Regulatory Capital (Details) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Basel III Standardized Transitional \| JPMorgan Chase & Co.
Regulatory capital
CET1 capital	$ 184,972	$ 183,300
Tier 1 capital	210,589	208,644
Total capital	238,303	238,395
Assets
Risk-weighted	1,545,326	1,499,506
Adjusted average	$ 2,552,612	$ 2,514,270
Capital ratios
CET1	12.00%	12.20%
Tier 1	13.60%	13.90%
Total	15.40%	15.90%
Tier 1 leverage	8.20%	8.30%
Basel III Advanced Transitional \| JPMorgan Chase & Co.
Regulatory capital
CET1 capital	$ 184,972	$ 183,300
Tier 1 capital	210,589	208,644
Total capital	228,574	227,933
Assets
Risk-weighted	1,438,529	1,435,825
Adjusted average	$ 2,552,612	$ 2,514,270
Capital ratios
CET1	12.90%	12.80%
Tier 1	14.60%	14.50%
Total	15.90%	15.90%
Tier 1 leverage	8.20%	8.30%
Total leverage exposure		$ 3,204,463
SLR		6.50%
Basel III Advanced Fully Phased-In \| JPMorgan Chase & Co.
Capital ratios
Total leverage exposure	$ 3,235,518
SLR	6.50%
Bank Holding Companies \| Basel III
Minimum capital ratios
CET1	9.00%	7.50%
Tier 1	10.50%	9.00%
Total	12.50%	11.00%
Tier 1 leverage	4.00%	4.00%
SLR	5.00%
Well-capitalized ratios
CET1	0.00%
Tier 1	6.00%
Total	10.00%
Tier 1 leverage	5.00%
SLR	0.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Capital conservation buffer phase-in amount	1.875%
Capital conservation buffer	2.50%
GSIB surcharge phase-in amount	2.625%
GSIB surcharge	3.50%
SLR, minimum requirement	3.00%
SLR, supplementary leverage buffer	2.00%
Insured Depository Institutions \| Basel III
Minimum capital ratios
CET1	6.375%	5.75%
Tier 1	7.875%	7.25%
Total	9.875%	9.25%
Tier 1 leverage	4.00%	4.00%
SLR	6.00%
Well-capitalized ratios
CET1	6.50%
Tier 1	8.00%
Total	10.00%
Tier 1 leverage	5.00%
SLR	6.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Capital conservation buffer	2.50%
SLR, minimum requirement	3.00%
SLR, supplementary leverage buffer	3.00%
JPMorgan Chase Bank, N.A. \| Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 188,608	$ 184,375
Tier 1 capital	188,608	184,375
Total capital	199,634	195,839
Assets
Risk-weighted	1,362,039	1,338,970
Adjusted average	$ 2,141,332	$ 2,116,031
Capital ratios
CET1	13.80%	13.80%
Tier 1	13.80%	13.80%
Total	14.70%	14.60%
Tier 1 leverage	8.80%	8.70%
JPMorgan Chase Bank, N.A. \| Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 188,608	$ 184,375
Tier 1 capital	188,608	184,375
Total capital	193,613	189,510
Assets
Risk-weighted	1,211,473	1,241,916
Adjusted average	$ 2,141,332	$ 2,116,031
Capital ratios
CET1	15.60%	14.80%
Tier 1	15.60%	14.80%
Total	16.00%	15.30%
Tier 1 leverage	8.80%	8.70%
Total leverage exposure		$ 2,775,041
SLR		6.60%
JPMorgan Chase Bank, N.A. \| Basel III Advanced Fully Phased-In
Capital ratios
Total leverage exposure	$ 2,765,905
SLR	6.80%
Chase Bank USA, N.A. \| Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 23,136	$ 21,600
Tier 1 capital	23,136	21,600
Total capital	28,026	27,691
Assets
Risk-weighted	109,138	113,108
Adjusted average	$ 116,411	$ 126,517
Capital ratios
CET1	21.20%	19.10%
Tier 1	21.20%	19.10%
Total	25.70%	24.50%
Tier 1 leverage	19.90%	17.10%
Chase Bank USA, N.A. \| Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 23,136	$ 21,600
Tier 1 capital	23,136	21,600
Total capital	26,636	26,250
Assets
Risk-weighted	182,177	190,523
Adjusted average	$ 116,411	$ 126,517
Capital ratios
CET1	12.70%	11.30%
Tier 1	12.70%	11.30%
Total	14.60%	13.80%
Tier 1 leverage	19.90%	17.10%
Total leverage exposure		$ 182,803
SLR		11.80%
Chase Bank USA, N.A. \| Basel III Advanced Fully Phased-In
Capital ratios
Total leverage exposure	$ 175,153
SLR	13.20%

Adjusted average assets, as calculated in accordance with U.S. federal regulatory capital standards.

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A specific risk-based capital surcharge applied to a Global Systemically Important Bank (“GSIB”). Institutions are identified as GSIBs by the Financial Stability Board (“FSB”).

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Total Leverage Exposure

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The amount of total capital as defined in the regulations.

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The minimum Total risk based capital ratio (total capital divided by risk weighted assets) required for capital adequacy purposes under the regulatory framework for prompt corrective action.

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Tier 1 capital divided by risk weighted assets as defined by regulations.

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