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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, 2017
Dec. 31, 2016
Guarantor Obligations [Line Items]    
Carrying Value $ (201) $ (627)
Notional/maximum exposure to loss 53,675 66,721
Credit derivatives [Member]    
Guarantor Obligations [Line Items]    
Carrying Value [1],[2] (201) (627)
Notional/maximum exposure to loss [1],[2] 45,228 58,329
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] 5,190 5,423
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] $ 3,257 $ 2,969
[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 $26,541 million and $29,999 million of notional issued for the benefit of HSBC affiliates at September 30, 2017 and December 31, 2016, respectively.
[3] For standby letters of credit, maximum loss represents losses to be recognized assuming the letters of credit have been fully drawn and the obligors have defaulted with zero recovery.
[4] Includes $1,270 million and $1,315 million of both financial and performance standby letters of credit issued for the benefit of HSBC affiliates at September 30, 2017 and December 31, 2016, respectively.