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DERIVATIVES - Credit Derivatives (Details)
$ in Millions
6 Months Ended
Jun. 30, 2023
USD ($)
agency
Dec. 31, 2022
USD ($)
Credit Risk Derivatives    
Fair values, receivable $ 10,839 $ 8,389
Fair values, payable 10,728 7,777
Notionals, protection purchased 789,558 641,639
Notionals, protection sold 725,634 593,136
Fair value of derivative in liability position 16,000 18,000
Fair value of collateral already posted $ 14,000 15,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 800  
Collateral to be segregated 16  
Aggregate cash obligations and collateral requirements 800  
Fair value gross derivative assets 312,754 346,545
Purchased    
Credit Risk Derivatives    
Fair values, receivable 4,249 5,094
Fair values, payable 7,011 3,573
Sold    
Credit Risk Derivatives    
Fair values, receivable 6,590 3,295
Fair values, payable 3,717 4,204
Within 1 year    
Credit Risk Derivatives    
Fair values, receivable 1,242 1,753
Fair values, payable 1,642 1,801
Notionals, protection purchased 164,261 147,031
Notionals, protection sold 146,723 148,721
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, receivable 7,503 4,577
Fair values, payable 7,102 4,134
Notionals, protection purchased 570,605 443,113
Notionals, protection sold 538,159 407,293
After 5 years    
Credit Risk Derivatives    
Fair values, receivable 2,094 2,059
Fair values, payable 1,984 1,842
Notionals, protection purchased 54,692 51,495
Notionals, protection sold 40,752 37,122
Investment grade    
Credit Risk Derivatives    
Fair values, receivable 5,491 3,796
Fair values, payable 4,977 2,970
Notionals, protection purchased 619,717 499,339
Notionals, protection sold 574,059 462,873
Non-investment grade    
Credit Risk Derivatives    
Fair values, receivable 5,348 4,593
Fair values, payable 5,751 4,807
Notionals, protection purchased 169,841 142,300
Notionals, protection sold 151,575 130,263
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, receivable 10,015 6,867
Fair values, payable 10,352 7,360
Notionals, protection purchased 768,300 623,981
Notionals, protection sold 721,289 586,504
Total return swaps and other    
Credit Risk Derivatives    
Fair values, receivable 824 1,522
Fair values, payable 376 417
Notionals, protection purchased 21,258 17,658
Notionals, protection sold 4,345 6,632
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 2,700 1,400
Fair value of derecognized assets 2,700 1,400
Fair value gross derivative assets 39 27
Trading derivatives, liability $ 24 $ 32