FAIR VALUE MEASUREMENT - Valuation Techniques and Inputs for Level 3 Fair Value Measurements (Details)
|
Jun. 30, 2026
USD ($)
Boe / $
MWh / $
year
MMBTU / $
|
Dec. 31, 2025
USD ($)
year
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Available-for-sale (AFS) debt securities |
$ 286,765,000,000
|
$ 246,720,000,000
|
| Marketable equity securities |
538,000,000
|
921,000,000
|
| Derivative assets |
66,046,000,000
|
55,434,000,000
|
| Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Available-for-sale (AFS) debt securities |
55,756,000,000
|
37,732,000,000
|
| Yield analysis | Level 3 |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage-backed securities |
|
214,000,000
|
| Yield analysis | Level 3 | Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Available-for-sale (AFS) debt securities |
342,000,000
|
|
| Price-based | Level 3 |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage-backed securities |
|
352,000,000
|
| State and municipal, foreign government, corporate and other debt securities |
|
866,000,000
|
| Price-based | Level 3 | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
152,000,000
|
254,000,000
|
| Price-based | Level 3 | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
736,000,000
|
985,000,000
|
| Price-based | Level 3 | Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Available-for-sale (AFS) debt securities |
333,000,000
|
|
| Price-based | Level 3 | State and municipal, foreign government, corporate and other debt securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Available-for-sale (AFS) debt securities |
594,000,000
|
|
| Model-based | Level 3 |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| State and municipal, foreign government, corporate and other debt securities |
|
389,000,000
|
| Mortgage servicing rights |
|
82,000,000
|
| Securities loaned and sold under agreement to repurchase |
899,000,000
|
|
| Short-term borrowings and long-term debt |
24,417,000,000
|
24,126,000,000
|
| Securities loaned or sold under agreements to repurchase and other trading liabilities |
|
952,000,000
|
| Model-based | Level 3 | Interest rate contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
4,898,000,000
|
3,608,000,000
|
| Model-based | Level 3 | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
1,113,000,000
|
1,217,000,000
|
| Model-based | Level 3 | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
5,680,000,000
|
6,597,000,000
|
| Model-based | Level 3 | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
1,881,000,000
|
| Model-based | Level 3 | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
1,128,000,000
|
1,720,000,000
|
| Model-based | Level 3 | State and municipal, foreign government, corporate and other debt securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Available-for-sale (AFS) debt securities |
346,000,000
|
|
| Model-based | Level 3 | Power forward (/ MWH) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
2,592,000,000
|
|
| Comparable analysis | Level 3 | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
66,000,000
|
96,000,000
|
| Cash flow | Level 3 |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| State and municipal, foreign government, corporate and other debt securities |
|
159,000,000
|
| Mortgage servicing rights |
788,000,000
|
$ 676,000,000
|
| Cash flow | Level 3 | State and municipal, foreign government, corporate and other debt securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Available-for-sale (AFS) debt securities |
$ 166,000,000
|
|
| Minimum | Yield analysis | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage-backed securities |
|
0.0478
|
| Minimum | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input |
0.0491
|
|
| Minimum | Price-based | Level 3 | Price |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage-backed securities |
|
0.80
|
| State and municipal, foreign government, corporate and other debt securities |
|
20.77
|
| Minimum | Price-based | Level 3 | Price | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
1.71
|
4.57
|
| Minimum | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
1.47
|
8.00
|
| Minimum | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input |
0.67
|
|
| 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 |
0.00
|
|
| Minimum | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.0505
|
| Minimum | Model-based | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage servicing rights |
|
(0.0040)
|
| Minimum | Model-based | Level 3 | Yield | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.0105
|
| 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 |
|
0.016700
|
| Minimum | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.000100
|
0.000520
|
| 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 |
0.021650
|
|
| Minimum | Model-based | Level 3 | IR normal volatility |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.0007
|
0.0006
|
| Minimum | Model-based | Level 3 | IR normal volatility | Interest rate contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0007
|
0.0006
|
| Minimum | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0054
