FAIR VALUE MEASUREMENT - Valuation Techniques and Inputs for Level 3 Fair Value Measurements (Details)
|
Jun. 30, 2025
USD ($)
year
decimal
|
Dec. 31, 2024
USD ($)
decimal
year
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
$ 235,802,000,000
|
$ 226,876,000,000
|
Marketable equity securities |
583,000,000
|
578,000,000
|
Derivative assets |
58,586,000,000
|
60,599,000,000
|
Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
37,003,000,000
|
29,931,000,000
|
Model-based | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities borrowed and purchased under agreements to resell |
|
128,000,000
|
State and municipal, foreign government, corporate and other debt securities |
|
489,000,000
|
Marketable equity securities |
|
22,000,000
|
Non-marketable equities |
56,000,000
|
50,000,000
|
Loans and leases |
|
177,000,000
|
Mortgage servicing rights |
86,000,000
|
84,000,000
|
Interest-bearing deposits |
|
39,000,000
|
Securities loaned and sold under agreement to repurchase |
955,000,000
|
|
Short-term borrowings and long-term debt |
21,466,000,000
|
|
Securities loaned or sold under agreements to repurchase |
|
390,000,000
|
Model-based | Level 3 | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
3,773,000,000
|
3,574,000,000
|
Model-based | Level 3 | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1,172,000,000
|
1,247,000,000
|
Model-based | Level 3 | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
4,273,000,000
|
4,345,000,000
|
Model-based | Level 3 | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1,901,000,000
|
1,716,000,000
|
Model-based | Level 3 | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1,003,000,000
|
869,000,000
|
Model-based | Level 3 | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
647,000,000
|
|
Yield analysis | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
230,000,000
|
Asset-backed securities |
|
47,000,000
|
Securities loaned or sold under agreements to repurchase and other trading liabilities |
|
20,883,000,000
|
Yield analysis | Level 3 | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
278,000,000
|
|
Price-based | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
214,000,000
|
State and municipal, foreign government, corporate and other debt securities |
|
560,000,000
|
Marketable equity securities |
|
131,000,000
|
Asset-backed securities |
|
132,000,000
|
Non-marketable equities |
70,000,000
|
81,000,000
|
Loans and leases |
|
82,000,000
|
Securities loaned or sold under agreements to repurchase and other trading liabilities |
|
27,000,000
|
Other financial assets and liabilities (gross) |
|
14,000,000
|
Price-based | Level 3 | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
586,000,000
|
|
Price-based | Level 3 | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
443,000,000
|
|
Price-based | Level 3 | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities available-for-sale (AFS) |
845,000,000
|
|
Comparables analysis | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
272,000,000
|
222,000,000
|
Cash flow | Level 3 |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities |
|
140,000,000
|
Non-marketable equities |
|
50,000,000
|
Mortgage servicing rights |
$ 676,000,000
|
$ 671,000,000
|
Minimum | Model-based | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities |
|
0.0420
|
Mortgage servicing rights |
(0.0020)
|
0.0030
|
Minimum | Model-based | Level 3 | Yield | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0073
|
0.0169
|
Minimum | Model-based | Level 3 | Yield | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0073
|
0.0169
|
Minimum | Model-based | Level 3 | Yield | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0230
|
|
Minimum | Model-based | Level 3 | Credit spread |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities |
|
0.0035
|
Securities borrowed and purchased under agreements to resell |
|
0.10%
|
Minimum | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.000566
|
0.000500
|
Minimum | Model-based | Level 3 | Credit spread | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.016700
|
|
Minimum | Model-based | Level 3 | Equity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.3542
|
Short-term borrowings and long-term debt |
0.0266
|
|
Minimum | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0174
|
|
Minimum | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0266
|
0
|
Minimum | Model-based | Level 3 | Equity volatility | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0266
|
|
Minimum | Model-based | Level 3 | IR normal volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned and sold under agreement to repurchase |
0.0093
|
|
Short-term borrowings and long-term debt |
0.0004
|
(0.3400)
|
Securities loaned and sold under agreements to repurchase |
|
0.0067
|
Minimum | Model-based | Level 3 | IR normal volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0004
|
0.0016
|
Minimum | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0040
|
0.0067
|
Minimum | Model-based | Level 3 | IR normal volatility | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0040
|
|
Minimum | Model-based | Level 3 | Recovery rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0676
|
|
Minimum | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.2000
|
Minimum | Model-based | Level 3 | Recovery rate | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.2500
|
|
Minimum | Model-based | Level 3 | Interest rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned and sold under agreement to repurchase |
0.0368
|
|
Securities loaned and sold under agreements to repurchase |
|
0.0425
|
Securities borrowed and purchased under agreements to resell |
|
3.81%
|
Minimum | Model-based | Level 3 | Interest rate | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.7178
|
Minimum | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities | year |
|
2.40
|
Derivative assets | year |
1.90
|
|
Minimum | Model-based | Level 3 | Equity forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
0.7142
|
|
Minimum | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7142
|
0.7178
|
Minimum | Model-based | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1260
|
|
Minimum | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.0712)
|
(0.0750)
|
Minimum | Model-based | Level 3 | Equity-Equity correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
(0.3519)
|
|
Minimum | Model-based | Level 3 | Equity-Equity correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.3622)
|
(0.3622)
|
Minimum | Model-based | Level 3 | FX volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0
|
Minimum | Model-based | Level 3 | FX volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0389
|
0.0333
|
Minimum | Model-based | Level 3 | Forward price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.0184
|
Interest-bearing deposits |
|
1.0000
|
Minimum | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0176
|
0.0184
|
Minimum | Model-based | Level 3 | Equity-FX correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.7500)
|
(0.9333)
|
Short-term borrowings and long-term debt |
(0.7500)
|
|
Minimum | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0867
|
0.0714
|
Minimum | Model-based | Level 3 | Inflation volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0020
|
|
Minimum | Model-based | Level 3 | Credit spread volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.2985
|
Minimum | Model-based | Level 3 | Credit correlation | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.2000
|
|
Minimum | Model-based | Level 3 | Measurement Input, Recovery [Member] |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
|
8,628,000,000
|
Minimum | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
0.0524
|
Asset-backed securities |
|
0.0585
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0004
|
Minimum | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0504
|
|
Minimum | Price-based | Level 3 | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
$ 468,000,000
|
Minimum | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
0.01
|
State and municipal, foreign government, corporate and other debt securities |
|
0
|
Marketable equity securities |
|
0
|
Asset-backed securities |
|
3.46
|
Non-marketable equities |
2.90
|
0.54
|
Loans and leases |
|
73.88
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0
|
Other financial assets and liabilities (gross) |
|
$ 91.12
|
Minimum | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
54.04
|
43.71
|
Minimum | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
1.06
|
|
Minimum | Price-based | Level 3 | Price | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0
|
|
Minimum | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0504
|
(0.0625)
|
Minimum | Comparables analysis | Level 3 | Illiquidity discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.0770
|
0.0740
|
Minimum | Comparables analysis | Level 3 | Revenue multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
3.60
|
4.50
|
Minimum | Comparables analysis | Level 3 | EBITDA multiples |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
16.80
|
16.20
|
Minimum | Cash flow | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities | year |
|
3.59
|
Mortgage servicing rights | year |
3.42
|
3.59
|
Minimum | Cash flow | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
0.0975
|
Maximum | Model-based | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities |
|
0.1060
|
Mortgage servicing rights |
0.1200
|
0.1200
|
Maximum | Model-based | Level 3 | Yield | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1332
|
0.4632
|
Maximum | Model-based | Level 3 | Yield | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1332
|
0.4632
|
Maximum | Model-based | Level 3 | Yield | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.1040
|
|
Maximum | Model-based | Level 3 | Credit spread |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities |
|
0.0550
|
Securities borrowed and purchased under agreements to resell |
|
0.10%
|
Maximum | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.068817
|
0.074727
|
Maximum | Model-based | Level 3 | Credit spread | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.055000
|
|
Maximum | Model-based | Level 3 | Equity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.4194
|
Short-term borrowings and long-term debt |
1.1870
|
|
Maximum | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.1870
|
|
Maximum | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.2953
|
1.4541
|
Maximum | Model-based | Level 3 | Equity volatility | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
1.8016
|
|
Maximum | Model-based | Level 3 | IR normal volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned and sold under agreement to repurchase |
0.0109
|
|
Short-term borrowings and long-term debt |
0.0300
|
0.6000
|
Securities loaned and sold under agreements to repurchase |
|
0.0113
|
Maximum | Model-based | Level 3 | IR normal volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0300
|
0.2000
|
Maximum | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0105
|
0.0113
|
Maximum | Model-based | Level 3 | IR normal volatility | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0105
|
|
Maximum | Model-based | Level 3 | Recovery rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0676
|
|
Maximum | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.7200
|
Maximum | Model-based | Level 3 | Recovery rate | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.2500
|
|
Maximum | Model-based | Level 3 | Interest rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned and sold under agreement to repurchase |
0.0567
|
|
Securities loaned and sold under agreements to repurchase |
|
0.0485
|
Securities borrowed and purchased under agreements to resell |
|
3.81%
|
Maximum | Model-based | Level 3 | Interest rate | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
3.3429
|
Maximum | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities | year |
|
2.40
|
Derivative assets | year |
1.90
|
|
Maximum | Model-based | Level 3 | Equity forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
3.4298
|
|
Maximum | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
3.4298
|
3.3429
|
Maximum | Model-based | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1750
|
|
Maximum | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4450
|
0.6475
|
Maximum | Model-based | Level 3 | Equity-Equity correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
0.5000
|
|
Maximum | Model-based | Level 3 | Equity-Equity correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.9851
|
0.9900
|
Maximum | Model-based | Level 3 | FX volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
1.4541
|
Maximum | Model-based | Level 3 | FX volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1676
|
0.2764
|
Maximum | Model-based | Level 3 | Forward price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
2.4441
|
Interest-bearing deposits |
|
1.0000
|
Maximum | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
3.0357
|
2.4441
|
Maximum | Model-based | Level 3 | Equity-FX correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.7000
|
0.7000
|
Short-term borrowings and long-term debt |
0.7000
|
|
Maximum | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
2.7808
|
2.8561
|
Maximum | Model-based | Level 3 | Inflation volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0632
|
|
Maximum | Model-based | Level 3 | Credit spread volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.8144
|
Maximum | Model-based | Level 3 | Credit correlation | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.9500
|
|
Maximum | Model-based | Level 3 | Measurement Input, Recovery [Member] |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
|
8,628,000,000
|
Maximum | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
0.1843
|
Asset-backed securities |
|
0.1276
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.2000
|
Maximum | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.2256
|
|
Maximum | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
99.81
|
State and municipal, foreign government, corporate and other debt securities |
|
173.20
|
Marketable equity securities |
|
14,382.07
|
Asset-backed securities |
|
132.54
|
Non-marketable equities |
161.37
|
2,960.96
|
Loans and leases |
|
99.25
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
14,382.07
|
Other financial assets and liabilities (gross) |
|
$ 104.49
|
Maximum | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
114.32
|
103.53
|
Maximum | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
148.90
|
|
Maximum | Price-based | Level 3 | Price | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
193.44
|
|
Maximum | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.0617
|
1.1052
|
Maximum | Comparables analysis | Level 3 | Illiquidity discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.3300
|
0.3300
|
Maximum | Comparables analysis | Level 3 | Revenue multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
33.56
|
16.31
|
Maximum | Comparables analysis | Level 3 | EBITDA multiples |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
16.80
|
16.20
|
Maximum | Cash flow | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities | year |
|
8.82
|
Mortgage servicing rights | year |
8.62
|
8.82
|
Maximum | Cash flow | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
0.1750
|
Weighted Average | Model-based | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities |
|
0.0988
|
Mortgage servicing rights |
0.0654
|
0.0682
|
Weighted Average | Model-based | Level 3 | Yield | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0351
|
0.0564
|
Weighted Average | Model-based | Level 3 | Yield | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0527
|
0.0926
|
Weighted Average | Model-based | Level 3 | Yield | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0954
|
|
Weighted Average | Model-based | Level 3 | Credit spread |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities |
|
0.0277
|
Securities borrowed and purchased under agreements to resell |
|
0.10%
|
Weighted Average | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.007111
|
0.010050
|
Weighted Average | Model-based | Level 3 | Credit spread | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.039634
|
|
Weighted Average | Model-based | Level 3 | Equity volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
0.3721
|
Short-term borrowings and long-term debt |
0.1962
|
|
Weighted Average | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.1685
|
|
Weighted Average | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.3197
|
0.3289
|
Weighted Average | Model-based | Level 3 | Equity volatility | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.3912
|
|
Weighted Average | Model-based | Level 3 | IR normal volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned and sold under agreement to repurchase |
