XML 158 R101.htm IDEA: XBRL DOCUMENT v2.4.0.6
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES (Details) (USD $)
3 Months Ended
Mar. 31, 2013
Dec. 31, 2012
Variable Interest Entity    
Total involvement with SPE assets $ 570,947,000,000 $ 623,652,000,000
Consolidated VIE / SPE assets 93,773,000,000 124,171,000,000
Significant unconsolidated VIE assets 477,174,000,000 499,481,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 24,117,000,000 24,066,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 3,949,000,000 3,965,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 16,407,000,000 17,263,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 655,000,000 677,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 45,128,000,000 45,971,000,000
Citicorp
   
Variable Interest Entity    
Total involvement with SPE assets 428,134,000,000 467,253,000,000
Consolidated VIE / SPE assets 83,040,000,000 112,760,000,000
Significant unconsolidated VIE assets 345,094,000,000 354,493,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 21,954,000,000 21,675,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 3,653,000,000 3,674,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 15,189,000,000 16,015,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 267,000,000 280,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 41,063,000,000 41,644,000,000
Citicorp | Mortgage-backed securities
   
Funded and Unfunded Exposure    
Private label mortgage-backed securities, outstanding 18,000,000,000  
Citicorp | Credit card securitizations
   
Variable Interest Entity    
Total involvement with SPE assets 45,983,000,000 77,770,000,000
Consolidated VIE / SPE assets 45,983,000,000 77,770,000,000
Funded and Unfunded Exposure    
Amount removed from receivables 27,000,000,000  
Citicorp | Credit card securitizations | Citibank Credit Card Master Trust (Master Trust)
   
Funded and Unfunded Exposure    
Amount removed from receivables 12,000,000,000  
Citicorp | Credit card securitizations | Citibank OMNI Master Trust (Omni Trust)
   
Funded and Unfunded Exposure    
Amount removed from receivables 15,000,000,000  
Citicorp | U.S. government-sponsored agency guaranteed
   
Variable Interest Entity    
Total involvement with SPE assets 232,908,000,000 232,741,000,000
Significant unconsolidated VIE assets 232,908,000,000 232,741,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 3,494,000,000 3,042,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 43,000,000 45,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 3,537,000,000 3,087,000,000
Citicorp | Non-agency-sponsored mortgages
   
Variable Interest Entity    
Total involvement with SPE assets 8,796,000,000 8,810,000,000
Consolidated VIE / SPE assets 1,098,000,000 1,188,000,000
Significant unconsolidated VIE assets 7,698,000,000 7,622,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 522,000,000 382,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 522,000,000 382,000,000
Citicorp | Citi-administered asset-backed commercial paper conduits (ABCP)
   
Variable Interest Entity    
Total involvement with SPE assets 29,114,000,000 30,002,000,000
Consolidated VIE / SPE assets 21,851,000,000 22,387,000,000
Significant unconsolidated VIE assets 7,263,000,000 7,615,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 7,263,000,000 7,615,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 7,263,000,000 7,615,000,000
Citicorp | Collateralized debt obligations (CDOs)
   
Variable Interest Entity    
Total involvement with SPE assets 4,663,000,000 5,539,000,000
Significant unconsolidated VIE assets 4,663,000,000 5,539,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 25,000,000 24,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 25,000,000 24,000,000
Citicorp | Collateralized loan obligations (CLOs)
   
Variable Interest Entity    
Total involvement with SPE assets 11,790,000,000 15,120,000,000
Significant unconsolidated VIE assets 11,790,000,000 15,120,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 347,000,000 642,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments   19,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 347,000,000 661,000,000
Citicorp | Asset-based financing
   
Variable Interest Entity    
Total involvement with SPE assets 38,029,000,000 41,399,000,000
Consolidated VIE / SPE assets 1,019,000,000 1,125,000,000
Significant unconsolidated VIE assets 37,010,000,000 40,274,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 15,181,000,000 14,798,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 78,000,000 84,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 1,649,000,000 2,081,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 153,000,000 159,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 17,061,000,000 17,122,000,000
Citicorp | Municipal securities tender option bond trusts (TOBs)
   
Variable Interest Entity    
Total involvement with SPE assets 14,666,000,000 15,163,000,000
Consolidated VIE / SPE assets 7,491,000,000 7,573,000,000
Significant unconsolidated VIE assets 7,175,000,000 7,590,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 47,000,000 352,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 4,591,000,000 4,628,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 4,638,000,000 4,980,000,000
Citicorp | Municipal investments
   
Variable Interest Entity    
Total involvement with SPE assets 19,319,000,000 19,693,000,000
Consolidated VIE / SPE assets 236,000,000 255,000,000
Significant unconsolidated VIE assets 19,083,000,000 19,438,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 1,883,000,000 2,003,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 3,013,000,000 3,049,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 1,661,000,000 1,669,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 6,557,000,000 6,721,000,000
Citicorp | Client intermediation
   
Variable Interest Entity    
Total involvement with SPE assets 2,356,000,000 2,486,000,000
Consolidated VIE / SPE assets 156,000,000 151,000,000
Significant unconsolidated VIE assets 2,200,000,000 2,335,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 319,000,000 319,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 319,000,000 319,000,000
Citicorp | Investment funds
   
