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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Dec. 31, 2020
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (671)   $ (671)   $ (800)
Asset FVA (459)   (459)   (525)
Citigroup (own credit) CVA 375   375   403
Liability FVA 80   80   67
Total CVA—derivative instruments (675)   (675)   $ (855)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA 25 $ 104 68 $ (134)  
Asset FVA (23) 105 71 (316)  
Own credit CVA 34 (62) (44) 200  
Liability FVA (63) (36) (52) 87  
Total CVA—derivative instruments (27) 111 43 (163)  
DVA related to own FVO liabilities (107) (452) (256) 801  
Total CVA and DVA $ (134) $ (341) $ (213) $ 638