 895,000,000
|
Derivative assets |
66,079,000,000
|
75,306,000,000
|
Model-based | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
152,000,000
|
146,000,000
|
Marketable equity securities |
33,000,000
|
31,000,000
|
Loans and leases |
397,000,000
|
1,059,000,000
|
Mortgage servicing rights |
82,000,000
|
84,000,000
|
Interest-bearing deposits |
|
15,000,000
|
Securities loaned and sold under agreement to repurchase |
804,000,000
|
|
Short-term borrowings and long-term debt |
35,492,000,000
|
36,155,000,000
|
Securities Loaned or Sold under Agreements to Repurchase, Fair Value Disclosure |
|
970,000,000
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Fair Value Disclosure |
|
6,000,000
|
Model-based | Level 3 | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
6,123,000,000
|
7,108,000,000
|
Model-based | Level 3 | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1,544,000,000
|
1,437,000,000
|
Model-based | Level 3 | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
4,291,000,000
|
4,430,000,000
|
Model-based | Level 3 | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2,366,000,000
|
2,724,000,000
|
Model-based | Level 3 | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1,175,000,000
|
1,520,000,000
|
Yield analysis | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
674,000,000
|
732,000,000
|
Asset-backed securities |
268,000,000
|
308,000,000
|
Price-based | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
342,000,000
|
228,000,000
|
State and municipal, foreign government, corporate and other debt securities |
2,832,000,000
|
2,360,000,000
|
Marketable equity securities |
183,000,000
|
147,000,000
|
Asset-backed securities |
282,000,000
|
304,000,000
|
Non-marketable equities |
|
101,000,000
|
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
72,000,000
|
57,000,000
|
Loans and leases |
243,000,000
|
304,000,000
|
Securities sold, not yet purchased and other trading liabilities |
63,000,000
|
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Fair Value Disclosure |
|
47,000,000
|
Price-based | Level 3 | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
538,000,000
|
439,000,000
|
Comparable analysis | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
273,000,000
|
287,000,000
|
Cash flow | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
87,000,000
|
|
Mortgage servicing rights |
575,000,000
|
$ 580,000,000
|
Forward price | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Interest-bearing deposits |
$ 16,000,000
|
|
Minimum | Model-based | Level 3 | Interest Rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
1.68%
|
2.61%
|
Securities loaned and sold under agreement to repurchase |
0.0236
|
|
Securities Loaned And Sold Under Agreements To Repurchase, Measurement Input |
|
0.0401
|
Minimum | Model-based | Level 3 | Credit Spread |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
0.15%
|
0.15%
|
Minimum | Model-based | Level 3 | Credit Spread | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.0116
|
Minimum | Model-based | Level 3 | Credit Spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0007
|
0.000250
|
Minimum | Model-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
71.00
|
|
Minimum | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
2
|
2.24
|
Mortgage servicing rights | year |
3.83
|
3.92
|
Minimum | Model-based | Level 3 | WAL | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
2.24
|
Minimum | Model-based | Level 3 | Recovery |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
$ 7,148,000,000
|
|
Marketable equity securities |
|
7,148,000,000
|
Derivative assets | year |
7,148,000,000
|
|
Minimum | Model-based | Level 3 | Recovery | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
$ 7,148,000,000
|
Minimum | Model-based | Level 3 | IR Normal Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
0.0030
|
0.0033
|
Minimum | Model-based | Level 3 | IR Normal Volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0030
|
0.0033
|
Minimum | Model-based | Level 3 | IR Normal Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.0033
|
Minimum | Model-based | Level 3 | IR Basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0031
|
(0.0423)
|
Minimum | Model-based | Level 3 | Equity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.0005
|
Minimum | Model-based | Level 3 | Equity Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3033
|
0.0005
|
Minimum | Model-based | Level 3 | Equity Volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0
|
0.0005
|
Minimum | Model-based | Level 3 | FX Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input |
|
0.0200
|
Minimum | Model-based | Level 3 | FX Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0110
|
|
Minimum | Model-based | Level 3 | Equity Forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7209
|
0.6834
|
Minimum | Model-based | Level 3 | Equity - FX Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2
|
(0.9500)
|
Minimum | Model-based | Level 3 | Equity-IR Correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.2000)
|
|
Minimum | Model-based | Level 3 | Equity-IR Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
(0.1883)
|
Minimum | Model-based | Level 3 | Commodity Correlation | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.3000)
