FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Credit and funding valuation adjustments contra-liability (contra-asset)
Counterparty CVA	$ (1,031)		$ (1,031)		$ (705)
Asset FVA	(746)		(746)		(530)
Citigroup (own-credit) CVA	482		482		341
Liability FVA	160		160		72
Total CVA—derivative instruments	(1,135)		(1,135)		$ (822)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]
Counterparty CVA	104	$ 2	(134)	$ 104
Asset FVA	105	(78)	(316)	(97)
Own-credit CVA	(62)	85	200	(20)
Liability FVA	(36)	14	87	(16)
Total CVA—derivative instruments	111	23	(163)	(29)
DVA related to own FVO liabilities	(452)	273	801	(449)
Total CVA and DVA	$ (341)	$ 296	$ 638	$ (478)