XML 106 R86.htm IDEA: XBRL DOCUMENT v2.3.0.15
Securities - Gross Unrealized Losses (Details 5) (USD $)
In Millions, unless otherwise specified
3 Months Ended6 Months Ended
Jun. 30, 2011
Jun. 30, 2011
Dec. 31, 2010
Gross unrealized losses   
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses$ 1,562$ 1,562$ 2,025
Available-for-sale Securities, with gross unrealized losses, 12 Months or Longer, Gross unrealized losses533533510
External Credit Rating, Non Investment Grade [Member] | Prime and Alt-A [Member]
   
Gross unrealized losses   
Available-for-Sale Securities, By Amortized Cost, Rated Below Investment Grade, Percentage of Portfolio58.00%58.00% 
Available-For-Sale Securities, Qualitative Disclosure, Percentage Other-than-temporarily Impaired66.00%66.00% 
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Credit Enhancement Percentage8.00%8.00% 
External Credit Rating, Investment Grade [Member] | Prime and Alt-A [Member]
   
Gross unrealized losses   
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Credit Enhancement Percentage44.00%44.00% 
Minimum [Member] | Non-U.S. [Member]
   
Gross unrealized losses   
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Other, Default Rate0.25%  
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Constant Prepayment Rate15.00%  
Maximum [Member] | Non-U.S. [Member]
   
Gross unrealized losses   
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Other, Default Rate0.50%  
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Constant Prepayment Rate20.00%  
Prime and Alt-A [Member]
   
Gross unrealized losses   
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses180180250
Available-for-sale Securities, with gross unrealized losses, 12 Months or Longer, Gross unrealized losses179179250
Other-than-temporary impairment losses1343 
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Other, Default Rate 24.00% 
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Other, Loss Severity Rate 47.00% 
Non-U.S. [Member]
   
Gross unrealized losses   
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses317317409
Available-for-sale Securities, with gross unrealized losses, 12 Months or Longer, Gross unrealized losses23023030
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Other, Recovery Rate60.00%  
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Credit Enhancement Percentage10.00%10.00% 
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Expected Lifetime Losses1.50%1.50% 
Collateralized Loan Obligations [Member]
   
Gross unrealized losses   
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses117117210
Available-for-sale Securities, with gross unrealized losses, 12 Months or Longer, Gross unrealized losses$ 113$ 113$ 200
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Other, Default Rate 2.00% 
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Other, Loss Severity Rate48.00%  
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Other, Loss Severity From Debt Securities82.00%82.00% 
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Credit Enhancement Percentage30.00%30.00% 
Collateral default rates after the current period4.00%4.00% 
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Months Between Default and Loss 18 months