Change in Cash Flow Hedges Derivative Instruments At Fair Value Net

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Equity, Attributable to Parent, Before Tax

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Increase (decrease) in estimated fair value of interest rate contracts in asset position.

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Increase (decrease) in estimated fair value of interest rate contracts in liability position.

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- Definition

The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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- Definition

Fair value of securities received as collateral against derivative assets.

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Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Nominal or face amount used to calculate payment on derivative.

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Amount, before tax, of reclassification of gain (loss) from accumulated other comprehensive income (AOCI) for derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2025	Mar. 31, 2024	Dec. 31, 2024	Dec. 31, 2023
Derivative [Line Items]
Notional Amount	$ 32,819		$ 36,184
Reduction in estimated fair value of interest rate contracts in asset position	(533)		(686)
Reduction in estimated fair value of interest rate contracts in liability position	(27)		(15)
Aggregate fair value of derivative financial instruments in asset position	105		157
Collateral relating to net asset positions	106		157
Cash Flow Hedges
Derivative [Line Items]
Equity, Attributable to Parent, Before Tax	9	$ (359)	(135)	$ (203)
Clearinghouse Credit Facilities
Derivative [Line Items]
Amount of initial margin posted	240		257
Interest Income
Derivative [Line Items]
Change in cash flow hedges derivative instruments, fair value net	(53)	(87)
Interest rate swap agreements
Derivative [Line Items]
Cash flow hedge reclassification before tax	(62)	$ (100)
Interest rate swap agreements \| Maturity Period 2025
Derivative [Line Items]
Equity, Attributable to Parent, Before Tax	15
Interest rate swap agreements \| Maturity Period 2026
Derivative [Line Items]
Equity, Attributable to Parent, Before Tax	12
Interest rate swap agreements \| Maturity Period 2027
Derivative [Line Items]
Equity, Attributable to Parent, Before Tax	39
Interest rate swap agreements \| Maturity Period 2028
Derivative [Line Items]
Equity, Attributable to Parent, Before Tax	(3)
Interest Rate Contracts \| Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	40,800		40,500
Foreign exchange and other option and futures contracts \| Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	1,500		1,600
Forward-Starting Interest Rate Swap Agreements \| Fair value hedges:
Derivative [Line Items]
Notional Amount	2,500		3,400
Forward-Starting Interest Rate Swap Agreements \| Cash flow hedges:
Derivative [Line Items]
Notional Amount	$ 8,500		$ 10,000