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DERIVATIVES - Credit Derivatives (Details)
$ in Millions
9 Months Ended
Sep. 30, 2022
USD ($)
agency
Dec. 31, 2021
USD ($)
Credit Risk Derivatives    
Fair values, receivable $ 10,225 $ 10,218
Fair values, payable 9,342 11,015
Notionals, protection purchased 698,039 645,996
Notionals, protection sold 662,018 572,486
Fair value of derivative in liability position 23,000 19,000
Fair value of collateral already posted $ 20,000 16,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 1,300  
Collateral to be segregated 100  
Aggregate cash obligations and collateral requirements 1,400  
Fair value gross derivative assets 431,992 292,628
Purchased    
Credit Risk Derivatives    
Fair values, receivable 8,304 3,705
Fair values, payable 2,170 7,354
Sold    
Credit Risk Derivatives    
Fair values, receivable 1,921 6,513
Fair values, payable 7,172 3,661
Within 1 year    
Credit Risk Derivatives    
Fair values, receivable 2,276 878
Fair values, payable 1,918 1,462
Notionals, protection purchased 153,088 133,866
Notionals, protection sold 159,624 115,603
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, receivable 5,319 6,674
Fair values, payable 4,878 6,638
Notionals, protection purchased 461,986 454,617
Notionals, protection sold 422,941 413,174
After 5 years    
Credit Risk Derivatives    
Fair values, receivable 2,630 2,666
Fair values, payable 2,546 2,915
Notionals, protection purchased 82,965 57,513
Notionals, protection sold 79,453 43,709
Investment grade    
Credit Risk Derivatives    
Fair values, receivable 4,534 4,149
Fair values, payable 3,742 4,258
Notionals, protection purchased 540,193 511,652
Notionals, protection sold 508,631 448,944
Non-investment grade    
Credit Risk Derivatives    
Fair values, receivable 5,691 6,069
Fair values, payable 5,600 6,757
Notionals, protection purchased 157,846 134,344
Notionals, protection sold 153,387 123,542
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, receivable 8,366 9,923
Fair values, payable 8,547 10,234
Notionals, protection purchased 682,184 628,136
Notionals, protection sold 654,560 565,131
Total return swaps and other    
Credit Risk Derivatives    
Fair values, receivable 1,859 295
Fair values, payable 795 781
Notionals, protection purchased 15,855 17,860
Notionals, protection sold 7,458 7,355
Banks    
Credit Risk Derivatives    
Fair values, receivable 2,367 2,375
Fair values, payable 2,985 3,031
Notionals, protection purchased 109,040 108,415
Notionals, protection sold 109,216 103,756
Broker-dealers    
Credit Risk Derivatives    
Fair values, receivable 2,135 1,962
Fair values, payable 1,415 1,139
Notionals, protection purchased 46,379 44,364
Notionals, protection sold 42,384 40,068
Non-financial    
Credit Risk Derivatives    
Fair values, receivable 64 113
Fair values, payable 8 306
Notionals, protection purchased 2,147 2,785
Notionals, protection sold 1,888 2,728
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, receivable 5,659 5,768
Fair values, payable 4,934 6,539
Notionals, protection purchased 540,473 490,432
Notionals, protection sold 508,530 425,934
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 700 2,900
Fair value of derecognized assets 700 2,900
Fair value gross derivative assets 22 13
Trading derivatives, liability $ 30 $ 58