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Financial Instruments, Hedging Activities and Fair Value Measurements (Additional Information) (Detail)
In Millions, except Share data, unless otherwise specified
3 Months Ended 12 Months Ended 12 Months Ended
Dec. 31, 2014
USD ($)
Dec. 31, 2014
USD ($)
Dec. 31, 2014
EUR (€)
Dec. 31, 2013
USD ($)
Dec. 31, 2012
USD ($)
Dec. 31, 2012
EUR (€)
Jul. 30, 2012
USD ($)
Dec. 31, 2011
USD ($)
Jun. 30, 2012
Settlement Date March Fifteen Twenty Thirteen [Member]
USD ($)
Dec. 31, 2014
Cash Flow Hedging
Foreign Currency Contracts
Other Expense
USD ($)
Dec. 31, 2013
Cash Flow Hedging
Foreign Currency Contracts
Other Expense
USD ($)
Dec. 31, 2012
Cash Flow Hedging
Foreign Currency Contracts
Other Expense
USD ($)
Jul. 30, 2012
Designated as Hedging Instrument [Member]
Interest Rate Swaps
Cash Flow Hedging
USD ($)
Dec. 31, 2014
Designated as Hedging Instrument [Member]
Foreign Currency Contracts
Cash Flow Hedging
Settlement Date 15 March 2018
USD ($)
Derivative Instruments and Hedging Activities Disclosure [Line Items]                            
Ineffective portion of expense                   $ 7us-gaap_DerivativeInstrumentsLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTesting
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_OtherExpenseMember
$ 8us-gaap_DerivativeInstrumentsLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTesting
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_OtherExpenseMember
$ 8us-gaap_DerivativeInstrumentsLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTesting
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_OtherExpenseMember
   
Realization of Unamortized Interest Rate Swap Gain 4ppg_RealizationofUnamortizedInterestRateSwapGain                          
Proceeds Termination Interest Rate Swap   0ppg_ProceedsTerminationInterestRateSwap   0ppg_ProceedsTerminationInterestRateSwap 29ppg_ProceedsTerminationInterestRateSwap                  
Forward Contract Indexed to Issuer's Equity, Indexed Shares 1,388,889us-gaap_ForwardContractIndexedToIssuersEquityIndexedShares 1,388,889us-gaap_ForwardContractIndexedToIssuersEquityIndexedShares 1,388,889us-gaap_ForwardContractIndexedToIssuersEquityIndexedShares                      
Forward Contract Indexed To Issuers Equity Shares Principal Amount 62ppg_ForwardContractIndexedToIssuersEquitySharesPrincipalAmount 62ppg_ForwardContractIndexedToIssuersEquitySharesPrincipalAmount                        
Forward Contract Indexed To Issuers Equity Fair Value 268ppg_ForwardContractIndexedToIssuersEquityFairValue 268ppg_ForwardContractIndexedToIssuersEquityFairValue   207ppg_ForwardContractIndexedToIssuersEquityFairValue                    
Foreign Currency Contracts, Liability, Fair Value Disclosure 46us-gaap_ForeignCurrencyContractAssetFairValueDisclosure 46us-gaap_ForeignCurrencyContractAssetFairValueDisclosure   8us-gaap_ForeignCurrencyContractAssetFairValueDisclosure                    
Derivative, Cash Paid on Settlement of Hedge             121ppg_DerivativeCashPaidOnSettlementOfHedge              
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax       (104)us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax                    
Notional Amount of Derivative Instruments Designated as Net Investment Hedges               1,160invest_DerivativeNotionalAmount 600invest_DerivativeNotionalAmount
/ ppg_DerivativesByDerivativeInstrumentContractAxis
= ppg_SettlementDateMarchFifteenTwentyThirteenMember
      400invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
560invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ ppg_DerivativesByDerivativeInstrumentContractAxis
= ppg_SettlementDate15March2018Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Derivative Instruments in Hedges, Net Investment in Foreign Operations, Assets, Fair Value, Net 32us-gaap_NetInvestmentHedgeDerivativesAtFairValueNet 32us-gaap_NetInvestmentHedgeDerivativesAtFairValueNet   120us-gaap_NetInvestmentHedgeDerivativesAtFairValueNet                    
Notional Amount of Nonderivative Instruments     300us-gaap_NotionalAmountOfNonderivativeInstruments     300us-gaap_NotionalAmountOfNonderivativeInstruments                
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)   169us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss   (35)us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss                    
Realization of Unamortized Forward Starting Swap Losses $ 93ppg_RealizationofUnamortizedForwardStartingSwapLosses