The Bank of New York Mellon Corporation (BK) 10-Q 6 Nov 15 2015 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	9 Months Ended
	Sep. 30, 2015shares
Documentand Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Sep. 30, 2015
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q3
Trading Symbol	BK
Entity Registrant Name	Bank of New York Mellon CORP
Entity Central Index Key	1,390,777
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding (shares)	1,092,952,592

Consolidated Income Statement (

Consolidated Income Statement (unaudited) - USD ($) shares in Thousands, $ in Millions		3 Months Ended						9 Months Ended
		Sep. 30, 2015		Jun. 30, 2015		Sep. 30, 2014		Sep. 30, 2015		Sep. 30, 2014
Investment services fees:
Foreign exchange and other trading revenue		$ 179		$ 187		$ 153		$ 595		$ 419
Net securities gains		22		16		20		62		60
Total fee and other revenue		3,036	[1]	3,070	[2]	3,867	[3]	9,139	[4]	9,775	[5]
Net interest revenue
Interest revenue		838		847		809		2,492		2,432
Interest expense		79		68		88		226		264
Net interest revenue		759		779		721		2,266		2,168
Provision for credit losses		1		(6)		(19)		(3)		(49)
Net interest revenue after provision for credit losses		758		785		740		2,269		2,217
Noninterest expense
Amortization of intangible assets								197		225
Total noninterest expense		2,679	[6]	2,726	[7]	2,968		8,105	[8]	8,653
Income
Income before income taxes		1,109		1,165		1,662		3,364		3,399
Provision for income taxes		282		276		556		838		1,005
Net income		827		889		1,106		2,526		2,394
Net loss (income) attributable to noncontrolling interests (includes $5, $(37), $(23), $(63) and $(60) related to consolidated investment management funds, respectively)		6		(36)		(23)		(61)		(60)
Net income applicable to shareholders of The Bank of New York Mellon Corporation		833		853		1,083		2,465		2,334
Preferred stock dividends		(13)		(23)		(13)		(49)		(49)
Net income applicable to common shareholders of The Bank of New York Mellon Corporation		820		830		1,070		2,416		2,285
Reconciliation of net income to the net income applicable to common shareholders of The Bank of New York Mellon Corporation
Net income applicable to common shareholders of The Bank of New York Mellon Corporation		820		830		1,070		2,416		2,285
Less: Earnings allocated to participating securities		6		9		20		34		43
Net income applicable to the common shareholders of The Bank of New York Mellon Corporation after required adjustment for the calculation of basic and diluted earnings per common share		$ 814		$ 821		$ 1,050		$ 2,382		$ 2,242
Average common shares and equivalents outstanding of The Bank of New York Mellon Corporation
Basic (shares)		1,098,003		1,113,790		1,126,946		1,110,056		1,133,006
Common stock equivalents (shares)		16,476		16,718		20,807		17,371		19,547
Less: Participating securities (shares)		(8,834)		(8,373)		(12,882)		(9,452)		(12,835)
Diluted (shares)		1,105,645		1,122,135		1,134,871		1,117,975		1,139,718
Anti-dilutive securities (shares)	[9]	28,119		26,061		40,360		29,378		45,368
Basic:
Basic (usd per share)	[10]	$ 0.74		$ 0.74		$ 0.93		$ 2.15		$ 1.98
Diluted:
Diluted (usd per share)	[10]	$ 0.74		$ 0.73		$ 0.93		$ 2.13		$ 1.97
Operations
Investment services fees:
Asset servicing		$ 1,057		$ 1,060		$ 1,025		$ 3,155		$ 3,056
Clearing services		345		347		337		1,036		988
Issuer services		313		234		315		779		775
Treasury services		137		144		142		418		419
Total investment services fees		1,852		1,785		1,819		5,388		5,238
Investment management and performance fees		829		878		881		2,574		2,607
Foreign exchange and other trading revenue		179		187		153		595		419
Financing-related fees		71		58		44		169		126
Distribution and servicing		41		39		44		121		130
Investment and other income		59		104		890		223		1,134
Total fee revenue		3,031		3,051		3,831		9,070		9,654
Net securities gains — including other-than-temporary impairment		22		17		21		65		62
Noncredit-related portion of other-than-temporary impairment (recognized in other comprehensive income)		0		1		1		3		2
Net securities gains		22		16		20		62		60
Total fee and other revenue		3,053		3,067		3,851		9,132		9,714
Noninterest expense
Staff		1,437		1,434		1,477		4,356		4,427
Professional, legal and other purchased services		301		299		323		902		949
Software		154		158		154		470		460
Net occupancy		152		149		154		452		460
Distribution and servicing		95		96		107		289		326
Sub-custodian		65		75		67		210		216
Furniture and equipment		72		70		80		212		247
Business development		59		72		61		192		193
Other		268		250		250		760		820
Amortization of intangible assets		66		65		75		197		225
Merger and integration, litigation and restructuring charges		11		59		220		67		330
Total noninterest expense		2,680		2,727		2,968		8,107		8,653
Investment Management funds
Investment services fees:
Total fee and other revenue		(17)		3		16		7		61
Operations of consolidated investment management funds
Investment (loss) income		(6)		46		123		96		402
Interest of investment management fund note holders		16		6		84		26		281
(Loss) income from consolidated investment management funds		(22)		40		39		70		121
Income
Net loss (income) attributable to noncontrolling interests (includes $5, $(37), $(23), $(63) and $(60) related to consolidated investment management funds, respectively)		$ 5		$ (37)		$ (23)		$ (63)		$ (60)
[1]	Both total fee and other revenue and total revenue include the net loss from consolidated investment management funds of $17 million, representing $22 million of losses and a loss attributable to noncontrolling interests of $5 million. Income before taxes is net of a loss attributable to noncontrolling interests of $5 million.
[2]	Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $3 million, representing $40 million of income and noncontrolling interests of $37 million. Income before taxes is net of noncontrolling interests of $37 million.
[3]	Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $16 million, representing $39 million of income and noncontrolling interests of $23 million. Income before taxes is net of noncontrolling interests of $23 million.
[4]	Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $7 million, representing $70 million of income and noncontrolling interests of $63 million. Income before taxes is net of noncontrolling interests of $63 million.
[5]	Both total fee and other revenue and total revenue include net income from consolidated investment management funds of $61 million, representing $121 million of income and noncontrolling interests of $60 million. Income before taxes is net of noncontrolling interests of $60 million.
[6]	Includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries.
[7]	Includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries.
[8]	Includes a loss attributable to noncontrolling interest of $2 million related to other consolidated subsidiaries.
[9]	Represents stock options, restricted stock, restricted stock units and participating securities outstanding but not included in the computation of diluted average common shares because their effect would be anti-dilutive.
[10]	Basic and diluted earnings per share under the two-class method are determined on the net income applicable to common shareholders of The Bank of New York Mellon Corporation reported on the income statement less earnings allocated to participating securities

Consolidated Income Statement 3

Consolidated Income Statement (unaudited) (Parenthetical) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Net loss (income) attributable to noncontrolling interests	$ 6	$ (36)	$ (23)	$ (61)	$ (60)
Investment Management
Net loss (income) attributable to noncontrolling interests	$ 5	$ (37)	$ (23)	$ (63)	$ (60)

Consolidated Comprehensive Inco

Consolidated Comprehensive Income Statement (unaudited) - USD ($) $ in Millions		3 Months Ended						9 Months Ended
		Sep. 30, 2015		Jun. 30, 2015		Sep. 30, 2014		Sep. 30, 2015		Sep. 30, 2014
Statement of Comprehensive Income [Abstract]
Net income		$ 827		$ 889		$ 1,106		$ 2,526		$ 2,394
Other comprehensive income (loss), net of tax:
Foreign currency translation adjustments		(163)		329		(589)		(435)		(475)
Unrealized gain (loss) on assets available-for-sale:
Unrealized gain (loss) arising during the period		7		(358)		4		(217)		376
Reclassification adjustment		(14)	[1]	(10)	[1]	(13)	[1]	(39)	[2]	(40)	[2]
Total unrealized gain (loss) on assets available-for-sale		(7)		(368)		(9)		(256)		336
Defined benefit plans:
Net gain (loss) arising during the period		2		0		0		(107)		0
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost		21	[1]	21	[1]	19	[1]	47	[2]	55	[2]
Total defined benefit plans		23		21		19		(60)		55
Net unrealized gain (loss) on cash flow hedges		0		9		(12)		8		(13)
Total other comprehensive income (loss), net of tax	[3]	(147)		(9)		(591)		(743)		(97)
Net loss (income) attributable to noncontrolling interests		6		(36)		(23)		(61)		(60)
Other comprehensive loss (income) attributable to noncontrolling interests		17		(34)		77		22		73
Net comprehensive income		$ 703		$ 810		$ 569		$ 1,744		$ 2,310
[1]	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[2]	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[3]	Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $(130) million for the quarter ended Sept. 30, 2015, $(43) million for the quarter ended June 30, 2015, $(514) million for the quarter ended Sept. 30, 2014, $(721) million for the nine months ended Sept. 30, 2015 and $(24) million for the nine months ended Sept. 30, 2014.

Consolidated Comprehensive Inc5

Consolidated Comprehensive Income Statement (unaudited) (Parenthetical) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Statement of Comprehensive Income [Abstract]
Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders	$ (130)	$ (43)	$ (514)	$ (721)	$ (24)

Consolidated Balance Sheet (una

Consolidated Balance Sheet (unaudited) - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Securities:
Held-to-maturity (fair value of $43,758 and $21,127)		$ 43,423
Loans (includes $338 and $21, at fair value)	[1]	63,309	$ 59,132
Allowance for loan losses		(181)
Goodwill		17,679	17,869
Intangible assets		3,914	4,127
Other assets (includes $1,200 and $1,916, at fair value)		22,149	20,490
Total assets		377,371	385,303
Deposits:
Total liabilities		338,172	346,600
Temporary equity
Redeemable noncontrolling interests		247	229
Permanent equity
Preferred stock – par value $0.01 per share; authorized 100,000,000 shares; issued 25,826 and 15,826 shares	[2]	2,552	1,562
Common stock – par value $0.01 per share; authorized 3,500,000,000 shares; issued 1,310,436,554 and 1,290,222,821 shares		13	13
Additional paid-in capital		25,168	24,626
Retained earnings		19,525	17,683
Accumulated other comprehensive loss, net of tax		(2,355)	(1,634)
Less: Treasury stock of 217,483,962 and 171,995,262 common shares, at cost		(6,733)	(4,809)
Total The Bank of New York Mellon Corporation shareholders’ equity		38,170	37,441
Total permanent equity	[3]	38,952	38,474
Total liabilities, temporary equity and permanent equity		377,371	385,303
Operations
Cash and due from:
Banks		8,234	6,970
Interest-bearing deposits with the Federal Reserve and other central banks		82,426	96,682
Interest-bearing deposits with banks		20,002	19,495
Federal funds sold and securities purchased under resale agreements		28,901	20,302
Securities:
Held-to-maturity (fair value of $43,758 and $21,127)		43,423	20,933
Available-for-sale		76,682	98,330
Total securities		120,105	119,263
Trading assets		6,645	9,881
Loans (includes $338 and $21, at fair value)		63,309	59,132
Allowance for loan losses		(181)	(191)
Net loans		63,128	58,941
Premises and equipment		1,361	1,394
Accrued interest receivable		530	607
Goodwill		17,679	17,869
Intangible assets		3,914	4,127
Other assets (includes $1,200 and $1,916, at fair value)		22,149	20,490
Other assets		1,200	1,916
Total assets		375,074	376,021
Deposits:
Noninterest-bearing (principally U.S. offices)		101,111	104,240
Interest-bearing deposits in U.S. offices		54,073	53,236
Interest-bearing deposits in Non-U.S. offices		111,584	108,393
Total deposits		266,768	265,869
Federal funds purchased and securities sold under repurchase agreements		8,824	11,469
Trading liabilities		4,756	7,434
Payables to customers and broker-dealers		22,236	21,181
Commercial paper		0	0
Other borrowed funds		648	786
Accrued taxes and other expenses		6,457	6,903
Other liabilities (including allowance for lending-related commitments of $99 and $89, also includes $518 and $451, at fair value)		5,890	5,025
Long-term debt (includes $362 and $347, at fair value)		21,430	20,264
Other liabilities		518	451
Total liabilities		337,009	338,931
Investment Management funds
Securities:
Trading assets		2,087	8,678
Other assets		210	604
Subtotal assets of consolidated investment management funds, at fair value		2,297	9,282
Deposits:
Trading liabilities		1,072	7,660
Other liabilities		91	9
Subtotal liabilities of consolidated investment management funds, at fair value		1,163	7,669
Permanent equity
Nonredeemable noncontrolling interests of consolidated investment management funds		$ 782	$ 1,033
[1]	Net of unearned income of $715 million at Sept. 30, 2015 and $866 million at Dec. 31, 2014 primarily on domestic and foreign lease financings.
[2]	.
[3]	Includes total The Bank of New York Mellon Corporation common shareholders’ equity of $35,879 million at Dec. 31, 2014 and $35,618 million at Sept. 30, 2015.

Consolidated Balance Sheet (un7

Consolidated Balance Sheet (unaudited) (Parenthetical) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Preferred stock, par value (usd per share)	$ 0.01	$ 0.01
Preferred stock, shares authorized (shares)	100,000,000	100,000,000
Preferred stock, issued (shares)	25,826	15,826
Common stock, par value (dollars per share)	$ 0.01	$ 0.01
Common stock, shares authorized	3,500,000,000	3,500,000,000
Common stock, issued (shares)	1,310,436,554	1,290,222,821
Treasury stock, common shares (shares)	217,483,962	171,995,262
Operations
Held-to-maturity, fair value	$ 43,758	$ 21,127
Loans, fair value	338	21
Other assets	1,200	1,916
Other liabilities, allowance for lending related commitments	99	89
Other liabilities, fair value,	518	451
Long-term debt, fair value	$ 362	$ 347

Consolidated Statement of Cash

Consolidated Statement of Cash Flows (unaudited) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Operating activities
Net income	$ 2,526	$ 2,394
Net (income) attributable to noncontrolling interests	(61)	(60)
Net income applicable to shareholders of The Bank of New York Mellon Corporation	2,465	2,334
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	(3)	(49)
Pension plan contributions	(41)	(37)
Depreciation and amortization	1,084	976
Deferred tax (benefit)	(179)	(510)
Net securities (gains) and venture capital (income)	(63)	(65)
Change in trading activities	511	1,154
Change in accruals and other, net	211	(505)
Net cash provided by operating activities	3,985	3,298
Investing activities
Change in interest-bearing deposits with banks	(522)	4,950
Change in interest-bearing deposits with the Federal Reserve and other central banks	14,256	12,042
Purchases of securities held-to-maturity	(14,545)	(2,132)
Paydowns of securities held-to-maturity	2,648	1,399
Maturities of securities held-to-maturity	961	99
Purchases of securities available-for-sale	(26,795)	(51,428)
Sales of securities available-for-sale	16,085	25,253
Paydowns of securities available-for-sale	6,712	5,424
Maturities of securities available-for-sale	12,201	4,417
Net change in loans	(4,237)	(6,060)
Sales of loans and other real estate	316	259
Change in federal funds sold and securities purchased under resale agreements	(8,599)	(8,214)
Change in seed capital investments	367	(240)
Purchases of premises and equipment/capitalized software	(427)	(595)
Proceeds from the sale of premises and equipment	16	585
Acquisitions, net of cash	(9)	(25)
Dispositions, net of cash	17	64
Other, net	1,307	3,543
Net cash (used for) investing activities	(248)	(10,659)
Financing activities
Change in deposits	(505)	2,442
Change in federal funds purchased and securities sold under repurchase agreements	(2,645)	39
Change in payables to customers and broker-dealers	1,055	4,448
Change in other borrowed funds	(217)	275
Change in commercial paper	0	(96)
Net proceeds from the issuance of long-term debt	4,190	4,686
Repayments of long-term debt	(3,259)	(2,921)
Proceeds from the exercise of stock options	263	276
Issuance of common stock	20	20
Issuance of preferred stock	990	0
Treasury stock acquired	(1,924)	(1,237)
Common cash dividends paid	(574)	(566)
Preferred cash dividends paid	(49)	(49)
Other, net	140	94
Net cash (used for) provided by financing activities	(2,515)	7,411
Effect of exchange rate changes on cash	42	(100)
Change in cash and due from banks
Change in cash and due from banks	1,264	(50)
Cash and due from banks at beginning of period	6,970	6,460
Cash and due from banks at end of period	8,234	6,410
Supplemental disclosures
Interest paid	285	291
Income taxes paid	746	514
Income taxes refunded	$ 893	$ 142

Consolidated Statement of Chang

Consolidated Statement of Changes in Equity (unaudited) - USD ($) $ in Millions	Total		Preferred stock	Common stock	Additional paid-in capital	Retained earnings	Accumulated other comprehensive (loss), net of tax	Treasury stock	Non- redeemable noncontrolling interests of consolidated investment management funds	Redeemable non- controlling interests/ temporary equity
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effect of applying ASU 2015-02 | Cumulative-Effect Adjustment, Consolidation of Legal Entity	$ 602								$ 602
Cumulative effect of applying ASU 2015-02 | Cumulative-Effect Adjustment, Deconsolidation of Legal Entity	(866)								(866)
Beginning Balance at Dec. 31, 2014	38,474	[1]	$ 1,562	$ 13	$ 24,626	$ 17,683	$ (1,634)	$ (4,809)	1,033	$ 229
Adjusted balance at Dec. 31, 2014	38,210		1,562	13	24,626	17,683	(1,634)	(4,809)	769	229
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Shares issued to shareholders of noncontrolling interests										36
Redemption of subsidiary shares from noncontrolling interests										(48)
Other net changes in noncontrolling interests	(66)				(33)				(33)	37
Net income	2,528					2,465			63	(2)
Other comprehensive (loss)	(738)						(721)		(17)	(5)
Dividends:
Common stock at $0.51 per share	(574)					(574)
Preferred stock	(49)					(49)
Repurchase of common stock	(1,924)							(1,924)
Common stock issued under:
Employee benefit plans	18				18
Direct stock purchase and dividend reinvestment plan	16				16
Preferred stock issued	990		990
Stock awards and options exercised	541				541
Ending Balance at Sep. 30, 2015	$ 38,952	[1]	$ 2,552	$ 13	$ 25,168	$ 19,525	$ (2,355)	$ (6,733)	$ 782	$ 247
[1]	Includes total The Bank of New York Mellon Corporation common shareholders’ equity of $35,879 million at Dec. 31, 2014 and $35,618 million at Sept. 30, 2015.

Consolidated Statement of Cha10

Consolidated Statement of Changes in Equity (unaudited) (Parenthetical) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
The Bank of New York Mellon Corporation shareholders’ equity	$ 38,170	$ 37,441
Dividends on common stock, per share (usd per share)	$ 0.51
Common stock
The Bank of New York Mellon Corporation shareholders’ equity	$ 35,618	$ 35,879

Basis of Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2015
Accounting Policies [Abstract]
Basis of Presentation	Basis of presentation Basis of presentation The accounting and financial reporting policies of BNY Mellon, a global financial services company, conform to U.S. generally accepted accounting principles (“GAAP”) and prevailing industry practices. The accompanying consolidated financial statements are unaudited. In the opinion of management, all adjustments necessary for a fair presentation of financial position, results of operations and cash flows for the periods have been made. These financial statements should be read in conjunction with BNY Mellon’s Annual Report on Form 10-K for the year ended Dec. 31, 2014 . Certain immaterial reclassifications have been made to prior periods to place them on a basis comparable with the current period presentation. Use of estimates The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates based upon assumptions about future economic and market conditions which affect reported amounts and related disclosures in our financial statements. Although our current estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Amounts subject to estimates are items such as the allowance for loan losses and lending-related commitments, the fair value of financial instruments and derivatives, other-than-temporary impairment, goodwill and other intangibles and pension accounting. Among other effects, such changes in estimates could result in future impairments of investment securities, goodwill and intangible assets and establishment of allowances for loan losses and lending-related commitments as well as changes in pension and post-retirement expense.

Accounting Changes and New Acco

Accounting Changes and New Accounting Guidance	9 Months Ended
	Sep. 30, 2015
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Accounting changes and new accounting guidance	Accounting changes and new accounting guidance ASU - 2015-02 - Consolidation (Topic 810): Amendments to the Consolidation Analysis In February 2015, the FASB issued ASU 2015-02 “Amendments to the Consolidation Analysis,” an amendment to ASC 810, Consolidation. This ASU eliminated the indefinite deferral of ASU 2010-10 “Amendments for Certain Investment Funds” for asset management funds with characteristics of an investment company and also eliminated the presumption that a general partner should consolidate a limited partnership. Entities that comply with or operate in accordance with the requirements that are similar to those of Rule 2a-7 of the Investment Company Act of 1940 for registered money market funds are excluded from the scope of the ASU. This ASU also changed the consolidation analysis, particularly when a reporting entity has fee arrangements that meet certain requirements and for related party relationships. The ASU is effective Jan. 1, 2016, with early adoption permitted during an interim period in fiscal year 2015. In the second quarter of 2015, we elected to early adopt the new accounting guidance retrospectively to Jan. 1, 2015. As a result we restated the first quarter 2015 financial statements. Adoption of the ASU resulted in a net decrease in consolidated total assets on our balance sheet at Jan. 1, 2015 of $7.7 billion , a decrease of approximately 2% . The adoption of this ASU did not change the economic risks related to our businesses and therefore, our computation of economic capital did not change. When evaluating an entity for possible consolidation, the Company must determine whether or not it has a variable interest in the entity. Variable interests are investments or other interests that absorb portions of an entity’s expected losses or receive portions of the entity’s expected returns. BNY Mellon’s variable interests may include its decision maker or service provider fees, its direct and indirect investments and investments made by related parties, including related parties under common control. If it is determined that BNY Mellon does not have a variable interest in the entity, no further analysis is required and BNY Mellon does not consolidate the entity. If BNY Mellon holds a variable interest in the entity an analysis must be performed to determine if the entity is a VIE or a voting model entity (“VME”). We consider the underlying facts and circumstances of individual entities when assessing whether or not an entity is a VIE. An entity is determined to be a VIE if the equity investors: • do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support; or • lack one or more of the following characteristics of a controlling financial interest: • the power, through voting rights or similar rights, to direct the activities of an entity that most significantly impact the entity’s economic performance. • the obligation to absorb the expected losses of the entity. • the right to receive the expected residual returns of the entity. BNY Mellon is required to consolidate a VIE if it is determined to have a controlling financial interest in the entity and therefore is deemed to be the primary beneficiary of the VIE. BNY Mellon is determined to have a controlling financial interest in a VIE when it has both 1) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and 2) the obligation to absorb losses or the right to receive benefits of the VIE that could potentially be significant to that VIE. For entities that do not meet the definition of a VIE, the entity is considered a VME. For these entities, if the Company can exert control over the financial and operating policies of an investee, which can occur if it has a 50% or more voting interest in the entity, BNY Mellon consolidates the entity. BNY Mellon’s VIEs generally include certain retail, institutional and alternative investment funds, including CLOs offered to its retail and institutional customers in which it acts as the fund’s investment manager. The funds are established to provide our clients access to investment vehicles with specific investment objectives and strategies that address the client’s investment needs. BNY Mellon earns investment management fees on these funds as well as performance fees in certain funds. We may also provide start-up capital for new funds. The VIEs are primarily financed by the customer’s investments in the funds’ equity or debt. As of Sept. 30, 2015, we had $2.3 billion in assets included in our consolidated financial statements related to investment management funds (VIEs and VMEs) we are required to consolidate. Approximately $2.1 billion of these assets are classified as trading assets while the remainder is classified as other assets. The net assets of any consolidated investment management fund are solely available to settle the liabilities of the entity and to settle any investors’ ownership liquidation requests, including any seed capital invested by BNY Mellon. Additionally, BNY Mellon had $175 million included in its consolidated financial statements for non-consolidated VIE assets as of Sept. 30, 2015 where we are not the primary beneficiary of the entity. These assets relate solely to seed capital or residual interests invested in the VIEs. ASU - 2015-07 - Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent) In May 2015, the FASB issued an ASU, “Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent).” Entity’s investments for which fair value is measured at net asset value (“NAV”) per share (or its equivalent) using the practical expedient should not be categorized in the fair value hierarchy. The fair value will be included in total to permit reconciliation of the fair value of investments with line items presented in the statement of financial position. The ASU is effective Jan. 1, 2016, with early adoption permitted during interim periods in fiscal year 2015. The Company adopted the ASU in the second quarter of 2015 and restated its disclosures for comparative periods in Note 15 “Fair value measurement.” ASU - 2014-11 - Transfers and Servicing (Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures In June 2014, the FASB issued an ASU, “Transfers and Servicing (Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures,” which amends the accounting guidance for “repo-to-maturity” transactions and repurchase agreements executed as repurchase financings. This ASU requires public entities to apply the accounting changes for the first interim or annual reporting period beginning after Dec. 15, 2014, and to comply with the enhanced disclosure requirements in the second quarter of 2015. The impact of adopting this ASU did not have a material impact on our results of operations. See Note 17 “Derivative instruments” for the related disclosure.

Acquisitions and dispositions

Acquisitions and dispositions	9 Months Ended
	Sep. 30, 2015
Business Acquisitions and Dispositions [Abstract]
Acquisitions and dispositions	Acquisitions and dispositions We sometimes structure our acquisitions with both an initial payment and later contingent payments tied to post-closing revenue or income growth. There were no contingent payments in the first nine months of 2015 . At Sept. 30, 2015 , we are potentially obligated to pay additional consideration that could amount to $4 million over the next 6 months for our acquired companies, based on contractual agreements. The acquisitions and dispositions described below did not have a material impact on BNY Mellon’s results of operations. Acquisitions in 2015 On Jan. 2, 2015, BNY Mellon acquired Cutwater Asset Management, a U.S.-based fixed income and solutions specialist with approximately $23 billion in assets under management. Dispositions in 2015 On July 31, 2015 , BNY Mellon sold Meriten Investment Management GmbH, a German-based investment management boutique for $40 million . As a result of this sale, we recorded an after-tax loss of $12 million . In addition, goodwill of $22 million and customer relationship intangible assets of $9 million were removed from the balance sheet as a result of this sale. Acquisitions in 2014 On May 1, 2014 , BNY Mellon acquired the remaining 65% interest of HedgeMark International, LLC for $26 million . Since 2011, BNY Mellon held a 35% ownership stake in HedgeMark. Goodwill related to this acquisition totaled $47 million and is included in the Investment Services business. The customer relationship intangible asset related to this acquisition is included in our Investment Services business and totaled $1 million at acquisition. Dispositions in 2014 On April 23, 2014 , BNY Mellon sold the subsidiary that conducted corporate trust business in Mexico that was part of our Investment Services business, for $65 million . As a result of this sale, we recorded an after-tax gain of $4 million . In addition, goodwill of $8 million and customer relationship intangible assets of $1 million were removed from the balance sheet as a result of this sale.

Securities

Securities	9 Months Ended
	Sep. 30, 2015
Securities [Abstract]
Securities	Securities The following tables present the amortized cost, the gross unrealized gains and losses and the fair value of securities at Sept. 30, 2015 and Dec. 31, 2014 . Securities at Sept. 30, 2015 Amortized cost Gross unrealized Fair value (in millions) Gains Losses Available-for-sale: U.S. Treasury $ 12,222 $ 301 $ 10 $ 12,513 U.S. Government agencies 427 4 — 431 State and political subdivisions 4,238 95 18 4,315 Agency RMBS 23,274 327 266 23,335 Non-agency RMBS 827 34 20 841 Other RMBS 1,323 16 28 1,311 Commercial MBS 1,557 20 9 1,568 Agency commercial MBS 3,723 50 11 3,762 Asset-backed CLOs 2,297 1 7 2,291 Other asset-backed securities 3,138 3 12 3,129 Foreign covered bonds 2,251 57 — 2,308 Corporate bonds 1,802 33 13 1,822 Sovereign debt/sovereign guaranteed 13,910 222 36 14,096 Other debt securities 2,241 9 2 2,248 Equity securities 3 1 — 4 Money market funds 770 — — 770 Non-agency RMBS (a) 1,548 396 6 1,938 Total securities available-for-sale (b) $ 75,551 $ 1,569 $ 438 $ 76,682 Held-to-maturity: U.S. Treasury $ 11,326 $ 98 $ 1 $ 11,423 U.S. Government agencies 1,142 2 — 1,144 State and political subdivisions 20 — 1 19 Agency RMBS 26,289 268 42 26,515 Non-agency RMBS 128 6 2 132 Other RMBS 259 1 11 249 Commercial MBS 10 — — 10 Agency commercial MBS 504 4 1 507 Sovereign debt/sovereign guaranteed 3,635 24 10 3,649 Foreign covered bonds 78 — — 78 Other debt securities 32 — — 32 Total securities held-to-maturity $ 43,423 $ 403 $ 68 $ 43,758 Total securities $ 118,974 $ 1,972 $ 506 $ 120,440 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized gains of $92 million and gross unrealized losses of $263 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities. Securities at Dec. 31, 2014 Amortized cost Gross unrealized Fair value (in millions) Gains Losses Available-for-sale: U.S. Treasury $ 19,592 $ 420 $ 15 $ 19,997 U.S. Government agencies 342 3 2 343 State and political subdivisions 5,176 95 24 5,247 Agency RMBS 32,568 357 325 32,600 Non-agency RMBS 942 37 26 953 Other RMBS 1,551 25 25 1,551 Commercial MBS 1,927 39 7 1,959 Agency commercial MBS 3,105 36 9 3,132 Asset-backed CLOs 2,128 9 7 2,130 Other asset-backed securities 3,241 5 6 3,240 Foreign covered bonds 2,788 80 — 2,868 Corporate bonds 1,747 45 7 1,785 Sovereign debt/sovereign guaranteed 17,062 224 2 17,284 Other debt securities 2,162 7 — 2,169 Equity securities 94 1 — 95 Money market funds 763 — — 763 Non-agency RMBS (a) 1,747 471 4 2,214 Total securities available-for-sale (b) $ 96,935 $ 1,854 $ 459 $ 98,330 Held-to-maturity: U.S. Treasury $ 5,047 $ 32 $ 16 $ 5,063 U.S. Government agencies 344 — 3 341 State and political subdivisions 24 1 1 24 Agency RMBS 14,006 200 44 14,162 Non-agency RMBS 153 9 2 160 Other RMBS 315 2 8 309 Commercial MBS 13 — — 13 Sovereign debt/sovereign guaranteed 1,031 24 — 1,055 Total securities held-to-maturity $ 20,933 $ 268 $ 74 $ 21,127 Total securities $ 117,868 $ 2,122 $ 533 $ 119,457 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized gains of $60 million and gross unrealized losses of $282 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities. The following table presents the gross securities gains, losses and impairments. Net securities gains (losses) (in millions) 3Q15 2Q15 3Q14 YTD15 YTD14 Realized gross gains $ 23 $ 18 $ 23 $ 66 $ 73 Realized gross losses — (1 ) (1 ) (1 ) (4 ) Recognized gross impairments (1 ) (1 ) (2 ) (3 ) (9 ) Total net securities gains $ 22 $ 16 $ 20 $ 62 $ 60 Temporarily impaired securities At Sept. 30, 2015 , the unrealized losses on the investment securities portfolio were primarily attributable to an increase in interest rates from date of purchase, and for certain securities that were transferred from available-for-sale to held-to-maturity, an increase in interest rates through the date they were transferred. Specifically, $263 million of the unrealized losses at Sept. 30, 2015 and $282 million at Dec. 31, 2014 reflected in the available-for-sale sections of the tables below relate to certain securities (primarily Agency RMBS) that were transferred from available-for-sale to held-to-maturity. The unrealized losses will be amortized into net interest revenue over the estimated lives of the securities. The transfer created a new cost basis for the securities. As a result, if these securities have experienced unrealized losses since the date of transfer, the corresponding fair value and unrealized losses would be reflected in the held-to-maturity sections of the following tables. We do not intend to sell these securities and it is not more likely than not that we will have to sell these securities. The following tables show the aggregate related fair value of investments with a continuous unrealized loss position for less than 12 months and those that have been in a continuous unrealized loss position for 12 months or more. Temporarily impaired securities at Sept. 30, 2015 Less than 12 months 12 months or more Total (in millions) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Available-for-sale: U.S. Treasury $ 625 $ 10 $ — $ — $ 625 $ 10 State and political subdivisions 58 1 193 17 251 18 Agency RMBS 2,690 13 1,398 253 4,088 266 Non-agency RMBS 141 1 331 19 472 20 Other RMBS 81 3 361 25 442 28 Commercial MBS 300 3 213 6 513 9 Agency commercial MBS 1,715 9 161 2 1,876 11 Asset-backed CLOs 1,801 7 25 — 1,826 7 Other asset-backed securities 1,880 9 372 3 2,252 12 Corporate bonds 314 7 175 6 489 13 Sovereign debt/sovereign guaranteed 3,806 36 7 — 3,813 36 Other debt securities 1,662 2 — — 1,662 2 Non-agency RMBS (a) 54 2 32 4 86 6 Total securities available-for-sale (b) $ 15,127 $ 103 $ 3,268 $ 335 $ 18,395 $ 438 Held-to-maturity: U.S. Treasury $ 503 $ 1 $ — $ — $ 503 $ 1 State and political subdivisions 4 1 — — 4 1 Agency RMBS 16,144 31 1,969 11 18,113 42 Non-agency RMBS 49 — 29 2 78 2 Other RMBS 49 — 177 11 226 11 Agency commercial MBS 285 1 — — 285 1 Sovereign debt/sovereign guaranteed 1,032 10 — — 1,032 10 Total securities held-to-maturity $ 18,066 $ 44 $ 2,175 $ 24 $ 20,241 $ 68 Total temporarily impaired securities $ 33,193 $ 147 $ 5,443 $ 359 $ 38,636 $ 506 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized losses for less than 12 months of $9 million and gross unrealized losses for 12 months or more of $254 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities. Temporarily impaired securities at Dec. 31, 2014 Less than 12 months 12 months or more Total (in millions) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Available-for-sale: U.S. Treasury $ 6,049 $ 15 $ — $ — $ 6,049 $ 15 U.S. Government agencies 32 — 100 2 132 2 State and political subdivisions 410 18 393 6 803 24 Agency RMBS 3,385 13 5,016 312 8,401 325 Non-agency RMBS 143 1 382 25 525 26 Other RMBS — — 449 25 449 25 Commercial MBS 175 1 394 6 569 7 Agency commercial MBS 719 1 550 8 1,269 9 Asset-backed CLOs 1,376 7 — — 1,376 7 Other asset-backed securities 1,078 2 539 4 1,617 6 Corporate bonds 51 — 230 7 281 7 Sovereign debt/sovereign guaranteed 2,175 2 — — 2,175 2 Non-agency RMBS (a) 42 1 34 3 76 4 Total securities available-for-sale (b) $ 15,635 $ 61 $ 8,087 $ 398 $ 23,722 $ 459 Held-to-maturity: U.S. Treasury $ 1,066 $ 6 $ 1,559 $ 10 $ 2,625 $ 16 U.S. Government agencies — — 340 3 340 3 State and political subdivisions 5 1 — — 5 1 Agency RMBS 551 3 3,808 41 4,359 44 Non-agency RMBS 40 — 33 2 73 2 Other RMBS — — 219 8 219 8 Total securities held-to-maturity $ 1,662 $ 10 $ 5,959 $ 64 $ 7,621 $ 74 Total temporarily impaired securities $ 17,297 $ 71 $ 14,046 $ 462 $ 31,343 $ 533 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized losses for 12 months or more of $282 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities. The following table shows the maturity distribution by carrying amount and yield (on a tax equivalent basis) of our investment securities portfolio at Sept. 30, 2015 . Maturity distribution and yield on investment securities at U.S. Treasury U.S. Government agencies State and political subdivisions Other bonds, notes and debentures Mortgage/ asset-backed and equity securities (dollars in millions) Amount Yield (a) Amount Yield (a) Amount Yield (a) Amount Yield (a) Amount Yield (a) Total Securities available-for-sale: One year or less $ 2,393 0.87 % $ 126 2.16 % $ 706 1.63 % $ 4,524 0.75 % $ — — % $ 7,749 Over 1 through 5 years 5,490 1.38 134 1.56 2,150 2.63 13,615 1.10 — — 21,389 Over 5 through 10 years 1,155 1.98 171 2.45 1,260 3.94 2,125 1.27 — — 4,711 Over 10 years 3,475 3.11 — — 199 1.10 210 1.81 — — 3,884 Mortgage-backed securities — — — — — — — — 32,755 2.63 32,755 Asset-backed securities — — — — — — — — 5,420 1.19 5,420 Equity securities (b) — — — — — — — — 774 — 774 Total $ 12,513 1.82 % $ 431 2.09 % $ 4,315 2.78 % $ 20,474 1.05 % $ 38,949 2.38 % $ 76,682 Securities held-to-maturity: One year or less $ 510 1.49 % $ — — % $ — — % $ 1,484 0.24 % $ — — % $ 1,994 Over 1 through 5 years 8,255 1.03 1,142 1.22 1 7.03 1,510 0.61 — — 10,908 Over 5 through 10 years 2,561 2.06 — — 4 6.79 751 0.71 — — 3,316 Over 10 years — — — — 15 5.34 — — — — 15 Mortgage-backed securities — — — — — — — — 27,190 2.73 27,190 Total $ 11,326 1.29 % $ 1,142 1.22 % $ 20 5.77 % $ 3,745 0.48 % $ 27,190 2.73 % $ 43,423 (a) Yields are based upon the amortized cost of securities. (b) Includes money market funds. Other-than-temporary impairment We routinely conduct periodic reviews of all securities to determine whether OTTI has occurred. Such reviews may incorporate the use of economic models. Various inputs to the economic models are used to determine if an unrealized loss on securities is other-than-temporary. For example, the most significant inputs related to non-agency RMBS are: • Default rate - the number of mortgage loans expected to go into default over the life of the transaction, which is driven by the roll rate of loans in each performance bucket that will ultimately migrate to default; and • Severity - the loss expected to be realized when a loan defaults. To determine if an unrealized loss is other-than-temporary, we project total estimated defaults of the underlying assets (mortgages) and multiply that calculated amount by an estimate of realizable value upon sale of these assets in the marketplace (severity) in order to determine the projected collateral loss. In determining estimated default rate and severity assumptions, we review the performance of the underlying securities, industry studies, market forecasts, as well as our view of the economic outlook affecting collateral. We also evaluate the current credit enhancement underlying the bond to determine the impact on cash flows. If we determine that a given security will be subject to a write-down or loss, we record the expected credit loss as a charge to earnings. The table below shows the projected weighted-average default rates and loss severities for the 2007, 2006 and late 2005 non-agency RMBS and the securities previously held in the Grantor Trust that we established in connection with the restructuring of our investment securities portfolio in 2009, at Sept. 30, 2015 and Dec. 31, 2014 . Projected weighted-average default rates and loss severities Sept. 30, 2015 Dec. 31, 2014 Default rate Severity Default rate Severity Alt-A 33 % 57 % 38 % 58 % Subprime 52 % 72 % 55 % 74 % Prime 18 % 41 % 23 % 42 % The following table provides net pre-tax securities gains (losses) by type. Net securities gains (losses) (in millions) 3Q15 2Q15 3Q14 YTD15 YTD14 U.S. Treasury $ 8 $ 11 $ 1 $ 42 $ 12 Non-agency RMBS (1 ) (1 ) 4 (3 ) — Other 15 6 15 23 48 Total net securities gains $ 22 $ 16 $ 20 $ 62 $ 60 The following tables reflect investment securities credit losses recorded in earnings. The beginning balance represents the credit loss component for which OTTI occurred on debt securities in prior periods. The additions represent the first time a debt security was credit impaired or when subsequent credit impairments have occurred. The deductions represent credit losses on securities that have been sold, are required to be sold, or for which it is our intention to sell. Debt securities credit loss roll forward (in millions) 3Q15 3Q14 Beginning balance as of June 30 $ 91 $ 107 Add: Initial OTTI credit losses — — Subsequent OTTI credit losses 1 2 Less: Realized losses for securities sold — 7 Ending balance as of Sept. 30 $ 92 $ 102 Debt securities credit loss roll forward Year-to-date (in millions) 2015 2014 Beginning balance as of Jan. 1 $ 93 $ 119 Add: Initial OTTI credit losses — 2 Subsequent OTTI credit losses 2 7 Less: Realized losses for securities sold 3 26 Ending balance as of Sept. 30 $ 92 $ 102 Pledged assets At Sept. 30, 2015 , BNY Mellon had pledged assets of $101 billion , including $83 billion pledged as collateral for potential borrowings at the Federal Reserve Discount Window. The components of the assets pledged at Sept. 30, 2015 included $87 billion of securities, $7 billion of loans, $5 billion of interest-bearing deposits with banks and $2 billion of trading assets. If there has been no borrowing at the Federal Reserve Discount Window, the Federal Reserve generally allows banks to freely move assets in and out of their pledged assets account to sell or repledge the assets for other purposes. BNY Mellon regularly moves assets in and out of its pledged asset account at the Federal Reserve. At Dec. 31, 2014 , BNY Mellon had pledged assets of $99 billion , including $74 billion pledged as collateral for potential borrowing at the Federal Reserve Discount Window. The components of the assets pledged at Dec. 31, 2014 included $90 billion of securities, $6 billion of loans, $2 billion of trading assets and $1 billion of interest-bearing deposits with banks. At Sept. 30, 2015 and Dec. 31, 2014 , pledged assets included $6 billion and $9 billion , respectively, for which the recipients were permitted to sell or repledge the assets delivered. We also obtain securities as collateral including receipts under resale agreements, securities borrowed, derivative contracts and custody agreements on terms which permit us to sell or repledge the securities to others. At Sept. 30, 2015 and Dec. 31, 2014 , the market value of the securities received that can be sold or repledged was $58 billion and $47 billion , respectively. We routinely sell or repledge these securities through delivery to third parties. As of Sept. 30, 2015 and Dec. 31, 2014 , the market value of securities collateral sold or repledged was $20 billion and $19 billion , respectively.