|
0.0049
|
| Minimum | Model-based | Level 3 | Equity volatility |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.0550
|
0.0550
|
| Minimum | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0700
|
0.1200
|
| Minimum | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0055
|
0.0281
|
| Minimum | Model-based | Level 3 | Interest rate |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Securities loaned and sold under agreement to repurchase |
0.0230
|
|
| Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0347
|
| Minimum | Model-based | Level 3 | Equity forward |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.6458
|
|
| Minimum | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.5119
|
0.5329
|
| Minimum | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
(0.0203)
|
(0.2015)
|
| 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] |
|
|
| Short-term borrowings and long-term debt |
0.0274
|
0.0526
|
| Minimum | Model-based | Level 3 | FX volatility | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0202
|
0.0032
|
| Minimum | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.0011
|
| Minimum | Model-based | Level 3 | Equity-FX correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
(0.3400)
|
(0.6000)
|
| Minimum | Model-based | Level 3 | Equity-FX correlation | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
(0.7500)
|
(0.7575)
|
| Minimum | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.0050
|
| Minimum | Model-based | Level 3 | IR-FX correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
|
0.0000
|
| Minimum | Model-based | Level 3 | Equity-IR correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.0000
|
(0.3400)
|
| Minimum | Model-based | Level 3 | IR-IR correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
|
0.4000
|
| Minimum | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0140
|
0.0840
|
| Minimum | Model-based | Level 3 | Power forward (/ MWH) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | MWh / $ |
6.91
|
|
| Minimum | Model-based | Level 3 | Natural gas forward (/ MMBTU) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | MMBTU / $ |
0.60
|
|
| Minimum | Model-based | Level 3 | Oil forward (/ BBL) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | Boe / $ |
51.92
|
|
| Minimum | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.2000
|
|
| Minimum | Comparable analysis | Level 3 | Revenue multiple | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
1.3
|
|
| Minimum | Comparable analysis | Level 3 | Illiquidity discount | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
0.1000
|
|
| Minimum | Cash flow | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| State and municipal, foreign government, corporate and other debt securities |
|
0.0230
|
| Mortgage servicing rights |
0.0000
|
|
| Minimum | Cash flow | 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 |
0.0310
|
|
| 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 |
|
3.24
|
| Mortgage servicing rights | year |
3.21
|
3.24
|
| Minimum | Cash flow | Level 3 | WAL | State and municipal, foreign government, corporate and other debt securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input | year |
3.21
|
|
| Minimum | IR normal volatility | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0046
|
| Minimum | Recovery analysis | Level 3 | Recovery rate | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Loans |
0.3110
|
0.3510
|
| Minimum | Recovery analysis | Level 3 | Discount to price | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Loans |
0.5440
|
|
| Maximum | Yield analysis | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage-backed securities |
|
0.2614
|
| Maximum | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input |
0.2318
|
|
| Maximum | Price-based | Level 3 | Price |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage-backed securities |
|
145.12
|
| State and municipal, foreign government, corporate and other debt securities |
|
194.45
|
| Maximum | Price-based | Level 3 | Price | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
347.33
|
205.01
|
| Maximum | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
132.16
|
119.13
|
| Maximum | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input |
105.20
|
|
| 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 |
228.62
|
|
| Maximum | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
1.0623
|
| Maximum | Model-based | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage servicing rights |
|
0.1200
|
| Maximum | Model-based | Level 3 | Yield | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.1490
|
| 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 |
|
0.050830
|
| Maximum | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.059293
|
0.059293
|
| 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 |
0.050000
|
|
| Maximum | Model-based | Level 3 | IR normal volatility |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.0291
|
0.0298
|
| Maximum | Model-based | Level 3 | IR normal volatility | Interest rate contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0291
|
