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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Dec. 31, 2018
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (866)   $ (866)   $ (1,085)
Asset FVA (563)   (563)   (544)
Citigroup (own-credit) CVA 375   375   482
Liability FVA 105   105   135
Total CVA—derivative instruments (949)   (949)   $ (1,012)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA 28 $ 0 102 $ 23  
Asset FVA (39) 40 (19) 49  
Own-credit CVA (13) 24 (105) 99  
Liability FVA 18 22 (30) 15  
Total CVA—derivative instruments (6) 86 (52) 186  
DVA related to own FVO liabilities 3 418 (722) 585  
Total CVA and DVA $ (3) $ 504 $ (774) $ 771