Derivative Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011	Dec. 31, 2011
Net gain (loss) in fair value of Derivative in qualifying fair value hedge	$ 17,000,000	$ 45,000,000	$ 3,000,000	$ 46,000,000
Fair value hedges which decreased the carrying amount of debt	3,000,000	1,000,000	9,000,000	6,000,000
Amortized of basis adjustments related to fair value hedge relationships	3,000,000	3,000,000	9,000,000	8,000,000
Total accumulated unamortized increase in fair value of hedge	53,000,000		53,000,000		53,000,000
Increases in fair value hedges is available for sale of securities	44,000,000	1,200,000,000	231,000,000	1,300,000,000
Increase in accumulated unamortized adjustments for fair value hedges as available-for-sale securities	937,000,000		937,000,000		1,100,000,000
Cash flow hedge relationships extend or mature	July 2036		July 2036
Losses Related to cash flow hedge were amortized to earnings from accumulated other comprehensive income (loss)	4,000,000		12,000,000
Next twelve months, reclassification of remaining losses to earnings resulting from cash flow hedges			14,000,000
Losses related to cash flow hedge were amortized from accumulated other comprehensive income (loss)		4,000,000		9,000,000
Aggregate fair value of all derivative instruments with credit-risk-related contingent	10,000,000,000		10,000,000,000		10,300,000,000
Collateral already posted aggregate fair value	10,300,000,000		10,300,000,000		8,500,000,000
Additional collateral aggregate fair value on return swap	$ 41,000,000		$ 41,000,000