Loans and asset quality

Loans and asset quality	9 Months Ended
	Sep. 30, 2015
Receivables [Abstract]
Loans and asset quality	Loans and asset quality Loans The table below provides the details of our loan portfolio and industry concentrations of credit risk at Sept. 30, 2015 and Dec. 31, 2014 . Loans Sept. 30, 2015 Dec. 31, 2014 (in millions) Domestic: Financial institutions $ 6,774 $ 5,603 Commercial 1,869 1,390 Wealth management loans and mortgages 12,561 11,095 Commercial real estate 3,666 2,524 Lease financings 1,106 1,282 Other residential mortgages 1,080 1,222 Overdrafts 1,311 1,348 Other 1,150 1,113 Margin loans 19,200 20,034 Total domestic 48,717 45,611 Foreign: Financial institutions 9,193 7,716 Commercial 258 252 Wealth management loans and mortgages 102 89 Commercial real estate 56 6 Lease financings 848 889 Other (primarily overdrafts) 3,921 4,569 Margin loans 214 — Total foreign 14,592 13,521 Total loans (a) $ 63,309 $ 59,132 (a) Net of unearned income of $715 million at Sept. 30, 2015 and $866 million at Dec. 31, 2014 primarily on domestic and foreign lease financings. Our loan portfolio consists of three portfolio segments: commercial, lease financings and mortgages. We manage our portfolio at the class level which consists of six classes of financing receivables: commercial, commercial real estate, financial institutions, lease financings, wealth management loans and mortgages and other residential mortgages. The following tables are presented for each class of financing receivable, and provide additional information about our credit risks and the adequacy of our allowance for credit losses. Allowance for credit losses Transactions in the allowance for credit losses are summarized as follows: Allowance for credit losses activity for the quarter ended Sept. 30, 2015 Wealth management loans and mortgages Other residential mortgages (in millions) Commercial Commercial real estate Financial institutions Lease financings All Other Foreign Total Beginning balance $ 75 $ 58 $ 30 $ 20 $ 22 $ 37 $ — $ 36 $ 278 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — — — — 2 — — 2 Net (charge-offs) recoveries — — — — — 1 — — 1 Provision 1 4 (2 ) (2 ) 1 (3 ) — 2 1 Ending balance $ 76 $ 62 $ 28 $ 18 $ 23 $ 35 $ — $ 38 $ 280 Allowance for: Loan losses $ 29 $ 40 $ 12 $ 18 $ 18 $ 35 $ — $ 29 $ 181 Lending-related commitments 47 22 16 — 5 — — 9 99 Individually evaluated for impairment: Loan balance $ — $ — $ — $ — $ 9 $ — $ — $ — $ 9 Allowance for loan losses — 1 — — 1 — — — 2 Collectively evaluated for impairment: Loan balance $ 1,869 $ 3,328 $ 6,774 $ 1,106 $ 12,552 $ 1,080 $ 21,661 (a) $ 14,592 $ 62,962 Allowance for loan losses 29 39 12 18 17 35 — 29 179 (a) Includes $1,311 million of domestic overdrafts, $19,200 million of margin loans and $1,150 million of other loans at Sept. 30, 2015 . Allowance for credit losses activity for the quarter ended June 30, 2015 Wealth management loans and mortgages Other residential mortgages (in millions) Commercial Commercial real estate Financial institutions Lease financings All Other Foreign Total Beginning balance $ 65 $ 53 $ 33 $ 31 $ 21 $ 40 $ — $ 40 $ 283 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — 1 — — 1 — — 2 Net (charge-offs) recoveries — — 1 — — — — — 1 Provision 10 5 (4 ) (11 ) 1 (3 ) — (4 ) (6 ) Ending balance $ 75 $ 58 $ 30 $ 20 $ 22 $ 37 $ — $ 36 $ 278 Allowance for: Loan losses $ 31 $ 36 $ 13 $ 20 $ 17 $ 37 $ — $ 29 $ 183 Lending-related commitments 44 22 17 — 5 — — 7 95 Individually evaluated for impairment: Loan balance $ — $ — $ — $ — $ 8 $ — $ — $ — $ 8 Allowance for loan losses — — — — 1 — — — 1 Collectively evaluated for impairment: Loan balance $ 1,601 $ 3,117 $ 6,927 $ 1,077 $ 12,121 $ 1,134 $ 22,422 (a) $ 14,467 $ 62,866 Allowance for loan losses 31 36 13 20 16 37 — 29 182 (a) Includes $1,013 million of domestic overdrafts, $20,247 million of margin loans and $1,162 million of other loans at June 30, 2015 . Allowance for credit losses activity for the quarter ended Sept. 30, 2014 Wealth management loans and mortgages Other residential mortgages All Other Foreign Total (in millions) Commercial Commercial real estate Financial institutions Lease financings Beginning balance $ 74 $ 45 $ 43 $ 33 $ 22 $ 47 $ — $ 47 $ 311 Charge-offs (4 ) — — — — — — (1 ) (5 ) Recoveries — — — — — 1 — — 1 Net (charge-offs) (4 ) — — — — 1 — (1 ) (4 ) Provision 1 2 (18 ) 1 — — — (5 ) (19 ) Ending balance $ 71 $ 47 $ 25 $ 34 $ 22 $ 48 $ — $ 41 $ 288 Allowance for: Loan losses $ 20 $ 30 $ 9 $ 34 $ 17 $ 48 $ — $ 33 $ 191 Lending-related commitments 51 17 16 — 5 — — 8 97 Individually evaluated for impairment: Loan balance $ 13 $ 3 $ — $ — $ 9 $ — $ — $ — $ 25 Allowance for loan losses 4 1 — — 1 — — — 6 Collectively evaluated for impairment: Loan balance $ 1,304 $ 2,387 $ 5,465 $ 1,293 $ 10,724 $ 1,262 $ 19,638 (a) $ 15,429 $ 57,502 Allowance for loan losses 16 29 9 34 16 48 — 33 185 (a) Includes $1,235 million of domestic overdrafts, $17,548 million of margin loans and $855 million of other loans at Sept. 30, 2014 . Allowance for credit losses activity for the nine months ended Sept. 30, 2015 Wealth management loans and mortgages Other All Foreign Total (in millions) Commercial Commercial Financial Lease Beginning balance $ 60 $ 50 $ 31 $ 32 $ 22 $ 41 $ — $ 44 $ 280 Charge-offs — — — — — (2 ) — — (2 ) Recoveries — — 1 — — 4 — — 5 Net recoveries — — 1 — — 2 — — 3 Provision 16 12 (4 ) (14 ) 1 (8 ) — (6 ) (3 ) Ending balance $ 76 $ 62 $ 28 $ 18 $ 23 $ 35 $ — $ 38 $ 280 Allowance for credit losses activity for the nine months ended Sept. 30, 2014 Wealth management loans and mortgages Other All Foreign Total (in millions) Commercial Commercial Financial Lease Beginning balance $ 83 $ 41 $ 49 $ 37 $ 24 $ 54 $ — $ 56 $ 344 Charge-offs (4 ) — — — (1 ) (2 ) — (3 ) (10 ) Recoveries 1 — — — — 2 — — 3 Net (charge-offs) recoveries (3 ) — — — (1 ) — — (3 ) (7 ) Provision (9 ) 6 (24 ) (3 ) (1 ) (6 ) — (12 ) (49 ) Ending balance $ 71 $ 47 $ 25 $ 34 $ 22 $ 48 $ — $ 41 $ 288 Nonperforming assets The table below presents the distribution of our nonperforming assets. Nonperforming assets (in millions) Sept. 30, 2015 Dec. 31, 2014 Nonperforming loans: Other residential mortgages $ 103 $ 112 Wealth management loans and mortgages 12 12 Commercial real estate 1 1 Total nonperforming loans 116 125 Other assets owned 7 3 Total nonperforming assets (a) $ 123 $ 128 (a) Loans of consolidated investment management funds are not part of BNY Mellon’s loan portfolio. Included in the loans of consolidated investment management funds are nonperforming loans of $53 million at Dec. 31, 2014 . These loans are recorded at fair value and therefore do not impact the provision for credit losses and allowance for loan losses, and accordingly are excluded from the nonperforming assets table above. In the second quarter of 2015, BNY Mellon adopted the new accounting guidance included in ASU 2015-02, Consolidations. As a result, we deconsolidated substantially all of the loans of consolidated investment management funds retrospectively to Jan. 1, 2015. At Sept. 30, 2015 , undrawn commitments to borrowers whose loans were classified as nonaccrual or reduced rate were not material. Lost interest The table below presents the amount of lost interest income. Lost interest (in millions) 3Q15 2Q15 3Q14 YTD15 YTD14 Amount by which interest income recognized on nonperforming loans exceeded reversals $ — $ — $ — $ — $ 1 Amount by which interest income would have increased if nonperforming loans at period end had been performing for the entire period $ 2 $ 1 $ 2 $ 5 $ 5 Impaired loans The tables below provide information about our impaired loans. We use the discounted cash flow method as the primary method for valuing impaired loans. Impaired loans Quarter ended Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 (in millions) Average recorded investment Interest income recognized Average recorded investment Interest income recognized Average recorded investment Interest income recognized Impaired loans with an allowance: Wealth management loans and mortgages $ 6 $ — $ 6 $ — $ 7 $ — Commercial — — — — 13 — Commercial real estate — — — — 3 — Foreign — — — — 2 — Total impaired loans with an allowance 6 — 6 — 25 — Impaired loans without an allowance : Wealth management loans and mortgages 2 — 2 — 2 — Commercial real estate — — — — 1 — Total impaired loans without an allowance (a) 2 — 2 — 3 — Total impaired loans $ 8 $ — $ 8 $ — $ 28 $ — (a) When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans. Impaired loans Year-to-date Sept. 30, 2015 Sept. 30, 2014 (in millions) Average recorded investment Interest income recognized Average recorded investment Interest income recognized Impaired loans with an allowance: Wealth management loans and mortgages $ 6 $ — $ 8 $ — Commercial — — 14 — Commercial real estate — — 2 — Foreign — — 4 — Total impaired loans with an allowance 6 — 28 — Impaired loans without an allowance : Wealth management loans and mortgages 2 — 2 — Commercial real estate — — 1 — Total impaired loans without an allowance (a) 2 — 3 — Total impaired loans $ 8 $ — $ 31 $ — (a) When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans. Impaired loans Sept. 30, 2015 Dec. 31, 2014 (in millions) Recorded investment Unpaid principal balance Related allowance (a) Recorded investment Unpaid principal balance Related allowance (a) Impaired loans with an allowance: Wealth management loans and mortgages $ 7 $ 7 $ 1 $ 6 $ 6 $ 1 Commercial real estate — 3 1 — — — Total impaired loans with an allowance 7 10 2 6 6 1 Impaired loans without an allowance : Wealth management loans and mortgages 2 2 N/A 2 2 N/A Commercial real estate — — N/A 1 3 N/A Total impaired loans without an allowance (b) 2 2 N/A 3 5 N/A Total impaired loans (c) $ 9 $ 12 $ 2 $ 9 $ 11 $ 1 (a) The allowance for impaired loans is included in the allowance for loan losses. (b) When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans. (c) Excludes an aggregate of less than $1 million of impaired loans in amounts individually less than $1 million at both Sept. 30, 2015 and Dec. 31, 2014 . The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2015 and Dec. 31, 2014 . Past due loans The table below sets forth information about our past due loans. Past due loans and still accruing interest Sept. 30, 2015 Dec. 31, 2014 Days past due Total past due Days past due Total past due (in millions) 30-59 60-89 >90 30-59 60-89 >90 Commercial real estate $ 51 $ 1 $ 2 $ 54 $ 79 $ — $ — $ 79 Wealth management loans and mortgages 5 3 1 9 45 — 1 46 Other residential mortgages 17 3 7 27 23 3 5 31 Total past due loans $ 73 $ 7 $ 10 $ 90 $ 147 $ 3 $ 6 $ 156 Troubled debt restructurings (“ TDRs”) A modified loan is considered a TDR if the debtor is experiencing financial difficulties and the creditor grants a concession to the debtor that would not otherwise be considered. A TDR may include a transfer of real estate or other assets from the debtor to the creditor, or a modification of the term of the loan. Not all modified loans are considered TDRs. The following table presents TDRs that occurred in the third quarter of 2015 , second quarter of 2015 and third quarter of 2014 . TDRs 3Q15 2Q15 3Q14 Outstanding recorded investment Outstanding recorded investment Outstanding recorded investment (dollars in millions) Number of contracts Pre-modification Post-modification Number of contracts Pre-modification Post-modification Number of contracts Pre-modification Post-modification Other residential mortgages 14 $ 2 $ 3 20 $ 4 $ 5 27 $ 4 $ 5 Total TDRs 14 $ 2 $ 3 20 $ 4 $ 5 27 $ 4 $ 5 Other residential mortgages The modifications of the other residential mortgage loans in the third quarter of 2015 , second quarter of 2015 and third quarter of 2014 consisted of reducing the stated interest rates and in certain cases, a forbearance of default and extending the maturity dates. The modified loans are primarily collateral dependent for which the value is based on the fair value of the collateral. TDRs that subsequently defaulted There were no residential mortgage loans that had been restructured in a TDR during the previous 12 months and have subsequently defaulted in the third quarter of 2015 . Credit quality indicators Our credit strategy is to focus on investment grade names to support cross-selling opportunities and avoid single name/industry concentrations. Each customer is assigned an internal credit rating which is mapped to an external rating agency grade equivalent, if possible, based upon a number of dimensions which are continually evaluated and may change over time. The following tables set forth information about credit quality indicators. Commercial loan portfolio Commercial loan portfolio – Credit risk profile by creditworthiness category Commercial Commercial real estate Financial institutions (in millions) Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Investment grade $ 1,862 $ 1,381 $ 2,638 $ 1,641 $ 14,211 $ 11,576 Non-investment grade 265 261 1,084 889 1,756 1,743 Total $ 2,127 $ 1,642 $ 3,722 $ 2,530 $ 15,967 $ 13,319 The commercial loan portfolio is divided into investment grade and non-investment grade categories based on rating criteria largely consistent with those of the public rating agencies. Each customer in the portfolio is assigned an internal credit rating. These internal credit ratings are generally consistent with the ratings categories of the public rating agencies. Customers with ratings consistent with BBB- (S&P)/Baa3 (Moody’s) or better are considered to be investment grade. Those clients with ratings lower than this threshold are considered to be non-investment grade. Wealth management loans and mortgages Wealth management loans and mortgages – Credit risk profile by internally assigned grade (in millions) Sept. 30, 2015 Dec. 31, 2014 Wealth management loans: Investment grade $ 6,270 $ 5,621 Non-investment grade 114 29 Wealth management mortgages 6,279 5,534 Total $ 12,663 $ 11,184 Wealth management non-mortgage loans are not typically rated by external rating agencies. A majority of the wealth management loans are secured by the customers’ investment management accounts or custody accounts. Eligible assets pledged for these loans are typically investment grade, fixed-income securities, equities and/or mutual funds. Internal ratings for this portion of the wealth management portfolio, therefore, would equate to investment grade external ratings. Wealth management loans are provided to select customers based on the pledge of other types of assets, including business assets, fixed assets or a modest amount of commercial real estate. For the loans collateralized by other assets, the credit quality of the obligor is carefully analyzed, but we do not consider this portfolio of loans to be investment grade. Credit quality indicators for wealth management mortgages are not correlated to external ratings. Wealth management mortgages are typically loans to high-net-worth individuals, which are secured primarily by residential property. These loans are primarily interest-only adjustable rate mortgages with a weighted-average loan-to-value ratio of 61% at origination. In the wealth management portfolio, less than 1% of the mortgages were past due at Sept. 30, 2015 . At Sept. 30, 2015 , the wealth management mortgage portfolio consisted of the following geographic concentrations: California - 22% ; New York - 20% ; Massachusetts - 14% ; Florida - 8% ; and other - 36% . Other residential mortgages The other residential mortgage portfolio primarily consists of 1-4 family residential mortgage loans and totaled $ 1,080 million at Sept. 30, 2015 and $1,222 million at Dec. 31, 2014 . These loans are not typically correlated to external ratings. Included in this portfolio at Sept. 30, 2015 are $301 million of mortgage loans purchased in 2005, 2006 and the first quarter of 2007 that are predominantly prime mortgage loans, with a small portion of Alt-A loans. As of Sept. 30, 2015 , the purchased loans in this portfolio had a weighted-average loan-to-value ratio of 76% at origination and 17% of the serviced loan balance was at least 60 days delinquent. The properties securing the prime and Alt-A mortgage loans were located (in order of concentration) in California, Florida, Virginia, the tri-state area (New York, New Jersey and Connecticut) and Maryland. Overdrafts Overdrafts primarily relate to custody and securities clearance clients and totaled $5,179 million at Sept. 30, 2015 and $5,882 million at Dec. 31, 2014 . Overdrafts occur on a daily basis in the custody and securities clearance business and are generally repaid within two business days. Other loans Other loans primarily includes loans to consumers that are fully collateralized with equities, mutual funds and fixed income securities. Margin loans We had $19,414 million of secured margin loans on our balance sheet at Sept. 30, 2015 compared with $20,034 million at Dec. 31, 2014 . Margin loans are collateralized with marketable securities and borrowers are required to maintain a daily collateral margin in excess of 100% of the value of the loan. We have rarely suffered a loss on these types of loans and do not allocate any of our allowance for credit losses to margin loans. Reverse repurchase agreements Reverse repurchase agreements are transactions fully collateralized with high-quality liquid securities. These transactions carry minimal credit risk and therefore are not allocated an allowance for credit losses.

Goodwill and Intangible Assets

Goodwill and Intangible Assets	9 Months Ended
	Sep. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Intangible Assets	Goodwill and intangible assets Impairment testing Goodwill impairment testing is performed at least annually at the reporting unit level. Intangible assets not subject to amortization are tested annually for impairment or more often if events or circumstances indicate they may be impaired. BNY Mellon’s three business segments include seven reporting units for which goodwill impairment testing is performed on an annual basis. In the second quarter of 2015 , BNY Mellon conducted an annual goodwill impairment test on all seven reporting units. The estimated fair value of the seven reporting units exceeded the carrying value and no goodwill impairment was recognized. Goodwill The tables below provide a breakdown of goodwill by business. Goodwill by business (in millions) Investment (a) Investment Other (a) Consolidated Balance at Dec. 31, 2014 $ 9,328 $ 8,467 $ 74 $ 17,869 Acquisitions/dispositions 10 — (22 ) (12 ) Foreign currency translation (93 ) (80 ) (2 ) (175 ) Other (b) $ (3 ) $ — $ — $ (3 ) Balance at Sept. 30, 2015 $ 9,242 $ 8,387 $ 50 $ 17,679 Goodwill by business (in millions) Investment (a) Investment Other (a) Consolidated Balance at Dec. 31, 2013 $ 9,446 $ 8,550 $ 77 $ 18,073 Acquisition/dispositions — 39 — 39 Foreign currency translation (43 ) (75 ) (2 ) (120 ) Balance at Sept. 30, 2014 $ 9,403 $ 8,514 $ 75 $ 17,992 (a) Includes the reclassification of goodwill associated with Meriten Investment Management from Investment Management to Other segment. (b) Other changes in goodwill include purchase price adjustments and certain other reclassifications. Intangible assets The tables below provide a breakdown of intangible assets by business. Intangible assets – net carrying amount by business (in millions) Investment (a) Investment Other (a) Consolidated Balance at Dec. 31, 2014 $ 1,911 $ 1,355 $ 861 $ 4,127 Acquisitions/dispositions 9 — (9 ) — Amortization (73 ) (122 ) (2 ) (197 ) Foreign currency translation (10 ) (5 ) (1 ) (16 ) Balance at Sept. 30, 2015 $ 1,837 $ 1,228 $ 849 $ 3,914 Intangible assets – net carrying amount by business (in millions) Investment (a) Investment Other (a) Consolidated Balance at Dec. 31, 2013 $ 2,047 $ 1,538 $ 867 $ 4,452 Amortization (89 ) (132 ) (4 ) (225 ) Foreign currency translation (6 ) (5 ) (1 ) (12 ) Balance at Sept. 30, 2014 $ 1,952 $ 1,401 $ 862 $ 4,215 (a) Includes the reclassification of intangible assets associated with Meriten Investment Management from Investment Management to Other segment. The table below provides a breakdown of intangible assets by type. Intangible assets Sept. 30, 2015 Dec. 31, 2014 (in millions) Gross carrying amount Accumulated amortization Net carrying amount Remaining weighted- average amortization period Net carrying amount Subject to amortization: Customer relationships—Investment Management $ 1,719 $ (1,335 ) $ 384 11 years $ 464 Customer contracts—Investment Services 2,316 (1,465 ) 851 10 years 974 Other 76 (66 ) 10 3 years 14 Total subject to amortization 4,111 (2,866 ) 1,245 11 years 1,452 Not subject to amortization: (a) Trade name 1,359 N/A 1,359 N/A 1,360 Customer relationships 1,310 N/A 1,310 N/A 1,315 Total not subject to amortization 2,669 N/A 2,669 N/A 2,675 Total intangible assets $ 6,780 $ (2,866 ) $ 3,914 N/A $ 4,127 (a) Intangible assets not subject to amortization have an indefinite life. N/A - Not applicable. Estimated annual amortization expense for current intangibles for the next five years is as follows: For the year ended Estimated amortization expense (in millions) 2015 $ 263 2016 238 2017 214 2018 181 2019 108

Other Assets

Other Assets	9 Months Ended
	Sep. 30, 2015
Other Assets [Abstract]
Other Assets	Other assets Other assets Sept. 30, Dec. 31, (in millions) 2015 2014 Accounts receivable $ 4,808 $ 4,166 Corporate/bank owned life insurance 4,666 4,598 Equity in joint venture and other investments (a) 3,037 3,287 Fails to deliver 2,089 1,351 Software 1,352 1,332 Income taxes receivable 1,304 2,142 Fair value of hedging derivatives 790 851 Prepaid pension assets 645 708 Prepaid expenses 478 451 Due from customers on acceptances 298 247 Other 2,682 1,357 Total other assets $ 22,149 $ 20,490 (a) Includes Federal Reserve Bank stock of $452 million and $447 million , respectively, at cost. Certain seed capital and private equity investments valued using net asset value per share In our Investment Management business, we manage investment assets, including equities, fixed income, money market and alternative investment funds for institutions and other investors. As part of that activity we make seed capital investments in certain funds. BNY Mellon also holds private equity investments, which consist of investments in private equity funds, mezzanine financings, small business investment companies (“SBICs”) and direct equity investments. Seed capital and private equity investments are included in other assets. The fair value of certain of these investments has been estimated using the net asset value (“NAV”) per share of BNY Mellon’s ownership interest in the funds. The table below presents information about BNY Mellon’s investments in seed capital and private equity investments that have been valued using NAV. Seed capital and private equity investments valued using NAV Sept. 30, 2015 Dec. 31, 2014 (dollar amounts in millions) Fair value Unfunded commitments Redemption frequency Redemption notice period Fair value Unfunded commitments Redemption frequency Redemption notice period Seed capital and other funds (a) $ 69 $ 1 Daily-quarterly 0-180 days $ 307 $ — Daily-quarterly 0-180 days Private equity investments (b)(c) 34 59 N/A N/A 35 45 N/A N/A Total $ 103 $ 60 $ 342 $ 45 (a) Other funds include various leveraged loans, structured credit funds and hedge funds. Redemption notice periods vary by fund. (b) Private equity funds primarily include numerous venture capital funds that invest in various sectors of the economy. Private equity funds do not have redemption rights. Distributions from such funds will be received as the underlying investments in the funds are liquidated. (c) Includes investments and unfunded commitments related to SBICs, which are compliant with the Volcker Rule, of $34 million and $59 million , respectively, at Sept. 30, 2015 and $18 million and $45 million , respectively, at Dec. 31, 2014 . N/A - Not applicable. Qualified affordable housing project investments We invest in affordable housing projects primarily to satisfy the Company’s CRA requirements. Our total investment in qualified affordable housing projects totaled $872 million at Sept. 30, 2015 and $853 million at Dec. 31, 2014 . Commitments to fund future investments in qualified affordable housing projects totaled $337 million at Sept. 30, 2015 and $358 million at Dec. 31, 2014 . A summary of the commitments to fund future investments is as follows: 2015 — $51 million ; 2016 — $129 million ; 2017 — $84 million ; 2018 — $62 million ; 2019 — $1 million and 2020 and thereafter— $10 million . Tax credits and other tax benefits recognized were $33 million in the third quarter of 2015 , $32 million in the third quarter of 2014 , $32 million in the second quarter of 2015 , $98 million in the first nine months of 2015 and $94 million in the first nine months of 2014 . Amortization expense included in the provision for income taxes was $23 million in the third quarter of 2015 , $23 million in the third quarter of 2014 , $27 million in the second quarter of 2015 , $74 million in the first nine months of 2015 and $69 million in the first nine months of 2014 .

Net Interest Revenue

Net Interest Revenue	9 Months Ended
	Sep. 30, 2015
Interest Revenue (Expense), Net [Abstract]
Net Interest Revenue	Net interest revenue The following table provides the components of net interest revenue presented on the Consolidated Income Statement. Net interest revenue Quarter ended Year-to-date (in millions) Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Interest revenue Non-margin loans $ 188 $ 179 $ 174 $ 540 $ 519 Margin loans 53 51 48 154 134 Securities: Taxable 453 468 398 1,360 1,186 Exempt from federal income taxes 20 21 24 63 78 Total securities 473 489 422 1,423 1,264 Deposits with banks 24 28 58 82 208 Deposits with the Federal Reserve and other central banks 43 43 51 131 152 Federal funds sold and securities purchased under resale agreements 39 36 24 105 60 Trading assets 18 21 32 57 95 Total interest revenue 838 847 809 2,492 2,432 Interest expense Deposits 9 8 24 32 70 Federal funds purchased and securities sold under repurchase agreements (1 ) (1 ) (4 ) (5 ) (11 ) Trading liabilities 2 3 6 7 21 Other borrowed funds 2 3 1 7 4 Commercial paper 1 1 1 2 1 Customer payables 1 2 2 5 6 Long-term debt 65 52 58 178 173 Total interest expense 79 68 88 226 264 Net interest revenue $ 759 $ 779 $ 721 $ 2,266 $ 2,168

Employee Benefit Plans

Employee Benefit Plans	9 Months Ended
	Sep. 30, 2015
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Employee Benefit Plans	Employee benefit plans The components of net periodic benefit cost are as follows. Net periodic benefit cost (credit) Quarter ended Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 (in millions) Domestic pension benefits Foreign pension benefits Health care benefits Domestic pension benefits Foreign pension benefits Health care benefits Domestic pension benefits Foreign pension benefits Health care benefits Service cost $ — $ 8 $ 1 $ 15 $ 8 $ 1 $ 14 $ 9 $ 1 Interest cost 42 10 2 42 10 2 45 11 3 Expected return on assets (83 ) (13 ) (2 ) (83 ) (13 ) (2 ) (79 ) (15 ) (2 ) Curtailment (gain) — — — — — — — — — Other 26 6 — 26 6 — 28 4 — Net periodic benefit cost (credit) $ (15 ) $ 11 $ 1 $ — $ 11 $ 1 $ 8 $ 9 $ 2 Net periodic benefit cost (credit) Year-to-date Sept. 30, 2015 Sept. 30, 2014 (in millions) Domestic pension benefits Foreign pension benefits Health care benefits Domestic pension benefits Foreign pension benefits Health care benefits Service cost $ 30 $ 24 $ 3 $ 42 $ 27 $ 3 Interest cost 127 30 6 135 33 9 Expected return on assets (249 ) (39 ) (6 ) (237 ) (45 ) (6 ) Curtailment (gain) (30 ) — — — — — Other 83 18 — 86 12 — Net periodic benefit cost (credit) $ (39 ) $ 33 $ 3 $ 26 $ 27 $ 6

Restructuring Charges

Restructuring Charges	9 Months Ended
	Sep. 30, 2015
Restructuring Charges [Abstract]
Restructuring Charges	Restructuring charges Aggregate restructuring charges are included in M&I, litigation and restructuring charges on the income statement. Restructuring charges recorded in 2014 relate to corporate-level initiatives and were therefore recorded in the Other segment. Severance payments are primarily paid over the salary continuance period in accordance with the separation plan. In the third quarter of 2015 , we recorded total restructuring net recovery of $2 million . Streamlining actions In the second quarter of 2014, we disclosed streamlining actions which included rationalizing our staff and simplifying and automating global processes primarily related to actions taken across investment services, technology, and operations. The initial restructuring charge consisted of $125 million of severance costs. In the third quarter of 2015 , we recorded total restructuring charges of $15 million primarily related to severance. The following table presents the activity in the reserve through Sept. 30, 2015 . Streamlining actions 2014 – restructuring reserve activity (in millions) Total Original restructuring charge $ 125 Net additional charges 65 Utilization (141 ) Balance at June 30, 2015 $ 49 Net additional charges 15 Utilization (14 ) Balance at Sept. 30, 2015 $ 50 The table below presents the restructuring charge if it had been allocated by business. Streamlining actions 2014 – restructuring charge by business Total charges since inception (in millions) 3Q15 2Q15 Investment Management $ 7 $ 5 $ 35 Investment Services 5 (1 ) 89 Other segment (including Business Partners) 3 4 81 Total restructuring charge (recovery) $ 15 $ 8 $ 205 Operational Excellence Initiatives In 2011, we announced our Operational Excellence Initiatives which include an expense reduction initiative impacting approximately 1,500 positions, as well as additional initiatives to transform operations, technology and corporate services that will increase productivity and reduce the growth rate of expenses. We recorded a pre-tax restructuring charge of $107 million related to the Operational Excellence Initiatives in 2011. This charge consisted of $78 million of severance costs and $29 million primarily for operating lease-related items and consulting costs. There was an $8 million additional recovery recorded in the third quarter of 2015 related to this program. The following table presents the activity in the restructuring reserve related to the Operational Excellence Initiatives through Sept. 30, 2015 . Operational Excellence Initiatives 2011 – restructuring reserve activity (in millions) Severance Other Total Original restructuring charge $ 78 $ 29 $ 107 Net additional charges (net recovery/gain) 91 (57 ) 34 Utilization (149 ) 28 (121 ) Balance at June 30, 2015 20 — 20 Net additional charges (recovery) (8 ) — (8 ) Utilization (2 ) — (2 ) Balance at Sept. 30, 2015 $ 10 $ — $ 10 The table below presents the restructuring charge if it had been allocated by business. Operational Excellence Initiatives 2011 – restructuring charge (recovery) by business Total charges since inception (in millions) 3Q15 2Q15 Investment Management $ (3 ) $ — $ 48 Investment Services (2 ) — 82 Other segment (including Business Partners) (3 ) — 3 Total restructuring charge (recovery) $ (8 ) $ — $ 133

Income Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2015
Income Tax Disclosure [Abstract]
Income Taxes	Income taxes BNY Mellon recorded an income tax provision of $282 million ( 25.4% effective tax rate) in the third quarter of 2015 and $556 million ( 33.5% effective tax rate) in the third quarter of 2014 . Both effective tax rates primarily reflect tax benefits from foreign operations and tax-exempt income. The gains related to the sales of our equity investment in Wing Hang and our One Wall Street building and litigation expense recorded in the third quarter of 2014 primarily increased the effective tax rate by 7.1% . Our total tax reserves as of Sept. 30, 2015 were $668 million compared with $665 million at June 30, 2015 . If these tax reserves were unnecessary, $668 million would affect the effective tax rate in future periods. We recognize accrued interest and penalties, if applicable, related to income taxes in income tax expense. Included in the balance sheet at Sept. 30, 2015 is accrued interest, where applicable, of $201 million . The additional tax expense related to interest for the nine months ended Sept. 30, 2015 was $4 million compared with an additional tax benefit of $1 million for the nine months ended Sept. 30, 2014 . It is reasonably possible the total reserve for uncertain tax positions could decrease within the next 12 months by approximately $110 million as a result of adjustments related to tax years that are still subject to examination. On Nov. 10, 2009, BNY Mellon filed a petition with the U.S. Tax Court challenging the IRS’s disallowance of certain foreign tax credits claimed for the 2001 and 2002 tax years. Trial was held from April 16 to May 17, 2012. On Feb. 11, 2013, BNY Mellon received an adverse decision from the U.S. Tax Court. On Sept. 23, 2013, the U.S. Tax Court amended its prior ruling to allow BNY Mellon an interest expense deduction and to exclude certain items from taxable income. The net impact of the court rulings for all years involved and related interest decreased after-tax income in 2013 by $593 million . The U.S. Tax Court ruling was finalized on Feb. 20, 2014. On March 5, 2014, BNY Mellon appealed the decision to the Second Circuit Court of Appeals. On Sept. 25, 2014, the government filed its response to our appeal. On Sept. 9, 2015, the Second Circuit affirmed the Tax Court decision. BNY Mellon intends to seek review by the United States Supreme Court. See Note 18 of the Notes to Consolidated Financial Statements for additional information. Our federal income tax returns are closed to examination through 2010. Our New York State and New York City income tax returns are closed to examination through 2010. Our UK income tax returns are closed to examination through 2012.

Securitizations and Variable In

Securitizations and Variable Interest Entities	9 Months Ended
	Sep. 30, 2015
Securitizations And Variable Interest Entities Disclosure [Abstract]
Securitizations and variable interest entities	Securitizations and variable interest entities BNY Mellon’s VIEs generally include retail, institutional and alternative investment funds, including collateralized loan obligation structures in which we provide asset management services. The funds are offered to our retail and institutional clients to provide them with access to investment vehicles with specific investment objectives and strategies that address the client’s investment needs. BNY Mellon earns management fees from these funds as well as performance fees in certain funds and may also provide start-up capital for its new funds. The VIEs are primarily financed by our customer’s investments in the funds’ equity or debt. These VIEs are included in the scope of ASU 2015-02 and are reviewed for consolidation based on the guidance in ASC 810. We reconsider and reassess whether or not we are the primary beneficiary of a VIE when governing documents or contractual arrangements are changed which would reallocate the obligation to absorb expected losses or receive expected residual returns between BNY Mellon and the other investors, when BNY Mellon disposes of its variable interests in the fund or when additional variable interests are issued to other investors and when we acquire additional variable interests in the VIE. The following tables present the incremental assets and liabilities included in BNY Mellon’s consolidated financial statements, after applying intercompany eliminations, as of Sept. 30, 2015 based on the assessments performed in accordance with ASC 810, as amended by ASU 2015-02, and as of Dec. 31, 2014 based on the assessments performed in accordance with ASC 810, prior to the adoption of ASU 2015-02. The net assets of any consolidated VIE are solely available to settle the liabilities of the VIE and to settle any investors’ ownership liquidation requests, including any seed capital invested in the VIE by BNY Mellon. Investments consolidated under ASC 810 as amended by ASU 2015-02 at Sept. 30, 2015 (in millions) Investment Management funds Securitizations Total consolidated investments Available-for-sale securities $ — $ 400 $ 400 Trading assets 2,087 — 2,087 Other assets 210 — 210 Total assets $ 2,297 (a) $ 400 $ 2,697 Trading liabilities $ 1,072 $ — $ 1,072 Other liabilities 91 362 453 Total liabilities $ 1,163 (a) $ 362 $ 1,525 Nonredeemable noncontrolling interests $ 782 (a) $ — $ 782 (a) Includes VMEs with assets of $91 million , liabilities of $1 million and nonredeemable noncontrolling interests of $3 million . Investments consolidated under ASC 810 and ASU 2009-17 at Dec. 31, 2014 (in millions) Investment Management funds Securitizations Total consolidated investments Available-for-sale securities $ — $ 414 $ 414 Trading assets 8,678 — 8,678 Other assets 604 — 604 Total assets $ 9,282 (a) $ 414 $ 9,696 Trading liabilities $ 7,660 $ — $ 7,660 Other liabilities 9 363 372 Total liabilities $ 7,669 (a) $ 363 $ 8,032 Nonredeemable noncontrolling interests $ 1,033 (a) $ — $ 1,033 (a) Includes VMEs with assets of $855 million , liabilities of $148 million and nonredeemable noncontrolling interests of $544 million . BNY Mellon is not contractually required to provide financial or any other support to any of our VIEs. Additionally, creditors of any consolidated VIEs do not have any recourse to the general credit of BNY Mellon. Non-consolidated VIEs As of Sept. 30, 2015 and Dec. 31, 2014 , the following assets related to the VIEs where BNY Mellon is not the primary beneficiary are included in our consolidated financial statements. Non-consolidated VIEs at Sept. 30, 2015 (in millions) Assets Liabilities Maximum loss exposure Other $ 175 $ — $ 175 Non-consolidated VIEs at Dec. 31, 2014 (in millions) Assets Liabilities Maximum loss exposure Other $ 148 $ — $ 148 The maximum loss exposure indicated in the above tables relates solely to BNY Mellon’s seed capital or residual interests invested in the VIEs.

Preferred Stock

Preferred Stock	9 Months Ended
	Sep. 30, 2015
Stockholders' Equity Note [Abstract]
Preferred Stock	Preferred stock BNY Mellon has 100 million authorized shares of preferred stock with a par value of $0.01 . The table below summarizes BNY Mellon’s preferred stock issued and outstanding at Sept. 30, 2015 and Dec. 31, 2014 . Preferred stock summary Liquidation preference per share (in dollars) Total shares issued and outstanding Carrying value (a) (dollars in millions, unless otherwise noted) Per annum dividend rate Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Series A Noncumulative Perpetual Preferred Stock Greater of (i) three-month LIBOR plus 0.565% for the related distribution period; or (ii) 4.000% $ 100,000 5,001 5,001 $ 500 $ 500 Series C Noncumulative Perpetual Preferred Stock 5.2 % $ 100,000 5,825 5,825 568 568 Series D Noncumulative Perpetual Preferred Stock 4.50% commencing Dec. 20, 2013 to but excluding June 20, 2023, then a floating rate equal to the three-month LIBOR plus 2.46% $ 100,000 5,000 5,000 494 494 Series E Noncumulative Perpetual Preferred Stock 4.95% commencing Dec. 20, 2015 to and including June 20, 2020, then a floating rate equal to the three-month LIBOR plus 3.42% $ 100,000 10,000 — 990 — Total 25,826 15,826 $ 2,552 $ 1,562 (a) The carrying value of the Series C, Series D and Series E preferred stock is recorded net of issuance costs . Holders of both the Series A and Series C preferred stock are entitled to receive dividends on each dividend payment date (March 20, June 20, September 20 and December 20 of each year), if declared by BNY Mellon’s Board of Directors. Holders of the Series D preferred stock are entitled to receive dividends, if declared by our board of directors, on each June 20 and December 20, to but excluding June 20, 2023; and on each March 20, June 20, September 20 and December 20, from and including June 20, 2023. Holders of the Series E preferred stock are entitled to receive dividends, if declared by our board of directors, on each June 20 and December 20, to and including June 20, 2020; and on each March 20, June 20, September 20 and December 20, from and including September 20, 2020. BNY Mellon’s ability to declare or pay dividends on, or purchase, redeem or otherwise acquire, shares of our common stock or any of our shares that rank junior to the preferred stock as to the payment of dividends and/or the distribution of any assets on any liquidation, dissolution or winding-up of BNY Mellon will be prohibited, subject to certain restrictions, in the event that we do not declare and pay in full preferred dividends for the then current dividend period of the Series A preferred stock or the last preceding dividend period of the Series C, Series D and Series E preferred stock. All of the outstanding shares of the Series A preferred stock are owned by Mellon Capital IV, which will pass through any dividend on the Series A preferred stock to the holders of its Normal Preferred Capital Securities. All of the outstanding shares of the Series C, Series D and Series E preferred stock are held by the depositary of the depositary shares, which will pass through the applicable portion of any dividend on the Series C, Series D and Series E preferred stock to the holders of record of their respective depositary shares. On Sept. 21, 2015, The Bank of New York Mellon Corporation paid the following dividends for the noncumulative perpetual preferred stock for the dividend period ending in September 2015 to holders of record as of the close of business on Sept. 5, 2015: • $1,011.11 per share on the Series A Preferred Stock (equivalent to $10.1111 per Normal Preferred Capital Security of Mellon Capital IV, each representing 1/100th interest in a share of Series A Preferred Stock); and • $1,300.00 per share on the Series C Preferred Stock (equivalent to $0.3250 per depositary share, each representing a 1/4,000th interest in a share of the Series C Preferred Stock). The preferred stock is not subject to the operation of a sinking fund and is not convertible into, or exchangeable for, shares of our common stock or any other class or series of our other securities. Subject to the restrictions in BNY Mellon’s 2007 replacement capital covenant, subsequently amended on May 8 and Sept. 11, 2012, we may redeem the Series A preferred stock, in whole or in part, at our option. We may also, at our option, redeem the shares of the Series C preferred stock in whole or in part, on or after the dividend payment date in September 2017, the Series D preferred stock in whole or in part, on or after the dividend payment date in June 2023 and the Series E preferred stock in whole or in part, on or after the dividend payment date in June 2020. The Series C, Series D or Series E preferred stock can be redeemed in whole but not in part at any time within 90 days following a regulatory capital treatment event (as defined in each of the Series C, Series D and Series E’s Certificates of Designation). Terms of the Series A, Series C, Series D and Series E preferred stock are more fully described in each of their Certificate of Designations, each of which is filed as an Exhibit to this Form 10-Q.

Other Comprehensive Income (Los

Other Comprehensive Income (Loss)	9 Months Ended
	Sep. 30, 2015
Equity [Abstract]
Other Comprehensive Income (Loss)	Other comprehensive income (loss) Components of other comprehensive income (loss) Quarter ended Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 (in millions) Pre-tax amount Tax (expense) benefit After-tax amount Pre-tax amount Tax (expense) benefit After-tax amount Pre-tax amount Tax (expense) benefit After-tax amount Foreign currency translation: Foreign currency translation adjustments arising during the period $ (132 ) $ (31 ) $ (163 ) $ 239 $ 90 $ 329 $ (505 ) $ (84 ) $ (589 ) Total foreign currency translation (132 ) (31 ) (163 ) 239 90 329 (505 ) (84 ) (589 ) Unrealized gain (loss) on assets available-for-sale: Unrealized gain (loss) arising during period (3 ) 10 7 (499 ) 141 (358 ) (18 ) 22 4 Reclassification adjustment (a) (22 ) 8 (14 ) (16 ) 6 (10 ) (20 ) 7 (13 ) Net unrealized gain (loss) on assets available-for-sale (25 ) 18 (7 ) (515 ) 147 (368 ) (38 ) 29 (9 ) Defined benefit plans: Net gain (loss) arising during the period 3 (1 ) 2 — — — — — — Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a) 32 (11 ) 21 32 (11 ) 21 31 (12 ) 19 Total defined benefit plans 35 (12 ) 23 32 (11 ) 21 31 (12 ) 19 Unrealized gain (loss) on cash flow hedges: Unrealized hedge gain (loss) arising during period (3 ) (6 ) (9 ) 1 1 2 15 (6 ) 9 Reclassification adjustment (a) 3 6 9 11 (4 ) 7 (31 ) 10 (21 ) Net unrealized gain (loss) on cash flow hedges — — — 12 (3 ) 9 (16 ) 4 (12 ) Total other comprehensive income (loss) $ (122 ) $ (25 ) $ (147 ) $ (232 ) $ 223 $ (9 ) $ (528 ) $ (63 ) $ (591 ) (a) The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement. Components of other comprehensive income (loss) Year-to-date Sept. 30, 2015 Sept. 30, 2014 (in millions) Pre-tax amount Tax (expense) benefit After-tax amount Pre-tax amount Tax (expense) benefit After-tax amount Foreign currency translation: Foreign currency translation adjustments arising during the period $ (396 ) $ (39 ) $ (435 ) $ (432 ) $ (43 ) $ (475 ) Total foreign currency translation (396 ) (39 ) (435 ) (432 ) (43 ) (475 ) Unrealized gain (loss) on assets available-for-sale: Unrealized gain (loss) arising during period (300 ) 83 (217 ) 519 (143 ) 376 Reclassification adjustment (a) (62 ) 23 (39 ) (60 ) 20 (40 ) Net unrealized gain (loss) on assets available-for-sale (362 ) 106 (256 ) 459 (123 ) 336 Defined benefit plans: Net gain (loss) arising during the period (182 ) 75 (107 ) — — — Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a) 71 (24 ) 47 92 (37 ) 55 Total defined benefit plans (111 ) 51 (60 ) 92 (37 ) 55 Unrealized gain (loss) on cash flow hedges: Unrealized hedge gain (loss) arising during period — — — 18 (9 ) 9 Reclassification adjustment (a) 11 (3 ) 8 (34 ) 12 (22 ) Net unrealized gain (loss) on cash flow hedges 11 (3 ) 8 (16 ) 3 (13 ) Total other comprehensive income (loss) $ (858 ) $ 115 $ (743 ) $ 103 $ (200 ) $ (97 ) (a) The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.

