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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Securitizations (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Dec. 31, 2018
Mortgage securitizations - U.S. agency sponsored      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 1,000 $ 1,200  
Proceeds from new securitizations 1,000 1,200  
Purchases of previously transferred financial assets 0 $ 100  
Carrying value of retained interests $ 531   $ 564
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life (in years) 6 years 1 month 6 days 7 years 8 months 12 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life (in years) 6 years   6 years 4 months 24 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 $ (14)   $ (16)
Carrying value of retained interests, impact of 20% adverse change in discount rate (27)   (32)
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate (22)   (21)
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate $ (43)   $ (41)
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) 6.60% 10.40%  
Constant prepayment rate (as a percent) 14.10% 4.50%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate (as a percent) 7.20%   7.80%
Constant prepayment rate (as a percent) 11.10%   9.10%
Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 2,700 $ 0  
Proceeds from new securitizations 2,700 1,600  
Purchases of previously transferred financial assets 0 $ 0  
Senior interests      
Cash Flows Between Transferor and Transferee      
Carrying value of retained interests $ 366   $ 300
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life (in years) 7 years 7 months 6 days 6 years 10 months 24 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life (in years) 3 years 1 month 6 days   6 years 7 months 6 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
Carrying value of retained interests, impact of 20% adverse change in discount rate 0   0
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0   0
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0   0
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0   0
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0   $ 0
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) 3.60% 3.40%  
Constant prepayment rate (as a percent) 6.00% 12.00%  
Anticipated net credit losses (as a percent) 5.00% 5.00%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate (as a percent) 5.90%   9.30%
Constant prepayment rate (as a percent) 1.90%   8.00%
Anticipated net credit losses (as a percent) 47.00%   40.00%
Subordinated interests      
Cash Flows Between Transferor and Transferee      
Carrying value of retained interests $ 55   $ 51
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life (in years) 19 years 4 months 24 days 2 years 6 months  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life (in years) 22 years    
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
Carrying value of retained interests, impact of 20% adverse change in discount rate 0   0
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0   0
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0   0
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0   0
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0   $ 0
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) 7.10% 3.00%  
Constant prepayment rate (as a percent) 6.00% 12.00%  
Anticipated net credit losses (as a percent) 3.50% 2.00%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate (as a percent) 18.40%   0.00%
Constant prepayment rate (as a percent) 1.30%   0.00%
Anticipated net credit losses (as a percent) 0.00%   0.00%
Citicorp | Mortgage securitizations - U.S. agency sponsored      
Cash Flows Between Transferor and Transferee      
Gains recognized on the securitization   $ 5  
Citicorp | Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Gains recognized on the securitization $ 17 $ 12