The Bank of New York Mellon Corporation (BK) 10-Q 8 Nov 16 2016 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	9 Months Ended
	Sep. 30, 2016shares
Documentand Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Sep. 30, 2016
Document Fiscal Year Focus	2,016
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)	1,057,336,621

Consolidated Income Statement (

Consolidated Income Statement (unaudited) - USD ($) shares in Thousands, $ in Millions		3 Months Ended			9 Months Ended
		Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016		Sep. 30, 2015
Investment services fees:
Asset servicing		$ 1,067	$ 1,069	$ 1,057	$ 3,176		$ 3,155
Clearing services		349	350	345	1,049		1,036
Issuer services		337	234	313	815		779
Treasury services		137	139	137	407		418
Total investment services fees		1,890	1,792	1,852	5,447		5,388
Investment management and performance fees		860	830	829	2,502		2,574
Foreign exchange and other trading revenue		183	182	179	540		595
Financing-related fees		58	57	71	169		169
Distribution and servicing		43	43	41	125		121
Investment and other income		92	74	59	271		223
Total fee revenue		3,126	2,978	3,031	9,054		9,070
Net securities gains — including other-than-temporary impairment		27	21	22	67		65
Noncredit-related portion of other-than-temporary impairment (recognized in other comprehensive income)		3	0	0	2		3
Net securities gains		24	21	22	65		62
Total fee and other revenue		3,150	2,999	3,053	9,119		9,132
Operations of consolidated investment management funds
Investment income (loss)		20	10	(6)	27		96
Interest of investment management fund note holders		3	0	16	6		26
Income (loss) from consolidated investment management funds		17	10	(22)	21		70
Net interest revenue
Interest revenue		874	890	838	2,647		2,492
Interest expense		100	123	79	340		226
Net interest revenue		774	767	759	2,307		2,266
Total revenue		3,941	3,776	3,790	11,447		11,468
Provision for credit losses		(19)	(9)	1	(18)		(3)
Noninterest expense
Staff		1,467	1,412	1,437	4,338		4,356
Professional, legal and other purchased services		292	290	301	860		902
Software		156	160	154	470		470
Net occupancy		143	152	152	437		452
Distribution and servicing		105	102	95	307		289
Sub-custodian		59	70	65	188		210
Furniture and equipment		59	63	72	187		212
Business development		52	65	59	174		192
Other		231	240	268	712		760
Amortization of intangible assets		61	59	66	177	[1]	197
Merger and integration, litigation and restructuring charges		18	7	11	42		67
Total noninterest expense		2,643	2,620	2,680	7,892		8,107
Income
Income before income taxes		1,317	1,165	1,109	3,573		3,364
Provision for income taxes		324	290	282	897		838
Net income		993	875	827	2,676		2,526
Net (income) loss attributable to noncontrolling interests (includes $(9), $(4), $5, $(6) and $(63) related to consolidated investment management funds, respectively)		(6)	(2)	6	1		(61)
Net income applicable to shareholders of The Bank of New York Mellon Corporation		987	873	833	2,677		2,465
Preferred stock dividends		(13)	(48)	(13)	(74)		(49)
Net income applicable to common shareholders of The Bank of New York Mellon Corporation		974	825	820	2,603		2,416
Net income applicable to common shareholders of The Bank of New York Mellon Corporation used for the earnings per share calculation
Net income applicable to common shareholders of The Bank of New York Mellon Corporation		974	825	820	2,603		2,416
Less: Earnings allocated to participating securities		15	13	6	39		34
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		$ 959	$ 812	$ 814	$ 2,564		$ 2,382
Average common shares and equivalents outstanding of The Bank of New York Mellon Corporation
Basic (shares)		1,062,248	1,072,583	1,098,003	1,071,457		1,110,056
Common stock equivalents (shares)		15,406	14,551	16,476	15,306		17,371
Less: Participating securities (shares)		(9,972)	(8,863)	(8,834)	(9,613)		(9,452)
Diluted (shares)		1,067,682	1,078,271	1,105,645	1,077,150		1,117,975
Anti-dilutive securities (shares)	[2]	32,232	32,974	28,119	32,699		29,378
Earnings per share applicable to the common shareholders of The Bank of New York Mellon Corporation
Basic (usd per share)	[3]	$ 0.90	$ 0.76	$ 0.74	$ 2.39		$ 2.15
Diluted (usd per share)	[3]	$ 0.90	$ 0.75	$ 0.74	$ 2.38		$ 2.13
[1]	Includes a $3 million impairment charge related to the write-down of the value of a customer contract intangible in the Investment Management business to its fair value
[2]	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.
[3]	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, and the change in the excess of redeemable value over the fair value of noncontrolling interests, if applicable.

Consolidated Income Statement 3

Consolidated Income Statement (unaudited) (Parenthetical) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net (income) loss attributable to noncontrolling interests	$ (6)	$ (2)	$ 6	$ 1	$ (61)
Investment Management
Net (income) loss attributable to noncontrolling interests	$ (9)	$ (4)	$ 5	$ (6)	$ (63)

Consolidated Comprehensive Inco

Consolidated Comprehensive Income Statement (unaudited) - USD ($) $ in Millions		3 Months Ended			9 Months Ended
		Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income		$ 993	$ 875	$ 827	$ 2,676	$ 2,526
Other comprehensive income (loss), net of tax:
Foreign currency translation adjustments		(186)	(284)	(163)	(433)	(435)
Unrealized (loss) gain on assets available-for-sale:
Unrealized (loss) gain arising during the period		(53)	117	7	227	(217)
Reclassification adjustment		(15)	(13)	(14)	(43)	(39)
Total unrealized (loss) gain on assets available-for-sale		(68)	104	(7)	184	(256)
Defined benefit plans:
Net gain (loss) arising during the period		0	0	2	2	(107)
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost		14	14	21	43	47
Total defined benefit plans		14	14	23	45	(60)
Net unrealized gain (loss) on cash flow hedges		2	(9)	0	(4)	8
Total other comprehensive (loss), net of tax	[1]	(238)	(175)	(147)	(208)	(743)
Total comprehensive income		755	700	680	2,468	1,783
Net (income) loss attributable to noncontrolling interests		(6)	(2)	6	1	(61)
Other comprehensive loss attributable to noncontrolling interests		5	13	17	23	22
Comprehensive income applicable to The Bank of New York Mellon Corporation		$ 754	$ 711	$ 703	$ 2,492	$ 1,744
[1]	Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $(233) million for the quarter ended Sept. 30, 2016, $(162) million for the quarter ended June 30, 2016, $(130) million for the quarter ended Sept. 30, 2015, $(185) million for the nine months ended Sept. 30, 2016 and $(721) million for the nine months ended Sept. 30, 2015.

Consolidated Comprehensive Inc5

Consolidated Comprehensive Income Statement (unaudited) (Parenthetical) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Statement of Comprehensive Income [Abstract]
Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders	$ (233)	$ (162)	$ (130)	$ (185)	$ (721)

Consolidated Balance Sheet (una

Consolidated Balance Sheet (unaudited) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Securities:
Held-to-maturity (fair value of $41,387 and $43,204)		$ 40,728
Loans (includes $29 and $422, at fair value)	[1]	65,997	$ 63,703
Allowance for loan losses		(148)
Goodwill		17,449	17,618
Intangible assets		3,671	3,842
Other assets (includes $1,702 and $1,087, at fair value)		25,355	19,626
Total assets		374,114	393,780
Deposits:
Total liabilities		333,741	354,805
Temporary equity
Redeemable noncontrolling interests		178	200
Permanent equity
Preferred stock – par value $0.01 per share; authorized 100,000,000 shares; issued 35,826 and 25,826 shares	[2]	3,542	2,552
Common stock – par value $0.01 per share; authorized 3,500,000,000 shares; issued 1,325,167,583 and 1,312,941,113 shares		13	13
Additional paid-in capital		25,637	25,262
Retained earnings		22,002	19,974
Accumulated other comprehensive loss, net of tax		(2,785)	(2,600)
Less: Treasury stock of 267,830,962 and 227,598,128 common shares, at cost		(8,714)	(7,164)
Total The Bank of New York Mellon Corporation shareholders’ equity		39,695	38,037
Nonredeemable noncontrolling interests of consolidated investment management funds		500	738
Total permanent equity	[3]	40,195	38,775
Total liabilities, temporary equity and permanent equity		374,114	393,780
Investment Management
Securities:
Goodwill		9,071	9,207
Intangible assets		1,750	1,807
Operating segments
Cash and due from:
Banks		4,957	6,537
Interest-bearing deposits with the Federal Reserve and other central banks		80,359	113,203
Interest-bearing deposits with banks		14,416	15,146
Federal funds sold and securities purchased under resale agreements		34,851	24,373
Securities:
Held-to-maturity (fair value of $41,387 and $43,204)		40,728	43,312
Available-for-sale		78,270	75,867
Total securities		118,998	119,179
Trading assets		5,340	7,368
Loans (includes $29 and $422, at fair value)		65,997	63,703
Allowance for loan losses		(148)	(157)
Net loans		65,849	63,546
Premises and equipment		1,338	1,379
Accrued interest receivable		522	562
Goodwill		17,449	17,618
Intangible assets		3,671	3,842
Other assets (includes $1,702 and $1,087, at fair value)		25,355	19,626
Other assets		1,702	1,087
Total assets		373,105	392,379
Deposits:
Noninterest-bearing (principally U.S. offices)		105,632	96,277
Interest-bearing deposits in U.S. offices		56,713	51,704
Interest-bearing deposits in Non-U.S. offices		99,033	131,629
Total deposits		261,378	279,610
Federal funds purchased and securities sold under repurchase agreements		8,052	15,002
Trading liabilities		4,154	4,501
Payables to customers and broker-dealers		21,162	21,900
Other borrowed funds		993	523
Accrued taxes and other expenses		5,687	5,986
Other liabilities (including allowance for lending-related commitments of $126 and $118, also includes $1,120 and $392, at fair value)		7,709	5,490
Long-term debt (includes $376 and $359, at fair value)		24,374	21,547
Other liabilities		1,120	392
Total liabilities		333,509	354,559
Operating segments | Investment Management
Securities:
Trading assets		873	1,228
Other assets		136	173
Subtotal assets of consolidated investment management funds, at fair value		1,009	1,401
Deposits:
Trading liabilities		219	229
Other liabilities		13	17
Subtotal liabilities of consolidated investment management funds, at fair value		$ 232	$ 246
[1]	Net of unearned income of $563 million at Sept. 30, 2016 and $674 million at Dec. 31, 2015 primarily on domestic and foreign lease financings.
[2]	The carrying value of the Series C, Series D, Series E and Series F preferred stock is recorded net of issuance costs.
[3]	Includes total The Bank of New York Mellon Corporation common shareholders’ equity of $35,485 million at Dec. 31, 2015 and $36,153 million at Sept. 30, 2016.

