Regulation and Capital Adequacy - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended	9 Months Ended	12 Months Ended
Sep. 30, 2020	Sep. 30, 2020	Dec. 31, 2019	Oct. 01, 2020
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Minimum required CET1 ratio applicable to advanced approach banking institutions	4.50%	4.50%	4.50%
Minimum required Tier 1 capital ratio applicable to advanced approach banking institutions	6.00%	6.00%	6.00%
Minimum required Total capital ratio applicable to advanced approach banking institutions	8.00%	8.00%	8.00%
Capital conservation buffer	2.50%	2.50%	2.50%
Global Systemically Important Bank (G-SIB) surcharge	2.50%	2.50%	2.50%
Counter-cyclical capital buffer	0.00%	0.00%
Tier 1 leverage ratio	0.040	0.040
SLR	5.00%	5.00%
Minimum supplementary leverage ratio buffer	2.00%	2.00%
Minimum supplementary leverage ratio	3.00%	3.00%
Confidence level for regulatory VaR	99.00%	99.00%
Confidence level for risk management VaR	95.00%	95.00%
Time horizon for regulatory VaR (in days)		10 days
Time horizon for risk management VaR (in days)		1 day
Equity investment in subsidiaries	$ 99,520	$ 99,520	$ 95,680
Minimum equity capital that is required to be maintained in regulated subsidiaries	$ 60,880	$ 60,880	57,580
CECL adoption, percentage of increase in regulatory capital to increase in allowance for credit loss	25.00%	25.00%
Percentage Of Temporary Increase In supplementary leverage ratio	0.90%
CET1 capital ratio	9.50%	9.50%
Tier 1 capital ratio	0.110	0.110
Total capital ratio	0.130	0.130
Subsequent Event [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier 1 capital ratio				0.151
Total capital ratio				0.171
Standardized Capital Rules [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Minimum required CET1 ratio applicable to advanced approach banking institutions				4.50%
Stress capital buffer				6.60%
Global Systemically Important Bank (G-SIB) surcharge				2.50%
Change in Credit RWAs		$ (44,748)	25,649
Change in Market RWAs		15,730	(9,984)
Change in operational risk		0
CET1 capital ratio				13.60%
Advanced Capital [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Change in Credit RWAs		29,679	(7,672)
Change in Market RWAs		15,932	(10,186)
Change in operational risk		$ 9,362	$ 4,400
GS Bank USA [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Minimum required CET1 ratio applicable to advanced approach banking institutions	4.50%	4.50%	4.50%
Minimum required Tier 1 capital ratio applicable to advanced approach banking institutions	6.00%	6.00%	6.00%
Minimum required Total capital ratio applicable to advanced approach banking institutions	8.00%	8.00%	8.00%
Capital conservation buffer	2.50%	2.50%
Counter-cyclical capital buffer	0.00%	0.00%
Amount deposited by GS Bank USA held at the Federal Reserve Bank of New York	$ 63,690	$ 63,690	$ 50,550
Excess amount deposited by GS Bank USA held at the Federal Reserve Bank of New York	$ 63,690	$ 63,690	$ 50,290
Percentage Of Temporary Increase In supplementary leverage ratio	2.40%
CET1 capital ratio	7.00%	7.00%

Amount deposited by GS Bank held at the Federal Reserve Bank of New York.

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Increase in regulatory capital by 25% of the increase in the allowance for credit losses since January 1, 2020 from the adoption of CECL.

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Change in credit risk-weighted assets.

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Change in market risk-weighted assets.

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Change in operational risk-weighted assets.

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- Definition

Confidence level for regulatory VaR.

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Confidence level for risk management VaR.

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Excess amount deposited by GS Bank held at the Federal Reserve Bank of New York.

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- Definition

Minimum required capital ratio applicable to advanced approach banking institutions.

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Minimum required CET 1 ratio effective January 2014 applicable to advanced approach banking institutions.

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Minimum required Tier One capital ratio applicable to advanced approach banking institutions.

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Supplementary Tier One Leverage Ratio.

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Percentage of increase in supplementary leverage ratio due to adoption of SLR temporary amendment.

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Required CET1 ratio effective January 2014 applicable to advanced approach banking institutions.

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Required Supplementary Tier One Leverage Ratio

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Represents applicable phase-in of the capital conservation buffer.

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Represents the current amount of the counter cyclical buffer set by the Federal Reserve.

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- Definition

The phase-in of the Global Systemically Important Bank (G-SIB) surcharge.

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Represents stress capital buffer derived from the results of the FRB's stress test under Standardized approach.

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Supplementary Tier One Leverage Ratio Buffer

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Time horizon for regulatory VaR (in days).

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Time horizon for risk management VaR (in days).

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- Definition

Amount of restricted net assets of consolidated and unconsolidated subsidiaries as of the end of the most recently completed fiscal year.

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Ratio of minimum total risk-based capital to risk-weighted assets required for capital adequacy as defined by regulatory framework.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Amount of investment in equity method investee and investment in and advance to affiliate.

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Ratio of minimum Tier 1 leverage capital to average assets required for capital adequacy as defined by regulatory framework.

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Ratio of minimum Tier 1 risk-based capital to risk-weighted assets required for capital adequacy as defined by regulatory framework.

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