Derivative Instruments - Additional Information (Details) - USD ($)	3 Months Ended
Mar. 31, 2020	Mar. 31, 2019	Dec. 31, 2019
Offsetting Liabilities [Line Items]
Maximum maturity of foreign currency exchange contracts	18 months
Net derivative gains related to cash flow hedges to be reclassified into earnings within the next 12 months	$ 129,000,000
Net investment hedge CTA gains	71,000,000	$ 0
Net investment hedge CTA gains (losses), reclassifications	0	$ 0
Derivative asset, offset	125,000,000		$ 92,000,000
Counterparty non-cash collateral	0		0
Other current assets
Offsetting Liabilities [Line Items]
Cash collateral posted related to derivative liabilities	23,000,000		12,000,000
Other current liabilities
Offsetting Liabilities [Line Items]
Counterparty cash collateral	$ 172,000,000		$ 39,000,000

Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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Fair value of asset associated with financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset.

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The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Maximum amount of time remaining before foreign currency exchange rate derivatives mature or expire, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Amount, before tax and reclassification, of gain (loss) from derivative designated and qualifying as net investment hedge.

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Amount, before tax, of reclassification from accumulated other comprehensive income (AOCI) for gain (loss) from derivative designated and qualifying as net investment hedge.

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Amount of obligation to return securities collateral under master netting arrangements that have not been offset against securities borrowed.

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