|
(0.3200)
|
Minimum | Model-based | Level 3 | Commodity Volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1329
|
0.1043
|
Minimum | Model-based | Level 3 | Forward Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Interest-bearing deposits |
|
1.0000
|
Minimum | Model-based | Level 3 | Forward Price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1979
|
0.1427
|
Minimum | Model-based | Level 3 | Equity - Equity Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.9500)
|
(0.0398)
|
Minimum | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
4.73%
|
4.41%
|
Asset-backed securities |
6.00%
|
5.76%
|
Minimum | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
$ 0.50
|
$ 1.04
|
State and municipal, foreign government, corporate and other debt securities |
0.01
|
0.01
|
Marketable equity securities |
0
|
0
|
Asset-backed securities |
0
|
10.50
|
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
0.01
|
$ 80.16
|
Loans and leases |
|
0.01
|
Securities sold, not yet purchased and other trading liabilities |
$ 0
|
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input |
|
0
|
Minimum | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.58
|
|
Derivative assets |
|
$ 31.71
|
Minimum | Price-based | Level 3 | PE Ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
14.00
|
Minimum | Price-based | Level 3 | Revenue Multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
3.60
|
Minimum | Price-based | Level 3 | Equity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0
|
|
Minimum | Price-based | Level 3 | Equity Forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.7209
|
0.6834
|
Minimum | Price-based | Level 3 | Commodity Correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
(0.3000)
|
|
Minimum | Price-based | Level 3 | Commodity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.1329
|
|
Minimum | Price-based | Level 3 | Forward Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.1979
|
0.1427
|
Minimum | Price-based | Level 3 | Recovery Rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1500
|
0.2500
|
Minimum | Price-based | Level 3 | Credit Correlation | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.2500
|
0.2500
|
Minimum | Price-based | Level 3 | Upfront Points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.0027)
|
|
Minimum | Price-based | Level 3 | Cost of Capital |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
0.0810
|
Minimum | Price-based | Level 3 | Credit Spread Volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.3558
|
Minimum | Comparable analysis | Level 3 | Illiquidity Discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.0800
|
0.0860
|
Minimum | Cash flow | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
(0.0040)
|
(0.0040)
|
Minimum | Cash flow | Level 3 | PE Ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
14.00
|
|
Minimum | Cash flow | Level 3 | Discount to price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.0850
|
|
Minimum | Cash flow | Level 3 | Revenue Multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
3.50
|
|
Minimum | Forward price | Level 3 | Equity Forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Interest-bearing deposits |
1.0000
|
|
Maximum | Model-based | Level 3 | Interest Rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
4.90%
|
2.61%
|
Securities loaned and sold under agreement to repurchase |
0.0490
|
|
Securities Loaned And Sold Under Agreements To Repurchase, Measurement Input |
|
0.0497
|
Maximum | Model-based | Level 3 | Credit Spread |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
0.15%
|
0.15%
|
Maximum | Model-based | Level 3 | Credit Spread | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.0626
|
Maximum | Model-based | Level 3 | Credit Spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0972
|
0.095510
|
Maximum | Model-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
100.00
|
|
Maximum | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
2
|
2.24
|
Mortgage servicing rights | year |
9.11
|
9.33
|
Maximum | Model-based | Level 3 | WAL | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
2.24
|
Maximum | Model-based | Level 3 | Recovery |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
$ 7,148,000,000
|
|
Marketable equity securities |
|
7,148,000,000
|
Derivative assets | year |
7,148,000,000
|
|
Maximum | Model-based | Level 3 | Recovery | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
$ 7,148,000,000
|
Maximum | Model-based | Level 3 | IR Normal Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
0.0207
|
0.0182
|
Maximum | Model-based | Level 3 | IR Normal Volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.2000
|
0.0182
|
Maximum | Model-based | Level 3 | IR Normal Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.0147
|
Maximum | Model-based | Level 3 | IR Basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0207
|
0.0968
|
Maximum | Model-based | Level 3 | Equity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
3.0072
|
Maximum | Model-based | Level 3 | Equity Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3499
|
3.0072
|
Maximum | Model-based | Level 3 | Equity Volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
