DERIVATIVES AND HEDGE ACCOUNTING (Details 4) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Credit derivatives:
Obligation to make payments on embedded credit derivatives	$ 0		$ 0
Fair value of hybrid securities	6,600,000,000		6,600,000,000
Current par value of hybrid securities	14,100,000,000		14,100,000,000
Credit Risk-Related Contingent Features
Credit derivatives:
Collateral posted	3,400,000,000		3,400,000,000
Aggregate fair value of net liability position	3,000,000,000		3,000,000,000
Additional collateral requirements, one-notch downgrade	78,000,000		78,000,000
Further additional collateral requirements, one-notch downgrade	121,000,000		121,000,000
Global Capital Markets (GCM) derivatives
Credit derivatives:
Credit derivative transactions hedging credit risk	66,000,000		66,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS
Credit derivatives:
Notional amount of credit risk derivatives	15,176,000,000		15,176,000,000		15,873,000,000
Amortization			523,000,000
Foreign exchange rate movement			110,000,000
Terminations			64,000,000
Fair Value of Derivative (Asset) Liability	1,586,000,000		1,586,000,000		1,970,000,000
Unrealized market valuation gain (loss) on credit derivatives	131,000,000	57,000,000	302,000,000	197,000,000
Unrealized gains (losses) on derivatives from change in credit valuation	1,000,000	2,000,000	(1,000,000)	(24,000,000)
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital
Credit derivatives:
Notional amount of credit risk derivatives	11,000,000		11,000,000		97,000,000
Unrealized market valuation gain (loss) on credit derivatives		(3,000,000)		3,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Prime residential mortgages
Credit derivatives:
Notional amount of credit risk derivatives	11,000,000		11,000,000		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		(3,000,000)		3,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage
Credit derivatives:
Notional amount of credit risk derivatives	15,165,000,000		15,165,000,000		15,776,000,000
Fair Value of Derivative (Asset) Liability	1,586,000,000		1,586,000,000		1,970,000,000
Unrealized market valuation gain (loss) on credit derivatives	131,000,000	62,000,000	302,000,000	205,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Multi-sector CDOs
Credit derivatives:
Notional amount of credit risk derivatives	3,575,000,000		3,575,000,000		3,944,000,000
Fair Value of Derivative (Asset) Liability	1,547,000,000		1,547,000,000		1,910,000,000
Unrealized market valuation gain (loss) on credit derivatives	126,000,000	68,000,000	281,000,000	194,000,000
Additional amount paid for CDS terminated during period			82,000,000
Unrealized market valuation gain (losses) on AIGFP super senior credit default swap portfolio			(82,000,000)
Notional amount of CDS with cash settlement provisions	3,100,000,000		3,100,000,000		3,400,000,000
Derivative weighted average maturity			6 years
Collateral posted	1,300,000,000		1,300,000,000		1,600,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Corporate debt/CLOs
Credit derivatives:
Notional amount of credit risk derivatives	11,590,000,000		11,590,000,000		11,832,000,000
Fair Value of Derivative (Asset) Liability	39,000,000		39,000,000		60,000,000
Unrealized market valuation gain (loss) on credit derivatives	5,000,000	(6,000,000)	21,000,000	11,000,000
Notional amount of CDS written on super senior tranches of CLOs	1,000,000,000		1,000,000,000		1,200,000,000
Derivative weighted average maturity			3 years
Collateral posted	383,000,000		383,000,000		420,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Mezzanine Tranches
Credit derivatives:
Unrealized market valuation gain (loss) on credit derivatives		(2,000,000)		(11,000,000)
Global Capital Markets (GCM) derivatives | Written single name CDS
Credit derivatives:
Notional amount of credit risk derivatives	389,000,000		389,000,000
Notional amount of CDS purchased offsets	50,000,000		50,000,000
Derivative weighted average maturity			4 years
Notional amount of single name CDS maximum exposure	339,000,000		339,000,000
Fair value of derivative liability	36,000,000		36,000,000
Collateral posted	$ 57,000,000		$ 57,000,000