XML 178 R168.htm IDEA: XBRL DOCUMENT v3.22.0.1
Fair Value Measurements - Changes in Fair Value of Level 3 Assets and Liabilities (Detail) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets $ 74,511 $ 97,982
Gross Balance, Liabilities 28,125 49,380
Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 15,285 31,461
Interest rate contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 1,899 6,625
Foreign exchange contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 11,126 18,603
Equity contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 1,361 4,291
Credit contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 82 297
Other Contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 38 67
Derivative    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total assets, beginning balance 692  
Total assets, ending balance 219 692
Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total liabilities, beginning balance (526)  
Total liabilities, ending balance (210) (526)
Level 3    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total assets, beginning balance 319 707
Assets, Total Realized/Unrealized Gains (Losses) Included in Earnings (317) 132
Assets, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income (Loss) (3) (9)
Assets, Purchases 0 0
Assets, Issuances 9 5
Assets, Settlements 104 (521)
Assets, Transfers Into Level 3 (27) 3
Assets Transfers out of Level 3 60 2
Total assets, ending balance 145 319
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Earnings 8 158
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income (3) (9)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total liabilities, beginning balance (1,094) (1,128)
Total Realized/Unrealized Gains (Losses) Included in Earnings (51) (27)
Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income 2 (2)
Purchases 0 0
Issuances (1,732) (305)
Settlements 592 284
Transfers Into Level 3 (251) (1)
Transfers Out of Level 3 146 85
Total liabilities, ending balance (2,388) (1,094)
Current Period Unrealized Gains (Losses) Still Held Included in Earnings (29) (50)
Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income 2 (2)
Level 3 | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 355 845
Gross Balance, Liabilities 2,598 1,620
Level 3 | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 210 526
Level 3 | Interest rate contracts    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Derivatives, net, Beginning Balance 34 10
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Earnings (34) 23
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income 0 0
Derivatives, net, Purchases 0 0
Derivatives, net, Issuances 0 0
Derivatives, net, Settlements 0 0
Derivatives, net, Transfers into Level 3 0 1
Derivatives, net, Transfers out of Level 3 0 0
Derivatives, net, Ending Balance 0 34
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Earnings (4) 23
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income (Loss) 0 0
Level 3 | Interest rate contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 1 1
Level 3 | Foreign exchange contracts    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Derivatives, net, Beginning Balance 9 (1)
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Earnings (11) (1)
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income 0 0
Derivatives, net, Purchases 0 0
Derivatives, net, Issuances 0 0
Derivatives, net, Settlements 0 0
Derivatives, net, Transfers into Level 3 0 11
Derivatives, net, Transfers out of Level 3 0 0
Derivatives, net, Ending Balance (2) 9
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Earnings 0 (1)
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income (Loss) 0 0
Level 3 | Foreign exchange contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 2 6
Level 3 | Equity contracts    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Derivatives, net, Beginning Balance 119 72
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Earnings (214) 129
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income 0 0
Derivatives, net, Purchases 0 0
Derivatives, net, Issuances 0 0
Derivatives, net, Settlements 84 (47)
Derivatives, net, Transfers into Level 3 (27) (37)
Derivatives, net, Transfers out of Level 3 84 2
Derivatives, net, Ending Balance 46 119
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Earnings 14 147
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income (Loss) 0 0
Level 3 | Equity contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 167 446
Level 3 | Credit contracts    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Derivatives, net, Beginning Balance 63 59
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Earnings (65) 7
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income 0 0
Derivatives, net, Purchases 0 0
Derivatives, net, Issuances 0 0
Derivatives, net, Settlements 0 (3)
Derivatives, net, Transfers into Level 3 0 0
Derivatives, net, Transfers out of Level 3 0 0
Derivatives, net, Ending Balance (2) 63
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Earnings (2) (7)
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income (Loss) 0 0
Level 3 | Credit contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 2 6
Level 3 | Other Contracts    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Derivatives, net, Beginning Balance (59) (75)
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Earnings (2) (9)
Derivatives, net, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income 0 0
Derivatives, net, Purchases 0 0
Derivatives, net, Issuances 0 0
Derivatives, net, Settlements 28 25
Derivatives, net, Transfers into Level 3 0 0
Derivatives, net, Transfers out of Level 3 0 0
Derivatives, net, Ending Balance (33) (59)
