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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Credit and funding valuation adjustments contra-liability (contra-asset)      
Counterparty CVA $ (1,085) $ (970)  
Asset FVA (544) (447)  
Citigroup (own-credit) CVA 482 287  
Liability FVA 135 47  
Total CVA—derivative instruments (1,012) (1,083)  
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]      
Counterparty CVA (109) 276 $ 157
Asset FVA 46 90 47
Own-credit CVA 178 (153) 17
Liability FVA 56 (15) (44)
Total CVA—derivative instruments 171 198 177
DVA related to own FVO liabilities 1,415 (680) (538)
Total CVA and DVA $ 1,586 $ (482) $ (361)