Derivatives - Schedule of Derivatives Associated with Cash Flow Hedges and Mortgage Banking Hedges (Details) - Hedging Instruments and Hedged Items: - USD ($) $ in Millions	Jun. 30, 2026	Dec. 31, 2025
Interest Rate Contract \| Cash Flow Hedges
Derivative Instruments, Gain (Loss) [Line Items]
Variability in cash flows related to debt instruments (primarily loans)	$ 5,000	$ 5,000
Interest rate contracts \| Cash Flow Hedges
Derivative Instruments, Gain (Loss) [Line Items]
Notional	5,000	5,000
Assets	2	0
Liabilities	48	14
Option contracts written \| Mortgage Banking Hedges
Derivative Instruments, Gain (Loss) [Line Items]
Notional	112	82
Assets	1	1
Liabilities	0	0
Forward contracts written \| Mortgage Banking Hedges
Derivative Instruments, Gain (Loss) [Line Items]
Notional	120	135
Assets	0	0
Liabilities	$ 0	$ 0

Held-to-maturity trust preferred loans.

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Fair value of all asset derivatives designated as cash flow hedging instruments.

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Aggregate fair value of all derivative assets designated as hedging instruments. Includes instruments designated as cash flow hedges, fair value hedges, and hedges of net investments in foreign operations.

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