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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Dec. 31, 2016
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (1,114)   $ (1,114)   $ (1,488)
Asset FVA (462)   (462)   (536)
Citigroup (own-credit) CVA 318   318   459
Liability FVA 51   51   62
Total CVA—derivative instruments (1,207)   (1,207)   $ (1,503)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA 27 $ 112 197 $ 19  
Asset FVA (5) 37 74 (59)  
Own-credit CVA (2) (60) (127) 65  
Liability FVA (16) (59) (10) (11)  
Total CVA—derivative instruments 4 30 134 14  
DVA related to own FVO liabilities (195) (319) (422) 8  
Total CVA and DVA $ (191) $ (289) $ (288) $ 22