0.0106
|
|
Short-term borrowings and long-term debt |
0.0088
|
0.2729
|
Securities loaned and sold under agreements to repurchase |
|
0.0093
|
Weighted Average | Model-based | Level 3 | IR normal volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0081
|
0.0218
|
Weighted Average | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0082
|
0.0093
|
Weighted Average | Model-based | Level 3 | IR normal volatility | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0090
|
|
Weighted Average | Model-based | Level 3 | Recovery rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0676
|
|
Weighted Average | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.4154
|
Weighted Average | Model-based | Level 3 | Recovery rate | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.2500
|
|
Weighted Average | Model-based | Level 3 | Interest rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned and sold under agreement to repurchase |
0.0406
|
|
Securities loaned and sold under agreements to repurchase |
|
0.0428
|
Securities borrowed and purchased under agreements to resell |
|
3.81%
|
Weighted Average | Model-based | Level 3 | Interest rate | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
1.0648
|
Weighted Average | Model-based | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities | year |
|
2.40
|
Derivative assets | year |
1.90
|
|
Weighted Average | Model-based | Level 3 | Equity forward |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
1.0587
|
|
Weighted Average | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.0673
|
1.0590
|
Weighted Average | Model-based | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1541
|
|
Weighted Average | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0556
|
0.0501
|
Weighted Average | Model-based | Level 3 | Equity-Equity correlation |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Short-term borrowings and long-term debt |
0.2592
|
|
Weighted Average | Model-based | Level 3 | Equity-Equity correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.6947
|
0.7243
|
Weighted Average | Model-based | Level 3 | FX volatility |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.1981
|
Weighted Average | Model-based | Level 3 | FX volatility | Foreign exchange contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0938
|
0.1255
|
Weighted Average | Model-based | Level 3 | Forward price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Loans and leases |
|
1.0292
|
Interest-bearing deposits |
|
1.0000
|
Weighted Average | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
1.0193
|
1.1584
|
Weighted Average | Model-based | Level 3 | Equity-FX correlation | Equity contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
(0.0595)
|
(0.1452)
|
Short-term borrowings and long-term debt |
(0.0974)
|
|
Weighted Average | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.5019
|
0.3586
|
Weighted Average | Model-based | Level 3 | Inflation volatility | Interest rate contracts (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.0236
|
|
Weighted Average | Model-based | Level 3 | Credit spread volatility | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
|
0.6758
|
Weighted Average | Model-based | Level 3 | Credit correlation | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.4926
|
|
Weighted Average | Model-based | Level 3 | Measurement Input, Recovery [Member] |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Marketable equity securities |
|
8,628,000,000
|
Weighted Average | Yield analysis | Level 3 | Yield |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
0.0925
|
Asset-backed securities |
|
0.0807
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0154
|
Weighted Average | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
0.0766
|
|
Weighted Average | Price-based | Level 3 | Price |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Mortgage-backed securities |
|
35.24
|
State and municipal, foreign government, corporate and other debt securities |
|
98.52
|
Marketable equity securities |
|
442.64
|
Asset-backed securities |
|
74.86
|
Non-marketable equities |
91.32
|
432.84
|
Loans and leases |
|
85.09
|
Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
91.47
|
Other financial assets and liabilities (gross) |
|
$ 100.04
|
Weighted Average | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
95.80
|
85.76
|
Weighted Average | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
45.95
|
|
Weighted Average | Price-based | Level 3 | Price | State And Municipal, Foreign Government, Corporate And Other Debt Securities |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Debt securities, measurement input |
98.65
|
|
Weighted Average | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Derivative assets |
0.6033
|
0.4393
|
Weighted Average | Comparables analysis | Level 3 | Illiquidity discount |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
0.1636
|
0.1647
|
Weighted Average | Comparables analysis | Level 3 | Revenue multiple |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
14.49
|
11.97
|
Weighted Average | Comparables analysis | Level 3 | EBITDA multiples |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities | decimal |
16.80
|
16.20
|
Weighted Average | Cash flow | Level 3 | WAL |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
State and municipal, foreign government, corporate and other debt securities | year |
|
7.57
|
Mortgage servicing rights | year |
7.39
|
7.57
|
Weighted Average | Cash flow | Level 3 | Discount rate |
|
|
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
Non-marketable equities |
|
0.1328
|