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Earnings 0 0
Derivatives, net, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income (Loss) 0 0
Level 3 | Other Contracts | Fair Value, Recurring | Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Liabilities 38 67
Mortgage servicing rights | Level 3    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total assets, beginning balance 7 4
Assets, Total Realized/Unrealized Gains (Losses) Included in Earnings 0 (2)
Assets, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income (Loss) 0 0
Assets, Purchases 0 0
Assets, Issuances 9 5
Assets, Settlements 0 0
Assets, Transfers Into Level 3 0 0
Assets Transfers out of Level 3 0 0
Total assets, ending balance 16 7
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Earnings 0 (2)
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income 0 0
Derivative | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 16,229 32,468
Derivative | Interest rate contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 1,848 6,687
Derivative | Foreign exchange contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 11,350 18,467
Derivative | Equity contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 2,058 5,616
Derivative | Credit contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 28 367
Derivative | Other Contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 5 8
Derivative | Level 3 | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 219 692
Derivative | Level 3 | Interest rate contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 1 35
Derivative | Level 3 | Foreign exchange contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 0 15
Derivative | Level 3 | Equity contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 213 565
Derivative | Level 3 | Credit contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 0 69
Derivative | Level 3 | Other Contracts | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 5 8
Asset-backed securities collateralized by residential mortgages | Trading assets, excluding derivatives: | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets   15
Asset-backed securities collateralized by residential mortgages | Trading assets, excluding derivatives: | Level 3    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total assets, beginning balance 15 17
Assets, Total Realized/Unrealized Gains (Losses) Included in Earnings 9 (2)
Assets, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income (Loss) 0 0
Assets, Purchases 0 0
Assets, Issuances 0 0
Assets, Settlements 0 0
Assets, Transfers Into Level 3 0 0
Assets Transfers out of Level 3 (24) 0
Total assets, ending balance 0 15
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Earnings 0 (2)
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income 0 0
Asset-backed securities collateralized by residential mortgages | Trading assets, excluding derivatives: | Level 3 | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets   15
Corporate and other domestic debt securities | Trading assets, excluding derivatives: | Level 3    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total assets, beginning balance 0 510
Assets, Total Realized/Unrealized Gains (Losses) Included in Earnings   (13)
Assets, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income (Loss)   0
Assets, Purchases   0
Assets, Issuances   0
Assets, Settlements   (497)
Assets, Transfers Into Level 3   0
Assets Transfers out of Level 3   0
Total assets, ending balance   0
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Earnings   0
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income   0
Other | Securities available-for-sale ("AFS") | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 101 104
Other | Securities available-for-sale ("AFS") | Level 3    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total assets, beginning balance 131 111
Assets, Total Realized/Unrealized Gains (Losses) Included in Earnings 0 0
Assets, Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income (Loss) (3) (9)
Assets, Purchases 0 0
Assets, Issuances 0 0
Assets, Settlements (8) 1
Assets, Transfers Into Level 3 0 28
Assets Transfers out of Level 3 0 0
Total assets, ending balance 120 131
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Earnings 0 0
Assets, Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income (3) (9)
Other | Securities available-for-sale ("AFS") | Level 3 | Fair Value, Recurring    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gross Balance, Assets 101 104
Domestic Deposits | Level 3    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total liabilities, beginning balance (646) (774)
Total Realized/Unrealized Gains (Losses) Included in Earnings (16) (15)
Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income 2 (2)
Purchases 0 0
Issuances 0 (43)
Settlements 184 125
Transfers Into Level 3 (151) 0
Transfers Out of Level 3 92 63
Total liabilities, ending balance (535) (646)
Current Period Unrealized Gains (Losses) Still Held Included in Earnings (16) (20)
Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income 2 (2)
Fixed rate long-term debt | Level 3    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total liabilities, beginning balance (448) (354)
Total Realized/Unrealized Gains (Losses) Included in Earnings (35) (12)
Total Realized/Unrealized Gains (Losses) Included in Other Comprehensive Income 0 0
Purchases 0 0
Issuances (1,732) (262)
Settlements 408 159
Transfers Into Level 3 (100) (1)
Transfers Out of Level 3 54 22
Total liabilities, ending balance (1,853) (448)
Current Period Unrealized Gains (Losses) Still Held Included in Earnings (13) (30)
Current Period Unrealized Gains (Losses) Still Held Included in Other Comprehensive Income $ 0 $ 0