3.0207
|
3.0072
|
Maximum | Model-based | Level 3 | FX Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input |
|
0.4000
|
Maximum | Model-based | Level 3 | FX Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4450
|
|
Maximum | Model-based | Level 3 | Equity Forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2.5463
|
2.7161
|
Maximum | Model-based | Level 3 | Equity - FX Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2
|
0.5000
|
Maximum | Model-based | Level 3 | Equity-IR Correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.6000
|
|
Maximum | Model-based | Level 3 | Equity-IR Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.6000
|
Maximum | Model-based | Level 3 | Commodity Correlation | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.9373
|
0.9194
|
Maximum | Model-based | Level 3 | Commodity Volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.0792
|
1.5150
|
Maximum | Model-based | Level 3 | Forward Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Interest-bearing deposits |
|
1.0130
|
Maximum | Model-based | Level 3 | Forward Price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
6.8312
|
3.8550
|
Maximum | Model-based | Level 3 | Equity - Equity Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7000
|
0.9868
|
Maximum | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
21.61%
|
20.30%
|
Asset-backed securities |
23.00%
|
18.58%
|
Maximum | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
$ 129.67
|
$ 99.71
|
State and municipal, foreign government, corporate and other debt securities |
921.88
|
994.68
|
Marketable equity securities |
10,165.3
|
9,087.76
|
Asset-backed securities |
100.00
|
145.00
|
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
106.00
|
$ 105.32
|
Loans and leases |
|
100.53
|
Securities sold, not yet purchased and other trading liabilities |
$ 2,720
|
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input |
|
9,087.76
|
Maximum | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
99.26
|
|
Derivative assets |
|
$ 99.00
|
Maximum | Price-based | Level 3 | PE Ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
15.70
|
Maximum | Price-based | Level 3 | Revenue Multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
13.90
|
Maximum | Price-based | Level 3 | Equity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
3.0207
|
|
Maximum | Price-based | Level 3 | Equity Forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
2.5463
|
2.7161
|
Maximum | Price-based | Level 3 | Commodity Correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.9373
|
|
Maximum | Price-based | Level 3 | Commodity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
1.0792
|
|
Maximum | Price-based | Level 3 | Forward Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
6.8312
|
3.2485
|
Maximum | Price-based | Level 3 | Recovery Rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7500
|
0.7500
|
Maximum | Price-based | Level 3 | Credit Correlation | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7000
|
0.8000
|
Maximum | Price-based | Level 3 | Upfront Points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.9900
|
|
Maximum | Price-based | Level 3 | Cost of Capital |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
0.1750
|
Maximum | Price-based | Level 3 | Credit Spread Volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.6479
|
Maximum | Comparable analysis | Level 3 | Illiquidity Discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1100
|
0.1700
|
Maximum | Cash flow | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
0.1200
|
0.1320
|
Maximum | Cash flow | Level 3 | PE Ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
16.40
|
|
Maximum | Cash flow | Level 3 | Discount to price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.3300
|
|
Maximum | Cash flow | Level 3 | Revenue Multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
16.60
|
|
Maximum | Forward price | Level 3 | Equity Forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Interest-bearing deposits |
1.0000
|
|
Weighted Average | Model-based | Level 3 | Interest Rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
1.75%
|
2.61%
|
Securities loaned and sold under agreement to repurchase |
0.0372
|
|
Securities Loaned And Sold Under Agreements To Repurchase, Measurement Input |
|
0.0407
|
Weighted Average | Model-based | Level 3 | Credit Spread |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
0.15%
|
0.15%
|
Weighted Average | Model-based | Level 3 | Credit Spread | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.0594
|
Weighted Average | Model-based | Level 3 | Credit Spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0131
|
0.010127
|
Weighted Average | Model-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
83.60
|
|
Weighted Average | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
2
|
2.24
|
Mortgage servicing rights | year |
7.59
|
7.71
|
Weighted Average | Model-based | Level 3 | WAL | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
2.24
|
Weighted Average | Model-based | Level 3 | Recovery |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
$ 7,148,000,000
|
|
Marketable equity securities |
|
7,148,000,000
|
Derivative assets | year |
7,148,000,000
|
|
