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Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2013
Derivative Financial Instruments  
Schedule of derivative financial instruments and related hedged items
        June 30, 2013 December 31, 2012
      Hedged Item or Notional Fair Value Notional Fair Value
      Transaction Amount Gain Loss Amount Gain Loss
                         
        (Dollars in millions)
Cash flow hedges:                   
 Interest rate contracts:                   
  Pay fixed swaps3 mo. LIBOR funding $ 4,950 $ ―  $ (229) $ 6,035 $ ―  $ (298)
                         
Fair value hedges:                   
 Interest rate contracts:                   
  Receive fixed swaps and option tradesLong-term debt    800   96   ―    800   182   ―
  Pay fixed swapsCommercial loans   185   ―    (4)   187   ―    (7)
  Pay fixed swapsMunicipal securities   345   ―    (106)   345   ―    (153)
    Total    1,330   96   (110)   1,332   182   (160)
                         
Not designated as hedges:                   
 Client-related and other risk management:                   
  Interest rate contracts:                   
   Receive fixed swaps    9,109   448   (21)   9,352   687   ―
   Pay fixed swaps    9,060   17   (476)   9,464   ―    (717)
   Other swaps    1,668   10   (12)   2,664   21   (23)
   Option trades    455   2   (2)   423   3   (5)
   Futures contracts    45   ―    ―    109   ―    ―
   Risk participations    208   ―    ―    204   ―    ―
  Foreign exchange contracts    457   4   (2)   534   4   (3)
    Total    21,002   481   (513)   22,750   715   (748)
                         
 Mortgage banking:                   
  Interest rate contracts:                   
   Receive fixed swaps    240   ―    (8)   114   ―    (2)
   Pay fixed swaps    66   1   ―    ―    ―    ―
   Interest rate lock commitments    4,927   7   (96)   6,064   55   (1)
   When issued securities, forward rate agreements and forward                  
    commitments   6,764   291   (54)   8,886   10   (19)
   Option trades    460   12   ―    70   6   ―
   Futures contracts    6   ―    ―    31   ―    ―
    Total    12,463   311   (158)   15,165   71   (22)
                         
 MSRs:                   
  Interest rate contracts:                   
   Receive fixed swaps    7,344   41   (228)   5,178   110   (27)
   Pay fixed swaps    5,951   165   (39)   5,389   7   (94)
   Option trades    8,800   221   (44)   14,510   363   (88)
   Futures contracts    ―    ―    ―    30   ―    ―
   When issued securities, forward rate agreements and forward                  
    commitments   2,271   ―    (15)   2,406   2   ―
    Total    24,366   427   (326)   27,513   482   (209)
     Total nonhedging derivatives   57,831   1,219   (997)   65,428   1,268   (979)
Total derivatives $ 64,111   1,315   (1,336) $ 72,795   1,450   (1,437)
                         
Gross amounts not offset in the Consolidated Balance Sheets:                  
 Amounts subject to master netting arrangements not offset due to policy election   (653)   653      (797)   797
 Cash collateral (received) posted      (68)   549      (41)   607
  Net amount    $ 594 $ (134)    $ 612 $ (33)
The effect of derivative instruments on the consolidated statements of income
The Effect of Derivative Instruments on the Consolidated Statements of Income
Three Months Ended June 30, 2013 and 2012
                    
       Effective Portion
       Pre-tax Gain   Pre-tax Gain (Loss)
       (Loss) Recognized   Reclassified from
       in AOCI Location of Amounts AOCI into Income
       2013 2012 Reclassified from AOCI into Income 2013 2012
                    
        (Dollars in millions)
Cash flow hedges:             
 Interest rate contracts$ 231 $ (39) Total interest income $ ―  $ 4
             Total interest expense   (19)   (16)
               $ (19) $ (12)
                    
               Pre-tax Gain
               (Loss) Recognized
             Location of Amounts in Income
             Recognized in Income 2013 2012
                    
