Fair Value Measurements (Details 3) (USD $)			6 Months Ended																																																		6 Months Ended
	Jun. 30, 2012	Dec. 31, 2011	Jun. 30, 2012 Prepayment rates [Member]	Jun. 30, 2012 Prepayment rates [Member] Minimum [Member]	Jun. 30, 2012 Prepayment rates [Member] Maximum [Member]	Jun. 30, 2012 Constant default rates [Member]	Jun. 30, 2012 Constant default rates [Member] Minimum [Member]	Jun. 30, 2012 Constant default rates [Member] Maximum [Member]	Jun. 30, 2012 Loss severity rates [Member]		Jun. 30, 2012 Loss severity rates [Member] Minimum [Member]	Jun. 30, 2012 Loss severity rates [Member] Maximum [Member]	Jun. 30, 2012 Option adjusted spread [Member]	Jun. 30, 2012 Option adjusted spread [Member] Minimum [Member]	Jun. 30, 2012 Option adjusted spread [Member] Maximum [Member]	Jun. 30, 2012 Spread volatility on collateral assets [Member]	Jun. 30, 2012 Spread volatility on collateral assets [Member] Minimum [Member]	Jun. 30, 2012 Spread volatility on collateral assets [Member] Maximum [Member]	Jun. 30, 2012 Correlation between insurance claim shortfall and collateral value [Member]	Jun. 30, 2012 Correlation between insurance claim shortfall and collateral value [Member] Weighted Average [Member]	Jun. 30, 2012 Correlations of default among a portfolio of credit names of embedded credit derivatives [Member]	Jun. 30, 2012 Correlations of default among a portfolio of credit names of embedded credit derivatives [Member] Minimum [Member]	Jun. 30, 2012 Correlations of default among a portfolio of credit names of embedded credit derivatives [Member] Maximum [Member]	Jun. 30, 2012 Range of fair value adjustments to reflect restrictions on timing and amount of redemption and realization risks [Member]	Jun. 30, 2012 Range of fair value adjustments to reflect restrictions on timing and amount of redemption and realization risks [Member] Minimum [Member]	Jun. 30, 2012 Range of fair value adjustments to reflect restrictions on timing and amount of redemption and realization risks [Member] Maximum [Member]	Jun. 30, 2012 Probability to fund for rate lock commitments [Member]	Jun. 30, 2012 Foreign exchange volatility and correlation of a basket of currencies [Member]	Jun. 30, 2012 Price volatility of underlying equity and correlations of equities with a basket or index [Member]	Jun. 30, 2012 Correlation of defaults of a portfolio of reference credit names [Member]	Jun. 30, 2012 Correlation of defaults of a portfolio of reference credit names [Member] Minimum [Member]		Jun. 30, 2012 Correlation of defaults of a portfolio of reference credit names [Member] Maximum [Member]	Jun. 30, 2012 Industry by industry correlation of defaults [Member]	Jun. 30, 2012 Industry by industry correlation of defaults [Member] Minimum [Member]	Jun. 30, 2012 Industry by industry correlation of defaults [Member] Maximum [Member]	Jun. 30, 2012 Constant prepayment rates [Member]	Jun. 30, 2012 Constant prepayment rates [Member] Minimum [Member]	Jun. 30, 2012 Constant prepayment rates [Member] Maximum [Member]	Jun. 30, 2012 Estimated annualized costs to service [Member]	Jun. 30, 2012 Estimated annualized costs to service [Member] Minimum [Member]	Jun. 30, 2012 Estimated annualized costs to service [Member] Maximum [Member]	Jun. 30, 2012 Foreign exchange volatility and correlations of a currency basket within the embedded derivative feature [Member]	Jun. 30, 2012 Equity price volatility and correlations of equity baskets or index within the embedded derivative feature [Member]	Jun. 30, 2012 Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member]	Jun. 30, 2012 Option adjusted discounted cash flows [Member]	Jun. 30, 2012 Discounted cash flows [Member]	Jun. 30, 2012 Net asset value of hedge funds [Member]	Jun. 30, 2012 Market comparable adjusted for probability to fund [Member]	Jun. 30, 2012 Option pricing model [Member]	Jun. 30, 2012 Collateralized Debt Obligations [Member]	Jun. 30, 2012 Corporate and Other Domestic Debt Securities [Member]	Jun. 30, 2012 Corporate and Other Domestic Debt Securities [Member] Option adjusted spread [Member] Minimum [Member]	Jun. 30, 2012 Corporate and Other Domestic Debt Securities [Member] Option adjusted spread [Member] Maximum [Member]	Jun. 30, 2012 Corporate debt securities issued by foreign entities [Member]	Jun. 30, 2012 Equity securities (investments in hedge funds) [Member]	Jun. 30, 2012 Interest rate derivative contracts [Member]	Jun. 30, 2012 Foreign exchange derivative contract [Member]	Jun. 30, 2012 Equity derivative contracts [Member]	Jun. 30, 2012 Credit derivative contracts [Member]	Jun. 30, 2012 Mortgage servicing rights [Member]	Jun. 30, 2012 Deposits in domestic offices [Member]	Jun. 30, 2012 Long-term Debt [Member]
Quantitative information about recurring fair value measurement of assets and liabilities classified as Level 3
Fair Value	$ 98,359,000,000	$ 93,733,000,000																																																	$ 658,000,000	$ 1,599,000,000			$ 688,000,000	$ 12,000,000	$ 12,000,000	$ (25,000,000)	$ (46,000,000)	$ 921,000,000	$ 187,000,000	$ (2,908,000,000)	$ (297,000,000)
Valuation Technique(s)																																													Broker quotes or consensus pricing and, where applicable, discounted cash flows	Option adjusted discounted cash flows	Discounted cash flows	Net asset value of hedge funds	Market comparable adjusted for probability to fund	Option pricing model
Significant Unobservable Inputs			Prepayment rates			Constant default rates			Loss severity rates	[1]			Option adjusted spread			Spread volatility on collateral assets			Correlation between insurance claim shortfall and collateral value		Correlations of default among a portfolio of credit names of embedded credit derivatives			Range of fair value adjustments to reflect restrictions on timing and amount of redemption and realization risks			Probability to fund for rate lock commitments	Foreign exchange volatility and correlation of a basket of currencies	Price volatility of underlying equity and correlations of equities with a basket or index	Correlation of defaults of a portfolio of reference credit names				Industry by industry correlation of defaults			Constant prepayment rates			Estimated annualized costs to service			Foreign exchange volatility and correlations of a currency basket within the embedded derivative feature	Equity price volatility and correlations of equity baskets or index within the embedded derivative feature
Range of Inputs				0.00%	35.00%		4.00%	14.00%			50.00%	100.00%		8.10%	19.10%		1.70%	4.20%		80.00%		61.00%	73.00%		0.00%	90.00%					12.00%	[2]	33.00%		40.00%	76.00%		8.10%	34.80%															4.46%
Range of inputs per account.																																									$ 98	$ 263

[1] During the three and six months ended June 30, 2012 and 2011, there were no other-than-temporary impairment (“OTTI”) losses on securities recognized in other revenues and no OTTI losses in the non-credit component on securities were recognized in accumulated other comprehensive income.

[2] The following table summarizes assets and liabilities related to variable interest entities ("VIEs") as of June 30, 2012 and December 31, 2011 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation.