Fair Value Measurement - Level 3 Inputs (Details)
$ in Millions |
Jun. 30, 2025
USD ($)
$ / shares
$ / bbl
$ / MMBTU
|
Mar. 31, 2025
USD ($)
|
Dec. 31, 2024
USD ($)
|
Jun. 30, 2024
USD ($)
|
Mar. 31, 2024
USD ($)
|
Dec. 31, 2023
USD ($)
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans |
$ 53,300
|
|
$ 41,350
|
|
|
|
| MSRs |
8,996
|
$ 9,127
|
9,121
|
$ 8,847
|
$ 8,605
|
$ 8,522
|
| Equity securities for which quoted prices are not readily available |
$ 4,121
|
|
3,700
|
$ 3,564
|
|
|
| Assumed par value for price input (in dollars per share) | $ / shares |
$ 100
|
|
|
|
|
|
| Level 3 | Yield | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.05
|
|
|
|
|
|
| Level 3 | Yield | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.20
|
|
|
|
|
|
| Level 3 | Yield | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.11
|
|
|
|
|
|
| Level 3 | Loss severity | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0
|
|
|
|
|
|
| Level 3 | Loss severity | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
1
|
|
|
|
|
|
| Level 3 | Loss severity | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.50
|
|
|
|
|
|
| Level 3 | Interest rate volatility | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.0025
|
|
|
|
|
|
| Level 3 | Interest rate volatility | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.0695
|
|
|
|
|
|
| Level 3 | Interest rate volatility | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.0109
|
|
|
|
|
|
| Level 3 | Bermudan switch value | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0
|
|
|
|
|
|
| Level 3 | Bermudan switch value | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.45
|
|
|
|
|
|
| Level 3 | Bermudan switch value | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.16
|
|
|
|
|
|
| Level 3 | Interest rate correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
(0.64)
|
|
|
|
|
|
| Level 3 | Interest rate correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.97
|
|
|
|
|
|
| Level 3 | Interest rate correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.63
|
|
|
|
|
|
| Level 3 | IR-FX correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
(0.35)
|
|
|
|
|
|
| Level 3 | IR-FX correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.60
|
|
|
|
|
|
| Level 3 | IR-FX correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.08
|
|
|
|
|
|
| Level 3 | Credit correlation | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.26
|
|
|
|
|
|
| Level 3 | Credit correlation | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.73
|
|
|
|
|
|
| Level 3 | Credit correlation | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.47
|
|
|
|
|
|
| Level 3 | Credit spread | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.0001
|
|
|
|
|
|
| Level 3 | Credit spread | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.0273
|
|
|
|
|
|
| Level 3 | Credit spread | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.0077
|
|
|
|
|
|
| Level 3 | Recovery rate | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.20
|
|
|
|
|
|
| Level 3 | Recovery rate | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.40
|
|
|
|
|
|
| Level 3 | Recovery rate | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.37
|
|
|
|
|
|
| Level 3 | Equity volatility | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.02
|
|
|
|
|
|
| Level 3 | Equity volatility | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
1.11
|
|
|
|
|
|
| Level 3 | Equity volatility | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.27
|
|
|
|
|
|
| Level 3 | Equity correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.05
|
|
|
|
|
|
| Level 3 | Equity correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
1
|
|
|
|
|
|
| Level 3 | Equity correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.55
|
|
|
|
|
|
| Level 3 | Equity-FX correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
(0.80)
|
|
|
|
|
|
| Level 3 | Equity-FX correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.65
|
|
|
|
|
|
| Level 3 | Equity-FX correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
(0.32)
|
|
|
|
|
|
| Level 3 | Equity-IR correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.05
|
|
|
|
|
|
| Level 3 | Equity-IR correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.25
|
|
|
|
|
|
| Level 3 | Equity-IR correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits, measurement inputs |
0.12
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Yield | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Yield | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0.93
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Yield | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0.07
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Prepayment speed | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0.02
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Prepayment speed | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0.13
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Prepayment speed | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0.09
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Conditional default rate | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Conditional default rate | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0.07
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Conditional default rate | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Loss severity | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Loss severity | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
1.10
|
|
|
|
|
|
| Level 3 | Residential mortgage-backed securities and loans | Loss severity | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input |
0.05
|
|
|
|
|
|
| Level 3 | Commercial mortgage-backed securities and loans | Price (in USD/share) | Market comparables | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input | $ / shares |
0
|
|
|
|
|
|
| Level 3 | Commercial mortgage-backed securities and loans | Price (in USD/share) | Market comparables | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input | $ / shares |
84
|
|
|
|
|
|
| Level 3 | Commercial mortgage-backed securities and loans | Price (in USD/share) | Market comparables | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans, measurement input | $ / shares |
81
|
|
|
|
|
|
| Level 3 | Corporate debt securities | Price (in USD/share) | Market comparables | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities, trading, measurement input | $ / shares |
0
|
|
|
|
|
|
| Level 3 | Corporate debt securities | Price (in USD/share) | Market comparables | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities, trading, measurement input | $ / shares |
197
|
|
|
|
|
|
| Level 3 | Corporate debt securities | Price (in USD/share) | Market comparables | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities, trading, measurement input | $ / shares |
100
|
|
|
|
|
|
