XML 95 R80.htm IDEA: XBRL DOCUMENT v3.19.2
Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($)
$ in Millions
Jun. 30, 2019
Dec. 31, 2018
Protection sold credit derivatives and credit related notes ratings/maturity profile    
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than 1 year $ (145,229) $ (161,340)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years (432,215) (521,673)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years (51,668) (55,451)
Total notional amount (629,112) (738,464)
Fair value of receivables 9,685 10,439
Fair value of payables (5,311) (8,451)
Net fair value 4,374 1,988
Investment-grade    
Protection sold credit derivatives and credit related notes ratings/maturity profile    
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than 1 year (103,901) (115,443)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years (332,277) (402,325)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years (39,334) (43,611)
Total notional amount (475,512) (561,379)
Fair value of receivables 5,678 5,720
Fair value of payables (1,699) (2,791)
Net fair value 3,979 2,929
Noninvestment-grade    
Protection sold credit derivatives and credit related notes ratings/maturity profile    
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than 1 year (41,328) (45,897)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years (99,938) (119,348)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years (12,334) (11,840)
Total notional amount (153,600) (177,085)
Fair value of receivables 4,007 4,719
Fair value of payables (3,612) (5,660)
Net fair value $ 395 $ (941)