Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Net Credit Derivative Positions (Detail) - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Credit Derivatives [Line Items]
Carrying/Fair Value		$ (6,961)	$ (7,006)
Net position, Carrying/Fair Value	[1]	251	257
Notional	[1]	5,138	5,201
Sell-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value		(3,382)	(1,484)
Notional		102,403	117,768
Buy-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value		3,633	1,741
Notional		$ 107,541	$ 122,969

[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.