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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
3 Months Ended
Mar. 31, 2017
USD ($)
agency
Dec. 31, 2016
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 23,394 $ 24,821
Fair Values, Payable 25,098 25,825
Notionals, Protection purchased 912,606 902,473
Notionals, Protection sold 876,791 859,420
Fair value of derivative in liability position 29,000 26,000
Fair value of collateral already posted $ 26,000 26,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 1,100  
Collateral to be segregated 300  
Aggregate cash obligations and collateral requirements 1,400  
Purchased    
Credit Risk Derivatives    
Fair values, Receivable 6,384 9,077
Fair Values, Payable 18,879 17,110
Sold    
Credit Risk Derivatives    
Fair values, Receivable 17,010 15,744
Fair Values, Payable 6,219 8,715
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 3,008 4,113
Fair Values, Payable 4,108 4,841
Notionals, Protection purchased 304,227 293,059
Notionals, Protection sold 296,731 287,262
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 16,894 17,735
Fair Values, Payable 17,187 17,986
Notionals, Protection purchased 532,809 551,155
Notionals, Protection sold 511,054 523,371
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 3,492 2,973
Fair Values, Payable 3,803 2,998
Notionals, Protection purchased 75,570 58,259
Notionals, Protection sold 69,006 48,787
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 9,951 9,605
Fair Values, Payable 10,142 9,995
Notionals, Protection purchased 691,002 675,138
Notionals, Protection sold 669,241 648,247
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 13,443 15,216
Fair Values, Payable 14,956 15,830
Notionals, Protection purchased 221,604 227,335
Notionals, Protection sold 207,550 211,173
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 23,145 24,502
Fair Values, Payable 23,096 24,631
Notionals, Protection purchased 889,829 883,719
Notionals, Protection sold 868,748 852,900
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 249 319
Fair Values, Payable 2,002 1,194
Notionals, Protection purchased 22,777 18,754
Notionals, Protection sold 8,043 6,520
Banks    
Credit Risk Derivatives    
Fair values, Receivable 10,428 11,895
Fair Values, Payable 9,483 10,930
Notionals, Protection purchased 383,466 407,992
Notionals, Protection sold 393,864 414,720
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 3,297 3,536
Fair Values, Payable 3,587 3,952
Notionals, Protection purchased 107,767 115,013
Notionals, Protection sold 116,589 119,810
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 80 82
Fair Values, Payable 187 99
Notionals, Protection purchased 3,164 4,014
Notionals, Protection sold 1,430 2,061
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 9,589 9,308
Fair Values, Payable 11,841 10,844
Notionals, Protection purchased 418,209 375,454
Notionals, Protection sold 364,908 $ 322,829
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 1,500  
Fair value of derecognized assets 1,500  
Fair value gross derivative assets 29  
Trading derivatives, liability $ 6