Variable Interest Entity    
Total involvement with SPE assets 7,032,000,000 4,286,000,000
Consolidated VIE / SPE assets 5,098,000,000 2,196,000,000
Significant unconsolidated VIE assets 1,934,000,000 2,090,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 43,000,000 14,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 43,000,000 14,000,000
Citicorp | Trust preferred securities
   
Variable Interest Entity    
Total involvement with SPE assets 11,433,000,000 12,221,000,000
Significant unconsolidated VIE assets 11,433,000,000 12,221,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 126,000,000 126,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 126,000,000 126,000,000
Citicorp | Other
   
Variable Interest Entity    
Total involvement with SPE assets 2,045,000,000 2,023,000,000
Consolidated VIE / SPE assets 108,000,000 115,000,000
Significant unconsolidated VIE assets 1,937,000,000 1,908,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 136,000,000 113,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 393,000,000 382,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 25,000,000 22,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 71,000,000 76,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 625,000,000 593,000,000
Citi Holdings
   
Variable Interest Entity    
Total involvement with SPE assets 142,813,000,000 156,399,000,000
Consolidated VIE / SPE assets 10,733,000,000 11,411,000,000
Significant unconsolidated VIE assets 132,080,000,000 144,988,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 2,163,000,000 2,391,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 296,000,000 291,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 1,218,000,000 1,248,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 388,000,000 397,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 4,065,000,000 4,327,000,000
Citi Holdings | Credit card securitizations
   
Variable Interest Entity    
Total involvement with SPE assets 1,846,000,000 2,177,000,000
Consolidated VIE / SPE assets 1,467,000,000 1,736,000,000
Significant unconsolidated VIE assets 379,000,000 441,000,000
Citi Holdings | U.S. government-sponsored agency guaranteed
   
Variable Interest Entity    
Total involvement with SPE assets 96,245,000,000 106,888,000,000
Significant unconsolidated VIE assets 96,245,000,000 106,888,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 702,000,000 700,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 150,000,000 163,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 852,000,000 863,000,000
Citi Holdings | Non-agency-sponsored mortgages
   
Variable Interest Entity    
Total involvement with SPE assets 16,317,000,000 17,192,000,000
Consolidated VIE / SPE assets 2,069,000,000 2,127,000,000
Significant unconsolidated VIE assets 14,248,000,000 15,065,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 49,000,000 43,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 2,000,000 2,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 51,000,000 45,000,000
Citi Holdings | Student loan securitizations
   
Variable Interest Entity    
Total involvement with SPE assets 1,642,000,000 1,681,000,000
Consolidated VIE / SPE assets 1,642,000,000 1,681,000,000
Citi Holdings | Collateralized debt obligations (CDOs)
   
Variable Interest Entity    
Total involvement with SPE assets 4,494,000,000 4,752,000,000
Significant unconsolidated VIE assets 4,494,000,000 4,752,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 139,000,000 139,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 125,000,000 124,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 264,000,000 263,000,000
Citi Holdings | Collateralized loan obligations (CLOs)
   
Variable Interest Entity    
Total involvement with SPE assets 3,963,000,000 4,676,000,000
Significant unconsolidated VIE assets 3,963,000,000 4,676,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 384,000,000 435,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 16,000,000 13,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives 111,000,000 108,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 511,000,000 556,000,000
Citi Holdings | Asset-based financing
   
Variable Interest Entity    
Total involvement with SPE assets 3,784,000,000 4,166,000,000
Consolidated VIE / SPE assets 3,000,000 3,000,000
Significant unconsolidated VIE assets 3,781,000,000 4,163,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 853,000,000 984,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 5,000,000 6,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 237,000,000 243,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 1,095,000,000 1,233,000,000
Citi Holdings | Municipal investments
   
Variable Interest Entity    
Total involvement with SPE assets 7,528,000,000 7,766,000,000
Significant unconsolidated VIE assets 7,528,000,000 7,766,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, debt investments 36,000,000 90,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 228,000,000 235,000,000
Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments 965,000,000 992,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 1,229,000,000 1,317,000,000
Citi Holdings | Client intermediation
   
Variable Interest Entity    
Total involvement with SPE assets 11,000,000 13,000,000
Consolidated VIE / SPE assets 11,000,000 13,000,000
Citi Holdings | Investment funds
   
Variable Interest Entity    
Total involvement with SPE assets 1,313,000,000 1,083,000,000
Significant unconsolidated VIE assets 1,313,000,000 1,083,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 60,000,000 47,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs 60,000,000 47,000,000
Citi Holdings | Other
   
Variable Interest Entity    
Total involvement with SPE assets 5,670,000,000 6,005,000,000
Consolidated VIE / SPE assets 5,541,000,000 5,851,000,000
Significant unconsolidated VIE assets 129,000,000 154,000,000
Funded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs, equity investments 3,000,000 3,000,000
Funded and Unfunded Exposure    
Maximum exposure to loss in significant unconsolidated VIEs $ 3,000,000 $ 3,000,000