Investments and Derivative Instruments (Details Textual 3) (USD $)	3 Months Ended
	Mar. 31, 2012 Security	Mar. 31, 2011	Dec. 31, 2011
Additional Investments and Derivative Instruments (Textual) [Abstract]
Projected loss contingency for loans with an LTV ratio	90% or greater
Days after due payment date when interest income ceases to accrue	60 days
Gross gains and losses on sales and impairments previously reported as unrealized losses in AOCI	$ 133,000,000	$ (127,000,000)
Number of securities included in AFS securities in an unrealized loss position, primarily related to municipal securities	2,458
Percentage of gross unrealized losses depressed	78.00%
Securities Depressed to Cost or Amortized Cost Lower Limit	20.00%
Number of years to maturity for securities concentrated in the financial services sector	10 years
Carrying value of mortgage loans associated with the valuation allowance	548,000,000
Valuation allowances on mortgage loans held for sale	4,000,000		4,000,000
Mortgage loans held for sale, carrying value	57,000,000		74,000,000
Current weighted average loan to value ratio of commercial mortgage loan	65.00%
Original weighted average loan to value ratio of commercial mortgage loan	62.00%
Notional amount of interest rate swaps in offsetting relationships	7,800,000,000		7,800,000,000
Deferred net gains on derivative instruments before tax to be reclassified to earnings during next twelve months	120,000,000
Maximum term over for hedging exposure to variability of future cash flows	3 years
Avg. Debt-Service Coverage Ratio	1.95
Securities sold under agreements to repurchase	346,000,000
Proceeds from sales of AFS securities	12,700,000,000	7,500,000,000
Derivative fair value reported as liabilities	2,500,000,000		3,200,000,000
Increase in notional amount of hedging instruments	4,900,000,000
Decrease in U.S.macro hedge program notional amount	1,400,000,000
Maximum amount of net reclassifications from AOCI to earnings		$ 0