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COMMITMENTS AND CONTINGENT LIABILITIES - Funding Agreements (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Debt Instrument [Line Items]    
Outstanding balance at end of period $ 6,750 $ 6,900
Issued during the period 11,750  
Repaid during the period 11,900  
Long-term Agreements Maturing Within One Year 0  
Difference related to remaining amortization 9 9
Federal Home Loan Bank of New York Short-Term Funding Agreements Maturing in Less than One Year    
Debt Instrument [Line Items]    
Outstanding balance at end of period 4,632 4,608
Issued during the period 11,750  
Repaid during the period 11,900  
Long-term Agreements Maturing Within One Year 174  
Federal Home Loan Bank of New York Long-Term Funding Agreements Maturing Between Two and Five Years    
Debt Instrument [Line Items]    
Outstanding balance at end of period 1,472 1,646
Issued during the period 0  
Repaid during the period 0  
Long-term Agreements Maturing Within One Year (174)  
Federal Home Loan Bank of New York Long-Term Funding Agreements Maturing in Greater than Five Years    
Debt Instrument [Line Items]    
Outstanding balance at end of period 646 646
Issued during the period 0  
Repaid during the period 0  
Long-term Agreements Maturing Within One Year 0  
Federal Home Loan Bank of New York Long-Term Funding Agreements    
Debt Instrument [Line Items]    
Outstanding balance at end of period 2,119 $ 2,292
Issued during the period 0  
Repaid during the period 0  
Long-term Agreements Maturing Within One Year $ (174)