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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Securitizations (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
U.S. government-sponsored agency guaranteed      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 9,400.0 $ 5,300.0 $ 4,000.0
Proceeds from new securitizations 10,000.0 5,500.0 4,200.0
Contractual servicing fees received 100.0 100.0 100.0
Purchases of previously transferred financial assets $ 400.0 $ 200.0 200.0
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life 4 years 9 months 18 days 6 years 7 months 6 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 4 years 6 months 6 years 7 months 6 days  
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 315.0 $ 491.0  
Carrying value of retained interests, impact of 10% adverse change in discount rate (8.0) (18.0)  
Carrying value of retained interests, impact of 20% adverse change in discount rate (15.0) (35.0)  
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate (21.0) (18.0)  
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate $ (40.0) $ (35.0)  
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 5.40% 9.30%  
Constant prepayment rate 25.80% 12.90%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 5.90% 9.80%  
Constant prepayment rate 22.70% 10.10%  
Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 11,300.0 $ 15,600.0 5,600.0
Proceeds from new securitizations 11,400.0 15,500.0 7,100.0
Contractual servicing fees received 0.0 0.0 0.0
Purchases of previously transferred financial assets $ 0.0 $ 0.0 $ 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 9 months 18 days 3 years  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 5 years 3 months 18 days 5 years 10 months 24 days 29 years 3 months 18 days
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 1,210.0 $ 748.0  
Carrying value of retained interests, impact of 10% adverse change in discount rate 0.0 0.0  
Carrying value of retained interests, impact of 20% adverse change in discount rate (1.0) (1.0)  
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0.0 0.0  
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0.0 0.0  
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0.0 0.0  
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0.0 $ 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 1.70% 3.60%  
Constant prepayment rate 3.40% 10.50%  
Anticipated net credit losses 1.70% 3.90%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 7.20% 7.60%  
Constant prepayment rate 5.30% 3.60%  
Anticipated net credit losses 1.20% 5.20%  
Subordinated interests      
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life 2 years 3 months 18 days 11 years 4 months 24 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 4 years 8 months 12 days    
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 145.0 $ 102.0  
Carrying value of retained interests, impact of 10% adverse change in discount rate (1.0) (1.0)  
Carrying value of retained interests, impact of 20% adverse change in discount rate (1.0) (1.0)  
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate 0.0 0.0  
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate 0.0 0.0  
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses 0.0 0.0  
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses $ 0.0 $ 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 3.00% 4.60%  
Constant prepayment rate 25.00% 7.60%  
Anticipated net credit losses 0.50% 2.80%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 4.30% 4.20%  
Constant prepayment rate 4.70% 6.10%  
Anticipated net credit losses 1.40% 2.70%  
Personal loan      
Cash Flows Between Transferor and Transferee      
Proceeds from new securitizations   $ 200.0  
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 112.0    
Citicorp | U.S. government-sponsored agency guaranteed      
Cash Flows Between Transferor and Transferee      
Gains recognized on the securitization 88.4 16.0 $ 17.0
Citicorp | Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Gains recognized on the securitization $ 139.4 $ 73.4 $ 36.0