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DERIVATIVES AND HEDGE ACCOUNTING (Details 4) (USD $)
3 Months Ended
Mar. 31, 2013
Mar. 31, 2012
Dec. 31, 2012
Credit derivatives:      
Obligation to make payments on embedded credit derivatives $ 0    
Fair value of hybrid securities 6,600,000,000    
Current par value of hybrid securities 14,600,000,000    
Credit Risk-Related Contingent Features
     
Credit derivatives:      
Collateral posted 3,900,000,000    
Aggregate fair value of net liability position 3,600,000,000    
Additional collateral requirements, one-notch downgrade 90,000,000    
Further additional collateral requirements, one-notch downgrade 228,000,000    
Global Capital Markets (GCM) derivatives
     
Credit derivatives:      
Credit derivative transactions hedging credit risk 65,000,000    
Global Capital Markets (GCM) derivatives | Super Senior CDS
     
Credit derivatives:      
Notional amount of credit risk derivatives 15,397,000,000   15,873,000,000
Foreign exchange rate gains 222,000,000    
Amortization 190,000,000    
Terminations 59,000,000    
Fair Value of Derivative (Asset) Liability 1,759,000,000   1,970,000,000
Unrealized market valuation gain (loss) on credit derivatives 171,000,000 140,000,000  
Unrealized gains (losses) on derivatives from change in credit valuation (2,000,000) (26,000,000)  
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital
     
Credit derivatives:      
Notional amount of credit risk derivatives 23,000,000   97,000,000
Unrealized market valuation gain (loss) on credit derivatives   6,000,000  
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Prime residential mortgages
     
Credit derivatives:      
Notional amount of credit risk derivatives 23,000,000   97,000,000
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:      
Unrealized market valuation gain (loss) on credit derivatives   6,000,000  
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage
     
Credit derivatives:      
Notional amount of credit risk derivatives 15,374,000,000   15,776,000,000
Fair Value of Derivative (Asset) Liability 1,759,000,000   1,970,000,000
Unrealized market valuation gain (loss) on credit derivatives 171,000,000 143,000,000  
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Multi-sector CDOs
     
Credit derivatives:      
Notional amount of credit risk derivatives 3,743,000,000   3,944,000,000
Fair Value of Derivative (Asset) Liability 1,715,000,000   1,910,000,000
Unrealized market valuation gain (loss) on credit derivatives 155,000,000 126,000,000  
Additional amount paid for CDS terminated during period 40,000,000    
Unrealized market valuation gain (losses) on AIGFP super senior credit default swap portfolio (40,000,000)    
Notional amount of CDS with cash settlement provisions 3,300,000,000   3,400,000,000
Derivative weighted average maturity 6 years    
Collateral posted 1,400,000,000   1,600,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Corporate debt
     
Credit derivatives:      
Notional amount of credit risk derivatives 11,631,000,000   11,832,000,000
Fair Value of Derivative (Asset) Liability 44,000,000   60,000,000
Unrealized market valuation gain (loss) on credit derivatives 16,000,000 17,000,000  
Notional amount of CDS written on super senior tranches of CLOs 1,100,000,000   1,200,000,000
Derivative weighted average maturity 3 years    
Collateral posted 398,000,000   420,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Mezzanine Tranches
     
Credit derivatives:      
Unrealized market valuation gain (loss) on credit derivatives   (9,000,000)  
Global Capital Markets (GCM) derivatives | Written single name CDS
     
Credit derivatives:      
Notional amount of credit risk derivatives 399,000,000    
Notional amount of CDS purchased offsets 50,000,000    
Derivative weighted average maturity 4 years    
Notional amount of single name CDS maximum exposure 349,000,000    
Fair value of derivative liability 44,000,000    
Collateral posted $ 59,000,000