FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019	Dec. 31, 2019
Credit and funding valuation adjustments contra-liability (contra-asset)
Counterparty CVA	$ (1,513)		$ (705)
Asset FVA	(1,479)		(530)
Citigroup (own-credit) CVA	835		341
Liability FVA	409		72
Total CVA—derivative instruments	(1,748)		$ (822)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]
Counterparty CVA	(283)	$ 74
Asset FVA	(1,053)	20
Own-credit CVA	533	(92)
Liability FVA	337	(48)
Total CVA—derivative instruments	(466)	(46)
DVA related to own FVO liabilities	4,188	(725)
Total CVA and DVA	$ 3,722	$ (771)