| Level 3 | Loans | Price (in USD/share) | Market comparables | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans, measurement input | $ / shares |
0
|
|
|
|
|
|
| Level 3 | Loans | Price (in USD/share) | Market comparables | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans, measurement input | $ / shares |
101
|
|
|
|
|
|
| Level 3 | Loans | Price (in USD/share) | Market comparables | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans, measurement input | $ / shares |
82
|
|
|
|
|
|
| Level 3 | Non-U.S. government debt | Price (in USD/share) | Market comparables | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities, trading, measurement input | $ / shares |
2
|
|
|
|
|
|
| Level 3 | Non-U.S. government debt | Price (in USD/share) | Market comparables | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities, trading, measurement input | $ / shares |
121
|
|
|
|
|
|
| Level 3 | Non-U.S. government debt | Price (in USD/share) | Market comparables | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities, trading, measurement input | $ / shares |
99
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Prepayment speed | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Prepayment speed | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.20
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Prepayment speed | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.05
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate volatility | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.0025
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate volatility | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.0695
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate volatility | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.0109
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate spread volatility | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.0037
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate spread volatility | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.0077
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate spread volatility | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.0064
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Bermudan switch value | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Bermudan switch value | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.45
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Bermudan switch value | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.16
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
(0.64)
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.97
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | Interest rate correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.63
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | IR-FX correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
(0.35)
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | IR-FX correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.60
|
|
|
|
|
|
| Level 3 | Net interest rate derivatives | IR-FX correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.08
|
|
|
|
|
|
| Level 3 | Credit derivatives | Price (in USD/share) | Market comparables | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / shares |
0
|
|
|
|
|
|
| Level 3 | Credit derivatives | Price (in USD/share) | Market comparables | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / shares |
115
|
|
|
|
|
|
| Level 3 | Credit derivatives | Price (in USD/share) | Market comparables | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / shares |
75
|
|
|
|
|
|
| Level 3 | Credit derivatives | Credit correlation | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.27
|
|
|
|
|
|
| Level 3 | Credit derivatives | Credit correlation | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.79
|
|
|
|
|
|
| Level 3 | Credit derivatives | Credit correlation | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.47
|
|
|
|
|
|
| Level 3 | Credit derivatives | Credit spread | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0
|
|
|
|
|
|
| Level 3 | Credit derivatives | Credit spread | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
1.1330
|
|
|
|
|
|
| Level 3 | Credit derivatives | Credit spread | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.0547
|
|
|
|
|
|
| Level 3 | Credit derivatives | Recovery rate | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.10
|
|
|
|
|
|
| Level 3 | Credit derivatives | Recovery rate | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.90
|
|
|
|
|
|
| Level 3 | Credit derivatives | Recovery rate | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.56
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | Prepayment speed | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.11
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | Prepayment speed | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.11
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | Prepayment speed | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.11
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | IR-FX correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
(0.40)
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | IR-FX correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.60
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | IR-FX correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.21
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | Interest rate curve | Discounted cash flows | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.02
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | Interest rate curve | Discounted cash flows | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.28
|
|
|
|
|
|
| Level 3 | Net foreign exchange derivatives | Interest rate curve | Discounted cash flows | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.12
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Forward equity price | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.82
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Forward equity price | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
1.44
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Forward equity price | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
1.01
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity volatility | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.04
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity volatility | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
1.98
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity volatility | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.33
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.05
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
1
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.55
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity-FX correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
(0.80)
