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DERIVATIVES - Credit Derivatives (Details)
$ in Millions
3 Months Ended
Mar. 31, 2023
USD ($)
agency
Dec. 31, 2022
USD ($)
Credit Risk Derivatives    
Fair values, receivable $ 10,042 $ 8,389
Fair values, payable 10,015 7,777
Notionals, protection purchased 781,832 641,639
Notionals, protection sold 731,188 593,136
Fair value of derivative in liability position 14,000 18,000
Fair value of collateral already posted $ 12,000 15,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 600  
Collateral to be segregated 22  
Aggregate cash obligations and collateral requirements 600  
Fair value gross derivative assets 292,519 346,545
Purchased    
Credit Risk Derivatives    
Fair values, receivable 4,849 5,094
Fair values, payable 5,680 3,573
Sold    
Credit Risk Derivatives    
Fair values, receivable 5,193 3,295
Fair values, payable 4,335 4,204
Within 1 year    
Credit Risk Derivatives    
Fair values, receivable 1,007 1,753
Fair values, payable 1,650 1,801
Notionals, protection purchased 167,412 147,031
Notionals, protection sold 167,358 148,721
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, receivable 6,146 4,577
Fair values, payable 5,885 4,134
Notionals, protection purchased 509,256 443,113
Notionals, protection sold 476,327 407,293
After 5 years    
Credit Risk Derivatives    
Fair values, receivable 2,889 2,059
Fair values, payable 2,480 1,842
Notionals, protection purchased 105,164 51,495
Notionals, protection sold 87,503 37,122
Investment grade    
Credit Risk Derivatives    
Fair values, receivable 4,892 3,796
Fair values, payable 4,406 2,970
Notionals, protection purchased 621,216 499,339
Notionals, protection sold 582,066 462,873
Non-investment grade    
Credit Risk Derivatives    
Fair values, receivable 5,150 4,593
Fair values, payable 5,609 4,807
Notionals, protection purchased 160,616 142,300
Notionals, protection sold 149,122 130,263
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, receivable 9,258 6,867
Fair values, payable 9,596 7,360
Notionals, protection purchased 761,898 623,981
Notionals, protection sold 725,565 586,504
Total return swaps and other    
Credit Risk Derivatives    
Fair values, receivable 784 1,522
Fair values, payable 419 417
Notionals, protection purchased 19,934 17,658
Notionals, protection sold 5,623 6,632
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 600 1,400
Fair value of derecognized assets 600 1,400
Fair value gross derivative assets 14 27
Trading derivatives, liability $ 2 $ 32