XML 100 R82.htm IDEA: XBRL DOCUMENT v3.21.2
Fair Value (Fair Value Measurements- Recurring Quantitative Information) (Details) - Fair Value, Recurring
$ in Millions
9 Months Ended 12 Months Ended
Sep. 30, 2021
USD ($)
Dec. 31, 2020
USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 141,810 $ 103,035
Financial and nonfinancial liabilities, fair value disclosure (5,900) (3,506)
Level 3    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value 5,904 5,137
Financial and nonfinancial liabilities, fair value disclosure (502) (318)
Total recurring assets net of recurring liabilities - fair value 5,402 4,819
Level 3 | Loans held for sale | Commercial mortgage loans held for sale | Discounted Cash Flow, Spread Over the Benchmark Curve    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 51 $ 57
Level 3 | Loans held for sale | Commercial mortgage loans held for sale | Discounted cash flow | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Spread over the benchmark curve 6.10% 6.30%
Level 3 | Loans held for sale | Commercial mortgage loans held for sale | Discounted cash flow | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Spread over the benchmark curve 105.80% 52.75%
Level 3 | Loans held for sale | Commercial mortgage loans held for sale | Discounted cash flow | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Spread over the benchmark curve 24.42% 34.06%
Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 1,168 $ 1,365
Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Spread over the benchmark curve 1.60% 2.42%
Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 172 $ 199
Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Spread over the benchmark curve 1.98% 2.91%
Level 3 | Loans - Residential real estate | Discounted cash flow    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 116 $ 132
Level 3 | Loans - Residential real estate | Consensus Pricing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 640 $ 434
Level 3 | Loans - Residential real estate | Consensus Pricing | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Cumulative default rate 3.60% 3.60%
Level 3 | Loans - Residential real estate | Consensus Pricing | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Cumulative default rate 100.00% 100.00%
Level 3 | Loans - Residential real estate | Consensus Pricing | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Cumulative default rate 77.20% 82.10%
Level 3 | Loans - Residential real estate | Consensus Pricing | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Credit and liquidity discount   17.50%
Level 3 | Loans - Residential real estate | Consensus Pricing | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Credit and liquidity discount   97.00%
Level 3 | Loans - Residential real estate | Consensus Pricing | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Credit and liquidity discount   57.70%
Level 3 | Loans - Home equity | Consensus Pricing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 18 $ 21
Level 3 | Loans - Home equity | Consensus Pricing | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Cumulative default rate 3.60% 3.60%
Level 3 | Loans - Home equity | Consensus Pricing | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Cumulative default rate 100.00% 100.00%
Level 3 | Loans - Home equity | Consensus Pricing | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Cumulative default rate 83.90% 88.50%
Level 3 | Loans - Home equity | Consensus Pricing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 162 $ 60
Level 3 | Loans - Home equity | Consensus Pricing | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Credit and liquidity discount 0.00%  
Level 3 | Loans - Home equity | Consensus Pricing | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Credit and liquidity discount 100.00%  
Level 3 | Loans - Home equity | Consensus Pricing | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Credit and liquidity discount 23.10%  
Level 3 | Equity investments | Multiple of adjusted earnings    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 1,530 $ 1,263
Level 3 | Equity investments | Multiple of adjusted earnings | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Multiple of earnings 0.050 0.050
Level 3 | Equity investments | Multiple of adjusted earnings | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Multiple of earnings 0.148 0.159
Level 3 | Equity investments | Multiple of adjusted earnings | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Multiple of earnings 0.090 0.087
Level 3 | Mortgage Servicing Rights | Commercial mortgage loans held for sale | Discounted cash flow    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 703 $ 569
Level 3 | Mortgage Servicing Rights | Residential mortgage loans held for sale | Discounted cash flow    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 1,130 $ 673
Level 3 | Mortgage Servicing Rights | Residential mortgage loans held for sale | Discounted cash flow | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Spread over the benchmark curve 3.80% 3.25%
Level 3 | Mortgage Servicing Rights | Residential mortgage loans held for sale | Discounted cash flow | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Spread over the benchmark curve 22.71% 27.83%
Level 3 | Mortgage Servicing Rights | Residential mortgage loans held for sale | Discounted cash flow | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Spread over the benchmark curve 9.09% 9.22%
Level 3 | Financial derivatives | Visa Class B Swap | Discounted cash flow    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Financial and nonfinancial liabilities, fair value disclosure $ (314) $ (252)
Estimated growth rate of Visa Class A share price 16.00% 16.00%
Level 3 | Financial derivatives | Visa Class B Swap | Discounted cash flow | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Estimated conversion factor of Class B shares into Class A shares 162.30% 162.30%
Level 3 | Insignificant Assets, Net of Liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Recurring assets - fair value $ 26 $ 298
Measurement Input, Constant Prepayment Rate | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.010 0.010
