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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Dec. 31, 2014
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (1,666)   $ (1,666)   $ (1,853)
Asset FVA (466)   (466)   (518)
Citigroup (own-credit) CVA 569   569   580
Liability FVA 64   64   19
Total CVA—derivative instruments (1,499)   (1,499)   $ (1,772)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA (20) $ 63 (159) $ 70  
Asset FVA 94 0 52 0  
Own-credit CVA 20 (52) (16) (86)  
Liability FVA (12) 0 45 0  
Total CVA—derivative instruments 82 11 (78) (16)  
DVA related to own FVO liabilities 230 (44) 318 (10)  
Total CVA and DVA $ 312 $ (33) $ 240 $ (26)  
Weighted average FICO score of the underlying collateral for Alt-A mortgage securities recorded at fair value, low end of range     680    
Weighted average FICO score of the underlying collateral for Alt-A mortgage securities recorded at fair value, high end of range     720    
Maximum percentage of underlying collateral where FICO scores are greater than 720     30.00%