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FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Dec. 31, 2021
Credit and funding valuation adjustments contra-liability (contra-asset)          
Counterparty CVA $ (1,020)   $ (1,020)   $ (705)
Asset FVA (718)   (718)   (433)
Citigroup (own credit) CVA 775   775   379
Liability FVA 257   257   110
Total CVA and FVA—derivative instruments (706)   (706)   $ (649)
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]          
Counterparty CVA (10) $ 25 (211) $ 68  
Asset FVA (96) (23) (247) 71  
Own credit CVA 29 34 327 (44)  
Liability FVA 58 (63) 148 (52)  
Total CVA and FVA—derivative instruments (19) (27) 17 43  
DVA related to own FVO liabilities 1,159 (107) 4,800 (256)  
Total CVA, DVA and FVA $ 1,140 $ (134) $ 4,817 $ (213)