Guarantee Arrangements and Pledged Assets and Collateral - Net Credit Derivative Positions (Detail) (USD $) In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Credit Derivatives [Line Items]
Carrying/Fair Value	$ 7,006		$ 5,614
Net position, Carrying/Fair Value	257	[1]	40	[1]
Notional	5,201	[1]	(5,474)	[1]
Sell-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value	(1,484)	[2]	545	[2]
Notional	117,768	[2]	180,380	[2]
Buy-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value	1,741	[2]	(505)	[2]
Notional	$ 122,969	[2]	$ 174,906	[2]

[1] Positions are presented net in the table above to provide a complete analysis of our risk exposure and depict the way we manage our credit derivative portfolio. The offset of the sell-protection credit derivatives against the buy-protection credit derivatives may not be legally binding in the absence of master netting agreements with the same counterparty. Furthermore, the credit loss triggering events for individual sell protection credit derivatives may not be the same or occur in the same period as those of the buy protection credit derivatives thereby not providing an exact offset.

[2] The decrease in credit derivative notional positions since December 31, 2013 largely reflects the transfer of risk associated with portions of our credit derivatives portfolio.