XML 130 R69.htm IDEA: XBRL DOCUMENT v3.20.2
Fair Value Measurements - Quantitative Information about Level 3 Fair Value Measurements (Details)
Sep. 30, 2020
USD ($)
Dec. 31, 2019
USD ($)
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale $ 26,895,000,000 $ 21,843,000,000
Loans held for sale (residential)   0
Derivative assets 1,946,000,000 780,000,000
Mortgage servicing assets excluded from OREO 101,000,000 46,000,000
Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale 26,895,000,000 21,843,000,000
Other investments 81,000,000 90,000,000
Loans held for sale (residential) 288,000,000 140,000,000
Derivative assets 1,946,000,000 780,000,000
Nonrecurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Impaired loans 89,000,000 76,000,000
Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale 12,000,000 11,000,000
Other investments 13,000,000 13,000,000
Loans held for sale (residential) 1,000,000 0
Derivative assets 127,000,000 28,000,000
Level 3 | Nonrecurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Impaired loans 89,000,000 76,000,000
Valuation Technique, Discounted Cash Flow | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Other investments $ 12,000,000 $ 12,000,000
Valuation Technique, Discounted Cash Flow | Measurement Input, Discount Rate | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Trading account assets, measurement input 0.0310  
Other investments, measurement input 0.1339 0.1391
Valuation Technique, Discounted Cash Flow | Measurement Input, Discount Rate | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Trading account assets, measurement input 0.0411  
Other investments, measurement input 0.1642 0.1724
Valuation Technique, Discounted Cash Flow | Measurement Input, Discount Rate | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Trading account assets, measurement input 0.0325  
Other investments, measurement input 0.1493 0.1561
Valuation Technique, Discounted Cash Flow | Measurement Input, Conditional Prepayment Rate | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Trading account assets, measurement input 9.00  
Valuation Technique, Discounted Cash Flow | Measurement Input, Discount Marketability | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Other investments, measurement input 0.3000 0.3000
Valuation Technique, Discounted Cash Flow | Measurement Input, Price Volatility | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Other investments, measurement input 0.5500 0.4700
Valuation Technique, Discounted Cash Flow | Measurement Input, Default Rate | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Trading account assets, measurement input 0.75  
Valuation Technique, Discounted Cash Flow | Measurement Input, Loss Severity Rate | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Trading account assets, measurement input 0.5000  
Valuation, Market Comparable Pricing | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Loans held for sale (residential) $ 1,000,000 $ 0
Loans, net of unearned income (residential) $ 8,000,000 $ 4,000,000
Valuation, Market Comparable Pricing | Measurement Input, Comparability Adjustment | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Loans, net of unearned income (residential), measurement input 0.7900 0.7900
Valuation, Market Comparable Pricing | Measurement Input, Comparability Adjustment | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Loans, net of unearned income (residential), measurement input 0.9837 0.9800
Valuation, Market Comparable Pricing | Measurement Input, Comparability Adjustment | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Loans held-for-sale, measurement input 0.9138  
Loans, net of unearned income (residential), measurement input 0.9473 0.9105
Valuation, Fair Value Of Underlying Collateral | Level 3 | Nonrecurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Impaired loans $ 89,000,000 $ 76,000,000
Valuation, Fair Value Of Underlying Collateral | Measurement Input, Discount Rate | Level 3 | Nonrecurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Impaired loans, measurement input 0 0
Valuation, Fair Value Of Underlying Collateral | Measurement Input, Discount Rate | Level 3 | Nonrecurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Impaired loans, measurement input 0.9500 0.6000
Valuation, Fair Value Of Underlying Collateral | Measurement Input, Discount Rate | Level 3 | Nonrecurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Impaired loans, measurement input 0.2600 0.1000
Valuation, Appraised Value | Level 3 | Nonrecurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
OREO and other Level 3 assets $ 2,000,000 $ 5,000,000
Interest rate | Valuation Technique, Discounted Cash Flow | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets $ 81,000,000 $ 22,000,000
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Default Rate | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.0002 0.0002
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Default Rate | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 1 1
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Default Rate | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.1150 0.0540
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Internal Risk Rating | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 1 1
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Internal Risk Rating | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 19 19
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Internal Risk Rating | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 9.284 9.168
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Loss Given Default | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0 0
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Loss Given Default | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 1 1
Interest rate | Valuation Technique, Discounted Cash Flow | Measurement Input, Loss Given Default | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.471 0.492
Credit | Valuation Technique, Discounted Cash Flow | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets $ 2,000,000 $ 1,000,000
Derivative liabilities $ (15,000,000) $ (9,000,000)
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Default Rate | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.0002 0.0002
Derivative liabilities, measurement input 0.0002 0.0002
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Default Rate | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 1 1
Derivative liabilities, measurement input 1 1
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Default Rate | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.0820 0.042
Derivative liabilities, measurement input 0.1608 0.1224
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Internal Risk Rating | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 1 1
Derivative liabilities, measurement input 1 1
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Internal Risk Rating | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 19 19
Derivative liabilities, measurement input 19 19
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Internal Risk Rating | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 10.581 10.13
Derivative liabilities, measurement input 7.980 8.058
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Loss Given Default | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0 0
Derivative liabilities, measurement input 0 0
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Loss Given Default | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 1 1
Derivative liabilities, measurement input 1 1
Credit | Valuation Technique, Discounted Cash Flow | Measurement Input, Loss Given Default | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.490 0.498
Derivative liabilities, measurement input 0.397 0.411
Other | Valuation Technique, Discounted Cash Flow | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets $ 44,000,000 $ 5,000,000
Other | Valuation Technique, Discounted Cash Flow | Measurement Input, Loan Closing Rates | Level 3 | Recurring | Minimum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.2912 0.3771
Other | Valuation Technique, Discounted Cash Flow | Measurement Input, Loan Closing Rates | Level 3 | Recurring | Maximum    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.9969 0.9969
Other | Valuation Technique, Discounted Cash Flow | Measurement Input, Loan Closing Rates | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Derivative assets, measurement input 0.7623 0.7933
Other mortgage-backed securities | Valuation Technique, Discounted Cash Flow | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Trading account assets $ 27,000,000 $ 0
Other securities    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale 12,000,000 11,000,000
Other securities | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale 12,000,000 11,000,000
Other securities | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale 12,000,000 11,000,000
Other securities | Valuation Technique, Discounted Cash Flow | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale $ 12,000,000 $ 11,000,000
Other securities | Valuation Technique, Discounted Cash Flow | Measurement Input, Discount Rate | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale, measurement input 0.1509 0.1610
Other securities | Valuation Technique, Discounted Cash Flow | Measurement Input, Discount Marketability | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale, measurement input 0.3000 0.3000
Other securities | Valuation Technique, Discounted Cash Flow | Measurement Input, Price Volatility | Level 3 | Recurring | Weighted Average    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Securities available for sale, measurement input 0.4400 0.4300
Principal investments, Direct | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Other investments $ 1,000,000 $ 1,000,000
Principal investments, Direct | Level 3 | Recurring    
Fair Value, Option, Quantitative Disclosures [Line Items]    
Other investments $ 1,000,000 $ 1,000,000