XML 147 R126.htm IDEA: XBRL DOCUMENT v3.23.1
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Schedule of Variable Interest Entities (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Variable Interest Entity    
Total involvement with SPE assets $ 448,026 $ 511,990
Consolidated VIE/SPE assets 60,897 62,201
Significant unconsolidated VIE assets 387,129 449,789
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 51,396 50,861
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 4,021 4,170
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 14,397 15,322
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 120 61
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 69,934 70,414
Private equity    
Variable Interest Entity    
Significant unconsolidated VIE assets 10,000 69,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 252 498
Venture capital investments    
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 25,200 33,600
Credit card securitizations    
Variable Interest Entity    
Total involvement with SPE assets 30,241 32,021
Consolidated VIE/SPE assets 30,241 32,021
Significant unconsolidated VIE assets 0 0
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 0 0
Mortgage securitizations - U.S. agency-sponsored    
Variable Interest Entity    
Total involvement with SPE assets 124,641 117,358
Consolidated VIE/SPE assets 0 0
Significant unconsolidated VIE assets 124,641 117,358
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 2,059 2,052
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 107 48
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 2,166 2,100
Mortgage securitizations - Non-agency-sponsored    
Variable Interest Entity    
Total involvement with SPE assets 63,156 67,704
Consolidated VIE/SPE assets 0 0
Significant unconsolidated VIE assets 63,156 67,704
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 3,264 3,294
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 7 0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 3,271 3,294
Citi-administered asset-backed commercial paper conduits    
Variable Interest Entity    
Total involvement with SPE assets 19,419 19,621
Consolidated VIE/SPE assets 19,419 19,621
Significant unconsolidated VIE assets 0 0
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 0 0
Collateralized loan obligations (CLOs)    
Variable Interest Entity    
Total involvement with SPE assets 7,134 7,600
Consolidated VIE/SPE assets 0 0
Significant unconsolidated VIE assets 7,134 7,600
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 2,599 2,601
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 2,599 2,601
Asset-based financing    
Variable Interest Entity    
Total involvement with SPE assets 178,461 242,348
Consolidated VIE/SPE assets 10,336 9,672
Significant unconsolidated VIE assets 168,125 232,676
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 40,737 40,121
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 990 1,022
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 10,261 10,726
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 51,988 51,869
Municipal securities tender option bond trusts (TOBs)    
Variable Interest Entity    
Total involvement with SPE assets 1,885 2,155
Consolidated VIE/SPE assets 673 672
Significant unconsolidated VIE assets 1,212 1,483
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 35 2
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 867 1,108
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 902 1,110
Municipal investments    
Variable Interest Entity    
Total involvement with SPE assets 22,107 22,167
Consolidated VIE/SPE assets 3 3
Significant unconsolidated VIE assets 22,104 22,164
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 2,641 2,731
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 3,025 3,143
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 3,196 3,420
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 8,862 9,294
Client intermediation    
Variable Interest Entity    
Total involvement with SPE assets 490 482
Consolidated VIE/SPE assets 129 121
Significant unconsolidated VIE assets 361 361
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 58 58
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 13 13
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 71 71
Investment funds    
Variable Interest Entity    
Total involvement with SPE assets 492 534
Consolidated VIE/SPE assets 96 91
Significant unconsolidated VIE assets 396 443
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 3 2
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 6 5
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 66 68
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 75 75
Other    
Variable Interest Entity    
Total involvement with SPE assets 0 0
Consolidated VIE/SPE assets 0 0
Significant unconsolidated VIE assets 0 0
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 0 0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 0 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs $ 0 $ 0