0.0298
|
| Maximum | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0097
|
0.0086
|
| Maximum | Model-based | Level 3 | Equity volatility |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.9112
|
0.9267
|
| Maximum | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.8707
|
0.4892
|
| Maximum | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
1.8181
|
1.8401
|
| Maximum | Model-based | Level 3 | Interest rate |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Securities loaned and sold under agreement to repurchase |
0.0557
|
|
| Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0543
|
| Maximum | Model-based | Level 3 | Equity forward |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
3.7528
|
|
| Maximum | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
3.7528
|
3.7346
|
| Maximum | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0923
|
0.1117
|
| Maximum | Model-based | Level 3 | Equity-Equity correlation | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.9912
|
0.9900
|
| Maximum | Model-based | Level 3 | FX volatility |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.1445
|
0.1401
|
| Maximum | Model-based | Level 3 | FX volatility | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.5989
|
0.7414
|
| Maximum | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
3.9549
|
| Maximum | Model-based | Level 3 | Equity-FX correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.6000
|
0.7000
|
| 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
|
| Maximum | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.4000
|
| Maximum | Model-based | Level 3 | IR-FX correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
|
0.5664
|
| Maximum | Model-based | Level 3 | Equity-IR correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.5685
|
0.6000
|
| Maximum | Model-based | Level 3 | IR-IR correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
|
0.4000
|
| Maximum | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
3.9625
|
3.1656
|
| Maximum | Model-based | Level 3 | Power forward (/ MWH) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | MWh / $ |
574.27
|
|
| Maximum | Model-based | Level 3 | Natural gas forward (/ MMBTU) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | MMBTU / $ |
17.35
|
|
| Maximum | Model-based | Level 3 | Oil forward (/ BBL) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | Boe / $ |
123.63
|
|
| Maximum | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.7500
|
|
| Maximum | Comparable analysis | Level 3 | Revenue multiple | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
19.7
|
|
| Maximum | Comparable analysis | Level 3 | Illiquidity discount | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
0.2210
|
|
| Maximum | Cash flow | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| State and municipal, foreign government, corporate and other debt securities |
|
0.0930
|
| Mortgage servicing rights |
0.1200
|
|
| Maximum | Cash flow | 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 |
0.0950
|
|
| 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 |
|
8.14
|
| Mortgage servicing rights | year |
8.04
|
8.14
|
| Maximum | Cash flow | Level 3 | WAL | State and municipal, foreign government, corporate and other debt securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input | year |
8.04
|
|
| Maximum | IR normal volatility | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0089
|
| Maximum | Recovery analysis | Level 3 | Recovery rate | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Loans |
0.6860
|
0.8520
|
| Maximum | Recovery analysis | Level 3 | Discount to price | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Loans |
0.6250
|
|
| Weighted Average | Yield analysis | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage-backed securities |
|
0.1286
|
| Weighted Average | Yield analysis | Level 3 | Yield | Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input |
0.1103
|
|
| Weighted Average | Price-based | Level 3 | Price |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage-backed securities |
|
37.47
|
| State and municipal, foreign government, corporate and other debt securities |
|
114.31
|
| Weighted Average | Price-based | Level 3 | Price | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
87.90
|
70.91
|
| Weighted Average | Price-based | Level 3 | Price | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
79.14
|
85.45
|
| Weighted Average | Price-based | Level 3 | Price | Mortgage-backed securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input |
35.33
|
|
| 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 |
92.67
|
|
| Weighted Average | Price-based | Level 3 | Upfront points | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.6100
|
| Weighted Average | Model-based | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Mortgage servicing rights |
|
0.0635
|
| Weighted Average | Model-based | Level 3 | Yield | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.0643
|
| 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 |
|
0.039915
|
