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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
12 Months Ended
Dec. 31, 2017
USD ($)
counterparty
agency
Dec. 31, 2016
USD ($)
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 $ 20,534 $ 24,821
Fair Value, Payable 21,533 25,825
Notionals, Protection purchased 777,713 902,473
Notionals, Protection sold 735,142 859,420
Fair value of derivative in liability position 29,000 26,000
Fair value of collateral already posted $ 28,000 26,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 900  
Collateral to be segregated 300  
Aggregate cash obligations and collateral requirements 1,200  
Purchased    
Credit Derivative    
Fair value, Receivable 3,195 9,077
Fair Value, Payable 3,147 17,110
Sold    
Credit Derivative    
Fair value, Receivable 17,339 15,744
Fair Value, Payable 18,386 8,715
Within 1 year    
Credit Derivative    
Fair value, Receivable 2,477 4,113
Fair Value, Payable 2,914 4,841
Notionals, Protection purchased 231,878 293,059
Notionals, Protection sold 218,097 287,262
From 1 to 5 years    
Credit Derivative    
Fair value, Receivable 16,098 17,735
Fair Value, Payable 16,435 17,986
Notionals, Protection purchased 498,606 551,155
Notionals, Protection sold 476,345 523,371
After 5 years    
Credit Derivative    
Fair value, Receivable 1,959 2,973
Fair Value, Payable 2,184 2,998
Notionals, Protection purchased 47,229 58,259
Notionals, Protection sold 40,700 48,787
Investment Grade    
Credit Derivative    
Fair value, Receivable 10,473 9,605
Fair Value, Payable 10,616 9,995
Notionals, Protection purchased 588,324 675,138
Notionals, Protection sold 557,987 648,247
Non-Investment Grade    
Credit Derivative    
Fair value, Receivable 10,061 15,216
Fair Value, Payable 10,917 15,830
Notionals, Protection purchased 189,389 227,335
Notionals, Protection sold 177,155 211,173
Credit default swaps and options    
Credit Derivative    
Fair value, Receivable 20,251 24,502
Fair Value, Payable 20,554 24,631
Notionals, Protection purchased 754,114 883,719
Notionals, Protection sold 724,228 852,900
Total return swaps and other    
Credit Derivative    
Fair value, Receivable 283 319
Fair Value, Payable 979 1,194
Notionals, Protection purchased 23,599 18,754
Notionals, Protection sold 10,914 6,520
Bank    
Credit Derivative    
Fair value, Receivable 7,471 11,895
Fair Value, Payable 6,669 10,930
Notionals, Protection purchased 264,414 407,992
Notionals, Protection sold 273,711 414,720
Broker-dealer    
Credit Derivative    
Fair value, Receivable 2,325 3,536
Fair Value, Payable 2,285 3,952
Notionals, Protection purchased 73,273 115,013
Notionals, Protection sold 83,229 119,810
Non-financial    
Credit Derivative    
Fair value, Receivable 70 82
Fair Value, Payable 91 99
Notionals, Protection purchased 1,288 4,014
Notionals, Protection sold 1,140 2,061
Insurance and other financial institutions    
Credit Derivative    
Fair value, Receivable 10,668 9,308
Fair Value, Payable 12,488 10,844
Notionals, Protection purchased 438,738 375,454
Notionals, Protection sold 377,062 322,829
Interest rate swaps    
Credit Derivative    
Amount derecognized 3,000 1,000
Cash proceeds received for assets derecognized 3,000 1,000
Fair value of derecognized assets 3,100 1,000
Fair value gross derivative assets 89 32
Trading derivatives, liability $ 15 $ 23