FAIR VALUE MEASUREMENT - Valuation Techniques and Inputs for Level 3 Fair Value Measurements (Details)
|
Sep. 30, 2024
USD ($)
year
decimal
|
Dec. 31, 2023
USD ($)
decimal
year
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
$ 234,444,000,000
|
$ 256,936,000,000
|
Marketable equity securities |
855,000,000
|
766,000,000
|
Derivative assets |
50,942,000,000
|
57,717,000,000
|
Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
32,503,000,000
|
30,139,000,000
|
Model-based | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
136,000,000
|
139,000,000
|
State and municipal, foreign government, corporate and other debt securities |
|
778,000,000
|
Marketable equity securities |
|
38,000,000
|
Loans and leases |
244,000,000
|
111,000,000
|
Mortgage servicing rights |
88,000,000
|
66,000,000
|
Interest-bearing deposits |
42,000,000
|
29,000,000
|
Securities loaned and sold under agreement to repurchase |
292,000,000
|
|
Securities sold, not yet purchased and other trading liabilities |
33,000,000
|
|
Short-term borrowings and long-term debt |
22,305,000,000
|
38,794,000,000
|
Securities loaned or sold under agreements to repurchase |
|
390,000,000
|
Securities loaned or sold under agreements to repurchase and other trading liabilities |
|
5,000,000
|
Model-based | Level 3 | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
3,678,000,000
|
5,237,000,000
|
Model-based | Level 3 | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1,128,000,000
|
1,652,000,000
|
Model-based | Level 3 | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
4,059,000,000
|
4,239,000,000
|
Model-based | Level 3 | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1,602,000,000
|
1,943,000,000
|
Model-based | Level 3 | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
940,000,000
|
1,135,000,000
|
Model-based | Level 3 | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
428,000,000
|
|
Price-based | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
679,000,000
|
State and municipal, foreign government, corporate and other debt securities |
|
1,582,000,000
|
Marketable equity securities |
250,000,000
|
259,000,000
|
Asset-backed securities |
151,000,000
|
475,000,000
|
Non-marketable equities |
222,000,000
|
|
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
26,000,000
|
36,000,000
|
Loans and leases |
103,000,000
|
316,000,000
|
Securities loaned or sold under agreements to repurchase and other trading liabilities |
|
23,000,000
|
Price-based | Level 3 | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
443,000,000
|
|
Price-based | Level 3 | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
543,000,000
|
|
Price-based | Level 3 | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
1,007,000,000
|
|
Yield analysis | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
401,000,000
|
Asset-backed securities |
64,000,000
|
57,000,000
|
Securities loaned or sold under agreements to repurchase and other trading liabilities |
|
7,000,000
|
Yield analysis | Level 3 | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
381,000,000
|
|
Comparables analysis | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
228,000,000
|
366,000,000
|
Discount rate | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
56,000,000
|
Mortgage servicing rights |
$ 595,000,000
|
$ 595,000,000
|
Minimum | Model-based | Level 3 | Credit spread |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
0.0010
|
0.0015
|
State and municipal, foreign government, corporate and other debt securities |
|
0.0035
|
Minimum | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0007
|
0.001143
|
Minimum | Model-based | Level 3 | Credit spread | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0035
|
|
Minimum | Model-based | Level 3 | Interest rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
0.0365
|
0.0400
|
Securities loaned and sold under agreement to repurchase |
0.0357
|
|
Securities loaned and sold under agreements to repurchase |
|
0.0392
|
Minimum | Model-based | Level 3 | Interest rate | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.0016)
|
0.0270
|
Minimum | Model-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities sold, not yet purchased and other trading liabilities |
0
|
|
Minimum | Model-based | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
|
0
|
Minimum | Model-based | Level 3 | IR normal volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
0.0040
|
0.0032
|
Minimum | Model-based | Level 3 | IR normal volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0028
|
(0.0007)
|
Minimum | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0040
|
(0.0007)
|
Minimum | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.2426)
|
(0.0145)
|
Minimum | Model-based | Level 3 | Equity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.3490
|
0.4161
|
Interest-bearing deposits |
1.0000
|
|
Short-term borrowings and long-term debt |
0.6673
|
|
Minimum | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0011
|
|
Minimum | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0011
|
0.0010
|
Minimum | Model-based | Level 3 | Equity forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.0447
|
|
Minimum | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.6673
|
0.5414
|
Minimum | Model-based | Level 3 | Equity-Equity correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.9000)
|
