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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 (Detail) - USD ($)
$ in Millions
Sep. 30, 2016
Dec. 31, 2015
Guarantor Obligations [Line Items]    
Carrying Value $ (682) $ (2,621)
Notional/maximum exposure to loss 76,674 103,647
Credit derivatives [Member]    
Guarantor Obligations [Line Items]    
Carrying Value [1],[2] (682) (2,621)
Notional/maximum exposure to loss [1],[2] 68,248 91,435
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] 5,539 5,842
Performance 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] 2,887 3,008
Liquidity asset purchase agreements [Member]    
Guarantor Obligations [Line Items]    
Carrying Value [3] 0 0
Notional/maximum exposure to loss [3] $ 0 $ 3,362
[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 $38,642 million and $44,130 million of notional issued for the benefit of HSBC affiliates at September 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 $1,204 million and $910 million issued for the benefit of HSBC affiliates at September 30, 2016 and December 31, 2015, respectively.