XML 95 R79.htm IDEA: XBRL DOCUMENT v3.22.2
Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($)
$ in Millions
Jun. 30, 2022
Dec. 31, 2021
Protection sold credit derivatives ratings/maturity profile    
Protection sold credit derivatives ratings/maturity profile - less than 1 year $ (117,567) $ (123,330)
Protection sold credit derivatives ratings/maturity profile - from 1-5 years (371,034) (339,957)
Protection sold credit derivatives ratings/maturity profile - more than 5 years (37,459) (36,324)
Total notional amount (526,060) (499,611)
Fair value of receivables 2,616 6,275
Fair value of payables (7,748) (2,626)
Net fair value (5,132) 3,649
Investment-grade    
Protection sold credit derivatives ratings/maturity profile    
Protection sold credit derivatives ratings/maturity profile - less than 1 year (81,541) (91,155)
Protection sold credit derivatives ratings/maturity profile - from 1-5 years (278,902) (255,106)
Protection sold credit derivatives ratings/maturity profile - more than 5 years (29,619) (29,035)
Total notional amount (390,062) (375,296)
Fair value of receivables 1,749 3,645
Fair value of payables (2,470) (623)
Net fair value (721) 3,022
Noninvestment-grade    
Protection sold credit derivatives ratings/maturity profile    
Protection sold credit derivatives ratings/maturity profile - less than 1 year (36,026) (32,175)
Protection sold credit derivatives ratings/maturity profile - from 1-5 years (92,132) (84,851)
Protection sold credit derivatives ratings/maturity profile - more than 5 years (7,840) (7,289)
Total notional amount (135,998) (124,315)
Fair value of receivables 867 2,630
Fair value of payables (5,278) (2,003)
Net fair value $ (4,411) $ 627