Consolidated Balance Sheet (un7

Consolidated Balance Sheet (unaudited) (Parenthetical) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Loans, fair value	$ 29	$ 422
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)	35,826	25,826
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)	1,325,167,583	1,312,941,113
Treasury stock, common shares (shares)	267,830,962	227,598,128
Operating segments
Held-to-maturity, fair value	$ 41,387	$ 43,204
Loans, fair value	29	422
Other assets	1,702	1,087
Other liabilities, allowance for lending related commitments	126	118
Other liabilities, fair value,	1,120	392
Long-term debt, fair value	$ 376	$ 359

Consolidated Statement of Cash

Consolidated Statement of Cash Flows (unaudited) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
Operating activities
Net income	$ 2,676	$ 2,526
Net loss (income) attributable to noncontrolling interests	1	(61)
Net income applicable to shareholders of The Bank of New York Mellon Corporation	2,677	2,465
Provision for credit losses	(18)	(3)
Adjustments to reconcile net income to net cash provided by (used for) operating activities:
Provision for credit losses	(2,325)	(2,269)
Pension plan contributions	(17)	(41)
Depreciation and amortization	1,118	1,084
Deferred tax (benefit)	(282)	(179)
Net securities (gains) and venture capital (income)	(68)	(63)
Change in trading activities	1,680	511
Originations of loans held-for-sale	(350)	0
Proceeds from the sales of loans originated for sale	802	0
Change in accruals and other, net	(3,985)	211
Net cash provided by operating activities	1,557	3,985
Investing activities
Change in interest-bearing deposits with banks	880	(522)
Change in interest-bearing deposits with the Federal Reserve and other central banks	33,473	14,256
Purchases of securities held-to-maturity	(4,169)	(14,545)
Paydowns of securities held-to-maturity	3,577	2,648
Maturities of securities held-to-maturity	2,933	961
Purchases of securities available-for-sale	(21,491)	(26,795)
Sales of securities available-for-sale	5,624	16,085
Paydowns of securities available-for-sale	6,552	6,712
Maturities of securities available-for-sale	7,610	12,201
Net change in loans	(2,884)	(4,237)
Sales of loans and other real estate	172	316
Change in federal funds sold and securities purchased under resale agreements	(10,456)	(8,599)
Net change in seed capital investments	(57)	367
Purchases of premises and equipment/capitalized software	(495)	(427)
Proceeds from the sale of premises and equipment	65	16
Acquisitions, net of cash	(38)	(9)
Dispositions, net of cash	1	17
Other, net	(239)	1,307
Net cash provided by (used for) investing activities	21,058	(248)
Financing activities
Change in deposits	(18,378)	(505)
Change in federal funds purchased and securities sold under repurchase agreements	(6,950)	(2,645)
Change in payables to customers and broker-dealers	(743)	1,055
Change in other borrowed funds	427	(217)
Net proceeds from the issuance of long-term debt	4,982	4,190
Repayments of long-term debt	(2,453)	(3,259)
Proceeds from the exercise of stock options	129	263
Issuance of common stock	20	20
Issuance of preferred stock	990	990
Treasury stock acquired	(1,550)	(1,924)
Common cash dividends paid	(576)	(574)
Preferred cash dividends paid	(74)	(49)
Other, net	(2)	140
Net cash (used for) financing activities	(24,178)	(2,515)
Effect of exchange rate changes on cash	(17)	42
Change in cash and due from banks
Change in cash and due from banks	(1,580)	1,264
Cash and due from banks at beginning of period	6,537	6,970
Cash and due from banks at end of period	4,957	8,234
Supplemental disclosures
Interest paid	371	285
Income taxes paid	597	746
Income taxes refunded	$ 293	$ 893

Consolidated Statement of Chang

Consolidated Statement of Changes in Equity (unaudited) - 9 months ended Sep. 30, 2016 - USD ($) $ in Millions	Total		Preferred stock	Common stock	Additional paid-in capital	Retained earnings	Accumulated other comprehensive (loss) income, net of tax	Treasury stock	Non- redeemable noncontrolling interests of consolidated investment management funds	Redeemable non- controlling interests/ temporary equity
Beginning Balance at Dec. 31, 2015	$ 38,775	[1]	$ 2,552	$ 13	$ 25,262	$ 19,974	$ (2,600)	$ (7,164)	$ 738	$ 200
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Shares issued to shareholders of noncontrolling interests										42
Redemption of subsidiary shares from noncontrolling interests										(45)
Other net changes in noncontrolling interests	(252)				(8)				(244)	11
Net income (loss)	2,683					2,677			6	(7)
Other comprehensive income (loss)	(185)						(185)			(23)
Dividends:
Common stock at $0.53 per share	(575)					(575)
Preferred stock	(74)					(74)
Repurchase of common stock	(1,550)							(1,550)
Common stock issued under:
Employee benefit plans	22				22
Direct stock purchase and dividend reinvestment plan	15				15
Preferred stock issued	990		990
Stock awards and options exercised	346				346
Ending Balance at Sep. 30, 2016	$ 40,195	[1]	$ 3,542	$ 13	$ 25,637	$ 22,002	$ (2,785)	$ (8,714)	$ 500	$ 178
[1]	Includes total The Bank of New York Mellon Corporation common shareholders’ equity of $35,485 million at Dec. 31, 2015 and $36,153 million at Sept. 30, 2016.

Consolidated Statement of Cha10

Consolidated Statement of Changes in Equity (unaudited) (Parenthetical) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
The Bank of New York Mellon Corporation shareholders’ equity	$ 39,695	$ 38,037
Dividends on common stock, cash paid (dollars per share)	$ 0.53
Common stock
The Bank of New York Mellon Corporation shareholders’ equity	$ 36,153	$ 35,485

Basis of presentation

Basis of presentation	9 Months Ended
	Sep. 30, 2016
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 presented 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, 2015. 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.

Acquisitions and dispositions

Acquisitions and dispositions	9 Months Ended
	Sep. 30, 2016
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 third quarter of 2016 and $4 million in the first nine months of 2016 . At Sept. 30, 2016 , we are potentially obligated to pay additional consideration which, using reasonable assumptions, could range from $0 million to $20 million over the next three years , but could be higher as certain of the arrangements do not contain a contractual maximum. The acquisitions and disposition described below did not have a material impact on BNY Mellon’s results of operations. Acquisition in 2016 On April 1, 2016 , BNY Mellon acquired the assets of Atherton Lane Advisers, LLC, a U.S.-based investment manager with approximately $2.45 billion in assets under management and servicer for approximately 700 high net worth clients, for cash of $38 million , plus contingent payments measured at $22 million . Goodwill related to this acquisition totaled $29 million and is included in the Investment Management business. The customer relationship intangible assets related to this acquisition is included in the Investment Management business, with an estimated life of 14 years , and totaled $30 million at acquisition. Acquisition 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. Disposition in 2015 On July 31, 2015 , BNY Mellon sold Meriten Investment Management GmbH (“Meriten”), a German-based investment management boutique, for $40 million . As a result of this sale, we recorded an after-tax loss of $12 million . Goodwill of $22 million and customer relationship intangible assets of $9 million were removed from the balance sheet as a result of this sale.

Securities

Securities	9 Months Ended
	Sep. 30, 2016
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, 2016 and Dec. 31, 2015 . Securities at Sept. 30, 2016 Gross unrealized Amortized cost Fair value (in millions) Gains Losses Available-for-sale: U.S. Treasury $ 13,947 $ 670 $ 8 $ 14,609 U.S. Government agencies 291 10 — 301 State and political subdivisions 3,475 99 15 3,559 Agency RMBS 23,447 290 229 23,508 Non-agency RMBS 659 28 14 673 Other RMBS 649 5 10 644 Commercial MBS 939 27 5 961 Agency commercial MBS 5,775 114 8 5,881 CLOs 2,530 5 1 2,534 Other asset-backed securities 2,202 9 8 2,203 Foreign covered bonds 2,316 40 1 2,355 Corporate bonds 1,585 54 1 1,638 Sovereign debt/sovereign guaranteed 13,657 348 — 14,005 Other debt securities 2,970 32 — 3,002 Equity securities 2 1 — 3 Money market funds 931 — — 931 Non-agency RMBS (a) 1,166 304 7 1,463 Total securities available-for-sale (b) $ 76,541 $ 2,036 $ 307 $ 78,270 Held-to-maturity: U.S. Treasury $ 11,165 $ 154 $ — $ 11,319 U.S. Government agencies 1,529 1 — 1,530 State and political subdivisions 19 1 1 19 Agency RMBS 25,051 433 5 25,479 Non-agency RMBS 82 4 2 84 Other RMBS 158 — 11 147 Commercial MBS 29 — — 29 Agency commercial MBS 555 19 — 574 Foreign covered bonds 79 2 — 81 Sovereign debt/sovereign guaranteed 2,033 64 — 2,097 Other debt securities 28 — — 28 Total securities held-to-maturity $ 40,728 $ 678 $ 19 $ 41,387 Total securities $ 117,269 $ 2,714 $ 326 $ 119,657 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized gains of $68 million and gross unrealized losses of $204 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 are related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities. Securities at Dec. 31, 2015 Gross Amortized cost Fair value (in millions) Gains Losses Available-for-sale: U.S. Treasury $ 12,693 $ 175 $ 36 $ 12,832 U.S. Government agencies 386 2 1 387 State and political subdivisions 3,968 91 13 4,046 Agency RMBS 23,549 239 287 23,501 Non-agency RMBS 782 31 20 793 Other RMBS 1,072 10 21 1,061 Commercial MBS 1,400 8 16 1,392 Agency commercial MBS 4,031 24 35 4,020 CLOs 2,363 1 13 2,351 Other asset-backed securities 2,909 1 17 2,893 Foreign covered bonds 2,125 46 3 2,168 Corporate bonds 1,740 26 14 1,752 Sovereign debt/sovereign guaranteed 13,036 211 30 13,217 Other debt securities 2,732 46 3 2,775 Equity securities 3 1 — 4 Money market funds 886 — — 886 Non-agency RMBS (a) 1,435 362 8 1,789 Total securities available-for-sale (b) $ 75,110 $ 1,274 $ 517 $ 75,867 Held-to-maturity: U.S. Treasury $ 11,326 $ 25 $ 51 $ 11,300 U.S. Government agencies 1,431 — 6 1,425 State and political subdivisions 20 — 1 19 Agency RMBS 26,036 134 205 25,965 Non-agency RMBS 118 5 2 121 Other RMBS 224 1 10 215 Commercial MBS 9 — — 9 Agency commercial MBS 503 — 9 494 Foreign covered bonds 76 — — 76 Sovereign debt/sovereign guaranteed 3,538 22 11 3,549 Other debt securities 31 — — 31 Total securities held-to-maturity $ 43,312 $ 187 $ 295 $ 43,204 Total securities $ 118,422 $ 1,461 $ 812 $ 119,071 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized gains of $84 million and gross unrealized losses of $248 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 are 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) 3Q16 2Q16 3Q15 YTD16 YTD15 Realized gross gains $ 26 $ 23 $ 23 $ 71 $ 66 Realized gross losses (1 ) — — (1 ) (1 ) Recognized gross impairments (1 ) (2 ) (1 ) (5 ) (3 ) Total net securities gains $ 24 $ 21 $ 22 $ 65 $ 62 Temporarily impaired securities At Sept. 30, 2016 , 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, $204 million of the unrealized losses at Sept. 30, 2016 and $248 million at Dec. 31, 2015 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 at Sept. 30, 2016 and Dec. 31, 2015 . Temporarily impaired securities at Sept. 30, 2016 Less than 12 months 12 months or more Total (in millions) Fair Unrealized Fair Unrealized Fair Unrealized Available-for-sale: U.S. Treasury $ 1,945 $ 8 $ — $ — $ 1,945 $ 8 State and political subdivisions 281 1 130 14 411 15 Agency RMBS 6,580 21 1,490 208 8,070 229 Non-agency RMBS 29 — 351 14 380 14 Other RMBS 38 1 151 9 189 10 Commercial MBS 99 — 172 5 271 5 Agency commercial MBS 1,106 3 608 5 1,714 8 CLOs 97 — 854 1 951 1 Other asset-backed securities 12 — 434 8 446 8 Corporate bonds 155 1 — — 155 1 Non-agency RMBS (a) 44 — 44 7 88 7 Foreign covered bonds 179 1 64 — 243 1 Total securities available-for-sale (b) $ 10,565 $ 36 $ 4,298 $ 271 $ 14,863 $ 307 Held-to-maturity: State and political subdivisions $ — $ — $ 4 $ 1 $ 4 $ 1 Agency RMBS 1,601 4 75 1 1,676 5 Non-agency RMBS 5 — 49 2 54 2 Other RMBS 15 1 132 10 147 11 Total securities held-to-maturity $ 1,621 $ 5 $ 260 $ 14 $ 1,881 $ 19 Total temporarily impaired securities $ 12,186 $ 41 $ 4,558 $ 285 $ 16,744 $ 326 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Gross unrealized losses for 12 months or more of $204 million were recorded in accumulated other comprehensive income and 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. There were no gross unrealized losses for less than 12 months. Temporarily impaired securities at Dec. 31, 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 $ 6,343 $ 36 $ — $ — $ 6,343 $ 36 U.S. Government agencies 148 1 10 — 158 1 State and political subdivisions 143 2 117 11 260 13 Agency RMBS 8,500 44 1,316 243 9,816 287 Non-agency RMBS 72 — 417 20 489 20 Other RMBS 2 — 298 21 300 21 Commercial MBS 567 9 224 7 791 16 Agency commercial MBS 2,551 31 172 4 2,723 35 CLOs 1,599 10 455 3 2,054 13 Other asset-backed securities 2,001 10 546 7 2,547 17 Corporate bonds 338 10 128 4 466 14 Sovereign debt/sovereign guaranteed 2,063 30 43 — 2,106 30 Non-agency RMBS (a) 45 1 52 7 97 8 Other debt securities 505 3 — — 505 3 Foreign covered bonds 515 3 — — 515 3 Total securities available-for-sale (b) $ 25,392 $ 190 $ 3,778 $ 327 $ 29,170 $ 517 Held-to-maturity: U.S. Treasury $ 9,121 $ 51 $ — $ — $ 9,121 $ 51 U.S. Government agencies 1,122 6 — — 1,122 6 State and political subdivisions 4 1 — — 4 1 Agency RMBS 16,491 171 1,917 34 18,408 205 Non-agency RMBS 40 — 29 2 69 2 Other RMBS 9 — 166 10 175 10 Agency commercial MBS 494 9 — — 494 9 Sovereign debt/sovereign guaranteed 2,161 11 — — 2,161 11 Total securities held-to-maturity $ 29,442 $ 249 $ 2,112 $ 46 $ 31,554 $ 295 Total temporarily impaired securities $ 54,834 $ 439 $ 5,890 $ 373 $ 60,724 $ 812 (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 $8 million and gross unrealized losses for 12 months or more of $240 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, 2016 . Maturity distribution and yield on investment securities at Sept. 30, 2016 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 $ 2,515 0.68 % $ — — % $ 176 2.80 % $ 5,842 0.93 % $ — — % $ 8,533 Over 1 through 5 years 5,810 1.44 40 1.25 1,822 2.85 12,256 1.05 — — 19,928 Over 5 through 10 years 2,445 1.72 261 2.34 1,363 3.52 2,679 1.18 — — 6,748 Over 10 years 3,839 3.11 — — 198 1.48 223 1.69 — — 4,260 Mortgage-backed securities — — — — — — — — 33,130 2.66 33,130 Asset-backed securities — — — — — — — — 4,737 1.73 4,737 Equity securities (b) — — — — — — — — 934 — 934 Total $ 14,609 1.79 % $ 301 2.19 % $ 3,559 3.03 % $ 21,000 1.04 % $ 38,801 2.48 % $ 78,270 Securities held-to-maturity: One year or less $ 1,745 0.79 % $ 75 0.68 % $ — — % $ 541 0.57 % $ — — % $ 2,361 Over 1 through 5 years 6,922 1.19 1,454 1.11 1 7.12 862 0.62 — — 9,239 Over 5 through 10 years 2,498 1.90 — — 4 6.76 737 0.69 — — 3,239 Over 10 years — — — — 14 5.31 — — — — 14 Mortgage-backed securities — — — — — — — — 25,875 2.73 25,875 Total $ 11,165 1.29 % $ 1,529 1.09 % $ 19 5.67 % $ 2,140 0.63 % $ 25,875 2.73 % $ 40,728 (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, 2016 and Dec. 31, 2015 . Projected weighted-average default rates and loss severities Sept. 30, 2016 Dec. 31, 2015 Default rate Severity Default rate Severity Alt-A 31 % 56 % 33 % 57 % Subprime 49 % 70 % 52 % 75 % Prime 18 % 39 % 18 % 40 % The following table provides pre-tax net securities gains (losses) by type. Net securities gains (losses) (in millions) 3Q16 2Q16 3Q15 YTD16 YTD15 Agency RMBS $ 9 $ 5 $ 7 $ 22 $ 8 Foreign covered bonds — — 1 10 2 U.S. Treasury (1 ) 4 8 4 42 Non-agency RMBS (1 ) 4 (1 ) 1 (3 ) Other 17 8 7 28 13 Total net securities gains $ 24 $ 21 $ 22 $ 65 $ 62 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) 3Q16 3Q15 Beginning balance as of June 30 $ 91 $ 91 Add: Initial OTTI credit losses — — Subsequent OTTI credit losses 1 1 Less: Realized losses for securities sold 5 — Ending balance as of Sept. 30 $ 87 $ 92 Debt securities credit loss roll forward Year-to-date (in millions) 2016 2015 Beginning balance as of Jan. 1 $ 91 $ 93 Add: Initial OTTI credit losses — — Subsequent OTTI credit losses 5 2 Less: Realized losses for securities sold 9 3 Ending balance as of Sept. 30 $ 87 $ 92 Pledged assets At Sept. 30, 2016 , BNY Mellon had pledged assets of $104 billion , including $86 billion pledged as collateral for potential borrowings at the Federal Reserve Discount Window. The components of the assets pledged at Sept. 30, 2016 included $90 billion of securities, $8 billion of loans, $4 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 assets account at the Federal Reserve. At Dec. 31, 2015 , BNY Mellon had pledged assets of $101 billion , including $84 billion pledged as collateral for potential borrowing at the Federal Reserve Discount Window. The components of the assets pledged at Dec. 31, 2015 included $88 billion of securities, $8 billion of loans, $3 billion of trading assets and $2 billion of interest-bearing deposits with banks. At Sept. 30, 2016 and Dec. 31, 2015 , pledged assets included $6 billion and $7 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, 2016 and Dec. 31, 2015 , the market value of the securities received that can be sold or repledged was $60 billion and $52 billion , respectively. We routinely sell or repledge these securities through delivery to third parties. As of Sept. 30, 2016 and Dec. 31, 2015 , the market value of securities collateral sold or repledged was $20 billion and $17 billion , respectively. Restricted cash and securities Cash and securities may also be segregated under federal and other regulations or requirements. At Sept. 30, 2016 and Dec. 31, 2015 , cash segregated under federal and other regulations or requirements was $3 billion and $4 billion , respectively. Segregated cash is included in interest-bearing deposits with banks on the consolidated balance sheet. Securities segregated for these purposes were $2 billion at Sept. 30, 2016 and $1 billion at Dec. 31, 2015 . Segregated securities were sourced from securities purchased under resale agreements at Sept. 30, 2016 and are included in federal funds sold and securities purchased under resale agreements on the consolidated balance sheet. Segregated securities are included in trading assets on the consolidated balance sheet at Dec. 31, 2015 .

