XML 111 R93.htm IDEA: XBRL DOCUMENT v3.10.0.1
- Quantitative Information - Liabilities (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
FG VIEs' liabilities with recourse, at fair value [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Change in unrealized gains/(losses) related to financial instruments held $ 1 $ (11)
Valuation, Income Approach [Member] | Credit derivative liabilities, net [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Inputs Hedge Cost 0.055% 0.176%
Fair Value Inputs Bank Profit 0.072% 0.06%
Fair Value Inputs Internal Floor 0.088% 0.08%
Valuation, Income Approach [Member] | Credit derivative liabilities, net [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Inputs Hedge Cost 0.825% 1.226%
Fair Value Inputs Bank Profit 5.099% 8.525%
Fair Value Inputs Internal Floor 0.30% 0.30%
Valuation, Income Approach [Member] | Credit derivative liabilities, net [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Inputs Hedge Cost 0.233% 0.481%
Fair Value Inputs Bank Profit 0.773% 1.075%
Fair Value Inputs Internal Floor 0.19% 0.218%
Level 3 [Member] | Valuation, Income Approach [Member] | Credit derivative liabilities, net [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total liabilities carried at fair value $ (207) $ (269)
Level 3 [Member] | Valuation, Income Approach [Member] | Credit derivative liabilities, net [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Year 1 loss estimates (as a percent) 0.00% 0.00%
Level 3 [Member] | Valuation, Income Approach [Member] | Credit derivative liabilities, net [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Year 1 loss estimates (as a percent) 66.00% 42.00%
Level 3 [Member] | Valuation, Income Approach [Member] | Credit derivative liabilities, net [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Year 1 loss estimates (as a percent) 2.20% 3.30%
Level 3 [Member] | Valuation, Income Approach [Member] | Financial Guarantee Variable Interest Entities [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total liabilities carried at fair value $ (619) $ (757)
Level 3 [Member] | Valuation, Income Approach [Member] | Financial Guarantee Variable Interest Entities [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 5.00% 3.40%
Level 3 [Member] | Valuation, Income Approach [Member] | Financial Guarantee Variable Interest Entities [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 10.20% 10.00%
Level 3 [Member] | Valuation, Income Approach [Member] | Financial Guarantee Variable Interest Entities [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 5.60% 4.90%