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity-FX correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.65
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity-FX correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
(0.32)
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity-IR correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.05
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity-IR correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.25
|
|
|
|
|
|
| Level 3 | Net equity derivatives | Equity-IR correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.12
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Oil commodity forward (in USD/ BBL) | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / bbl |
37
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Oil commodity forward (in USD/ BBL) | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / bbl |
287
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Oil commodity forward (in USD/ BBL) | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / bbl |
153
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Natural gas commodity forward (in USD/ MMBTU) | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / MMBTU |
2
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Natural gas commodity forward (in USD/ MMBTU) | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / MMBTU |
7
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Natural gas commodity forward (in USD/ MMBTU) | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs | $ / MMBTU |
4
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Commodity volatility | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.02
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Commodity volatility | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.47
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Commodity volatility | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.06
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Commodity correlation | Option pricing | Minimum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
(0.15)
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Commodity correlation | Option pricing | Maximum |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.98
|
|
|
|
|
|
| Level 3 | Net commodity derivatives | Commodity correlation | Option pricing | Average |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability), measurement inputs |
0.10
|
|
|
|
|
|
| Recurring |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans |
$ 53,300
|
|
41,350
|
|
|
|
| MSRs |
8,996
|
|
9,121
|
|
|
|
| Long-term debt, short-term borrowings, and deposits |
952,212
|
|
586,175
|
|
|
|
| Recurring | Level 3 |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans |
2,252
|
|
2,416
|
|
|
|
| MSRs |
8,996
|
|
9,121
|
|
|
|
| Long-term debt, short-term borrowings, and deposits |
60,542
|
|
$ 51,780
|
|
|
|
| Other level 3 asset and liabilities, net |
1,741
|
|
|
|
|
|
| Equity securities for which quoted prices are not readily available |
803
|
|
|
|
|
|
| Recurring | Level 3 | Discounted cash flows |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| MSRs |
8,996
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits |
1,010
|
|
|
|
|
|
| Recurring | Level 3 | Option pricing |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Long-term debt, short-term borrowings, and deposits |
46,889
|
|
|
|
|
|
| Recurring | Level 3 | Residential mortgage-backed securities and loans | Discounted cash flows |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans |
843
|
|
|
|
|
|
| Recurring | Level 3 | Commercial mortgage-backed securities and loans | Market comparables |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans |
1,299
|
|
|
|
|
|
| Recurring | Level 3 | Corporate debt securities | Market comparables |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities, trading |
477
|
|
|
|
|
|
| Recurring | Level 3 | Loans | Market comparables |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans |
1,362
|
|
|
|
|
|
| Recurring | Level 3 | Trading loans | Market comparables |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans |
803
|
|
|
|
|
|
| Recurring | Level 3 | Trading loans | Market comparables | Commercial mortgage-backed securities |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans |
65
|
|
|
|
|
|
| Recurring | Level 3 | Non-trading loans | Discounted cash flows | Residential mortgage-backed securities |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans |
473
|
|
|
|
|
|
| Recurring | Level 3 | Non-trading loans | Market comparables |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Loans |
559
|
|
|
|
|
|
| Recurring | Level 3 | Non-trading loans | Market comparables | Commercial mortgage-backed securities |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans |
1,200
|
|
|
|
|
|
| Recurring | Level 3 | Non-U.S. government debt | Market comparables |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities, trading |
205
|
|
|
|
|
|
| Recurring | Level 3 | Net interest rate derivatives | Discounted cash flows |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
9
|
|
|
|
|
|
| Recurring | Level 3 | Net interest rate derivatives | Option pricing |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
1,422
|
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Discounted cash flows |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
(837)
|
|
|
|
|
|
| Recurring | Level 3 | Credit derivatives | Market comparables |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
29
|
|
|
|
|
|
| Recurring | Level 3 | Net foreign exchange derivatives | Discounted cash flows |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
(50)
|
|
|
|
|
|
| Recurring | Level 3 | Net foreign exchange derivatives | Option pricing |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
390
|
|
|
|
|
|
| Recurring | Level 3 | Net equity derivatives | Option pricing |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
(3,204)
|
|
|
|
|
|
| Recurring | Level 3 | Net commodity derivatives | Option pricing |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Net derivative asset (liability) |
169
|
|
|
|
|
|
| Recurring | Level 3 | Mortgage-backed securities, U.S. GSEs and government agencies | Discounted cash flows | Residential mortgage-backed securities |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans |
365
|
|
|
|
|
|
| Recurring | Level 3 | Residential mortgage-backed securities | Discounted cash flows | Residential mortgage-backed securities |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans |
5
|
|
|
|
|
|
| Recurring | Level 3 | Commercial mortgage-backed securities | Market comparables | Commercial mortgage-backed securities |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Debt securities and loans |
14
|
|
|
|
|
|
| Recurring | Level 3 | Other assets |
|
|
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
|
|
|
| Equity securities for which quoted prices are not readily available |
$ 606
|
|
|
|
|
|