Loans and asset quality

Loans and asset quality	9 Months Ended
	Sep. 30, 2016
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, 2016 and Dec. 31, 2015 . Loans Sept. 30, 2016 Dec. 31, 2015 (in millions) Domestic: Financial institutions $ 6,783 $ 6,640 Commercial 2,292 2,115 Wealth management loans and mortgages 15,031 13,247 Commercial real estate 4,723 3,899 Lease financings 1,017 1,007 Other residential mortgages 901 1,055 Overdrafts 1,580 911 Other 1,122 1,137 Margin loans 17,487 19,340 Total domestic 50,936 49,351 Foreign: Financial institutions 7,963 9,259 Commercial 373 227 Wealth management loans and mortgages 97 100 Commercial real estate 17 46 Lease financings 731 850 Other (primarily overdrafts) 5,810 3,637 Margin loans 70 233 Total foreign 15,061 14,352 Total loans (a) $ 65,997 $ 63,703 (a) Net of unearned income of $563 million at Sept. 30, 2016 and $674 million at Dec. 31, 2015 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 cre dit losses activity for the quarter ended Sept. 30, 2016 Wealth management loans and mortgages Other residential mortgages (in millions) Commercial Commercial real estate Financial institutions Lease financings All Other Foreign Total Beginning balance $ 90 $ 63 $ 29 $ 14 $ 18 $ 29 $ — $ 37 $ 280 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — 13 — — 1 — — 14 Net recoveries — — 13 — — — — — 13 Provision 1 — (13 ) — — (1 ) — (6 ) (19 ) Ending balance $ 91 $ 63 $ 29 $ 14 $ 18 $ 28 $ — $ 31 $ 274 Allowance for: Loan losses $ 22 $ 45 $ 9 $ 14 $ 14 $ 28 $ — $ 16 $ 148 Lending-related commitments 69 18 20 — 4 — — 15 126 Individually evaluated for impairment: Loan balance $ — $ 1 $ — $ 4 $ 4 $ — $ — $ — $ 9 Allowance for loan losses — 1 — 2 — — — — 3 Collectively evaluated for impairment: Loan balance $ 2,292 $ 4,693 $ 6,783 $ 1,013 $ 15,027 $ 901 $ 20,189 (a) $ 15,061 $ 65,959 Allowance for loan losses 22 44 9 12 14 28 — 16 145 (a) Includes $1,580 million of domestic overdrafts, $17,487 million of margin loans and $1,122 million of other loans at Sept. 30, 2016 . Allowance for credit losses activity for the quarter ended June 30, 2016 Wealth management loans and mortgages Other residential mortgages (in millions) Commercial Commercial real estate Financial institutions Lease financings All Other Foreign Total Beginning balance $ 88 $ 62 $ 32 $ 16 $ 18 $ 32 $ — $ 39 $ 287 Charge-offs — — — — — — — — — Recoveries — — — — — 1 — 1 2 Net recoveries — — — — — 1 — 1 2 Provision 2 1 (3 ) (2 ) — (4 ) — (3 ) (9 ) Ending balance $ 90 $ 63 $ 29 $ 14 $ 18 $ 29 $ — $ 37 $ 280 Allowance for: Loan losses $ 25 $ 43 $ 9 $ 14 $ 15 $ 29 $ — $ 23 $ 158 Lending-related commitments 65 20 20 — 3 — — 14 122 Individually evaluated for impairment: Loan balance $ — $ 2 $ 171 $ 4 $ 8 $ — $ — $ — $ 185 Allowance for loan losses — 1 — 2 1 — — — 4 Collectively evaluated for impairment: Loan balance $ 2,377 $ 4,222 $ 6,690 $ 1,023 $ 14,437 $ 945 $ 20,842 (a) $ 13,474 $ 64,010 Allowance for loan losses 25 42 9 12 14 29 — 23 154 (a) Includes $1,331 million of domestic overdrafts, $18,388 million of margin loans and $1,123 million of other loans at June 30, 2016 . Allowance for credit losses activity for the quarter ended Sept. 30, 2015 Wealth management loans and mortgages Other residential mortgages All Other Foreign Total (in millions) Commercial Commercial real estate Financial institutions Lease financings Beginning balance $ 75 $ 58 $ 30 $ 20 $ 22 $ 37 $ — $ 36 $ 278 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — — — — 2 — — 2 Net 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 nine months ended Sept. 30, 2016 Wealth management loans and mortgages Other All Foreign Total (in millions) Commercial Commercial Financial Lease Beginning balance $ 82 $ 59 $ 31 $ 15 $ 19 $ 34 $ — $ 35 $ 275 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — 13 — — 4 — 1 18 Net recoveries — — 13 — — 3 — 1 17 Provision 9 4 (15 ) (1 ) (1 ) (9 ) — (5 ) (18 ) Ending balance $ 91 $ 63 $ 29 $ 14 $ 18 $ 28 $ — $ 31 $ 274 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 Nonperforming assets The table below presents the distribution of our nonperforming assets. Nonperforming assets (in millions) Sept. 30, 2016 Dec. 31, 2015 Nonperforming loans: Other residential mortgages $ 93 $ 102 Wealth management loans and mortgages 7 11 Lease financings 4 — Commercial real estate 1 2 Financial institutions — 171 Total nonperforming loans 105 286 Other assets owned 4 6 Total nonperforming assets $ 109 $ 292 At Sept. 30, 2016 , undrawn commitments to borrowers whose loans were classified as nonaccrual or reduced rate were not material. Nonperforming loans decreased primarily reflecting the settlement agreement in the bankruptcy proceedings of Sentinel. Lost interest The table below presents the amount of lost interest income. Lost interest (in millions) 3Q16 2Q16 3Q15 YTD16 YTD15 Amount by which interest income recognized on nonperforming loans exceeded reversals $ — $ — $ — $ — $ — Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire period $ 1 $ 1 $ 2 $ 4 $ 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 Year-to-date Sept. 30, 2016 June 30, 2016 Sept. 30, 2015 Sept. 30, 2016 Sept. 30, 2015 (in millions) Average recorded investment Interest income recognized Average recorded investment Interest income recognized Average recorded investment Interest income recognized Average Interest Average recorded investment Interest income recognized Impaired loans with an allowance: Commercial real estate $ 1 $ — $ 1 $ — $ — $ — $ 1 $ — $ — $ — Wealth management loans and mortgages 3 — 6 — 6 — 5 — 6 — Lease financings 4 — 4 — — — 3 — — — Total impaired loans with an allowance 8 — 11 — 6 — 9 — 6 — Impaired loans without an allowance : Commercial real estate 1 — 1 — — — 1 — — — Financial institutions 85 — 171 — — — 128 — — — Wealth management loans and mortgages 3 — 2 — 2 — 2 — 2 — Total impaired loans without an allowance (a) 89 — 174 — 2 — 131 — 2 — Total impaired loans $ 97 $ — $ 185 $ — $ 8 $ — $ 140 $ — $ 8 $ — (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, 2016 Dec. 31, 2015 (in millions) Recorded investment Unpaid principal balance Related allowance (a) Recorded investment Unpaid principal balance Related allowance (a) Impaired loans with an allowance: Commercial real estate $ 1 $ 4 $ 1 $ 1 $ 3 $ 1 Wealth management loans and mortgages 1 1 — 6 7 1 Lease financings 4 4 2 — — — Total impaired loans with an allowance 6 9 3 7 10 2 Impaired loans without an allowance : Commercial real estate — — N/A — — N/A Financial institutions — — N/A 171 312 N/A Wealth management loans and mortgages 3 3 N/A 2 2 N/A Total impaired loans without an allowance (b) 3 3 N/A 173 314 N/A Total impaired loans (c) $ 9 $ 12 $ 3 $ 180 $ 324 $ 2 (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 less than $1 million and an aggregate of $2 million of impaired loans in amounts individually less than $1 million at Sept. 30, 2016 and Dec. 31, 2015 , respectively. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2016 and Dec. 31, 2015 , respectively. Past due loans The table below sets forth information about our past due loans. Past due loans and still accruing interest Sept. 30, 2016 Dec. 31, 2015 Days past due Total past due Days past due Total past due (in millions) 30-59 60-89 >90 30-59 60-89 >90 Financial institutions (a) $ 143 $ — $ — $ 143 $ — $ — $ — $ — Wealth management loans and mortgages 25 3 — 28 69 2 1 72 Other residential mortgages 17 5 6 28 22 5 4 31 Commercial real estate 23 — — 23 57 11 — 68 Commercial 10 — — 10 — — — — Total past due loans $ 218 $ 8 $ 6 $ 232 $ 148 $ 18 $ 5 $ 171 (a) Substantially all of these past due loans have been repaid subsequent to Sept 30, 2016. 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 2016 , second quarter of 2016 and third quarter of 2015 . TDRs 3Q16 2Q16 3Q15 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 17 $ 4 $ 4 23 $ 4 $ 5 14 $ 2 $ 3 Total TDRs 17 $ 4 $ 4 23 $ 4 $ 5 14 $ 2 $ 3 Other residential mortgages The modifications of the other residential mortgage loans in the third quarter of 2016 , second quarter of 2016 and third quarter of 2015 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 eight residential mortgage loans and one wealth management loan that had been restructured in a TDR during the previous 12 months and have subsequently defaulted in the third quarter of 2016 . The total recorded investment of these loans was $3 million . Credit quality indicators Our credit strategy is to focus on investment grade clients that are active users of our non-credit services. 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, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 Investment grade $ 2,433 $ 2,026 $ 3,962 $ 2,678 $ 11,512 $ 13,965 Non-investment grade 232 316 778 1,267 3,234 1,934 Total $ 2,665 $ 2,342 $ 4,740 $ 3,945 $ 14,746 $ 15,899 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, 2016 Dec. 31, 2015 Wealth management loans: Investment grade $ 7,136 $ 6,529 Non-investment grade 112 171 Wealth management mortgages 7,880 6,647 Total $ 15,128 $ 13,347 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, 2016 . At Sept. 30, 2016 , the wealth management mortgage portfolio consisted of the following geographic concentrations: California - 24% ; New York - 20% ; Massachusetts - 12% ; Florida - 7% ; and other - 37% . Other residential mortgages The other residential mortgage portfolio primarily consists of 1-4 family residential mortgage loans and totaled $ 901 million at Sept. 30, 2016 and $1,055 million at Dec. 31, 2015 . These loans are not typically correlated to external ratings. Included in this portfolio at Sept. 30, 2016 are $236 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, 2016 , the purchased loans in this portfolio had a weighted-average loan-to-value ratio of 76% at origination and 13% 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 $7,323 million at Sept. 30, 2016 and $4,483 million at Dec. 31, 2015 . 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 include loans to consumers that are fully collateralized with equities, mutual funds and fixed income securities. Margin loans We had $17,557 million of secured margin loans on our balance sheet at Sept. 30, 2016 compared with $19,573 million at Dec. 31, 2015 . 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, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and intangible assets	Goodwill and intangible assets Impairment testing The goodwill impairment test is performed at least annually at the reporting unit level. Intangible assets not subject to amortization are tested for impairment annually or more often if events or circumstances indicate they may be impaired. BNY Mellon’s three business segments include eight reporting units for which goodwill impairment testing is performed on an annual basis. In the second quarter of 2016 , BNY Mellon conducted an annual goodwill impairment test on all eight reporting units. The estimated fair value of the eight 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 Investment (a) Other (a) Consolidated Balance at Dec. 31, 2015 $ 9,207 $ 8,366 $ 45 $ 17,618 Acquisition/dispositions 29 (1 ) — 28 Foreign currency translation (167 ) (30 ) — (197 ) Other (c) 2 (4 ) 2 — Balance at Sept. 30, 2016 $ 9,071 $ 8,331 $ 47 $ 17,449 Goodwill by business (in millions) Investment (b) Investment (a) Other (a)(b) Consolidated Balance at Dec. 31, 2014 $ 9,328 $ 8,471 $ 70 $ 17,869 Acquisitions/dispositions 10 — (22 ) (12 ) Foreign currency translation (93 ) (80 ) (2 ) (175 ) Other (c) (3 ) — — (3 ) Balance at Sept. 30, 2015 $ 9,242 $ 8,391 $ 46 $ 17,679 (a) Includes the reclassification of goodwill associated with credit-related activities from the Other segment to Investment Services. (b) Includes the reclassification of goodwill associated with Meriten from Investment Management to the Other segment. (c) 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 Investment Other Consolidated Balance at Dec. 31, 2015 $ 1,807 $ 1,186 $ 849 $ 3,842 Acquisition 30 2 — 32 Amortization (a) (60 ) (117 ) — (177 ) Foreign currency translation (27 ) 1 — (26 ) Balance at Sept. 30, 2016 $ 1,750 $ 1,072 $ 849 $ 3,671 Intangible assets – net carrying amount by business (in millions) Investment (b) Investment Other (b) 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 (a) Includes a $3 million impairment charge related to the write-down of the value of a customer contract intangible in the Investment Management business to its fair value. (b) Includes the reclassification of intangible assets associated with Meriten from Investment Management to the Other segment. The table below provides a breakdown of intangible assets by type. Intangible assets Sept. 30, 2016 Dec. 31, 2015 (in millions) Gross carrying amount Accumulated amortization Net carrying amount Remaining weighted- average amortization period Gross Accumulated Net carrying amount Subject to amortization : (a) Customer relationships—Investment Management $ 1,547 $ (1,224 ) $ 323 11 years $ 1,593 $ (1,235 ) $ 358 Customer contracts—Investment Services 2,258 (1,559 ) 699 10 years 2,260 (1,450 ) 810 Other 38 (32 ) 6 2 years 40 (31 ) 9 Total subject to amortization 3,843 (2,815 ) 1,028 10 years 3,893 (2,716 ) 1,177 Not subject to amortization: (b) Trade name 1,353 N/A 1,353 N/A 1,358 N/A 1,358 Customer relationships 1,290 N/A 1,290 N/A 1,307 N/A 1,307 Total not subject to amortization 2,643 N/A 2,643 N/A 2,665 N/A 2,665 Total intangible assets $ 6,486 $ (2,815 ) $ 3,671 N/A $ 6,558 $ (2,716 ) $ 3,842 (a) Excludes fully amortized intangible assets. (b) Intangible assets not subject to amortization have an indefinite life. Estimated annual amortization expense for current intangibles for the next five years is as follows: For the year ended Estimated amortization expense (in millions) 2016 $ 234 2017 209 2018 179 2019 108 2020 98

Other assets

Other assets	9 Months Ended
	Sep. 30, 2016
Other Assets [Abstract]
Other assets	Other assets Other assets Sept. 30, 2016 Dec. 31, 2015 (in millions) Fails to deliver $ 6,932 $ 1,494 Corporate/bank-owned life insurance 4,770 4,704 Accounts receivable 4,332 3,535 Equity in joint venture and other investments (a) 3,516 3,329 Software 1,411 1,355 Fair value of hedging derivatives 1,139 716 Income taxes receivable 875 1,554 Prepaid pension assets 847 727 Prepaid expenses 401 464 Due from customers on acceptances 249 258 Other 883 1,490 Total other assets $ 25,355 $ 19,626 (a) Includes Federal Reserve Bank stock of $465 million and $453 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, specifically in small business investment companies (“SBICs”), which are compliant with the Volcker Rule. 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, 2016 Dec. 31, 2015 (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) $ 172 $ 1 Daily-quarterly 1-180 days $ 83 $ 1 Daily-quarterly 1-180 days Private equity investments (SBICs) (b) 40 49 N/A N/A 34 58 N/A N/A Total $ 212 $ 50 $ 117 $ 59 (a) Other funds include various leveraged loans, structured credit funds and hedge funds. Redemption notice periods vary by fund. (b) Private equity investments primarily include Volcker Rule-compliant investments in SBICs that invest in various sectors of the economy. Private equity investments do not have redemption rights. Distributions from such investments will be received as the underlying investments in the private equity investments are liquidated. N/A - Not applicable. Qualified affordable housing project investments We invest in affordable housing projects primarily to satisfy the Company’s requirements under the Community Reinvestment Act. Our total investment in qualified affordable housing projects totaled $890 million at Sept. 30, 2016 and $918 million at Dec. 31, 2015 . Commitments to fund future investments in qualified affordable housing projects totaled $366 million at Sept. 30, 2016 and $393 million at Dec. 31, 2015 . A summary of the commitments to fund future investments is as follows: 2016 — $146 million ; 2017 — $57 million ; 2018 — $113 million ; 2019 — $33 million ; 2020 — $5 million and 2021 and thereafter— $12 million . Tax credits and other tax benefits recognized were $39 million in the third quarter of 2016 , $33 million in the third quarter of 2015 , $38 million in the second quarter of 2016 , $115 million in the first nine months of 2016 and $98 million in the first nine months of 2015 . Amortization expense included in the provision for income taxes was $30 million in the third quarter of 2016 , $23 million in the third quarter of 2015 , $28 million in the second quarter of 2016 , $86 million in the first nine months of 2016 and $74 million in the first nine months of 2015 .

