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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2015
Sep. 30, 2014
Dec. 31, 2014
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (1,715)   $ (1,715)   $ (1,853)
Asset FVA (643)   (643)   (518)
Citigroup (own-credit) CVA 681   681   580
Liability FVA 108   108   19
Total CVA—derivative instruments (1,569)   (1,569)   $ (1,772)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA (32) $ (24) (191) $ 46  
Asset FVA (177) (480) (125) (480)  
Own-credit CVA 97 15 81 (71)  
Liability FVA 44 6 89 6  
Total CVA—derivative instruments (68) (483) (146) (499)  
DVA related to own FVO liabilities 264 112 582 102  
Total CVA and DVA $ 196 $ (371) $ 436 $ (397)  
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%