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DERIVATIVES - Credit Derivatives (Details)
$ in Millions
9 Months Ended
Sep. 30, 2019
USD ($)
agency
Dec. 31, 2018
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 11,309 $ 10,765
Fair values, Payable 12,361 10,351
Notionals, Protection purchased 773,629 795,649
Notionals, Protection sold 680,809 724,939
Fair value of derivative in liability position 32,000 33,000
Fair value of collateral already posted $ 29,000 33,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 1,000  
Collateral to be segregated 100  
Aggregate cash obligations and collateral requirements 900  
Purchased    
Credit Risk Derivatives    
Fair values, Receivable 4,247 5,126
Fair values, Payable 8,551 5,882
Sold    
Credit Risk Derivatives    
Fair values, Receivable 7,062 5,639
Fair values, Payable 3,810 4,469
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 1,504 2,037
Fair values, Payable 2,432 2,063
Notionals, Protection purchased 223,743 251,994
Notionals, Protection sold 175,978 225,597
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 7,927 6,720
Fair values, Payable 8,170 6,414
Notionals, Protection purchased 453,995 493,096
Notionals, Protection sold 418,675 456,409
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 1,878 2,008
Fair values, Payable 1,759 1,874
Notionals, Protection purchased 95,891 50,559
Notionals, Protection sold 86,156 42,933
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 5,992 4,725
Fair values, Payable 5,976 4,544
Notionals, Protection purchased 597,001 637,790
Notionals, Protection sold 519,575 568,849
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 5,317 6,040
Fair values, Payable 6,385 5,807
Notionals, Protection purchased 176,628 157,859
Notionals, Protection sold 161,234 156,090
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 10,449 10,030
Fair values, Payable 10,438 9,755
Notionals, Protection purchased 749,061 771,865
Notionals, Protection sold 669,514 712,623
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 860 735
Fair values, Payable 1,923 596
Notionals, Protection purchased 24,568 23,784
Notionals, Protection sold 11,295 12,316
Banks    
Credit Risk Derivatives    
Fair values, Receivable 4,450 4,785
Fair values, Payable 4,333 4,432
Notionals, Protection purchased 183,263 214,842
Notionals, Protection sold 188,606 218,273
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 1,929 1,706
Fair values, Payable 1,634 1,612
Notionals, Protection purchased 63,607 62,904
Notionals, Protection sold 63,261 63,014
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 93 64
Fair values, Payable 86 87
Notionals, Protection purchased 2,917 2,687
Notionals, Protection sold 1,905 1,192
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 4,837 4,210
Fair values, Payable 6,308 4,220
Notionals, Protection purchased 523,842 515,216
Notionals, Protection sold 427,037 442,460
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 3,400 4,600
Fair value of derecognized assets 3,400 4,500
Fair value gross derivative assets 31 55
Trading derivatives, liability $ 13 $ 40