Net interest revenue

Net interest revenue	9 Months Ended
	Sep. 30, 2016
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, 2016 June 30, 2016 Sept. 30, 2015 Sept. 30, 2016 Sept. 30, 2015 Interest revenue Non-margin loans $ 218 $ 214 $ 188 $ 637 $ 540 Margin loans 67 64 53 194 154 Securities: Taxable 434 429 453 1,307 1,360 Exempt from federal income taxes 17 18 20 53 63 Total securities 451 447 473 1,360 1,423 Deposits with banks 26 24 24 76 82 Deposits with the Federal Reserve and other central banks 37 72 43 170 131 Federal funds sold and securities purchased under resale agreements 62 56 39 167 105 Trading assets 13 13 18 43 57 Total interest revenue 874 890 838 2,647 2,492 Interest expense Deposits (6 ) 12 9 21 32 Federal funds purchased and securities sold under repurchase agreements 6 13 (1 ) 28 (5 ) Trading liabilities 2 1 2 5 7 Other borrowed funds 1 2 2 5 7 Customer payables 3 2 1 9 5 Commercial paper 1 4 1 5 2 Long-term debt 93 89 65 267 178 Total interest expense 100 123 79 340 226 Net interest revenue 774 767 759 2,307 2,266 Provision for credit losses (19 ) (9 ) 1 (18 ) (3 ) Net interest revenue after provision for credit losses $ 793 $ 776 $ 758 $ 2,325 $ 2,269

Employee benefit plans

Employee benefit plans	9 Months Ended
	Sep. 30, 2016
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Employee benefit plans	Employee benefit plans The components of net periodic benefit (credit) cost are as follows. Net periodic benefit (credit) cost Quarter ended Sept. 30, 2016 June 30, 2016 Sept. 30, 2015 (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 $ — $ 8 $ 1 $ — $ 8 $ 1 Interest cost 45 9 2 45 9 2 42 10 2 Expected return on assets (82 ) (13 ) (2 ) (82 ) (13 ) (2 ) (83 ) (13 ) (2 ) Other 17 4 (1 ) 17 5 (1 ) 26 6 — Net periodic benefit (credit) cost $ (20 ) $ 8 $ — $ (20 ) $ 9 $ — $ (15 ) $ 11 $ 1 Net periodic benefit (credit) cost Year-to-date Sept. 30, 2016 Sept. 30, 2015 (in millions) Domestic pension benefits Foreign pension benefits Health care benefits Domestic pension benefits Foreign pension benefits Health care benefits Service cost $ — $ 24 $ 3 $ 30 $ 24 $ 3 Interest cost 135 27 6 127 30 6 Expected return on assets (246 ) (39 ) (6 ) (249 ) (39 ) (6 ) Curtailment (gain) — — — (30 ) — — Other 52 13 (3 ) 83 18 — Net periodic benefit (credit) cost $ (59 ) $ 25 $ — $ (39 ) $ 33 $ 3

Restructuring charges

Restructuring charges	9 Months Ended
	Sep. 30, 2016
Restructuring Charges [Abstract]
Restructuring charges	Restructuring charges BNY Mellon initiated two restructuring programs, Streamlining actions in 2014 and Operational Excellence Initiatives in 2011. Additional details regarding these programs are presented in Note 9 - Restructuring charges, in our 2015 Annual Report. Aggregate charges are included in M&I, litigation and restructuring charges on the consolidated income statement. Restructuring charges related 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. The following summarizes the restructuring activity for the third quarter of 2016 . There were no additional restructuring charges recorded in the third quarter of 2016 . For the Streamlining actions program, we utilized $4 million of the reserve in the third quarter of 2016 . The remaining reserve balance for the Streamlining actions program was $7 million at Sept. 30, 2016 . For the Operational Excellence Initiatives program, we utilized $1 million of the reserve in the third quarter of 2016 . The remaining reserve balance for the Operational Excellence Initiatives program was $3 million at Sept. 30, 2016 .

