XML 155 R132.htm IDEA: XBRL DOCUMENT v3.24.2.u1
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Schedule of Variable Interest Entities (Details) - USD ($)
$ in Millions
Jun. 30, 2024
Dec. 31, 2023
Variable Interest Entity    
Total involvement with SPE assets $ 463,641 $ 475,664
Significant unconsolidated VIE assets 403,959 409,476
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 57,196 58,909
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 3,455 3,691
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 15,977 16,883
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 175 136
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 76,803 79,619
Assets 2,405,686 2,411,834
Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 59,682 66,188
Private equity    
Variable Interest Entity    
Significant unconsolidated VIE assets 6,000 6,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 245 282
Venture capital investments    
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 6,600 8,500
Credit card securitizations    
Variable Interest Entity    
Total involvement with SPE assets 29,915 31,852
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
Credit card securitizations | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 29,915 31,852
Mortgage securitizations - U.S. agency-sponsored    
Variable Interest Entity    
Total involvement with SPE assets 113,959 123,787
Significant unconsolidated VIE assets 113,959 123,787
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 2,501 2,332
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 130 136
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 2,631 2,468
Mortgage securitizations - U.S. agency-sponsored | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 0 0
Mortgage securitizations - Non-agency-sponsored    
Variable Interest Entity    
Total involvement with SPE assets 59,901 64,963
Significant unconsolidated VIE assets 59,901 64,963
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 3,299 3,751
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 157 129
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 3,456 3,880
Mortgage securitizations - Non-agency-sponsored | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 0 0
Citi-administered asset-backed commercial paper conduits    
Variable Interest Entity    
Total involvement with SPE assets 20,413 21,097
Significant unconsolidated VIE assets 320 0
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 3 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 34 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 37 0
Citi-administered asset-backed commercial paper conduits | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 20,093 21,097
Collateralized loan obligations (CLOs)    
Variable Interest Entity    
Total involvement with SPE assets 4,932 5,562
Significant unconsolidated VIE assets 4,932 5,562
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 1,924 2,344
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 1,924 2,344
Collateralized loan obligations (CLOs) | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 0 0
Asset-backed securities    
Variable Interest Entity    
Total involvement with SPE assets 211,948 204,680
Significant unconsolidated VIE assets 203,446 192,483
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 47,104 48,187
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 831 902
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 13,233 13,655
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 61,168 62,744
Asset-backed securities | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 8,502 12,197
Municipal securities tender option bond trusts (TOBs)    
Variable Interest Entity    
Total involvement with SPE assets 1,025 1,493
Significant unconsolidated VIE assets 0 610
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 0 12
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 0 0
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 0 417
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 0 429
Municipal securities tender option bond trusts (TOBs) | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 1,025 883
Municipal investments    
Variable Interest Entity    
Total involvement with SPE assets 20,528 21,317
Significant unconsolidated VIE assets 20,525 21,314
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 2,333 2,243
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 2,611 2,779
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 2,459 2,587
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 7,403 7,609
Municipal investments | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 3 3
Client intermediation    
Variable Interest Entity    
Total involvement with SPE assets 388 368
Significant unconsolidated VIE assets 309 282
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 28 37
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 45 0
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 73 37
Client intermediation | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets 79 86
Investment funds    
Variable Interest Entity    
Total involvement with SPE assets 632 545
Significant unconsolidated VIE assets 567 475
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 4 3
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 13 10
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 94 95
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 111 108
Investment funds | Consolidated VIEs    
Funded and Unfunded Exposure    
Assets $ 65 $ 70