Fair Value Measurement

Fair Value Measurement	9 Months Ended
	Sep. 30, 2015
Fair Value Disclosures [Abstract]
Fair Value Measurement	Fair value measurement Fair value is defined as the price that would be received to sell an asset, or paid to transfer a liability, in an orderly transaction between market participants at the measurement date. A three-level hierarchy for fair value measurements is utilized based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date. BNY Mellon’s own creditworthiness is considered when valuing liabilities. See Note 20 of the Notes to Consolidated Financial Statements in our 2014 Annual Report for information on how we determine fair value and the fair value hierarchy. The following tables present the financial instruments carried at fair value at Sept. 30, 2015 and Dec. 31, 2014 , by caption on the consolidated balance sheet and by valuation hierarchy (as described above). We have included credit ratings information in certain of the tables because the information indicates the degree of credit risk to which we are exposed, and significant changes in ratings classifications could result in increased risk for us. There were no material transfers between Level 1 and Level 2 during the third quarter of 2015. Assets measured at fair value on a recurring basis at Sept. 30, 2015 (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Total carrying Available-for-sale securities: U.S. Treasury $ 12,513 $ — $ — $ — $ 12,513 U.S. Government agencies — 431 — — 431 Sovereign debt/sovereign guaranteed 35 14,061 — — 14,096 State and political subdivisions (b) — 4,304 11 — 4,315 Agency RMBS — 23,335 — — 23,335 Non-agency RMBS — 841 — — 841 Other RMBS — 1,311 — — 1,311 Commercial MBS — 1,568 — — 1,568 Agency commercial MBS — 3,762 — — 3,762 Asset-backed CLOs — 2,291 — — 2,291 Other asset-backed securities — 3,129 — — 3,129 Equity securities 4 — — — 4 Money market funds (b) 770 — — — 770 Corporate bonds — 1,822 — — 1,822 Other debt securities — 2,248 — — 2,248 Foreign covered bonds 2,038 270 — — 2,308 Non-agency RMBS (c) — 1,938 — — 1,938 Total available-for-sale securities 15,360 61,311 11 — 76,682 Trading assets: Debt and equity instruments (b) 561 1,971 — — 2,532 Derivative assets not designated as hedging: Interest rate 28 11,454 — (8,893 ) 2,589 Foreign exchange — 4,222 — (2,782 ) 1,440 Equity 41 115 — (72 ) 84 Total derivative assets not designated as hedging 69 15,791 — (11,747 ) 4,113 Total trading assets 630 17,762 — (11,747 ) 6,645 Loans — 338 — — 338 Other assets: Derivative assets designated as hedging: Interest rate — 648 — — 648 Foreign exchange — 142 — — 142 Total derivative assets designated as hedging — 790 — — 790 Other assets (d) 198 109 — — 307 Other assets measured at net asset value 103 Total other assets 198 899 — — 1,200 Subtotal assets of operations at fair value 16,188 80,310 11 (11,747 ) 84,865 Percentage of assets prior to netting 17 % 83 % — % Assets of consolidated investment management funds: Trading assets 370 1,717 — — 2,087 Other assets 197 13 — — 210 Total assets of consolidated investment management funds 567 1,730 — — 2,297 Total assets $ 16,755 $ 82,040 $ 11 $ (11,747 ) $ 87,162 Percentage of assets prior to netting 17 % 83 % — % Liabilities measured at fair value on a recurring basis at Sept. 30, 2015 (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Total carrying Trading liabilities: Debt and equity instruments $ 246 $ 154 $ — $ — $ 400 Derivative liabilities not designated as hedging: Interest rate 17 11,406 — (8,991 ) 2,432 Foreign exchange — 4,179 — (2,352 ) 1,827 Equity and other contracts 18 133 — (54 ) 97 Total derivative liabilities not designated as hedging 35 15,718 — (11,397 ) 4,356 Total trading liabilities 281 15,872 — (11,397 ) 4,756 Long-term debt (b) — 362 — — 362 Other liabilities - derivative liabilities designated as hedging: Interest rate — 470 — — 470 Foreign exchange — 48 — — 48 Total other liabilities - derivative liabilities designated as hedging — 518 — — 518 Subtotal liabilities of operations at fair value 281 16,752 — (11,397 ) 5,636 Percentage of liabilities prior to netting 2 % 98 % — % Liabilities of consolidated investment management funds: Trading liabilities — 1,072 — — 1,072 Other liabilities 1 90 — — 91 Total liabilities of consolidated investment management funds 1 1,162 — — 1,163 Total liabilities $ 282 $ 17,914 $ — $ (11,397 ) $ 6,799 Percentage of liabilities prior to netting 2 % 98 % — % (a) ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product. (b) Includes certain interests in securitizations. (c) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (d) Includes private equity investments and seed capital. Assets measured at fair value on a recurring basis at Dec. 31, 2014 (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Total carrying value Available-for-sale securities: U.S. Treasury $ 19,997 $ — $ — $ — $ 19,997 U.S. Government agencies — 343 — — 343 Sovereign debt/sovereign guaranteed 40 17,244 — — 17,284 State and political subdivisions (b) — 5,236 11 — 5,247 Agency RMBS — 32,600 — — 32,600 Non-agency RMBS — 953 — — 953 Other RMBS — 1,551 — — 1,551 Commercial MBS — 1,959 — — 1,959 Agency commercial MBS — 3,132 — — 3,132 Asset-backed CLOs — 2,130 — — 2,130 Other asset-backed securities — 3,240 — — 3,240 Equity securities 95 — — — 95 Money market funds (b) 763 — — — 763 Corporate bonds — 1,785 — — 1,785 Other debt securities — 2,169 — — 2,169 Foreign covered bonds 2,250 618 — — 2,868 Non-agency RMBS (c) — 2,214 — — 2,214 Total available-for-sale securities 23,145 75,174 11 — 98,330 Trading assets: Debt and equity instruments (b) 2,204 2,217 — — 4,421 Derivative assets not designated as hedging: Interest rate 7 17,137 6 (13,942 ) 3,208 Foreign exchange — 6,280 — (4,246 ) 2,034 Equity 96 278 3 (159 ) 218 Total derivative assets not designated as hedging 103 23,695 9 (18,347 ) 5,460 Total trading assets 2,307 25,912 9 (18,347 ) 9,881 Loans — 21 — — 21 Other assets : Derivative assets designated as hedging: Interest rate — 477 — — 477 Foreign exchange — 374 — — 374 Total derivative assets designated as hedging — 851 — — 851 Other assets (d)(e) 174 514 35 — 723 Other assets measured at net asset value (e) 342 Total other assets 174 1,365 35 — 1,916 Subtotal assets of operations at fair value 25,626 102,472 55 (18,347 ) 110,148 Percentage of assets prior to netting 20 % 80 % — % Assets of consolidated investment management funds: Trading assets 100 8,578 — — 8,678 Other assets 457 147 — — 604 Total assets of consolidated investment management funds 557 8,725 — — 9,282 Total assets $ 26,183 $ 111,197 $ 55 $ (18,347 ) $ 119,430 Percentage of assets prior to netting 19 % 81 % — % Liabilities measured at fair value on a recurring basis at Dec. 31, 2014 (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Total carrying value Trading liabilities: Debt and equity instruments $ 367 $ 294 $ — $ — $ 661 Derivative liabilities not designated as hedging: Interest rate 3 17,645 6 (14,467 ) 3,187 Foreign exchange — 6,367 — (3,149 ) 3,218 Equity and other contracts 47 499 3 (181 ) 368 Total derivative liabilities not designated as hedging 50 24,511 9 (17,797 ) 6,773 Total trading liabilities 417 24,805 9 (17,797 ) 7,434 Long-term debt ( b ) — 347 — — 347 Other liabilities: Derivative liabilities designated as hedging: Interest rate — 385 — — 385 Foreign exchange — 62 — — 62 Total derivative liabilities designated as hedging — 447 — — 447 Other liabilities 4 — — — 4 Total other liabilities 4 447 — — 451 Subtotal liabilities of operations at fair value 421 25,599 9 (17,797 ) 8,232 Percentage of liabilities prior to netting 2 % 98 % — % Liabilities of consolidated investment management funds: Trading liabilities — 7,660 — — 7,660 Other liabilities 1 8 — — 9 Total liabilities of consolidated investment management funds 1 7,668 — — 7,669 Total liabilities $ 422 $ 33,267 $ 9 $ (17,797 ) $ 15,901 Percentage of liabilities prior to netting 1 % 99 % — % (a) ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product. (b) Includes certain interests in securitizations. (c) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (d) Includes private equity investments and seed capital. (e) Other assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 of the Notes to Consolidated Financial Statements for additional information. Details of certain items measured at fair value on a recurring basis Sept. 30, 2015 Dec. 31, 2014 Total carrying value (a) Ratings Total carrying value (a) Ratings AAA/ AA- A+/ A- BBB+/ BBB- BB+ and lower AAA/ AA- A+/ A- BBB+/ BBB- BB+ and lower (dollar amounts in millions) Non-agency RMBS, originated in: 2007 $ 70 — % — % — % 100 % $ 78 — % — % — % 100 % 2006 129 — — — 100 138 — — — 100 2005 247 2 23 16 59 284 — 21 19 60 2004 and earlier 395 4 4 26 66 453 3 5 27 65 Total non-agency RMBS $ 841 2 % 9 % 17 % 72 % $ 953 1 % 9 % 19 % 71 % Commercial MBS - Domestic, originated in: 2009-2015 $ 653 84 % 16 % — % — % $ 639 83 % 17 % — % — % 2008 17 100 — — — 19 100 — — — 2007 320 63 21 16 — 353 65 21 14 — 2006 476 79 21 — — 599 83 17 — — 2005 38 100 — — — 271 100 — — — 2004 and earlier — — — — — 6 100 — — — Total commercial MBS - Domestic $ 1,504 79 % 18 % 3 % — % $ 1,887 82 % 15 % 3 % — % Foreign covered bonds: Canada $ 1,074 100 % — % — % — % $ 1,266 100 % — % — % — % United Kingdom 420 100 — — — 690 100 — — — Netherlands 221 100 — — — 244 100 — — — Other 593 100 — — — 668 100 — — — Total foreign covered bonds $ 2,308 100 % — % — % — % $ 2,868 100 % — % — % — % European floating rate notes - available-for-sale: United Kingdom $ 994 85 % 15 % — % — % $ 1,172 83 % 17 % — % — % Netherlands 236 100 — — — 296 100 — — — Ireland 125 — — — 100 144 — — — 100 Other 19 100 — — — 25 99 1 — — Total European floating rate notes - available-for-sale $ 1,374 80 % 11 % — % 9 % $ 1,637 79 % 12 % — % 9 % Sovereign debt/sovereign guaranteed: United Kingdom $ 3,040 100 % — % — % — % $ 5,076 100 % — % — % — % France 2,530 100 — — — 3,550 100 — — — Spain 1,939 — — 100 — 1,978 — — 100 — Germany 1,776 100 — — — 1,522 100 — — — Italy 1,403 — — 100 — 1,427 — — 100 — Belgium 1,387 100 — — — 829 100 — — — Netherlands 920 100 — — — 1,800 100 — — — Ireland 793 — 18 82 — 672 — — 100 — Other 308 72 — 28 — 430 81 — 19 — Total sovereign debt/sovereign guaranteed $ 14,096 70 % 1 % 29 % — % $ 17,284 76 % — % 24 % — % Non-agency RMBS (b) , originated in: 2007 $ 546 — % — % — % 100 % $ 620 — % — % — % 100 % 2006 572 — — 1 99 653 — — 1 99 2005 633 — 2 1 97 727 — 3 1 96 2004 and earlier 187 — 3 9 88 214 — 4 7 89 Total non-agency RMBS (b) $ 1,938 — % 1 % 1 % 98 % $ 2,214 — % 1 % 1 % 98 % (a) At Sept. 30, 2015 and Dec. 31, 2014, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy. (b) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. Changes in Level 3 fair value measurements Our classification of a financial instrument in Level 3 of the valuation hierarchy is based on the significance of the unobservable factors to the overall fair value measurement. However, these instruments generally include other observable components that are actively quoted or validated to third-party sources; accordingly, the gains and losses in the table below include changes in fair value due to observable parameters as well as the unobservable parameters in our valuation methodologies. We also frequently manage the risks of Level 3 financial instruments using securities and derivatives positions that are Level 1 or 2 instruments which are not included in the table; accordingly, the gains or losses below do not reflect the effect of our risk management activities related to the Level 3 instruments. The Company has a Level 3 Pricing Committee which evaluates the valuation techniques used in determining the fair value of Level 3 assets and liabilities. The tables below include a roll forward of the balance sheet amounts for the three and nine months ended Sept. 30, 2015 and 2014 (including the change in fair value), for financial instruments classified in Level 3 of the valuation hierarchy. Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2015 Available-for-sale securities Trading assets Total assets (in millions) State and political subdivisions Derivative assets (a) Other assets Fair value at June 30, 2015 $ 11 $ 1 $ 28 $ 40 Transfers out of Level 3 — — — — Total gains or (losses) for the period: Included in earnings (or changes in net assets) — (b) — (c) 10 (d) 10 Sales and settlements: Sales — — (38 ) (38 ) Settlements — (1 ) — (1 ) Fair value at Sept. 30, 2015 $ 11 $ — $ — $ 11 Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period $ — $ — $ — (a) Derivative assets are reported on a gross basis. (b) Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses). (c) Reported in foreign exchange and other trading revenue. (d) Reported in investment and other income. Fair value measurements for liabilities using significant unobservable inputs for the three months ended Sept. 30, 2015 Trading liabilities Total liabilities (in millions) Derivative liabilities (a) Fair value at June 30, 2015 $ 1 $ 1 Transfers out of Level 3 — — Total (gains) or losses for the period: Included in earnings (or changes in net liabilities) — (b) — Settlements (1 ) (1 ) Fair value at Sept. 30, 2015 $ — $ — Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period $ — $ — (a) Derivative liabilities are reported on a gross basis. (b) Reported in foreign exchange and other trading revenue. Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2014 Available-for-sale securities Trading assets (in millions) State and political Debt and equity Derivative (a) Other assets Total assets (b) Fair value at June 30, 2014 $ 11 $ 1 $ 22 $ — $ 34 Transfers out of Level 3 — — (10 ) — (10 ) Transfers into of Level 3 — — — 38 38 Total gains or (losses) for the period: Included in earnings (or changes in net assets) — (c) — (d) 13 (d) — (e) 13 Settlements — (1 ) (1 ) — (2 ) Fair value at Sept. 30, 2014 $ 11 $ — $ 24 $ 38 $ 73 Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period $ — $ 16 $ — $ 16 (a) Derivative assets are reported on a gross basis. (b) Total assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 for additional information. (c) Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses). (d) Reported in foreign exchange and other trading revenue. (e) Reported in investment and other income. Fair value measurements for liabilities using significant unobservable inputs for the three months ended Sept. 30, 2014 Trading liabilities Total liabilities (in millions) Derivative liabilities (a) Fair value at June 30, 2014 $ 51 $ 51 Transfers out of Level 3 (2 ) (2 ) Total (gains) or losses for the period: Included in earnings (or changes in net liabilities) (23 ) (b) (23 ) Fair value at Sept. 30, 2014 $ 26 $ 26 Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period $ (12 ) $ (12 ) (a) Derivative liabilities are reported on a gross basis. (b) Reported in foreign exchange and other trading revenue. Fair value measurements for assets using significant unobservable inputs for the nine months ended Sept. 30, 2015 Available-for-sale securities Trading assets (in millions) State and political Derivative (a) Other assets Total assets Fair value at Dec. 31, 2014 $ 11 $ 9 $ 35 $ 55 Transfers out of Level 3 — (3 ) — (3 ) Total gains or (losses) for the period: Included in earnings (or changes in net assets) — (b) (1 ) (c) 10 (d) 9 Purchases, sales and settlements: Purchases — — 3 3 Sales — — (48 ) (48 ) Settlements — (5 ) — (5 ) Fair value at Sept. 30, 2015 $ 11 $ — $ — $ 11 Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period $ — $ — $ — (a) Derivative assets are reported on a gross basis. (b) Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses). (c) Reported in foreign exchange and other trading revenue. (d) Reported in investment and other income. Fair value measurements for liabilities using significant unobservable inputs for the nine months ended Sept. 30, 2015 Trading liabilities Total liabilities (in millions) Derivative liabilities (a) Fair value at Dec. 31, 2014 $ 9 $ 9 Transfers out of Level 3 (3 ) (3 ) Total (gains) or losses for the period: Included in earnings (or changes in net liabilities) (1 ) (b) (1 ) Settlements (5 ) (5 ) Fair value at Sept. 30, 2015 $ — $ — Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period $ — $ — (a) Derivative liabilities are reported on a gross basis. (b) Reported in foreign exchange and other trading revenue. Fair value measurements for assets using significant unobservable inputs for the nine months ended Sept. 30, 2014 Available-for-sale securities Trading assets (in millions) State and political Debt and equity Derivative (a) Other assets Total assets (b) Fair value at Dec. 31, 2013 $ 11 $ 1 $ 22 $ — $ 34 Transfers out of Level 3 — — (12 ) — (12 ) Transfers into of Level 3 — — — 38 38 Total gains or (losses) for the period: Included in earnings (or changes in net assets) — (c) — (d) 15 (d) — (e) 15 Settlements — (1 ) (1 ) — (2 ) Fair value at Sept. 30, 2014 $ 11 $ — $ 24 $ 38 $ 73 Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period $ — $ 19 $ — $ 19 (a) Derivative assets are reported on a gross basis. (b) Total assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 for additional information. (c) Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses). (d) Reported in foreign exchange and other trading revenue. (e) Reported in investment and other income. Fair value measurements for liabilities using significant unobservable inputs for the nine months ended Sept. 30, 2014 Trading liabilities Total liabilities (in millions) Derivative liabilities (a) Fair value at Dec. 31, 2013 $ 75 $ 75 Transfers out of Level 3 (39 ) (39 ) Total (gains) or losses for the period: Included in earnings (or changes in net liabilities) (13 ) (b) (13 ) Purchases 3 3 Fair value at Sept. 30, 2014 $ 26 $ 26 Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period $ 1 $ 1 (a) Derivative liabilities are reported on a gross basis. (b) Reported in foreign exchange and other trading revenue. Assets and liabilities measured at fair value on a nonrecurring basis Under certain circumstances, we make adjustments to fair value our assets, liabilities and unfunded lending-related commitments although they are not measured at fair value on an ongoing basis. An example would be the recording of an impairment of an asset. The following tables present the financial instruments carried on the consolidated balance sheet by caption and by level in the fair value hierarchy as of Sept. 30, 2015 and Dec. 31, 2014 , for which a nonrecurring change in fair value has been recorded during the quarters ended Sept. 30, 2015 and Dec. 31, 2014 . Assets measured at fair value on a nonrecurring basis at Sept. 30, 2015 Total carrying value (in millions) Level 1 Level 2 Level 3 Loans (a) $ — $ 101 $ 2 $ 103 Other assets (b) — 9 — 9 Total assets at fair value on a nonrecurring basis $ — $ 110 $ 2 $ 112 Assets measured at fair value on a nonrecurring basis at Dec. 31, 2014 Total carrying value (in millions) Level 1 Level 2 Level 3 Loans (a) $ — $ 112 $ 2 $ 114 Other assets (b) — 6 — 6 Total assets at fair value on a nonrecurring basis $ — $ 118 $ 2 $ 120 (a) During the quarters ended Sept. 30, 2015 and Dec. 31, 2014 , the fair value of these loans decreased $1 million and $3 million , respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses. (b) Includes other assets received in satisfaction of debt and loans held for sale. Loans held for sale are carried on the balance sheet at the lower of cost or fair value. Level 3 unobservable inputs The following tables present the unobservable inputs used in the valuation of assets and liabilities classified as Level 3 within the fair value hierarchy. Quantitative information about Level 3 fair value measurements of assets (dollars in millions) Fair value at Sept. 30, 2015 Valuation techniques Unobservable input Range Measured on a recurring basis: Available-for-sale securities: State and political subdivisions $ 11 Discounted cash flow Expected credit loss 0%-1% The following tables present the estimated fair value and the carrying amount of financial instruments not carried at fair value on the consolidated balance sheet at Sept. 30, 2015 and Dec. 31, 2014 , by caption on the consolidated balance sheet and by the valuation hierarchy. See Note 20 of the Notes to Consolidated Financial Statements in our 2014 Annual Report for additional information regarding the financial instruments within the scope of this disclosure, and the methods and significant assumptions used to estimate their fair value. Summary of financial instruments Sept. 30, 2015 (in millions) Level 1 Level 2 Level 3 Total estimated fair value Carrying amount Assets: Interest-bearing deposits with the Federal Reserve and other central banks $ — $ 82,426 $ — $ 82,426 $ 82,426 Interest-bearing deposits with banks — 20,007 — 20,007 20,002 Federal funds sold and securities purchased under resale agreements — 28,901 — 28,901 28,901 Securities held-to-maturity 11,501 32,257 — 43,758 43,423 Loans — 61,022 — 61,022 60,836 Other financial assets 8,234 1,066 — 9,300 9,300 Total $ 19,735 $ 225,679 $ — $ 245,414 $ 244,888 Liabilities: Noninterest-bearing deposits $ — $ 101,111 $ — $ 101,111 $ 101,111 Interest-bearing deposits — 164,893 — 164,893 165,657 Federal funds purchased and securities sold under repurchase agreements — 8,824 — 8,824 8,824 Payables to customers and broker-dealers — 22,236 — 22,236 22,236 Borrowings — 758 — 758 758 Long-term debt — 21,481 — 21,481 21,068 Total $ — $ 319,303 $ — $ 319,303 $ 319,654 Summary of financial instruments Dec. 31, 2014 (in millions) Level 1 Level 2 Level 3 Total estimated Carrying Assets: Interest-bearing deposits with the Federal Reserve and other central banks $ — $ 96,682 $ — $ 96,682 $ 96,682 Interest-bearing deposits with banks — 19,505 — 19,505 19,495 Federal funds sold and securities purchased under resale agreements — 20,302 — 20,302 20,302 Securities held-to-maturity 5,063 16,064 — 21,127 20,933 Loans — 56,840 — 56,840 56,749 Other financial assets 6,970 1,121 — 8,091 8,091 Total $ 12,033 $ 210,514 $ — $ 222,547 $ 222,252 Liabilities: Noninterest-bearing deposits $ — $ 104,240 $ — $ 104,240 $ 104,240 Interest-bearing deposits — 160,688 — 160,688 161,629 Federal funds purchased and securities sold under repurchase agreements — 11,469 — 11,469 11,469 Payables to customers and broker-dealers — 21,181 — 21,181 21,181 Borrowings — 956 — 956 956 Long-term debt — 20,401 — 20,401 19,917 Total $ — $ 318,935 $ — $ 318,935 $ 319,392 The table below summarizes the carrying amount of the hedged financial instruments, the notional amount of the hedge and the unrealized gain (loss) (estimated fair value) of the derivatives. Hedged financial instruments Carrying amount Notional amount of hedge Unrealized (in millions) Gain (Loss) Sept. 30, 2015 Securities available-for-sale $ 8,011 $ 7,820 $ 10 $ (462 ) Long-term debt 17,648 17,051 636 (8 ) Dec. 31, 2014 Securities available-for-sale $ 7,294 $ 7,045 $ 4 $ (370 ) Long-term debt 16,469 16,100 470 (14 )

Fair Value Option

Fair Value Option	9 Months Ended
	Sep. 30, 2015
Fair Value Disclosures [Abstract]
Fair Value Option	Fair value option We elected fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments and written loan commitments. The following table presents the assets and liabilities, by type, of consolidated investment management funds recorded at fair value. Assets and liabilities of consolidated investment management funds, at fair value (in millions) Sept. 30, 2015 Dec. 31, 2014 Assets of consolidated investment management funds: Trading assets $ 2,087 $ 8,678 Other assets 210 604 Total assets of consolidated investment management funds $ 2,297 $ 9,282 Liabilities of consolidated investment management funds: Trading liabilities $ 1,072 $ 7,660 Other liabilities 91 9 Total liabilities of consolidated investment management funds $ 1,163 $ 7,669 BNY Mellon values assets in consolidated CLOs using observable market prices from the secondary loan market. The returns to the note holders are solely dependent on the assets and accordingly equal the value of those assets. Mark-to-market valuation best reflects the limited interest BNY Mellon has in the economic performance of the consolidated CLOs. Changes in the values of assets and liabilities are reflected in the income statement as investment income of consolidated investment management funds and in the interest of investment management fund note holders, respectively. We have elected the fair value option on $333 million and $21 million of loans at Sept. 30, 2015 and Dec. 31, 2014 , respectively. The fair value of these loans was $338 million at Sept. 30, 2015 and $21 million at Dec. 31, 2014 . The loans were valued using observable market inputs to discount expected loan cash flows. These loans are included in Level 2 of the valuation hierarchy. We have elected the fair value option on $240 million of long-term debt. The fair value of this long-term debt was $362 million at Sept. 30, 2015 and $347 million at Dec. 31, 2014 . The long-term debt is valued using observable market inputs and is included in Level 2 of the valuation hierarchy. The following table presents the changes in fair value of the loans and long-term debt and the location of the changes in the consolidated income statement. Impact of changes in fair value in the income statement (a) Quarter ended Year-to-date (in millions) Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Loans: Investment and other income $ 6 $ (3 ) $ — $ 5 $ — Long-term debt: Foreign exchange and other trading revenue $ (11 ) $ 4 $ 1 $ (15 ) $ (16 ) (a) The changes in fair value of the loans and long-term debt are approximately offset by economic hedges included in foreign exchange and other trading revenue.

Derivative Instruments

Derivative Instruments	9 Months Ended
	Sep. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments	Derivative instruments We use derivatives to manage exposure to market risk including interest rate risk, equity price risk and foreign currency risk, as well as credit risk. Our trading activities are focused on acting as a market-maker for our customers and facilitating customer trades in compliance with the Volcker Rule. The notional amounts for derivative financial instruments express the dollar volume of the transactions; however, credit risk is much smaller. We perform credit reviews and enter into netting agreements and collateral arrangements to minimize the credit risk of derivative financial instruments. We enter into offsetting positions to reduce exposure to foreign currency, interest rate and equity price risk. Use of derivative financial instruments involves reliance on counterparties. Failure of a counterparty to honor its obligation under a derivative contract is a risk we assume whenever we engage in a derivative contract. There were no counterparty default losses in the third quarter of 2015 and $8 million of counterparty default losses in the third quarter of 2014 . Hedging derivatives We utilize interest rate swap agreements to manage our exposure to interest rate fluctuations. For hedges of available-for-sale investment securities, deposits and long-term debt, the hedge documentation specifies the terms of the hedged items and the interest rate swaps and indicates that the derivative is hedging a fixed rate item and is a fair value hedge, that the hedge exposure is to the changes in the fair value of the hedged item due to changes in benchmark interest rates, and that the strategy is to eliminate fair value variability by converting fixed rate interest payments to LIBOR. The available-for-sale investment securities hedged consist of sovereign debt, U.S. Treasury bonds, agency commercial mortgage-backed securities and covered bonds that had original maturities of 30 years or less at initial purchase. The swaps on all of these investment securities are not callable. All of these securities are hedged with “pay fixed rate, receive variable rate” swaps of similar maturity, repricing and fixed rate coupon. At Sept. 30, 2015 , $7.7 billion face amount of securities were hedged with interest rate swaps that had notional values of $7.8 billion . The fixed rate long-term debt instruments hedged generally have original maturities of five to 30 years. We issue both callable and non-callable debt. The non-callable debt is hedged with “receive fixed rate, pay variable rate” swaps with similar maturity, repricing and fixed rate coupon. Callable debt is hedged with callable swaps where the call dates of the swaps exactly match the call dates of the debt. At Sept. 30, 2015 , $17.1 billion par value of debt was hedged with interest rate swaps that had notional values of $17.1 billion . In addition, we enter into foreign exchange hedges. We use forward foreign exchange contracts with maturities of nine months or less to hedge our British Pound, Euro, Hong Kong Dollar, Indian Rupee and Singapore Dollar foreign exchange exposure with respect to foreign currency forecasted revenue and expense transactions in entities that have the U.S. dollar as their functional currency. As of Sept. 30, 2015 , the hedged forecasted foreign currency transactions and designated forward foreign exchange contract hedges were $210 million (notional), with a pre-tax loss of $2 million recorded in accumulated other comprehensive income. This loss will be reclassified to income or expense over the next nine months. Forward foreign exchange contracts are also used to hedge the value of our net investments in foreign subsidiaries. These forward foreign exchange contracts have maturities of less than two years. The derivatives employed are designated as hedges of changes in value of our foreign investments due to exchange rates. Changes in the value of the forward foreign exchange contracts offset the changes in value of the foreign investments due to changes in foreign exchange rates. The change in fair market value of these forward foreign exchange contracts is deferred and reported within accumulated translation adjustments in shareholders’ equity, net of tax. At Sept. 30, 2015 , forward foreign exchange contracts with notional amounts totaling $6.9 billion were designated as hedges. In addition to forward foreign exchange contracts, we also designate non-derivative financial instruments as hedges of our net investments in foreign subsidiaries. Those non-derivative financial instruments designated as hedges of our net investments in foreign subsidiaries were all long-term liabilities of BNY Mellon in various currencies, and, at Sept. 30, 2015 , had a combined U.S. dollar equivalent value of $474 million . Ineffectiveness related to derivatives and hedging relationships was recorded in income as follows: Ineffectiveness Nine months ended (in millions) Sept. 30, 2015 Sept. 30, 2014 Fair value hedges of securities $ 2.8 $ (7.7 ) Fair value hedges of deposits and long-term debt (4.8 ) (12.0 ) Cash flow hedges — 0.1 Other (a) — (0.1 ) Total $ (2.0 ) $ (19.7 ) (a) Includes ineffectiveness recorded on foreign exchange hedges. The following table summarizes the notional amount and credit exposure of our total derivative portfolio at Sept. 30, 2015 and Dec. 31, 2014 . Impact of derivative instruments on the balance sheet Notional value Asset derivatives fair value Liability derivatives fair value (in millions) Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Derivatives designated as hedging instruments (a) : Interest rate contracts $ 24,871 $ 23,145 $ 648 $ 477 $ 470 $ 385 Foreign exchange contracts 7,158 7,344 142 374 48 62 Total derivatives designated as hedging instruments $ 790 $ 851 $ 518 $ 447 Derivatives not designated as hedging instruments (b) : Interest rate contracts $ 573,832 $ 731,628 $ 11,482 $ 17,150 $ 11,423 $ 17,654 Foreign exchange contracts 603,954 528,401 4,222 6,280 4,179 6,367 Equity contracts 2,841 10,842 156 377 151 549 Credit contracts 155 — — — — — Total derivatives not designated as hedging instruments $ 15,860 $ 23,807 $ 15,753 $ 24,570 Total derivatives fair value (c) $ 16,650 $ 24,658 $ 16,271 $ 25,017 Effect of master netting agreements (d) (11,747 ) (18,347 ) (11,397 ) (17,797 ) Fair value after effect of master netting agreements $ 4,903 $ 6,311 $ 4,874 $ 7,220 (a) The fair value of asset derivatives and liability derivatives designated as hedging instruments is recorded as other assets and other liabilities, respectively, on the balance sheet. (b) The fair value of asset derivatives and liability derivatives not designated as hedging instruments is recorded as trading assets and trading liabilities, respectively, on the balance sheet. (c) Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815. (d) Effect of master netting agreements includes cash collateral received and paid of $893 million and $543 million , respectively, at Sept. 30, 2015 , and $1,589 million and $1,039 million , respectively, at Dec. 31, 2014 . At Sept. 30, 2015 , $304 billion (notional) of interest rate contracts will mature within one year, $150 billion between one and five years and $145 billion after five years. At Sept. 30, 2015 , $599 billion (notional) of foreign exchange contracts will mature within one year, $7 billion between one and five years and $5 billion after five years. Impact of derivative instruments on the income statement (in millions) Derivatives in fair value hedging relationships Location of gain or (loss) recognized in income on derivatives Gain or (loss) recognized in income on derivatives Location of gain or(loss) recognized in income on hedged item Gain or (loss) recognized in hedged item 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 Interest rate contracts Net interest revenue $ (93 ) $ 255 $ (200 ) Net interest revenue $ 87 $ (248 ) $ 195 Derivatives in cash flow hedging relationships Gain or (loss) recognized in accumulated OCI on derivatives(effective portion) Location of gain or (loss) reclassified from accumulated OCI into income (effective portion) Gain or (loss) reclassified from accumulated OCI into income (effective portion) Location of gain or (loss) recognized in income on derivatives (ineffective portion and amount excluded from effectiveness testing) Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 FX contracts $ — $ — $ — Net interest revenue $ — $ — $ (1 ) Net interest revenue $ — $ — $ — FX contracts — — (5 ) Other revenue — — 1 Other revenue — — 0.2 FX contracts — (3 ) 29 Trading revenue — (3 ) 29 Trading revenue — — — FX contracts (3 ) 4 (8 ) Salary expense (3 ) (8 ) 2 Salary expense — — — Total $ (3 ) $ 1 $ 16 $ (3 ) $ (11 ) $ 31 $ — $ — $ 0.2 Derivatives in net investment hedging relationships Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Location of gain or (loss) reclassified from accumulated OCI into income (effective portion) Gain or (loss) reclassified from accumulated OCI into income (effective portion) Location of gain or (loss) recognized in income on derivative (ineffective portion and amount excluded from effectiveness testing) Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 FX contracts $ 213 $ (255 ) $ 308 Net interest revenue $ 1 $ — $ — Other revenue $ — $ — $ (0.2 ) Impact of derivative instruments on the income statement (in millions) Derivatives in fair value hedging relationships Location of gain or (loss) recognized in income on derivatives Gain or (loss) recognized in income on derivatives Nine months ended Location of gain or(loss) recognized in income on hedged item Gain or (loss) recognized in hedged item Nine months ended Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Interest rate contracts Net interest revenue $ 10 $ (594 ) Net interest revenue $ (12 ) $ 574 Derivatives in cash flow hedging relationships Gain or (loss) recognized in accumulated OCI on derivatives(effective portion) Nine months ended Location of gain or (loss) reclassified from accumulated OCI into income (effective portion) Gain or (loss) reclassified from accumulated OCI into income (effective portion) Nine months ended Location of gain or (loss) recognized in income on derivatives (ineffective portion and amount excluded from effectiveness testing) Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Nine months ended Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 FX contracts $ (1 ) $ (2 ) Net interest revenue $ (1 ) $ (2 ) Net interest revenue $ — $ — FX contracts — (2 ) Other revenue — 2 Other revenue — 0.1 FX contracts 9 26 Trading revenue 9 26 Trading revenue — — FX contracts (8 ) (4 ) Salary expense (19 ) 8 Salary expense — — Total $ — $ 18 $ (11 ) $ 34 $ — $ 0.1 Derivatives in net investment hedging relationships Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Nine months ended Location of gain or (loss) reclassified from accumulated OCI into income (effective portion) Gain or (loss) reclassified from accumulated OCI into income (effective portion) Nine months ended Location of gain or (loss) recognized in income on derivative (ineffective portion and amount excluded from effectiveness testing) Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Nine months ended Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 FX contracts $ 326 $ 163 Net interest revenue $ 1 $ (1 ) Other revenue $ — $ (0.1 ) Trading activities (including trading derivatives) We manage trading risk through a system of position limits, a VaR methodology based on Monte Carlo simulations, stop loss advisory triggers and other market sensitivity measures. Risk is monitored and reported to senior management by a separate unit on a daily basis. Based on certain assumptions, the VaR methodology is designed to capture the potential overnight pre-tax dollar loss from adverse changes in fair values of all trading positions. The calculation assumes a one -day holding period for most instruments, utilizes a 99% confidence level, and incorporates the non-linear characteristics of options. The VaR model is one of several statistical models used to develop economic capital results, which is allocated to lines of business for computing risk-adjusted performance. As the VaR methodology does not evaluate risk attributable to extraordinary financial, economic or other occurrences, the risk assessment process includes a number of stress scenarios based upon the risk factors in the portfolio and management’s assessment of market conditions. Additional stress scenarios based upon historical market events are also performed. Stress tests, by their design, incorporate the impact of reduced liquidity and the breakdown of observed correlations. The results of these stress tests are reviewed weekly with senior management. Revenue from foreign exchange and other trading included the following: Foreign exchange and other trading revenue Year-to-date (in millions) 3Q15 2Q15 3Q14 2015 2014 Foreign exchange $ 180 $ 181 $ 154 $ 578 $ 413 Other trading revenue (loss) (1 ) 6 (1 ) 17 6 Total foreign exchange and other trading revenue $ 179 $ 187 $ 153 $ 595 $ 419 Foreign exchange includes income from purchasing and selling foreign currencies and currency forwards, futures and options. Other trading revenue (loss) reflects results from futures and forward contracts, interest rate swaps, structured foreign currency swaps, options, equity derivatives and fixed income and equity securities. Counterparty credit risk and collateral We assess credit risk of our counterparties through regular examination of their financial statements, confidential communication with the management of those counterparties and regular monitoring of publicly available credit rating information. This and other information is used to develop proprietary credit rating metrics used to assess credit quality. Collateral requirements are determined after a comprehensive review of the credit quality of each counterparty. Collateral is generally held or pledged in the form of cash or highly liquid government securities. Collateral requirements are monitored and adjusted daily. Additional disclosures concerning derivative financial instruments are provided in Note 15 of the Notes to Consolidated Financial Statements. Disclosure of contingent features in over-the-counter (“OTC”) derivative instruments Certain OTC derivative contracts and/or collateral agreements of The Bank of New York Mellon, our largest banking subsidiary and the subsidiary through which BNY Mellon enters into the substantial majority of all of its OTC derivative contracts and/or collateral agreements, contain provisions that may require us to take certain actions if The Bank of New York Mellon’s public debt rating fell to a certain level. Early termination provisions, or “close-out” agreements, in those contracts could trigger immediate payment of outstanding contracts that are in net liability positions. Certain collateral agreements would require The Bank of New York Mellon to immediately post additional collateral to cover some or all of The Bank of New York Mellon’s liabilities to a counterparty. The following table shows the fair value of contracts falling under early termination provisions that were in net liability positions as of Sept. 30, 2015 for three key ratings triggers: If The Bank of New York Mellon’s rating was changed to (Moody’s/S&P) Potential close-out exposures (fair value) (a) A3/A- $ 72 million Baa2/BBB $ 1,031 million Ba1/BB+ $ 2,089 million (a) The amounts represent potential total close-out values if The Bank of New York Mellon’s rating were to immediately drop to the indicated levels. The aggregated fair value of contracts impacting potential trade close-out amounts and collateral obligations can fluctuate from quarter to quarter due to changes in market conditions, changes in the composition of counterparty trades, new business, or changes to the agreement definitions establishing close-out or collateral obligations. Additionally, if The Bank of New York Mellon’s debt rating had fallen below investment grade on Sept. 30, 2015 , existing collateral arrangements would have required us to have posted an additional $265 million of collateral. Offsetting assets and liabilities The following tables present derivative instruments and financial instruments that are either subject to an enforceable netting agreement or offset by collateral arrangements. There were no derivative instruments or financial instruments subject to a netting agreement for which we are not currently netting. Offsetting of derivative assets and financial assets at Sept. 30, 2015 Gross assets recognized Gross amounts offset in the balance sheet Net assets recognized on the balance sheet Gross amounts not offset in the balance sheet (in millions) (a) Financial instruments Cash collateral received Net amount Derivatives subject to netting arrangements: Interest rate contracts $ 10,435 $ 8,893 $ 1,542 $ 470 $ — $ 1,072 Foreign exchange contracts 3,525 2,782 743 27 — 716 Equity contracts 148 72 76 — — 76 Total derivatives subject to netting arrangements 14,108 11,747 2,361 497 — 1,864 Total derivatives not subject to netting arrangements 2,542 — 2,542 — — 2,542 Total derivatives 16,650 11,747 4,903 497 — 4,406 Reverse repurchase agreements 21,806 589 (b) 21,217 21,213 — 4 Securities borrowing 7,678 — 7,678 7,496 — 182 Total $ 46,134 $ 12,336 $ 33,798 $ 29,206 $ — $ 4,592 (a) Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of reverse repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system. Offsetting of derivative assets and financial assets at Dec. 31, 2014 Gross assets recognized Gross amounts offset in the balance sheet Net assets recognized on the balance sheet Gross amounts not offset in the balance sheet (in millions) (a) Financial instruments Cash collateral received Net amount Derivatives subject to netting arrangements: Interest rate contracts $ 15,457 $ 13,942 $ 1,515 $ 408 $ — $ 1,107 Foreign exchange contracts 5,291 4,246 1,045 176 — 869 Equity contracts 303 159 144 6 — 138 Total derivatives subject to netting arrangements 21,051 18,347 2,704 590 — 2,114 Total derivatives not subject to netting arrangements 3,607 — 3,607 — — 3,607 Total derivatives 24,658 18,347 6,311 590 — 5,721 Reverse repurchase agreements 11,634 434 (b) 11,200 11,198 — 2 Securities borrowing 9,033 — 9,033 8,733 — 300 Total $ 45,325 $ 18,781 $ 26,544 $ 20,521 $ — $ 6,023 (a) Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of reverse repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system. Offsetting of derivative liabilities and financial liabilities at Sept. 30, 2015 Gross liabilities recognized Gross amounts offset in the balance sheet Net liabilities recognized on the balance sheet Gross amounts not offset in the balance sheet (in millions) (a) Financial instruments Cash collateral pledged Net amount Derivatives subject to netting arrangements: Interest rate contracts $ 11,210 $ 8,991 $ 2,219 $ 2,005 $ — $ 214 Foreign exchange contracts 3,093 2,352 741 365 — 376 Equity contracts 142 54 88 64 — 24 Total derivatives subject to netting arrangements 14,445 11,397 3,048 2,434 — 614 Total derivatives not subject to netting arrangements 1,826 — 1,826 — — 1,826 Total derivatives 16,271 11,397 4,874 2,434 — 2,440 Repurchase agreements 6,860 589 (b) 6,271 6,255 — 16 Securities lending 2,263 — 2,263 2,221 — 42 Total $ 25,394 $ 11,986 $ 13,408 $ 10,910 $ — $ 2,498 (a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system. Offsetting of derivative liabilities and financial liabilities at Dec. 31, 2014 Gross liabilities recognized Gross amounts offset in the balance sheet Net liabilities recognized on the balance sheet Gross amounts not offset in the balance sheet (in millions) (a) Financial instruments Cash collateral pledged Net amount Derivatives subject to netting arrangements: Interest rate contracts $ 16,884 $ 14,467 $ 2,417 $ 1,815 $ — $ 602 Foreign exchange contracts 4,241 3,149 1,092 399 — 693 Equity contracts 481 181 300 250 — 50 Total derivatives subject to netting arrangements 21,606 17,797 3,809 2,464 — 1,345 Total derivatives not subject to netting arrangements 3,411 — 3,411 — — 3,411 Total derivatives 25,017 17,797 7,220 2,464 — 4,756 Repurchase agreements 9,160 434 (b) 8,726 8,722 — 4 Securities lending 2,571 — 2,571 2,494 — 77 Total $ 36,748 $ 18,231 $ 18,517 $ 13,680 $ — $ 4,837 (a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system. Secured borrowings The following table presents the contract value of repurchase agreements and securities lending transactions accounted for as secured borrowings by the type of collateral provided to counterparties. Repurchase agreements and securities lending transactions accounted for as secured borrowings at Sept. 30, 2015 Remaining contractual maturity of the agreements (in millions) Overnight and continuous Up to 30 days 30 days or more Total Repurchase agreements: U.S. Treasury $ 771 $ — $ — $ 771 U.S. Government agencies 330 — 1 331 Agency RMBS 4,125 45 11 4,181 Corporate bonds 453 — 700 1,153 Other debt securities 205 — 138 343 Equity securities 81 — — 81 Total $ 5,965 $ 45 $ 850 $ 6,860 Securities lending: U.S. Government agencies $ 59 $ — $ — $ 59 Other debt securities 303 — — 303 Equity securities 1,901 — — 1,901 Total $ 2,263 $ — $ — $ 2,263 Total borrowings $ 8,228 $ 45 $ 850 $ 9,123 BNY Mellon’s repurchase agreements and securities lending transactions primarily encounter risk associated with liquidity. We are required to pledge collateral based on predetermined terms within the agreements. If we were to experience a decline in the fair value of the collateral pledged for these transactions, additional collateral could be required to be provided to the counterparty; therefore, decreasing the amount of assets available for other liquidity needs that may arise. BNY Mellon also offers tri-party collateral agency services in the tri-party repo market where we are exposed to credit risk. In order to mitigate this risk, we require dealers to fully secure intraday credit.

