Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Net Credit Derivative Positions (Detail) - USD ($) $ in Millions		Sep. 30, 2017	Dec. 31, 2016
Credit Derivatives [Line Items]
Net position, Carrying/Fair Value	[1]	$ 74	$ 218
Notional	[1]	5,458	7,056
Sell-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value		(201)	(627)
Notional		45,228	58,329
Buy-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value		275	845
Notional		$ 50,686	$ 65,385

[1] Positions are presented net in the table above to provide a complete analysis of our risk exposure and depict the way we manage our credit derivative portfolio. The offset of the sell-protection credit derivatives against the buy-protection credit derivatives may not be legally binding in the absence of master netting agreements with the same counterparty. Furthermore, the credit loss triggering events for individual sell protection credit derivatives may not be the same or occur in the same period as those of the buy protection credit derivatives thereby not providing an exact offset.