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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Securitizations (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Dec. 31, 2017
Mortgage securitizations - U.S. agency sponsored          
Cash Flows Between Transferor and Transferee          
Proceeds from new securitizations $ 7,900 $ 11,700 $ 23,700 $ 26,200  
Contractual servicing fees received 0 $ 100 100 $ 200  
Carrying value of retained interests 2,092   2,092   $ 1,634
Sensitivity analysis of fair value of interests continued to be held by transferor          
Carrying value of retained interests, impact of 10% adverse change in discount rate (61)   (61)   (44)
Carrying value of retained interests, impact of 20% adverse change in discount rate (119)   (119)   (85)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate (32)   (32)   (41)
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate $ (63)   $ (63)   $ (84)
Mortgage securitizations - U.S. agency sponsored | Low end of range          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 3.00% 2.00% 3.00% 2.00%  
Constant prepayment rate (as a percent) 5.30% 6.60% 3.50% 3.80%  
Weighted average life (in years) 6 years 10 months 24 days 2 years 6 months 5 years 2 years 6 months  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)     2.60%   1.80%
Constant prepayment rate (as a percent)     3.70%   6.90%
Weighted average life (in years)     6 months   1 month 6 days
Mortgage securitizations - U.S. agency sponsored | High end of range          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 10.40% 13.20% 11.40% 19.90%  
Constant prepayment rate (as a percent) 12.80% 31.60% 16.00% 31.60%  
Weighted average life (in years) 22 years 1 month 6 days 10 years 6 months 22 years 1 month 6 days 14 years 6 months  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)     55.00%   84.20%
Constant prepayment rate (as a percent)     19.60%   27.80%
Weighted average life (in years)     28 years 2 months 12 days   27 years 9 months 18 days
Mortgage securitizations - U.S. agency sponsored | Weighted Average          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 6.90% 8.50% 6.30% 9.10%  
Constant prepayment rate (as a percent) 8.10% 10.60% 8.20% 9.60%  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)     6.00%   7.10%
Constant prepayment rate (as a percent)     8.80%   11.60%
Mortgage securitizations - Non-agency-sponsored          
Cash Flows Between Transferor and Transferee          
Proceeds from new securitizations $ 2,100 $ 4,100 $ 8,200 $ 6,900  
Contractual servicing fees received 0 $ 0 0 $ 0  
Senior interests          
Cash Flows Between Transferor and Transferee          
Carrying value of retained interests 296   $ 296   $ 214
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Constant prepayment rate (as a percent)   0.00%   0.00%  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)     12.20%    
Constant prepayment rate (as a percent)     8.00%    
Anticipated net credit losses (as a percent)     38.00%    
Weighted average life (in years)     7 years 6 months 30 days    
Sensitivity analysis of fair value of interests continued to be held by transferor          
Carrying value of retained interests, impact of 10% adverse change in discount rate 0   $ 0   (2)
Carrying value of retained interests, impact of 20% adverse change in discount rate 0   0   (4)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0   0   (1)
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0   0   (1)
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0   0   (3)
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0   $ 0   $ (7)
Senior interests | Low end of range          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 3.80% 1.40% 1.60% 1.40%  
Constant prepayment rate (as a percent) 7.00%   7.00%    
Anticipated net credit losses (as a percent) 3.40% 6.70% 2.00% 6.70%  
Weighted average life (in years) 3 years 4 years 10 months 24 days 2 years 6 months 4 years 10 months 24 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)         5.80%
Constant prepayment rate (as a percent)         8.90%
Anticipated net credit losses (as a percent)         0.40%
Weighted average life (in years)         4 years 9 months 18 days
Senior interests | High end of range          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 4.20% 4.50% 4.50% 4.50%  
Constant prepayment rate (as a percent) 10.00%   12.00%    
Anticipated net credit losses (as a percent) 3.70% 6.80% 6.70% 6.80%  
Weighted average life (in years) 3 years 10 months 24 days 9 years 4 months 24 days 9 years 10 months 24 days 10 years  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)         100.00%
Constant prepayment rate (as a percent)         15.50%
Anticipated net credit losses (as a percent)         46.90%
Weighted average life (in years)         5 years 3 months 18 days
Senior interests | Weighted Average          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 4.10% 2.80% 3.60% 2.80%  
Constant prepayment rate (as a percent) 7.90% 0.00% 8.80% 0.00%  
Anticipated net credit losses (as a percent) 3.60% 6.70% 4.40% 6.70%  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)     12.20%   5.80%
Constant prepayment rate (as a percent)     8.00%   8.90%
Anticipated net credit losses (as a percent)     38.00%   46.90%
Subordinated interests          
Cash Flows Between Transferor and Transferee          
Carrying value of retained interests $ 112   $ 112   $ 139
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Constant prepayment rate (as a percent)   0.00%   0.00%  
Anticipated net credit losses (as a percent)   6.40%      
Sensitivity analysis of fair value of interests continued to be held by transferor          
Carrying value of retained interests, impact of 10% adverse change in discount rate (1)   (1)   (3)
Carrying value of retained interests, impact of 20% adverse change in discount rate (2)   (2)   (5)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0   0   (1)
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0   0   (2)
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0   0   0
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0   $ 0   $ 0
Subordinated interests | Low end of range          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 4.10% 1.70% 3.00% 1.70%  
Constant prepayment rate (as a percent) 7.00%   7.00%    
Anticipated net credit losses (as a percent) 3.40%   2.00% 6.40%  
Weighted average life (in years) 7 years 3 months 18 days 5 years 2 years 6 months 5 years  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)     4.90%   2.80%
Constant prepayment rate (as a percent)     5.00%   8.60%
Anticipated net credit losses (as a percent)     37.00%   35.10%
Weighted average life (in years)     6 years 2 months 12 days   2 months 12 days
Subordinated interests | High end of range          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 8.60% 4.20% 8.60% 19.10%  
Constant prepayment rate (as a percent) 10.00%   12.00%    
Anticipated net credit losses (as a percent) 3.70%   4.60% 69.10%  
Weighted average life (in years) 15 years 8 months 12 days 9 years 1 month 6 days 15 years 8 months 12 days 10 years  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)     5.80%   35.10%
Constant prepayment rate (as a percent)     16.00%   13.10%
Anticipated net credit losses (as a percent)     91.00%   52.10%
Weighted average life (in years)     15 years 6 months   18 years 7 months 6 days
Subordinated interests | Weighted Average          
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables          
Discount rate (as a percent) 5.60% 3.50% 4.40% 4.00%  
Constant prepayment rate (as a percent) 8.20% 0.00% 9.10% 0.00%  
Anticipated net credit losses (as a percent) 3.60% 6.40% 3.40% 10.80%  
Key assumptions used in measuring fair value related to transferor's continuing involvement          
Discount rate (as a percent)     5.20%   9.00%
Constant prepayment rate (as a percent)     7.70%   10.60%
Anticipated net credit losses (as a percent)     49.70%   44.90%
Citicorp | Mortgage securitizations - U.S. agency sponsored          
Cash Flows Between Transferor and Transferee          
Gains recognized on the securitization $ 6 $ 14 $ 18 $ 61  
Citicorp | Mortgage securitizations - Non-agency-sponsored          
Cash Flows Between Transferor and Transferee          
Gains recognized on the securitization $ 5 $ 29 $ 40 $ 75