XML 153 R133.htm IDEA: XBRL DOCUMENT v3.22.2
FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Dec. 31, 2021
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (849)   $ (849)   $ (705)
Asset FVA (625)   (625)   (433)
Citigroup (own credit) CVA 746   746   379
Liability FVA 199   199   110
Total CVA and FVA—derivative instruments (529)   (529)   $ (649)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA (94) $ 34 (201) $ 43  
Asset FVA (46) 25 (151) 94  
Own credit CVA 182 (41) 298 (78)  
Liability FVA 68 (13) 90 11  
Total CVA and FVA—derivative instruments 110 5 36 70  
DVA related to own FVO liabilities 2,592 (110) 3,642 (148)  
Total CVA, DVA and FVA $ 2,702 $ (105) $ 3,678 $ (78)