Income taxes

Income taxes	9 Months Ended
	Sep. 30, 2016
Income Tax Disclosure [Abstract]
Income taxes	Income taxes BNY Mellon recorded an income tax provision of $324 million ( 24.6% effective tax rate) in the third quarter of 2016 and $282 million ( 25.4% effective tax rate) in the third quarter of 2015 . Both effective tax rates primarily reflect benefits from foreign operations, tax-exempt income and tax credits. Our total tax reserves as of Sept. 30, 2016 were $144 million compared with $178 million at June 30, 2016 . If these tax reserves were unnecessary, $144 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, 2016 is accrued interest, where applicable, of $18 million . The additional tax expense related to interest for the nine months ended Sept. 30, 2016 was $2 million compared with $4 million for the nine months ended Sept. 30, 2015 . It is reasonably possible the total reserve for uncertain tax positions could decrease within the next 12 months by approximately $23 million as a result of adjustments related to tax years that are still subject to examination. Our federal income tax returns are closed to examination through 2013. Our New York State tax returns are closed to examination through 2012. Our 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, 2016
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 customers’ 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, 2016 and Dec. 31, 2015 , based on the assessments performed in accordance with ASC 810, as amended by 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 at Sept. 30, 2016 (in millions) Investment Management funds Securitizations Total consolidated investments Available-for-sale securities $ — $ 400 $ 400 Trading assets 873 — 873 Other assets 136 — 136 Total assets $ 1,009 (a) $ 400 $ 1,409 Trading liabilities $ 219 $ — $ 219 Other liabilities 13 376 389 Total liabilities $ 232 (a) $ 376 $ 608 Nonredeemable noncontrolling interests $ 500 (a) $ — $ 500 (a) Includes VMEs with assets of $134 million , liabilities of $2 million and nonredeemable noncontrolling interests of $16 million . Investments consolidated at Dec. 31, 2015 (in millions) Investment Management funds Securitizations Total consolidated investments Available-for-sale securities $ — $ 400 $ 400 Trading assets 1,228 — 1,228 Other assets 173 — 173 Total assets $ 1,401 (a) $ 400 $ 1,801 Trading liabilities $ 229 $ — $ 229 Other liabilities 17 359 376 Total liabilities $ 246 (a) $ 359 $ 605 Nonredeemable noncontrolling interests $ 738 (a) $ — $ 738 (a) Includes VMEs with assets of $190 million , liabilities of $1 million and nonredeemable noncontrolling interests of $5 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, 2016 and Dec. 31, 2015 , 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, 2016 (in millions) Assets Liabilities Maximum loss exposure Other $ 208 $ — $ 208 Non-consolidated VIEs at Dec. 31, 2015 (in millions) Assets Liabilities Maximum loss exposure Other $ 189 $ — $ 189 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, 2016
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 following table summarizes BNY Mellon’s preferred stock issued and outstanding at Sept. 30, 2016 and Dec. 31, 2015 . 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, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 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 10,000 990 990 Series F Noncumulative Perpetual Preferred Stock 4.625% commencing Mar. 20, 2017 to and including Sept. 20, 2026, then a floating rate equal to the three-month LIBOR plus 3.131% $ 100,000 10,000 — 990 — Total 35,826 25,826 $ 3,542 $ 2,552 (a) The carrying value of the Series C, Series D, Series E and Series F 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. Holders of the Series F preferred stock are entitled to receive dividends, if declared by our board of directors, on each March 20 and September. 20, commencing March 20, 2017, to and including Sept. 20, 2026; and on each March 20, June 20, September 20 and December 20, commencing Dec. 20, 2026. 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, Series E and Series F 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, Series E and Series F 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, Series E and Series F preferred stock to the holders of record of their respective depositary shares. On Sept. 20, 2016, The Bank of New York Mellon Corporation paid the following dividends for the noncumulative perpetual preferred stock for the dividend period ending in September 2016 to holders of record as of the close of business on Sept. 5, 2016: • $1,022.22 per share on the Series A Preferred Stock (equivalent to $10.2222 per Normal Preferred Capital Security of Mellon Capital IV, each representing a 1/100th interest in a share of the 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, the Series E preferred stock, in whole or in part, on or after the dividend payment date in June 2020 and the Series F preferred stock, in whole or in part, on or after the dividend payment date in September 2026. The Series C, Series D, Series E or Series F 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, Series E and Series F’s Certificates of Designation). Terms of the Series A, Series C, Series D, Series E and Series F 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, 2016
Equity [Abstract]
Other comprehensive income (loss)	Other comprehensive income (loss) Components of other comprehensive income (loss) Quarter ended Sept. 30, 2016 June 30, 2016 Sept. 30, 2015 (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 (a) $ (104 ) $ (82 ) $ (186 ) $ (164 ) $ (120 ) $ (284 ) $ (132 ) $ (31 ) $ (163 ) Total foreign currency translation (104 ) (82 ) (186 ) (164 ) (120 ) (284 ) (132 ) (31 ) (163 ) Unrealized gain (loss) on assets available-for-sale: Unrealized gain (loss) arising during period (87 ) 34 (53 ) 182 (65 ) 117 (3 ) 10 7 Reclassification adjustment (b) (24 ) 9 (15 ) (21 ) 8 (13 ) (22 ) 8 (14 ) Net unrealized gain (loss) on assets available-for-sale (111 ) 43 (68 ) 161 (57 ) 104 (25 ) 18 (7 ) 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 (b) 22 (8 ) 14 21 (7 ) 14 32 (11 ) 21 Total defined benefit plans 22 (8 ) 14 21 (7 ) 14 35 (12 ) 23 Unrealized gain (loss) on cash flow hedges: Unrealized hedge gain (loss) arising during period (24 ) 7 (17 ) (10 ) 4 (6 ) (3 ) (6 ) (9 ) Reclassification adjustment (b) 28 (9 ) 19 (4 ) 1 (3 ) 3 6 9 Net unrealized gain (loss) on cash flow hedges 4 (2 ) 2 (14 ) 5 (9 ) — — — Total other comprehensive income (loss) $ (189 ) $ (49 ) $ (238 ) $ 4 $ (179 ) $ (175 ) $ (122 ) $ (25 ) $ (147 ) (a) Includes the impact of hedges of net investments in foreign subsidiaries. See Note 16 for additional information. (b) 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 16 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, 2016 Sept. 30, 2015 (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 (a) $ (223 ) $ (210 ) $ (433 ) $ (396 ) $ (39 ) $ (435 ) Total foreign currency translation (223 ) (210 ) (433 ) (396 ) (39 ) (435 ) Unrealized gain (loss) on assets available-for-sale: Unrealized gain (loss) arising during period 338 (111 ) 227 (300 ) 83 (217 ) Reclassification adjustment (b) (65 ) 22 (43 ) (62 ) 23 (39 ) Net unrealized gain (loss) on assets available-for-sale 273 (89 ) 184 (362 ) 106 (256 ) Defined benefit plans: Net gain (loss) arising during the period 3 (1 ) 2 (182 ) 75 (107 ) Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (b) 65 (22 ) 43 71 (24 ) 47 Total defined benefit plans 68 (23 ) 45 (111 ) 51 (60 ) Unrealized gain (loss) on cash flow hedges: Unrealized hedge gain (loss) arising during period (115 ) 38 (77 ) — — — Reclassification adjustment (b) 110 (37 ) 73 11 (3 ) 8 Net unrealized gain (loss) on cash flow hedges (5 ) 1 (4 ) 11 (3 ) 8 Total other comprehensive income (loss) $ 113 $ (321 ) $ (208 ) $ (858 ) $ 115 $ (743 ) (a) Includes the impact of hedges of net investments in foreign subsidiaries. See Note 16 for additional information. (b) 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 16 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, 2016
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 2015 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, 2016 and Dec. 31, 2015 , by caption on the consolidated balance sheet and by the three-level valuation hierarchy. 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 2016. Assets measured at fair value on a recurring basis at Sept. 30, 2016 Total carrying (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Available-for-sale securities: U.S. Treasury $ 14,609 $ — $ — $ — $ 14,609 U.S. Government agencies — 301 — — 301 Sovereign debt/sovereign guaranteed 70 13,935 — — 14,005 State and political subdivisions — 3,559 — — 3,559 Agency RMBS — 23,508 — — 23,508 Non-agency RMBS — 673 — — 673 Other RMBS — 644 — — 644 Commercial MBS — 961 — — 961 Agency commercial MBS — 5,881 — — 5,881 CLOs — 2,534 — — 2,534 Other asset-backed securities — 2,203 — — 2,203 Equity securities 3 — — — 3 Money market funds (b) 931 — — — 931 Corporate bonds — 1,638 — — 1,638 Other debt securities — 3,002 — — 3,002 Foreign covered bonds 2,110 245 — — 2,355 Non-agency RMBS (c) — 1,463 — — 1,463 Total available-for-sale securities 17,723 60,547 — — 78,270 Trading assets: Debt and equity instruments (b) 353 1,940 — — 2,293 Derivative assets not designated as hedging: Interest rate 7 12,353 — (10,408 ) 1,952 Foreign exchange — 3,289 — (2,212 ) 1,077 Equity and other contracts 3 60 — (45 ) 18 Total derivative assets not designated as hedging 10 15,702 — (12,665 ) 3,047 Total trading assets 363 17,642 — (12,665 ) 5,340 Loans — 29 — — 29 Other assets: Derivative assets designated as hedging: Interest rate — 764 — — 764 Foreign exchange — 375 — — 375 Total derivative assets designated as hedging — 1,139 — — 1,139 Other assets (d) 302 49 — — 351 Other assets measured at net asset value (d) 212 Total other assets 302 1,188 — — 1,702 Subtotal assets of operations at fair value 18,388 79,406 — (12,665 ) 85,341 Percentage of assets prior to netting 19 % 81 % — % Assets of consolidated investment management funds: Trading assets 252 621 — — 873 Other assets 97 39 — — 136 Total assets of consolidated investment management funds 349 660 — — 1,009 Total assets $ 18,737 $ 80,066 $ — $ (12,665 ) $ 86,350 Percentage of assets prior to netting 19 % 81 % — % Liabilities measured at fair value on a recurring basis at Sept. 30, 2016 Total carrying (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Trading liabilities: Debt and equity instruments $ 800 $ 189 $ — $ — $ 989 Derivative liabilities not designated as hedging: Interest rate 24 12,308 — (10,541 ) 1,791 Foreign exchange — 3,235 — (1,936 ) 1,299 Equity and other contracts — 122 — (47 ) 75 Total derivative liabilities not designated as hedging 24 15,665 — (12,524 ) 3,165 Total trading liabilities 824 15,854 — (12,524 ) 4,154 Long-term debt (b) — 376 — — 376 Other liabilities - derivative liabilities designated as hedging: Interest rate — 1,077 — — 1,077 Foreign exchange — 43 — — 43 Total other liabilities - derivative liabilities designated as hedging — 1,120 — — 1,120 Subtotal liabilities of operations at fair value 824 17,350 — (12,524 ) 5,650 Percentage of liabilities prior to netting 5 % 95 % — % Liabilities of consolidated investment management funds: Trading liabilities — 219 — — 219 Other liabilities 2 11 — — 13 Total liabilities of consolidated investment management funds 2 230 — — 232 Total liabilities $ 826 $ 17,580 $ — $ (12,524 ) $ 5,882 Percentage of liabilities prior to netting 4 % 96 % — % (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, 2015 Total carrying value (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Available-for-sale securities: U.S. Treasury $ 12,832 $ — $ — $ — $ 12,832 U.S. Government agencies — 387 — — 387 Sovereign debt/sovereign guaranteed 35 13,182 — — 13,217 State and political subdivisions — 4,046 — — 4,046 Agency RMBS — 23,501 — — 23,501 Non-agency RMBS — 793 — — 793 Other RMBS — 1,061 — — 1,061 Commercial MBS — 1,392 — — 1,392 Agency commercial MBS — 4,020 — — 4,020 CLOs — 2,351 — — 2,351 Other asset-backed securities — 2,893 — — 2,893 Equity securities 4 — — — 4 Money market funds (b) 886 — — — 886 Corporate bonds — 1,752 — — 1,752 Other debt securities — 2,775 — — 2,775 Foreign covered bonds 1,966 202 — — 2,168 Non-agency RMBS (c) — 1,789 — — 1,789 Total available-for-sale securities 15,723 60,144 — — 75,867 Trading assets: Debt and equity instruments (b) 1,232 2,167 — — 3,399 Derivative assets not designated as hedging: Interest rate 10 10,034 — (8,071 ) 1,973 Foreign exchange — 4,905 — (2,981 ) 1,924 Equity and other contracts 15 120 — (63 ) 72 Total derivative assets not designated as hedging 25 15,059 — (11,115 ) 3,969 Total trading assets 1,257 17,226 — (11,115 ) 7,368 Loans — 422 — — 422 Other assets : Derivative assets designated as hedging: Interest rate — 497 — — 497 Foreign exchange — 219 — — 219 Total derivative assets designated as hedging — 716 — — 716 Other assets (d) 192 62 — — 254 Other assets measured at net asset value (d) 117 Total other assets 192 778 — — 1,087 Subtotal assets of operations at fair value 17,172 78,570 — (11,115 ) 84,744 Percentage of assets prior to netting 18 % 82 % — % Assets of consolidated investment management funds: Trading assets 455 773 — — 1,228 Other assets 157 16 — — 173 Total assets of consolidated investment management funds 612 789 — — 1,401 Total assets $ 17,784 $ 79,359 $ — $ (11,115 ) $ 86,145 Percentage of assets prior to netting 18 % 82 % — % Liabilities measured at fair value on a recurring basis at Dec. 31, 2015 Total carrying value (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Trading liabilities: Debt and equity instruments $ 422 $ 152 $ — $ — $ 574 Derivative liabilities not designated as hedging: Interest rate 5 9,957 — (8,235 ) 1,727 Foreign exchange — 4,682 — (2,567 ) 2,115 Equity and other contracts 5 147 — (67 ) 85 Total derivative liabilities not designated as hedging 10 14,786 — (10,869 ) 3,927 Total trading liabilities 432 14,938 — (10,869 ) 4,501 Long-term debt ( b ) — 359 — — 359 Other liabilities - derivative liabilities designated as hedging: Interest rate — 372 — — 372 Foreign exchange — 20 — — 20 Total other liabilities - derivative liabilities designated as hedging — 392 — — 392 Subtotal liabilities of operations at fair value 432 15,689 — (10,869 ) 5,252 Percentage of liabilities prior to netting 3 % 97 % — % Liabilities of consolidated investment management funds: Trading liabilities — 229 — — 229 Other liabilities 1 16 — — 17 Total liabilities of consolidated investment management funds 1 245 — — 246 Total liabilities $ 433 $ 15,934 $ — $ (10,869 ) $ 5,498 Percentage of liabilities prior to netting 3 % 97 % — % (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. Details of certain items measured at fair value on a recurring basis Sept. 30, 2016 Dec. 31, 2015 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 $ 59 — % — % — % 100 % $ 66 — % — % — % 100 % 2006 101 — — — 100 115 — — — 100 2005 194 24 4 9 63 234 19 9 13 59 2004 and earlier 319 5 3 25 67 378 4 4 26 66 Total non-agency RMBS $ 673 9 % 3 % 14 % 74 % $ 793 8 % 4 % 16 % 72 % Commercial MBS - Domestic, originated in: 2009-2016 $ 632 83 % 17 % — % — % $ 626 83 % 17 % — % — % 2008 14 100 — — — 16 100 — — — 2007 258 75 25 — — 304 62 22 16 — 2006 6 96 4 — — 384 76 24 — — Total commercial MBS - Domestic $ 910 81 % 19 % — % — % $ 1,330 76 % 20 % 4 % — % Foreign covered bonds: Canada $ 1,460 100 % — % — % — % $ 1,014 100 % — % — % — % United Kingdom 323 100 — — — 363 100 — — — Norway 181 100 — — — 191 100 — — — Other 391 100 — — — 600 100 — — — Total foreign covered bonds $ 2,355 100 % — % — % — % $ 2,168 100 % — % — % — % European floating rate notes - available-for-sale: United Kingdom $ 494 91 % 9 % — % — % $ 780 85 % 15 % — % — % Netherlands 139 100 — — — 222 100 — — — Ireland 62 — — 100 — 121 — 45 55 — Total European floating rate notes - available-for-sale $ 695 85 % 6 % 9 % — % $ 1,123 79 % 15 % 6 % — % Sovereign debt/sovereign guaranteed: United Kingdom $ 3,413 100 % — % — % — % $ 2,941 100 % — % — % — % France 2,151 100 — — — 2,008 100 — — — Spain 2,030 — — 100 — 1,955 — — 100 — Germany 1,889 100 — — — 1,683 100 — — — Italy 1,335 — — 100 — 1,398 — — 100 — Netherlands 1,087 100 — — — 1,055 100 — — — Belgium 975 100 — — — 1,108 100 — — — Ireland 791 — 100 — — 772 — — 100 — Other (b) 334 79 — — 21 297 68 — 32 — Total sovereign debt/sovereign guaranteed $ 14,005 70 % 5 % 24 % 1 % $ 13,217 68 % — % 32 % — % Non-agency RMBS (c) , originated in: 2007 $ 411 — % — % — % 100 % $ 502 — % — % — % 100 % 2006 418 — — — 100 530 — 1 — 99 2005 483 — 2 1 97 580 — 2 1 97 2004 and earlier 151 2 2 9 87 177 — 3 9 88 Total non-agency RMBS (c) $ 1,463 — % 1 % 1 % 98 % $ 1,789 — % 1 % 1 % 98 % (a) At Sept. 30, 2016 and Dec. 31, 2015 , 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) Includes $71 million of noninvestment grade sovereign debt at Sept. 30, 2016 and $95 million of investment grade sovereign debt at Dec. 31, 2015 related to Brazil. (c) 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, 2016 and 2015 (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, 2016 (in millions) Loans Fair value at June 30, 2016 $ 101 Transfers into Level 3 — Total gains or (losses) for the period included in earnings — (a) Issuances and sales: Issuances 1 Sales (102 ) Fair value at Sept. 30, 2016 $ — Change in unrealized gains or (losses) for the period included in earnings for assets held at the end of the reporting period $ — (a) Reported in investment and other income. Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2015 Available-for-sale securities Trading assets (in millions) State and political Derivative (a) Other assets Total 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 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 (in millions) Derivative liabilities (a) Fair value at June 30, 2015 $ 1 Transfers out of Level 3 — Total (gains) or losses for the period included in earnings — (b) Settlements (1 ) Fair value at Sept. 30, 2015 $ — Change in unrealized (gains) or losses for the period included in earnings 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, 2016 (in millions) Loans Fair value at Dec. 31, 2015 $ — Transfers into Level 3 19 Total gains or (losses) for the period included in earnings 2 (a) Purchases, issuances and sales: Purchases 113 Issuances 1 Sales (135 ) Fair value at Sept. 30, 2016 $ — Change in unrealized gains or (losses) for the period included in earnings for assets held at the end of the reporting period $ — (a) Reported in investment and other income. 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 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 (in millions) Derivative liabilities (a) Fair value at Dec. 31, 2014 $ 9 Transfers out of Level 3 (3 ) Total (gains) or losses for the period included in earnings (1 ) (b) Settlements (5 ) Fair value at Sept. 30, 2015 $ — Change in unrealized (gains) or losses for the period included in earnings 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. 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, 2016 and Dec. 31, 2015 , for which a nonrecurring change in fair value has been recorded during the quarters ended Sept. 30, 2016 and Dec. 31, 2015 . Assets measured at fair value on a nonrecurring basis at Sept. 30, 2016 Total carrying value (in millions) Level 1 Level 2 Level 3 Loans (a) $ — $ 87 $ 7 $ 94 Other assets (b) — 5 — 5 Total assets at fair value on a nonrecurring basis $ — $ 92 $ 7 $ 99 Assets measured at fair value on a nonrecurring basis at Dec. 31, 2015 Total carrying value (in millions) Level 1 Level 2 Level 3 Loans (a) $ — $ 97 $ 174 $ 271 Other assets (b) — 6 — 6 Total assets at fair value on a nonrecurring basis $ — $ 103 $ 174 $ 277 (a) During the quarters ended Sept. 30, 2016 and Dec. 31, 2015 , the fair value of these loans decreased $1 million and $1 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. Estimated fair value of financial instruments 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, 2016 and Dec. 31, 2015 , by caption on the consolidated balance sheet and by the valuation hierarchy. See Note 20 of the Notes to Consolidated Financial Statements in our 2015 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, 2016 (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 $ — $ 80,359 $ — $ 80,359 $ 80,359 Interest-bearing deposits with banks — 14,420 — 14,420 14,416 Federal funds sold and securities purchased under resale agreements — 34,851 — 34,851 34,851 Securities held-to-maturity 11,400 29,987 — 41,387 40,728 Loans — 64,360 — 64,360 64,072 Other financial assets 4,957 1,060 — 6,017 6,017 Total $ 16,357 $ 225,037 $ — $ 241,394 $ 240,443 Liabilities: Noninterest-bearing deposits $ — $ 105,632 $ — $ 105,632 $ 105,632 Interest-bearing deposits — 154,591 — 154,591 155,746 Federal funds purchased and securities sold under repurchase agreements — 8,052 — 8,052 8,052 Payables to customers and broker-dealers — 21,162 — 21,162 21,162 Borrowings — 1,137 — 1,137 1,137 Long-term debt — 24,690 — 24,690 23,998 Total $ — $ 315,264 $ — $ 315,264 $ 315,727 Summary of financial instruments Dec. 31, 2015 (in millions) Level 1 Level 2 Level 3 Total estimated Carrying Assets: Interest-bearing deposits with the Federal Reserve and other central banks $ — $ 113,203 $ — $ 113,203 $ 113,203 Interest-bearing deposits with banks — 15,150 — 15,150 15,146 Federal funds sold and securities purchased under resale agreements — 24,373 — 24,373 24,373 Securities held-to-maturity 11,376 31,828 — 43,204 43,312 Loans — 61,421 — 61,421 61,267 Other financial assets 6,537 1,096 — 7,633 7,633 Total $ 17,913 $ 247,071 $ — $ 264,984 $ 264,934 Liabilities: Noninterest-bearing deposits $ — $ 96,277 $ — $ 96,277 $ 96,277 Interest-bearing deposits — 182,410 — 182,410 183,333 Federal funds purchased and securities sold under repurchase agreements — 15,002 — 15,002 15,002 Payables to customers and broker-dealers — 21,900 — 21,900 21,900 Borrowings — 698 — 698 698 Long-term debt — 21,494 — 21,494 21,188 Total $ — $ 337,781 $ — $ 337,781 $ 338,398 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, 2016 Securities available-for-sale $ 8,717 $ 8,016 $ — $ (1,034 ) Long-term debt 20,645 19,950 761 (43 ) Dec. 31, 2015 Securities available-for-sale $ 7,978 $ 7,918 $ 16 $ (359 ) Long-term debt 18,231 17,850 479 (14 )