(0.0649)
|
Short-term borrowings and long-term debt |
(0.3800)
|
|
Minimum | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities | year |
|
2.24
|
Minimum | Model-based | Level 3 | WAL | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.3622)
|
2.24
|
Minimum | Model-based | Level 3 | Recovery (in millions) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
|
7,398,000,000
|
Derivative assets |
8,628,000,000
|
|
Minimum | Model-based | Level 3 | Recovery (in millions) | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
7,398,000,000
|
Minimum | Model-based | Level 3 | FX volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets | year |
2.65
|
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0356
|
Minimum | Model-based | Level 3 | Forward price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.3348
|
Interest-bearing deposits |
|
1.0000
|
Short-term borrowings and long-term debt |
0.0011
|
|
Minimum | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0324
|
0.3170
|
Minimum | Model-based | Level 3 | Commodity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.2651
|
Minimum | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1377
|
0.1472
|
Minimum | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.2000
|
0.1500
|
Minimum | Model-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0094
|
|
Minimum | Model-based | Level 3 | Equity-FX correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
(0.7900)
|
Minimum | Model-based | Level 3 | Commodity correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
(0.4533)
|
Minimum | Model-based | Level 3 | Commodity correlation | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0730
|
(0.4533)
|
Minimum | Model-based | Level 3 | Credit spread volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.2394
|
Minimum | Model-based | Level 3 | Inflation volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0025
|
|
Minimum | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
1.67
|
State and municipal, foreign government, corporate and other debt securities |
|
0.01
|
Marketable equity securities |
|
0
|
Marketable equity securities |
0
|
|
Asset-backed securities |
|
3.50
|
Asset-backed securities |
0.69
|
|
Non-marketable equities |
0.55
|
|
Non-marketable equities |
|
0.40
|
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
0.11
|
0.01
|
Loans and leases |
78.12
|
98.80
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input, Value |
|
0
|
Minimum | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
$ 378,000,000
|
Derivative assets |
41.00
|
|
Derivative assets |
|
37.67
|
Minimum | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.56
|
|
Minimum | Price-based | Level 3 | Price | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0
|
|
Minimum | Price-based | Level 3 | Revenue multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
$ 50,000,000
|
Minimum | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3134
|
0.0125
|
Minimum | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
0.0463
|
Asset-backed securities |
0.0631
|
0.0593
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0746
|
Minimum | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0441
|
|
Minimum | Comparables analysis | Level 3 | Illiquidity discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.0740
|
0.0800
|
Minimum | Comparables analysis | Level 3 | Revenue multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
4.30
|
2.80
|
Minimum | Comparables analysis | Level 3 | PE ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
|
9.30
|
Minimum | Comparables analysis | Level 3 | EBITDA multiples |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
|
15.80
|
Minimum | Discount rate | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
(0.0120)
|
|
Minimum | Discount rate | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.0925
|
0.0850
|
Minimum | Discount rate | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights | year |
3.5
|
1.00
|
Maximum | Model-based | Level 3 | Credit spread |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
0.0010
|
0.0015
|
State and municipal, foreign government, corporate and other debt securities |
|
0.0550
|
Maximum | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0574
|
0.1519
|
Maximum | Model-based | Level 3 | Credit spread | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0550
|
|
Maximum | Model-based | Level 3 | Interest rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
0.0365
|
0.0400
|
Securities loaned and sold under agreement to repurchase |
0.0482
|
|
Securities loaned and sold under agreements to repurchase |
|
0.0527
|
Maximum | Model-based | Level 3 | Interest rate | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.5168
|
0.0540
|
Maximum | Model-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities sold, not yet purchased and other trading liabilities |
14,350.67
|
|
Maximum | Model-based | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
|
0.1200
|
Maximum | Model-based | Level 3 | IR normal volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
0.2000
|
0.2000
|
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
|
0.1500
|
Maximum | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0132
|
0.1205
|
Maximum | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.5613
|
1.4779
|
