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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Dec. 31, 2018
Credit and funding valuation adjustments contra-liability (contra-asset)      
Counterparty CVA $ (982)   $ (1,085)
Asset FVA (524)   (544)
Citigroup (own-credit) CVA 402   482
Liability FVA 87   135
Total CVA—derivative instruments (1,017)   $ (1,012)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]      
Counterparty CVA 74 $ 23  
Asset FVA 20 9  
Own-credit CVA (92) 75  
Liability FVA (48) (7)  
Total CVA—derivative instruments (46) 100  
DVA related to own FVO liabilities (725) 167  
Total CVA and DVA $ (771) $ 267