Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Net gain (loss) relating to components of the gain (loss) on the fair value hedging instrument excluded from the assessment of fair value hedge effectiveness. Recognized in earnings.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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DERIVATIVE ASSETS AND DERIVATIVE LIABILITIES, Narrative (Details) - USD ($)	3 Months Ended		6 Months Ended
	Mar. 31, 2022	Mar. 31, 2021	Mar. 31, 2022	Mar. 31, 2021	Sep. 30, 2021
Derivative [Line Items]
Gain (loss) excluded from assessment of hedge effectiveness	$ 0	$ 0	$ 0	$ 0
Amount of interest expense expected to be reclassified out of AOCI to earnings within the next 12 months	1,000,000		1,000,000
Derivative liabilities	271,000,000		271,000,000		$ 228,000,000
Derivative With Credit-Risk-Related Contingent Features
Derivative [Line Items]
Derivative liabilities	$ 11,000,000		$ 11,000,000		$ 0
RJ Bank
Derivative [Line Items]
Maximum length of time hedged in cash flow hedge			6 years