Fair value option

Fair value option	9 Months Ended
	Sep. 30, 2016
Fair Value Disclosures [Abstract]
Fair value option	Fair value option We elected fair value as an alternative measurement for selected financial assets and financial liabilities. 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 Sept. 30, 2016 Dec. 31, 2015 (in millions) Assets of consolidated investment management funds: Trading assets $ 873 $ 1,228 Other assets 136 173 Total assets of consolidated investment management funds $ 1,009 $ 1,401 Liabilities of consolidated investment management funds: Trading liabilities $ 219 $ 229 Other liabilities 13 17 Total liabilities of consolidated investment management funds $ 232 $ 246 BNY Mellon values the assets and liabilities of its consolidated asset management funds using quoted prices for identical assets or liabilities in active markets or observable inputs such as quoted prices for similar assets or liabilities. Quoted prices for either identical or similar assets or liabilities in inactive markets may also be used. Accordingly, fair value best reflects the interests BNY Mellon holds in the economic performance of the consolidated asset management funds. Changes in the value of the assets and liabilities are recorded 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 $29 million and $419 million of loans at Sept. 30, 2016 and Dec. 31, 2015 , respectively. The fair value of these loans was $29 million at Sept. 30, 2016 and $422 million at Dec. 31, 2015 . The loans were valued using observable market inputs to discount expected loan cash flows and 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 $376 million at Sept. 30, 2016 and $359 million at Dec. 31, 2015 . 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, 2016 June 30, 2016 Sept. 30, 2015 Sept. 30, 2016 Sept. 30, 2015 Loans: Investment and other income $ (1 ) $ 5 $ 6 $ 13 $ 5 Long-term debt: Foreign exchange and other trading revenue $ 2 $ (6 ) $ (11 ) $ (17 ) $ (15 ) (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, 2016
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 2016 or the third quarter of 2015 . 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, 2016 , $7.9 billion face amount of securities were hedged with interest rate swaps that had notional values of $8.0 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, 2016 , $20.0 billion par value of debt was hedged with interest rate swaps that had notional values of $20.0 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, 2016 , the hedged forecasted foreign currency transactions and designated forward foreign exchange contract hedges were $434 million (notional), with a pre-tax gain of $5 million recorded in accumulated other comprehensive income. This gain 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, 2016 , forward foreign exchange contracts with notional amounts totaling $7.1 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, 2016 , had a combined U.S. dollar equivalent value of $432 million . Ineffectiveness related to derivatives and hedging relationships was recorded in income as follows: Ineffectiveness Nine months ended (in millions) Sept. 30, 2016 Sept. 30, 2015 Fair value hedges of securities $ (19.4 ) $ 2.8 Fair value hedges of long-term debt (9.0 ) (4.8 ) Cash flow hedges — — Other (a) — — Total $ (28.4 ) $ (2.0 ) (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, 2016 and Dec. 31, 2015 . Impact of derivative instruments on the balance sheet Notional value Asset derivatives fair value Liability derivatives fair value (in millions) Sept. 30, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 Derivatives designated as hedging instruments: (a) Interest rate contracts $ 27,966 $ 25,768 $ 764 $ 497 $ 1,077 $ 372 Foreign exchange contracts 7,493 6,839 375 219 43 20 Total derivatives designated as hedging instruments $ 1,139 $ 716 $ 1,120 $ 392 Derivatives not designated as hedging instruments: (b) Interest rate contracts $ 401,827 $ 519,428 $ 12,360 $ 10,044 $ 12,332 $ 9,962 Foreign exchange contracts 589,769 576,253 3,289 4,905 3,235 4,682 Equity contracts 1,247 1,923 62 127 120 151 Credit contracts 178 319 1 8 2 1 Total derivatives not designated as hedging instruments $ 15,712 $ 15,084 $ 15,689 $ 14,796 Total derivatives fair value (c) $ 16,851 $ 15,800 $ 16,809 $ 15,188 Effect of master netting agreements (d) (12,665 ) (11,115 ) (12,524 ) (10,869 ) Fair value after effect of master netting agreements $ 4,186 $ 4,685 $ 4,285 $ 4,319 (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 $920 million and $779 million , respectively, at Sept. 30, 2016 , and $792 million and $546 million , respectively, at Dec. 31, 2015 . 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 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 Interest rate contracts Net interest revenue $ (174 ) $ (123 ) $ (93 ) Net interest revenue $ 168 $ 115 $ 87 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) 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 FX contracts $ (7 ) $ (15 ) $ — Net interest revenue $ (6 ) $ (15 ) $ — Net interest revenue $ — $ — $ — FX contracts — — — Other revenue — — — Other revenue — — — FX contracts (19 ) 19 — Trading revenue (19 ) 19 — Trading revenue — — — FX contracts 2 (14 ) (3 ) Salary expense (3 ) — (3 ) Salary expense — — — Total $ (24 ) $ (10 ) $ (3 ) $ (28 ) $ 4 $ (3 ) $ — $ — $ — 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) 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 FX contracts $ 47 $ 331 $ 213 Net interest revenue $ — $ — $ 1 Other revenue $ — $ — $ — 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 YTD16 YTD15 YTD16 YTD15 Interest rate contracts Net interest revenue $ (445 ) $ 10 Net interest revenue $ 417 $ (12 ) 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) YTD16 YTD15 YTD16 YTD15 YTD16 YTD15 FX contracts $ (16 ) $ (1 ) Net interest revenue $ (16 ) $ (1 ) Net interest revenue $ — $ — FX contracts — — Other revenue — — Other revenue — — FX contracts (89 ) 9 Trading revenue (89 ) 9 Trading revenue — — FX contracts (10 ) (8 ) Salary expense (5 ) (19 ) Salary expense — — Total $ (115 ) $ — $ (110 ) $ (11 ) $ — $ — 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) YTD16 YTD15 YTD16 YTD15 YTD16 YTD15 FX contracts $ 320 $ 326 Net interest revenue $ — $ 1 Other revenue $ — $ — Trading activities (including trading derivatives) We manage trading risk through a system of position limits, a VaR methodology based on Monte Carlo simulations 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) 3Q16 2Q16 3Q15 2016 2015 Foreign exchange $ 175 $ 166 $ 180 $ 512 $ 578 Other trading revenue (loss) 8 16 (1 ) 28 17 Total foreign exchange and other trading revenue $ 183 $ 182 $ 179 $ 540 $ 595 Foreign exchange includes income from purchasing and selling foreign currencies and currency forwards, futures and options. Other trading revenue 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 14 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 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, 2016 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- $ 48 million Baa2/BBB $ 782 million Ba1/BB+ $ 2,813 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, 2016 , existing collateral arrangements would have required us to have posted an additional $176 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, 2016 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 $ 11,962 $ 10,408 $ 1,554 $ 493 $ — $ 1,061 Foreign exchange contracts 2,753 2,212 541 102 — 439 Equity and other contracts 60 45 15 — — 15 Total derivatives subject to netting arrangements 14,775 12,665 2,110 595 — 1,515 Total derivatives not subject to netting arrangements 2,076 — 2,076 — — 2,076 Total derivatives 16,851 12,665 4,186 595 — 3,591 Reverse repurchase agreements 27,955 1,640 (b) 26,315 26,240 — 75 Securities borrowing 8,536 — 8,536 8,307 — 229 Total $ 53,342 $ 14,305 $ 39,037 $ 35,142 $ — $ 3,895 (a) Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC 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, 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 $ 9,554 $ 8,071 $ 1,483 $ 432 $ — $ 1,051 Foreign exchange contracts 3,981 2,981 1,000 63 — 937 Equity and other contracts 123 63 60 — — 60 Total derivatives subject to netting arrangements 13,658 11,115 2,543 495 — 2,048 Total derivatives not subject to netting arrangements 2,142 — 2,142 — — 2,142 Total derivatives 15,800 11,115 4,685 495 — 4,190 Reverse repurchase agreements 17,088 357 (b) 16,731 16,726 — 5 Securities borrowing 7,630 — 7,630 7,373 — 257 Total $ 40,518 $ 11,472 $ 29,046 $ 24,594 $ — $ 4,452 (a) Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC 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, 2016 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 $ 13,217 $ 10,541 $ 2,676 $ 2,524 $ — $ 152 Foreign exchange contracts 2,706 1,936 770 242 — 528 Equity and other contracts 111 47 64 63 — 1 Total derivatives subject to netting arrangements 16,034 12,524 3,510 2,829 — 681 Total derivatives not subject to netting arrangements 775 — 775 — — 775 Total derivatives 16,809 12,524 4,285 2,829 — 1,456 Repurchase agreements 7,868 1,640 (b) 6,228 6,226 — 2 Securities lending 1,507 — 1,507 1,443 — 64 Total $ 26,184 $ 14,164 $ 12,020 $ 10,498 $ — $ 1,522 (a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the OTC 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, 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 $ 10,188 $ 8,235 $ 1,953 $ 1,795 $ — $ 158 Foreign exchange contracts 3,409 2,567 842 274 — 568 Equity and other contracts 145 67 78 71 — 7 Total derivatives subject to netting arrangements 13,742 10,869 2,873 2,140 — 733 Total derivatives not subject to netting arrangements 1,446 — 1,446 — — 1,446 Total derivatives 15,188 10,869 4,319 2,140 — 2,179 Repurchase agreements 7,737 357 (b) 7,380 7,380 — — Securities lending 1,801 — 1,801 1,727 — 74 Total $ 24,726 $ 11,226 $ 13,500 $ 11,247 $ — $ 2,253 (a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the OTC 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 tables present 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, 2016 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 $ 2,366 $ 13 $ — $ 2,379 U.S. Government agencies 313 — — 313 Agency RMBS 2,867 87 — 2,954 Corporate bonds 242 — 862 1,104 Other debt securities 174 — 407 581 Equity securities 506 — 31 537 Total $ 6,468 $ 100 $ 1,300 $ 7,868 Securities lending: U.S. Government agencies $ 43 $ — $ — $ 43 Other debt securities 363 — — 363 Equity securities 1,101 — — 1,101 Total $ 1,507 $ — $ — $ 1,507 Total borrowings $ 7,975 $ 100 $ 1,300 $ 9,375 Repurchase agreements and securities lending transactions accounted for as secured borrowings at Dec. 31, 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 $ 2,226 $ — $ — $ 2,226 U.S. Government agencies 319 42 5 366 Agency RMBS 3,158 — — 3,158 Corporate bonds 372 — 665 1,037 Other debt securities 106 — 149 255 Equity securities 664 — 31 695 Total $ 6,845 $ 42 $ 850 $ 7,737 Securities lending: U.S. Government agencies $ 35 $ — $ — $ 35 Other debt securities 254 — — 254 Equity securities 1,512 — — 1,512 Total $ 1,801 $ — $ — $ 1,801 Total borrowings $ 8,646 $ 42 $ 850 $ 9,538 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, 2016
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, 2016 are disclosed in the financial institutions portfolio exposure table and the commercial portfolio exposure table below. Financial institutions portfolio exposure (in billions) Sept. 30, 2016 Loans Unfunded commitments Total exposure Securities industry $ 3.8 $ 20.9 $ 24.7 Banks 7.8 2.0 9.8 Asset managers 1.5 6.2 7.7 Insurance 0.1 4.3 4.4 Government 0.1 1.1 1.2 Other 1.4 1.6 3.0 Total $ 14.7 $ 36.1 $ 50.8 Commercial portfolio exposure (in billions) Sept. 30, 2016 Loans Unfunded commitments Total exposure Manufacturing $ 1.1 $ 6.0 $ 7.1 Services and other 0.7 4.7 5.4 Energy and utilities 0.6 4.7 5.3 Media and telecom 0.3 1.3 1.6 Total $ 2.7 $ 16.7 $ 19.4 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, 2016 Dec. 31, 2015 (in millions) Lending commitments $ 52,807 $ 54,505 Standby letters of credit (a) 4,388 4,915 Commercial letters of credit 266 303 Securities lending indemnifications (b) 309,420 294,108 (a) Net of participations totaling $776 million at Sept. 30, 2016 and $809 million at Dec. 31, 2015 . (b) Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients , which totaled $62 billion at Sept. 30, 2016 and $54 billion at Dec. 31, 2015 . Also 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: $31.1 billion in less than one year, $21.4 billion in one to five years and $260 million over five years. Standby letters of credit (“SBLC”) principally support corporate obligations and were collateralized with cash and securities of $391 million and $299 million at Sept. 30, 2016 and Dec. 31, 2015 , respectively. At Sept. 30, 2016 , $2.7 billion of the SBLCs will expire within one year and $1.7 billion in one to five years. We must recognize, at the inception of an SBLC 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 $126 million at Sept. 30, 2016 and $118 million at Dec. 31, 2015 . 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, 2016 Dec. 31, 2015 Investment grade 87 % 86 % Non-investment grade 13 % 14 % 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 $266 million at Sept. 30, 2016 compared with $303 million at Dec. 31, 2015 . 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 $323 billion at Sept. 30, 2016 and $306 billion at Dec. 31, 2015 . 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, 2016 and Dec. 31, 2015 , $62 billion and $54 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 $66 billion and $56 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, 2016 and Dec. 31, 2015 , 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 and/or to provide liquidity 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, 2016 and Dec. 31, 2015 , 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 $900 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 was 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 was valid and not subject to equitable subordination. The bankruptcy trustee appealed the decision. On Jan. 8, 2016, the Court of Appeals invalidated The Bank of New York Mellon’s lien but rejected the trustee’s request for equitable subordination. On July 13, 2016, the bankruptcy court approved a settlement between The Bank of New York Mellon and the bankruptcy trustee, under which both parties will dismiss all litigation between them and The Bank of New York Mellon will be granted an unsecured claim for the amount of the loan. We received distributions in August 2016 on a pro rata basis with other unsecured creditors. 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. Standing Instruction Matters Beginning in December 2009, government authorities conducted inquiries seeking information relating primarily to standing instruction foreign exchange transactions in connection with custody services BNY Mellon provides to custody clients. On various dates beginning in 2009, BNY Mellon was named as a defendant in lawsuits by various government and private entities alleging BNY Mellon’s pricing of standing instruction foreign exchange transactions was improper. On March 19, 2015, BNY Mellon announced that it had resolved substantially all of the pending standing instruction-related actions, resulting in a total of $714 million in settlement payments. On May 21, 2015, BNY Mellon settled a putative class action lawsuit asserting securities law violations. With these settlements, which are now all final, BNY Mellon has effectively resolved virtually all of the standing instruction FX-related actions, with the exception of several lawsuits brought by individual customers or shareholders asserting derivative claims. 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 253 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 15 lawsuits against Pershing that are pending in Texas, including two putative class actions. 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, one FINRA arbitration matter brought by alleged purchasers remains pending. Brazilian Postalis Litigation BNY Mellon Serviceos 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 Rio de Janeiro, 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 Rio de Janeiro 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. On Dec. 14, 2015, Associacão Dos Profissionais Dos Correiros, a Brazilian postal workers association, filed a lawsuit in São Paulo against DTVM and other defendants alleging that DTVM improperly contributed to investment losses in the Postalis portfolio. On Dec. 17, 2015, Postalis filed three additional lawsuits in Rio de Janeiro against DTVM and Ativos alleging failure to properly perform alleged duties and liabilities for losses with respect to investments in several other funds. On Feb. 4, 2016, Postalis filed another lawsuit in Brasilia against DTVM, Ativos and BNY Mellon Alocação de Patrimônio Ltda., an investment management subsidiary, alleging failure to properly perform duties and liability for losses with respect to investments in various other funds of which the defendants were administrator and/or manager. Depositary Receipt Matters Between late December 2015 and February 2016, four putative class action lawsuits were filed against BNY Mellon asserting claims relating to BNY Mellon’s foreign exchange pricing when converting dividends and other distributions from non-U.S. companies in its role as depositary bank to Depositary Receipt issuers. The primary claims are for breach of contract and violations of ERISA. The lawsuits have been consolidated into two suits which are pending in federal court in the Southern District of New York and are all in their early stages. Brazilian Silverado Litigation DTVM acts as administrator for the Fundo de Investimento em Direitos Creditórios Multisetorial Silverado Maximum (“Silverado Maximum Fund”), which invests in commercial credit receivables. On June 2, 2016, the Silverado Maximum Fund sued DTVM in its capacity as administrator, along with Deutsche Bank S.A. - Banco Alemão in its capacity as custodian and Silverado Gestão e Investimentos Ltda. in its capacity as investment manager. The Fund alleges that each of the defendants failed to fulfill its respective duty, and caused losses to the Fund for which the defendants are jointly and severally liable.

