XML 134 R92.htm IDEA: XBRL DOCUMENT v3.2.0.727
Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Rights (Details)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2015
USD ($)
$ / loan
Dec. 31, 2014
USD ($)
$ / loan
Decrease in fair value from:    
200 basis point increase $ 55 $ 130
Residential mortgage servicing rights [Member]    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Fair value of interests held $ 12,661 $ 12,738
Expected weighted-average life (in years) 5 years 10 months 24 days 5 years 8 months 12 days
Key economic assumptions:    
Prepayment speed assumption 11.60% 12.50%
Decrease in fair value from:    
10% adverse change $ 701 $ 738
25% adverse change $ 1,668 $ 1,754
Discount rate assumption 7.40% 7.60%
Decrease in fair value from:    
100 basis point increase $ 629 $ 617
200 basis point increase $ 1,200 $ 1,178
Cost to service assumption ($ per loan) | $ / loan 169 179
Decrease in fair value from:    
10% adverse change | $ / loan 586 579
25% adverse change | $ / loan 1,465 1,433
Interest-Only Strips [Member]    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Fair value of interests held $ 102 $ 117
Expected weighted-average life (in years) 1 year 4 months 24 days 3 years 10 months 24 days
Key economic assumptions:    
Prepayment speed assumption 10.50% 11.40%
Decrease in fair value from:    
10% adverse change $ 1 $ 2
25% adverse change $ 3 $ 6
Discount rate assumption 10.60% 18.70%
Decrease in fair value from:    
100 basis point increase $ 1 $ 2
200 basis point increase 2 4
Subordinated bonds [Member] | Commercial Securitizations [Member]    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Fair value of interests held $ 363 $ 294
Expected weighted-average life (in years) 2 years 2 months 12 days 2 years 10 months 24 days
Decrease in fair value from:    
Discount rate assumption 4.30% 4.70%
Decrease in fair value from:    
100 basis point increase $ 7 $ 8
200 basis point increase $ 14 $ 15
Decrease in fair value from:    
Credit loss assumption 3.00% 4.10%
Decrease in fair value from:    
10% higher losses $ 1 $ 3
25% higher losses 7 10
Subordinated bonds [Member] | Consumer Securitizations [Member]    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Fair value of interests held $ 34 $ 36
Expected weighted-average life (in years) 5 years 2 months 12 days 5 years 6 months
Key economic assumptions:    
Prepayment speed assumption 8.10% 7.10%
Decrease in fair value from:    
10% adverse change $ 0 $ 0
25% adverse change $ 0 $ 0
Discount rate assumption 4.20% 3.90%
Decrease in fair value from:    
100 basis point increase $ 1 $ 2
200 basis point increase $ 3 $ 3
Decrease in fair value from:    
Credit loss assumption 0.30% 0.40%
Decrease in fair value from:    
10% higher losses $ 0 $ 0
25% higher losses 0 0
Senior bonds [Member] | Commercial Securitizations [Member]    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Fair value of interests held $ 590 $ 546
Expected weighted-average life (in years) 5 years 4 months 24 days 6 years 2 months 12 days
Decrease in fair value from:    
Discount rate assumption 2.60% 2.80%
Decrease in fair value from:    
100 basis point increase $ 27 $ 29
200 basis point increase $ 53 $ 55
Decrease in fair value from:    
Credit loss assumption 0.00% 0.00%
Decrease in fair value from:    
10% higher losses $ 0 $ 0
25% higher losses $ 0 $ 0