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SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Securitizations (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
U.S. government-sponsored agency guaranteed      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 6,100.0 $ 9,400.0 $ 5,300.0
Proceeds from new securitizations 6,400.0 10,000.0 5,500.0
Contractual servicing fees received 100.0 100.0 100.0
Cash flows received on retained interests and other net cash flows 0.0 0.0 0.0
Purchases of previously transferred financial assets $ 200.0 $ 400.0 200.0
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life 7 years 4 months 24 days 4 years 9 months 18 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 5 years 1 month 6 days 4 years 6 months  
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 374.0 $ 315.0  
Carrying value of retained interests, impact of 10% adverse change in discount rate (6.0) (8.0)  
Carrying value of retained interests, impact of 20% adverse change in discount rate (11.0) (15.0)  
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate (19.0) (21.0)  
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate $ (37.0) $ (40.0)  
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 8.70% 5.40%  
Constant prepayment rate 5.50% 25.80%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 3.70% 5.90%  
Constant prepayment rate 14.50% 22.70%  
Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Principal securitized $ 25,200.0 $ 11,300.0 15,600.0
Proceeds from new securitizations 25,400.0 11,400.0 15,500.0
Contractual servicing fees received 0.0 0.0 0.0
Cash flows received on retained interests and other net cash flows 100.0 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 10 months 24 days 3 years 9 months 18 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 8 years 9 months 18 days 5 years 3 months 18 days 4 years 8 months 12 days
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 1,452.0 $ 1,210.0  
Carrying value of retained interests, impact of 10% adverse change in discount rate (1.0) 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 2.20% 1.70%  
Constant prepayment rate 6.30% 3.40%  
Anticipated net credit losses 1.80% 1.70%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 16.20% 7.20%  
Constant prepayment rate 6.80% 5.30%  
Anticipated net credit losses 1.00% 1.20%  
Subordinated interests      
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables      
Weighted average life 5 years 4 months 24 days 2 years 3 months 18 days  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Weighted average life 18 years    
Sensitivity analysis of fair value of interests continued to be held by transferor      
Carrying value of retained interests $ 955.0 $ 145.0  
Carrying value of retained interests, impact of 10% adverse change in discount rate 0.0 (1.0)  
Carrying value of retained interests, impact of 20% adverse change in discount rate 0.0 (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 2.80% 3.00%  
Constant prepayment rate 11.00% 25.00%  
Anticipated net credit losses 1.00% 0.50%  
Key assumptions used in measuring fair value related to transferor's continuing involvement      
Discount rate 4.00% 4.30%  
Constant prepayment rate 9.00% 4.70%  
Anticipated net credit losses 2.00% 1.40%  
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 $ 73.0    
Citicorp | U.S. government-sponsored agency guaranteed      
Cash Flows Between Transferor and Transferee      
Gains recognized on the securitization 3.9 $ 88.4 16.0
Citicorp | Mortgage securitizations - Non-agency-sponsored      
Cash Flows Between Transferor and Transferee      
Gains recognized on the securitization $ 493.4 $ 139.4 $ 73.4