XML 85 R108.htm IDEA: XBRL DOCUMENT v3.3.0.814
Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Carrying Value and Contractual Amounts of our Sell Protection Credit Derivatives and Major Off-Balance Sheet Guarantee Arrangements (Detail) - USD ($)
$ in Millions
Sep. 30, 2015
Dec. 31, 2014
Guarantor Obligations [Line Items]    
Carrying Value $ (3,382) $ (1,484)
Notional/Maximum Exposure to Loss 114,532 128,894
Credit derivatives [Member]    
Guarantor Obligations [Line Items]    
Carrying Value [1],[2] (3,382) (1,484)
Notional/Maximum Exposure to Loss [1],[2] 102,403 117,768
Financial standby letters of credit, net of participations [Member]    
Guarantor Obligations [Line Items]    
Carrying Value [3],[4] 0 0
Notional/Maximum Exposure to Loss [3],[4] 5,873 5,358
Performance (non-financial) guarantees, net of participations [Member]    
Guarantor Obligations [Line Items]    
Carrying Value [3],[4] 0 0
Notional/Maximum Exposure to Loss [3],[4] 3,159 3,083
Liquidity asset purchase agreements [Member]    
Guarantor Obligations [Line Items]    
Carrying Value [3] 0 0
Notional/Maximum Exposure to Loss [3] $ 3,097 $ 2,685
[1] For credit derivatives, the maximum loss is represented by the notional amounts without consideration of mitigating effects from collateral or recourse arrangements.
[2] Includes $42,902 million and $32,688 million of notional issued for the benefit of HSBC affiliates at September 30, 2015 and December 31, 2014, respectively.
[3] For standby letters of credit and liquidity asset purchase agreements, maximum loss represents losses to be recognized assuming the letter of credit and liquidity facilities have been fully drawn and the obligors have defaulted with zero recovery.
[4] Includes $897 million and $937 million issued for the benefit of HSBC affiliates at September 30, 2015 and December 31, 2014, respectively.