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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Credit and funding valuation adjustments contra-liability (contra-asset)      
Counterparty CVA $ (1,470) $ (1,853)  
Asset FVA (584) (518)  
Citigroup (own-credit) CVA 471 580  
Liability FVA 106 19  
Total CVA—derivative instruments (1,477) (1,772)  
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]      
Counterparty CVA (115) (43) $ 291
Asset FVA (66) (518) 0
Own-credit CVA (28) (65) (223)
Liability FVA 98 19 0
Total CVA—derivative instruments (111) (607) 68
DVA related to own FVO liabilities 366 217 (410)
Total CVA and DVA $ 255 $ (390) $ (342)
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%