Fair Value Option - Components of Gain (Loss) on Instruments at Fair Value and Related Derivatives (Detail) - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Mark-to-market on the related derivatives		$ (297)	$ (30)	$ (217)	$ 563
Gain (loss) on instruments designated at fair value and related derivatives		165	36	306	20
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]	397	47	369	(579)
Credit risk component, total	[2],[3]	156	22	223	28
Total mark-to-market on financial instruments designated at fair value		553	69	592	(551)
Mark-to-market on the related derivatives		(405)	(50)	(337)	520
Net Realized Gain Losses On Related Long Term Debt Derivatives		17	17	51	51
Gain (loss) on instruments designated at fair value and related derivatives		165	36	306	20
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	1	0	1
Credit risk component, assets	[2],[3]	(1)	0	(9)	0
Total mark-to-market on financial instruments designated at fair value		(1)	1	(9)	1
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		(1)	1	(9)	1
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]	(100)	(24)	(50)	(167)
Credit risk component, liabilities	[2],[3]	96	7	214	(20)
Total mark-to-market on financial instruments designated at fair value		(4)	(17)	164	(187)
Mark-to-market on the related derivatives		98	14	41	134
Net Realized Gain Losses On Related Long Term Debt Derivatives		17	17	51	51
Gain (loss) on instruments designated at fair value and related derivatives		111	14	256	(2)
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]	497	70	419	(413)
Credit risk component, liabilities	[2],[3]	61	15	18	48
Total mark-to-market on financial instruments designated at fair value		558	85	437	(365)
Mark-to-market on the related derivatives		(503)	(64)	(378)	386
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		$ 55	$ 21	$ 59	$ 21

[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 nine months ended September 30, 2015, the gains in the credit risk component for hybrid instruments and repurchase agreements were attributable primarily to the widening of credit spreads on structured deposits and, in the three month period, the widening of our own credit spreads related to structured notes. These gains were partially offset in the year-to-date period by a loss due to changes in estimates associated with the valuation techniques used to measure the fair value of certain structured notes and deposits. During the three and nine months ended September 30, 2014, the gains in the credit risk component for hybrid instruments and repurchase agreements were attributable primarily to the widening of credit spreads on structured deposits and structured notes.

[3] During the three and nine months ended September 30, 2015, the gains in the credit risk component for long-term debt were attributable to the widening of our own credit spreads. During the three months ended September 30, 2014, the gain in the credit risk component for long-term debt was attributable to the widening of our own credit spreads while the loss during the nine months ended September 30, 2014 was attributable to the tightening of our own credit spreads