Commitments and Contingent Liab

Commitments and Contingent Liabilities	9 Months Ended
	Sep. 30, 2015
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingent Liabilities	Commitments and contingent liabilities In the normal course of business, various commitments and contingent liabilities are outstanding that are not reflected in the accompanying consolidated balance sheets. Our significant trading and off-balance sheet risks are securities, foreign currency and interest rate risk management products, commercial lending commitments, letters of credit and securities lending indemnifications. We assume these risks to reduce interest rate and foreign currency risks, to provide customers with the ability to meet credit and liquidity needs and to hedge foreign currency and interest rate risks. These items involve, to varying degrees, credit, foreign currency and interest rate risk not recognized in the balance sheet. Our off-balance sheet risks are managed and monitored in manners similar to those used for on-balance sheet risks. Significant industry concentrations related to credit exposure at Sept. 30, 2015 are disclosed in the financial institutions portfolio exposure table and the commercial portfolio exposure table below. Financial institutions portfolio exposure (in billions) Sept. 30, 2015 Loans Unfunded commitments Total exposure Securities industry $ 3.7 $ 27.5 $ 31.2 Banks 9.3 2.1 11.4 Asset managers 1.9 5.2 7.1 Insurance 0.2 4.6 4.8 Government 0.1 2.4 2.5 Other 0.8 1.7 2.5 Total $ 16.0 $ 43.5 $ 59.5 Commercial portfolio exposure (in billions) Sept. 30, 2015 Loans Unfunded commitments Total exposure Services and other $ 0.8 $ 5.6 $ 6.4 Manufacturing 0.5 5.3 5.8 Energy and utilities 0.5 5.1 5.6 Media and telecom 0.3 1.5 1.8 Total $ 2.1 $ 17.5 $ 19.6 Major concentrations in securities lending are primarily to broker-dealers and are generally collateralized with cash. Securities lending transactions are discussed below. The following table presents a summary of our off-balance sheet credit risks, net of participations. Off-balance sheet credit risks Sept. 30, Dec. 31, (in millions) 2015 2014 Lending commitments $ 60,731 $ 33,273 Standby letters of credit (a) 5,020 5,767 Commercial letters of credit 304 255 Securities lending indemnifications (b) 305,538 304,386 (a) Net of participations totaling $855 million at Sept. 30, 2015 and $894 million at Dec. 31, 2014 . (b) Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients , which totaled $60 billion at Sept. 30, 2015 and $64 billion at Dec. 31, 2014 . Included in lending commitments are facilities that provide liquidity for variable rate tax-exempt securities wrapped by monoline insurers. The credit approval for these facilities is based on an assessment of the underlying tax-exempt issuer and considers factors other than the financial strength of the monoline insurer. The total potential loss on undrawn lending commitments, standby and commercial letters of credit, and securities lending indemnifications is equal to the total notional amount if drawn upon, which does not consider the value of any collateral. Since many of the commitments are expected to expire without being drawn upon, the total amount does not necessarily represent future cash requirements. A summary of lending commitment maturities is as follows: $37.8 billion in less than one year, $22.6 billion in one to five years and $328 million over five years. Standby letters of credit (“SBLC”) principally support corporate obligations and were collateralized with cash and securities of $312 million and $421 million at Sept. 30, 2015 and Dec. 31, 2014 , respectively. At Sept. 30, 2015 , $3.1 billion of the SBLCs will expire within one year and $1.9 billion in one to five years. We must recognize, at the inception of standby letters of credit and foreign and other guarantees, a liability for the fair value of the obligation undertaken in issuing the guarantee. The fair value of the liability, which was recorded with a corresponding asset in other assets, was estimated as the present value of contractual customer fees. The estimated liability for losses related to these commitments and SBLCs, if any, is included in the allowance for lending-related commitments. The allowance for lending-related commitments was $99 million at Sept. 30, 2015 and $89 million at Dec. 31, 2014 . Payment/performance risk of SBLCs is monitored using both historical performance and internal ratings criteria. BNY Mellon’s historical experience is that SBLCs typically expire without being funded. SBLCs below investment grade are monitored closely for payment/performance risk. The table below shows SBLCs by investment grade: Standby letters of credit Sept. 30, Dec. 31, 2015 2014 Investment grade 86 % 88 % Non-investment grade 14 % 12 % A commercial letter of credit is normally a short-term instrument used to finance a commercial contract for the shipment of goods from a seller to a buyer. Although the commercial letter of credit is contingent upon the satisfaction of specified conditions, it represents a credit exposure if the buyer defaults on the underlying transaction. As a result, the total contractual amounts do not necessarily represent future cash requirements. Commercial letters of credit totaled $304 million at Sept. 30, 2015 compared with $255 million at Dec. 31, 2014 . A securities lending transaction is a fully collateralized transaction in which the owner of a security agrees to lend the security (typically through an agent, in our case, The Bank of New York Mellon), to a borrower, usually a broker-dealer or bank, on an open, overnight or term basis, under the terms of a prearranged contract, which normally matures in less than 90 days. We typically lend securities with indemnification against borrower default. We generally require the borrower to provide collateral with a minimum value of 102% of the fair value of the securities borrowed, which is monitored on a daily basis, thus reducing credit risk. Market risk can also arise in securities lending transactions. These risks are controlled through policies limiting the level of risk that can be undertaken. Securities lending transactions are generally entered into only with highly-rated counterparties. Securities lending indemnifications were secured by collateral of $318 billion at Sept. 30, 2015 and $316 billion at Dec. 31, 2014 . CIBC Mellon, a joint venture between BNY Mellon and the Canadian Imperial Bank of Commerce (“CIBC”), engages in securities lending activities. CIBC Mellon, BNY Mellon, and CIBC jointly and severally indemnify securities lenders against specific types of borrower default. At Sept. 30, 2015 and Dec. 31, 2014 , $60 billion and $64 billion , respectively, of borrowings at CIBC Mellon for which BNY Mellon acts as agent on behalf of CIBC Mellon clients, were secured by collateral of $63 billion and $67 billion , respectively. If, upon a default, a borrower’s collateral was not sufficient to cover its related obligations, certain losses related to the indemnification could be covered by the indemnitors. We expect many of these guarantees to expire without the need to advance any cash. The revenue associated with guarantees frequently depends on the credit rating of the obligor and the structure of the transaction, including collateral, if any. Exposure for certain administrative errors In connection with certain offshore tax-exempt funds that we manage, we may be liable to the funds for certain administrative errors. The errors relate to the resident status of such funds, potentially exposing the Company to a tax liability related to the funds’ earnings. The Company is in discussions with tax authorities regarding the funds. With the charge recorded in 2014 for this matter, we believe we are appropriately accrued and the additional reasonably possible exposure is not significant. Indemnification arrangements We have provided standard representations for underwriting agreements, acquisition and divestiture agreements, sales of loans and commitments, and other similar types of arrangements and customary indemnification for claims and legal proceedings related to providing financial services that are not otherwise included above. Insurance has been purchased to mitigate certain of these risks. Generally, there are no stated or notional amounts included in these indemnifications and the contingencies triggering the obligation for indemnification are not expected to occur. Furthermore, often counterparties to these transactions provide us with comparable indemnifications. We are unable to develop an estimate of the maximum payout under these indemnifications for several reasons. In addition to the lack of a stated or notional amount in a majority of such indemnifications, we are unable to predict the nature of events that would trigger indemnification or the level of indemnification for a certain event. We believe, however, that the possibility that we will have to make any material payments for these indemnifications is remote. At Sept. 30, 2015 and Dec. 31, 2014 , we have not recorded any material liabilities under these arrangements. Clearing and settlement exchanges We are a noncontrolling equity investor in, and/or member of, several industry clearing or settlement exchanges through which foreign exchange, securities, derivatives or other transactions settle. Certain of these industry clearing and settlement exchanges require their members to guarantee their obligations and liabilities or to provide financial support in the event other members do not honor their obligations. We believe the likelihood that a clearing or settlement exchange (of which we are a member) would become insolvent is remote. Additionally, certain settlement exchanges have implemented loss allocation policies that enable the exchange to allocate settlement losses to the members of the exchange. It is not possible to quantify such mark-to-market loss until the loss occurs. In addition, any ancillary costs that occur as a result of any mark-to-market loss cannot be quantified. At Sept. 30, 2015 and Dec. 31, 2014 , we have not recorded any material liabilities under these arrangements. Legal proceedings In the ordinary course of business, BNY Mellon and its subsidiaries are routinely named as defendants in or made parties to pending and potential legal actions. We also are subject to governmental and regulatory examinations, information-gathering requests, investigations and proceedings (both formal and informal). Claims for significant monetary damages are often asserted in many of these legal actions, while claims for disgorgement, restitution, penalties and/or other remedial actions or sanctions may be sought in regulatory matters. It is inherently difficult to predict the eventual outcomes of such matters given their complexity and the particular facts and circumstances at issue in each of these matters. However, on the basis of our current knowledge and understanding, we do not believe that judgments, settlements or orders, if any, arising from these matters (either individually or in the aggregate, after giving effect to applicable reserves and insurance coverage) will have a material adverse effect on the consolidated financial position or liquidity of BNY Mellon, although they could have a material effect on net income in a given period. In view of the inherent unpredictability of outcomes in litigation and governmental and regulatory matters, particularly where (i) the damages sought are substantial or indeterminate, (ii) the proceedings are in the early stages, or (iii) the matters involve novel legal theories or a large number of parties, as a matter of course there is considerable uncertainty surrounding the timing or ultimate resolution of litigation and governmental and regulatory matters, including a possible eventual loss, fine, penalty or business impact, if any, associated with each such matter. In accordance with applicable accounting guidance, BNY Mellon establishes accruals for litigation and governmental and regulatory matters when those matters proceed to a stage where they present loss contingencies that are both probable and reasonably estimable. In such cases, there may be a possible exposure to loss in excess of any amounts accrued. BNY Mellon will continue to monitor such matters for developments that could affect the amount of the accrual, and will adjust the accrual amount as appropriate. If the loss contingency in question is not both probable and reasonably estimable, BNY Mellon does not establish an accrual and the matter will continue to be monitored for any developments that would make the loss contingency both probable and reasonably estimable. BNY Mellon believes that its accruals for legal proceedings are appropriate and, in the aggregate, are not material to the consolidated financial position of BNY Mellon, although future accruals could have a material effect on net income in a given period. For certain of those matters described here for which a loss contingency may, in the future, be reasonably possible (whether in excess of a related accrued liability or where there is no accrued liability), BNY Mellon is currently unable to estimate a range of reasonably possible loss. For those matters described here where BNY Mellon is able to estimate a reasonably possible loss, the aggregate range of such reasonably possible loss is up to $450 million in excess of the accrued liability (if any) related to those matters. The following describes certain judicial, regulatory and arbitration proceedings involving BNY Mellon: Sentinel Matters On Jan. 18, 2008, The Bank of New York Mellon filed a proof of claim in the Chapter 11 bankruptcy proceeding of Sentinel Management Group, Inc. (“Sentinel”) pending in federal court in the Northern District of Illinois, seeking to recover approximately $312 million loaned to Sentinel and secured by securities and cash in an account maintained by Sentinel at The Bank of New York Mellon. On March 3, 2008, the bankruptcy trustee filed an adversary complaint against The Bank of New York Mellon seeking to disallow The Bank of New York Mellon’s claim and seeking damages for The Bank of New York Mellon’s allegedly aiding and abetting Sentinel insiders in misappropriating customer assets and improperly using those assets as collateral for the loan. In a decision dated Nov. 3, 2010, the court found for The Bank of New York Mellon and against the bankruptcy trustee, holding that The Bank of New York Mellon’s loan to Sentinel is valid, fully secured and not subject to equitable subordination. The bankruptcy trustee appealed this decision, and on Aug. 9, 2012, the United States Court of Appeals for the Seventh Circuit issued a decision affirming the trial court’s judgment. On Sept. 7, 2012, the bankruptcy trustee filed a petition for rehearing and, on Nov. 30, 2012, the Court of Appeals withdrew its opinion and vacated its judgment. On Aug. 26, 2013, the Court of Appeals reversed its own prior decision and the district court’s decision, and remanded the case to the district court for further proceedings. On Dec. 10, 2014, the district court issued a decision in favor of The Bank of New York Mellon holding that the transfers from Sentinel cannot be reversed and that The Bank of New York Mellon’s lien is valid and not subject to equitable subordination. The bankruptcy trustee has appealed the decision. In November 2009, the Division of Enforcement of the U.S. Commodities Futures Trading Commission (“CFTC”) indicated that it is considering a recommendation to the CFTC that it file a civil enforcement action against The Bank of New York Mellon for possible violations of the Commodity Exchange Act and CFTC regulations in connection with its relationship to Sentinel. The Bank of New York Mellon responded in writing to the CFTC on Jan. 29, 2010 and provided an explanation as to why an enforcement action is unwarranted. Securities Lending Matters BNY Mellon or its affiliates have been named as defendants in a number of lawsuits initiated by participants in BNY Mellon’s securities lending program, which is a part of BNY Mellon’s Investment Services business. The lawsuits were filed on various dates from 2009 to 2013, and two lawsuits currently remain pending in Illinois federal court. The complaints assert contractual, statutory, and common law claims, including claims for negligence and breach of fiduciary duty. The plaintiffs allege that BNY Mellon should have prevented losses in connection with the investment of securities lending collateral in Lehman Brothers Holdings, Inc., and seek damages as to those losses. The lawsuits are in discovery phases; no trial dates have been set. Foreign Exchange Matters Beginning in December 2009, government authorities have been conducting inquiries seeking information relating primarily to standing instruction foreign exchange transactions in connection with custody services BNY Mellon provides to public pension plans and certain other custody clients. BNY Mellon has cooperated with these inquiries. In addition, on Oct. 4, 2011, the New York Attorney General’s Office (“NYAG”), the New York City Comptroller and various city pension and benefit funds filed a lawsuit asserting claims under the Martin Act and state and city false claims acts. On Aug. 5, 2013, the court dismissed the false claims act claims, and certain plaintiffs have since filed a notice of appeal. Also, on Oct. 4, 2011, the United States Department of Justice (“DOJ”) filed a civil lawsuit seeking civil penalties under 12 U.S.C. Section 1833a and injunctive relief under 18 U.S.C. Section 1345 based on alleged ongoing violations of 18 U.S.C. Sections 1341 and 1343 (mail and wire fraud). On Jan. 17, 2012, the court approved a partial settlement resolving the DOJ’s claim for injunctive relief. In October 2011, several public pension funds in the state of California purported to intervene in a qui tam lawsuit that was removed to federal district court in California. On March 30, 2012, the court dismissed certain of plaintiffs’ claims, including all claims under the California False Claims Act. Certain plaintiffs refiled their claims and, on May 1, 2014, the court again dismissed the California False Claims Act claims, along with certain other claims. BNY Mellon has also been named as a defendant in several putative class action federal lawsuits filed on various dates in 2011, 2012 and 2014. The complaints, which assert claims including breach of contract and ERISA and securities laws violations, all allege that the prices BNY Mellon charged for standing instruction foreign exchange transactions executed in connection with custody services provided by BNY Mellon were improper. In addition, BNY Mellon was named as a nominal defendant in several derivative lawsuits filed in 2011 and 2012 in state and federal court in New York. On July 2, 2013, the court in the consolidated federal derivative action dismissed all of plaintiffs’ claims. On Oct. 1, 2013, the court in the consolidated state derivative action dismissed all of plaintiffs’ claims. One of the plaintiffs appealed and the dismissal was affirmed on Dec. 11, 2014. On Oct. 20, 2015, the same plaintiff filed another derivative lawsuit in Delaware state court naming BNY Mellon as a nominal defendant. To the extent the lawsuits are pending in federal court, they are being coordinated for pre-trial purposes in federal court in New York. On March 19, 2015, BNY Mellon announced that it has resolved substantially all of the FX-related actions currently pending, resulting in a total of $714 million in settlement payments. BNY Mellon reached settlements with the DOJ and NYAG under which it paid each of them $167.5 million and is providing functionality allowing customers to compare pricing for BNY Mellon’s “defined spread” and “session range” standing instruction FX products. In addition, BNY Mellon reached settlements with the plaintiffs in the outstanding customer class actions, as well as with the U.S. Department of Labor (“DOL”). BNY Mellon paid $335 million under the class action settlement, which has been approved by the court, and an additional $14 million to the DOL. BNY Mellon has also reached a settlement in principle with the SEC. Under the terms of the agreement with the SEC staff, which is subject to Commission approval, BNY Mellon will pay a $30 million penalty. On May 21, 2015, BNY Mellon reached a settlement in principle with the plaintiffs in the putative class action lawsuit asserting securities law violations. Under the terms of the settlement, which has been approved by the court, BNY Mellon will make a payment of $180 million . With these settlements, BNY Mellon has effectively resolved virtually all of the currently pending FX-related actions, with the exception of several lawsuits brought by individual customers and a derivative lawsuit. Tax Litigation On Aug. 17, 2009, BNY Mellon received a Statutory Notice of Deficiency disallowing tax benefits for the 2001 and 2002 tax years in connection with a 2001 transaction that involved the payment of UK corporate income taxes that were credited against BNY Mellon’s U.S. corporate income tax liability. The Notice alleged that the transaction lacked economic substance and business purpose. On Nov. 10, 2009, BNY Mellon filed a petition with the U.S. Tax Court contesting the disallowance of the benefits. Following a trial, the Tax Court upheld the IRS’s Notice of Deficiency and disallowed BNY Mellon’s tax credits and associated transaction costs on Feb. 11, 2013. On Sept. 23, 2013, the Tax Court issued a supplemental opinion, partially reducing the tax implications to BNY Mellon of its earlier decision. The Tax Court entered a decision formally implementing its prior rulings on Feb. 20, 2014. BNY Mellon appealed the decision to the Second Circuit Court of Appeals. On Sept. 9, 2015, the Second Circuit affirmed the Tax Court decision. BNY Mellon intends to seek review by the United States Supreme Court. See Note 11 of the Notes to Consolidated Financial Statements for additional information. Mortgage-Securitization Trusts Proceedings The Bank of New York Mellon has been named as a defendant in a number of legal actions brought by MBS investors alleging that the trustee has expansive duties under the governing agreements, including the duty to investigate and pursue breach of representation and warranty claims against other parties to the MBS transactions. These actions include a lawsuit brought in New York State court on June 18, 2014, and later re-filed in federal court, by a group of institutional investors who purport to sue on behalf of 260 MBS trusts. Matters Related to R. Allen Stanford In late December 2005, Pershing LLC became a clearing firm for Stanford Group Co. (“SGC”), a registered broker dealer that was part of a group of entities ultimately controlled by R. Allen Stanford. Stanford International Bank (“SIB”), also controlled by Stanford, issued certificates of deposit (“CDs”). Some investors allegedly wired funds from their SGC accounts to purchase CDs. In 2009, the SEC charged Stanford with operating a Ponzi scheme in connection with the sale of CDs, and SGC was placed into receivership. Alleged purchasers of CDs have filed 12 pending lawsuits against Pershing in Texas, including a putative class action. The purchasers allege that Pershing, as SGC’s clearing firm, assisted Stanford in a fraudulent scheme and assert contractual, statutory and common law claims. In addition, five FINRA arbitration claims brought by alleged purchasers remain pending. Brazilian Postalis Litigation BNY Mellon Servicos Financeiros DTVM S.A. (“DTVM”), a subsidiary that provides a number of asset services in Brazil, acts as administrator for certain investment funds in which the exclusive investor is a public pension fund for postal workers called Postalis-Instituto de Seguridade Social dos Correios e Telégrafos (“Postalis”). On Aug. 22, 2014, Postalis sued DTVM in Brazil for losses related to a Postalis investment fund for which DTVM serves as fund administrator. Postalis alleges that DTVM failed to properly perform alleged duties, including duties to conduct due diligence of and exert control over the fund manager, Atlântica Administração de Recursos (“Atlântica”), and Atlântica’s investments. On March 12, 2015, Postalis filed a lawsuit in Brazil against DTVM and BNY Mellon Administração de Ativos Ltda. (“Ativos”) alleging failure to properly perform alleged duties relating to another fund of which DTVM is administrator and Ativos is investment manager. Sovereign Wealth Funds Inquiry In January 2011, the Enforcement Division of the U.S. Securities and Exchange Commission (the “SEC Staff”) informed several financial institutions, including BNY Mellon, that it had commenced an inquiry into certain of their business practices and relationships with sovereign wealth fund clients. On Aug. 18, 2015, the SEC announced that it had entered into an administrative settlement with BNY Mellon in which BNY Mellon agreed to pay $14.8 million to resolve this inquiry. In addition, the SEC has indicated that it is no longer pursuing any current or former BNY Mellon employees in connection with this matter.

Lines of Businesses

Lines of Businesses	9 Months Ended
	Sep. 30, 2015
Segment Reporting [Abstract]
Lines of Businesses	Lines of business We have an internal information system that produces performance data along product and services lines for our two principal businesses and the Other segment. Business accounting principles Our business data has been determined on an internal management basis of accounting, rather than the generally accepted accounting principles used for consolidated financial reporting. These measurement principles are designed so that reported results of the businesses will track their economic performance. Business results are subject to reclassification when organizational changes are made or whenever improvements are made in the measurement principles. On July 31, 2015, BNY Mellon completed the sale of Meriten, a German-based investment management boutique. In the third quarter of 2015, we reclassified the results of Meriten from the Investment Management business to the Other segment. The reclassifications did not impact the consolidated results. All prior periods have been restated. The accounting policies of the businesses are the same as those described in Note 1 of the Notes to Consolidated Financial Statements in our 2014 Annual Report. The primary types of revenue for our two principal businesses and the Other segment are presented below: Business Primary types of revenue Investment Management • Investment management and performance fees from: Mutual funds Institutional clients Private clients High-net-worth individuals and families, endowments and foundations and related entities • Distribution and servicing fees Investment Services • Asset servicing fees, including institutional trust and custody fees, broker-dealer services, global collateral services and securities lending • Issuer services fees, including Corporate Trust and Depositary Receipts • Clearing services fees, including broker-dealer services, registered investment advisor services and prime brokerage services • Treasury services fees, including global payment services and working capital solutions • Foreign exchange Other segment • Credit-related activities • Leasing operations • Corporate treasury activities • Global markets and institutional banking services • Business exits The results of our businesses are presented and analyzed on an internal management reporting basis: • Revenue amounts reflect fee and other revenue generated by each business. Fee and other revenue transferred between businesses under revenue transfer agreements is included within other revenue in each business. • Revenues and expenses associated with specific client bases are included in those businesses. For example, foreign exchange activity associated with clients using custody products is allocated to Investment Services. • Net interest revenue is allocated to businesses based on the yields on the assets and liabilities generated by each business. We employ a funds transfer pricing system that matches funds with the specific assets and liabilities of each business based on their interest sensitivity and maturity characteristics. • Incentive expense related to restricted stock and certain corporate overhead charges are allocated to the businesses. • Support and other indirect expenses are allocated to businesses based on internally-developed methodologies. • Recurring FDIC expense is allocated to the businesses based on average deposits generated within each business. • Litigation expense is generally recorded in the business in which the charge occurs. • Management of the investment securities portfolio is a shared service contained in the Other segment. As a result, gains and losses associated with the valuation of the securities portfolio are included in the Other segment. • Client deposits serve as the primary funding source for our investment securities portfolio. We typically allocate all interest revenue to the businesses generating the deposits. Accordingly, accretion related to the portion of the investment securities portfolio restructured in 2009 has been included in the results of the businesses. • M&I expense is a corporate level item and is recorded in the Other segment. • Restructuring charges recorded in 2014 relate to corporate-level initiatives and were therefore recorded in the Other segment. In the fourth quarter of 2013, restructuring charges were recorded in the businesses. Prior to the fourth quarter of 2013, restructuring charges were reported in the Other segment. • Balance sheet assets and liabilities and their related income or expense are specifically assigned to each business. Businesses with a net liability position have been allocated assets. • Goodwill and intangible assets are reflected within individual businesses. The following consolidating schedules show the contribution of our businesses to our overall profitability. For the quarter ended Sept. 30, 2015 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 846 (a) $ 2,087 $ 103 $ 3,036 (a) Net interest revenue 83 628 48 759 Total revenue 929 (a) 2,715 151 3,795 (a) Provision for credit losses — — 1 1 Noninterest expense 692 1,863 124 2,679 (b) Income before taxes $ 237 (a) $ 852 $ 26 $ 1,115 (a)(b) Pre-tax operating margin (c) 26 % 31 % N/M 29 % Average assets $ 30,960 $ 282,159 $ 60,334 $ 373,453 (a) Both total fee and other revenue and total revenue include the net loss from consolidated investment management funds of $17 million , representing $22 million of losses and a loss attributable to noncontrolling interests of $5 million . Income before taxes is net of a loss attributable to noncontrolling interests of $5 million . (b) Includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries. (c) Income before taxes divided by total revenue. N/M - Not meaningful. For the quarter ended June 30, 2015 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 913 (a) $ 2,020 $ 137 $ 3,070 (a) Net interest revenue 78 636 65 779 Total revenue 991 (a) 2,656 202 3,849 (a) Provision for credit losses — — (6 ) (6 ) Noninterest expense 728 1,880 118 2,726 (b) Income before taxes $ 263 (a) $ 776 $ 90 $ 1,129 (a)(b) Pre-tax operating margin (c) 27 % 29 % N/M 29 % Average assets $ 30,414 $ 290,102 $ 57,763 $ 378,279 (a) Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $3 million , representing $40 million of income and noncontrolling interests of $37 million . Income before taxes is net of noncontrolling interests of $37 million . (b) Includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries. (c) Income before taxes divided by total revenue. N/M - Not meaningful. For the quarter ended Sept. 30, 2014 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 920 (a) $ 2,005 $ 942 $ 3,867 (a) Net interest revenue 69 583 69 721 Total revenue 989 (a) 2,588 1,011 4,588 (a) Provision for credit losses — — (19 ) (19 ) Noninterest expense 744 1,875 349 2,968 Income before taxes $ 245 (a) $ 713 $ 681 $ 1,639 (a) Pre-tax operating margin (b) 25 % 28 % N/M 36 % Average assets $ 36,542 $ 266,466 $ 77,401 $ 380,409 (a) Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $16 million , representing $39 million of income and noncontrolling interests of $23 million . Income before taxes is net of noncontrolling interests of $23 million . (b) Income before taxes divided by total revenue. N/M - Not meaningful. For the nine months ended Sept. 30, 2015 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 2,682 (a) $ 6,100 $ 357 $ 9,139 (a) Net interest revenue 235 1,863 168 2,266 Total revenue 2,917 (a) 7,963 525 11,405 (a) Provision for credit losses — — (3 ) (3 ) Noninterest expense 2,154 5,578 373 8,105 (b) Income before taxes $ 763 (a) $ 2,385 $ 155 $ 3,303 (a)(b) Pre-tax operating margin (c) 26 % 30 % N/M 29 % Average assets $ 30,910 $ 285,747 $ 56,743 $ 373,400 (a) Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $7 million , representing $70 million of income and noncontrolling interests of $63 million . Income before taxes is net of noncontrolling interests of $63 million . (b) Includes a loss attributable to noncontrolling interest of $2 million related to other consolidated subsidiaries. (c) Income before taxes divided by total revenue. N/M - Not meaningful. For the nine months ended Sept. 30, 2014 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 2,760 (a) $ 5,811 $ 1,204 $ 9,775 (a) Net interest revenue 205 1,766 197 2,168 Total revenue 2,965 (a) 7,577 1,401 11,943 (a) Provision for credit losses — — (49 ) (49 ) Noninterest expense 2,304 5,564 785 8,653 Income before taxes $ 661 (a) $ 2,013 $ 665 $ 3,339 (a) Pre-tax operating margin (b) 22 % 27 % N/M 28 % Average assets $ 37,821 $ 263,084 $ 67,392 $ 368,297 (a) Both total fee and other revenue and total revenue include net income from consolidated investment management funds of $61 million , representing $121 million of income and noncontrolling interests of $60 million . Income before taxes is net of noncontrolling interests of $60 million . (b) Income before taxes divided by total revenue. N/M - Not meaningful.

Supplemental information to the

Supplemental information to the Consolidated Statement of Cash Flows	9 Months Ended
	Sep. 30, 2015
Supplemental Cash Flow Information [Abstract]
Supplemental information to the Consolidated Statement of Cash Flows	Supplemental information to the Consolidated Statement of Cash Flows Noncash investing and financing transactions that, appropriately, are not reflected in the Consolidated Statement of Cash Flows are listed below. Noncash investing and financing transactions Nine months ended Sept. 30, (in millions) 2015 2014 Transfers from loans to other assets for other real estate owned (“OREO”) $ 6 $ 3 Change in assets of consolidated VIEs 6,985 1,710 Change in liabilities of consolidated VIEs 6,506 1,991 Change in noncontrolling interests of consolidated VIEs 251 118 Securities purchased not settled 222 578 Securities sales not settled 676 63 Available-for-sale securities transferred to held-to-maturity 11,602 —

Basis of Presentation (Policies

Basis of Presentation (Policies)	9 Months Ended
	Sep. 30, 2015
Accounting Policies [Abstract]
Basis of presentation	Basis of presentation The accounting and financial reporting policies of BNY Mellon, a global financial services company, conform to U.S. generally accepted accounting principles (“GAAP”) and prevailing industry practices. The accompanying consolidated financial statements are unaudited. In the opinion of management, all adjustments necessary for a fair presentation of financial position, results of operations and cash flows for the periods have been made. These financial statements should be read in conjunction with BNY Mellon’s Annual Report on Form 10-K for the year ended Dec. 31, 2014 . Certain immaterial reclassifications have been made to prior periods to place them on a basis comparable with the current period presentation.
Use of estimates	Use of estimates The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates based upon assumptions about future economic and market conditions which affect reported amounts and related disclosures in our financial statements. Although our current estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Amounts subject to estimates are items such as the allowance for loan losses and lending-related commitments, the fair value of financial instruments and derivatives, other-than-temporary impairment, goodwill and other intangibles and pension accounting. Among other effects, such changes in estimates could result in future impairments of investment securities, goodwill and intangible assets and establishment of allowances for loan losses and lending-related commitments as well as changes in pension and post-retirement expense.
Variable Interest Entities	When evaluating an entity for possible consolidation, the Company must determine whether or not it has a variable interest in the entity. Variable interests are investments or other interests that absorb portions of an entity’s expected losses or receive portions of the entity’s expected returns. BNY Mellon’s variable interests may include its decision maker or service provider fees, its direct and indirect investments and investments made by related parties, including related parties under common control. If it is determined that BNY Mellon does not have a variable interest in the entity, no further analysis is required and BNY Mellon does not consolidate the entity. If BNY Mellon holds a variable interest in the entity an analysis must be performed to determine if the entity is a VIE or a voting model entity (“VME”). We consider the underlying facts and circumstances of individual entities when assessing whether or not an entity is a VIE. An entity is determined to be a VIE if the equity investors: • do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support; or • lack one or more of the following characteristics of a controlling financial interest: • the power, through voting rights or similar rights, to direct the activities of an entity that most significantly impact the entity’s economic performance. • the obligation to absorb the expected losses of the entity. • the right to receive the expected residual returns of the entity. BNY Mellon is required to consolidate a VIE if it is determined to have a controlling financial interest in the entity and therefore is deemed to be the primary beneficiary of the VIE. BNY Mellon is determined to have a controlling financial interest in a VIE when it has both 1) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and 2) the obligation to absorb losses or the right to receive benefits of the VIE that could potentially be significant to that VIE. For entities that do not meet the definition of a VIE, the entity is considered a VME. For these entities, if the Company can exert control over the financial and operating policies of an investee, which can occur if it has a 50% or more voting interest in the entity, BNY Mellon consolidates the entity. BNY Mellon’s VIEs generally include certain retail, institutional and alternative investment funds, including CLOs offered to its retail and institutional customers in which it acts as the fund’s investment manager. The funds are established to provide our clients access to investment vehicles with specific investment objectives and strategies that address the client’s investment needs. BNY Mellon earns investment management fees on these funds as well as performance fees in certain funds. We may also provide start-up capital for new funds. The VIEs are primarily financed by the customer’s investments in the funds’ equity or debt.
Other Than Temporary Impairment	Other-than-temporary impairment We routinely conduct periodic reviews of all securities to determine whether OTTI has occurred. Such reviews may incorporate the use of economic models. Various inputs to the economic models are used to determine if an unrealized loss on securities is other-than-temporary. For example, the most significant inputs related to non-agency RMBS are: • Default rate - the number of mortgage loans expected to go into default over the life of the transaction, which is driven by the roll rate of loans in each performance bucket that will ultimately migrate to default; and • Severity - the loss expected to be realized when a loan defaults. To determine if an unrealized loss is other-than-temporary, we project total estimated defaults of the underlying assets (mortgages) and multiply that calculated amount by an estimate of realizable value upon sale of these assets in the marketplace (severity) in order to determine the projected collateral loss. In determining estimated default rate and severity assumptions, we review the performance of the underlying securities, industry studies, market forecasts, as well as our view of the economic outlook affecting collateral. We also evaluate the current credit enhancement underlying the bond to determine the impact on cash flows. If we determine that a given security will be subject to a write-down or loss, we record the expected credit loss as a charge to earnings.
Fair Value Measurement	Fair value measurement Fair value is defined as the price that would be received to sell an asset, or paid to transfer a liability, in an orderly transaction between market participants at the measurement date. A three-level hierarchy for fair value measurements is utilized based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date. BNY Mellon’s own creditworthiness is considered when valuing liabilities. See Note 20 of the Notes to Consolidated Financial Statements in our 2014 Annual Report for information on how we determine fair value and the fair value hierarchy. The following tables present the financial instruments carried at fair value at Sept. 30, 2015 and Dec. 31, 2014 , by caption on the consolidated balance sheet and by valuation hierarchy (as described above). We have included credit ratings information in certain of the tables because the information indicates the degree of credit risk to which we are exposed, and significant changes in ratings classifications could result in increased risk for us. There were no material transfers between Level 1 and Level 2 during the third quarter of 2015.

Securities (Tables)

Securities (Tables)	9 Months Ended
	Sep. 30, 2015
Securities [Abstract]
Amortized Cost and Fair Values of Securities	The following tables present the amortized cost, the gross unrealized gains and losses and the fair value of securities at Sept. 30, 2015 and Dec. 31, 2014 . Securities at Sept. 30, 2015 Amortized cost Gross unrealized Fair value (in millions) Gains Losses Available-for-sale: U.S. Treasury $ 12,222 $ 301 $ 10 $ 12,513 U.S. Government agencies 427 4 — 431 State and political subdivisions 4,238 95 18 4,315 Agency RMBS 23,274 327 266 23,335 Non-agency RMBS 827 34 20 841 Other RMBS 1,323 16 28 1,311 Commercial MBS 1,557 20 9 1,568 Agency commercial MBS 3,723 50 11 3,762 Asset-backed CLOs 2,297 1 7 2,291 Other asset-backed securities 3,138 3 12 3,129 Foreign covered bonds 2,251 57 — 2,308 Corporate bonds 1,802 33 13 1,822 Sovereign debt/sovereign guaranteed 13,910 222 36 14,096 Other debt securities 2,241 9 2 2,248 Equity securities 3 1 — 4 Money market funds 770 — — 770 Non-agency RMBS (a) 1,548 396 6 1,938 Total securities available-for-sale (b) $ 75,551 $ 1,569 $ 438 $ 76,682 Held-to-maturity: U.S. Treasury $ 11,326 $ 98 $ 1 $ 11,423 U.S. Government agencies 1,142 2 — 1,144 State and political subdivisions 20 — 1 19 Agency RMBS 26,289 268 42 26,515 Non-agency RMBS 128 6 2 132 Other RMBS 259 1 11 249 Commercial MBS 10 — — 10 Agency commercial MBS 504 4 1 507 Sovereign debt/sovereign guaranteed 3,635 24 10 3,649 Foreign covered bonds 78 — — 78 Other debt securities 32 — — 32 Total securities held-to-maturity $ 43,423 $ 403 $ 68 $ 43,758 Total securities $ 118,974 $ 1,972 $ 506 $ 120,440 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized gains of $92 million and gross unrealized losses of $263 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities. Securities at Dec. 31, 2014 Amortized cost Gross unrealized Fair value (in millions) Gains Losses Available-for-sale: U.S. Treasury $ 19,592 $ 420 $ 15 $ 19,997 U.S. Government agencies 342 3 2 343 State and political subdivisions 5,176 95 24 5,247 Agency RMBS 32,568 357 325 32,600 Non-agency RMBS 942 37 26 953 Other RMBS 1,551 25 25 1,551 Commercial MBS 1,927 39 7 1,959 Agency commercial MBS 3,105 36 9 3,132 Asset-backed CLOs 2,128 9 7 2,130 Other asset-backed securities 3,241 5 6 3,240 Foreign covered bonds 2,788 80 — 2,868 Corporate bonds 1,747 45 7 1,785 Sovereign debt/sovereign guaranteed 17,062 224 2 17,284 Other debt securities 2,162 7 — 2,169 Equity securities 94 1 — 95 Money market funds 763 — — 763 Non-agency RMBS (a) 1,747 471 4 2,214 Total securities available-for-sale (b) $ 96,935 $ 1,854 $ 459 $ 98,330 Held-to-maturity: U.S. Treasury $ 5,047 $ 32 $ 16 $ 5,063 U.S. Government agencies 344 — 3 341 State and political subdivisions 24 1 1 24 Agency RMBS 14,006 200 44 14,162 Non-agency RMBS 153 9 2 160 Other RMBS 315 2 8 309 Commercial MBS 13 — — 13 Sovereign debt/sovereign guaranteed 1,031 24 — 1,055 Total securities held-to-maturity $ 20,933 $ 268 $ 74 $ 21,127 Total securities $ 117,868 $ 2,122 $ 533 $ 119,457 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized gains of $60 million and gross unrealized losses of $282 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
Schedule of Realized Gain (Loss)	The following table presents the gross securities gains, losses and impairments. Net securities gains (losses) (in millions) 3Q15 2Q15 3Q14 YTD15 YTD14 Realized gross gains $ 23 $ 18 $ 23 $ 66 $ 73 Realized gross losses — (1 ) (1 ) (1 ) (4 ) Recognized gross impairments (1 ) (1 ) (2 ) (3 ) (9 ) Total net securities gains $ 22 $ 16 $ 20 $ 62 $ 60
Aggregate Fair Value of Investments with Continuous Unrealized Loss Position	The following tables show the aggregate related fair value of investments with a continuous unrealized loss position for less than 12 months and those that have been in a continuous unrealized loss position for 12 months or more. Temporarily impaired securities at Sept. 30, 2015 Less than 12 months 12 months or more Total (in millions) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Available-for-sale: U.S. Treasury $ 625 $ 10 $ — $ — $ 625 $ 10 State and political subdivisions 58 1 193 17 251 18 Agency RMBS 2,690 13 1,398 253 4,088 266 Non-agency RMBS 141 1 331 19 472 20 Other RMBS 81 3 361 25 442 28 Commercial MBS 300 3 213 6 513 9 Agency commercial MBS 1,715 9 161 2 1,876 11 Asset-backed CLOs 1,801 7 25 — 1,826 7 Other asset-backed securities 1,880 9 372 3 2,252 12 Corporate bonds 314 7 175 6 489 13 Sovereign debt/sovereign guaranteed 3,806 36 7 — 3,813 36 Other debt securities 1,662 2 — — 1,662 2 Non-agency RMBS (a) 54 2 32 4 86 6 Total securities available-for-sale (b) $ 15,127 $ 103 $ 3,268 $ 335 $ 18,395 $ 438 Held-to-maturity: U.S. Treasury $ 503 $ 1 $ — $ — $ 503 $ 1 State and political subdivisions 4 1 — — 4 1 Agency RMBS 16,144 31 1,969 11 18,113 42 Non-agency RMBS 49 — 29 2 78 2 Other RMBS 49 — 177 11 226 11 Agency commercial MBS 285 1 — — 285 1 Sovereign debt/sovereign guaranteed 1,032 10 — — 1,032 10 Total securities held-to-maturity $ 18,066 $ 44 $ 2,175 $ 24 $ 20,241 $ 68 Total temporarily impaired securities $ 33,193 $ 147 $ 5,443 $ 359 $ 38,636 $ 506 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized losses for less than 12 months of $9 million and gross unrealized losses for 12 months or more of $254 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities. Temporarily impaired securities at Dec. 31, 2014 Less than 12 months 12 months or more Total (in millions) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Available-for-sale: U.S. Treasury $ 6,049 $ 15 $ — $ — $ 6,049 $ 15 U.S. Government agencies 32 — 100 2 132 2 State and political subdivisions 410 18 393 6 803 24 Agency RMBS 3,385 13 5,016 312 8,401 325 Non-agency RMBS 143 1 382 25 525 26 Other RMBS — — 449 25 449 25 Commercial MBS 175 1 394 6 569 7 Agency commercial MBS 719 1 550 8 1,269 9 Asset-backed CLOs 1,376 7 — — 1,376 7 Other asset-backed securities 1,078 2 539 4 1,617 6 Corporate bonds 51 — 230 7 281 7 Sovereign debt/sovereign guaranteed 2,175 2 — — 2,175 2 Non-agency RMBS (a) 42 1 34 3 76 4 Total securities available-for-sale (b) $ 15,635 $ 61 $ 8,087 $ 398 $ 23,722 $ 459 Held-to-maturity: U.S. Treasury $ 1,066 $ 6 $ 1,559 $ 10 $ 2,625 $ 16 U.S. Government agencies — — 340 3 340 3 State and political subdivisions 5 1 — — 5 1 Agency RMBS 551 3 3,808 41 4,359 44 Non-agency RMBS 40 — 33 2 73 2 Other RMBS — — 219 8 219 8 Total securities held-to-maturity $ 1,662 $ 10 $ 5,959 $ 64 $ 7,621 $ 74 Total temporarily impaired securities $ 17,297 $ 71 $ 14,046 $ 462 $ 31,343 $ 533 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized losses for 12 months or more of $282 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
Maturity Distribution by Carrying Amount and Yield (on Tax Equivalent Basis) of Investment Securities Portfolio	The following table shows the maturity distribution by carrying amount and yield (on a tax equivalent basis) of our investment securities portfolio at Sept. 30, 2015 . Maturity distribution and yield on investment securities at U.S. Treasury U.S. Government agencies State and political subdivisions Other bonds, notes and debentures Mortgage/ asset-backed and equity securities (dollars in millions) Amount Yield (a) Amount Yield (a) Amount Yield (a) Amount Yield (a) Amount Yield (a) Total Securities available-for-sale: One year or less $ 2,393 0.87 % $ 126 2.16 % $ 706 1.63 % $ 4,524 0.75 % $ — — % $ 7,749 Over 1 through 5 years 5,490 1.38 134 1.56 2,150 2.63 13,615 1.10 — — 21,389 Over 5 through 10 years 1,155 1.98 171 2.45 1,260 3.94 2,125 1.27 — — 4,711 Over 10 years 3,475 3.11 — — 199 1.10 210 1.81 — — 3,884 Mortgage-backed securities — — — — — — — — 32,755 2.63 32,755 Asset-backed securities — — — — — — — — 5,420 1.19 5,420 Equity securities (b) — — — — — — — — 774 — 774 Total $ 12,513 1.82 % $ 431 2.09 % $ 4,315 2.78 % $ 20,474 1.05 % $ 38,949 2.38 % $ 76,682 Securities held-to-maturity: One year or less $ 510 1.49 % $ — — % $ — — % $ 1,484 0.24 % $ — — % $ 1,994 Over 1 through 5 years 8,255 1.03 1,142 1.22 1 7.03 1,510 0.61 — — 10,908 Over 5 through 10 years 2,561 2.06 — — 4 6.79 751 0.71 — — 3,316 Over 10 years — — — — 15 5.34 — — — — 15 Mortgage-backed securities — — — — — — — — 27,190 2.73 27,190 Total $ 11,326 1.29 % $ 1,142 1.22 % $ 20 5.77 % $ 3,745 0.48 % $ 27,190 2.73 % $ 43,423 (a) Yields are based upon the amortized cost of securities. (b) Includes money market funds.
Projected Weighted-Average Default Rates and Loss Severities	The table below shows the projected weighted-average default rates and loss severities for the 2007, 2006 and late 2005 non-agency RMBS and the securities previously held in the Grantor Trust that we established in connection with the restructuring of our investment securities portfolio in 2009, at Sept. 30, 2015 and Dec. 31, 2014 . Projected weighted-average default rates and loss severities Sept. 30, 2015 Dec. 31, 2014 Default rate Severity Default rate Severity Alt-A 33 % 57 % 38 % 58 % Subprime 52 % 72 % 55 % 74 % Prime 18 % 41 % 23 % 42 %
Pre-Tax Securities Gains (Losses) by Type	The following table provides net pre-tax securities gains (losses) by type. Net securities gains (losses) (in millions) 3Q15 2Q15 3Q14 YTD15 YTD14 U.S. Treasury $ 8 $ 11 $ 1 $ 42 $ 12 Non-agency RMBS (1 ) (1 ) 4 (3 ) — Other 15 6 15 23 48 Total net securities gains $ 22 $ 16 $ 20 $ 62 $ 60
Debt Securities Credit Losses Roll Forward Recorded in Earnings	The following tables reflect investment securities credit losses recorded in earnings. The beginning balance represents the credit loss component for which OTTI occurred on debt securities in prior periods. The additions represent the first time a debt security was credit impaired or when subsequent credit impairments have occurred. The deductions represent credit losses on securities that have been sold, are required to be sold, or for which it is our intention to sell. Debt securities credit loss roll forward (in millions) 3Q15 3Q14 Beginning balance as of June 30 $ 91 $ 107 Add: Initial OTTI credit losses — — Subsequent OTTI credit losses 1 2 Less: Realized losses for securities sold — 7 Ending balance as of Sept. 30 $ 92 $ 102 Debt securities credit loss roll forward Year-to-date (in millions) 2015 2014 Beginning balance as of Jan. 1 $ 93 $ 119 Add: Initial OTTI credit losses — 2 Subsequent OTTI credit losses 2 7 Less: Realized losses for securities sold 3 26 Ending balance as of Sept. 30 $ 92 $ 102

Loans and asset quality (Tables

Loans and asset quality (Tables)	9 Months Ended
	Sep. 30, 2015
Receivables [Abstract]
Loan Portfolio	The table below provides the details of our loan portfolio and industry concentrations of credit risk at Sept. 30, 2015 and Dec. 31, 2014 . Loans Sept. 30, 2015 Dec. 31, 2014 (in millions) Domestic: Financial institutions $ 6,774 $ 5,603 Commercial 1,869 1,390 Wealth management loans and mortgages 12,561 11,095 Commercial real estate 3,666 2,524 Lease financings 1,106 1,282 Other residential mortgages 1,080 1,222 Overdrafts 1,311 1,348 Other 1,150 1,113 Margin loans 19,200 20,034 Total domestic 48,717 45,611 Foreign: Financial institutions 9,193 7,716 Commercial 258 252 Wealth management loans and mortgages 102 89 Commercial real estate 56 6 Lease financings 848 889 Other (primarily overdrafts) 3,921 4,569 Margin loans 214 — Total foreign 14,592 13,521 Total loans (a) $ 63,309 $ 59,132 (a) Net of unearned income of $715 million at Sept. 30, 2015 and $866 million at Dec. 31, 2014 primarily on domestic and foreign lease financings.
Allowance for Credit Losses Activity	Transactions in the allowance for credit losses are summarized as follows: Allowance for credit losses activity for the quarter ended Sept. 30, 2015 Wealth management loans and mortgages Other residential mortgages (in millions) Commercial Commercial real estate Financial institutions Lease financings All Other Foreign Total Beginning balance $ 75 $ 58 $ 30 $ 20 $ 22 $ 37 $ — $ 36 $ 278 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — — — — 2 — — 2 Net (charge-offs) recoveries — — — — — 1 — — 1 Provision 1 4 (2 ) (2 ) 1 (3 ) — 2 1 Ending balance $ 76 $ 62 $ 28 $ 18 $ 23 $ 35 $ — $ 38 $ 280 Allowance for: Loan losses $ 29 $ 40 $ 12 $ 18 $ 18 $ 35 $ — $ 29 $ 181 Lending-related commitments 47 22 16 — 5 — — 9 99 Individually evaluated for impairment: Loan balance $ — $ — $ — $ — $ 9 $ — $ — $ — $ 9 Allowance for loan losses — 1 — — 1 — — — 2 Collectively evaluated for impairment: Loan balance $ 1,869 $ 3,328 $ 6,774 $ 1,106 $ 12,552 $ 1,080 $ 21,661 (a) $ 14,592 $ 62,962 Allowance for loan losses 29 39 12 18 17 35 — 29 179 (a) Includes $1,311 million of domestic overdrafts, $19,200 million of margin loans and $1,150 million of other loans at Sept. 30, 2015 . Allowance for credit losses activity for the quarter ended June 30, 2015 Wealth management loans and mortgages Other residential mortgages (in millions) Commercial Commercial real estate Financial institutions Lease financings All Other Foreign Total Beginning balance $ 65 $ 53 $ 33 $ 31 $ 21 $ 40 $ — $ 40 $ 283 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — 1 — — 1 — — 2 Net (charge-offs) recoveries — — 1 — — — — — 1 Provision 10 5 (4 ) (11 ) 1 (3 ) — (4 ) (6 ) Ending balance $ 75 $ 58 $ 30 $ 20 $ 22 $ 37 $ — $ 36 $ 278 Allowance for: Loan losses $ 31 $ 36 $ 13 $ 20 $ 17 $ 37 $ — $ 29 $ 183 Lending-related commitments 44 22 17 — 5 — — 7 95 Individually evaluated for impairment: Loan balance $ — $ — $ — $ — $ 8 $ — $ — $ — $ 8 Allowance for loan losses — — — — 1 — — — 1 Collectively evaluated for impairment: Loan balance $ 1,601 $ 3,117 $ 6,927 $ 1,077 $ 12,121 $ 1,134 $ 22,422 (a) $ 14,467 $ 62,866 Allowance for loan losses 31 36 13 20 16 37 — 29 182 (a) Includes $1,013 million of domestic overdrafts, $20,247 million of margin loans and $1,162 million of other loans at June 30, 2015 . Allowance for credit losses activity for the quarter ended Sept. 30, 2014 Wealth management loans and mortgages Other residential mortgages All Other Foreign Total (in millions) Commercial Commercial real estate Financial institutions Lease financings Beginning balance $ 74 $ 45 $ 43 $ 33 $ 22 $ 47 $ — $ 47 $ 311 Charge-offs (4 ) — — — — — — (1 ) (5 ) Recoveries — — — — — 1 — — 1 Net (charge-offs) (4 ) — — — — 1 — (1 ) (4 ) Provision 1 2 (18 ) 1 — — — (5 ) (19 ) Ending balance $ 71 $ 47 $ 25 $ 34 $ 22 $ 48 $ — $ 41 $ 288 Allowance for: Loan losses $ 20 $ 30 $ 9 $ 34 $ 17 $ 48 $ — $ 33 $ 191 Lending-related commitments 51 17 16 — 5 — — 8 97 Individually evaluated for impairment: Loan balance $ 13 $ 3 $ — $ — $ 9 $ — $ — $ — $ 25 Allowance for loan losses 4 1 — — 1 — — — 6 Collectively evaluated for impairment: Loan balance $ 1,304 $ 2,387 $ 5,465 $ 1,293 $ 10,724 $ 1,262 $ 19,638 (a) $ 15,429 $ 57,502 Allowance for loan losses 16 29 9 34 16 48 — 33 185 (a) Includes $1,235 million of domestic overdrafts, $17,548 million of margin loans and $855 million of other loans at Sept. 30, 2014 . Allowance for credit losses activity for the nine months ended Sept. 30, 2015 Wealth management loans and mortgages Other All Foreign Total (in millions) Commercial Commercial Financial Lease Beginning balance $ 60 $ 50 $ 31 $ 32 $ 22 $ 41 $ — $ 44 $ 280 Charge-offs — — — — — (2 ) — — (2 ) Recoveries — — 1 — — 4 — — 5 Net recoveries — — 1 — — 2 — — 3 Provision 16 12 (4 ) (14 ) 1 (8 ) — (6 ) (3 ) Ending balance $ 76 $ 62 $ 28 $ 18 $ 23 $ 35 $ — $ 38 $ 280 Allowance for credit losses activity for the nine months ended Sept. 30, 2014 Wealth management loans and mortgages Other All Foreign Total (in millions) Commercial Commercial Financial Lease Beginning balance $ 83 $ 41 $ 49 $ 37 $ 24 $ 54 $ — $ 56 $ 344 Charge-offs (4 ) — — — (1 ) (2 ) — (3 ) (10 ) Recoveries 1 — — — — 2 — — 3 Net (charge-offs) recoveries (3 ) — — — (1 ) — — (3 ) (7 ) Provision (9 ) 6 (24 ) (3 ) (1 ) (6 ) — (12 ) (49 ) Ending balance $ 71 $ 47 $ 25 $ 34 $ 22 $ 48 $ — $ 41 $ 288
Nonperforming Assets	The table below presents the distribution of our nonperforming assets. Nonperforming assets (in millions) Sept. 30, 2015 Dec. 31, 2014 Nonperforming loans: Other residential mortgages $ 103 $ 112 Wealth management loans and mortgages 12 12 Commercial real estate 1 1 Total nonperforming loans 116 125 Other assets owned 7 3 Total nonperforming assets (a) $ 123 $ 128 (a) Loans of consolidated investment management funds are not part of BNY Mellon’s loan portfolio. Included in the loans of consolidated investment management funds are nonperforming loans of $53 million at Dec. 31, 2014 . These loans are recorded at fair value and therefore do not impact the provision for credit losses and allowance for loan losses, and accordingly are excluded from the nonperforming assets table above. In the second quarter of 2015, BNY Mellon adopted the new accounting guidance included in ASU 2015-02, Consolidations. As a result, we deconsolidated substantially all of the loans of consolidated investment management funds retrospectively to Jan. 1, 2015.
Lost Interest	The table below presents the amount of lost interest income. Lost interest (in millions) 3Q15 2Q15 3Q14 YTD15 YTD14 Amount by which interest income recognized on nonperforming loans exceeded reversals $ — $ — $ — $ — $ 1 Amount by which interest income would have increased if nonperforming loans at period end had been performing for the entire period $ 2 $ 1 $ 2 $ 5 $ 5
Information about Impaired Loans	The tables below provide information about our impaired loans. We use the discounted cash flow method as the primary method for valuing impaired loans. Impaired loans Quarter ended Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 (in millions) Average recorded investment Interest income recognized Average recorded investment Interest income recognized Average recorded investment Interest income recognized Impaired loans with an allowance: Wealth management loans and mortgages $ 6 $ — $ 6 $ — $ 7 $ — Commercial — — — — 13 — Commercial real estate — — — — 3 — Foreign — — — — 2 — Total impaired loans with an allowance 6 — 6 — 25 — Impaired loans without an allowance : Wealth management loans and mortgages 2 — 2 — 2 — Commercial real estate — — — — 1 — Total impaired loans without an allowance (a) 2 — 2 — 3 — Total impaired loans $ 8 $ — $ 8 $ — $ 28 $ — (a) When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans. Impaired loans Year-to-date Sept. 30, 2015 Sept. 30, 2014 (in millions) Average recorded investment Interest income recognized Average recorded investment Interest income recognized Impaired loans with an allowance: Wealth management loans and mortgages $ 6 $ — $ 8 $ — Commercial — — 14 — Commercial real estate — — 2 — Foreign — — 4 — Total impaired loans with an allowance 6 — 28 — Impaired loans without an allowance : Wealth management loans and mortgages 2 — 2 — Commercial real estate — — 1 — Total impaired loans without an allowance (a) 2 — 3 — Total impaired loans $ 8 $ — $ 31 $ — (a) When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans. Impaired loans Sept. 30, 2015 Dec. 31, 2014 (in millions) Recorded investment Unpaid principal balance Related allowance (a) Recorded investment Unpaid principal balance Related allowance (a) Impaired loans with an allowance: Wealth management loans and mortgages $ 7 $ 7 $ 1 $ 6 $ 6 $ 1 Commercial real estate — 3 1 — — — Total impaired loans with an allowance 7 10 2 6 6 1 Impaired loans without an allowance : Wealth management loans and mortgages 2 2 N/A 2 2 N/A Commercial real estate — — N/A 1 3 N/A Total impaired loans without an allowance (b) 2 2 N/A 3 5 N/A Total impaired loans (c) $ 9 $ 12 $ 2 $ 9 $ 11 $ 1 (a) The allowance for impaired loans is included in the allowance for loan losses. (b) When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans. (c) Excludes an aggregate of less than $1 million of impaired loans in amounts individually less than $1 million at both Sept. 30, 2015 and Dec. 31, 2014 . The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2015 and Dec. 31, 2014 .
Information about Past Due Loans	The table below sets forth information about our past due loans. Past due loans and still accruing interest Sept. 30, 2015 Dec. 31, 2014 Days past due Total past due Days past due Total past due (in millions) 30-59 60-89 >90 30-59 60-89 >90 Commercial real estate $ 51 $ 1 $ 2 $ 54 $ 79 $ — $ — $ 79 Wealth management loans and mortgages 5 3 1 9 45 — 1 46 Other residential mortgages 17 3 7 27 23 3 5 31 Total past due loans $ 73 $ 7 $ 10 $ 90 $ 147 $ 3 $ 6 $ 156
Troubled Debt Restructurings	The following table presents TDRs that occurred in the third quarter of 2015 , second quarter of 2015 and third quarter of 2014 . TDRs 3Q15 2Q15 3Q14 Outstanding recorded investment Outstanding recorded investment Outstanding recorded investment (dollars in millions) Number of contracts Pre-modification Post-modification Number of contracts Pre-modification Post-modification Number of contracts Pre-modification Post-modification Other residential mortgages 14 $ 2 $ 3 20 $ 4 $ 5 27 $ 4 $ 5 Total TDRs 14 $ 2 $ 3 20 $ 4 $ 5 27 $ 4 $ 5
Credit Quality Indicators - Commercial Portfolio - Credit Risk Profile by Creditworthiness Category	The following tables set forth information about credit quality indicators. Commercial loan portfolio Commercial loan portfolio – Credit risk profile by creditworthiness category Commercial Commercial real estate Financial institutions (in millions) Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Investment grade $ 1,862 $ 1,381 $ 2,638 $ 1,641 $ 14,211 $ 11,576 Non-investment grade 265 261 1,084 889 1,756 1,743 Total $ 2,127 $ 1,642 $ 3,722 $ 2,530 $ 15,967 $ 13,319
Credit Quality Indicators - Wealth Management Loans and Mortgages - Credit Risk Profile by Internally Assigned Grade	Wealth management loans and mortgages Wealth management loans and mortgages – Credit risk profile by internally assigned grade (in millions) Sept. 30, 2015 Dec. 31, 2014 Wealth management loans: Investment grade $ 6,270 $ 5,621 Non-investment grade 114 29 Wealth management mortgages 6,279 5,534 Total $ 12,663 $ 11,184

