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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
12 Months Ended
Dec. 31, 2015
USD ($)
counterparty
agency
Dec. 31, 2014
USD ($)
Credit Derivative    
Percentage of receivables from counterparties with collateral agreements 98.00% 98.00%
Number of top counterparties which are banks, financial institutions, and other dealers | counterparty 15  
Fair value, Receivable $ 35,717 $ 43,796
Fair Value, Payable 34,731 43,985
Notionals, Protection purchased 1,005,214 1,116,387
Notionals, Protection sold 950,922 1,063,858
Fair value of derivative in liability position 22,000 30,000
Fair value of collateral already posted $ 19,000 27,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 1,800  
Collateral to be segregated 100  
Aggregate cash obligations and collateral requirements 1,900  
Purchased    
Credit Derivative    
Fair value, Receivable 18,799 18,708
Fair Value, Payable 17,531 26,527
Sold    
Credit Derivative    
Fair value, Receivable 16,918 25,088
Fair Value, Payable 17,200 17,458
Within 1 year    
Credit Derivative    
Fair value, Receivable 3,871 4,356
Fair Value, Payable 3,559 4,278
Notionals, Protection purchased 265,632 250,489
Notionals, Protection sold 254,225 229,502
From 1 to 5 years    
Credit Derivative    
Fair value, Receivable 27,991 34,692
Fair Value, Payable 27,488 35,160
Notionals, Protection purchased 669,834 790,251
Notionals, Protection sold 639,460 772,001
After 5 years    
Credit Derivative    
Fair value, Receivable 3,855 4,748
Fair Value, Payable 3,684 4,547
Notionals, Protection purchased 69,748 75,647
Notionals, Protection sold 57,237 62,355
Investment Grade    
Credit Derivative    
Fair value, Receivable 12,694 17,432
Fair Value, Payable 13,142 17,182
Notionals, Protection purchased 764,040 824,831
Notionals, Protection sold 720,521 786,848
Non-Investment Grade    
Credit Derivative    
Fair value, Receivable 23,023 26,364
Fair Value, Payable 21,589 26,803
Notionals, Protection purchased 241,174 291,556
Notionals, Protection sold 230,401 277,010
Credit default swaps and options    
Credit Derivative    
Fair value, Receivable 34,849 42,930
Fair Value, Payable 34,158 42,201
Notionals, Protection purchased 981,999 1,094,199
Notionals, Protection sold 940,650 1,054,671
Total return swaps and other    
Credit Derivative    
Fair value, Receivable 868 866
Fair Value, Payable 573 1,784
Notionals, Protection purchased 23,215 22,188
Notionals, Protection sold 10,272 9,187
Bank    
Credit Derivative    
Fair value, Receivable 18,377 24,828
Fair Value, Payable 16,988 23,189
Notionals, Protection purchased 513,335 574,764
Notionals, Protection sold 508,459 604,700
Broker-dealer    
Credit Derivative    
Fair value, Receivable 5,895 8,093
Fair Value, Payable 6,697 9,309
Notionals, Protection purchased 155,195 204,542
Notionals, Protection sold 152,604 199,693
Non-financial    
Credit Derivative    
Fair value, Receivable 128 91
Fair Value, Payable 123 113
Notionals, Protection purchased 3,969 3,697
Notionals, Protection sold 2,087 1,595
Insurance and other financial institutions    
Credit Derivative    
Fair value, Receivable 11,317 10,784
Fair Value, Payable 10,923 11,374
Notionals, Protection purchased 332,715 333,384
Notionals, Protection sold 287,772 $ 257,870
Interest rate swaps    
Credit Derivative    
Amount derecognized 1,000  
Cash proceeds received for assets derecognized 1,000  
Fair value of derecognized assets 1,000  
Fair value gross derivative assets 7  
Trading derivatives, liability $ 35