v3.26.1
Derivative financial instruments - Information about Interest Rate Swap Agreements (Detail) - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2026
Dec. 31, 2025
Derivative [Line Items]    
Notional Amount $ 32,300 $ 31,000
Weighted-Average Maturity (In years) 1 year 8 months 12 days 2 years
Estimated fair value gain (loss) $ (17) $ (15)
Fair value hedges:    
Derivative [Line Items]    
Impact of estimated fair value gain (losses) on hedging instruments (92) (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 (61) 96
Cash flow hedges: | Forward-Starting Interest Rate Swap Agreements    
Derivative [Line Items]    
Notional Amount 10,200 9,700
Interest Payments On Variable Rate Commercial Real Estate Loans | Cash flow hedges:    
Derivative [Line Items]    
Notional Amount $ 26,200 $ 24,900
Weighted-Average Maturity (In years) 1 year 1 month 6 days 1 year 3 months 18 days
Fixed 3.70% 3.63%
Variable 3.63% 3.81%
Estimated fair value gain (loss) $ (7) $ (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 3 months 18 days 4 years 9 months 18 days
Fixed 3.56% 3.56%
Variable 3.79% 4.02%
Estimated fair value gain (loss) $ (10) $ (9)