Amount recognized in accumulated other comprehensive income, before tax, to reflect the write-down of the amortized cost basis of available-for-sale debt securities for other than temporary impairments.

Name:	jpm_AccumulatedOtherComprehensiveIncomeLossAvailableForSaleDebtSecuritiesOtherThanTemporaryImpairmentLossesBeforeTax
Namespace Prefix:	jpm
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

The item represents the average credit enhancement.

+ Details

Name:	jpm_AverageCreditEnhancement
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

This item represents the assumed collateral default rates during the current period.

+ Details

Name:	jpm_CurrentCollateralDefaultRatesDuringCurrentPeriod
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

This item represents the current assumed collateral default rates for periods subsequent to the balance sheet date.

+ Details

Name:	jpm_CurrentCollateralDefaultRatesThereafter
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

Due period of mortgage-backed securities and collateralized mortgage obligations.

+ Details

Name:	jpm_DuePeriodOfMortgageBackedSecuritiesAndCollateralizedMortgageObligations
Namespace Prefix:	jpm
Data Type:	us-types:durationStringItemType
Balance Type:	na
Period Type:	duration

- Definition

Gross unrealized losses related to collateralized debt and loan obligations.

+ Details

Name:	jpm_GrossUnrealizedLossesRelatedToCollateralizedDebtAndLoanObligations
Namespace Prefix:	jpm
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Gross unrealized losses, related to securities having unrealized loss position for longer than 12 months.

+ Details

Name:	jpm_GrossUnrealizedLossesRelatedToSecuritiesHavingUnrealizedLossPositionForLongerThan12Months
Namespace Prefix:	jpm
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

This item represents the loss severities for debt securities.

+ Details

Name:	jpm_LossSeveritiesForDebtSecurities
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

This item represents the loss severities for loans.

+ Details

Name:	jpm_LossSeveritiesForLoans
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

This item represents the estimated duration, which reflects anticipated future prepayments based on a consensus of dealers in the market, on non-agency residential collateralized mortgage obligations.

+ Details

Name:	jpm_NonAgencyResidentialCollateralizedMortgageObligationsEstimatedDuration
Namespace Prefix:	jpm
Data Type:	us-types:durationStringItemType
Balance Type:	na
Period Type:	duration

- Definition

The amount of other than temporary impairment loss on a debt security, categorized as either Available-for-sale or Held-to-maturity, related to factors other than credit losses when the entity does not intend to sell the security and it is not more likely than not that the entity will be required to sell the security before recovery of its amortized cost basis. This amount, which includes the portion attributable to the noncontrolling interest, if any, is deducted from the total impairment losses of investments (before taxes) presented on the income statement; this amount is also referred to as the amount incurred by the reporting entity or the consolidated entity.

+ Details

Name:	jpm_OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxIncludingPortionAttributableToNoncontrollingInterest
Namespace Prefix:	jpm
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

Percentage of investment grade credit enhancement.

+ Details

Name:	jpm_PercentageOfInvestmentGradeCreditEnhancement
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Percentage of investment grade positons.

+ Details

Name:	jpm_PercentageOfInvestmentGradePositons
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Proceeds from securities sold, as percentage of amortized cost.

+ Details

Name:	jpm_ProceedsFromSecuritiesSoldAsPercentageOfAmortizedCost
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

Securities.

+ Details

Name:	jpm_SecuritiesTextualsAbstract
Namespace Prefix:	jpm
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

This item represents the time period after which losses on collateral were estimated to occur.

+ Details

Name:	jpm_TimePeriodAfterWhichLossesOnCollateralWereEstimatedToOccur
Namespace Prefix:	jpm
Data Type:	us-types:durationStringItemType
Balance Type:	na
Period Type:	instant

- Definition

This item represents the estimated duration, which reflects anticipated future prepayments based on a consensus of dealers in the market, on residential collateralized mortgage obligations issued by US Government Agencies, such as the Government National Mortgage Association (GNMA or Ginnie Mae), and US Government-sponsored Enterprises, such as the Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac), Federal National Mortgage Association (FNMA or Fannie Mae), and the Federal Home Loan Bank (FHLB).