Goodwill and Intangible Assets

Goodwill and Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill by Business Segment	The tables below provide a breakdown of goodwill by business. Goodwill by business (in millions) Investment (a) Investment Other (a) Consolidated Balance at Dec. 31, 2014 $ 9,328 $ 8,467 $ 74 $ 17,869 Acquisitions/dispositions 10 — (22 ) (12 ) Foreign currency translation (93 ) (80 ) (2 ) (175 ) Other (b) $ (3 ) $ — $ — $ (3 ) Balance at Sept. 30, 2015 $ 9,242 $ 8,387 $ 50 $ 17,679 Goodwill by business (in millions) Investment (a) Investment Other (a) Consolidated Balance at Dec. 31, 2013 $ 9,446 $ 8,550 $ 77 $ 18,073 Acquisition/dispositions — 39 — 39 Foreign currency translation (43 ) (75 ) (2 ) (120 ) Balance at Sept. 30, 2014 $ 9,403 $ 8,514 $ 75 $ 17,992 (a) Includes the reclassification of goodwill associated with Meriten Investment Management from Investment Management to Other segment. (b) Other changes in goodwill include purchase price adjustments and certain other reclassifications.
Intangible Assets by Business Segment	The tables below provide a breakdown of intangible assets by business. Intangible assets – net carrying amount by business (in millions) Investment (a) Investment Other (a) Consolidated Balance at Dec. 31, 2014 $ 1,911 $ 1,355 $ 861 $ 4,127 Acquisitions/dispositions 9 — (9 ) — Amortization (73 ) (122 ) (2 ) (197 ) Foreign currency translation (10 ) (5 ) (1 ) (16 ) Balance at Sept. 30, 2015 $ 1,837 $ 1,228 $ 849 $ 3,914 Intangible assets – net carrying amount by business (in millions) Investment (a) Investment Other (a) Consolidated Balance at Dec. 31, 2013 $ 2,047 $ 1,538 $ 867 $ 4,452 Amortization (89 ) (132 ) (4 ) (225 ) Foreign currency translation (6 ) (5 ) (1 ) (12 ) Balance at Sept. 30, 2014 $ 1,952 $ 1,401 $ 862 $ 4,215 (a) Includes the reclassification of intangible assets associated with Meriten Investment Management from Investment Management to Other segment.
Intangible Assets by Type	The table below provides a breakdown of intangible assets by type. Intangible assets Sept. 30, 2015 Dec. 31, 2014 (in millions) Gross carrying amount Accumulated amortization Net carrying amount Remaining weighted- average amortization period Net carrying amount Subject to amortization: Customer relationships—Investment Management $ 1,719 $ (1,335 ) $ 384 11 years $ 464 Customer contracts—Investment Services 2,316 (1,465 ) 851 10 years 974 Other 76 (66 ) 10 3 years 14 Total subject to amortization 4,111 (2,866 ) 1,245 11 years 1,452 Not subject to amortization: (a) Trade name 1,359 N/A 1,359 N/A 1,360 Customer relationships 1,310 N/A 1,310 N/A 1,315 Total not subject to amortization 2,669 N/A 2,669 N/A 2,675 Total intangible assets $ 6,780 $ (2,866 ) $ 3,914 N/A $ 4,127 (a) Intangible assets not subject to amortization have an indefinite life. N/A - Not applicable.
Estimated Annual Amortization Expense	Estimated annual amortization expense for current intangibles for the next five years is as follows: For the year ended Estimated amortization expense (in millions) 2015 $ 263 2016 238 2017 214 2018 181 2019 108

Other Assets (Tables)

Other Assets (Tables)	9 Months Ended
	Sep. 30, 2015
Other Assets [Abstract]
Other Assets	Other assets Sept. 30, Dec. 31, (in millions) 2015 2014 Accounts receivable $ 4,808 $ 4,166 Corporate/bank owned life insurance 4,666 4,598 Equity in joint venture and other investments (a) 3,037 3,287 Fails to deliver 2,089 1,351 Software 1,352 1,332 Income taxes receivable 1,304 2,142 Fair value of hedging derivatives 790 851 Prepaid pension assets 645 708 Prepaid expenses 478 451 Due from customers on acceptances 298 247 Other 2,682 1,357 Total other assets $ 22,149 $ 20,490 (a) Includes Federal Reserve Bank stock of $452 million and $447 million , respectively, at cost.
Seed Capital and Private Equity Investments Valued Using Net Asset Value	The table below presents information about BNY Mellon’s investments in seed capital and private equity investments that have been valued using NAV. Seed capital and private equity investments valued using NAV Sept. 30, 2015 Dec. 31, 2014 (dollar amounts in millions) Fair value Unfunded commitments Redemption frequency Redemption notice period Fair value Unfunded commitments Redemption frequency Redemption notice period Seed capital and other funds (a) $ 69 $ 1 Daily-quarterly 0-180 days $ 307 $ — Daily-quarterly 0-180 days Private equity investments (b)(c) 34 59 N/A N/A 35 45 N/A N/A Total $ 103 $ 60 $ 342 $ 45 (a) Other funds include various leveraged loans, structured credit funds and hedge funds. Redemption notice periods vary by fund. (b) Private equity funds primarily include numerous venture capital funds that invest in various sectors of the economy. Private equity funds do not have redemption rights. Distributions from such funds will be received as the underlying investments in the funds are liquidated. (c) Includes investments and unfunded commitments related to SBICs, which are compliant with the Volcker Rule, of $34 million and $59 million , respectively, at Sept. 30, 2015 and $18 million and $45 million , respectively, at Dec. 31, 2014 . N/A - Not applicable.

Net Interest Revenue (Tables)

Net Interest Revenue (Tables)	9 Months Ended
	Sep. 30, 2015
Interest Revenue (Expense), Net [Abstract]
Net Interest Revenue	The following table provides the components of net interest revenue presented on the Consolidated Income Statement. Net interest revenue Quarter ended Year-to-date (in millions) Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Interest revenue Non-margin loans $ 188 $ 179 $ 174 $ 540 $ 519 Margin loans 53 51 48 154 134 Securities: Taxable 453 468 398 1,360 1,186 Exempt from federal income taxes 20 21 24 63 78 Total securities 473 489 422 1,423 1,264 Deposits with banks 24 28 58 82 208 Deposits with the Federal Reserve and other central banks 43 43 51 131 152 Federal funds sold and securities purchased under resale agreements 39 36 24 105 60 Trading assets 18 21 32 57 95 Total interest revenue 838 847 809 2,492 2,432 Interest expense Deposits 9 8 24 32 70 Federal funds purchased and securities sold under repurchase agreements (1 ) (1 ) (4 ) (5 ) (11 ) Trading liabilities 2 3 6 7 21 Other borrowed funds 2 3 1 7 4 Commercial paper 1 1 1 2 1 Customer payables 1 2 2 5 6 Long-term debt 65 52 58 178 173 Total interest expense 79 68 88 226 264 Net interest revenue $ 759 $ 779 $ 721 $ 2,266 $ 2,168

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	9 Months Ended
	Sep. 30, 2015
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Net Periodic Benefit Cost (Credit)	The components of net periodic benefit cost are as follows. Net periodic benefit cost (credit) Quarter ended Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 (in millions) Domestic pension benefits Foreign pension benefits Health care benefits Domestic pension benefits Foreign pension benefits Health care benefits Domestic pension benefits Foreign pension benefits Health care benefits Service cost $ — $ 8 $ 1 $ 15 $ 8 $ 1 $ 14 $ 9 $ 1 Interest cost 42 10 2 42 10 2 45 11 3 Expected return on assets (83 ) (13 ) (2 ) (83 ) (13 ) (2 ) (79 ) (15 ) (2 ) Curtailment (gain) — — — — — — — — — Other 26 6 — 26 6 — 28 4 — Net periodic benefit cost (credit) $ (15 ) $ 11 $ 1 $ — $ 11 $ 1 $ 8 $ 9 $ 2 Net periodic benefit cost (credit) Year-to-date Sept. 30, 2015 Sept. 30, 2014 (in millions) Domestic pension benefits Foreign pension benefits Health care benefits Domestic pension benefits Foreign pension benefits Health care benefits Service cost $ 30 $ 24 $ 3 $ 42 $ 27 $ 3 Interest cost 127 30 6 135 33 9 Expected return on assets (249 ) (39 ) (6 ) (237 ) (45 ) (6 ) Curtailment (gain) (30 ) — — — — — Other 83 18 — 86 12 — Net periodic benefit cost (credit) $ (39 ) $ 33 $ 3 $ 26 $ 27 $ 6

Restructuring Charges (Tables)

Restructuring Charges (Tables)	9 Months Ended
	Sep. 30, 2015
Streamlining Actions
Restructuring Cost and Reserve [Line Items]
Activity in Restructuring Reserve	The following table presents the activity in the reserve through Sept. 30, 2015 . Streamlining actions 2014 – restructuring reserve activity (in millions) Total Original restructuring charge $ 125 Net additional charges 65 Utilization (141 ) Balance at June 30, 2015 $ 49 Net additional charges 15 Utilization (14 ) Balance at Sept. 30, 2015 $ 50
Restructuring Charges by Business Segment	The table below presents the restructuring charge if it had been allocated by business. Streamlining actions 2014 – restructuring charge by business Total charges since inception (in millions) 3Q15 2Q15 Investment Management $ 7 $ 5 $ 35 Investment Services 5 (1 ) 89 Other segment (including Business Partners) 3 4 81 Total restructuring charge (recovery) $ 15 $ 8 $ 205
Operational Efficiency Initiatives 2011
Restructuring Cost and Reserve [Line Items]
Activity in Restructuring Reserve	The following table presents the activity in the restructuring reserve related to the Operational Excellence Initiatives through Sept. 30, 2015 . Operational Excellence Initiatives 2011 – restructuring reserve activity (in millions) Severance Other Total Original restructuring charge $ 78 $ 29 $ 107 Net additional charges (net recovery/gain) 91 (57 ) 34 Utilization (149 ) 28 (121 ) Balance at June 30, 2015 20 — 20 Net additional charges (recovery) (8 ) — (8 ) Utilization (2 ) — (2 ) Balance at Sept. 30, 2015 $ 10 $ — $ 10
Restructuring Charges by Business Segment	The table below presents the restructuring charge if it had been allocated by business. Operational Excellence Initiatives 2011 – restructuring charge (recovery) by business Total charges since inception (in millions) 3Q15 2Q15 Investment Management $ (3 ) $ — $ 48 Investment Services (2 ) — 82 Other segment (including Business Partners) (3 ) — 3 Total restructuring charge (recovery) $ (8 ) $ — $ 133

Securitizations and Variable 39

Securitizations and Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2015
Variable Interest Entity [Line Items]
Incremental Assets and Liabilities of Variable Interest Entities Included in Consolidated Financial Statements	The following tables present the incremental assets and liabilities included in BNY Mellon’s consolidated financial statements, after applying intercompany eliminations, as of Sept. 30, 2015 based on the assessments performed in accordance with ASC 810, as amended by ASU 2015-02, and as of Dec. 31, 2014 based on the assessments performed in accordance with ASC 810, prior to the adoption of ASU 2015-02. The net assets of any consolidated VIE are solely available to settle the liabilities of the VIE and to settle any investors’ ownership liquidation requests, including any seed capital invested in the VIE by BNY Mellon. Investments consolidated under ASC 810 as amended by ASU 2015-02 at Sept. 30, 2015 (in millions) Investment Management funds Securitizations Total consolidated investments Available-for-sale securities $ — $ 400 $ 400 Trading assets 2,087 — 2,087 Other assets 210 — 210 Total assets $ 2,297 (a) $ 400 $ 2,697 Trading liabilities $ 1,072 $ — $ 1,072 Other liabilities 91 362 453 Total liabilities $ 1,163 (a) $ 362 $ 1,525 Nonredeemable noncontrolling interests $ 782 (a) $ — $ 782 (a) Includes VMEs with assets of $91 million , liabilities of $1 million and nonredeemable noncontrolling interests of $3 million . Investments consolidated under ASC 810 and ASU 2009-17 at Dec. 31, 2014 (in millions) Investment Management funds Securitizations Total consolidated investments Available-for-sale securities $ — $ 414 $ 414 Trading assets 8,678 — 8,678 Other assets 604 — 604 Total assets $ 9,282 (a) $ 414 $ 9,696 Trading liabilities $ 7,660 $ — $ 7,660 Other liabilities 9 363 372 Total liabilities $ 7,669 (a) $ 363 $ 8,032 Nonredeemable noncontrolling interests $ 1,033 (a) $ — $ 1,033 (a) Includes VMEs with assets of $855 million , liabilities of $148 million and nonredeemable noncontrolling interests of $544 million .
Variable Interest Entity, Not Primary Beneficiary
Variable Interest Entity [Line Items]
Schedule of Variable Interest Entities	As of Sept. 30, 2015 and Dec. 31, 2014 , the following assets related to the VIEs where BNY Mellon is not the primary beneficiary are included in our consolidated financial statements. Non-consolidated VIEs at Sept. 30, 2015 (in millions) Assets Liabilities Maximum loss exposure Other $ 175 $ — $ 175 Non-consolidated VIEs at Dec. 31, 2014 (in millions) Assets Liabilities Maximum loss exposure Other $ 148 $ — $ 148

Preferred Stock (Tables)

Preferred Stock (Tables)	9 Months Ended
	Sep. 30, 2015
Stockholders' Equity Note [Abstract]
Preferred Stock Summary	BNY Mellon has 100 million authorized shares of preferred stock with a par value of $0.01 . The table below summarizes BNY Mellon’s preferred stock issued and outstanding at Sept. 30, 2015 and Dec. 31, 2014 . Preferred stock summary Liquidation preference per share (in dollars) Total shares issued and outstanding Carrying value (a) (dollars in millions, unless otherwise noted) Per annum dividend rate Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Series A Noncumulative Perpetual Preferred Stock Greater of (i) three-month LIBOR plus 0.565% for the related distribution period; or (ii) 4.000% $ 100,000 5,001 5,001 $ 500 $ 500 Series C Noncumulative Perpetual Preferred Stock 5.2 % $ 100,000 5,825 5,825 568 568 Series D Noncumulative Perpetual Preferred Stock 4.50% commencing Dec. 20, 2013 to but excluding June 20, 2023, then a floating rate equal to the three-month LIBOR plus 2.46% $ 100,000 5,000 5,000 494 494 Series E Noncumulative Perpetual Preferred Stock 4.95% commencing Dec. 20, 2015 to and including June 20, 2020, then a floating rate equal to the three-month LIBOR plus 3.42% $ 100,000 10,000 — 990 — Total 25,826 15,826 $ 2,552 $ 1,562 (a) The carrying value of the Series C, Series D and Series E preferred stock is recorded net of issuance costs .

Other Comprehensive Income (L41

Other Comprehensive Income (Loss) (Tables)	9 Months Ended
	Sep. 30, 2015
Equity [Abstract]
Components of Other Comprehensive Income	Components of other comprehensive income (loss) Quarter ended Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 (in millions) Pre-tax amount Tax (expense) benefit After-tax amount Pre-tax amount Tax (expense) benefit After-tax amount Pre-tax amount Tax (expense) benefit After-tax amount Foreign currency translation: Foreign currency translation adjustments arising during the period $ (132 ) $ (31 ) $ (163 ) $ 239 $ 90 $ 329 $ (505 ) $ (84 ) $ (589 ) Total foreign currency translation (132 ) (31 ) (163 ) 239 90 329 (505 ) (84 ) (589 ) Unrealized gain (loss) on assets available-for-sale: Unrealized gain (loss) arising during period (3 ) 10 7 (499 ) 141 (358 ) (18 ) 22 4 Reclassification adjustment (a) (22 ) 8 (14 ) (16 ) 6 (10 ) (20 ) 7 (13 ) Net unrealized gain (loss) on assets available-for-sale (25 ) 18 (7 ) (515 ) 147 (368 ) (38 ) 29 (9 ) Defined benefit plans: Net gain (loss) arising during the period 3 (1 ) 2 — — — — — — Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a) 32 (11 ) 21 32 (11 ) 21 31 (12 ) 19 Total defined benefit plans 35 (12 ) 23 32 (11 ) 21 31 (12 ) 19 Unrealized gain (loss) on cash flow hedges: Unrealized hedge gain (loss) arising during period (3 ) (6 ) (9 ) 1 1 2 15 (6 ) 9 Reclassification adjustment (a) 3 6 9 11 (4 ) 7 (31 ) 10 (21 ) Net unrealized gain (loss) on cash flow hedges — — — 12 (3 ) 9 (16 ) 4 (12 ) Total other comprehensive income (loss) $ (122 ) $ (25 ) $ (147 ) $ (232 ) $ 223 $ (9 ) $ (528 ) $ (63 ) $ (591 ) (a) The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement. Components of other comprehensive income (loss) Year-to-date Sept. 30, 2015 Sept. 30, 2014 (in millions) Pre-tax amount Tax (expense) benefit After-tax amount Pre-tax amount Tax (expense) benefit After-tax amount Foreign currency translation: Foreign currency translation adjustments arising during the period $ (396 ) $ (39 ) $ (435 ) $ (432 ) $ (43 ) $ (475 ) Total foreign currency translation (396 ) (39 ) (435 ) (432 ) (43 ) (475 ) Unrealized gain (loss) on assets available-for-sale: Unrealized gain (loss) arising during period (300 ) 83 (217 ) 519 (143 ) 376 Reclassification adjustment (a) (62 ) 23 (39 ) (60 ) 20 (40 ) Net unrealized gain (loss) on assets available-for-sale (362 ) 106 (256 ) 459 (123 ) 336 Defined benefit plans: Net gain (loss) arising during the period (182 ) 75 (107 ) — — — Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a) 71 (24 ) 47 92 (37 ) 55 Total defined benefit plans (111 ) 51 (60 ) 92 (37 ) 55 Unrealized gain (loss) on cash flow hedges: Unrealized hedge gain (loss) arising during period — — — 18 (9 ) 9 Reclassification adjustment (a) 11 (3 ) 8 (34 ) 12 (22 ) Net unrealized gain (loss) on cash flow hedges 11 (3 ) 8 (16 ) 3 (13 ) Total other comprehensive income (loss) $ (858 ) $ 115 $ (743 ) $ 103 $ (200 ) $ (97 ) (a) The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	9 Months Ended
	Sep. 30, 2015
Fair Value Disclosures [Abstract]
Assets and Liabilities Measured at Fair Value on Recurring Basis	The following tables present the financial instruments carried at fair value at Sept. 30, 2015 and Dec. 31, 2014 , by caption on the consolidated balance sheet and by valuation hierarchy (as described above). We have included credit ratings information in certain of the tables because the information indicates the degree of credit risk to which we are exposed, and significant changes in ratings classifications could result in increased risk for us. There were no material transfers between Level 1 and Level 2 during the third quarter of 2015. Assets measured at fair value on a recurring basis at Sept. 30, 2015 (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Total carrying Available-for-sale securities: U.S. Treasury $ 12,513 $ — $ — $ — $ 12,513 U.S. Government agencies — 431 — — 431 Sovereign debt/sovereign guaranteed 35 14,061 — — 14,096 State and political subdivisions (b) — 4,304 11 — 4,315 Agency RMBS — 23,335 — — 23,335 Non-agency RMBS — 841 — — 841 Other RMBS — 1,311 — — 1,311 Commercial MBS — 1,568 — — 1,568 Agency commercial MBS — 3,762 — — 3,762 Asset-backed CLOs — 2,291 — — 2,291 Other asset-backed securities — 3,129 — — 3,129 Equity securities 4 — — — 4 Money market funds (b) 770 — — — 770 Corporate bonds — 1,822 — — 1,822 Other debt securities — 2,248 — — 2,248 Foreign covered bonds 2,038 270 — — 2,308 Non-agency RMBS (c) — 1,938 — — 1,938 Total available-for-sale securities 15,360 61,311 11 — 76,682 Trading assets: Debt and equity instruments (b) 561 1,971 — — 2,532 Derivative assets not designated as hedging: Interest rate 28 11,454 — (8,893 ) 2,589 Foreign exchange — 4,222 — (2,782 ) 1,440 Equity 41 115 — (72 ) 84 Total derivative assets not designated as hedging 69 15,791 — (11,747 ) 4,113 Total trading assets 630 17,762 — (11,747 ) 6,645 Loans — 338 — — 338 Other assets: Derivative assets designated as hedging: Interest rate — 648 — — 648 Foreign exchange — 142 — — 142 Total derivative assets designated as hedging — 790 — — 790 Other assets (d) 198 109 — — 307 Other assets measured at net asset value 103 Total other assets 198 899 — — 1,200 Subtotal assets of operations at fair value 16,188 80,310 11 (11,747 ) 84,865 Percentage of assets prior to netting 17 % 83 % — % Assets of consolidated investment management funds: Trading assets 370 1,717 — — 2,087 Other assets 197 13 — — 210 Total assets of consolidated investment management funds 567 1,730 — — 2,297 Total assets $ 16,755 $ 82,040 $ 11 $ (11,747 ) $ 87,162 Percentage of assets prior to netting 17 % 83 % — % Liabilities measured at fair value on a recurring basis at Sept. 30, 2015 (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Total carrying Trading liabilities: Debt and equity instruments $ 246 $ 154 $ — $ — $ 400 Derivative liabilities not designated as hedging: Interest rate 17 11,406 — (8,991 ) 2,432 Foreign exchange — 4,179 — (2,352 ) 1,827 Equity and other contracts 18 133 — (54 ) 97 Total derivative liabilities not designated as hedging 35 15,718 — (11,397 ) 4,356 Total trading liabilities 281 15,872 — (11,397 ) 4,756 Long-term debt (b) — 362 — — 362 Other liabilities - derivative liabilities designated as hedging: Interest rate — 470 — — 470 Foreign exchange — 48 — — 48 Total other liabilities - derivative liabilities designated as hedging — 518 — — 518 Subtotal liabilities of operations at fair value 281 16,752 — (11,397 ) 5,636 Percentage of liabilities prior to netting 2 % 98 % — % Liabilities of consolidated investment management funds: Trading liabilities — 1,072 — — 1,072 Other liabilities 1 90 — — 91 Total liabilities of consolidated investment management funds 1 1,162 — — 1,163 Total liabilities $ 282 $ 17,914 $ — $ (11,397 ) $ 6,799 Percentage of liabilities prior to netting 2 % 98 % — % (a) ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product. (b) Includes certain interests in securitizations. (c) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (d) Includes private equity investments and seed capital. Assets measured at fair value on a recurring basis at Dec. 31, 2014 (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Total carrying value Available-for-sale securities: U.S. Treasury $ 19,997 $ — $ — $ — $ 19,997 U.S. Government agencies — 343 — — 343 Sovereign debt/sovereign guaranteed 40 17,244 — — 17,284 State and political subdivisions (b) — 5,236 11 — 5,247 Agency RMBS — 32,600 — — 32,600 Non-agency RMBS — 953 — — 953 Other RMBS — 1,551 — — 1,551 Commercial MBS — 1,959 — — 1,959 Agency commercial MBS — 3,132 — — 3,132 Asset-backed CLOs — 2,130 — — 2,130 Other asset-backed securities — 3,240 — — 3,240 Equity securities 95 — — — 95 Money market funds (b) 763 — — — 763 Corporate bonds — 1,785 — — 1,785 Other debt securities — 2,169 — — 2,169 Foreign covered bonds 2,250 618 — — 2,868 Non-agency RMBS (c) — 2,214 — — 2,214 Total available-for-sale securities 23,145 75,174 11 — 98,330 Trading assets: Debt and equity instruments (b) 2,204 2,217 — — 4,421 Derivative assets not designated as hedging: Interest rate 7 17,137 6 (13,942 ) 3,208 Foreign exchange — 6,280 — (4,246 ) 2,034 Equity 96 278 3 (159 ) 218 Total derivative assets not designated as hedging 103 23,695 9 (18,347 ) 5,460 Total trading assets 2,307 25,912 9 (18,347 ) 9,881 Loans — 21 — — 21 Other assets : Derivative assets designated as hedging: Interest rate — 477 — — 477 Foreign exchange — 374 — — 374 Total derivative assets designated as hedging — 851 — — 851 Other assets (d)(e) 174 514 35 — 723 Other assets measured at net asset value (e) 342 Total other assets 174 1,365 35 — 1,916 Subtotal assets of operations at fair value 25,626 102,472 55 (18,347 ) 110,148 Percentage of assets prior to netting 20 % 80 % — % Assets of consolidated investment management funds: Trading assets 100 8,578 — — 8,678 Other assets 457 147 — — 604 Total assets of consolidated investment management funds 557 8,725 — — 9,282 Total assets $ 26,183 $ 111,197 $ 55 $ (18,347 ) $ 119,430 Percentage of assets prior to netting 19 % 81 % — % Liabilities measured at fair value on a recurring basis at Dec. 31, 2014 (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Total carrying value Trading liabilities: Debt and equity instruments $ 367 $ 294 $ — $ — $ 661 Derivative liabilities not designated as hedging: Interest rate 3 17,645 6 (14,467 ) 3,187 Foreign exchange — 6,367 — (3,149 ) 3,218 Equity and other contracts 47 499 3 (181 ) 368 Total derivative liabilities not designated as hedging 50 24,511 9 (17,797 ) 6,773 Total trading liabilities 417 24,805 9 (17,797 ) 7,434 Long-term debt ( b ) — 347 — — 347 Other liabilities: Derivative liabilities designated as hedging: Interest rate — 385 — — 385 Foreign exchange — 62 — — 62 Total derivative liabilities designated as hedging — 447 — — 447 Other liabilities 4 — — — 4 Total other liabilities 4 447 — — 451 Subtotal liabilities of operations at fair value 421 25,599 9 (17,797 ) 8,232 Percentage of liabilities prior to netting 2 % 98 % — % Liabilities of consolidated investment management funds: Trading liabilities — 7,660 — — 7,660 Other liabilities 1 8 — — 9 Total liabilities of consolidated investment management funds 1 7,668 — — 7,669 Total liabilities $ 422 $ 33,267 $ 9 $ (17,797 ) $ 15,901 Percentage of liabilities prior to netting 1 % 99 % — % (a) ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product. (b) Includes certain interests in securitizations. (c) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (d) Includes private equity investments and seed capital. (e) Other assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 of the Notes to Consolidated Financial Statements for additional information.
Details Of Certain Items Measured At Fair Value On Recurring Basis Table	Details of certain items measured at fair value on a recurring basis Sept. 30, 2015 Dec. 31, 2014 Total carrying value (a) Ratings Total carrying value (a) Ratings AAA/ AA- A+/ A- BBB+/ BBB- BB+ and lower AAA/ AA- A+/ A- BBB+/ BBB- BB+ and lower (dollar amounts in millions) Non-agency RMBS, originated in: 2007 $ 70 — % — % — % 100 % $ 78 — % — % — % 100 % 2006 129 — — — 100 138 — — — 100 2005 247 2 23 16 59 284 — 21 19 60 2004 and earlier 395 4 4 26 66 453 3 5 27 65 Total non-agency RMBS $ 841 2 % 9 % 17 % 72 % $ 953 1 % 9 % 19 % 71 % Commercial MBS - Domestic, originated in: 2009-2015 $ 653 84 % 16 % — % — % $ 639 83 % 17 % — % — % 2008 17 100 — — — 19 100 — — — 2007 320 63 21 16 — 353 65 21 14 — 2006 476 79 21 — — 599 83 17 — — 2005 38 100 — — — 271 100 — — — 2004 and earlier — — — — — 6 100 — — — Total commercial MBS - Domestic $ 1,504 79 % 18 % 3 % — % $ 1,887 82 % 15 % 3 % — % Foreign covered bonds: Canada $ 1,074 100 % — % — % — % $ 1,266 100 % — % — % — % United Kingdom 420 100 — — — 690 100 — — — Netherlands 221 100 — — — 244 100 — — — Other 593 100 — — — 668 100 — — — Total foreign covered bonds $ 2,308 100 % — % — % — % $ 2,868 100 % — % — % — % European floating rate notes - available-for-sale: United Kingdom $ 994 85 % 15 % — % — % $ 1,172 83 % 17 % — % — % Netherlands 236 100 — — — 296 100 — — — Ireland 125 — — — 100 144 — — — 100 Other 19 100 — — — 25 99 1 — — Total European floating rate notes - available-for-sale $ 1,374 80 % 11 % — % 9 % $ 1,637 79 % 12 % — % 9 % Sovereign debt/sovereign guaranteed: United Kingdom $ 3,040 100 % — % — % — % $ 5,076 100 % — % — % — % France 2,530 100 — — — 3,550 100 — — — Spain 1,939 — — 100 — 1,978 — — 100 — Germany 1,776 100 — — — 1,522 100 — — — Italy 1,403 — — 100 — 1,427 — — 100 — Belgium 1,387 100 — — — 829 100 — — — Netherlands 920 100 — — — 1,800 100 — — — Ireland 793 — 18 82 — 672 — — 100 — Other 308 72 — 28 — 430 81 — 19 — Total sovereign debt/sovereign guaranteed $ 14,096 70 % 1 % 29 % — % $ 17,284 76 % — % 24 % — % Non-agency RMBS (b) , originated in: 2007 $ 546 — % — % — % 100 % $ 620 — % — % — % 100 % 2006 572 — — 1 99 653 — — 1 99 2005 633 — 2 1 97 727 — 3 1 96 2004 and earlier 187 — 3 9 88 214 — 4 7 89 Total non-agency RMBS (b) $ 1,938 — % 1 % 1 % 98 % $ 2,214 — % 1 % 1 % 98 % (a) At Sept. 30, 2015 and Dec. 31, 2014, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy. (b) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation	The tables below include a roll forward of the balance sheet amounts for the three and nine months ended Sept. 30, 2015 and 2014 (including the change in fair value), for financial instruments classified in Level 3 of the valuation hierarchy. Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2015 Available-for-sale securities Trading assets Total assets (in millions) State and political subdivisions Derivative assets (a) Other assets Fair value at June 30, 2015 $ 11 $ 1 $ 28 $ 40 Transfers out of Level 3 — — — — Total gains or (losses) for the period: Included in earnings (or changes in net assets) — (b) — (c) 10 (d) 10 Sales and settlements: Sales — — (38 ) (38 ) Settlements — (1 ) — (1 ) Fair value at Sept. 30, 2015 $ 11 $ — $ — $ 11 Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period $ — $ — $ — (a) Derivative assets are reported on a gross basis. (b) Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses). (c) Reported in foreign exchange and other trading revenue. (d) Reported in investment and other income. Fair value measurements for liabilities using significant unobservable inputs for the three months ended Sept. 30, 2015 Trading liabilities Total liabilities (in millions) Derivative liabilities (a) Fair value at June 30, 2015 $ 1 $ 1 Transfers out of Level 3 — — Total (gains) or losses for the period: Included in earnings (or changes in net liabilities) — (b) — Settlements (1 ) (1 ) Fair value at Sept. 30, 2015 $ — $ — Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period $ — $ — (a) Derivative liabilities are reported on a gross basis. (b) Reported in foreign exchange and other trading revenue. Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2014 Available-for-sale securities Trading assets (in millions) State and political Debt and equity Derivative (a) Other assets Total assets (b) Fair value at June 30, 2014 $ 11 $ 1 $ 22 $ — $ 34 Transfers out of Level 3 — — (10 ) — (10 ) Transfers into of Level 3 — — — 38 38 Total gains or (losses) for the period: Included in earnings (or changes in net assets) — (c) — (d) 13 (d) — (e) 13 Settlements — (1 ) (1 ) — (2 ) Fair value at Sept. 30, 2014 $ 11 $ — $ 24 $ 38 $ 73 Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period $ — $ 16 $ — $ 16 (a) Derivative assets are reported on a gross basis. (b) Total assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 for additional information. (c) Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses). (d) Reported in foreign exchange and other trading revenue. (e) Reported in investment and other income. Fair value measurements for liabilities using significant unobservable inputs for the three months ended Sept. 30, 2014 Trading liabilities Total liabilities (in millions) Derivative liabilities (a) Fair value at June 30, 2014 $ 51 $ 51 Transfers out of Level 3 (2 ) (2 ) Total (gains) or losses for the period: Included in earnings (or changes in net liabilities) (23 ) (b) (23 ) Fair value at Sept. 30, 2014 $ 26 $ 26 Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period $ (12 ) $ (12 ) (a) Derivative liabilities are reported on a gross basis. (b) Reported in foreign exchange and other trading revenue. Fair value measurements for assets using significant unobservable inputs for the nine months ended Sept. 30, 2015 Available-for-sale securities Trading assets (in millions) State and political Derivative (a) Other assets Total assets Fair value at Dec. 31, 2014 $ 11 $ 9 $ 35 $ 55 Transfers out of Level 3 — (3 ) — (3 ) Total gains or (losses) for the period: Included in earnings (or changes in net assets) — (b) (1 ) (c) 10 (d) 9 Purchases, sales and settlements: Purchases — — 3 3 Sales — — (48 ) (48 ) Settlements — (5 ) — (5 ) Fair value at Sept. 30, 2015 $ 11 $ — $ — $ 11 Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period $ — $ — $ — (a) Derivative assets are reported on a gross basis. (b) Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses). (c) Reported in foreign exchange and other trading revenue. (d) Reported in investment and other income. Fair value measurements for liabilities using significant unobservable inputs for the nine months ended Sept. 30, 2015 Trading liabilities Total liabilities (in millions) Derivative liabilities (a) Fair value at Dec. 31, 2014 $ 9 $ 9 Transfers out of Level 3 (3 ) (3 ) Total (gains) or losses for the period: Included in earnings (or changes in net liabilities) (1 ) (b) (1 ) Settlements (5 ) (5 ) Fair value at Sept. 30, 2015 $ — $ — Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period $ — $ — (a) Derivative liabilities are reported on a gross basis. (b) Reported in foreign exchange and other trading revenue. Fair value measurements for assets using significant unobservable inputs for the nine months ended Sept. 30, 2014 Available-for-sale securities Trading assets (in millions) State and political Debt and equity Derivative (a) Other assets Total assets (b) Fair value at Dec. 31, 2013 $ 11 $ 1 $ 22 $ — $ 34 Transfers out of Level 3 — — (12 ) — (12 ) Transfers into of Level 3 — — — 38 38 Total gains or (losses) for the period: Included in earnings (or changes in net assets) — (c) — (d) 15 (d) — (e) 15 Settlements — (1 ) (1 ) — (2 ) Fair value at Sept. 30, 2014 $ 11 $ — $ 24 $ 38 $ 73 Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period $ — $ 19 $ — $ 19 (a) Derivative assets are reported on a gross basis. (b) Total assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 for additional information. (c) Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses). (d) Reported in foreign exchange and other trading revenue. (e) Reported in investment and other income. Fair value measurements for liabilities using significant unobservable inputs for the nine months ended Sept. 30, 2014 Trading liabilities Total liabilities (in millions) Derivative liabilities (a) Fair value at Dec. 31, 2013 $ 75 $ 75 Transfers out of Level 3 (39 ) (39 ) Total (gains) or losses for the period: Included in earnings (or changes in net liabilities) (13 ) (b) (13 ) Purchases 3 3 Fair value at Sept. 30, 2014 $ 26 $ 26 Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period $ 1 $ 1 (a) Derivative liabilities are reported on a gross basis. (b) Reported in foreign exchange and other trading revenue.
Assets Measured at Fair Value on Nonrecurring Basis	The following tables present the financial instruments carried on the consolidated balance sheet by caption and by level in the fair value hierarchy as of Sept. 30, 2015 and Dec. 31, 2014 , for which a nonrecurring change in fair value has been recorded during the quarters ended Sept. 30, 2015 and Dec. 31, 2014 . Assets measured at fair value on a nonrecurring basis at Sept. 30, 2015 Total carrying value (in millions) Level 1 Level 2 Level 3 Loans (a) $ — $ 101 $ 2 $ 103 Other assets (b) — 9 — 9 Total assets at fair value on a nonrecurring basis $ — $ 110 $ 2 $ 112 Assets measured at fair value on a nonrecurring basis at Dec. 31, 2014 Total carrying value (in millions) Level 1 Level 2 Level 3 Loans (a) $ — $ 112 $ 2 $ 114 Other assets (b) — 6 — 6 Total assets at fair value on a nonrecurring basis $ — $ 118 $ 2 $ 120 (a) During the quarters ended Sept. 30, 2015 and Dec. 31, 2014 , the fair value of these loans decreased $1 million and $3 million , respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses. (b) Includes other assets received in satisfaction of debt and loans held for sale. Loans held for sale are carried on the balance sheet at the lower of cost or fair value.
Fair Value Inputs, Assets, Quantitative Information	The following tables present the unobservable inputs used in the valuation of assets and liabilities classified as Level 3 within the fair value hierarchy. Quantitative information about Level 3 fair value measurements of assets (dollars in millions) Fair value at Sept. 30, 2015 Valuation techniques Unobservable input Range Measured on a recurring basis: Available-for-sale securities: State and political subdivisions $ 11 Discounted cash flow Expected credit loss 0%-1%
Fair Value, by Balance Sheet Grouping	The following tables present the estimated fair value and the carrying amount of financial instruments not carried at fair value on the consolidated balance sheet at Sept. 30, 2015 and Dec. 31, 2014 , by caption on the consolidated balance sheet and by the valuation hierarchy. See Note 20 of the Notes to Consolidated Financial Statements in our 2014 Annual Report for additional information regarding the financial instruments within the scope of this disclosure, and the methods and significant assumptions used to estimate their fair value. Summary of financial instruments Sept. 30, 2015 (in millions) Level 1 Level 2 Level 3 Total estimated fair value Carrying amount Assets: Interest-bearing deposits with the Federal Reserve and other central banks $ — $ 82,426 $ — $ 82,426 $ 82,426 Interest-bearing deposits with banks — 20,007 — 20,007 20,002 Federal funds sold and securities purchased under resale agreements — 28,901 — 28,901 28,901 Securities held-to-maturity 11,501 32,257 — 43,758 43,423 Loans — 61,022 — 61,022 60,836 Other financial assets 8,234 1,066 — 9,300 9,300 Total $ 19,735 $ 225,679 $ — $ 245,414 $ 244,888 Liabilities: Noninterest-bearing deposits $ — $ 101,111 $ — $ 101,111 $ 101,111 Interest-bearing deposits — 164,893 — 164,893 165,657 Federal funds purchased and securities sold under repurchase agreements — 8,824 — 8,824 8,824 Payables to customers and broker-dealers — 22,236 — 22,236 22,236 Borrowings — 758 — 758 758 Long-term debt — 21,481 — 21,481 21,068 Total $ — $ 319,303 $ — $ 319,303 $ 319,654 Summary of financial instruments Dec. 31, 2014 (in millions) Level 1 Level 2 Level 3 Total estimated Carrying Assets: Interest-bearing deposits with the Federal Reserve and other central banks $ — $ 96,682 $ — $ 96,682 $ 96,682 Interest-bearing deposits with banks — 19,505 — 19,505 19,495 Federal funds sold and securities purchased under resale agreements — 20,302 — 20,302 20,302 Securities held-to-maturity 5,063 16,064 — 21,127 20,933 Loans — 56,840 — 56,840 56,749 Other financial assets 6,970 1,121 — 8,091 8,091 Total $ 12,033 $ 210,514 $ — $ 222,547 $ 222,252 Liabilities: Noninterest-bearing deposits $ — $ 104,240 $ — $ 104,240 $ 104,240 Interest-bearing deposits — 160,688 — 160,688 161,629 Federal funds purchased and securities sold under repurchase agreements — 11,469 — 11,469 11,469 Payables to customers and broker-dealers — 21,181 — 21,181 21,181 Borrowings — 956 — 956 956 Long-term debt — 20,401 — 20,401 19,917 Total $ — $ 318,935 $ — $ 318,935 $ 319,392
Summary Of Hedged Financial Instruments Disclosure	The table below summarizes the carrying amount of the hedged financial instruments, the notional amount of the hedge and the unrealized gain (loss) (estimated fair value) of the derivatives. Hedged financial instruments Carrying amount Notional amount of hedge Unrealized (in millions) Gain (Loss) Sept. 30, 2015 Securities available-for-sale $ 8,011 $ 7,820 $ 10 $ (462 ) Long-term debt 17,648 17,051 636 (8 ) Dec. 31, 2014 Securities available-for-sale $ 7,294 $ 7,045 $ 4 $ (370 ) Long-term debt 16,469 16,100 470 (14 )

Fair Value Option (Tables)

Fair Value Option (Tables)	9 Months Ended
	Sep. 30, 2015
Fair Value Disclosures [Abstract]
Assets and Liabilities, by Type, of Consolidated Investment Management Funds Recorded at Fair Value	The following table presents the assets and liabilities, by type, of consolidated investment management funds recorded at fair value. Assets and liabilities of consolidated investment management funds, at fair value (in millions) Sept. 30, 2015 Dec. 31, 2014 Assets of consolidated investment management funds: Trading assets $ 2,087 $ 8,678 Other assets 210 604 Total assets of consolidated investment management funds $ 2,297 $ 9,282 Liabilities of consolidated investment management funds: Trading liabilities $ 1,072 $ 7,660 Other liabilities 91 9 Total liabilities of consolidated investment management funds $ 1,163 $ 7,669
Changes in Fair Value of the Loans and Long-Term Debt and the Location of the Changes	The following table presents the changes in fair value of the loans and long-term debt and the location of the changes in the consolidated income statement. Impact of changes in fair value in the income statement (a) Quarter ended Year-to-date (in millions) Sept. 30, 2015 June 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Loans: Investment and other income $ 6 $ (3 ) $ — $ 5 $ — Long-term debt: Foreign exchange and other trading revenue $ (11 ) $ 4 $ 1 $ (15 ) $ (16 ) (a) The changes in fair value of the loans and long-term debt are approximately offset by economic hedges included in foreign exchange and other trading revenue.

