v3.26.1
Derivative financial instruments - Information about Interest Rate Swap Agreements (Detail) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Mar. 31, 2026
Sep. 30, 2025
Dec. 31, 2025
Derivative [Line Items]      
Notional Amount $ 31,625   $ 31,000
Weighted-Average Maturity (In years) 1 year 9 months 18 days 2 years  
Estimated fair value gain (loss) $ 12 $ (15)  
Fair value hedges:      
Derivative [Line Items]      
Impact of estimated fair value gain (losses) on hedging instruments (56) (6)  
Fair value hedges: | Forward-Starting Interest Rate Swap Agreements      
Derivative [Line Items]      
Notional Amount     1,800
Cash flow hedges:      
Derivative [Line Items]      
Impact of estimated fair value gain (losses) on hedging instruments 4 $ 96  
Cash flow hedges: | Forward-Starting Interest Rate Swap Agreements      
Derivative [Line Items]      
Notional Amount 10,500   9,700
Interest Payments On Variable Rate Commercial Real Estate Loans | Cash flow hedges:      
Derivative [Line Items]      
Notional Amount $ 25,525   $ 24,900
Weighted-Average Maturity (In years) 1 year 1 month 6 days 1 year 3 months 18 days  
Fixed 3.63%   3.63%
Variable 3.66%   3.81%
Estimated fair value gain (loss) $ 5 $ (6)  
Fixed Rate Long-Term Borrowings | Fair value hedges:      
Derivative [Line Items]      
Notional Amount $ 6,100   $ 6,100
Weighted-Average Maturity (In years) 4 years 7 months 6 days 4 years 9 months 18 days  
Fixed 3.56%   3.56%
Variable 3.81%   4.02%
Estimated fair value gain (loss) $ 7 $ (9)