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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Credit and funding valuation adjustments contra-liability (contra-asset)      
Counterparty CVA $ (970) $ (1,488)  
Asset FVA (447) (536)  
Citigroup (own-credit) CVA 287 459  
Liability FVA 47 62  
Total CVA—derivative instruments (1,083) (1,503)  
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]      
Counterparty CVA 276 157 $ (115)
Asset FVA 90 47 (66)
Own-credit CVA (153) 17 (28)
Liability FVA (15) (44) 97
Total CVA—derivative instruments 198 177 (112)
DVA related to own FVO liabilities (680) (538) 367
Total CVA and DVA $ (482) $ (361) $ 255