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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Servicing Rights (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Capitalized MSRs      
Balance at beginning of period $ 1,845    
Balance at end of period 1,781 $ 1,845  
Mortgage servicing rights      
Classification of Securitizations      
Fair value of capitalized mortgage servicing rights 1,800 1,800  
Principal amount of loans and other financial instruments 198,000 224,000  
Capitalized MSRs      
Balance at beginning of period 1,845 2,718  
Originations 214 217  
Changes in fair value of MSRs due to changes in inputs and assumptions 110 (344)  
Other changes (350) (429)  
Sale of MSRs (38) (317)  
Balance at end of period 1,781 1,845 $ 2,718
MSR fees      
Servicing fees 552 638 800
Late fees 16 25 42
Ancillary fees 31 56 100
Total MSR fees 599 719 $ 942
Mortgage securitizations - Non-agency-sponsored      
Re-securitizations      
Original par value of securities transferred to re-securitization entities 885 1,200  
Fair value of re-securitizations deals in which the entity holds a retained interest 428 545  
Market value of retained interest related to re-securitization transaction 132 194  
Original par value of re-securitizations deals in which the entity holds a retained interest 3,700 5,100  
Senior interests      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 18 133  
Subordinated interests      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 410 412  
U.S. government-sponsored agency guaranteed      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 1,800 1,800  
Market value of retained interest related to re-securitization transaction 1,500 1,500  
Securities transferred to re-securitization entities 17,800 22,500  
Original fair value of re-securitizations deals in which the entity holds a retained interest 65,000 73,000  
Citicorp | Mortgage servicing rights      
Classification of Securitizations      
Fair value of capitalized mortgage servicing rights $ 1,700 $ 1,700