Fair Value Option - Components of Gain (Loss) on Instruments at Fair Value and Related Derivatives (Detail) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Mark-to-market on the related derivatives		$ (308)	$ 379	$ 80	$ 593
Gain (loss) on instruments designated at fair value and related derivatives		56	(44)	141	(16)
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	[1]	342	(391)	(28)	(626)
Credit risk component, total	[2],[3]	(22)	(39)	67	6
Total mark-to-market on financial instruments designated at fair value		320	(430)	39	(620)
Mark-to-market on the related derivatives		(281)	369	68	570
Net Realized Gain Losses On Related Long Term Debt Derivatives		17	17	34	34
Gain (loss) on instruments designated at fair value and related derivatives		56	(44)	141	(16)
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Loans [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	[1]	0	0	0	0
Credit risk component, assets	[2],[3]	2	0	(8)	0
Total mark-to-market on financial instruments designated at fair value		2	0	(8)	0
Mark-to-market on the related derivatives		0	0	0	0
Net Realized Gain Losses On Related Long Term Debt Derivatives		0	0	0	0
Gain (loss) on instruments designated at fair value and related derivatives		2	0	(8)	0
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Long-term debt [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	[1]	132	(61)	50	(143)
Credit risk component, liabilities	[2],[3]	48	(46)	118	(27)
Total mark-to-market on financial instruments designated at fair value		180	(107)	168	(170)
Mark-to-market on the related derivatives		(127)	50	(57)	120
Net Realized Gain Losses On Related Long Term Debt Derivatives		17	17	34	34
Gain (loss) on instruments designated at fair value and related derivatives		70	(40)	145	(16)
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Hybrid Instrument [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	[1]	210	(330)	(78)	(483)
Credit risk component, liabilities	[2],[3]	(72)	7	(43)	33
Total mark-to-market on financial instruments designated at fair value		138	(323)	(121)	(450)
Mark-to-market on the related derivatives		(154)	319	125	450
Net Realized Gain Losses On Related Long Term Debt Derivatives		0	0	0	0
Gain (loss) on instruments designated at fair value and related derivatives		$ (16)	$ (4)	$ 4	$ 0

[1] As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks.

[2] During the three and six months ended June 30, 2015, the gains in the credit risk component for long-term debt were attributable to the widening of our own credit spreads while the losses during the three and six months ended June 30, 2014 were attributable to the tightening of our own credit spreads

[3] During the three and six months ended June 30, 2015, the losses in the credit risk component for hybrid instruments and repurchase agreements were attributable to changes in estimates associated with the valuation techniques used to measure the fair value of certain structured notes and deposits, partially offset by the widening of credit spreads on structured deposits and, in the year-to-date period, the widening of our own credit spreads related to structured notes. During the three months ended June 30, 2014, the gain in the credit risk component for hybrid instruments and repurchase agreements was attributable to the widening of credit spreads on structured deposits partially offset by the tightening of our own credit spreads related to structured notes. During the six months ended June 30, 2014, the gain in the credit risk component for hybrid instruments was attributable primarily to the widening of our own credit spreads related to structured notes.