FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2021	Mar. 31, 2020	Dec. 31, 2020
Credit and funding valuation adjustments contra-liability (contra-asset)
Counterparty CVA	$ (642)		$ (800)
Asset FVA	(449)		(525)
Citigroup (own credit) CVA	376		403
Liability FVA	91		67
Total CVA—derivative instruments	(624)		$ (855)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]
Counterparty CVA	9	$ (283)
Asset FVA	69	(1,053)
Own credit CVA	(37)	533
Liability FVA	24	337
Total CVA—derivative instruments	65	(466)
DVA related to own FVO liabilities	(38)	4,188
Total CVA and DVA	$ 27	$ 3,722