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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Servicing Rights (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Dec. 31, 2015
Capitalized MSRs      
Balance, beginning of year $ 1,781    
Balance, as of March 31 1,524    
Mortgage servicing rights      
Classification of Securitizations      
Fair value of capitalized mortgage servicing rights 1,500 $ 1,700  
Principal amount of loans and other financial instruments 192,000 216,000  
Capitalized MSRs      
Balance, beginning of year 1,781 1,845  
Originations 33 43  
Changes in fair value of MSRs due to changes in inputs and assumptions (225) (71)  
Other changes (79) (100)  
Sale of MSRs 14 (32)  
Balance, as of March 31 1,524 1,685  
MSR fees      
Servicing fees 128 140  
Late fees 4 4  
Ancillary fees 5 7  
Total MSR fees 137 151  
Mortgage securitizations - Non-agency-sponsored      
Re-securitizations      
Original par value of securities transferred to re-securitization entities   454  
Fair value of re-securitizations deals in which the entity holds a retained interest 243   $ 428
Market value of retained interest related to re-securitization transaction     132
Original par value of re-securitizations deals in which the entity holds a retained interest 2,600   3,700
Senior interests      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest     18
Subordinated interests      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest     410
U.S. government-sponsored agency guaranteed      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 3,000   1,800
Market value of retained interest related to re-securitization transaction 651   1,500
Securities transferred to re-securitization entities 7,300 4,300  
Original fair value of re-securitizations deals in which the entity holds a retained interest 68,200   $ 65,000
Citicorp | Mortgage servicing rights      
Classification of Securitizations      
Fair value of capitalized mortgage servicing rights $ 1,500 $ 1,600