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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Credit and funding valuation adjustments contra-liability (contra-asset)      
Counterparty CVA $ (1,488) $ (1,470)  
Asset FVA (536) (584)  
Citigroup (own-credit) CVA 459 471  
Liability FVA 62 106  
Total CVA—derivative instruments (1,503) (1,477)  
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]      
Counterparty CVA 157 (115) $ (43)
Asset FVA 47 (66) (518)
Own-credit CVA 17 (28) (65)
Liability FVA (44) 97 19
Total CVA—derivative instruments 177 (112) (607)
DVA related to own FVO liabilities (538) 367 217
Total CVA and DVA $ (361) $ 255 $ (390)