Maximum | Model-based | Level 3 | Equity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.4251
|
0.4540
|
Interest-bearing deposits |
1.0000
|
|
Short-term borrowings and long-term debt |
2.6863
|
|
Maximum | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2.6680
|
|
Maximum | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2.6680
|
3.3435
|
Maximum | Model-based | Level 3 | Equity forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
2.2895
|
|
Maximum | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2.6863
|
2.7354
|
Maximum | Model-based | Level 3 | Equity-Equity correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7000
|
0.9744
|
Short-term borrowings and long-term debt |
0.6000
|
|
Maximum | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities | year |
|
2.24
|
Maximum | Model-based | Level 3 | WAL | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.9900
|
2.24
|
Maximum | Model-based | Level 3 | Recovery (in millions) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
|
7,398,000,000
|
Derivative assets |
8,628,000,000
|
|
Maximum | Model-based | Level 3 | Recovery (in millions) | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
7,398,000,000
|
Maximum | Model-based | Level 3 | FX volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets | year |
2.65
|
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.2813
|
Maximum | Model-based | Level 3 | Forward price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
3.4843
|
Interest-bearing deposits |
|
1.0000
|
Short-term borrowings and long-term debt |
2.6680
|
|
Maximum | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2.4900
|
4.2551
|
Maximum | Model-based | Level 3 | Commodity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.6680
|
Maximum | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2.5777
|
1.4999
|
Maximum | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4000
|
0.7500
|
Maximum | Model-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.1912
|
|
Maximum | Model-based | Level 3 | Equity-FX correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.7000
|
Maximum | Model-based | Level 3 | Commodity correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.9302
|
Maximum | Model-based | Level 3 | Commodity correlation | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.9330
|
0.9302
|
Maximum | Model-based | Level 3 | Credit spread volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
1.1566
|
Maximum | Model-based | Level 3 | Inflation volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0634
|
|
Maximum | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
124.63
|
State and municipal, foreign government, corporate and other debt securities |
|
123.74
|
Marketable equity securities |
|
12,189.17
|
Marketable equity securities |
14,350.67
|
|
Asset-backed securities |
|
129.00
|
Asset-backed securities |
142.85
|
|
Non-marketable equities |
3,190.93
|
|
Non-marketable equities |
|
158.92
|
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
111.48
|
104.79
|
Loans and leases |
99.56
|
98.80
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input, Value |
|
12,189.17
|
Maximum | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
102.78
|
|
Derivative assets |
|
97.00
|
Maximum | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
149.50
|
|
Maximum | Price-based | Level 3 | Price | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
189.68
|
|
Maximum | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.1270
|
1.1731
|
Maximum | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
0.1908
|
Asset-backed securities |
0.2744
|
0.1886
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0746
|
Maximum | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.2193
|
|
Maximum | Comparables analysis | Level 3 | Illiquidity discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.3300
|
0.1000
|
Maximum | Comparables analysis | Level 3 | Revenue multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
16.26
|
13.40
|
Maximum | Comparables analysis | Level 3 | PE ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
|
16.50
|
Maximum | Comparables analysis | Level 3 | EBITDA multiples |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
|
15.80
|
Maximum | Discount rate | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
0.1200
|
|
Maximum | Discount rate | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1750
|
0.0850
|
Maximum | Discount rate | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights | year |
8.33
|
8.76
|
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 |
0.0010
|
0.0015
|
State and municipal, foreign government, corporate and other debt securities |
|
0.0304
|
Weighted Average | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0088
|
0.014034
|
Weighted Average | Model-based | Level 3 | Credit spread | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0337
|
|
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 |
0.0365
|
0.0400
|
Securities loaned and sold under agreement to repurchase |
0.0361
|
|
Securities loaned and sold under agreements to repurchase |
|
0.0396
|
Weighted Average | Model-based | Level 3 | Interest rate | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0451
|
0.0320
|
Weighted Average | Model-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities sold, not yet purchased and other trading liabilities |
22.71
|
|