| Weighted Average | Model-based | Level 3 | Credit spread | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.009190
|
0.007428
|
| 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 |
0.025379
|
|
| Weighted Average | Model-based | Level 3 | IR normal volatility |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.0073
|
0.0074
|
| Weighted Average | Model-based | Level 3 | IR normal volatility | Interest rate contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0067
|
0.0065
|
| Weighted Average | Model-based | Level 3 | IR normal volatility | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0074
|
0.0074
|
| Weighted Average | Model-based | Level 3 | Equity volatility |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.2304
|
0.2095
|
| Weighted Average | Model-based | Level 3 | Equity volatility | Interest rate contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.2294
|
0.2643
|
| Weighted Average | Model-based | Level 3 | Equity volatility | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.4644
|
0.4280
|
| 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 |
0.0390
|
|
| Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0385
|
| Weighted Average | Model-based | Level 3 | Equity forward |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
1.4464
|
|
| Weighted Average | Model-based | Level 3 | Equity forward | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
1.0894
|
1.1114
|
| Weighted Average | Model-based | Level 3 | IR basis | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
(0.0011)
|
(0.0005)
|
| Weighted Average | Model-based | Level 3 | Equity-Equity correlation | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.4751
|
0.5248
|
| Weighted Average | Model-based | Level 3 | FX volatility |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.0825
|
0.0908
|
| Weighted Average | Model-based | Level 3 | FX volatility | Foreign exchange contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.0958
|
0.0791
|
| Weighted Average | Model-based | Level 3 | Forward price | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.9883
|
| Weighted Average | Model-based | Level 3 | Equity-FX correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.4617
|
(0.1657)
|
| Weighted Average | Model-based | Level 3 | Equity-FX correlation | Equity contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
(0.0965)
|
(0.1361)
|
| Weighted Average | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
|
0.3487
|
| Weighted Average | Model-based | Level 3 | IR-FX correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
|
0.3632
|
| Weighted Average | Model-based | Level 3 | Equity-IR correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
0.3453
|
0.4637
|
| Weighted Average | Model-based | Level 3 | IR-IR correlation |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Short-term borrowings and long-term debt |
|
0.4000
|
| Weighted Average | Model-based | Level 3 | Commodity volatility | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.7655
|
0.4229
|
| Weighted Average | Model-based | Level 3 | Power forward (/ MWH) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | MWh / $ |
55.25
|
|
| Weighted Average | Model-based | Level 3 | Natural gas forward (/ MMBTU) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | MMBTU / $ |
3.50
|
|
| Weighted Average | Model-based | Level 3 | Oil forward (/ BBL) | Commodity and other contracts (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets | Boe / $ |
75.00
|
|
| Weighted Average | Model-based | Level 3 | Recovery rate | Credit derivatives (gross) |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative assets |
0.3793
|
|
| Weighted Average | Comparable analysis | Level 3 | Revenue multiple | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
11.07
|
|
| Weighted Average | Comparable analysis | Level 3 | Illiquidity discount | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Non-marketable equities |
0.1421
|
|
| Weighted Average | Cash flow | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| State and municipal, foreign government, corporate and other debt securities |
|
0.0872
|
| Mortgage servicing rights |
0.0661
|
|
| Weighted Average | Cash flow | 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 |
0.0910
|
|
| 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 |
|
6.80
|
| Mortgage servicing rights | year |
6.82
|
6.80
|
| Weighted Average | Cash flow | Level 3 | WAL | State and municipal, foreign government, corporate and other debt securities |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Debt securities, measurement input | year |
6.82
|
|
| Weighted Average | IR normal volatility | Level 3 | Yield |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Securities loaned or sold under agreements to repurchase and other trading liabilities, measurement |
|
0.0078
|
| Weighted Average | Recovery analysis | Level 3 | Recovery rate | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Loans |
0.5262
|
0.6055
|
| Weighted Average | Recovery analysis | Level 3 | Discount to price | Nonrecurring |
|
|
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] |
|
|
| Loans |
0.5587
|
|