+ Details

Name:	jpm_UsGovernmentAgenciesAndUsGovernmentSponsoredEnterprisesResidentialCollateralizedMortgageObligationsEstimatedDuration
Namespace Prefix:	jpm
Data Type:	us-types:durationStringItemType
Balance Type:	na
Period Type:	duration

- Definition

This item represents the estimated duration, which reflects anticipated future prepayments based on a consensus of dealers in the market, on residential mortgage-backed securities issued by US Government Agencies, such as the Government National Mortgage Association (GNMA or Ginnie Mae), and US Government-sponsored Enterprises, such as the Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac), Federal National Mortgage Association (FNMA or Fannie Mae), and the Federal Home Loan Bank (FHLB).

+ Details

Name:	jpm_UsGovernmentAgenciesAndUsGovernmentSponsoredEnterprisesResidentialMortgageBackedSecuritiesEstimatedDuration
Namespace Prefix:	jpm
Data Type:	us-types:durationStringItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents the percentage of securities issued by U.S. government agencies and U.S. government-sponsored enterprises that exceeded ten percent of stockholders' equity.

+ Details

Name:	jpm_USGovernmentAndGovernmentAgenciesAndAuthoritiesAndUSGovernmentSponsoredEnterpriseSecuritiesInExcessOfTenPercentOfStockholdersEquity
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

Debt securities collateralized by real estate mortgage loans (mortgages), issued by US Government Sponsored Enterprises, such as Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac), fair value.

+ Details

Name:	jpm_USGovernmentsponsoredEnterpriseObligationsFairValues
Namespace Prefix:	jpm
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

Disclosure regarding factors used to determine that the impairment of securities not categorized as either held-to-maturity securities or trading securities (hence equal to available for sale securities) where cost exceeds fair value is not an other than temporary impairment. This item contains disclosure of the severity and duration of the temporary impairment of the available-for-sale investments.

+ Details

Name:	jpm_WeightedAverageLossSeverityRate
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

Weighted average underlying default rate.

+ Details

Name:	jpm_WeightedAverageUnderlyingDefaultRate
Namespace Prefix:	jpm
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	duration

Securities (Details Textuals) (USD $)	3 Months Ended
Securities (Details Textuals) (USD $)	Mar. 31, 2011	Mar. 31, 2010	Dec. 31, 2010
Securities (Textuals) [Abstract]
Losses recorded in/(reclassified from) other comprehensive income	$ 3,000,000	$ 6,000,000
Proceeds from securities sold, as percentage of amortized cost	2.00%
U.S. government-sponsored enterprise obligations, fair values	91,700,000,000		94,200,000,000
Other-than-temporary impairment losses recorded in accumulated other comprehensive income (loss) on available-for-sale debt securities, pretax	106,000,000		133,000,000
U.S. government agencies and U.S. government-sponsored enterprises securities that exceeded 10% of stockholders' equity	10.00%
Due period of residential mortgage-backed securities and collateralized mortgage obligations	10 years
Duration for agency residential mortgage-backed securities	5 years
Duration for agency residential collateralized mortgage backed obligations	3 years
Duration for nonagency residential collateralized mortgage obligations	5 years
Average credit enhancement	30.00%
Mortgage-backed securities [Member]
Securities (Textuals) [Abstract]
Losses recorded in/(reclassified from) other comprehensive income	(30,000,000)
Below investment grade credit enhancement	9.00%
Investment grade credit enhancement	43.00%
Prime and Alt A [Member]
Securities (Textuals) [Abstract]
Gross unrealized losses, related to securities having unrealized loss position for longer than 12 months, Prime and Alt-A non-agency	173,000,000
Weighted average underlying default rate	24.00%
Weighted average loss severity rate	49.00%
Collateralized loan obligations [Member] \| Asset-backed securities [Member]
Securities (Textuals) [Abstract]
Gross unrealized losses, related to securities having unrealized loss position for longer than 12 months, Prime and Alt-A non-agency	167,000,000
Gross unrealized losses related to collateralized loan obligations	$ 172,000,000
Collateral default rates during the current period	2.10%
Average credit enhancement	30.00%
Collateralized loan obligations [Member]
Securities (Textuals) [Abstract]
Collateral default rates after the current period	5.00%
Loss severities for loans	48.00%
Loss severities for debt securities	82.00%
Time period after which losses on collateral were estimated to occur	18 months