Weighted Average | Model-based | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
|
0.0806
|
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 |
0.0155
|
0.0125
|
Weighted Average | Model-based | Level 3 | IR normal volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0232
|
0.0144
|
Weighted Average | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0078
|
0.0150
|
Weighted Average | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0332
|
0.0711
|
Weighted Average | Model-based | Level 3 | Equity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
0.3730
|
0.4317
|
Interest-bearing deposits |
1.0000
|
|
Short-term borrowings and long-term debt |
1.0463
|
|
Weighted Average | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.5833
|
|
Weighted Average | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.5432
|
0.3835
|
Weighted Average | Model-based | Level 3 | Equity forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
1.0194
|
|
Weighted Average | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.0570
|
1.0144
|
Weighted Average | Model-based | Level 3 | Equity-Equity correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.1362)
|
0.8042
|
Short-term borrowings and long-term debt |
0.2787
|
|
Weighted Average | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities | year |
|
2.24
|
Weighted Average | Model-based | Level 3 | WAL | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7133
|
2.24
|
Weighted Average | Model-based | Level 3 | Recovery (in millions) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
|
7,398,000,000
|
Derivative assets |
8,628,000,000
|
|
Weighted Average | Model-based | Level 3 | Recovery (in millions) | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
7,398,000,000
|
Weighted Average | Model-based | Level 3 | FX volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets | year |
2.65
|
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.1317
|
Weighted Average | Model-based | Level 3 | Forward price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
1.1547
|
Interest-bearing deposits |
|
1.0000
|
Short-term borrowings and long-term debt |
0.6941
|
|
Weighted Average | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.1346
|
1.3465
|
Weighted Average | Model-based | Level 3 | Commodity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.3179
|
Weighted Average | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4283
|
0.3703
|
Weighted Average | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3743
|
0.3656
|
Weighted Average | Model-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.5528
|
|
Weighted Average | Model-based | Level 3 | Equity-FX correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
(0.0766)
|
Weighted Average | Model-based | Level 3 | Commodity correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
(0.0728)
|
Weighted Average | Model-based | Level 3 | Commodity correlation | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4825
|
0.4503
|
Weighted Average | Model-based | Level 3 | Credit spread volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.4276
|
Weighted Average | Model-based | Level 3 | Inflation volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0135
|
|
Weighted Average | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
55.39
|
State and municipal, foreign government, corporate and other debt securities |
|
79.71
|
Marketable equity securities |
|
168.09
|
Marketable equity securities |
106.47
|
|
Asset-backed securities |
|
65.87
|
Asset-backed securities |
76.18
|
|
Non-marketable equities |
1,756.38
|
|
Non-marketable equities |
|
56.78
|
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
96.42
|
90.87
|
Loans and leases |
88.76
|
98.80
|
Securities Loaned Or Sold Under Agreements To Repurchase And Other Trading Liabilities, Measurement Input, Value |
|
28.70
|
Weighted Average | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
83.78
|
|
Derivative assets |
|
79.54
|
Weighted Average | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
33.43
|
|
Weighted Average | Price-based | Level 3 | Price | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
94.98
|
|
Weighted Average | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7191
|
0.5810
|
Weighted Average | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
0.0893
|
Asset-backed securities |
0.0874
|
0.0857
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0746
|
Weighted Average | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0769
|
|
Weighted Average | Comparables analysis | Level 3 | Illiquidity discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1435
|
0.0882
|
Weighted Average | Comparables analysis | Level 3 | Revenue multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
11.95
|
12.28
|
Weighted Average | Comparables analysis | Level 3 | PE ratio |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
|
11.37
|
Weighted Average | Comparables analysis | Level 3 | EBITDA multiples |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
|
15.80
|
Weighted Average | Discount rate | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights |
0.0600
|
|
Weighted Average | Discount rate | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1315
|
0.0850
|
Weighted Average | Discount rate | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage servicing rights | year |
7.03
|
1.29
|