XML 116 R82.htm IDEA: XBRL DOCUMENT v3.10.0.1
Fair Value Level 3 Valuation Inputs (Details) - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2018
Dec. 31, 2017
Fair Value Inputs, Quantitative Information [Line Items]    
Derivatives $ 352 $ 150
Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 42,381 34,679
Available-for-sale securities 3,723 4,843
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 35,663 29,222
Available-for-sale securities 0 0
Assets, Fair Value Disclosure, Nonrecurring 0  
Mortgage loans held-for-sale, at lower of cost or fair value 0 0
Liabilities, Fair Value Disclosure, Nonrecurring 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 35,663 29,222
Available-for-sale securities 0 0
Significant Other Observable Inputs (Level 2) [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 6,638 4,256
Available-for-sale securities 2,630 3,530
Mortgage loans held-for-sale, at lower of cost or fair value 1,436 101
Liabilities, Fair Value Disclosure, Nonrecurring 0 0
Significant Other Observable Inputs (Level 2) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 6,638 4,256
Available-for-sale securities 2,630 3,530
Significant Other Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Nonrecurring [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Mortgage loans held-for-sale, at lower of cost or fair value 298 14
Significant Unobservable Inputs (Level 3) [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 80 1,201
Available-for-sale securities 1,093 1,313
Mortgage loans held-for-sale, at lower of cost or fair value 13,894 5,333
Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 80 1,201
Available-for-sale securities 1,093 1,313
Derivatives 117 134
Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Various Valuation Technique without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Derivatives 10 21
Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Dealer Mark [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Derivatives 107 113
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Nonrecurring [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Mortgage loans held-for-sale, at lower of cost or fair value 5,046 2,993
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Nonrecurring [Member] | Single Vendor Without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Mortgage loans held-for-sale, at lower of cost or fair value 618 1,880
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Nonrecurring [Member] | Various Valuation Technique without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Mortgage loans held-for-sale, at lower of cost or fair value 1 0
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Nonrecurring [Member] | Consensus Without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Mortgage loans held-for-sale, at lower of cost or fair value 4,427 1,113
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities   1,006
Available-for-sale securities   208
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities   971
Available-for-sale securities   $ 112
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Trading securities [Member] | Minimum [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Prepayment Speed (%)   0.00%
Spreads (%)   0.515%
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Trading securities [Member] | Maximum [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Prepayment Speed (%)   177.00%
Spreads (%)   3.75%
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Trading securities [Member] | Weighted Average [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Prepayment Speed (%)   160.00%
Spreads (%)   2.001%
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Available-for-sale securities [Member] | Minimum [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Prepayment Speed (%)   0.00%
Spreads (%)   1.50%
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Available-for-sale securities [Member] | Maximum [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Prepayment Speed (%)   175.70%
Spreads (%)   2.10%
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Available-for-sale securities [Member] | Weighted Average [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Prepayment Speed (%)   147.10%
Spreads (%)   1.823%
Agency | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Various Valuation Technique without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 79 $ 35
Available-for-sale securities 204 96
Alt-A and subprime private-label securities [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 1,430 453
Available-for-sale securities 649 1,314
Alt-A and subprime private-label securities [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 0 0
Available-for-sale securities 0 0
Alt-A and subprime private-label securities [Member] | Significant Other Observable Inputs (Level 2) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 1,430 259
Available-for-sale securities 623 1,237
Alt-A and subprime private-label securities [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 0 194
Available-for-sale securities 26 77
Alt-A and subprime private-label securities [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Various Valuation Technique without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities   40
Available-for-sale securities 26 77
Alt-A and subprime private-label securities [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Consensus Without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities   154
Mortgage revenue bonds [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 1 1
Available-for-sale securities 506 671
Mortgage revenue bonds [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 0 0
Available-for-sale securities 0 0
Mortgage revenue bonds [Member] | Significant Other Observable Inputs (Level 2) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 0 0
Available-for-sale securities 0 0
Mortgage revenue bonds [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities 1 1
Available-for-sale securities 506 671
Mortgage revenue bonds [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Available-for-sale securities $ 389 $ 475
Mortgage revenue bonds [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Available-for-sale securities [Member] | Minimum [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Spreads (%) 0.015% (0.17%)
Mortgage revenue bonds [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Available-for-sale securities [Member] | Maximum [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Spreads (%) 3.204% 2.48%
Mortgage revenue bonds [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Single Vendor With Inputs [Member] | Available-for-sale securities [Member] | Weighted Average [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Spreads (%) 0.51% 0.39%
Mortgage revenue bonds [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Various Valuation Technique without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Trading securities $ 1 $ 1
Available-for-sale securities 117 196
Other [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Available-for-sale securities 366 367
Other [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Available-for-sale securities 0 0
Other [Member] | Significant Other Observable Inputs (Level 2) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Available-for-sale securities 9 10
Other [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Available-for-sale securities 357 357
Other [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Various Valuation Technique without Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Available-for-sale securities 52 32
Other [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Discounted Cash Flow with Inputs [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Available-for-sale securities $ 305 $ 325
Other [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Discounted Cash Flow with Inputs [Member] | Available-for-sale securities [Member] | Minimum [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Default Rate (%) 3.80%  
Prepayment Speed (%) 6.50% 1.60%
Severity (%) 95.00% 50.00%
Spreads (%) 0.685% 0.848%
Other [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Discounted Cash Flow with Inputs [Member] | Available-for-sale securities [Member] | Maximum [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Default Rate (%) 3.80%  
Prepayment Speed (%) 6.50% 2.50%
Severity (%) 95.00% 88.00%
Spreads (%) 4.00% 6.07%
Other [Member] | Significant Unobservable Inputs (Level 3) [Member] | Recurring Fair Value Measurements [Member] | Discounted Cash Flow with Inputs [Member] | Available-for-sale securities [Member] | Weighted Average [Member]    
Fair Value Inputs, Quantitative Information [Line Items]    
Default Rate (%) 3.80%  
Prepayment Speed (%) 6.50% 2.50%
Severity (%) 95.00% 86.60%
Spreads (%) 3.99% 5.779%