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Derivative Financial Instruments - Additional Information (Detail) (USD $)
3 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Dec. 31, 2013
Jun. 30, 2014
Net Investment Hedges
Dec. 31, 2013
Net Investment Hedges
Jun. 30, 2014
Client Related and Trading
Dec. 31, 2013
Client Related and Trading
Derivative [Line Items]                  
Derivative assets recorded on the consolidated balance sheet, reduced as a result of master netting agreements $ 900,000,000   $ 900,000,000   $ 1,200,000,000        
Derivative liabilities recorded on the consolidated balance sheet, reduced as a result of master netting agreements 900,000,000   900,000,000   1,200,000,000        
Reduction in derivative assets due to cash collateral received from derivative counterparties 552,000,000   552,000,000   210,700,000        
Reduction in derivative liabilities due to cash collateral deposited with derivative counterparties 581,100,000   581,100,000   767,700,000        
This amount represents additional cash collateral received from derivative counterparties not offset against derivative assets 102,900,000   102,900,000   36,400,000        
This amount represents additional cash collateral deposited with derivative counterparties not offset against derivative liabilities 2,100,000   2,100,000   39,300,000        
Securities posted as collateral 27,500,000   27,500,000   27,600,000        
Aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a liability position 577,600,000   577,600,000   257,300,000        
Collateral deposited with derivative counterparties for derivatives instruments with credit-risk-related contingent features that are in a liability position 554,300,000   554,300,000   197,000,000        
Termination payments that could have been required for derivative instruments with credit-risk-related contingent features 23,300,000   23,300,000   60,300,000        
Percentage of derivatives outstanding related to client-related and trading activities               97.00% 97.00%
Sterling denominated debt designated as hedges of foreign exchange risk           260,700,000 259,100,000    
Changes recorded in the fair value of the hedged items in a fair value hedge 0 300,000 0 600,000          
The net gain/loss recognized in earnings during the period representing the amount of hedge ineffectiveness for fair value hedges of available for sale investment securities, senior notes, or subordinated debt 0 300,000 0 500,000          
Maximum length of time being hedged for exposure to variability in future cash flows of forecasted foreign currency denominated transactions     23 months            
The net gain/loss recognized in earnings during the period representing the amount of hedge ineffectiveness cash flow hedges 0 0 0 0          
Net foreign exchange contract gains (losses) reclassified from AOCI 0 0 0 0          
Estimated net gain (loss) to be reclassified into earnings within the next twelve months relating to cash flow hedges     5,300,000            
Ineffectiveness from net investment hedges $ 0 $ 0 $ 0 $ 0