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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Dec. 31, 2015
Credit and funding valuation adjustments contra-liability (contra-asset)      
Counterparty CVA $ (1,889)   $ (1,470)
Asset FVA (664)   (584)
Citigroup (own-credit) CVA 609   471
Liability FVA 135   106
Total CVA—derivative instruments (1,809)   $ (1,477)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]      
Counterparty CVA (108) $ (139)  
Asset FVA (80) (42)  
Own-credit CVA 135 (36)  
Liability FVA 29 57  
Total CVA—derivative instruments(1) (24) (160)  
DVA related to own FVO liabilities $ 307 $ 87  
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%