XML 69 R48.htm IDEA: XBRL DOCUMENT v3.22.1
Fair Values - Activity of Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - Recurring - Level 3 - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Mar. 31, 2021
Liabilities at Fair Value      
Portion of Unrealized losses (gains) recorded in OCI—Change in net DVA $ (29)   $ (29)
Deposits      
Liabilities at Fair Value      
Beginning balance 67   126
Realized and unrealized losses (gains) 0   (4)
Issuances 0   11
Settlements (5)   (2)
Net transfers (36)   46
Ending balance 26 $ 67 177
Unrealized losses (gains) 0   (4)
Nonderivative trading liabilities      
Liabilities at Fair Value      
Beginning balance 61   79
Realized and unrealized losses (gains) (3)   (9)
Purchases (33)   (20)
Sales 11   13
Net transfers 12   (1)
Ending balance 48 61 62
Unrealized losses (gains) (3)   (9)
Securities sold under agreements to repurchase      
Liabilities at Fair Value      
Beginning balance 651   444
Realized and unrealized losses (gains) 2   (2)
Settlements (10)   0
Net transfers (127)   (1)
Ending balance 516 651 441
Unrealized losses (gains) 2   (2)
Other secured financings      
Liabilities at Fair Value      
Beginning balance 403   516
Realized and unrealized losses (gains) (3)   (5)
Issuances 28   370
Settlements (305)   (322)
Net transfers (3)   (4)
Ending balance 120 403 555
Unrealized losses (gains) (3)   (5)
Borrowings      
Liabilities at Fair Value      
Beginning balance 2,157   4,374
Realized and unrealized losses (gains) (143)   (118)
Issuances 161   231
Settlements (42)   (316)
Net transfers 266   91
Ending balance 2,399 2,157 4,262
Unrealized losses (gains) (143)   (116)
Interest rate      
Assets at Fair value      
Beginning balance 708   682
Realized and unrealized gains (losses) 39   (413)
Purchases 3   31
Issuances (2)   (17)
Settlements (21)   83
Net transfers (93)   325
Ending balance 634 708 691
Unrealized gains (losses) 147   (403)
Credit      
Assets at Fair value      
Beginning balance 98   49
Realized and unrealized gains (losses) 43   (4)
Purchases 8   19
Issuances (8)   (8)
Settlements (68)   (72)
Net transfers 20   (66)
Ending balance 93 98 (82)
Unrealized gains (losses) 28   (13)
Foreign exchange      
Assets at Fair value      
Beginning balance 52   61
Realized and unrealized gains (losses) (145)   (236)
Purchases 5   2
Issuances 0   (4)
Settlements 81   26
Net transfers (26)   41
Ending balance (33) 52 (110)
Unrealized gains (losses) (138)   (206)
Equity      
Assets at Fair value      
Beginning balance (945)   (2,231)
Realized and unrealized gains (losses) 98   63
Purchases 28   77
Issuances (68)   (297)
Settlements 117   65
Net transfers 116   206
Ending balance (654) (945) (2,117)
Unrealized gains (losses) 88   12
Commodity and other      
Assets at Fair value      
Beginning balance 1,529   1,709
Realized and unrealized gains (losses) 4   331
Purchases 9   7
Issuances (11)   (1)
Settlements (47)   (131)
Net transfers (50)   29
Ending balance 1,434 1,529 1,944
Unrealized gains (losses) (216)   215
U.S. Treasury and agency securities      
Assets at Fair value      
Beginning balance 2   9
Purchases 1   12
Sales 0   (9)
Net transfers 5   0
Ending balance 8 2 12
Unrealized gains (losses) 0   0
Other sovereign government obligations      
Assets at Fair value      
Beginning balance 211   268
Purchases 6   15
Sales (40)   (256)
Net transfers 11   (10)
Ending balance 188 211 17
Unrealized gains (losses) 0   0
State and municipal securities      
Assets at Fair value      
Beginning balance 13   0
Net transfers (13)   0
Ending balance 0 13 0
Unrealized gains (losses) 0   0
MABS      
Assets at Fair value      
Beginning balance 344   322
Realized and unrealized gains (losses) (1)   51
Purchases 56   144
Sales (96)   (103)
Net transfers 48   (40)
Ending balance 351 344 374
Unrealized gains (losses) (3)   (2)
Loans and lending commitments      
Assets at Fair value      
Beginning balance 3,806   5,759
Realized and unrealized gains (losses) 26   (26)
Purchases and originations 369   1,833
Sales (210)   (2,060)
Settlements (409)   (388)
Net transfers (441)   (73)
Ending balance 3,141 3,806 5,045
Unrealized gains (losses) 22   (32)
Corporate and other debt      
Assets at Fair value      
Beginning balance 1,973   3,435
Realized and unrealized gains (losses) 12   (51)
Purchases and originations 71   867
Sales (160)   (749)
Settlements 0   (255)
Net transfers (143)   72
Ending balance 1,753 1,973 3,319
Unrealized gains (losses) 7   2
Corporate equities      
Assets at Fair value      
Beginning balance 115   86
Realized and unrealized gains (losses) 0   16
Purchases 24   25
Sales (82)   (46)
Net transfers 182   33
Ending balance 239 115 114
Unrealized gains (losses) 0   18
Investments      
Assets at Fair value      
Beginning balance 1,125   828
Realized and unrealized gains (losses) (24)   6
Purchases 20   64
Sales (4)   (15)
Net transfers 3   41
Ending balance 1,120 1,125 924
Unrealized gains (losses) (26)   (6)
Investment securities —AFS      
Assets at Fair value      
Beginning balance 0   2,804
Realized and unrealized gains (losses) 0   (4)
Sales 0   (192)
Net transfers 0   (2,481)
Ending balance 0 0 127
Unrealized gains (losses) 0   (5)
Liabilities at Fair Value      
Transfers from Level 3 to Level 2   2,500  
Securities purchased under agreements to resell      
Assets at Fair value      
Beginning balance 0   3
Net transfers 0   (3)
Ending balance 0 $ 0 0
Unrealized gains (losses) $ 0   $ 0