Measurement Input, Constant Prepayment Rate | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.307 0.376
Measurement Input, Constant Prepayment Rate | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.112 0.086
Measurement Input, Constant Prepayment Rate | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.010 0.010
Measurement Input, Constant Prepayment Rate | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.400 0.220
Measurement Input, Constant Prepayment Rate | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.105 0.074
Measurement Input, Constant Prepayment Rate | Level 3 | Mortgage Servicing Rights | Commercial mortgage loans held for sale | Discounted cash flow | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.049 0.040
Measurement Input, Constant Prepayment Rate | Level 3 | Mortgage Servicing Rights | Commercial mortgage loans held for sale | Discounted cash flow | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.139 0.161
Measurement Input, Constant Prepayment Rate | Level 3 | Mortgage Servicing Rights | Commercial mortgage loans held for sale | Discounted cash flow | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.055 0.049
Measurement Input, Constant Prepayment Rate | Level 3 | Mortgage Servicing Rights | Residential mortgage loans held for sale | Discounted cash flow | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.000 0.000
Measurement Input, Constant Prepayment Rate | Level 3 | Mortgage Servicing Rights | Residential mortgage loans held for sale | Discounted cash flow | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.400 0.775
Measurement Input, Constant Prepayment Rate | Level 3 | Mortgage Servicing Rights | Residential mortgage loans held for sale | Discounted cash flow | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.115 0.211
Measurement Input, Constant Default Rate | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.000 0.000
Measurement Input, Constant Default Rate | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.169 0.122
Measurement Input, Constant Default Rate | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.046 0.047
Measurement Input, Constant Default Rate | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.014 0.010
Measurement Input, Constant Default Rate | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.200 0.060
Measurement Input, Constant Default Rate | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.033 0.033
Measurement Input, Loss Severity | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.200 0.250
Measurement Input, Loss Severity | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.957 0.957
Measurement Input, Loss Severity | Level 3 | Securities available for sale | Residential mortgage-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.477 0.488
Measurement Input, Loss Severity | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.080 0.300
Measurement Input, Loss Severity | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 1.000 1.000
Measurement Input, Loss Severity | Level 3 | Securities available for sale | Asset-backed | Priced By A Third Party Vendor Using Discounted Cash Flow Pricing Model | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Debt securities, measurement input 0.521 0.581
Measurement Input, Loss Severity | Level 3 | Loans - Residential real estate | Discounted cash flow | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.080 0.080
Measurement Input, Loss Severity | Level 3 | Loans - Residential real estate | Consensus Pricing | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.000 0.000
Measurement Input, Loss Severity | Level 3 | Loans - Residential real estate | Consensus Pricing | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 1.000 1.000
Measurement Input, Loss Severity | Level 3 | Loans - Residential real estate | Consensus Pricing | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.089 0.112
Measurement Input, Loss Severity | Level 3 | Loans - Home equity | Consensus Pricing | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.000 0.000
Measurement Input, Loss Severity | Level 3 | Loans - Home equity | Consensus Pricing | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.984 0.984
Measurement Input, Loss Severity | Level 3 | Loans - Home equity | Consensus Pricing | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.296 0.333
Measurement Input, Discount Rate | Level 3 | Loans - Residential real estate | Discounted cash flow | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.032 0.032
Measurement Input, Discount Rate | Level 3 | Loans - Residential real estate | Consensus Pricing | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.048 0.048
Measurement Input, Discount Rate | Level 3 | Loans - Residential real estate | Consensus Pricing | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.068 0.068
Measurement Input, Discount Rate | Level 3 | Loans - Residential real estate | Consensus Pricing | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.051 0.051
Measurement Input, Discount Rate | Level 3 | Loans - Home equity | Consensus Pricing | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.048 0.048
Measurement Input, Discount Rate | Level 3 | Loans - Home equity | Consensus Pricing | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.068 0.068
Measurement Input, Discount Rate | Level 3 | Loans - Home equity | Consensus Pricing | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loans, measurement input 0.062 0.063
Measurement Input, Discount Rate | Level 3 | Mortgage Servicing Rights | Commercial mortgage loans held for sale | Discounted cash flow | Minimum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.053 0.047
Measurement Input, Discount Rate | Level 3 | Mortgage Servicing Rights | Commercial mortgage loans held for sale | Discounted cash flow | Maximum    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.078 0.078
Measurement Input, Discount Rate | Level 3 | Mortgage Servicing Rights | Commercial mortgage loans held for sale | Discounted cash flow | Weighted Average    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Servicing asset, measurement input 0.076 0.073