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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Dec. 31, 2019
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (1,243)   $ (1,243)   $ (705)
Asset FVA (839)   (839)   (530)
Citigroup (own-credit) CVA 557   557   341
Liability FVA 195   195   72
Total CVA—derivative instruments (1,330)   (1,330)   $ (822)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA 45 $ 28 (238) $ 102  
Asset FVA 632 (39) (421) (19)  
Own-credit CVA (271) (13) 262 (105)  
Liability FVA (214) 18 123 (30)  
Total CVA—derivative instruments 192 (6) (274) (52)  
DVA related to own FVO liabilities (2,935) 3 1,253 (722)  
Total CVA and DVA $ (2,743) $ (3) $ 979 $ (774)