XML 171 R157.htm IDEA: XBRL DOCUMENT v3.6.0.2
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
Dec. 31, 2016
Dec. 31, 2015
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss $ 66,721 $ 103,647
Credit derivatives [Member]    
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss [1],[2] 58,329 91,435
Financial standby letters of credit, net of participations [Member]    
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss [3],[4] 5,423 5,842
Affiliated Entity [Member] | Credit derivatives [Member]    
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss 29,999 44,130
Affiliated Entity [Member] | Financial standby letters of credit, net of participations [Member]    
Guarantor Obligations [Line Items]    
Notional/maximum exposure to loss $ 1,315 $ 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 $29,999 million and $44,130 million of notional issued for the benefit of HSBC affiliates at December 31, 2016 and 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 $1,315 million and $910 million issued for the benefit of HSBC affiliates at December 31, 2016 and 2015, respectively.