Fair Value of Financial Instruments - Counterparty Credit Risk (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Derivative Fair Value Meaurements and Concentration of Credit Risk
Counterparty credit exposure, excluding credit risk exposure under certain long term agreements	$ 2,200
Counterparty credit exposure, collateral held (cash and letters of credit) against positions	598
Counterparty credit exposure, net	$ 1,600
Company's exposure before collateral expected to roll off (as a percent)	87.00%
Net exposure (as a percent)	100.00%
Counterparty credit risk exposure to certain counterparties, threshold (as a percent)	10.00%
Estimated counterparty credit risk exposure under certain long term agreements, including California tolling agreements, South Central load obligations and solar power purchase agreements for the next 5 years	$ 1,100
Period of estimated counterparty credit risk exposure under certain long term agreements, including California tolling agreements, South Central load obligations and solar power purchase agreements (in years)	5 years
Provision for credit losses	$ 698	$ 108	$ 95
Designated as Hedging Instrument
Derivative Fair Value Meaurements and Concentration of Credit Risk
Counterparty nonperformance exposure	$ 403
Investment grade
Derivative Fair Value Meaurements and Concentration of Credit Risk
Net exposure (as a percent)	55.00%
Non-Investment grade/Non-Rated
Derivative Fair Value Meaurements and Concentration of Credit Risk
Net exposure (as a percent)	45.00%
Utilities, energy merchants, marketers and other
Derivative Fair Value Meaurements and Concentration of Credit Risk
Net exposure (as a percent)	67.00%
Financial Institutions
Derivative Fair Value Meaurements and Concentration of Credit Risk
Net exposure (as a percent)	33.00%