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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Dec. 31, 2020
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (617)   $ (617)   $ (800)
Asset FVA (434)   (434)   (525)
Citigroup (own credit) CVA 335   335   403
Liability FVA 78   78   67
Total CVA—derivative instruments (638)   (638)   $ (855)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA 34 $ 45 43 $ (238)  
Asset FVA 25 632 94 (421)  
Own credit CVA (41) (271) (78) 262  
Liability FVA (13) (214) 11 123  
Total CVA—derivative instruments 5 192 70 (274)  
DVA related to own FVO liabilities (110) (2,935) (148) 1,253  
Total CVA and DVA $ (105) $ (2,743) $ (78) $ 979