XML 57 R46.htm IDEA: XBRL DOCUMENT v3.20.2
Fair Value - Schedule of Fair Value Measurements on a Recurring Basis (Details) - USD ($)
$ in Millions
Sep. 30, 2020
Dec. 31, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets $ 840 $ 914
Investment securities available-for-sale 61,780 53,815
Derivative assets 5,715 4,753
Derivative asset, collateral, cash offset 1,383 2,310
Derivative liability, collateral, cash offset 1,597 837
Non-US debt securities, supranational and non US agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 7,250 5,500
Non-U.S. debt securities, corporate bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 2,010 1,780
Non-US debt securities, covered bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 450 680
Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 840 914
Investment securities available-for-sale 61,780 53,815
Derivative asset, Impact of Netting (11,190) (10,395)
Derivative assets 5,715 4,753
Other 596 504
Other assets - impact of netting 0 0
Total, derivative asset 68,931 59,986
Derivative liability, Impact of Netting (11,403) (8,922)
Derivative liabilities 4,298 6,459
Total liabilities carried at fair value 4,302 6,464
Recurring | Foreign exchange contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative asset, Impact of Netting (11,190) (10,391)
Derivative assets 5,715 4,749
Derivative liability, Impact of Netting (11,403) (8,918)
Derivative liabilities 4,069 6,232
Recurring | Interest rate contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative asset, Impact of Netting 0 (4)
Derivative assets 0 4
Derivative liability, Impact of Netting 0 (4)
Derivative liabilities 53 45
Recurring | Other derivative contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liability, Impact of Netting 0 0
Derivative liabilities 176 182
Recurring | U.S. government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 40 34
Recurring | Non-U.S. government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 232 319
Recurring | Other    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 568 561
Investment securities available-for-sale 3,460 2,973
Recurring | US Treasury and federal agencies, direct obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 7,293 3,487
Recurring | US Treasury and federal agencies, mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 18,211 17,838
Recurring | Total U.S. Treasury and federal agencies    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 25,504 21,325
Recurring | Asset-backed securities, student loans    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 357 531
Recurring | Asset-backed securities, credit cards    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 90 89
Recurring | Asset-backed securities, collateralized loan obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 2,538 1,820
Recurring | Total asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 2,985 2,440
Recurring | Non-U.S. debt securities, mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 1,863 1,980
Recurring | Non-U.S. debt securities, asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 2,031 2,179
Recurring | Non-U.S. debt securities, government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 12,849 12,373
Recurring | Non-U.S. debt securities, other    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 11,310 8,658
Recurring | Total non-U.S. debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 28,053 25,190
Recurring | State and political subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 1,694 1,783
Recurring | Collateralized mortgage obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 84 104
Quoted Market Prices in Active Markets (Level 1) | Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 57 201
Investment securities available-for-sale 7,293 3,487
Derivative asset 0 0
Other 0 0
Total, derivative asset 7,350 3,688
Derivative liability 13 9
Total liabilities carried at fair value 17 14
Quoted Market Prices in Active Markets (Level 1) | Recurring | Foreign exchange contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative asset 0 0
Derivative liability 7 3
Quoted Market Prices in Active Markets (Level 1) | Recurring | Interest rate contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative asset 0 0
Derivative liability 6 6
Quoted Market Prices in Active Markets (Level 1) | Recurring | Other derivative contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liability 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | U.S. government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 40 34
Quoted Market Prices in Active Markets (Level 1) | Recurring | Non-U.S. government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 0 146
Quoted Market Prices in Active Markets (Level 1) | Recurring | Other    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 17 21
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | US Treasury and federal agencies, direct obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 7,293 3,487
Quoted Market Prices in Active Markets (Level 1) | Recurring | US Treasury and federal agencies, mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Total U.S. Treasury and federal agencies    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 7,293 3,487
Quoted Market Prices in Active Markets (Level 1) | Recurring | Asset-backed securities, student loans    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Asset-backed securities, credit cards    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Asset-backed securities, collateralized loan obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Total asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Non-U.S. debt securities, mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Non-U.S. debt securities, asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Non-U.S. debt securities, government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Non-U.S. debt securities, other    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Total non-U.S. debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | State and political subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Quoted Market Prices in Active Markets (Level 1) | Recurring | Collateralized mortgage obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 783 713
Investment securities available-for-sale 50,984 47,576
Derivative asset 16,899 15,144
Other 596 504
Total, derivative asset 69,262 63,937
Derivative liability 15,685 15,369
Total liabilities carried at fair value 15,685 15,369
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Foreign exchange contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative asset 16,899 15,136
Derivative liability 15,462 15,144
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Interest rate contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative asset 0 8
Derivative liability 47 43
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Other derivative contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liability 176 182
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | U.S. government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 0 0
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Non-U.S. government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 232 173
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Other    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 551 540
Investment securities available-for-sale 3,460 2,973
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | US Treasury and federal agencies, direct obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | US Treasury and federal agencies, mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 18,211 17,838
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Total U.S. Treasury and federal agencies    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 18,211 17,838
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Asset-backed securities, student loans    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 357 531
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Asset-backed securities, credit cards    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 90 89
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Asset-backed securities, collateralized loan obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Total asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 447 620
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Non-U.S. debt securities, mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 1,863 1,980
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Non-U.S. debt securities, asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 1,113 1,292
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Non-U.S. debt securities, government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 12,849 12,373
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Non-U.S. debt securities, other    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 11,263 8,613
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Total non-U.S. debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 27,088 24,258
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | State and political subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 1,694 1,783
Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring | Collateralized mortgage obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 84 104
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 0 0
Investment securities available-for-sale 3,503 2,752
Derivative asset 6 4
Other 0 0
Total, derivative asset 3,509 2,756
Derivative liability 3 3
Total liabilities carried at fair value 3 3
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Foreign exchange contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative asset 6 4
Derivative liability 3 3
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Interest rate contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative asset 0 0
Derivative liability 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Other derivative contracts    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liability 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | U.S. government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Non-U.S. government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Other    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading account assets 0 0
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | US Treasury and federal agencies, direct obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | US Treasury and federal agencies, mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Total U.S. Treasury and federal agencies    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Asset-backed securities, student loans    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Asset-backed securities, credit cards    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Asset-backed securities, collateralized loan obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 2,538 1,820
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Total asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 2,538 1,820
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Non-U.S. debt securities, mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Non-U.S. debt securities, asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 918 887
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Non-U.S. debt securities, government securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Non-U.S. debt securities, other    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 47 45
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Total non-U.S. debt securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 965 932
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | State and political subdivisions    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring | Collateralized mortgage obligations    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Investment securities available-for-sale 0 0
Other | Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading liability 4 5
Other | Quoted Market Prices in Active Markets (Level 1) | Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading liability 4 5
Other | Pricing Methods with Significant Observable Market Inputs (Level 2)  | Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading liability 0 0
Other | Pricing Methods with Significant Unobservable Market Inputs (Level 3) | Recurring    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Trading liability 0 0
Trading liability, Impact of Netting $ 0 $ 0