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DERIVATIVES - Credit Derivatives (Details)
$ in Millions
6 Months Ended
Jun. 30, 2019
USD ($)
agency
Dec. 31, 2018
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 10,987 $ 10,765
Fair values, Payable 11,920 10,351
Notionals, Protection purchased 747,129 795,649
Notionals, Protection sold 666,733 724,939
Fair value of derivative in liability position 30,000 33,000
Fair value of collateral already posted $ 29,000 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 3,931 5,126
Fair values, Payable 8,377 5,882
Sold    
Credit Risk Derivatives    
Fair values, Receivable 7,056 5,639
Fair values, Payable 3,543 4,469
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 1,733 2,037
Fair values, Payable 2,493 2,063
Notionals, Protection purchased 240,625 251,994
Notionals, Protection sold 206,633 225,597
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 7,542 6,720
Fair values, Payable 7,760 6,414
Notionals, Protection purchased 452,460 493,096
Notionals, Protection sold 417,738 456,409
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 1,712 2,008
Fair values, Payable 1,667 1,874
Notionals, Protection purchased 54,044 50,559
Notionals, Protection sold 42,362 42,933
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 5,027 4,725
Fair values, Payable 5,281 4,544
Notionals, Protection purchased 590,084 637,790
Notionals, Protection sold 515,070 568,849
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 5,960 6,040
Fair values, Payable 6,639 5,807
Notionals, Protection purchased 157,045 157,859
Notionals, Protection sold 151,663 156,090
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 10,384 10,030
Fair values, Payable 10,526 9,755
Notionals, Protection purchased 720,153 771,865
Notionals, Protection sold 655,896 712,623
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 603 735
Fair values, Payable 1,394 596
Notionals, Protection purchased 26,976 23,784
Notionals, Protection sold 10,837 12,316
Banks    
Credit Risk Derivatives    
Fair values, Receivable 4,748 4,785
Fair values, Payable 4,551 4,432
Notionals, Protection purchased 206,498 214,842
Notionals, Protection sold 204,392 218,273
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 1,535 1,706
Fair values, Payable 1,470 1,612
Notionals, Protection purchased 59,717 62,904
Notionals, Protection sold 61,717 63,014
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 77 64
Fair values, Payable 119 87
Notionals, Protection purchased 2,323 2,687
Notionals, Protection sold 1,567 1,192
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 4,627 4,210
Fair values, Payable 5,780 4,220
Notionals, Protection purchased 478,591 515,216
Notionals, Protection sold 399,057 442,460
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 6,000 4,100
Fair value of derecognized assets 6,100 4,100
Fair value gross derivative assets 90 55
Trading derivatives, liability $ 57 $ 9