Fair Value Measurements - Quantitative Information about Recurring Fair Value Measurement of Assets and Liabilities Classified as Level 3 (Detail) (USD $) In Millions, unless otherwise specified															9 Months Ended
	Sep. 30, 2012	Dec. 31, 2011	Sep. 30, 2012 Corporate and other domestic debt securities [Member]	Sep. 30, 2012 Precious metals contracts [Member]	Sep. 30, 2012 Collateralized debt obligations [Member]	Sep. 30, 2012 Foreign debt securities [Member]	Sep. 30, 2012 Equity securities [Member]	Sep. 30, 2012 Interest rate contracts [Member]	Sep. 30, 2012 Foreign exchange contracts [Member]	Sep. 30, 2012 Equity contracts [Member]	Sep. 30, 2012 Credit Derivative Contracts [Member]	Sep. 30, 2012 Mortgage servicing rights [Member]	Sep. 30, 2012 Deposits In Domestic Offices [Member]	Sep. 30, 2012 Long-term Debt [Member]	Sep. 30, 2012 Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member]	Sep. 30, 2012 Option adjusted discounted cash flows [Member]	Sep. 30, 2012 Discounted cash flows [Member]	Sep. 30, 2012 Net asset value of hedge funds [Member]	Sep. 30, 2012 Market Comparable Adjusted For Probability To Fund [Member]	Sep. 30, 2012 Option pricing model [Member]	Sep. 30, 2012 Prepayment rates [Member]	Sep. 30, 2012 Constant default rates [Member]	Sep. 30, 2012 Loss Severity Rates [Member]	Sep. 30, 2012 Option adjusted spread [Member]	Sep. 30, 2012 Option adjusted spread [Member] Corporate and other domestic debt securities [Member]	Sep. 30, 2012 Spread volatility on collateral assets [Member]	Sep. 30, 2012 Correlation between insurance claim shortfall and collateral value [Member]	Sep. 30, 2012 Correlations of default among a portfolio of credit names of embedded credit derivatives [Member]	Sep. 30, 2012 Range of fair value adjustments to reflect restrictions on timing and amount of redemption and realization risks [Member]	Sep. 30, 2012 Probability to fund for rate lock commitments [Member]	Sep. 30, 2012 Foreign exchange volatility and correlation of a basket of currencies [Member]	Sep. 30, 2012 Price volatility of underlying equity and correlations of equities with a basket or index [Member]	Sep. 30, 2012 Precious metals price volatility and correlation of a basket of precious metals [Member]	Sep. 30, 2012 Correlation of defaults of a portfolio of reference credit names [Member]	Sep. 30, 2012 Industry by industry correlation of defaults [Member]	Sep. 30, 2012 Constant prepayment rates [Member]	Sep. 30, 2012 Estimated annualized costs to service [Member]	Sep. 30, 2012 Foreign exchange volatility and correlations of a currency basket within the embedded derivative feature [Member]	Sep. 30, 2012 Equity price volatility and correlations of equity baskets or index within the embedded derivative feature [Member]	Sep. 30, 2012 Minimum [Member] Prepayment rates [Member]	Sep. 30, 2012 Minimum [Member] Constant default rates [Member]	Sep. 30, 2012 Minimum [Member] Loss Severity Rates [Member]	Sep. 30, 2012 Minimum [Member] Option adjusted spread [Member]	Sep. 30, 2012 Minimum [Member] Option adjusted spread [Member] Corporate and other domestic debt securities [Member]	Sep. 30, 2012 Minimum [Member] Spread volatility on collateral assets [Member]	Sep. 30, 2012 Minimum [Member] Correlations of default among a portfolio of credit names of embedded credit derivatives [Member]	Sep. 30, 2012 Minimum [Member] Range of fair value adjustments to reflect restrictions on timing and amount of redemption and realization risks [Member]	Sep. 30, 2012 Minimum [Member] Correlation of defaults of a portfolio of reference credit names [Member]	Sep. 30, 2012 Minimum [Member] Industry by industry correlation of defaults [Member]	Sep. 30, 2012 Minimum [Member] Constant prepayment rates [Member]	Sep. 30, 2012 Minimum [Member] Estimated annualized costs to service [Member]	Sep. 30, 2012 Maximum [Member] Prepayment rates [Member]	Sep. 30, 2012 Maximum [Member] Constant default rates [Member]	Sep. 30, 2012 Maximum [Member] Loss Severity Rates [Member]	Sep. 30, 2012 Maximum [Member] Option adjusted spread [Member]	Sep. 30, 2012 Maximum [Member] Spread volatility on collateral assets [Member]	Sep. 30, 2012 Maximum [Member] Correlations of default among a portfolio of credit names of embedded credit derivatives [Member]	Sep. 30, 2012 Maximum [Member] Range of fair value adjustments to reflect restrictions on timing and amount of redemption and realization risks [Member]	Sep. 30, 2012 Maximum [Member] Correlation of defaults of a portfolio of reference credit names [Member]	Sep. 30, 2012 Maximum [Member] Industry by industry correlation of defaults [Member]	Sep. 30, 2012 Maximum [Member] Constant prepayment rates [Member]	Sep. 30, 2012 Maximum [Member] Estimated annualized costs to service [Member]	Sep. 30, 2012 Weighted Average [Member] Correlation between insurance claim shortfall and collateral value [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range of inputs per account																																																			$ 98											$ 263
Fair Value	$ 103,071	$ 93,733	$ 1,618	$ 1	$ 678	$ 724	$ 12	$ 14	$ 3	$ 31	$ 301	$ 173	$ (2,880)	$ (321)
Significant Unobservable Inputs															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	Prepayment rates	Constant default rates	Loss severity rates	Option adjusted spread	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	Precious metals price volatility and correlation of a basket of precious metals	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%	4.00%	50.00%	8.07%	4.46%	1.54%	29.00%	0.00%	40.40%	48.00%	8.30%		6.00%	14.00%	100.00%	19.07%	4.17%	29.20%	90.00%	43.40%	75.00%	48.20%		80.00%