DERIVATIVES AND HEDGE ACCOUNTING (Details 4) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Credit derivatives:
Obligation to make payments on embedded credit derivatives	$ 0
Fair value of hybrid securities	6,400,000,000	6,700,000,000
Par value of hybrid securities	13,400,000,000	15,000,000,000
Credit Risk-Related Contingent Features
Credit derivatives:
Collateral posted	3,100,000,000	4,300,000,000
Aggregate fair value of net liability position	2,600,000,000	3,900,000,000
Additional collateral requirements, one-notch downgrade	65,000,000
Further additional collateral requirements, one-notch downgrade	111,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS
Credit derivatives:
Notional amount of credit risk derivatives	15,089,000,000	15,873,000,000
Amortization	1,000,000,000
Terminations	69,000,000
Foreign exchange rate movement	313,000,000
Fair Value of Derivative (Asset) Liability	1,277,000,000	1,970,000,000
Unrealized market valuation gain (loss) on credit derivatives	550,000,000	617,000,000
Unrealized gains (losses) on derivatives from change in credit valuation	(5,000,000)	(39,000,000)
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital
Credit derivatives:
Notional amount of credit risk derivatives		97,000,000
Unrealized market valuation gain (loss) on credit derivatives		9,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Prime residential mortgages
Credit derivatives:
Notional amount of credit risk derivatives		97,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Regulatory Capital | Other
Credit derivatives:
Unrealized market valuation gain (loss) on credit derivatives		9,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage
Credit derivatives:
Notional amount of credit risk derivatives	15,089,000,000	15,776,000,000
Fair Value of Derivative (Asset) Liability	1,277,000,000	1,970,000,000
Unrealized market valuation gain (loss) on credit derivatives	550,000,000	605,000,000
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Multi-sector CDOs
Credit derivatives:
Notional amount of credit risk derivatives	3,257,000,000	3,944,000,000
Fair Value of Derivative (Asset) Liability	1,249,000,000	1,910,000,000
Unrealized market valuation gain (loss) on credit derivatives	518,000,000	538,000,000
Additional amount paid for CDS terminated during period	143,000,000
Notional amount of CDS with cash settlement provisions	2,800,000,000	3,400,000,000
Collateral posted	1,100,000,000	1,600,000,000
Derivative weighted average maturity	6 years
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Corporate debt/CLOs
Credit derivatives:
Notional amount of credit risk derivatives	11,832,000,000	11,832,000,000
Fair Value of Derivative (Asset) Liability	28,000,000	60,000,000
Unrealized market valuation gain (loss) on credit derivatives	32,000,000	67,000,000
Collateral posted	353,000,000	420,000,000
Notional amount of CDS written on super senior tranches of CLOs	1,000,000,000	1,200,000,000
Derivative weighted average maturity	2 years
Global Capital Markets (GCM) derivatives | Super Senior CDS | Mezzanine Tranches
Credit derivatives:
Unrealized market valuation gain (loss) on credit derivatives		3,000,000
Global Capital Markets (GCM) derivatives | Written single name CDS
Credit derivatives:
Notional amount of credit risk derivatives	373,000,000	410,000,000
Collateral posted	38,000,000	64,000,000
Derivative weighted average maturity	3 years	4 years
Notional amount of CDS purchased offsets	50,000,000	51,000,000
Notional amount of single name CDS maximum exposure	323,000,000	359,000,000
Fair value of derivative liability	$ 32,000,000	$ 48,000,000