Weighted Average | Model-based | Level 3 | Recovery | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
$ 7,148,000,000
|
Weighted Average | Model-based | Level 3 | IR Normal Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
0.0082
|
0.0089
|
Weighted Average | Model-based | Level 3 | IR Normal Volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0118
|
0.0096
|
Weighted Average | Model-based | Level 3 | IR Normal Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.0067
|
Weighted Average | Model-based | Level 3 | IR Basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0060
|
(0.0003)
|
Weighted Average | Model-based | Level 3 | Equity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.4262
|
Weighted Average | Model-based | Level 3 | Equity Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3169
|
0.3391
|
Weighted Average | Model-based | Level 3 | Equity Volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3315
|
0.4147
|
Weighted Average | Model-based | Level 3 | FX Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input |
|
0.1285
|
Weighted Average | Model-based | Level 3 | FX Volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1163
|
|
Weighted Average | Model-based | Level 3 | Equity Forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.0273
|
1.0350
|
Weighted Average | Model-based | Level 3 | Equity - FX Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2
|
(0.1633)
|
Weighted Average | Model-based | Level 3 | Equity-IR Correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.2934
|
|
Weighted Average | Model-based | Level 3 | Equity-IR Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.3237
|
Weighted Average | Model-based | Level 3 | Commodity Correlation | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4539
|
0.3670
|
Weighted Average | Model-based | Level 3 | Commodity Volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3169
|
0.3355
|
Weighted Average | Model-based | Level 3 | Forward Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Interest-bearing deposits |
|
1.0007
|
Weighted Average | Model-based | Level 3 | Forward Price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.4542
|
1.0608
|
Weighted Average | Model-based | Level 3 | Equity - Equity Correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.1489)
|
0.8563
|
Weighted Average | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
9.44%
|
9.74%
|
Asset-backed securities |
10.00%
|
9.34%
|
Weighted Average | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
$ 52.80
|
$ 51.51
|
State and municipal, foreign government, corporate and other debt securities |
202.70
|
245.85
|
Marketable equity securities |
87.64
|
114.29
|
Asset-backed securities |
64.79
|
74.97
|
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
90.75
|
$ 92.65
|
Loans and leases |
|
84.77
|
Securities sold, not yet purchased and other trading liabilities |
$ 42
|
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input |
|
41.22
|
Weighted Average | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
35.96
|
|
Derivative assets |
|
$ 78.75
|
Weighted Average | Price-based | Level 3 | PE Ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
15.16
|
Weighted Average | Price-based | Level 3 | Revenue Multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
12.40
|
Weighted Average | Price-based | Level 3 | Equity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.3090
|
|
Weighted Average | Price-based | Level 3 | Equity Forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
1.0276
|
1.0349
|
Weighted Average | Price-based | Level 3 | Commodity Correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.4539
|
|
Weighted Average | Price-based | Level 3 | Commodity Volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.3169
|
|
Weighted Average | Price-based | Level 3 | Forward Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
1.2962
|
1.0507
|
Weighted Average | Price-based | Level 3 | Recovery Rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3977
|
0.4227
|
Weighted Average | Price-based | Level 3 | Credit Correlation | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4700
|
0.4238
|
Weighted Average | Price-based | Level 3 | Upfront Points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4471
|
|
Weighted Average | Price-based | Level 3 | Cost of Capital |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
0.1044
|
Weighted Average | Price-based | Level 3 | Credit Spread Volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.4047
|
Weighted Average | Comparable analysis | Level 3 | Illiquidity Discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.0879
|
0.1016
|
Weighted Average | Cash flow | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
0.0460
|
0.0536
|
Weighted Average | Cash flow | Level 3 | PE Ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
14.90
|
|
Weighted Average | Cash flow | Level 3 | Discount to price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1500
|
|
Weighted Average | Cash flow | Level 3 | Revenue Multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
14.79
|
|
Weighted Average | Forward price | Level 3 | Equity Forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Interest-bearing deposits |
1.0000
|
|