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DERIVATIVES - Credit Derivatives (Details)
$ in Millions
9 Months Ended
Sep. 30, 2023
USD ($)
agency
Dec. 31, 2022
USD ($)
Credit Risk Derivatives    
Fair values, receivable $ 12,642 $ 8,389
Fair values, payable 11,077 7,777
Notionals, protection purchased 828,691 641,639
Notionals, protection sold 765,188 593,136
Fair value of derivative in liability position 15,000 18,000
Fair value of collateral already posted $ 13,000 15,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 700  
Collateral to be segregated 4  
Aggregate cash obligations and collateral requirements 700  
Fair value gross derivative assets 333,991 346,545
Purchased    
Credit Risk Derivatives    
Fair values, receivable 4,697 5,094
Fair values, payable 8,182 3,573
Sold    
Credit Risk Derivatives    
Fair values, receivable 7,945 3,295
Fair values, payable 2,895 4,204
Within 1 year    
Credit Risk Derivatives    
Fair values, receivable 1,471 1,753
Fair values, payable 1,035 1,801
Notionals, protection purchased 154,096 147,031
Notionals, protection sold 134,847 148,721
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, receivable 8,977 4,577
Fair values, payable 8,149 4,134
Notionals, protection purchased 578,360 443,113
Notionals, protection sold 555,290 407,293
After 5 years    
Credit Risk Derivatives    
Fair values, receivable 2,194 2,059
Fair values, payable 1,893 1,842
Notionals, protection purchased 96,235 51,495
Notionals, protection sold 75,051 37,122
Investment grade    
Credit Risk Derivatives    
Fair values, receivable 6,809 3,796
Fair values, payable 5,579 2,970
Notionals, protection purchased 656,154 499,339
Notionals, protection sold 611,363 462,873
Non-investment grade    
Credit Risk Derivatives    
Fair values, receivable 5,833 4,593
Fair values, payable 5,498 4,807
Notionals, protection purchased 172,537 142,300
Notionals, protection sold 153,825 130,263
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, receivable 11,031 6,867
Fair values, payable 10,644 7,360
Notionals, protection purchased 805,562 623,981
Notionals, protection sold 761,316 586,504
Total return swaps and other    
Credit Risk Derivatives    
Fair values, receivable 1,611 1,522
Fair values, payable 433 417
Notionals, protection purchased 23,129 17,658
Notionals, protection sold 3,872 6,632
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 2,200 1,400
Fair value of derecognized assets 2,200 1,400
Fair value gross derivative assets 3 27
Trading derivatives, liability $ 52 $ 32