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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 - Additional Information (Detail) - USD ($)
$ in Millions
Jun. 30, 2016
Dec. 31, 2015
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss $ 89,386 $ 103,647
Credit derivatives [Member]    
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss [1],[2] 77,141 91,435
Financial standby letters of credit, net of participations [Member]    
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss [3],[4] 5,584 5,842
Affiliated Entity [Member] | Credit derivatives [Member]    
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss 32,683 44,130
Affiliated Entity [Member] | Financial standby letters of credit, net of participations [Member]    
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss $ 1,142 $ 910
[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 $32,683 million and $44,130 million of notional issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015, 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 $1,142 million and $910 million issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015, respectively.