Derivative Instruments (Tables)

Derivative Instruments (Tables)	9 Months Ended
	Sep. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Ineffectiveness Related to Derivatives and Hedging Relationships Recorded in Income	Ineffectiveness related to derivatives and hedging relationships was recorded in income as follows: Ineffectiveness Nine months ended (in millions) Sept. 30, 2015 Sept. 30, 2014 Fair value hedges of securities $ 2.8 $ (7.7 ) Fair value hedges of deposits and long-term debt (4.8 ) (12.0 ) Cash flow hedges — 0.1 Other (a) — (0.1 ) Total $ (2.0 ) $ (19.7 ) (a) Includes ineffectiveness recorded on foreign exchange hedges.
Impact of Derivative Instruments on Balance Sheet	The following table summarizes the notional amount and credit exposure of our total derivative portfolio at Sept. 30, 2015 and Dec. 31, 2014 . Impact of derivative instruments on the balance sheet Notional value Asset derivatives fair value Liability derivatives fair value (in millions) Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Sept. 30, 2015 Dec. 31, 2014 Derivatives designated as hedging instruments (a) : Interest rate contracts $ 24,871 $ 23,145 $ 648 $ 477 $ 470 $ 385 Foreign exchange contracts 7,158 7,344 142 374 48 62 Total derivatives designated as hedging instruments $ 790 $ 851 $ 518 $ 447 Derivatives not designated as hedging instruments (b) : Interest rate contracts $ 573,832 $ 731,628 $ 11,482 $ 17,150 $ 11,423 $ 17,654 Foreign exchange contracts 603,954 528,401 4,222 6,280 4,179 6,367 Equity contracts 2,841 10,842 156 377 151 549 Credit contracts 155 — — — — — Total derivatives not designated as hedging instruments $ 15,860 $ 23,807 $ 15,753 $ 24,570 Total derivatives fair value (c) $ 16,650 $ 24,658 $ 16,271 $ 25,017 Effect of master netting agreements (d) (11,747 ) (18,347 ) (11,397 ) (17,797 ) Fair value after effect of master netting agreements $ 4,903 $ 6,311 $ 4,874 $ 7,220 (a) The fair value of asset derivatives and liability derivatives designated as hedging instruments is recorded as other assets and other liabilities, respectively, on the balance sheet. (b) The fair value of asset derivatives and liability derivatives not designated as hedging instruments is recorded as trading assets and trading liabilities, respectively, on the balance sheet. (c) Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815. (d) Effect of master netting agreements includes cash collateral received and paid of $893 million and $543 million , respectively, at Sept. 30, 2015 , and $1,589 million and $1,039 million , respectively, at Dec. 31, 2014 .
Impact of Derivative Instruments on Income Statement	Impact of derivative instruments on the income statement (in millions) Derivatives in fair value hedging relationships Location of gain or (loss) recognized in income on derivatives Gain or (loss) recognized in income on derivatives Location of gain or(loss) recognized in income on hedged item Gain or (loss) recognized in hedged item 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 Interest rate contracts Net interest revenue $ (93 ) $ 255 $ (200 ) Net interest revenue $ 87 $ (248 ) $ 195 Derivatives in cash flow hedging relationships Gain or (loss) recognized in accumulated OCI on derivatives(effective portion) Location of gain or (loss) reclassified from accumulated OCI into income (effective portion) Gain or (loss) reclassified from accumulated OCI into income (effective portion) Location of gain or (loss) recognized in income on derivatives (ineffective portion and amount excluded from effectiveness testing) Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 FX contracts $ — $ — $ — Net interest revenue $ — $ — $ (1 ) Net interest revenue $ — $ — $ — FX contracts — — (5 ) Other revenue — — 1 Other revenue — — 0.2 FX contracts — (3 ) 29 Trading revenue — (3 ) 29 Trading revenue — — — FX contracts (3 ) 4 (8 ) Salary expense (3 ) (8 ) 2 Salary expense — — — Total $ (3 ) $ 1 $ 16 $ (3 ) $ (11 ) $ 31 $ — $ — $ 0.2 Derivatives in net investment hedging relationships Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Location of gain or (loss) reclassified from accumulated OCI into income (effective portion) Gain or (loss) reclassified from accumulated OCI into income (effective portion) Location of gain or (loss) recognized in income on derivative (ineffective portion and amount excluded from effectiveness testing) Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 3Q15 2Q15 3Q14 FX contracts $ 213 $ (255 ) $ 308 Net interest revenue $ 1 $ — $ — Other revenue $ — $ — $ (0.2 ) Impact of derivative instruments on the income statement (in millions) Derivatives in fair value hedging relationships Location of gain or (loss) recognized in income on derivatives Gain or (loss) recognized in income on derivatives Nine months ended Location of gain or(loss) recognized in income on hedged item Gain or (loss) recognized in hedged item Nine months ended Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Interest rate contracts Net interest revenue $ 10 $ (594 ) Net interest revenue $ (12 ) $ 574 Derivatives in cash flow hedging relationships Gain or (loss) recognized in accumulated OCI on derivatives(effective portion) Nine months ended Location of gain or (loss) reclassified from accumulated OCI into income (effective portion) Gain or (loss) reclassified from accumulated OCI into income (effective portion) Nine months ended Location of gain or (loss) recognized in income on derivatives (ineffective portion and amount excluded from effectiveness testing) Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Nine months ended Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 FX contracts $ (1 ) $ (2 ) Net interest revenue $ (1 ) $ (2 ) Net interest revenue $ — $ — FX contracts — (2 ) Other revenue — 2 Other revenue — 0.1 FX contracts 9 26 Trading revenue 9 26 Trading revenue — — FX contracts (8 ) (4 ) Salary expense (19 ) 8 Salary expense — — Total $ — $ 18 $ (11 ) $ 34 $ — $ 0.1 Derivatives in net investment hedging relationships Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Nine months ended Location of gain or (loss) reclassified from accumulated OCI into income (effective portion) Gain or (loss) reclassified from accumulated OCI into income (effective portion) Nine months ended Location of gain or (loss) recognized in income on derivative (ineffective portion and amount excluded from effectiveness testing) Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Nine months ended Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 Sept. 30, 2015 Sept. 30, 2014 FX contracts $ 326 $ 163 Net interest revenue $ 1 $ (1 ) Other revenue $ — $ (0.1 )
Revenue from Foreign Exchange and Other Trading	Revenue from foreign exchange and other trading included the following: Foreign exchange and other trading revenue Year-to-date (in millions) 3Q15 2Q15 3Q14 2015 2014 Foreign exchange $ 180 $ 181 $ 154 $ 578 $ 413 Other trading revenue (loss) (1 ) 6 (1 ) 17 6 Total foreign exchange and other trading revenue $ 179 $ 187 $ 153 $ 595 $ 419
Fair Value of Derivative Contracts Falling under Early Termination Provisions that were in Net Liability Position	The following table shows the fair value of contracts falling under early termination provisions that were in net liability positions as of Sept. 30, 2015 for three key ratings triggers: If The Bank of New York Mellon’s rating was changed to (Moody’s/S&P) Potential close-out exposures (fair value) (a) A3/A- $ 72 million Baa2/BBB $ 1,031 million Ba1/BB+ $ 2,089 million (a) The amounts represent potential total close-out values if The Bank of New York Mellon’s rating were to immediately drop to the indicated levels.
Offsetting Assets	The following tables present derivative instruments and financial instruments that are either subject to an enforceable netting agreement or offset by collateral arrangements. There were no derivative instruments or financial instruments subject to a netting agreement for which we are not currently netting. Offsetting of derivative assets and financial assets at Sept. 30, 2015 Gross assets recognized Gross amounts offset in the balance sheet Net assets recognized on the balance sheet Gross amounts not offset in the balance sheet (in millions) (a) Financial instruments Cash collateral received Net amount Derivatives subject to netting arrangements: Interest rate contracts $ 10,435 $ 8,893 $ 1,542 $ 470 $ — $ 1,072 Foreign exchange contracts 3,525 2,782 743 27 — 716 Equity contracts 148 72 76 — — 76 Total derivatives subject to netting arrangements 14,108 11,747 2,361 497 — 1,864 Total derivatives not subject to netting arrangements 2,542 — 2,542 — — 2,542 Total derivatives 16,650 11,747 4,903 497 — 4,406 Reverse repurchase agreements 21,806 589 (b) 21,217 21,213 — 4 Securities borrowing 7,678 — 7,678 7,496 — 182 Total $ 46,134 $ 12,336 $ 33,798 $ 29,206 $ — $ 4,592 (a) Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of reverse repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system. Offsetting of derivative assets and financial assets at Dec. 31, 2014 Gross assets recognized Gross amounts offset in the balance sheet Net assets recognized on the balance sheet Gross amounts not offset in the balance sheet (in millions) (a) Financial instruments Cash collateral received Net amount Derivatives subject to netting arrangements: Interest rate contracts $ 15,457 $ 13,942 $ 1,515 $ 408 $ — $ 1,107 Foreign exchange contracts 5,291 4,246 1,045 176 — 869 Equity contracts 303 159 144 6 — 138 Total derivatives subject to netting arrangements 21,051 18,347 2,704 590 — 2,114 Total derivatives not subject to netting arrangements 3,607 — 3,607 — — 3,607 Total derivatives 24,658 18,347 6,311 590 — 5,721 Reverse repurchase agreements 11,634 434 (b) 11,200 11,198 — 2 Securities borrowing 9,033 — 9,033 8,733 — 300 Total $ 45,325 $ 18,781 $ 26,544 $ 20,521 $ — $ 6,023 (a) Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of reverse repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
Offsetting Liabilities	Offsetting of derivative liabilities and financial liabilities at Sept. 30, 2015 Gross liabilities recognized Gross amounts offset in the balance sheet Net liabilities recognized on the balance sheet Gross amounts not offset in the balance sheet (in millions) (a) Financial instruments Cash collateral pledged Net amount Derivatives subject to netting arrangements: Interest rate contracts $ 11,210 $ 8,991 $ 2,219 $ 2,005 $ — $ 214 Foreign exchange contracts 3,093 2,352 741 365 — 376 Equity contracts 142 54 88 64 — 24 Total derivatives subject to netting arrangements 14,445 11,397 3,048 2,434 — 614 Total derivatives not subject to netting arrangements 1,826 — 1,826 — — 1,826 Total derivatives 16,271 11,397 4,874 2,434 — 2,440 Repurchase agreements 6,860 589 (b) 6,271 6,255 — 16 Securities lending 2,263 — 2,263 2,221 — 42 Total $ 25,394 $ 11,986 $ 13,408 $ 10,910 $ — $ 2,498 (a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system. Offsetting of derivative liabilities and financial liabilities at Dec. 31, 2014 Gross liabilities recognized Gross amounts offset in the balance sheet Net liabilities recognized on the balance sheet Gross amounts not offset in the balance sheet (in millions) (a) Financial instruments Cash collateral pledged Net amount Derivatives subject to netting arrangements: Interest rate contracts $ 16,884 $ 14,467 $ 2,417 $ 1,815 $ — $ 602 Foreign exchange contracts 4,241 3,149 1,092 399 — 693 Equity contracts 481 181 300 250 — 50 Total derivatives subject to netting arrangements 21,606 17,797 3,809 2,464 — 1,345 Total derivatives not subject to netting arrangements 3,411 — 3,411 — — 3,411 Total derivatives 25,017 17,797 7,220 2,464 — 4,756 Repurchase agreements 9,160 434 (b) 8,726 8,722 — 4 Securities lending 2,571 — 2,571 2,494 — 77 Total $ 36,748 $ 18,231 $ 18,517 $ 13,680 $ — $ 4,837 (a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
Transfer of Certain Financial Assets Accounted for as Secured Borrowings	The following table presents the contract value of repurchase agreements and securities lending transactions accounted for as secured borrowings by the type of collateral provided to counterparties. Repurchase agreements and securities lending transactions accounted for as secured borrowings at Sept. 30, 2015 Remaining contractual maturity of the agreements (in millions) Overnight and continuous Up to 30 days 30 days or more Total Repurchase agreements: U.S. Treasury $ 771 $ — $ — $ 771 U.S. Government agencies 330 — 1 331 Agency RMBS 4,125 45 11 4,181 Corporate bonds 453 — 700 1,153 Other debt securities 205 — 138 343 Equity securities 81 — — 81 Total $ 5,965 $ 45 $ 850 $ 6,860 Securities lending: U.S. Government agencies $ 59 $ — $ — $ 59 Other debt securities 303 — — 303 Equity securities 1,901 — — 1,901 Total $ 2,263 $ — $ — $ 2,263 Total borrowings $ 8,228 $ 45 $ 850 $ 9,123

Commitments and Contingent Li45

Commitments and Contingent Liabilities (Tables)	9 Months Ended
	Sep. 30, 2015
Commitments and Contingencies Disclosure [Abstract]
Significant Industry Concentrations Related to Credit Exposure	Significant industry concentrations related to credit exposure at Sept. 30, 2015 are disclosed in the financial institutions portfolio exposure table and the commercial portfolio exposure table below. Financial institutions portfolio exposure (in billions) Sept. 30, 2015 Loans Unfunded commitments Total exposure Securities industry $ 3.7 $ 27.5 $ 31.2 Banks 9.3 2.1 11.4 Asset managers 1.9 5.2 7.1 Insurance 0.2 4.6 4.8 Government 0.1 2.4 2.5 Other 0.8 1.7 2.5 Total $ 16.0 $ 43.5 $ 59.5 Commercial portfolio exposure (in billions) Sept. 30, 2015 Loans Unfunded commitments Total exposure Services and other $ 0.8 $ 5.6 $ 6.4 Manufacturing 0.5 5.3 5.8 Energy and utilities 0.5 5.1 5.6 Media and telecom 0.3 1.5 1.8 Total $ 2.1 $ 17.5 $ 19.6
Summary of Off-Balance Sheet Credit Risks, Net of Participations	The following table presents a summary of our off-balance sheet credit risks, net of participations. Off-balance sheet credit risks Sept. 30, Dec. 31, (in millions) 2015 2014 Lending commitments $ 60,731 $ 33,273 Standby letters of credit (a) 5,020 5,767 Commercial letters of credit 304 255 Securities lending indemnifications (b) 305,538 304,386 (a) Net of participations totaling $855 million at Sept. 30, 2015 and $894 million at Dec. 31, 2014 . (b) Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients , which totaled $60 billion at Sept. 30, 2015 and $64 billion at Dec. 31, 2014 .
Standby Letters of Credits by Investment Grade	The table below shows SBLCs by investment grade: Standby letters of credit Sept. 30, Dec. 31, 2015 2014 Investment grade 86 % 88 % Non-investment grade 14 % 12 %

Lines of Businesses (Tables)

Lines of Businesses (Tables)	9 Months Ended
	Sep. 30, 2015
Segment Reporting [Abstract]
Contribution of Segments to Overall Profitability	The following consolidating schedules show the contribution of our businesses to our overall profitability. For the quarter ended Sept. 30, 2015 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 846 (a) $ 2,087 $ 103 $ 3,036 (a) Net interest revenue 83 628 48 759 Total revenue 929 (a) 2,715 151 3,795 (a) Provision for credit losses — — 1 1 Noninterest expense 692 1,863 124 2,679 (b) Income before taxes $ 237 (a) $ 852 $ 26 $ 1,115 (a)(b) Pre-tax operating margin (c) 26 % 31 % N/M 29 % Average assets $ 30,960 $ 282,159 $ 60,334 $ 373,453 (a) Both total fee and other revenue and total revenue include the net loss from consolidated investment management funds of $17 million , representing $22 million of losses and a loss attributable to noncontrolling interests of $5 million . Income before taxes is net of a loss attributable to noncontrolling interests of $5 million . (b) Includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries. (c) Income before taxes divided by total revenue. N/M - Not meaningful. For the quarter ended June 30, 2015 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 913 (a) $ 2,020 $ 137 $ 3,070 (a) Net interest revenue 78 636 65 779 Total revenue 991 (a) 2,656 202 3,849 (a) Provision for credit losses — — (6 ) (6 ) Noninterest expense 728 1,880 118 2,726 (b) Income before taxes $ 263 (a) $ 776 $ 90 $ 1,129 (a)(b) Pre-tax operating margin (c) 27 % 29 % N/M 29 % Average assets $ 30,414 $ 290,102 $ 57,763 $ 378,279 (a) Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $3 million , representing $40 million of income and noncontrolling interests of $37 million . Income before taxes is net of noncontrolling interests of $37 million . (b) Includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries. (c) Income before taxes divided by total revenue. N/M - Not meaningful. For the quarter ended Sept. 30, 2014 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 920 (a) $ 2,005 $ 942 $ 3,867 (a) Net interest revenue 69 583 69 721 Total revenue 989 (a) 2,588 1,011 4,588 (a) Provision for credit losses — — (19 ) (19 ) Noninterest expense 744 1,875 349 2,968 Income before taxes $ 245 (a) $ 713 $ 681 $ 1,639 (a) Pre-tax operating margin (b) 25 % 28 % N/M 36 % Average assets $ 36,542 $ 266,466 $ 77,401 $ 380,409 (a) Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $16 million , representing $39 million of income and noncontrolling interests of $23 million . Income before taxes is net of noncontrolling interests of $23 million . (b) Income before taxes divided by total revenue. N/M - Not meaningful. For the nine months ended Sept. 30, 2015 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 2,682 (a) $ 6,100 $ 357 $ 9,139 (a) Net interest revenue 235 1,863 168 2,266 Total revenue 2,917 (a) 7,963 525 11,405 (a) Provision for credit losses — — (3 ) (3 ) Noninterest expense 2,154 5,578 373 8,105 (b) Income before taxes $ 763 (a) $ 2,385 $ 155 $ 3,303 (a)(b) Pre-tax operating margin (c) 26 % 30 % N/M 29 % Average assets $ 30,910 $ 285,747 $ 56,743 $ 373,400 (a) Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $7 million , representing $70 million of income and noncontrolling interests of $63 million . Income before taxes is net of noncontrolling interests of $63 million . (b) Includes a loss attributable to noncontrolling interest of $2 million related to other consolidated subsidiaries. (c) Income before taxes divided by total revenue. N/M - Not meaningful. For the nine months ended Sept. 30, 2014 (dollar amounts in millions) Investment Management Investment Services Other Consolidated Fee and other revenue $ 2,760 (a) $ 5,811 $ 1,204 $ 9,775 (a) Net interest revenue 205 1,766 197 2,168 Total revenue 2,965 (a) 7,577 1,401 11,943 (a) Provision for credit losses — — (49 ) (49 ) Noninterest expense 2,304 5,564 785 8,653 Income before taxes $ 661 (a) $ 2,013 $ 665 $ 3,339 (a) Pre-tax operating margin (b) 22 % 27 % N/M 28 % Average assets $ 37,821 $ 263,084 $ 67,392 $ 368,297 (a) Both total fee and other revenue and total revenue include net income from consolidated investment management funds of $61 million , representing $121 million of income and noncontrolling interests of $60 million . Income before taxes is net of noncontrolling interests of $60 million . (b) Income before taxes divided by total revenue. N/M - Not meaningful.

Supplemental information to t47

Supplemental information to the Consolidated Statement of Cash Flows (Tables)	9 Months Ended
	Sep. 30, 2015
Supplemental Cash Flow Information [Abstract]
Noncash Investing and Financing Transactions that are Not Reflected in Consolidated Statement of Cash Flows	Noncash investing and financing transactions that, appropriately, are not reflected in the Consolidated Statement of Cash Flows are listed below. Noncash investing and financing transactions Nine months ended Sept. 30, (in millions) 2015 2014 Transfers from loans to other assets for other real estate owned (“OREO”) $ 6 $ 3 Change in assets of consolidated VIEs 6,985 1,710 Change in liabilities of consolidated VIEs 6,506 1,991 Change in noncontrolling interests of consolidated VIEs 251 118 Securities purchased not settled 222 578 Securities sales not settled 676 63 Available-for-sale securities transferred to held-to-maturity 11,602 —

Accounting Changes and New Ac48

Accounting Changes and New Accounting Guidance (Details) - USD ($) $ in Millions	Sep. 30, 2015		Jan. 01, 2015	Dec. 31, 2014
Balance Sheet Related Disclosures [Abstract]
Assets	$ 377,371			$ 385,303
Percentage change in total assets for ASU 2015-02			(2.00%)
Adjustments
Balance Sheet Related Disclosures [Abstract]
Assets			$ (7,700)
Investment Management funds
Balance Sheet Related Disclosures [Abstract]
Fair value of assets	2,297			9,282
Trading assets	2,087			8,678
Variable Interest Entity, Primary Beneficiary
Balance Sheet Related Disclosures [Abstract]
Fair value of assets	2,697			9,696
Trading assets	2,087			8,678
Investment Management funds | Variable Interest Entity, Primary Beneficiary
Balance Sheet Related Disclosures [Abstract]
Fair value of assets	2,297	[1]		9,282	[2]
Trading assets	2,087			8,678
Other Assets and Liabilities, Net
Balance Sheet Related Disclosures [Abstract]
Assets	$ 175			$ 148
[1]	Includes VMEs with assets of $91 million, liabilities of $1 million and nonredeemable noncontrolling interests of $3 million.
[2]	Includes VMEs with assets of $855 million, liabilities of $148 million and nonredeemable noncontrolling interests of $544 million.

Acquisitions and dispositions-

Acquisitions and dispositions- Additional Information (Detail) - USD ($)	Jul. 31, 2015	Jan. 02, 2015	May. 01, 2014	Apr. 23, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014	Dec. 31, 2013
Acquisitions
Contingent payments					$ 0
Potential obligation to pay additional consideration, upper limit					$ 4,000,000
Contingent consideration arrangement time period of measurement					6 months
Goodwill					$ 17,679,000,000	$ 17,992,000,000	$ 17,869,000,000	$ 18,073,000,000
Dispositions
Dispositions, net of cash					$ 17,000,000	$ 64,000,000
Meriten Investment Management GmbH
Dispositions
Dispositions, net of cash	$ 40,000,000
After-tax gain (loss) on sale	(12,000,000)
Goodwill written off related to sale of business unit	22,000,000
Indefinite-lived intangible assets, written off related to sale of business unit	$ 9,000,000
Mexico Corporate Trust
Dispositions
Dispositions, net of cash				$ 65,000,000
After-tax gain (loss) on sale				4,000,000
Goodwill written off related to sale of business unit				8,000,000
Indefinite-lived intangible assets, written off related to sale of business unit				$ 1,000,000
Cutwater Asset Management
Acquisitions
Business acquisition, assets under management acquired		$ 23,000,000,000
HedgeMark International, LLC
Acquisitions
Ownership percentage acquired (percent)			65.00%
Payments to acquire business			$ 26,000,000
Ownership percentage prior to acquisition (percent)			35.00%
Goodwill			$ 47,000,000
Intangible assets			$ 1,000,000

Securities - Amortized Cost, Gr

Securities - Amortized Cost, Gross Unrealized Gains and Losses and Fair Value of Securities (Detail) - USD ($) $ in Millions	Sep. 30, 2015		Dec. 31, 2014
Gain (Loss) on Investments [Line Items]
Amortized cost	$ 118,974		$ 117,868
Gross unrealized Gains	1,972		2,122
Gross unrealized Losses	506		533
Fair value	120,440		119,457
AOCI, transfers from AFS to HTM Securities, gross unrealized gains	92		60
AOCI, transfers from AFS to HTM Securities, gross unrealized losses	263		282
Available-for-sale
Gain (Loss) on Investments [Line Items]
Amortized cost	75,551	[1]	96,935	[2]
Gross unrealized Gains	1,569	[1]	1,854	[2]
Gross unrealized Losses	438	[1],[3]	459	[2],[4]
Fair value	76,682	[1]	98,330	[2]
Available-for-sale | U.S. Treasury
Gain (Loss) on Investments [Line Items]
Amortized cost	12,222		19,592
Gross unrealized Gains	301		420
Gross unrealized Losses	10		15
Fair value	12,513		19,997
Available-for-sale | U.S. Government agencies
Gain (Loss) on Investments [Line Items]
Amortized cost	427		342
Gross unrealized Gains	4		3
Gross unrealized Losses	0		2
Fair value	431		343
Available-for-sale | State and political subdivisions
Gain (Loss) on Investments [Line Items]
Amortized cost	4,238		5,176
Gross unrealized Gains	95		95
Gross unrealized Losses	18		24
Fair value	4,315		5,247
Available-for-sale | Agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	23,274		32,568
Gross unrealized Gains	327		357
Gross unrealized Losses	266		325
Fair value	23,335		32,600
Available-for-sale | Non-agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	827		942
Gross unrealized Gains	34		37
Gross unrealized Losses	20		26
Fair value	841		953
Available-for-sale | Other RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	1,323		1,551
Gross unrealized Gains	16		25
Gross unrealized Losses	28		25
Fair value	1,311		1,551
Available-for-sale | Commercial MBS
Gain (Loss) on Investments [Line Items]
Amortized cost	1,557		1,927
Gross unrealized Gains	20		39
Gross unrealized Losses	9		7
Fair value	1,568		1,959
Available-for-sale | Agency commercial MBS
Gain (Loss) on Investments [Line Items]
Amortized cost	3,723		3,105
Gross unrealized Gains	50		36
Gross unrealized Losses	11		9
Fair value	3,762		3,132
Available-for-sale | Asset-backed CLOs
Gain (Loss) on Investments [Line Items]
Amortized cost	2,297		2,128
Gross unrealized Gains	1		9
Gross unrealized Losses	7		7
Fair value	2,291		2,130
Available-for-sale | Other asset-backed securities
Gain (Loss) on Investments [Line Items]
Amortized cost	3,138		3,241
Gross unrealized Gains	3		5
Gross unrealized Losses	12		6
Fair value	3,129		3,240
Available-for-sale | Foreign covered bonds
Gain (Loss) on Investments [Line Items]
Amortized cost	2,251		2,788
Gross unrealized Gains	57		80
Gross unrealized Losses	0		0
Fair value	2,308		2,868
Available-for-sale | Corporate bonds
Gain (Loss) on Investments [Line Items]
Amortized cost	1,802		1,747
Gross unrealized Gains	33		45
Gross unrealized Losses	13		7
Fair value	1,822		1,785
Available-for-sale | Sovereign debt/sovereign guaranteed
Gain (Loss) on Investments [Line Items]
Amortized cost	13,910		17,062
Gross unrealized Gains	222		224
Gross unrealized Losses	36		2
Fair value	14,096		17,284
Available-for-sale | Other debt securities
Gain (Loss) on Investments [Line Items]
Amortized cost	2,241		2,162
Gross unrealized Gains	9		7
Gross unrealized Losses	2		0
Fair value	2,248		2,169
Available-for-sale | Equity securities
Gain (Loss) on Investments [Line Items]
Amortized cost	3		94
Gross unrealized Gains	1		1
Gross unrealized Losses	0		0
Fair value	4		95
Available-for-sale | Money market funds
Gain (Loss) on Investments [Line Items]
Amortized cost	770		763
Gross unrealized Gains	0		0
Gross unrealized Losses	0		0
Fair value	770		763
Available-for-sale | Non-agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	1,548	[5]	1,747	[6]
Gross unrealized Gains	396	[5]	471	[6]
Gross unrealized Losses	6	[5],[7]	4	[6],[8]
Fair value	1,938	[5]	2,214	[6]
Held-to-maturity
Gain (Loss) on Investments [Line Items]
Amortized cost	43,423		20,933
Gross unrealized Gains	403		268
Gross unrealized Losses	68		74
Fair value	43,758		21,127
Held-to-maturity | U.S. Treasury
Gain (Loss) on Investments [Line Items]
Amortized cost	11,326		5,047
Gross unrealized Gains	98		32
Gross unrealized Losses	1		16
Fair value	11,423		5,063
Held-to-maturity | U.S. Government agencies
Gain (Loss) on Investments [Line Items]
Amortized cost	1,142		344
Gross unrealized Gains	2		0
Gross unrealized Losses	0		3
Fair value	1,144		341
Held-to-maturity | State and political subdivisions
Gain (Loss) on Investments [Line Items]
Amortized cost	20		24
Gross unrealized Gains	0		1
Gross unrealized Losses	1		1
Fair value	19		24
Held-to-maturity | Agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	26,289		14,006
Gross unrealized Gains	268		200
Gross unrealized Losses	42		44
Fair value	26,515		14,162
Held-to-maturity | Non-agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	128		153
Gross unrealized Gains	6		9
Gross unrealized Losses	2		2
Fair value	132		160
Held-to-maturity | Other RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	259		315
Gross unrealized Gains	1		2
Gross unrealized Losses	11		8
Fair value	249		309
Held-to-maturity | Commercial MBS
Gain (Loss) on Investments [Line Items]
Amortized cost	10		13
Gross unrealized Gains	0		0
Gross unrealized Losses	0		0
Fair value	10		13
Held-to-maturity | Agency commercial MBS
Gain (Loss) on Investments [Line Items]
Amortized cost	504
Gross unrealized Gains	4
Gross unrealized Losses	1
Fair value	507
Held-to-maturity | Foreign covered bonds
Gain (Loss) on Investments [Line Items]
Amortized cost	78
Gross unrealized Gains	0
Gross unrealized Losses	0
Fair value	78
Held-to-maturity | Sovereign debt/sovereign guaranteed
Gain (Loss) on Investments [Line Items]
Amortized cost	3,635		1,031
Gross unrealized Gains	24		24
Gross unrealized Losses	10		0
Fair value	3,649		$ 1,055
Held-to-maturity | Other debt securities
Gain (Loss) on Investments [Line Items]
Amortized cost	32
Gross unrealized Gains	0
Gross unrealized Losses	0
Fair value	$ 32
[1]	Includes gross unrealized gains of $92 million and gross unrealized losses of $263 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[2]	Includes gross unrealized gains of $60 million and gross unrealized losses of $282 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[3]	Includes gross unrealized losses for less than 12 months of $9 million and gross unrealized losses for 12 months or more of $254 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[4]	Includes gross unrealized losses for 12 months or more of $282 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[5]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[6]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[7]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[8]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

Securities - Net Securities Gai

Securities - Net Securities Gains (Losses) (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Securities [Abstract]
Realized gross gains	$ 23	$ 18	$ 23	$ 66	$ 73
Realized gross losses	0	(1)	(1)	(1)	(4)
Recognized gross impairments	(1)	(1)	(2)	(3)	(9)
Net securities gains	$ 22	$ 16	$ 20	$ 62	$ 60

Securities - Aggregate Fair Val

Securities - Aggregate Fair Value of Investments with Continuous Unrealized Loss Position (Detail) - USD ($) $ in Millions	Sep. 30, 2015		Dec. 31, 2014
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	$ 33,193		$ 17,297
Less than 12 months Unrealized losses	147		71
12 months or more Fair value	5,443		14,046
12 months or more Unrealized losses	359		462
Total Fair value	38,636		31,343
Total Unrealized losses	506		533
AOCI, transfers from AFS to HTM Securities, gross unrealized losses, less than 12 months	9
AOCI, transfers from AFS to HTM Securities, gross unrealized losses, greater than 12 months	254
AOCI, transfers from AFS to HTM Securities, gross unrealized losses	263		282
Securities available-for-sale
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	15,127	[1]	15,635	[2]
Less than 12 months Unrealized losses	103	[1]	61	[2]
12 months or more Fair value	3,268	[1]	8,087	[2]
12 months or more Unrealized losses	335	[1]	398	[2]
Total Fair value	18,395	[1]	23,722	[2]
Total Unrealized losses	438	[1],[3]	459	[2],[4]
Securities available-for-sale | U.S. Treasury
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	625		6,049
Less than 12 months Unrealized losses	10		15
12 months or more Fair value	0		0
12 months or more Unrealized losses	0		0
Total Fair value	625		6,049
Total Unrealized losses	10		15
Securities available-for-sale | U.S. Government agencies
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value			32
Less than 12 months Unrealized losses			0
12 months or more Fair value			100
12 months or more Unrealized losses			2
Total Fair value			132
Total Unrealized losses	0		2
Securities available-for-sale | State and political subdivisions
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	58		410
Less than 12 months Unrealized losses	1		18
12 months or more Fair value	193		393
12 months or more Unrealized losses	17		6
Total Fair value	251		803
Total Unrealized losses	18		24
Securities available-for-sale | Agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	2,690		3,385
Less than 12 months Unrealized losses	13		13
12 months or more Fair value	1,398		5,016
12 months or more Unrealized losses	253		312
Total Fair value	4,088		8,401
Total Unrealized losses	266		325
Securities available-for-sale | Non-agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	141		143
Less than 12 months Unrealized losses	1		1
12 months or more Fair value	331		382
12 months or more Unrealized losses	19		25
Total Fair value	472		525
Total Unrealized losses	20		26
Securities available-for-sale | Other RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	81		0
Less than 12 months Unrealized losses	3		0
12 months or more Fair value	361		449
12 months or more Unrealized losses	25		25
Total Fair value	442		449
Total Unrealized losses	28		25
Securities available-for-sale | Commercial MBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	300		175
Less than 12 months Unrealized losses	3		1
12 months or more Fair value	213		394
12 months or more Unrealized losses	6		6
Total Fair value	513		569
Total Unrealized losses	9		7
Securities available-for-sale | Agency commercial MBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,715		719
Less than 12 months Unrealized losses	9		1
12 months or more Fair value	161		550
12 months or more Unrealized losses	2		8
Total Fair value	1,876		1,269
Total Unrealized losses	11		9
Securities available-for-sale | Asset-backed CLOs
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,801		1,376
Less than 12 months Unrealized losses	7		7
12 months or more Fair value	25		0
12 months or more Unrealized losses	0		0
Total Fair value	1,826		1,376
Total Unrealized losses	7		7
Securities available-for-sale | Other asset-backed securities
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,880		1,078
Less than 12 months Unrealized losses	9		2
12 months or more Fair value	372		539
12 months or more Unrealized losses	3		4
Total Fair value	2,252		1,617
Total Unrealized losses	12		6
Securities available-for-sale | Corporate bonds
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	314		51
Less than 12 months Unrealized losses	7		0
12 months or more Fair value	175		230
12 months or more Unrealized losses	6		7
Total Fair value	489		281
Total Unrealized losses	13		7
Securities available-for-sale | Sovereign debt/sovereign guaranteed
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	3,806		2,175
Less than 12 months Unrealized losses	36		2
12 months or more Fair value	7		0
12 months or more Unrealized losses	0		0
Total Fair value	3,813		2,175
Total Unrealized losses	36		2
Securities available-for-sale | Other debt securities
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,662
Less than 12 months Unrealized losses	2
12 months or more Fair value	0
12 months or more Unrealized losses	0
Total Fair value	1,662
Total Unrealized losses	2		0
Securities available-for-sale | Non-agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	54	[5]	42	[6]
Less than 12 months Unrealized losses	2	[5]	1	[6]
12 months or more Fair value	32	[5]	34	[6]
12 months or more Unrealized losses	4	[5]	3	[6]
Total Fair value	86	[5]	76	[6]
Total Unrealized losses	6	[5],[7]	4	[6],[8]
Held-to-maturity
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	18,066		1,662
Less than 12 months Unrealized losses	44		10
12 months or more Fair value	2,175		5,959
12 months or more Unrealized losses	24		64
Total Fair value	20,241		7,621
Total Unrealized losses	68		74
Held-to-maturity | U.S. Treasury
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	503		1,066
Less than 12 months Unrealized losses	1		6
12 months or more Fair value	0		1,559
12 months or more Unrealized losses	0		10
Total Fair value	503		2,625
Total Unrealized losses	1		16
Held-to-maturity | U.S. Government agencies
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value			0
Less than 12 months Unrealized losses			0
12 months or more Fair value			340
12 months or more Unrealized losses			3
Total Fair value			340
Total Unrealized losses	0		3
Held-to-maturity | State and political subdivisions
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	4		5
Less than 12 months Unrealized losses	1		1
12 months or more Fair value	0		0
12 months or more Unrealized losses	0		0
Total Fair value	4		5
Total Unrealized losses	1		1
Held-to-maturity | Agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	16,144		551
Less than 12 months Unrealized losses	31		3
12 months or more Fair value	1,969		3,808
12 months or more Unrealized losses	11		41
Total Fair value	18,113		4,359
Total Unrealized losses	42		44
Held-to-maturity | Non-agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	49		40
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	29		33
12 months or more Unrealized losses	2		2
Total Fair value	78		73
Total Unrealized losses	2		2
Held-to-maturity | Other RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	49		0
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	177		219
12 months or more Unrealized losses	11		8
Total Fair value	226		219
Total Unrealized losses	11		8
Held-to-maturity | Commercial MBS
Investments, Unrealized Loss Position [Line Items]
Total Unrealized losses	0		0
Held-to-maturity | Agency commercial MBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	285
Less than 12 months Unrealized losses	1
12 months or more Fair value	0
12 months or more Unrealized losses	0
Total Fair value	285
Total Unrealized losses	1
Held-to-maturity | Sovereign debt/sovereign guaranteed
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,032
Less than 12 months Unrealized losses	10
12 months or more Fair value	0
12 months or more Unrealized losses	0
Total Fair value	1,032
Total Unrealized losses	10		$ 0
Held-to-maturity | Other debt securities
Investments, Unrealized Loss Position [Line Items]
Total Unrealized losses	$ 0
[1]	Includes gross unrealized losses for less than 12 months of $9 million and gross unrealized losses for 12 months or more of $254 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[2]	Includes gross unrealized losses for 12 months or more of $282 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[3]	Includes gross unrealized gains of $92 million and gross unrealized losses of $263 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[4]	Includes gross unrealized gains of $60 million and gross unrealized losses of $282 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[5]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[6]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[7]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[8]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

Securities - Maturity Distribut

Securities - Maturity Distribution by Carrying Amount and Yield (on Tax Equivalent Basis) of Investment Securities Portfolio (Detail) $ in Millions	Sep. 30, 2015USD ($)
Securities available-for-sale:
One year or less	$ 7,749
Over 1 through 5 years	21,389
Over 5 through 10 years	4,711
Over 10 years	3,884
Total	76,682
Securities held-to-maturity:
One year or less	1,994
Over 1 through 5 years	10,908
Over 5 through 10 years	3,316
Over 10 years	15
Total	43,423
Mortgage-backed securities
Securities available-for-sale:
Without single maturity date	32,755
Securities held-to-maturity:
Mortgage-backed securities	27,190
Asset-backed securities
Securities available-for-sale:
Without single maturity date	5,420
Equity securities
Securities available-for-sale:
Without single maturity date	774	[1]
U.S. Treasury
Securities available-for-sale:
One year or less	2,393
Over 1 through 5 years	5,490
Over 5 through 10 years	1,155
Over 10 years	3,475
Total	$ 12,513
Securities available-for-sale (percent):
One year or less (percent)	0.87%	[2]
Over 1 through 5 years (percent)	1.38%	[2]
Over 5 through 10 years (percent)	1.98%	[2]
Over 10 years (percent)	3.11%	[2]
Total (percent)	1.82%	[2]
Securities held-to-maturity:
One year or less	$ 510
Over 1 through 5 years	8,255
Over 5 through 10 years	2,561
Over 10 years	0
Total	$ 11,326
Securities held-to-maturity (percent):
One year or less (percent)	1.49%	[2]
Over 1 through 5 years (percent)	1.03%	[2]
Over 5 through 10 years (percent)	2.06%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	1.29%	[2]
U.S. Government agencies
Securities available-for-sale:
One year or less	$ 126
Over 1 through 5 years	134
Over 5 through 10 years	171
Over 10 years	0
Total	$ 431
Securities available-for-sale (percent):
One year or less (percent)	2.16%	[2]
Over 1 through 5 years (percent)	1.56%	[2]
Over 5 through 10 years (percent)	2.45%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	2.09%	[2]
Securities held-to-maturity:
One year or less	$ 0
Over 1 through 5 years	1,142
Over 5 through 10 years	0
Over 10 years	0
Total	$ 1,142
Securities held-to-maturity (percent):
One year or less (percent)	0.00%	[2]
Over 1 through 5 years (percent)	1.22%	[2]
Over 5 through 10 years (percent)	0.00%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	1.22%	[2]
State and political subdivisions
Securities available-for-sale:
One year or less	$ 706
Over 1 through 5 years	2,150
Over 5 through 10 years	1,260
Over 10 years	199
Total	$ 4,315
Securities available-for-sale (percent):
One year or less (percent)	1.63%	[2]
Over 1 through 5 years (percent)	2.63%	[2]
Over 5 through 10 years (percent)	3.94%	[2]
Over 10 years (percent)	1.10%	[2]
Total (percent)	2.78%	[2]
Securities held-to-maturity:
One year or less	$ 0
Over 1 through 5 years	1
Over 5 through 10 years	4
Over 10 years	15
Total	$ 20
Securities held-to-maturity (percent):
One year or less (percent)	0.00%	[2]
Over 1 through 5 years (percent)	7.03%	[2]
Over 5 through 10 years (percent)	6.79%	[2]
Over 10 years (percent)	5.34%	[2]
Total (percent)	5.77%	[2]
Other bonds, notes and debentures
Securities available-for-sale:
One year or less	$ 4,524
Over 1 through 5 years	13,615
Over 5 through 10 years	2,125
Over 10 years	210
Total	$ 20,474
Securities available-for-sale (percent):
One year or less (percent)	0.75%	[2]
Over 1 through 5 years (percent)	1.10%	[2]
Over 5 through 10 years (percent)	1.27%	[2]
Over 10 years (percent)	1.81%	[2]
Total (percent)	1.05%	[2]
Securities held-to-maturity:
One year or less	$ 1,484
Over 1 through 5 years	1,510
Over 5 through 10 years	751
Over 10 years	0
Total	$ 3,745
Securities held-to-maturity (percent):
One year or less (percent)	0.24%	[2]
Over 1 through 5 years (percent)	0.61%	[2]
Over 5 through 10 years (percent)	0.71%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	0.48%	[2]
Mortgage/ asset-backed and equity securities
Securities available-for-sale:
Total	$ 38,949
Securities available-for-sale (percent):
Total (percent)	2.38%	[2]
Securities held-to-maturity:
Total	$ 27,190
Securities held-to-maturity (percent):
Total (percent)	2.73%	[2]
Mortgage/ asset-backed and equity securities | Mortgage-backed securities
Securities available-for-sale:
Without single maturity date	$ 32,755
Securities available-for-sale (percent):
Without single maturity date (percent)	2.63%	[2]
Securities held-to-maturity:
Mortgage-backed securities	$ 27,190
Securities held-to-maturity (percent):
Without single maturity date (percent)	2.73%	[2]
Mortgage/ asset-backed and equity securities | Asset-backed securities
Securities available-for-sale:
Without single maturity date	$ 5,420
Securities available-for-sale (percent):
Without single maturity date (percent)	1.19%	[2]
Mortgage/ asset-backed and equity securities | Equity securities
Securities available-for-sale:
Without single maturity date	$ 774	[1]
Securities available-for-sale (percent):
Without single maturity date (percent)	0.00%	[1],[2]
[1]	Includes money market funds.
[2]	Yields are based upon the amortized cost of securities.

Securities - Projected Weighted

Securities - Projected Weighted-Average Default Rates and Loss Severities (Detail) - Recent Vintage	Sep. 30, 2015	Dec. 31, 2014
Alt-A
Gain (Loss) on Investments [Line Items]
Default rate (percent)	33.00%	38.00%
Severity (percent)	57.00%	58.00%
Subprime
Gain (Loss) on Investments [Line Items]
Default rate (percent)	52.00%	55.00%
Severity (percent)	72.00%	74.00%
Prime
Gain (Loss) on Investments [Line Items]
Default rate (percent)	18.00%	23.00%
Severity (percent)	41.00%	42.00%

Securities - Pre-Tax Net Securi

Securities - Pre-Tax Net Securities Gains (Losses) by Type (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	$ 22	$ 16	$ 20	$ 62	$ 60
U.S. Treasury
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	8	11	1	42	12
Non-agency RMBS
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	(1)	(1)	4	(3)	0
Other securities
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	$ 15	$ 6	$ 15	$ 23	$ 48

Securities - Debt Securities Cr

Securities - Debt Securities Credit Losses Roll Forward Recorded in Earnings (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Other than Temporary Impairment [Roll Forward]
Beginning balance	$ 91	$ 107	$ 93	$ 119
Add: Initial OTTI credit losses	0	0	0	2
Subsequent OTTI credit losses	1	2	2	7
Less: Realized losses for securities sold	0	7	3	26
Ending balance	$ 92	$ 102	$ 92	$ 102

Securities - Pledged assets (De

Securities - Pledged assets (Details) - USD ($) $ in Billions	Sep. 30, 2015	Dec. 31, 2014
Transfers and Servicing [Abstract]
Pledged assets	$ 101	$ 99
Pledged collateral for potential borrowings at the Federal Reserve Discount Window	83	74
Pledged securities	87	90
Pledged loans	7	6
Pledged interest-bearing deposits	5	1
Pledged trading assets	2	2
Pledged assets permitted to be sold or repledged	6	9
Market value of securities that can be sold or repledged	58	47
Fair value of securities received as collateral that have been resold or repledged	$ 20	$ 19

Loans and asset quality - Detai

Loans and asset quality - Details of Loan Distribution and Industry Concentrations of Credit Risk (Detail) - USD ($) $ in Millions		Sep. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	[1]	$ 63,309		$ 59,132
Unearned income on lease financings		715		866
Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		15,967		13,319
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		2,127		1,642
Wealth management loans and mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		12,663		11,184
Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		3,722		2,530
Other residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,080		1,222
Overdrafts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		5,179		5,882
Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		19,414		20,034
Domestic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		48,717		45,611
Domestic | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		6,774		5,603
Domestic | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,869		1,390
Domestic | Wealth management loans and mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		12,561		11,095
Domestic | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		3,666		2,524
Domestic | Lease financings
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,106		1,282
Domestic | Other residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,080		1,222
Domestic | Overdrafts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,311	$ 1,013	1,348	$ 1,235
Domestic | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,150	1,162	1,113	855
Domestic | Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		19,200	$ 20,247	20,034	$ 17,548
Foreign
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		14,592		13,521
Foreign | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		9,193		7,716
Foreign | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		258		252
Foreign | Wealth management loans and mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		102		89
Foreign | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		56		6
Foreign | Lease financings
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		848		889
Foreign | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		3,921		4,569
Foreign | Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		$ 214		$ 0
[1]	Net of unearned income of $715 million at Sept. 30, 2015 and $866 million at Dec. 31, 2014 primarily on domestic and foreign lease financings.

