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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Servicing Rights (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Mortgage servicing rights      
Classification of Securitizations      
Fair value of capitalized mortgage servicing rights $ 495 $ 584  
Principal amount of loans and other financial instruments 58,000 62,000  
Capitalized MSRs      
Balance at beginning of period 584 558  
Originations 70 58  
Changes in fair value of MSRs due to changes in inputs and assumptions (84) 54  
Other changes (75) (68)  
Sale of MSRs 0 (18)  
Balance at end of period 495 584 $ 558
MSR fees      
Servicing fees 148 172 276
Late fees 8 4 10
Ancillary fees 1 8 13
Total MSR fees 157 184 $ 299
Mortgage securitizations - Non-agency-sponsored      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest   16  
Original par value of re-securitizations deals in which the entity holds a retained interest   271  
Mortgage-backed securities - U.S. agency-sponsored      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 2,200 2,500  
Securities transferred to re-securitization entities 31,900 26,300  
Market value of retained interest related to re-securitization transaction 1,300 1,400  
Original fair value of re-securitizations deals in which the entity holds a retained interest $ 73,500 $ 70,900