Derivative Financial Instruments (Narrative) (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended								6 Months Ended				6 Months Ended
	Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012 Dealer Counterparties [Member]	Dec. 31, 2011 Dealer Counterparties [Member]	Jun. 30, 2012 Central Clearing Parties [Member]	Dec. 31, 2011 Central Clearing Parties [Member]	Jun. 30, 2012 Pre-tax [Member]	Dec. 31, 2011 Pre-tax [Member]	Jun. 30, 2012 Mortgage Servicing Rights [Member]	Jun. 30, 2011 Mortgage Servicing Rights [Member]	Jun. 30, 2012 Cash Flow Hedges [Member] Pre-tax [Member]	Dec. 31, 2011 Cash Flow Hedges [Member] Pre-tax [Member]	Jun. 30, 2012 Fair Value Hedges [Member]	Jun. 30, 2011 Fair Value Hedges [Member]	Jun. 30, 2012 Net Investment Hedging [Member]	Dec. 31, 2011 Net Investment Hedging [Member]
Unrealized net gains (losses) on cash flow hedges							$ (279)	$ (254)			$ (279)	$ (254)
Estimated amount in accumulated other comprehensive income expected to be reclassified within twelve months											(52)
Proceeds from terminated fair value hedges													90	11
Pre-tax benefits from reductions of interest expense from previous hedge unwinds													164	92
Gain (loss) on derivatives not designated as a hedge									99	20
Valuation adjustment related to the mortgage servicing assets	(38)	(20)							(38)	(20)
Unrecognized after-tax losses related to cumulative changes in fair value of net investment hedge, reflected in accumulated other comprehensive income															11	11
Cash collateral received to secure loss from counterparty related to derivative credit risk			53	82
Cash collateral posted related to derivative activities			756	639	152	145
Derivatives in a gain position for which collateral has been received			41	79
Derivatives in loss position for which collateral has been posted			746	669	46	60
Required increase in posted collateral for ratings downgrade			8	30
Unsecured position in a gain with derivative dealers			$ 0	$ 3	$ 0