Loans and asset quality - Allow

Loans and asset quality - Allowance for Credit Losses Activity (Detail) - USD ($) $ in Millions		3 Months Ended						9 Months Ended
		Sep. 30, 2015		Jun. 30, 2015		Sep. 30, 2014		Sep. 30, 2015		Sep. 30, 2014		Mar. 31, 2015	Dec. 31, 2014
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		$ 278		$ 283		$ 311		$ 280		$ 344
Charge-offs		(1)		(1)		(5)		(2)		(10)
Recoveries		2		2		1		5		3
Net (charge-offs) recoveries		1		1		(4)		3		(7)
Provision		1		(6)		(19)		(3)		(49)
Ending balance		280		278		288		280		288
Loan losses		181		183		191		181		191
Lending-related commitments		99		95		97		99		97
Individually evaluated for impairment:
Loan balance		9		8		25		9		25
Allowance for loan losses		2		1		6		2		6
Collectively evaluated for impairment:
Loan balance		62,962		62,866		57,502		62,962		57,502
Allowance for loan losses		179		182		185		179		185
Loans	[1]	63,309						63,309					$ 59,132
Commercial
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		75		65		74		60		83
Charge-offs		0		0		(4)		0		(4)
Recoveries		0		0		0		0		1
Net (charge-offs) recoveries		0		0		(4)		0		(3)
Provision		1		10		1		16		(9)
Ending balance		76		75		71		76		71
Loan losses		29		31		20		29		20
Lending-related commitments		47		44		51		47		51
Individually evaluated for impairment:
Loan balance		0		0		13		0		13
Allowance for loan losses		0		0		4		0		4
Collectively evaluated for impairment:
Loan balance		1,869		1,601		1,304		1,869		1,304
Allowance for loan losses		29		31		16		29		16
Loans		2,127						2,127					1,642
Commercial real estate
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		58		53		45		50		41
Charge-offs		0		0		0		0		0
Recoveries		0		0		0		0		0
Net (charge-offs) recoveries		0		0		0		0		0
Provision		4		5		2		12		6
Ending balance		62		58		47		62		47
Loan losses		40		36		30		40		30
Lending-related commitments		22		22		17		22		17
Individually evaluated for impairment:
Loan balance		0		0		3		0		3
Allowance for loan losses		1		0		1		1		1
Collectively evaluated for impairment:
Loan balance		3,328		3,117		2,387		3,328		2,387
Allowance for loan losses		39		36		29		39		29
Loans		3,722						3,722					2,530
Financial institutions
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		30		33		43		31		49
Charge-offs		0		0		0		0		0
Recoveries		0		1		0		1		0
Net (charge-offs) recoveries		0		1		0		1		0
Provision		(2)		(4)		(18)		(4)		(24)
Ending balance		28		30		25		28		25
Loan losses		12		13		9		12		9
Lending-related commitments		16		17		16		16		16
Individually evaluated for impairment:
Loan balance		0		0		0		0		0
Allowance for loan losses		0		0		0		0		0
Collectively evaluated for impairment:
Loan balance		6,774		6,927		5,465		6,774		5,465
Allowance for loan losses		12		13		9		12		9
Loans		15,967						15,967					13,319
Lease financings
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		20		31		33		32		37
Charge-offs		0		0		0		0		0
Recoveries		0		0		0		0		0
Net (charge-offs) recoveries		0		0		0		0		0
Provision		(2)		(11)		1		(14)		(3)
Ending balance		18		20		34		18		34
Loan losses		18		20		34		18		34
Lending-related commitments		0		0		0		0		0
Individually evaluated for impairment:
Loan balance		0		0		0		0		0
Allowance for loan losses		0		0		0		0		0
Collectively evaluated for impairment:
Loan balance		1,106		1,077		1,293		1,106		1,293
Allowance for loan losses		18		20		34		18		34
Wealth management loans and mortgages
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		22		21		22		22		24
Charge-offs		0		0		0		0		(1)
Recoveries		0		0		0		0		0
Net (charge-offs) recoveries		0		0		0		0		(1)
Provision		1		1		0		1		(1)
Ending balance		23		22		22		23		22
Loan losses		18		17		17		18		17
Lending-related commitments		5		5		5		5		5
Individually evaluated for impairment:
Loan balance		9		8		9		9		9
Allowance for loan losses		1		1		1		1		1
Collectively evaluated for impairment:
Loan balance		12,552		12,121		10,724		12,552		10,724
Allowance for loan losses		17		16		16		17		16
Loans		12,663						12,663					11,184
Other residential mortgages
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		37		40		47		41		54
Charge-offs		(1)		(1)		0		(2)		(2)
Recoveries		2		1		1		4		2
Net (charge-offs) recoveries		1		0		1		2		0
Provision		(3)		(3)		0		(8)		(6)
Ending balance		35		37		48		35		48
Loan losses		35		37		48		35		48
Lending-related commitments		0		0		0		0		0
Individually evaluated for impairment:
Loan balance		0		0		0		0		0
Allowance for loan losses		0		0		0		0		0
Collectively evaluated for impairment:
Loan balance		1,080		1,134		1,262		1,080		1,262
Allowance for loan losses		35		37		48		35		48
Loans		1,080						1,080					1,222
All Other
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		0		0		0		0		0
Charge-offs		0		0		0		0		0
Recoveries		0		0		0		0		0
Net (charge-offs) recoveries		0		0		0		0		0
Provision		0		0		0		0		0
Ending balance		0		0		0		0		0
Loan losses		0		0		0		0		0
Lending-related commitments		0		0		0		0		0
Individually evaluated for impairment:
Loan balance		0		0		0		0		0
Allowance for loan losses		0		0		0		0		0
Collectively evaluated for impairment:
Loan balance		21,661	[2]	22,422	[3]	19,638	[4]	21,661	[2]	19,638	[4]
Allowance for loan losses		0		0		0		0		0
Foreign
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		36		40		47		44		56
Charge-offs		0		0		(1)		0		(3)
Recoveries		0		0		0		0		0
Net (charge-offs) recoveries		0		0		(1)		0		(3)
Provision		2		(4)		(5)		(6)		(12)
Ending balance		38		36		41		38		41
Loan losses		29		29		33		29		33
Lending-related commitments		9		7		8		9		8
Individually evaluated for impairment:
Loan balance		0		0		0		0		0
Allowance for loan losses		0		0		0		0		0
Collectively evaluated for impairment:
Loan balance		14,592		14,467		15,429		14,592		15,429
Allowance for loan losses		29		$ 29		33		29		33
Overdrafts
Collectively evaluated for impairment:
Loans		5,179						5,179					5,882
Margin loans
Collectively evaluated for impairment:
Loans		19,414						19,414					20,034
Domestic
Collectively evaluated for impairment:
Loans		48,717						48,717					45,611
Domestic | Commercial
Collectively evaluated for impairment:
Loans		1,869						1,869					1,390
Domestic | Commercial real estate
Collectively evaluated for impairment:
Loans		3,666						3,666					2,524
Domestic | Financial institutions
Collectively evaluated for impairment:
Loans		6,774						6,774					5,603
Domestic | Lease financings
Collectively evaluated for impairment:
Loans		1,106						1,106					1,282
Domestic | Wealth management loans and mortgages
Collectively evaluated for impairment:
Loans		12,561						12,561					11,095
Domestic | Other residential mortgages
Collectively evaluated for impairment:
Loans		1,080						1,080					1,222
Domestic | Overdrafts
Collectively evaluated for impairment:
Loans		1,311				1,235		1,311		1,235		$ 1,013	1,348
Domestic | Margin loans
Collectively evaluated for impairment:
Loans		19,200				17,548		19,200		17,548		20,247	20,034
Domestic | Other
Collectively evaluated for impairment:
Loans		$ 1,150				$ 855		$ 1,150		$ 855		$ 1,162	$ 1,113
[1]	Net of unearned income of $715 million at Sept. 30, 2015 and $866 million at Dec. 31, 2014 primarily on domestic and foreign lease financings.
[2]	Includes $1,311 million of domestic overdrafts, $19,200 million of margin loans and $1,150 million of other loans at Sept. 30, 2015.
[3]	Includes $1,013 million of domestic overdrafts, $20,247 million of margin loans and $1,162 million of other loans at June 30, 2015.
[4]	Includes $1,235 million of domestic overdrafts, $17,548 million of margin loans and $855 million of other loans at Sept. 30, 2014.

Loans and asset quality - Nonpe

Loans and asset quality - Nonperforming Assets (Detail) - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Nonperforming loans		$ 116	$ 125
Other assets owned		7	3
Total nonperforming assets	[1]	123	128
Loans fair value			53
Domestic | Other residential mortgages
Financing Receivable, Impaired [Line Items]
Nonperforming loans		103	112
Domestic | Wealth management loans and mortgages
Financing Receivable, Impaired [Line Items]
Nonperforming loans		12	12
Domestic | Commercial real estate
Financing Receivable, Impaired [Line Items]
Nonperforming loans		$ 1	$ 1
[1]	Loans of consolidated investment management funds are not part of BNY Mellon’s loan portfolio. Included in the loans of consolidated investment management funds are nonperforming loans of $53 million at Dec. 31, 2014. These loans are recorded at fair value and therefore do not impact the provision for credit losses and allowance for loan losses, and accordingly are excluded from the nonperforming assets table above.

Loans and asset quality - Lost

Loans and asset quality - Lost Interest (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Receivables [Abstract]
Amount by which interest income recognized on nonperforming loans exceeded reversals	$ 0	$ 0	$ 0	$ 0	$ 1
Amount by which interest income would have increased if nonperforming loans at period end had been performing for the entire period	$ 2	$ 1	$ 2	$ 5	$ 5

Loans and asset quality - Infor

Loans and asset quality - Information about Impaired Loans (Detail) - USD ($) $ in Millions		3 Months Ended						9 Months Ended
		Sep. 30, 2015		Jun. 30, 2015		Sep. 30, 2014		Sep. 30, 2015		Sep. 30, 2014		Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		$ 6		$ 6		$ 25		$ 6		$ 28
Impaired loans without an allowance, average recorded investment		2	[1]	2	[1]	3	[1]	2	[2]	3	[2]
Total impaired loans, average recorded investment		8		8		28		8		31
Impaired loans with an allowance, interest income recognized		0		0		0		0		0
Impaired loans without an allowance, interest income recognized		0	[1]	0	[1]	0	[1]	0	[2]	0	[2]
Total impaired loans, interest income recognized		0		0		0		0		0
Impaired loans with an allowance, recorded investment		7						7				$ 6
Impaired loans without an allowance, recorded investment	[3]	2						2				3
Total impaired loans, recorded investment	[4]	9						9				9
Impaired loans with an allowance, unpaid Principal balance		10						10				6
Impaired loans without an allowance, unpaid Principal balance	[3]	2						2				5
Total impaired loans, unpaid Principal balance	[4]	12						12				11
Impaired loans with an allowance, related allowance	[4],[5]	2						2				1
Loans Individually Less Than 1 Million
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, recorded investment		1						1				1
Wealth management loans and mortgages
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		6		6		7		6		8
Impaired loans without an allowance, average recorded investment		2		2		2		2		2
Impaired loans with an allowance, interest income recognized		0		0		0		0		0
Impaired loans without an allowance, interest income recognized		0		0		0		0		0
Impaired loans with an allowance, recorded investment		7						7				6
Impaired loans without an allowance, recorded investment		2						2				2
Impaired loans with an allowance, unpaid Principal balance		7						7				6
Impaired loans without an allowance, unpaid Principal balance		2						2				2
Impaired loans with an allowance, related allowance	[5]	1						1				1
Commercial
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		0		0		13		0		14
Impaired loans with an allowance, interest income recognized		0		0		0		0		0
Commercial real estate
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		0		0		3		0		2
Impaired loans without an allowance, average recorded investment		0		0		1		0		1
Impaired loans with an allowance, interest income recognized		0		0		0		0		0
Impaired loans without an allowance, interest income recognized		0		0		0		0		0
Impaired loans with an allowance, recorded investment		0						0				0
Impaired loans without an allowance, recorded investment		0						0				1
Impaired loans with an allowance, unpaid Principal balance		3						3				0
Impaired loans without an allowance, unpaid Principal balance		0						0				3
Impaired loans with an allowance, related allowance	[5]	1						1				0
Foreign
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		0		0		2		0		4
Impaired loans with an allowance, interest income recognized		0		$ 0		$ 0		0		$ 0
Maximum | Loans Individually Less Than 1 Million
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, recorded investment		1						1				1
Impaired loans with an allowance, related allowance		$ 1						$ 1				$ 1
[1]	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
[2]	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
[3]	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
[4]	Excludes an aggregate of less than $1 million of impaired loans in amounts individually less than $1 million at both Sept. 30, 2015 and Dec. 31, 2014. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2015 and Dec. 31, 2014.
[5]	The allowance for impaired loans is included in the allowance for loan losses.

Loans and asset quality - Inf63

Loans and asset quality - Information about Past Due Loans (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	$ 90	$ 156
Domestic | Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	54	79
Domestic | Wealth management loans and mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	9	46
Domestic | Other residential mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	27	31
30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	73	147
30 to 59 Days Past Due | Domestic | Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	51	79
30 to 59 Days Past Due | Domestic | Wealth management loans and mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	5	45
30 to 59 Days Past Due | Domestic | Other residential mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	17	23
60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	7	3
60 to 89 Days Past Due | Domestic | Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	1	0
60 to 89 Days Past Due | Domestic | Wealth management loans and mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	3	0
60 to 89 Days Past Due | Domestic | Other residential mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	3	3
Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	10	6
Equal to Greater than 90 Days Past Due | Domestic | Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	2	0
Equal to Greater than 90 Days Past Due | Domestic | Wealth management loans and mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	1	1
Equal to Greater than 90 Days Past Due | Domestic | Other residential mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	$ 7	$ 5

Loans and asset quality- Troubl

Loans and asset quality- Troubled Debt Restructurings (Detail) $ in Millions	3 Months Ended
	Sep. 30, 2015USD ($)Contract	Jun. 30, 2015USD ($)Contract	Sep. 30, 2014USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of contracts (contracts) | Contract	14	20	27
Outstanding recorded investment Pre-modification	$ 2	$ 4	$ 4
Outstanding recorded investment Post- modification	$ 3	$ 5	$ 5
Domestic | Other residential mortgages
Financing Receivable, Modifications [Line Items]
Number of contracts (contracts) | Contract	14	20	27
Outstanding recorded investment Pre-modification	$ 2	$ 4	$ 4
Outstanding recorded investment Post- modification	$ 3	$ 5	$ 5

Loans and asset quality - Credi

Loans and asset quality - Credit Quality Indicators - Wealth Management Loans and Mortgages - Credit Risk Profile by Internally Assigned Grade (Detail) - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment [Line Items]
Loans	[1]	$ 63,309	$ 59,132
Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans		2,127	1,642
Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans		3,722	2,530
Financial institutions
Financing Receivable, Recorded Investment [Line Items]
Loans		15,967	13,319
Wealth management mortgages
Financing Receivable, Recorded Investment [Line Items]
Loans		6,279	5,534
Wealth management loans and mortgages
Financing Receivable, Recorded Investment [Line Items]
Loans		12,663	11,184
Investment grade | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans		1,862	1,381
Investment grade | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans		2,638	1,641
Investment grade | Financial institutions
Financing Receivable, Recorded Investment [Line Items]
Loans		14,211	11,576
Investment grade | Wealth management loans:
Financing Receivable, Recorded Investment [Line Items]
Loans		6,270	5,621
Non-investment grade | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans		265	261
Non-investment grade | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans		1,084	889
Non-investment grade | Financial institutions
Financing Receivable, Recorded Investment [Line Items]
Loans		1,756	1,743
Non-investment grade | Wealth management loans:
Financing Receivable, Recorded Investment [Line Items]
Loans		$ 114	$ 29
[1]	Net of unearned income of $715 million at Sept. 30, 2015 and $866 million at Dec. 31, 2014 primarily on domestic and foreign lease financings.

Loans and asset quality - Addit

Loans and asset quality - Additional Information (Detail) $ in Millions		Sep. 30, 2015USD ($)	Sep. 30, 2015USD ($)Contract	Sep. 30, 2015USD ($)class_of_receivableSegment	Mar. 31, 2015USD ($)	Dec. 31, 2014USD ($)	Sep. 30, 2014USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of portfolio segments | Segment				3
Number of classes of financing receivables | class_of_receivable				6
Loans	[1]	$ 63,309	$ 63,309	$ 63,309		$ 59,132
Other residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Subsequently defaulted number of contracts (contracts) | Contract			0
Loans		$ 1,080	$ 1,080	$ 1,080		1,222
Wealth management mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan to value ratio at origination (percent)		61.00%	61.00%	61.00%
Percentage of past due mortgages (less than) (percent)		1.00%	1.00%	1.00%
Loans		$ 6,279	$ 6,279	$ 6,279		5,534
Wealth management mortgages | California State
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations (percent)		22.00%
Wealth management mortgages | New York State
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations (percent)		20.00%
Wealth management mortgages | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations (percent)		14.00%
Wealth management mortgages | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations (percent)		8.00%
Wealth management mortgages | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations (percent)		36.00%
Overdrafts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		$ 5,179	5,179	$ 5,179		5,882
Number of business days in which overdrafts are generally repaid				2 days
Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		19,414	19,414	$ 19,414		20,034
Domestic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		48,717	48,717	48,717		45,611
Domestic | Other residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,080	1,080	1,080		1,222
Purchased mortgages		$ 301	$ 301	$ 301
Purchased residential mortgages, loan to value ratio (percent)		76.00%	76.00%	76.00%
Percentage of purchased residential mortgages that were at least 60 days delinquent (percent)		17.00%	17.00%	17.00%
Domestic | Overdrafts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		$ 1,311	$ 1,311	$ 1,311	$ 1,013	1,348	$ 1,235
Domestic | Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		$ 19,200	$ 19,200	$ 19,200	$ 20,247	$ 20,034	$ 17,548
Domestic | Margin loans | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Required daily collateral margin (in excess of) (percent)		100.00%	100.00%	100.00%
[1]	Net of unearned income of $715 million at Sept. 30, 2015 and $866 million at Dec. 31, 2014 primarily on domestic and foreign lease financings.

Goodwill and Intangible Asset67

Goodwill and Intangible Assets - Goodwill by Business Segment (Detail)		3 Months Ended	9 Months Ended
		Jun. 30, 2015USD ($)reporting_unit	Sep. 30, 2015USD ($)reporting_unitSegment	Sep. 30, 2014USD ($)
Goodwill [Line Items]
Number of operating segments | Segment			3
Number of reporting units | reporting_unit		7	7
Goodwill impairment loss		$ 0
Goodwill [Roll Forward]
Beginning Balance			$ 17,869,000,000	$ 18,073,000,000
Acquisition/dispositions			(12,000,000)	39,000,000
Foreign currency translation			(175,000,000)	(120,000,000)
Other	[1]		(3,000,000)
Ending Balance			17,679,000,000	17,992,000,000
Investment Management
Goodwill [Roll Forward]
Beginning Balance	[2]		9,328,000,000	9,446,000,000
Acquisition/dispositions	[2]		10,000,000	0
Foreign currency translation	[2]		(93,000,000)	(43,000,000)
Other	[1],[2]		(3,000,000)
Ending Balance	[2]		9,242,000,000	9,403,000,000
Investment Services
Goodwill [Roll Forward]
Beginning Balance			8,467,000,000	8,550,000,000
Acquisition/dispositions			0	39,000,000
Foreign currency translation			(80,000,000)	(75,000,000)
Other	[1]		0
Ending Balance			8,387,000,000	8,514,000,000
Other
Goodwill [Roll Forward]
Beginning Balance	[2]		74,000,000	77,000,000
Acquisition/dispositions	[2]		(22,000,000)	0
Foreign currency translation	[2]		(2,000,000)	(2,000,000)
Other	[1],[2]		0
Ending Balance	[2]		$ 50,000,000	$ 75,000,000
[1]	Other changes in goodwill include purchase price adjustments and certain other reclassifications.
[2]	Includes the reclassification of goodwill associated with Meriten Investment Management from Investment Management to Other segment.

Goodwill and Intangible Asset68

Goodwill and Intangible Assets - Intangible Assets by Business Segment (Detail) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2015	Sep. 30, 2014
Intangible Assets [Roll Forward]
Beginning Balance		$ 4,127	$ 4,452
Acquisitions/dispositions		0
Amortization		(197)	(225)
Foreign currency translation		(16)	(12)
Ending Balance		3,914	4,215
Investment Management
Intangible Assets [Roll Forward]
Beginning Balance	[1]	1,911	2,047
Acquisitions/dispositions	[1]	9
Amortization	[1]	(73)	(89)
Foreign currency translation	[1]	(10)	(6)
Ending Balance	[1]	1,837	1,952
Investment Services
Intangible Assets [Roll Forward]
Beginning Balance		1,355	1,538
Acquisitions/dispositions		0
Amortization		(122)	(132)
Foreign currency translation		(5)	(5)
Ending Balance		1,228	1,401
Other
Intangible Assets [Roll Forward]
Beginning Balance	[1]	861	867
Acquisitions/dispositions	[1]	(9)
Amortization	[1]	(2)	(4)
Foreign currency translation	[1]	(1)	(1)
Ending Balance	[1]	$ 849	$ 862
[1]	Includes the reclassification of intangible assets associated with Meriten Investment Management from Investment Management to Other segment.

Goodwill and Intangible Asset69

Goodwill and Intangible Assets - Intangible Assets by Type (Detail) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Dec. 31, 2013
Intangible Assets by Major Class [Line Items]
Gross carrying amount		$ 6,780
Accumulated amortization		(2,866)
Net carrying amount		3,914	$ 4,127	$ 4,215	$ 4,452
Finite-lived Intangible Assets
Intangible Assets by Major Class [Line Items]
Gross carrying amount		4,111
Accumulated amortization		(2,866)
Net carrying amount		$ 1,245	1,452
Finite-lived Intangible Assets | Weighted Average
Intangible Assets by Major Class [Line Items]
Remaining weighted- average amortization period		11 years
Finite-lived Intangible Assets | Customer relationships
Intangible Assets by Major Class [Line Items]
Gross carrying amount		$ 1,719
Accumulated amortization		(1,335)
Net carrying amount		$ 384	464
Finite-lived Intangible Assets | Customer relationships | Weighted Average
Intangible Assets by Major Class [Line Items]
Remaining weighted- average amortization period		11 years
Finite-lived Intangible Assets | Customer contracts—Investment Services
Intangible Assets by Major Class [Line Items]
Gross carrying amount		$ 2,316
Accumulated amortization		(1,465)
Net carrying amount		$ 851	974
Finite-lived Intangible Assets | Customer contracts—Investment Services | Weighted Average
Intangible Assets by Major Class [Line Items]
Remaining weighted- average amortization period		10 years
Finite-lived Intangible Assets | Other
Intangible Assets by Major Class [Line Items]
Gross carrying amount		$ 76
Accumulated amortization		(66)
Net carrying amount		$ 10	14
Finite-lived Intangible Assets | Other | Weighted Average
Intangible Assets by Major Class [Line Items]
Remaining weighted- average amortization period		3 years
Indefinite-lived Intangible Assets
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[1]	$ 2,669
Net carrying amount	[1]	2,669	2,675
Indefinite-lived Intangible Assets | Customer relationships
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[1]	1,310
Net carrying amount	[1]	1,310	1,315
Indefinite-lived Intangible Assets | Trade name
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[1]	1,359
Net carrying amount	[1]	$ 1,359	$ 1,360
[1]	Intangible assets not subject to amortization have an indefinite life.

Goodwill and Intangible Asset70

Goodwill and Intangible Assets - Estimated Annual Amortization Expense (Detail) $ in Millions	Dec. 31, 2014USD ($)
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
2,015	$ 263
2,016	238
2,017	214
2,018	181
2,019	$ 108

Other Assets (Detail)

Other Assets (Detail) - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Other Assets [Abstract]
Accounts receivable		$ 4,808	$ 4,166
Corporate/bank owned life insurance		4,666	4,598
Equity in joint ventures and other investments	[1]	3,037	3,287
Fails to deliver		2,089	1,351
Software		1,352	1,332
Income taxes receivable		1,304	2,142
Fair value of hedging derivatives		790	851
Prepaid pension assets		645	708
Prepaid expenses		478	451
Due from customers on acceptances		298	247
Other		2,682	1,357
Total other assets		22,149	20,490
Federal Reserve Bank stock		$ 452	$ 447
[1]	Includes Federal Reserve Bank stock of $452 million and $447 million, respectively, at cost

Other Assets - Seed Capital and

Other Assets - Seed Capital and Private Equity Investments Valued Using Net Asset Value (Detail) - USD ($) $ in Millions		3 Months Ended	9 Months Ended	12 Months Ended
		Sep. 30, 2015	Sep. 30, 2015	Dec. 31, 2014
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Fair value		$ 103	$ 103	$ 342
Unfunded commitments		60	60	45
Seed capital and other funds
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Fair value	[1]	69	69	307
Unfunded commitments	[1]	$ 1	1	$ 0
Redemption frequency	[1]	Daily-quarterly		Daily-quarterly
Private equity investments
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Fair value	[2],[3]	$ 34	34	$ 35
Unfunded commitments	[2],[3]	59	59	45
Small Business Investment Company
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Fair value		34	34	18
Unfunded commitments		$ 59	$ 59	$ 45
Minimum | Seed capital and other funds
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Redemption notice period	[1]		0 days	0 days
Maximum | Seed capital and other funds
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Redemption notice period	[1]		180 days	180 days
[1]	Other funds include various leveraged loans, structured credit funds and hedge funds. Redemption notice periods vary by fund.
[2]	Includes investments and unfunded commitments related to SBICs, which are compliant with the Volcker Rule, of $34 million and $59 million, respectively, at Sept. 30, 2015 and $18 million and $45 million, respectively, at Dec. 31, 2014.
[3]	Private equity funds primarily include numerous venture capital funds that invest in various sectors of the economy. Private equity funds do not have redemption rights. Distributions from such funds will be received as the underlying investments in the funds are liquidated.

Other Assets - Additional Infor

Other Assets - Additional Information (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Other Assets [Abstract]
Amortization method qualified affordable housing projects investments	$ 872			$ 872		$ 853
Qualified affordable housing project investments, commitment	337			337		$ 358
Qualified affordable housing project commitment - 2015	51			51
Qualified affordable housing project commitment - 2016	129			129
Qualified affordable housing project commitment - 2017	84			84
Qualified affordable housing project commitment - 2018	62			62
Qualified affordable housing project commitment - 2019	1			1
Qualified affordable housing project commitment - 2020 and thereafter	10			10
Affordable housing tax credits and other tax benefits, amount	33	$ 32	$ 32	98	$ 94
Qualified affordable housing project investments, amortization	$ 23	$ 27	$ 23	$ 74	$ 69

Net Interest Revenue (Detail)

Net Interest Revenue (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Interest revenue
Non-margin loans	$ 188	$ 179	$ 174	$ 540	$ 519
Margin loans	53	51	48	154	134
Securities:
Taxable	453	468	398	1,360	1,186
Exempt from federal income taxes	20	21	24	63	78
Total securities	473	489	422	1,423	1,264
Deposits with banks	24	28	58	82	208
Deposits with the Federal Reserve and other central banks	43	43	51	131	152
Federal funds sold and securities purchased under resale agreements	39	36	24	105	60
Trading assets	18	21	32	57	95
Total interest revenue	838	847	809	2,492	2,432
Interest expense
Deposits	9	8	24	32	70
Federal funds purchased and securities sold under repurchase agreements	(1)	(1)	(4)	(5)	(11)
Trading liabilities	2	3	6	7	21
Other borrowed funds	2	3	1	7	4
Commercial paper	1	1	1	2	1
Customer payables	1	2	2	5	6
Long-term debt	65	52	58	178	173
Total interest expense	79	68	88	226	264
Net interest revenue	$ 759	$ 779	$ 721	$ 2,266	$ 2,168

Employee Benefit Plans - Net Pe

Employee Benefit Plans - Net Periodic Benefit Cost (Credit) (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Domestic Pension Benefits
Components of net periodic benefit cost (credit):
Service cost	$ 0	$ 15	$ 14	$ 30	$ 42
Interest cost	42	42	45	127	135
Expected return on assets	(83)	(83)	(79)	(249)	(237)
Curtailment (gain)	0	0	0	(30)	0
Other	26	26	28	83	86
Net periodic benefit cost (credit)	(15)	0	8	(39)	26
Foreign Pension Benefits
Components of net periodic benefit cost (credit):
Service cost	8	8	9	24	27
Interest cost	10	10	11	30	33
Expected return on assets	(13)	(13)	(15)	(39)	(45)
Curtailment (gain)	0	0	0	0	0
Other	6	6	4	18	12
Net periodic benefit cost (credit)	11	11	9	33	27
Health care benefits
Components of net periodic benefit cost (credit):
Service cost	1	1	1	3	3
Interest cost	2	2	3	6	9
Expected return on assets	(2)	(2)	(2)	(6)	(6)
Curtailment (gain)	0	0	0	0	0
Other	0	0	0	0	0
Net periodic benefit cost (credit)	$ 1	$ 1	$ 2	$ 3	$ 6

Restructuring Charges - Additio

Restructuring Charges - Additional Information (Detail) $ in Millions	3 Months Ended		12 Months Ended	42 Months Ended
	Sep. 30, 2015USD ($)	Jun. 30, 2015USD ($)	Dec. 31, 2011USD ($)position	Jun. 30, 2015USD ($)	Apr. 01, 2014USD ($)
Streamlining Actions
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	$ 15	$ 8
Restructuring reserve	50	49		$ 49	$ 125
Operational Efficiency Initiatives 2011
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	(8)	0		34
Restructuring reserve	10	20	$ 107	20
Estimated reduction in workforce due to restructuring (positions) | position			1,500
Severance
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	(2)
Severance | Operational Efficiency Initiatives 2011
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	(8)			91
Restructuring reserve	10	20	$ 78	20
Other | Operational Efficiency Initiatives 2011
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	0			(57)
Restructuring reserve	$ 0	$ 0	$ 29	$ 0

Restructuring Charges - Activit

Restructuring Charges - Activity in Restructuring Reserve (Detail) - USD ($) $ in Millions	3 Months Ended		15 Months Ended	42 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Jun. 30, 2015	Jun. 30, 2015
Severance
Restructuring Reserve [Roll Forward]
Net additional charges (net recovery/gain)	$ (2)
Streamlining Actions
Restructuring Reserve [Roll Forward]
Beginning Balance	49
Net additional charges	15		$ 65
Net additional charges (net recovery/gain)	15	$ 8
Utilization	(14)		(141)
Ending balance	50	49	49	$ 49
Operational Efficiency Initiatives 2011
Restructuring Reserve [Roll Forward]
Beginning Balance	20			107
Net additional charges (net recovery/gain)	(8)	0		34
Utilization	(2)			(121)
Ending balance	10	20	20	20
Operational Efficiency Initiatives 2011 | Severance
Restructuring Reserve [Roll Forward]
Beginning Balance	20			78
Net additional charges (net recovery/gain)	(8)			91
Utilization	(2)			(149)
Ending balance	10	20	20	20
Operational Efficiency Initiatives 2011 | Other
Restructuring Reserve [Roll Forward]
Beginning Balance	0			29
Net additional charges (net recovery/gain)	0			(57)
Utilization	0			28
Ending balance	$ 0	$ 0	$ 0	$ 0

Restructuring Charges - by Busi

Restructuring Charges - by Business Segment (Detail) - USD ($) $ in Millions	3 Months Ended		42 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Jun. 30, 2015
Streamlining Actions
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	$ 15	$ 8
Total charges since inception	205
Streamlining Actions | Investment Management
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	7	5
Total charges since inception	35
Streamlining Actions | Investment Services
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	5	(1)
Total charges since inception	89
Streamlining Actions | Other
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	3	4
Total charges since inception	81
Operational Efficiency Initiatives 2011
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	(8)	0	$ 34
Total charges since inception	133
Operational Efficiency Initiatives 2011 | Investment Management
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	(3)	0
Total charges since inception	48
Operational Efficiency Initiatives 2011 | Investment Services
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	(2)	0
Total charges since inception	82
Operational Efficiency Initiatives 2011 | Other
Restructuring Cost and Reserve [Line Items]
Net additional charges (net recovery/gain)	(3)	$ 0
Total charges since inception	$ 3

Income Taxes (Detail)

Income Taxes (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended		12 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2013
Income Tax Disclosure [Abstract]
Provision for income taxes	$ 282	$ 276	$ 556	$ 838	$ 1,005
Effective tax rate (percent)	25.40%		33.50%
Increase in effective tax rate (percent)			7.10%
Tax reserves	$ 668	$ 665		668
Impact on tax expense if tax reserves were unnecessary				668
Accrued interest, related to income taxes in the balance sheet	201			201
Additional tax expense related to interest				4	$ 1
Reasonably possible decrease in uncertain tax positions within the next 12 months, if a re-evaluation is required	$ 110			$ 110
Tax Litigation						$ 593

Securitizations and Variable 80

Securitizations and Variable Interest Entities - Incremental Assets and Liabilities of Variable Interest Entities Included in Consolidated Financial Statements (Detail) - USD ($) $ in Millions	Sep. 30, 2015		Dec. 31, 2014
Variable Interest Entity [Line Items]
VIE classification of carrying amount, assets	$ 91		$ 855
VIE classification of carrying amount, liabilities	1		148
Noncontrolling interest in VIE	3		544
Variable Interest Entity, Primary Beneficiary
Variable Interest Entity [Line Items]
Available-for-sale	400		414
Trading assets	2,087		8,678
Other assets	210		604
Subtotal assets of consolidated investment management funds, at fair value	2,697		9,696
Trading liabilities	1,072		7,660
Other liabilities	453		372
Subtotal liabilities of consolidated investment management funds, at fair value	1,525		8,032
Nonredeemable noncontrolling interests of consolidated investment management funds	782		1,033
Variable Interest Entity, Primary Beneficiary | Investment Management funds
Variable Interest Entity [Line Items]
Available-for-sale	0		0
Trading assets	2,087		8,678
Other assets	210		604
Subtotal assets of consolidated investment management funds, at fair value	2,297	[1]	9,282	[2]
Trading liabilities	1,072		7,660
Other liabilities	91		9
Subtotal liabilities of consolidated investment management funds, at fair value	1,163	[1]	7,669	[2]
Nonredeemable noncontrolling interests of consolidated investment management funds	782	[1]	1,033	[2]
Variable Interest Entity, Primary Beneficiary | Securitizations
Variable Interest Entity [Line Items]
Available-for-sale	400		414
Trading assets	0		0
Other assets	0		0
Subtotal assets of consolidated investment management funds, at fair value	400		414
Trading liabilities	0		0
Other liabilities	362		363
Subtotal liabilities of consolidated investment management funds, at fair value	362		363
Nonredeemable noncontrolling interests of consolidated investment management funds	$ 0		$ 0
[1]	Includes VMEs with assets of $91 million, liabilities of $1 million and nonredeemable noncontrolling interests of $3 million.
[2]	Includes VMEs with assets of $855 million, liabilities of $148 million and nonredeemable noncontrolling interests of $544 million.

Securitizations and Variable 81

Securitizations and Variable Interest Entities - Non-consolidated Variable Interest Entities (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Other Assets and Liabilities, Net
Variable Interest Entity [Line Items]
Assets	$ 175	$ 148
Liabilities	0	0
Variable Interest Entity, Not Primary Beneficiary
Variable Interest Entity [Line Items]
Maximum loss exposure	$ 175	$ 148

Preferred Stock - Additional In

Preferred Stock - Additional Information (Detail) - $ / shares	Sep. 21, 2015	Sep. 05, 2015	Sep. 30, 2015	Dec. 31, 2014
Class of Stock [Line Items]
Preferred stock, shares authorized (shares)			100,000,000	100,000,000
Preferred stock, par value (usd per share)			$ 0.01	$ 0.01
Series A Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Dividend paid per share (usd per share)	$ 1,011.11
Preferred stock, dividend rate per normal preferred capital security (usd per share)	$ 10.1111
Dividends payable, date of record		Sep. 5, 2015
Preferred stock dividend payment date	Sep. 21, 2015
Depository share, portion of preferred stock share (percent)	1.00%
Series C Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Dividend paid per share (usd per share)	$ 1,300
Preferred stock, dividend rate per depository share (usd per share)	$ 0.3250
Dividends payable, date of record		Sep. 5, 2015
Preferred stock dividend payment date	Sep. 21, 2015
Depository share, portion of preferred stock share (percent)	0.025%
Preferred stock redemption period following regulatory capital treatment event			90 days
Series D Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Preferred stock redemption period following regulatory capital treatment event			90 days
Series E Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Preferred stock redemption period following regulatory capital treatment event			90 days

Preferred Stock - Preferred Sto

Preferred Stock - Preferred Stock Summary (Details) - USD ($) $ / shares in Units, $ in Millions		9 Months Ended
		Sep. 30, 2015	Dec. 31, 2014
Class of Stock [Line Items]
Total shares issued and outstanding (shares)		25,826	15,826
Carrying value	[1]	$ 2,552	$ 1,562
Series A Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Per annum dividend rate		Greater of (i) three-month LIBOR plus 0.565% for the related distribution period; or (ii) 4.000%
Per annum dividend rate (percent)		4.00%
Liquidation preference per share (usd per share)		$ 100,000
Total shares issued and outstanding (shares)		5,001	5,001
Carrying value		$ 500	$ 500
Series C Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Per annum dividend rate (percent)		5.20%
Liquidation preference per share (usd per share)		$ 100,000
Total shares issued and outstanding (shares)		5,825	5,825
Carrying value	[1]	$ 568	$ 568
Series D Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Per annum dividend rate		4.50% commencing Dec. 20, 2013 to but excluding June 20, 2023, then a floating rate equal to the three-month LIBOR plus 2.46%
Per annum dividend rate (percent)		4.50%
Liquidation preference per share (usd per share)		$ 100,000
Total shares issued and outstanding (shares)		5,000	5,000
Carrying value	[1]	$ 494	$ 494
Series E Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Per annum dividend rate		4.95% commencing Dec. 20, 2015 to and including June 20, 2020, then a floating rate equal to the three-month LIBOR plus 3.42%
Per annum dividend rate (percent)		4.95%
Liquidation preference per share (usd per share)		$ 100,000
Total shares issued and outstanding (shares)		10,000	0
Carrying value	[1]	$ 990	$ 0
LIBOR | Series A Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Preferred stock, basis spread on variable rate (percent)		0.565%
LIBOR | Series D Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Preferred stock, basis spread on variable rate (percent)		2.46%
LIBOR | Series E Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Preferred stock, basis spread on variable rate (percent)		3.42%
[1]	.

Other Comprehensive Income (L84

Other Comprehensive Income (Loss) - Components of Other Comprehensive Income (Detail) - USD ($) $ in Millions		3 Months Ended						9 Months Ended
		Sep. 30, 2015		Jun. 30, 2015		Sep. 30, 2014		Sep. 30, 2015		Sep. 30, 2014
Foreign currency translation adjustments:
Foreign currency translation adjustments arising during the period		$ (132)		$ 239		$ (505)		$ (396)		$ (432)
Unrealized gain (loss) on assets available-for-sale:
Unrealized gain (loss) arising during period		(3)		(499)		(18)		(300)		519
Reclassification adjustment		(22)	[1]	(16)	[1]	(20)	[1]	(62)	[2]	(60)	[2]
Net unrealized gain (loss) on assets available-for-sale		(25)		(515)		(38)		(362)		459
Defined benefit plans:
Net gain (loss) arising during the period		3		0		0		(182)		0
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost		32	[1]	32	[1]	31	[1]	71	[2]	92	[2]
Total defined benefit plans		35		32		31		(111)		92
Unrealized gain (loss) on cash flow hedges:
Unrealized hedge gain (loss) arising during period		(3)		1		15		0		18
Reclassification adjustment		3	[1]	11	[1]	(31)	[1]	11	[2]	(34)	[2]
Net unrealized gain (loss) on cash flow hedges		0		12		(16)		11		(16)
Total other comprehensive income (loss)		(122)		(232)		(528)		(858)		103
Foreign currency translation:
Foreign currency translation adjustments arising during the period		(31)		90		(84)		(39)		(43)
Unrealized gain (loss) on assets available-for-sale:
Unrealized gain (loss) arising during period		10		141		22		83		(143)
Reclassification adjustment		8	[1]	6	[1]	7	[1]	23	[2]	20	[2]
Net unrealized gain (loss) on assets available-for-sale		18		147		29		106		(123)
Defined benefit plans:
Net gain (loss) arising during the period		(1)		0		0		75		0
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost		(11)	[1]	(11)	[1]	(12)	[1]	(24)	[2]	(37)	[2]
Total defined benefit plans		(12)		(11)		(12)		51		(37)
Unrealized gain (loss) on cash flow hedges:
Unrealized hedge gain (loss) arising during period		(6)		1		(6)		0		(9)
Reclassification adjustment		6	[1]	(4)	[1]	10	[1]	(3)	[2]	12	[2]
Net unrealized gain (loss) on cash flow hedges		0		(3)		4		(3)		3
Total other comprehensive income (loss)		(25)		223		(63)		115		(200)
Foreign currency translation:
Foreign currency translation adjustments arising during the period		(163)		329		(589)		(435)		(475)
Unrealized gain (loss) on assets available-for-sale:
Unrealized gain (loss) arising during period		7		(358)		4		(217)		376
Reclassification adjustment		(14)	[1]	(10)	[1]	(13)	[1]	(39)	[2]	(40)	[2]
Total unrealized gain (loss) on assets available-for-sale		(7)		(368)		(9)		(256)		336
Defined benefit plans:
Net gain (loss) arising during the period		2		0		0		(107)		0
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost		21	[1]	21	[1]	19	[1]	47	[2]	55	[2]
Total defined benefit plans		23		21		19		(60)		55
Unrealized gain (loss) on cash flow hedges:
Unrealized hedge gain (loss) arising during period		(9)		2		9		0		9
Reclassification adjustment		9	[1]	7	[1]	(21)	[1]	8	[2]	(22)	[2]
Net unrealized gain on cash flow hedges		0		9		(12)		8		(13)
Total other comprehensive income (loss), net of tax	[3]	$ (147)		$ (9)		$ (591)		$ (743)		$ (97)
[1]	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[2]	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[3]	Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $(130) million for the quarter ended Sept. 30, 2015, $(43) million for the quarter ended June 30, 2015, $(514) million for the quarter ended Sept. 30, 2014, $(721) million for the nine months ended Sept. 30, 2015 and $(24) million for the nine months ended Sept. 30, 2014.

Fair Value Measurement - Assets

Fair Value Measurement - Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) - USD ($) $ in Millions		Sep. 30, 2015		Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		$ 4,406		$ 5,721
Loans				53
Derivative liabilities		2,440		4,756
Fair Value, Measurements, Recurring | Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	14,096		17,284
Fair Value, Measurements, Recurring | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	841		953
Fair Value, Measurements, Recurring | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	2,308		2,868
Fair Value, Measurements, Recurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal assets of consolidated investment management funds, at fair value		$ 16,755		$ 26,183
Percentage of assets prior to netting (percent)		17.00%		19.00%
Fair value of liabilities		$ 282		$ 422
Percentage of liabilities prior to netting (percent)		2.00%		1.00%
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		$ 15,360		$ 23,145
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		12,513		19,997
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		35		40
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		4		95
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Money market funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		770	[2]	763	[3]
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		2,038		2,250
Fair Value, Measurements, Recurring | Level 1 | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		561	[2]	2,204	[3]
Trading assets		630		2,307
Fair Value, Measurements, Recurring | Level 1 | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		$ 198	[4]	174	[5],[6]
Percentage of assets prior to netting (percent)		17.00%
Fair Value, Measurements, Recurring | Level 1 | Operations
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal assets of consolidated investment management funds, at fair value		$ 16,188		$ 25,626
Percentage of assets prior to netting (percent)				20.00%
Fair Value, Measurements, Recurring | Level 1 | Investment Management funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		370		$ 100
Other assets		197		457
Subtotal assets of consolidated investment management funds, at fair value		567		557
Trading liabilities				0
Other liabilities		1		1
Fair value of liabilities		1		1
Fair Value, Measurements, Recurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Loans		338		21
Other assets		109	[4]	514	[5],[6]
Subtotal assets of consolidated investment management funds, at fair value		$ 82,040		$ 111,197
Percentage of assets prior to netting (percent)		83.00%		81.00%
Fair value of liabilities		$ 17,914		$ 33,267
Percentage of liabilities prior to netting (percent)		98.00%		99.00%
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		$ 61,311		$ 75,174
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		431		343
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		14,061		17,244
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		4,304	[2]	5,236	[3]
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		23,335		32,600
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		841		953
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Other RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		1,311		1,551
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		1,568		1,959
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Agency commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		3,762		3,132
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Asset-backed CLOs
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		2,291		2,130
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Other asset-backed securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		3,129		3,240
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Corporate bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		1,822		1,785
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Other debt securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		2,248		2,169
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		270		618
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		1,938	[7]	2,214	[8]
Fair Value, Measurements, Recurring | Level 2 | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		1,971	[2]	2,217	[3]
Trading assets		17,762		25,912
Fair Value, Measurements, Recurring | Level 2 | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		$ 899		1,365
Percentage of assets prior to netting (percent)		83.00%
Fair Value, Measurements, Recurring | Level 2 | Operations
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal assets of consolidated investment management funds, at fair value		$ 80,310		$ 102,472
Percentage of assets prior to netting (percent)				80.00%
Fair Value, Measurements, Recurring | Level 2 | Investment Management funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		1,717		$ 8,578
Other assets		13		147
Subtotal assets of consolidated investment management funds, at fair value		1,730		8,725
Trading liabilities		1,072		7,660
Other liabilities		90		8
Fair value of liabilities		1,162		7,668
Fair Value, Measurements, Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal assets of consolidated investment management funds, at fair value		11		55
Fair value of liabilities		$ 0		9
Percentage of liabilities prior to netting (percent)		0.00%
Fair Value, Measurements, Recurring | Level 3 | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		$ 11		11
Fair Value, Measurements, Recurring | Level 3 | Securities available-for-sale | State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		11	[2]	11	[3]
Fair Value, Measurements, Recurring | Level 3 | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments	[3]			0
Trading assets		0		9
Fair Value, Measurements, Recurring | Level 3 | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		0	[4]	35	[5],[6]
Fair Value, Measurements, Recurring | Level 3 | Operations
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal assets of consolidated investment management funds, at fair value		11		55
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		69		103
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		28		7
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		41		96
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		15,791		23,695
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		11,454		17,137
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		4,222		6,280
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		115		278
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		0		9
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		0		6
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets				0
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		0		3
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		790		851
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		648		477
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		142		374
Parent Company | Fair Value, Measurements, Recurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other liabilities				4
Total other liabilities - derivative liabilities designated as hedging		0		4
Fair value of liabilities		$ 281		$ 421
Percentage of liabilities prior to netting (percent)		2.00%		2.00%
Parent Company | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		$ 246		$ 367
Derivative liabilities				50
Trading liabilities		281		417
Parent Company | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				3
Parent Company | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				47
Parent Company | Fair Value, Measurements, Recurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Long-term debt		362	[2]	347	[3]
Total other liabilities - derivative liabilities designated as hedging		518		447
Fair value of liabilities		$ 16,752		$ 25,599
Percentage of liabilities prior to netting (percent)		98.00%		98.00%
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		$ 154		$ 294
Derivative liabilities				24,511
Trading liabilities		15,872		24,805
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				17,645
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				6,367
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				499
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				447
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				385
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				62
Parent Company | Fair Value, Measurements, Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of liabilities		$ 0		9
Percentage of liabilities prior to netting (percent)		0.00%
Parent Company | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				9
Trading liabilities		$ 0		9
Parent Company | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				6
Parent Company | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				3
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		35
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		17
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		18
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		15,718
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		11,406
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		4,179
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		133
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		0
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		0
Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		0
Parent Company | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		470
Parent Company | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		48
Carrying Amount
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Loans		60,836		56,749
Other assets		9,300		8,091
Subtotal assets of consolidated investment management funds, at fair value		244,888		222,252
Long-term debt		21,068		19,917
Carrying Amount | Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Loans		338		21
Other assets		307	[4]	723	[5],[6]
Subtotal assets of consolidated investment management funds, at fair value		87,162		119,430
Fair value of liabilities		6,799		15,901
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		76,682		98,330
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		12,513		19,997
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		431		343
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		14,096		17,284
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		4,315	[2]	5,247	[3]
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		23,335		32,600
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		841		953
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Other RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		1,311		1,551
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		1,568		1,959
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Agency commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		3,762		3,132
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Asset-backed CLOs
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		2,291		2,130
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Other asset-backed securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		3,129		3,240
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		4		95
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Money market funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		770	[2]	763	[3]
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Corporate bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		1,822		1,785
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Other debt securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		2,248		2,169
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		2,308		2,868
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale		1,938	[7]	2,214	[8]
Carrying Amount | Fair Value, Measurements, Recurring | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		2,532	[2]	4,421	[3]
Trading assets		6,645		9,881
Carrying Amount | Fair Value, Measurements, Recurring | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		1,200		1,916
Carrying Amount | Fair Value, Measurements, Recurring | Other Assets Measured at Net Asset Value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		103		342	[6]
Carrying Amount | Fair Value, Measurements, Recurring | Operations
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal assets of consolidated investment management funds, at fair value		84,865		110,148
Carrying Amount | Fair Value, Measurements, Recurring | Investment Management funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		2,087		8,678
Other assets		210		604
Subtotal assets of consolidated investment management funds, at fair value		2,297		9,282
Trading liabilities		1,072		7,660
Other liabilities		91		9
Fair value of liabilities		1,163		7,669
Carrying Amount | Nondesignated | Fair Value, Measurements, Recurring | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		4,113		5,460
Carrying Amount | Nondesignated | Fair Value, Measurements, Recurring | Trading Assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		2,589		3,208
Carrying Amount | Nondesignated | Fair Value, Measurements, Recurring | Trading Assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		1,440		2,034
Carrying Amount | Nondesignated | Fair Value, Measurements, Recurring | Trading Assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		84		218
Carrying Amount | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		790		851
Carrying Amount | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Other Assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		648		477
Carrying Amount | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Other Assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		142		374
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Long-term debt		362	[2]	347	[3]
Other liabilities				4
Total other liabilities - derivative liabilities designated as hedging		518		451
Fair value of liabilities		5,636		8,232
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		400		661
Derivative liabilities				6,773
Trading liabilities		4,756		7,434
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				3,187
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Trading Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				3,218
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				368
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Other Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				447
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Other Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				385
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Other Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				62
Carrying Amount | Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		4,356
Carrying Amount | Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		2,432
Carrying Amount | Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Trading Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		1,827
Carrying Amount | Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		97
Carrying Amount | Parent Company | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Other Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		470
Carrying Amount | Parent Company | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Other Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		48
Netting | Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal assets of consolidated investment management funds, at fair value		(11,747)	[9]	(18,347)	[10]
Fair value of liabilities		(11,397)	[9]	(17,797)	[10]
Netting | Fair Value, Measurements, Recurring | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		(11,747)	[9]	(18,347)	[10]
Netting | Fair Value, Measurements, Recurring | Operations
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal assets of consolidated investment management funds, at fair value		(11,747)	[9]	(18,347)	[10]
Netting | Nondesignated | Fair Value, Measurements, Recurring | Trading Assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		(11,747)	[9]	(18,347)	[10]
Netting | Nondesignated | Fair Value, Measurements, Recurring | Trading Assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		(8,893)	[9]	(13,942)	[10]
Netting | Nondesignated | Fair Value, Measurements, Recurring | Trading Assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		(2,782)	[9]	(4,246)	[10]
Netting | Nondesignated | Fair Value, Measurements, Recurring | Trading Assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		(72)	[9]	(159)	[10]
Netting | Parent Company | Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of liabilities		(11,397)	[9]	(17,797)	[10]
Netting | Parent Company | Fair Value, Measurements, Recurring | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities	[10]			(17,797)
Trading liabilities		(11,397)	[9]	(17,797)	[10]
Netting | Parent Company | Fair Value, Measurements, Recurring | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities	[10]			(14,467)
Netting | Parent Company | Fair Value, Measurements, Recurring | Trading Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities	[10]			(3,149)
Netting | Parent Company | Fair Value, Measurements, Recurring | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities	[10]			$ (181)
Netting | Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Trading Liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities	[9]	(11,397)
Netting | Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Trading Liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities	[9]	(8,991)
Netting | Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Trading Liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities	[9]	(2,352)
Netting | Parent Company | Nondesignated | Fair Value, Measurements, Recurring | Trading Liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities	[9]	$ (54)
[1]	At Sept. 30, 2015 and Dec. 31, 2014, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
[2]	Includes certain interests in securitizations.
[3]	Includes certain interests in securitizations.
[4]	Includes private equity investments and seed capital.
[5]	Includes private equity investments and seed capital.
[6]	Other assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[7]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[8]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[9]	ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product.
[10]	ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product.

