DERIVATIVES AND HEDGE ACCOUNTING (Details 4) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011	Dec. 31, 2011
Credit derivatives:
Fair value of hybrid securities	$ 7,000,000,000		$ 7,000,000,000
Current par value of hybrid securities	15,400,000,000		15,400,000,000
Credit Risk-Related Contingent Features
Credit derivatives:
Collateral posted	4,400,000,000		4,400,000,000
Aggregate fair value of net liability position	4,000,000,000		4,000,000,000
Additional collateral requirements, one-notch downgrade	125,000,000		125,000,000
Further additional collateral requirements, one-notch downgrade	165,000,000		165,000,000
Global Capital Markets (GCM) derivatives
Credit derivatives:
Credit derivative transactions hedging credit risk	81,000,000		81,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS
Credit derivatives:
Notional amount of credit risk derivatives	17,107,000,000		17,107,000,000		24,619,000,000
Fair Value of Derivative (Asset) Liability	2,257,000,000		2,257,000,000		3,223,000,000
Unrealized market valuation gain (loss) on credit derivatives	204,000,000	3,000,000	401,000,000	232,000,000
Unrealized gains (losses) on derivatives from change in credit valuation	(12,000,000)	25,000,000	(36,000,000)	27,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital
Credit derivatives:
Notional amount of credit risk derivatives	1,037,000,000		1,037,000,000		6,370,000,000
Fair Value of Derivative (Asset) Liability					9,000,000
Unrealized market valuation gain (loss) on credit derivatives	6,000,000	(10,000,000)	9,000,000	6,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Corporate loans
Credit derivatives:
Notional amount of credit risk derivatives	898,000,000		898,000,000		1,830,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Corporate loans | Maximum
Credit derivatives:
Derivative weighted average maturity			1 year
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Prime residential mortgages
Credit derivatives:
Notional amount of credit risk derivatives	139,000,000		139,000,000		3,653,000,000
Unrealized market valuation gain (loss) on credit derivatives				6,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Prime residential mortgages | Maximum
Credit derivatives:
Derivative weighted average maturity			1 year
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Other
Credit derivatives:
Notional amount of credit risk derivatives					887,000,000
Fair Value of Derivative (Asset) Liability					9,000,000
Unrealized market valuation gain (loss) on credit derivatives	6,000,000	(10,000,000)	9,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage
Credit derivatives:
Notional amount of credit risk derivatives	16,070,000,000		16,070,000,000		17,260,000,000
Fair Value of Derivative (Asset) Liability	2,257,000,000		2,257,000,000		3,204,000,000
Unrealized market valuation gain (loss) on credit derivatives	184,000,000	14,000,000	389,000,000	241,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Multi-sector CDOs
Credit derivatives:
Notional amount of credit risk derivatives	4,363,000,000		4,363,000,000		5,476,000,000
Fair Value of Derivative (Asset) Liability	2,183,000,000		2,183,000,000		3,077,000,000
Unrealized market valuation gain (loss) on credit derivatives	142,000,000	47,000,000	336,000,000	230,000,000
Notional amount of CDS terminated during period			470,000,000
Unrealized market valuation losses on Capital Markets super senior credit default swap portfolio			416,000,000
Additional amount paid for CDS terminated during period			142,000,000
Unrealized market valuation gain (losses) on AIGFP super senior credit default swap portfolio			(142,000,000)
Notional amount of CDS with cash settlement provisions	3,700,000,000		3,700,000,000		4,600,000,000
Derivative weighted average maturity			5 years 9 months 18 days
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Corporate debt
Credit derivatives:
Notional amount of credit risk derivatives	11,707,000,000		11,707,000,000		11,784,000,000
Fair Value of Derivative (Asset) Liability	74,000,000		74,000,000		127,000,000
Unrealized market valuation gain (loss) on credit derivatives	42,000,000	(33,000,000)	53,000,000	11,000,000
Notional amount of CDS written on super senior tranches of CLOs	1,200,000,000		1,200,000,000		1,200,000,000
Derivative weighted average maturity			3 years 4 months 24 days
Global Capital Markets (GCM) derivatives | Super Senior CDS | Mezzanine Tranches
Credit derivatives:
Notional amount of credit risk derivatives					989,000,000
Fair Value of Derivative (Asset) Liability					10,000,000
Unrealized market valuation gain (loss) on credit derivatives	14,000,000	(1,000,000)	3,000,000	(15,000,000)
Global Capital Markets (GCM) derivatives | Written single name CDS
Credit derivatives:
Notional amount of credit risk derivatives	633,000,000		633,000,000
Notional amount of CDS purchased offsets	52,000,000		52,000,000
Derivative weighted average maturity			3 years
Notional amount of single name CDS maximum exposure	581,000,000		581,000,000
Fair value of derivative liability	72,000,000		72,000,000
Collateral posted	$ 85,000,000		$ 85,000,000