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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
3 Months Ended
Mar. 31, 2019
USD ($)
agency
Dec. 31, 2018
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 10,684 $ 10,765
Fair values, Payable 11,485 10,351
Notionals, Protection purchased 757,539 795,649
Notionals, Protection sold 701,018 724,939
Fair value of derivative in liability position 35,000 33,000
Fair value of collateral already posted $ 35,000 33,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 700  
Collateral to be segregated 100  
Aggregate cash obligations and collateral requirements 800  
Purchased    
Credit Risk Derivatives    
Fair values, Receivable 3,686 5,126
Fair values, Payable 7,987 5,882
Sold    
Credit Risk Derivatives    
Fair values, Receivable 6,998 5,639
Fair values, Payable 3,498 4,469
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 1,400 2,037
Fair values, Payable 1,874 2,063
Notionals, Protection purchased 217,434 251,994
Notionals, Protection sold 210,754 225,597
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 7,051 6,720
Fair values, Payable 7,448 6,414
Notionals, Protection purchased 450,084 493,096
Notionals, Protection sold 411,686 456,409
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 2,233 2,008
Fair values, Payable 2,163 1,874
Notionals, Protection purchased 90,021 50,559
Notionals, Protection sold 78,578 42,933
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 4,788 4,725
Fair values, Payable 5,032 4,544
Notionals, Protection purchased 597,069 637,790
Notionals, Protection sold 544,124 568,849
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 5,896 6,040
Fair values, Payable 6,453 5,807
Notionals, Protection purchased 160,470 157,859
Notionals, Protection sold 156,894 156,090
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 10,173 10,030
Fair values, Payable 10,514 9,755
Notionals, Protection purchased 733,530 771,865
Notionals, Protection sold 690,880 712,623
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 511 735
Fair values, Payable 971 596
Notionals, Protection purchased 24,009 23,784
Notionals, Protection sold 10,138 12,316
Banks    
Credit Risk Derivatives    
Fair values, Receivable 4,855 4,785
Fair values, Payable 4,613 4,432
Notionals, Protection purchased 202,581 214,842
Notionals, Protection sold 213,437 218,273
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 1,776 1,706
Fair values, Payable 1,670 1,612
Notionals, Protection purchased 57,539 62,904
Notionals, Protection sold 68,978 63,014
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 80 64
Fair values, Payable 93 87
Notionals, Protection purchased 5,509 2,687
Notionals, Protection sold 2,801 1,192
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 3,973 4,210
Fair values, Payable 5,109 4,220
Notionals, Protection purchased 491,910 515,216
Notionals, Protection sold 415,802 442,460
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 4,600 4,100
Fair value of derecognized assets 4,600 4,100
Fair value gross derivative assets 89 55
Trading derivatives, liability $ 7 $ 9