Fair Value Measurement- Details

Fair Value Measurement- Details of Certain Items Measured at Fair Value on Recurring Basis (Detail) - Fair Value, Measurements, Recurring - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	$ 841	$ 953
Non-agency RMBS | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	70	78
Non-agency RMBS | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	129	138
Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	247	284
Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	395	453
Commercial MBS | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	1,504	1,887
Commercial MBS | 2009-2015 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	653	639
Commercial MBS | 2008 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	17	19
Commercial MBS | 2007 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	320	353
Commercial MBS | 2006 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	476	599
Commercial MBS | 2005 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	38	271
Commercial MBS | 2004 and earlier | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	0	6
Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	2,308	2,868
Foreign covered bonds | Canada
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	1,074	1,266
Foreign covered bonds | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	420	690
Foreign covered bonds | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	221	244
Foreign covered bonds | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	593	668
Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	14,096	17,284
Sovereign debt/sovereign guaranteed | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	3,040	5,076
Sovereign debt/sovereign guaranteed | France
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	2,530	3,550
Sovereign debt/sovereign guaranteed | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	920	1,800
Sovereign debt/sovereign guaranteed | BELGIUM
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	1,387	829
Sovereign debt/sovereign guaranteed | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	793	672
Sovereign debt/sovereign guaranteed | Spain
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	1,939	1,978
Sovereign debt/sovereign guaranteed | Germany
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	1,776	1,522
Sovereign debt/sovereign guaranteed | Italy
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	1,403	1,427
Sovereign debt/sovereign guaranteed | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	308	430
Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1],[2]	1,938	2,214
Non-agency RMBS | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1],[2]	546	620
Non-agency RMBS | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1],[2]	572	653
Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1],[2]	633	727
Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1],[2]	187	214
Securities available-for-sale | European floating rate notes
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	1,374	1,637
Securities available-for-sale | European floating rate notes | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	994	1,172
Securities available-for-sale | European floating rate notes | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	236	296
Securities available-for-sale | European floating rate notes | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	125	144
Securities available-for-sale | European floating rate notes | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale	[1]	$ 19	$ 25
Ratings, AAA/AA- | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		2.00%	1.00%
Ratings, AAA/AA- | Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		2.00%
Ratings, AAA/AA- | Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		4.00%	3.00%
Ratings, AAA/AA- | Commercial MBS | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		79.00%	82.00%
Ratings, AAA/AA- | Commercial MBS | 2009-2015 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		84.00%	83.00%
Ratings, AAA/AA- | Commercial MBS | 2008 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Commercial MBS | 2007 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		63.00%	65.00%
Ratings, AAA/AA- | Commercial MBS | 2006 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		79.00%	83.00%
Ratings, AAA/AA- | Commercial MBS | 2005 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Commercial MBS | 2004 and earlier | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		0.00%	100.00%
Ratings, AAA/AA- | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Foreign covered bonds | Canada
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Foreign covered bonds | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Foreign covered bonds | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Foreign covered bonds | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		70.00%	76.00%
Ratings, AAA/AA- | Sovereign debt/sovereign guaranteed | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Sovereign debt/sovereign guaranteed | France
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Sovereign debt/sovereign guaranteed | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Sovereign debt/sovereign guaranteed | BELGIUM
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Sovereign debt/sovereign guaranteed | Germany
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Sovereign debt/sovereign guaranteed | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		72.00%	81.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		80.00%	79.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		85.00%	83.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)			0.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	99.00%
Ratings, A+/A- | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		9.00%	9.00%
Ratings, A+/A- | Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		23.00%	21.00%
Ratings, A+/A- | Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		4.00%	5.00%
Ratings, A+/A- | Commercial MBS | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		18.00%	15.00%
Ratings, A+/A- | Commercial MBS | 2009-2015 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		16.00%	17.00%
Ratings, A+/A- | Commercial MBS | 2008 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)			0.00%
Ratings, A+/A- | Commercial MBS | 2007 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		21.00%	21.00%
Ratings, A+/A- | Commercial MBS | 2006 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		21.00%	17.00%
Ratings, A+/A- | Commercial MBS | 2004 and earlier | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)			0.00%
Ratings, A+/A- | Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		1.00%
Ratings, A+/A- | Sovereign debt/sovereign guaranteed | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		18.00%
Ratings, A+/A- | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	1.00%	1.00%
Ratings, A+/A- | Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	2.00%	3.00%
Ratings, A+/A- | Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	3.00%	4.00%
Ratings, A+/A- | Securities available-for-sale | European floating rate notes
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		11.00%	12.00%
Ratings, A+/A- | Securities available-for-sale | European floating rate notes | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		15.00%	17.00%
Ratings, A+/A- | Securities available-for-sale | European floating rate notes | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		0.00%	1.00%
Ratings, BBB+/BBB- | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		17.00%	19.00%
Ratings, BBB+/BBB- | Non-agency RMBS | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)			0.00%
Ratings, BBB+/BBB- | Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		16.00%	19.00%
Ratings, BBB+/BBB- | Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		26.00%	27.00%
Ratings, BBB+/BBB- | Commercial MBS | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		3.00%	3.00%
Ratings, BBB+/BBB- | Commercial MBS | 2007 | Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		16.00%	14.00%
Ratings, BBB+/BBB- | Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		29.00%	24.00%
Ratings, BBB+/BBB- | Sovereign debt/sovereign guaranteed | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		82.00%	100.00%
Ratings, BBB+/BBB- | Sovereign debt/sovereign guaranteed | Spain
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, BBB+/BBB- | Sovereign debt/sovereign guaranteed | Italy
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, BBB+/BBB- | Sovereign debt/sovereign guaranteed | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		28.00%	19.00%
Ratings, BBB+/BBB- | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	1.00%	1.00%
Ratings, BBB+/BBB- | Non-agency RMBS | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	1.00%	1.00%
Ratings, BBB+/BBB- | Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	1.00%	1.00%
Ratings, BBB+/BBB- | Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	9.00%	7.00%
Ratings, BB+ and lower | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		72.00%	71.00%
Ratings, BB+ and lower | Non-agency RMBS | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, BB+ and lower | Non-agency RMBS | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, BB+ and lower | Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		59.00%	60.00%
Ratings, BB+ and lower | Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		66.00%	65.00%
Ratings, BB+ and lower | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	98.00%	98.00%
Ratings, BB+ and lower | Non-agency RMBS | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	100.00%	100.00%
Ratings, BB+ and lower | Non-agency RMBS | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	99.00%	99.00%
Ratings, BB+ and lower | Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	97.00%	96.00%
Ratings, BB+ and lower | Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)	[2]	88.00%	89.00%
Ratings, BB+ and lower | Securities available-for-sale | European floating rate notes
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		9.00%	9.00%
Ratings, BB+ and lower | Securities available-for-sale | European floating rate notes | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)		100.00%	100.00%
Ratings, BB+ and lower | Securities available-for-sale | European floating rate notes | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Percentage Of Fair Value (percent)			0.00%
[1]	At Sept. 30, 2015 and Dec. 31, 2014, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
[2]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

Fair Value Measurement - Signif

Fair Value Measurement - Significant Unobservable Inputs (Detail) - USD ($) $ in Millions		3 Months Ended				9 Months Ended
		Sep. 30, 2015		Sep. 30, 2014		Sep. 30, 2015		Sep. 30, 2014
Other Assets
Fair value measurements for assets using significant unobservable inputs
Beginning balance		$ 28				$ 35
Transfers out of Level 3		0		$ 0		0
Transfers into of Level 3				38				$ 38
Included in earnings (or changes in net assets)		10	[1]			10	[2]
Purchases						3
Sales		(38)
Ending balance		0		38		0		38
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period		0
Total Assets
Fair value measurements for assets using significant unobservable inputs
Beginning balance		40		34	[3]	55		34	[4]
Transfers out of Level 3		0		(10)	[3]	(3)		(12)	[4]
Transfers into of Level 3				38	[3]			38	[4]
Included in earnings (or changes in net assets)		10		13	[3]	9		15	[4]
Purchases						3
Sales		(38)				(48)
Settlements		(1)		(2)	[3]	(5)		(2)
Ending balance		11		73	[3],[4]	11		73	[3],[4]
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period		0		16	[3]	0		19	[4]
Total liabilities
Fair value measurements for liabilities using significant unobservable inputs
Beginning balance		1		51		9		75
Transfers out of Level 3		0		(2)		(3)		(39)
Included in earnings (or changes in net liabilities)		0		(23)		(1)		(13)
Settlements		(1)				(5)
Purchases								3
Ending balance		0		26		0		26
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period		0		(12)		0		1
Securities available-for-sale | State and political subdivisions
Fair value measurements for assets using significant unobservable inputs
Beginning balance		11		11		11		11
Included in earnings (or changes in net assets)				0	[5]			0	[6]
Ending balance		11		11		11		11
Trading Assets | Debt and equity instruments
Fair value measurements for assets using significant unobservable inputs
Beginning balance				1				1
Included in earnings (or changes in net assets)				0				0
Settlements				(1)				(1)
Ending balance				0				0
Trading Assets | Derivative assets
Fair value measurements for assets using significant unobservable inputs
Beginning balance		1	[7]	22	[8]	9	[9]	22	[10]
Transfers out of Level 3		0	[7]	(10)	[8]	(3)	[9]	(12)	[10]
Included in earnings (or changes in net assets)		0	[7],[11]	13	[8],[12]	(1)	[9],[13]	15	[10],[14]
Sales	[7]	0
Settlements		(1)	[9]	(1)	[8]	(5)	[9]	(1)	[9]
Ending balance		0	[7],[9]	24	[8],[10]	0	[7],[9]	24	[8],[10]
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period		0	[7]	16	[8]	0	[9]	19	[10]
Trading Liabilities | Derivative liabilities
Fair value measurements for liabilities using significant unobservable inputs
Beginning balance		1	[15]	51	[16]	9	[17]	75	[18]
Transfers out of Level 3				(2)	[16]	(3)	[17]	(39)	[18]
Included in earnings (or changes in net liabilities)		0	[15],[19]	(23)	[16],[20]	(1)	[17],[21]	(13)	[18],[22]
Settlements		(1)	[15]			(5)	[17]
Purchases	[18]							3
Ending balance		0	[15],[17]	26	[16],[18]	0	[15],[17]	26	[16],[18]
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period		$ 0	[15]	$ (12)	[16]	$ 0	[17]	$ 1	[18]
[1]	Reported in investment and other income.
[2]	Reported in investment and other income.
[3]	Total assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 for additional information.
[4]	Total assets measured at fair value at Dec. 31, 2014 were restated to reflect the retrospective application of adopting new disclosure guidance contained in ASU 2015-07 related to investments in certain entities that use NAV as a practical expedient when measuring fair value. See Note 2 for additional information.
[5]	Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses).
[6]	Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses).
[7]	Derivative assets are reported on a gross basis.
[8]	Derivative assets are reported on a gross basis.
[9]	Derivative assets are reported on a gross basis
[10]	Derivative assets are reported on a gross basis.
[11]	Reported in foreign exchange and other trading revenue.
[12]	Reported in foreign exchange and other trading revenue.
[13]	Reported in foreign exchange and other trading revenue.
[14]	Reported in foreign exchange and other trading revenue.
[15]	Derivative liabilities are reported on a gross basis.
[16]	Derivative liabilities are reported on a gross basis.
[17]	Derivative liabilities are reported on a gross basis.
[18]	Derivative liabilities are reported on a gross basis.
[19]	Reported in foreign exchange and other trading revenue.
[20]	Reported in foreign exchange and other trading revenue.
[21]	Reported in foreign exchange and other trading revenue
[22]	Reported in foreign exchange and other trading revenue.

Fair Value Measurement - Asse88

Fair Value Measurement - Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions		3 Months Ended
		Sep. 30, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans			$ 53
Change in fair value of loans of underlying collateral		$ (1)	(3)
Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	[1]	103	114
Other assets	[2]	9	6
Subtotal assets of consolidated investment management funds, at fair value		112	120
Level 2 | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	[1]	101	112
Other assets	[2]	9	6
Subtotal assets of consolidated investment management funds, at fair value		110	118
Level 3 | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	[1]	2	2
Subtotal assets of consolidated investment management funds, at fair value		$ 2	$ 2
[1]	During the quarters ended Sept. 30, 2015 and Dec. 31, 2014, the fair value of these loans decreased $1 million and $3 million, respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses.
[2]	Includes other assets received in satisfaction of debt and loans held for sale. Loans held for sale are carried on the balance sheet at the lower of cost or fair value.

Fair Value Measurement - Quanti

Fair Value Measurement - Quantitative Information about Level 3 Fair Value Measurements of Assets (Detail) - Fair Value, Measurements, Recurring - Level 3 - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair value of assets	$ 11	$ 55
Securities available-for-sale | State and political subdivisions | Discounted Cash Flow
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair value of assets	$ 11
Securities available-for-sale | State and political subdivisions | Discounted Cash Flow | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair value inputs, expected credit loss (percent)	0.00%
Securities available-for-sale | State and political subdivisions | Discounted Cash Flow | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair value inputs, expected credit loss (percent)	1.00%

Fair Value Measurement - Carryi

Fair Value Measurement - Carrying Amount and Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Assets:
Loans		$ 53
Estimated Fair Value
Assets:
Interest-bearing deposits with the Federal Reserve and other central banks	$ 82,426	96,682
Interest-bearing deposits with banks	20,007	19,505
Federal funds sold and securities purchased under resale agreements	28,901	20,302
Securities held-to-maturity	43,758	21,127
Loans	61,022	56,840
Other financial assets	9,300	8,091
Subtotal assets of consolidated investment management funds, at fair value	245,414	222,547
Liabilities:
Noninterest-bearing deposits	101,111	104,240
Interest-bearing deposits	164,893	160,688
Federal funds purchased and securities sold under repurchase agreements	8,824	11,469
Payables to customers and broker-dealers	22,236	21,181
Borrowings	758	956
Long-term debt	21,481	20,401
Total liabilities	319,303	318,935
Estimated Fair Value | Level 1
Assets:
Securities held-to-maturity	11,501	5,063
Other financial assets	8,234	6,970
Subtotal assets of consolidated investment management funds, at fair value	19,735	12,033
Estimated Fair Value | Level 2
Assets:
Interest-bearing deposits with the Federal Reserve and other central banks	82,426	96,682
Interest-bearing deposits with banks	20,007	19,505
Federal funds sold and securities purchased under resale agreements	28,901	20,302
Securities held-to-maturity	32,257	16,064
Loans	61,022	56,840
Other financial assets	1,066	1,121
Subtotal assets of consolidated investment management funds, at fair value	225,679	210,514
Liabilities:
Noninterest-bearing deposits	101,111	104,240
Interest-bearing deposits	164,893	160,688
Federal funds purchased and securities sold under repurchase agreements	8,824	11,469
Payables to customers and broker-dealers	22,236	21,181
Borrowings	758	956
Long-term debt	21,481	20,401
Total liabilities	319,303	318,935
Carrying Amount
Assets:
Interest-bearing deposits with the Federal Reserve and other central banks	82,426	96,682
Interest-bearing deposits with banks	20,002	19,495
Federal funds sold and securities purchased under resale agreements	28,901	20,302
Securities held-to-maturity	43,423	20,933
Loans	60,836	56,749
Other financial assets	9,300	8,091
Subtotal assets of consolidated investment management funds, at fair value	244,888	222,252
Liabilities:
Noninterest-bearing deposits	101,111	104,240
Interest-bearing deposits	165,657	161,629
Federal funds purchased and securities sold under repurchase agreements	8,824	11,469
Payables to customers and broker-dealers	22,236	21,181
Borrowings	758	956
Long-term debt	21,068	19,917
Total liabilities	$ 319,654	$ 319,392

Fair Value Measurement- Summary

Fair Value Measurement- Summary of Carrying Amount of Hedged Financial Instruments, Related Notional Amount of Hedge and Estimated Fair Value of Derivatives (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Securities available-for-sale
Derivative [Line Items]
Carrying amount	$ 8,011	$ 7,294
Notional amount of hedge	7,820	7,045
Unrealized Gain	10	4
Unrealized (Loss)	(462)	(370)
Long-term debt
Derivative [Line Items]
Carrying amount	17,648	16,469
Notional amount of hedge	17,051	16,100
Unrealized Gain	636	470
Unrealized (Loss)	$ (8)	$ (14)

Fair Value Option - Assets and

Fair Value Option - Assets and Liabilities, by Type, of Consolidated Investment Management Funds Recorded at Fair Value (Detail) - Investment Management funds - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Assets of consolidated investment management funds:
Trading assets	$ 2,087	$ 8,678
Other assets	210	604
Subtotal assets of consolidated investment management funds, at fair value	2,297	9,282
Liabilities of consolidated investment management funds:
Trading liabilities	1,072	7,660
Other liabilities	91	9
Subtotal liabilities of consolidated investment management funds, at fair value	$ 1,163	$ 7,669

Fair Value Option - Changes in

Fair Value Option - Changes in Fair Value of the Loans and Long-Term Debt and the Location of the Changes (Detail) - USD ($) $ in Millions		3 Months Ended			9 Months Ended
		Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Investment and other income | Loans Receivable
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in the fair value	[1]	$ 6	$ (3)	$ 0	$ 5	$ 0
Foreign exchange and other trading revenue | Long-term debt
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in the fair value	[1]	$ (11)	$ 4	$ 1	$ (15)	$ (16)
[1]	(a)The changes in fair value of the loans and long-term debt are approximately offset by economic hedges included in foreign exchange and other trading revenue.

Fair Value Option - Additional

Fair Value Option - Additional Information (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Fair Value, Option, Quantitative Disclosures [Line Items]
Long-term debt, carrying amount	$ 240
Operations
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans, fair value	338	$ 21
Long-term debt, fair value	362	347
Level 2
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans receivable, carrying amount	333	21
Loans, fair value	$ 338	$ 21

Derivative Instruments - Additi

Derivative Instruments - Additional Information (Detail) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Derivative, loss on derivative	$ 0	$ 8,000,000
Non-derivative financial instruments designated as hedges of net investments in foreign subsidiaries were all long-term liabilities of BNY Mellon in various currencies			$ 474,000,000
Value-at-risk methodology assumed holding period for instruments (in days)			1 day
Value-at-risk methodology confidence level percentage (percent)			99.00%
Additional collateral the Company would have to post for existing collateral arrangements, if the company's debt rating had fallen below investment grade	265,000,000		$ 265,000,000
Securities available-for-sale
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Hedged financial instruments	7,700,000,000		7,700,000,000
Hedged financial instruments, notional amount of derivative	7,820,000,000		7,820,000,000	$ 7,045,000,000
Long-term debt
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Hedged financial instruments	17,100,000,000		17,100,000,000
Hedged financial instruments, notional amount of derivative	17,051,000,000		$ 17,051,000,000	$ 16,100,000,000
Interest Rate Swap | Securities available-for-sale
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Original maturities, maximum (in years) of hedged instruments			30 years
Hedged financial instruments, notional amount of derivative	7,800,000,000		$ 7,800,000,000
Interest Rate Swap | Long-term debt
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Original maturities, minimum (in years) of hedged instruments			5 years
Original maturities, maximum (in years) of hedged instruments			30 years
Hedged financial instruments, notional amount of derivative	17,100,000,000		$ 17,100,000,000
Foreign exchange contracts
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Notional amount of derivatives that will mature within one year	599,000,000,000		599,000,000,000
Notional amount of derivatives that will mature between one and five years	7,000,000,000		7,000,000,000
Notional amount of derivatives that will mature after 5 years	5,000,000,000		5,000,000,000
Interest rate contracts
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Notional amount of derivatives that will mature within one year	304,000,000,000		304,000,000,000
Notional amount of derivatives that will mature between one and five years	150,000,000,000		150,000,000,000
Notional amount of derivatives that will mature after 5 years	145,000,000,000		$ 145,000,000,000
Cash flow hedges | Foreign exchange contracts
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Original maturities, maximum (in years) of hedged instruments			9 months
Hedged financial instruments, notional amount of derivative	210,000,000		$ 210,000,000
Pretax loss recorded in accumulated other comprehensive income			$ 2,000,000
Hedging derivatives, maturities, maximum (less than) (in months or in years)			9 months
Net Investment Hedging | Foreign exchange contracts
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Hedged financial instruments, notional amount of derivative	$ 6,900,000,000		$ 6,900,000,000
Hedging derivatives, maturities, maximum (less than) (in months or in years)			2 years

Derivative Instruments - Ineffe

Derivative Instruments - Ineffectiveness Related to Derivatives and Hedging Relationships Recorded in Income (Detail) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2015	Sep. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships		$ (2)	$ (19.7)
Fair value hedges of securities
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships		2.8	(7.7)
Fair value hedges of deposits and long-term debt
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships		(4.8)	(12)
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships		0	0.1
Other
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships	[1]	$ 0	$ (0.1)
[1]	Includes ineffectiveness recorded on foreign exchange hedges.

Derivative Instruments - Impact

Derivative Instruments - Impact of Derivative Instruments on Balance Sheet (Detail) - USD ($) $ in Millions		Sep. 30, 2015		Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Asset derivatives fair value	[1]	$ 16,650		$ 24,658
Asset derivatives fair value, effect of master netting agreements	[2]	(11,747)	[3]	(18,347)	[4]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet		4,903		6,311
Liability derivatives fair value	[1]	16,271		25,017
Liability derivatives fair value, effect of master netting agreements	[2]	(11,397)	[5]	(17,797)	[6]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet		4,874		7,220
Master netting agreements, cash collateral received		893		1,589
Master netting agreements, cash collateral paid		543		1,039
Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Asset derivatives fair value	[7]	790		851
Liability derivatives fair value	[7]	518		447
Designated as Hedging Instrument | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional value	[7]	24,871		23,145
Asset derivatives fair value	[7]	648		477
Liability derivatives fair value	[7]	470		385
Designated as Hedging Instrument | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional value	[7]	7,158		7,344
Asset derivatives fair value	[7]	142		374
Liability derivatives fair value	[7]	48		62
Nondesignated
Derivatives, Fair Value [Line Items]
Asset derivatives fair value	[8]	15,860		23,807
Liability derivatives fair value	[8]	15,753		24,570
Nondesignated | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional value	[8]	573,832		731,628
Asset derivatives fair value	[8]	11,482		17,150
Liability derivatives fair value	[8]	11,423		17,654
Nondesignated | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional value	[8]	603,954		528,401
Asset derivatives fair value	[8]	4,222		6,280
Liability derivatives fair value	[8]	4,179		6,367
Nondesignated | Equity contracts
Derivatives, Fair Value [Line Items]
Notional value	[8]	2,841		10,842
Asset derivatives fair value	[8]	156		377
Liability derivatives fair value	[8]	151		549
Nondesignated | Credit contracts
Derivatives, Fair Value [Line Items]
Notional value	[8]	$ 155		$ 0
[1]	Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
[2]	Effect of master netting agreements includes cash collateral received and paid of $893 million and $543 million, respectively, at Sept. 30, 2015, and $1,589 million and $1,039 million, respectively, at Dec. 31, 2014.
[3]	Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[4]	Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[5]	Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[6]	Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[7]	The fair value of asset derivatives and liability derivatives designated as hedging instruments is recorded as other assets and other liabilities, respectively, on the balance sheet.
[8]	The fair value of asset derivatives and liability derivatives not designated as hedging instruments is recorded as trading assets and trading liabilities, respectively, on the balance sheet.

Derivative Instruments - Impa98

Derivative Instruments - Impact of Derivative Instruments on Income Statement (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Fair Value Hedging | Interest rate contracts | Net interest revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in income on derivatives	$ (93)	$ 255	$ (200)	$ 10	$ (594)
Gain or (loss) recognized in hedged item	87	(248)	195	(12)	574
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives(effective portion)	(3)	1	16	0	18
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	(3)	(11)	31	(11)	34
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0.2	0	0.1
Cash flow hedges | Foreign exchange contracts | Net interest revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	0	0	(1)	(1)	(2)
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Cash flow hedges | Foreign exchange contracts | Other revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	0	0	1	0	2
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0.2	0	0.1
Cash flow hedges | Foreign exchange contracts | Trading revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	0	(3)	29	9	26
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Cash flow hedges | Foreign exchange contracts | Salary expense
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	(3)	(8)	2	(19)	8
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Net Investment Hedging | Foreign exchange contracts | Net interest revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	1	0	0	1	(1)
Net Investment Hedging | Foreign exchange contracts | Other revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	(0.2)	0	(0.1)
Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest [Member] | Cash flow hedges | Foreign exchange contracts | Net interest revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives(effective portion)	0	0	0	(1)	(2)
Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest [Member] | Cash flow hedges | Foreign exchange contracts | Other revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives(effective portion)	0	0	(5)	0	(2)
Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest [Member] | Cash flow hedges | Foreign exchange contracts | Trading revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives(effective portion)	0	(3)	29	9	26
Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest [Member] | Cash flow hedges | Foreign exchange contracts | Salary expense
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives(effective portion)	(3)	4	(8)	(8)	(4)
Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest [Member] | Net Investment Hedging | Foreign exchange contracts | Net interest revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives(effective portion)	$ 213	$ (255)	$ 308	$ 326	$ 163

Derivative Instruments - Revenu

Derivative Instruments - Revenue from Foreign Exchange and Other Trading (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Foreign exchange	$ 180	$ 181	$ 154	$ 578	$ 413
Other trading revenue (loss)	(1)	6	(1)	17	6
Total foreign exchange and other trading revenue	$ 179	$ 187	$ 153	$ 595	$ 419

Derivative Instruments - Fair V

Derivative Instruments - Fair Value of Derivative Contracts Falling under Early Termination Provisions in Net Liability Position (Detail) $ in Millions	Sep. 30, 2015USD ($)	[1]
A-
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	$ 72
BBB
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	1,031
BB plus
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	2,089
A3
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	72
Baa2
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	1,031
Ba1
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	$ 2,089
[1]	The amounts represent potential total close-out values if The Bank of New York Mellon’s rating were to immediately drop to the indicated levels.

Derivative Instruments - Offset

Derivative Instruments - Offsetting (Details) - USD ($) $ in Millions		Sep. 30, 2015		Dec. 31, 2014
Derivative Asset [Abstract]
Asset derivatives fair value	[1]	$ 16,650		$ 24,658
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet	[2]	11,747	[3]	18,347	[4]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet		4,903		6,311
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		497		590
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received		0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount		4,406		5,721
Total derivatives not subject to netting arrangements		2,542		3,607
Reverse repurchase agreements, gross assets recognized		21,806		11,634
Reverse repurchase agreements subject to netting arrangements, gross amounts offset in the balance sheet		589	[3],[5]	434	[4],[6]
Reverse repurchase agreements after impact of netting arrangements, net assets recognized on the balance sheet		21,217		11,200
Reverse repurchase agreements subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		21,213		11,198
Reverse repurchase agreements subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral received		0		0
Reverse repurchase agreements, net amount		4		2
Securities borrowing, gross assets recognized		7,678		9,033
Securities borrowing after impact of netting arrangements, net assets recognized on the balance sheet		7,678		9,033
Securities borrowing subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		7,496		8,733
Securities borrowing after impact of netting arrangements and collateral agreements, net amount		182		300
Fair value of financial and derivative assets, gross assets recognized		46,134		45,325
Fair value of financial and derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		12,336	[3]	18,781	[4]
Fair value of financial and derivative assets after impact of netting arrangements, net assets recognized on the balance sheet		33,798		26,544
Fair value of financial and derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		29,206		20,521
Fair value of financial and derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral received		0		0
Fair value of financial and derivative assets after impact of netting arrangements and collateral agreements, net amount		4,592		6,023
Derivative Liability [Abstract]
Liability derivatives fair value	[1]	16,271		25,017
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet	[2]	11,397	[7]	17,797	[8]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet		4,874		7,220
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		2,434		2,464
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged		0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount		2,440		4,756
Total derivatives not subject to netting arrangements		1,826		3,411
Repurchase agreements, gross liabilities recognized		6,860		9,160
Repurchase agreements subject to netting arrangements, gross amounts offset in the balance sheet		589	[7],[9]	434	[8],[10]
Repurchase agreements after impact of netting arrangements, net liabilities recognized on the balance sheet		6,271		8,726
Repurchase agreements subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		6,255		8,722
Repurchase agreements subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged		0		0
Repurchase agreements, net amount		16		4
Securities lending, gross liabilities recognized		2,263		2,571
Securities lending after impact of netting arrangements, net liabilities recognized on the balance sheet		2,263		2,571
Securities lending subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		2,221		2,494
Securities lending after impact of netting arrangements and collateral agreements, net amount		42		77
Fair value of financial and derivative liabilities, gross liabilities recognized		25,394		36,748
Fair value of financial and derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet		11,986	[7]	18,231	[8]
Fair value of financial and derivative liabilities after impact netting arrangements, net liabilities recognized on the balance sheet		13,408		18,517
Fair value of financial and derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		10,910		13,680
Fair value of financial and derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged		0		0
Fair value of financial and derivative liabilities after impact of netting arrangements and collateral agreements, net amount		2,498		4,837
Derivatives subject to netting arrangements:
Derivative Asset [Abstract]
Asset derivatives fair value		14,108		21,051
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		11,747	[3]	18,347	[4]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet		2,361		2,704
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		497		590
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received		0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount		1,864		2,114
Derivative Liability [Abstract]
Liability derivatives fair value		14,445		21,606
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet		11,397	[7]	17,797	[8]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet		3,048		3,809
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		2,434		2,464
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged		0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount		614		1,345
Interest rate contracts | Derivatives subject to netting arrangements:
Derivative Asset [Abstract]
Asset derivatives fair value		10,435		15,457
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		8,893	[3]	13,942	[4]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet		1,542		1,515
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		470		408
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received		0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount		1,072		1,107
Derivative Liability [Abstract]
Liability derivatives fair value		11,210		16,884
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet		8,991	[7]	14,467	[8]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet		2,219		2,417
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		2,005		1,815
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged		0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount		214		602
Foreign exchange contracts | Derivatives subject to netting arrangements:
Derivative Asset [Abstract]
Asset derivatives fair value		3,525		5,291
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		2,782	[3]	4,246	[4]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet		743		1,045
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		27		176
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received		0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount		716		869
Derivative Liability [Abstract]
Liability derivatives fair value		3,093		4,241
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet		2,352	[7]	3,149	[8]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet		741		1,092
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		365		399
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged		0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount		376		693
Equity contracts | Derivatives subject to netting arrangements:
Derivative Asset [Abstract]
Asset derivatives fair value		148		303
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		72	[3]	159	[4]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet		76		144
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		0		6
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received		0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount		76		138
Derivative Liability [Abstract]
Liability derivatives fair value		142		481
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet		54	[7]	181	[8]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet		88		300
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments		64		250
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged		0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount		$ 24		$ 50
[1]	Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
[2]	Effect of master netting agreements includes cash collateral received and paid of $893 million and $543 million, respectively, at Sept. 30, 2015, and $1,589 million and $1,039 million, respectively, at Dec. 31, 2014.
[3]	Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[4]	Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[5]	Offsetting of reverse repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
[6]	Offsetting of reverse repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
[7]	Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[8]	Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[9]	Offsetting of repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
[10]	Offsetting of repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.

Derivative Instruments - Secure

Derivative Instruments - Secured borrowings (Details) $ in Millions	Sep. 30, 2015USD ($)
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	$ 6,860
Securities lending	2,263
Total borrowings	9,123
Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	5,965
Securities lending	2,263
Total borrowings	8,228
Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	45
Securities lending	0
Total borrowings	45
30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	850
Securities lending	0
Total borrowings	850
U.S. Treasury
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	771
U.S. Treasury | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	771
U.S. Treasury | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0
U.S. Treasury | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0
U.S. Government agencies
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	331
Securities lending	59
U.S. Government agencies | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	330
Securities lending	59
U.S. Government agencies | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0
Securities lending	0
U.S. Government agencies | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	1
Securities lending	0
Agency RMBS
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	4,181
Agency RMBS | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	4,125
Agency RMBS | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	45
Agency RMBS | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	11
Corporate bonds
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	1,153
Corporate bonds | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	453
Corporate bonds | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0
Corporate bonds | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	700
Other debt securities
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	343
Securities lending	303
Other debt securities | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	205
Securities lending	303
Other debt securities | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0
Securities lending	0
Other debt securities | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	138
Securities lending	0
Equity securities
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	81
Securities lending	1,901
Equity securities | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	81
Securities lending	1,901
Equity securities | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0
Securities lending	0
Equity securities | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0
Securities lending	$ 0

Commitments and Contingent L103

Commitments and Contingent Liabilities - Significant Industry Concentrations Related to Credit Exposure (Detail) - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans	[1]	$ 63,309	$ 59,132
Financial institutions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		15,967	13,319
Unfunded commitments		43,500
Total exposure		59,500
Financial institutions | Securities industry
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		3,700
Unfunded commitments		27,500
Total exposure		31,200
Financial institutions | Banks
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		9,300
Unfunded commitments		2,100
Total exposure		11,400
Financial institutions | Asset managers
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		1,900
Unfunded commitments		5,200
Total exposure		7,100
Financial institutions | Insurance
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		200
Unfunded commitments		4,600
Total exposure		4,800
Financial institutions | Government
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		100
Unfunded commitments		2,400
Total exposure		2,500
Financial institutions | Other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		800
Unfunded commitments		1,700
Total exposure		2,500
Commercial
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		2,127	$ 1,642
Unfunded commitments		17,500
Total exposure		19,600
Commercial | Services and other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		800
Unfunded commitments		5,600
Total exposure		6,400
Commercial | Manufacturing
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		500
Unfunded commitments		5,300
Total exposure		5,800
Commercial | Energy and utilities
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		500
Unfunded commitments		5,100
Total exposure		5,600
Commercial | Media and telecom
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		300
Unfunded commitments		1,500
Total exposure		$ 1,800
[1]	Net of unearned income of $715 million at Sept. 30, 2015 and $866 million at Dec. 31, 2014 primarily on domestic and foreign lease financings.

Commitments and Contingent L104

Commitments and Contingent Liabilities - Summary of Off-Balance Sheet Credit Risks, Net of Participations (Detail) - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Securities lending indemnifications joint venture		$ 60,000	$ 64,000
Lending commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off balance sheet credit risk		60,731	33,273
Standby letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off balance sheet credit risk	[1]	5,020	5,767
Off-balance sheet credit risks participations		855	894
Commercial letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off balance sheet credit risk		304	255
Securities lending indemnifications
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off balance sheet credit risk	[2]	$ 305,538	$ 304,386
[1]	Net of participations totaling $855 million at Sept. 30, 2015 and $894 million at Dec. 31, 2014.
[2]	Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients, which totaled $60 billion at Sept. 30, 2015 and $64 billion at Dec. 31, 2014.

Commitments and Contingent L105

Commitments and Contingent Liabilities - Standby Letters of Credits by Investment Grade (Detail) - Standby letters of credit	Sep. 30, 2015	Dec. 31, 2014
Investment grade
Concentration Risk [Line Items]
Concentration risk (percent)	86.00%	88.00%
Non-investment grade
Concentration Risk [Line Items]
Concentration risk (percent)	14.00%	12.00%

Commitments and Contingent L106

Commitments and Contingent Liabilities - Additional Information (Detail)		Aug. 18, 2015USD ($)	May. 21, 2015USD ($)	Mar. 19, 2015USD ($)	Sep. 30, 2015USD ($)LegalMatter	Dec. 31, 2014USD ($)	Jun. 18, 2014trust	Jan. 18, 2008USD ($)
Commitments and Contingencies Disclosure [Line Items]
Lending commitment maturing in less than one year					$ 37,800,000,000
Lending commitment maturing in one to five years					22,600,000,000
Lending commitment maturing over five years					$ 328,000,000
Maximum maturities of prearranged contract for a securities lending transaction (in days)					90 days
Cash collateralization percentage generally required for a securities lending transaction with indemnification against broker default (percent)					102.00%
Securities lending indemnifications, secured amount of collateral					$ 318,000,000,000	$ 316,000,000,000
Securities lending indemnifications joint venture					60,000,000,000	64,000,000,000
Securities Lending Indemnifications Collateral Joint Venture					63,000,000,000	67,000,000,000
Loss contingency, aggregate range of reasonable loss (up to)					$ 450,000,000
Bank filed a proof of claim on Jan. 18, 2008 in the Chapter 11 bankruptcy of Sentinel Management Group, Inc. (Sentinel), seeking to recover approximate amount loaned to Sentinel								$ 312,000,000
FX-related settlements				$ 714,000,000
Loss contingency, number of MBS trusts | trust							260
Number of lawsuits pending related to Stanford Matter (legal matters) | LegalMatter					12
Arbitration claims related to Stanford matter pending | LegalMatter					5
Securities Lending Matters
Commitments and Contingencies Disclosure [Line Items]
Number of pending lawsuits | LegalMatter					2
Foreign Exchange Matters
Commitments and Contingencies Disclosure [Line Items]
Litigation settlement amount			$ 180,000,000
Sovereign Wealth Funds Inquiry
Commitments and Contingencies Disclosure [Line Items]
Litigation settlement amount		$ 14,800,000
Standby letters of credit
Commitments and Contingencies Disclosure [Line Items]
SBLCs collateralized with cash and securities					$ 312,000,000	421,000,000
SBLCs expiring within one year					3,100,000,000
SBLCs expiring within one to five years					1,900,000,000
Off balance sheet credit risk	[1]				5,020,000,000	5,767,000,000
Commercial letters of credit
Commitments and Contingencies Disclosure [Line Items]
Off balance sheet credit risk					304,000,000	255,000,000
Operations
Commitments and Contingencies Disclosure [Line Items]
Allowance for lending related commitments					$ 99,000,000	$ 89,000,000
DOJ and NYAG settlements
Commitments and Contingencies Disclosure [Line Items]
FX-related settlements				167,500,000
Class Action Settlement
Commitments and Contingencies Disclosure [Line Items]
FX-related settlements				335,000,000
DOL Settlement
Commitments and Contingencies Disclosure [Line Items]
FX-related settlements				14,000,000
SEC Penalty
Commitments and Contingencies Disclosure [Line Items]
FX-related settlements				$ 30,000,000
[1]	Net of participations totaling $855 million at Sept. 30, 2015 and $894 million at Dec. 31, 2014.

Lines of Businesses - Additiona

Lines of Businesses - Additional Information (Detail)	9 Months Ended
	Sep. 30, 2015Segment
Segment Reporting [Abstract]
Number of principal businesses (segment)	2

Lines of Businesses- Contributi

Lines of Businesses- Contribution of Segments to Overall Profitability (Detail) - USD ($) $ in Millions	3 Months Ended						9 Months Ended
	Sep. 30, 2015		Jun. 30, 2015		Sep. 30, 2014		Sep. 30, 2015		Sep. 30, 2014
Segment Reporting Information [Line Items]
Fee and other revenue	$ 3,036	[1]	$ 3,070	[2]	$ 3,867	[3]	$ 9,139	[4]	$ 9,775	[5]
Net interest revenue	759		779		721		2,266		2,168
Total revenue	3,795	[1]	3,849	[2]	4,588	[3]	11,405	[4]	11,943	[5]
Provision for credit losses	1		(6)		(19)		(3)		(49)
Noninterest expense	2,679	[6]	2,726	[7]	2,968		8,105	[8]	8,653
Income before taxes	$ 1,115	[1],[6]	$ 1,129	[2],[7]	$ 1,639	[3]	$ 3,303	[4],[8]	$ 3,339	[5]
Pre-tax operating margin (percent)	29.00%	[9]	29.00%	[10]	36.00%	[11]	29.00%	[12]	28.00%	[13]
Average assets	$ 373,453		$ 378,279		$ 380,409		$ 373,400		$ 368,297
Net income (loss) attributable to noncontrolling interests	(6)		36		23		61		60
Investment Management funds
Segment Reporting Information [Line Items]
Fee and other revenue	(17)		3		16		7		61
Investment income (loss), net	(22)		40		39		70		121
Net income (loss) attributable to noncontrolling interests	(5)		37		23		63		60
Investment Management
Segment Reporting Information [Line Items]
Fee and other revenue	846	[1]	913	[2]	920	[3]	2,682	[4]	2,760	[5]
Net interest revenue	83		78		69		235		205
Total revenue	929	[1]	991	[2]	989	[3]	2,917	[4]	2,965	[5]
Provision for credit losses	0		0		0		0		0
Noninterest expense	692		728		744		2,154		2,304
Income before taxes	$ 237	[1]	$ 263	[2]	$ 245	[3]	$ 763	[4]	$ 661	[5]
Pre-tax operating margin (percent)	26.00%	[9]	27.00%	[10]	25.00%	[11]	26.00%	[12]	22.00%	[13]
Average assets	$ 30,960		$ 30,414		$ 36,542		$ 30,910		$ 37,821
Net income (loss) attributable to noncontrolling interests	(5)		37		23		63		60
Investment Services
Segment Reporting Information [Line Items]
Fee and other revenue	2,087		2,020		2,005		6,100		5,811
Net interest revenue	628		636		583		1,863		1,766
Total revenue	2,715		2,656		2,588		7,963		7,577
Provision for credit losses	0		0		0		0		0
Noninterest expense	1,863		1,880		1,875		5,578		5,564
Income before taxes	$ 852		$ 776		$ 713		$ 2,385		$ 2,013
Pre-tax operating margin (percent)	31.00%	[9]	29.00%	[10]	28.00%	[11]	30.00%	[12]	27.00%	[13]
Average assets	$ 282,159		$ 290,102		$ 266,466		$ 285,747		$ 263,084
Other
Segment Reporting Information [Line Items]
Fee and other revenue	103		137		942		357		1,204
Net interest revenue	48		65		69		168		197
Total revenue	151		202		1,011		525		1,401
Provision for credit losses	1		(6)		(19)		(3)		(49)
Noninterest expense	124		118		349		373		785
Income before taxes	26		90		681		155		665
Average assets	60,334		57,763		$ 77,401		56,743		$ 67,392
Segment Reconciling Items
Segment Reporting Information [Line Items]
Net income (loss) attributable to noncontrolling interests	$ (1)		$ (1)				$ (2)
[1]	Both total fee and other revenue and total revenue include the net loss from consolidated investment management funds of $17 million, representing $22 million of losses and a loss attributable to noncontrolling interests of $5 million. Income before taxes is net of a loss attributable to noncontrolling interests of $5 million.
[2]	Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $3 million, representing $40 million of income and noncontrolling interests of $37 million. Income before taxes is net of noncontrolling interests of $37 million.
[3]	Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $16 million, representing $39 million of income and noncontrolling interests of $23 million. Income before taxes is net of noncontrolling interests of $23 million.
[4]	Both total fee and other revenue and total revenue include the net income from consolidated investment management funds of $7 million, representing $70 million of income and noncontrolling interests of $63 million. Income before taxes is net of noncontrolling interests of $63 million.
[5]	Both total fee and other revenue and total revenue include net income from consolidated investment management funds of $61 million, representing $121 million of income and noncontrolling interests of $60 million. Income before taxes is net of noncontrolling interests of $60 million.
[6]	Includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries.
[7]	Includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries.
[8]	Includes a loss attributable to noncontrolling interest of $2 million related to other consolidated subsidiaries.
[9]	Income before taxes divided by total revenue.
[10]	Income before taxes divided by total revenue.
[11]	Income before taxes divided by total revenue.
[12]	Income before taxes divided by total revenue.
[13]	Income before taxes divided by total revenue.

Supplemental information to 109

Supplemental information to the Consolidated Statement of Cash Flows- Noncash Investing and Financing Transactions that are Not Reflected in Consolidated Statement of Cash Flows (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Supplemental Cash Flow Information [Abstract]
Transfers from loans to other assets for other real estate owned (“OREO”)	$ 6	$ 3
Change in assets of consolidated VIEs	6,985	1,710
Change in liabilities of consolidated VIEs	6,506	1,991
Change in noncontrolling interests of consolidated VIEs	251	118
Securities purchased not settled	222	578
Securities sales not settled	676	63
Available-for-sale securities transferred to held-to-maturity	$ 11,602	$ 0