               (Dollars in millions)
Fair value hedges:             
 Interest rate contracts      Total interest income $ (5) $ (5)
 Interest rate contracts      Total interest expense   29   106
    Total        $ 24 $ 101
                    
Not designated as hedges:             
 Client-related and other risk management:        
  Interest rate contracts      Other noninterest income $ 8 $ 11
  Foreign exchange contracts      Other noninterest income   5   2
 Mortgage banking:             
  Interest rate contracts      Mortgage banking income   125   (18)
 MSRs:             
  Interest rate contracts      Mortgage banking income   (87)   152
   Total        $ 51 $ 147

The Effect of Derivative Instruments on the Consolidated Statements of Income
Six Months Ended June 30, 2013 and 2012
                    
       Effective Portion
       Pre-tax Gain   Pre-tax Gain (Loss)
       (Loss) Recognized Location of Amounts Reclassified from
       in AOCI Reclassified from AOCI AOCI into Income
       2013 2012 into Income 2013 2012
                    
        (Dollars in millions)
Cash Flow Hedges:             
 Interest rate contracts$ 220 $ (52) Total interest income $ ―  $ 8
             Total interest expense   (40)   (34)
               $ (40) $ (26)
                    
             Effective Portion
               Pre-tax Gain
             Location of Amounts (Loss) Recognized
             Recognized in Income
             in Income 2013 2012
                    
        (Dollars in millions)
Fair Value Hedges:             
 Interest rate contracts      Total interest income $ (10) $ (10)
 Interest rate contracts      Total interest expense   59   181
    Total        $ 49 $ 171
                    
Not Designated as Hedges:             
 Client-related and other risk management:        
  Interest rate contracts      Other noninterest income $ 14 $ 17
  Foreign exchange contracts      Other noninterest income   8   4
 Mortgage Banking:             
  Interest rate contracts      Mortgage banking income   98   39
 MSRs:             
  Interest rate contracts      Mortgage banking income   (133)   99
   Total        $ (13) $ 159
Deferred Gains And Losses From Hedges [Text Block]
      June 30, December 31, 
       2013   2012  
              
      (Dollars in millions)  
 Cash flow hedges:         
  Net amount of unrecognized after-tax losses, including both active and terminated          
   hedges, on derivatives classified as cash flow hedges recorded in OCI $ 11  $ 173  
  Estimated after-tax gain (loss) to be reclassified from OCI into earnings during the          
   next 12 months, including active hedges and hedges that were terminated early for which the forecasted transactions are still probable   (46)    (37)  
              
      Six Months Ended June 30, 
       2013   2012  
              
      (Dollars in millions)  
 Cash flow hedges:         
  Pre-tax deferred gain from terminated cash flow hedges recorded in OCI $ 198  $ ―   
              
 Fair value hedges:         
  Pre-tax deferred gain from terminated fair value hedges related to long-term debt   ―     90  
  Pre-tax reduction of interest expense recognized from previously          
   unwound fair value debt hedges   44    164  
Schedule Of Derivative Instruments Summary Of Collateral Positions With Counterparties [Text Block]
      June 30, December 31, 
         2013   2012  
                
          (Dollars in millions) 
 Cash collateral received from dealer counterparties $ 69 $ 44 
 Derivatives in a net gain position secured by that collateral   73   42 
               
 Cash collateral posted to dealer counterparties   525   603 
 Derivatives in a net loss position secured by that collateral   525   610 
 Additional collateral that would have been posted had BB&T's credit ratings       
  dropped below investment grade   2   10 
               
 Cash collateral, including initial margin, posted to central clearing parties   26   111 
 Derivatives in a net loss position secured by that collateral   26   7 
 Securities pledged as initial margin to central clearing parties   43   ―  
                
 Unsecured positions in a net gain with dealer counterparties after collateral postings   4   ―  
 Significant unsecured positions in a gain with central clearing parties   228   ―