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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Securitizations (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
U.S. government-sponsored agency guaranteed      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 5,300 $ 4,000 $ 7,800
Proceeds from new securitizations 5,500 4,200 8,100
Contractual servicing fees received 100 100 200
Purchases of previously transferred financial assets $ 200 $ 200 400
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life 6 years 7 months 6 days 7 years 6 months  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 6 years 7 months 6 days 6 years 4 months 24 days  
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 491 $ 564  
Carrying value of retained interests, impact of 10% adverse change in discount rate (18) (16)  
Carrying value of retained interests, impact of 20% adverse change in discount rate (35) (32)  
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate (18) (21)  
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate $ (35) $ (41)  
U.S. government-sponsored agency guaranteed | Weighted Average      
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Discount rate 9.30% 9.60%  
Constant prepayment rate 12.90% 5.80%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 9.80% 7.80%  
Constant prepayment rate 10.10% 9.10%  
Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 18,900 $ 5,600 7,300
Proceeds from new securitizations 18,900 7,100 7,300
Contractual servicing fees received 0 0 0
Purchases of previously transferred financial assets $ 0 $ 0 0
Senior interests      
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life 3 years 5 years 6 months  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 5 years 10 months 24 days 6 years 7 months 6 days  
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 748 $ 300  
Carrying value of retained interests, impact of 10% adverse change in discount rate 0 0  
Carrying value of retained interests, impact of 20% adverse change in discount rate (1) 0  
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0 0  
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0 0  
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0 0  
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0 $ 0  
Senior interests | Weighted Average      
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Discount rate 3.60% 2.80%  
Constant prepayment rate 10.50% 8.00%  
Anticipated net credit losses 3.90% 4.40%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 7.60% 9.30%  
Constant prepayment rate 3.60% 8.00%  
Anticipated net credit losses 5.20% 40.00%  
Subordinated interests      
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life 11 years 4 months 24 days 6 years 8 months 12 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 29 years 3 months 18 days 0 years  
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 102 $ 51  
Carrying value of retained interests, impact of 10% adverse change in discount rate (1) 0  
Carrying value of retained interests, impact of 20% adverse change in discount rate (1) 0  
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0 0  
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0 0  
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0 0  
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0 $ 0  
Subordinated interests | Weighted Average      
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Discount rate 4.60% 4.40%  
Constant prepayment rate 7.60% 9.10%  
Anticipated net credit losses 2.80% 3.40%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 4.20% 0.00%  
Constant prepayment rate 6.10% 0.00%  
Anticipated net credit losses 2.70% 0.00%  
Personal loan      
Cash Flows Between Transferor and Transferee      
Proceeds from new securitizations $ 200    
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests 150    
Citicorp | U.S. government-sponsored agency guaranteed      
Cash Flows Between Transferor and Transferee      
Gains recognized on the securitization 16 $ 17 28
Citicorp | Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Gains recognized on the securitization $ 99 $ 36 $ 70