Lines of business

Lines of business	9 Months Ended
	Sep. 30, 2016
Segment Reporting [Abstract]
Lines of business	Lines of business We have an internal information system that produces performance data along product and service 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 when improvements are made in the measurement principles. Beginning in the first quarter of 2016, we revised the net interest revenue for our business to reflect adjustments to our transfer pricing methodology to better reflect the value of certain deposits. Also beginning in the first quarter of 2016, we refined the expense allocation process for indirect expenses to simplify the expenses recorded in the Other segment to include only expenses not directly attributable to the Investment Management and Investment Services operations. These changes did not impact the consolidated results. The accounting policies of the businesses are the same as those described in Note 1 of the Notes to Consolidated Financial Statements in our 2015 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 • Credit-related activities Other segment • Leasing operations • Corporate treasury activities • Derivatives business • Global markets • 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 included in 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. • The provision for credit losses associated with the respective credit portfolios is reflected in each business segment. • Incentive expense related to restricted stock is 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 relate to corporate-level initiatives and were therefore recorded 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, 2016 Investment Investment Services Other Consolidated (dollar amounts in millions) Fee and other revenue $ 876 (a) $ 2,183 $ 100 $ 3,159 (a) Net interest revenue 82 715 (23 ) 774 Total revenue 958 (a) 2,898 77 3,933 (a) Provision for credit losses — 1 (20 ) (19 ) Noninterest expense 702 1,851 88 2,641 (b) Income before taxes $ 256 (a) $ 1,046 $ 9 $ 1,311 (a)(b) Pre-tax operating margin (c) 27 % 36 % N/M 33 % Average assets $ 30,392 $ 275,714 $ 45,124 $ 351,230 (a) Both fee and other revenue and total revenue include the net income from consolidated investment management funds of $8 million , representing $17 million of income and noncontrolling interests of $9 million . Income before taxes is net of noncontrolling interests of $9 million . (b) Noninterest expense 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 quarter ended June 30, 2016 Investment Management Investment Services Other Consolidated (dollar amounts in millions) Fee and other revenue $ 856 (a) $ 2,054 $ 95 $ 3,005 (a) Net interest revenue 82 690 (5 ) 767 Total revenue 938 (a) 2,744 90 3,772 (a) Provision for credit losses 1 (7 ) (3 ) (9 ) Noninterest expense 703 1,859 56 2,618 (b) Income before taxes $ 234 (a) $ 892 $ 37 $ 1,163 (a)(b) Pre-tax operating margin (c) 25 % 33 % N/M 31 % Average assets $ 30,229 $ 277,225 $ 66,766 $ 374,220 (a) Both fee and other revenue and total revenue include the net income from consolidated investment management funds of $6 million , representing $10 million of income and noncontrolling interests of $4 million . Income before taxes is net of noncontrolling interests of $4 million . (b) Noninterest expense 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 quarter ended Sept. 30, 2015 Investment Investment Other Consolidated (dollar amounts in millions) Fee and other revenue $ 843 (a) $ 2,134 $ 59 $ 3,036 (a) Net interest revenue 83 662 14 759 Total revenue 926 (a) 2,796 73 3,795 (a) Provision for credit losses 1 7 (7 ) 1 Noninterest expense 689 1,894 96 2,679 (b) Income (loss) before taxes $ 236 (a) $ 895 $ (16 ) $ 1,115 (a)(b) Pre-tax operating margin (c) 25 % 32 % N/M 29 % Average assets $ 30,960 $ 285,195 $ 57,298 $ 373,453 (a) Both fee and other revenue and total revenue include 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 (loss) before taxes is net of a loss attributable to noncontrolling interests of $5 million . (b) Noninterest expense 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 nine months ended Sept. 30, 2016 Investment Investment Other Consolidated (dollar amounts in millions) Fee and other revenue $ 2,544 (a) $ 6,267 $ 324 $ 9,135 (a) Net interest revenue 247 2,084 (24 ) 2,307 Total revenue 2,791 (a) 8,351 300 11,442 (a) Provision for credit losses — 8 (26 ) (18 ) Noninterest expense 2,084 5,518 284 7,886 (b) Income before taxes $ 707 (a) $ 2,825 $ 42 $ 3,574 (a)(b) Pre-tax operating margin (c) 25 % 34 % N/M 31 % Average assets $ 30,048 $ 275,410 $ 57,832 $ 363,290 (a) Both total fee and other revenue and total revenue include net income from consolidated investment management funds of $15 million , representing $21 million of income and noncontrolling interests of $6 million . Income before taxes is net of noncontrolling interests of $6 million . (b) Noninterest expense includes a loss attributable to noncontrolling interest of $6 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, 2015 Investment Investment Other Consolidated (dollar amounts in millions) Fee and other revenue $ 2,672 (a) $ 6,220 $ 247 $ 9,139 (a) Net interest revenue 235 1,958 73 2,266 Total revenue 2,907 (a) 8,178 320 11,405 (a) Provision for credit losses 3 20 (26 ) (3 ) Noninterest expense 2,146 5,671 288 8,105 (b) Income before taxes $ 758 (a) $ 2,487 $ 58 $ 3,303 (a)(b) Pre-tax operating margin (c) 26 % 30 % N/M 29 % Average assets $ 30,910 $ 288,252 $ 54,238 $ 373,400 (a) Both total fee and other revenue and total revenue include 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) Noninterest expense 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.

Supplemental information to the

Supplemental information to the Consolidated Statement of Cash Flows	9 Months Ended
	Sep. 30, 2016
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) 2016 2015 Transfers from loans to other assets for other real estate owned (“OREO”) $ 4 $ 6 Change in assets of consolidated VIEs 392 6,985 Change in liabilities of consolidated VIEs 14 6,506 Change in nonredeemable noncontrolling interests of consolidated investment management funds 238 251 Securities purchased not settled 229 222 Securities sales not settled 218 676 Available-for-sale securities transferred to held-to-maturity — 11,602 Held-to-maturity securities transferred to available-for-sale 10 — Premises and equipment/capitalized software funded by capital lease obligations 12 48

Basis of presentation (Policies

Basis of presentation (Policies)	9 Months Ended
	Sep. 30, 2016
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 presented 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, 2015.
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.
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 2015 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, 2016 and Dec. 31, 2015 , by caption on the consolidated balance sheet and by the three-level valuation hierarchy. 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 2016.

Securities (Tables)

Securities (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and Dec. 31, 2015 . Securities at Sept. 30, 2016 Gross unrealized Amortized cost Fair value (in millions) Gains Losses Available-for-sale: U.S. Treasury $ 13,947 $ 670 $ 8 $ 14,609 U.S. Government agencies 291 10 — 301 State and political subdivisions 3,475 99 15 3,559 Agency RMBS 23,447 290 229 23,508 Non-agency RMBS 659 28 14 673 Other RMBS 649 5 10 644 Commercial MBS 939 27 5 961 Agency commercial MBS 5,775 114 8 5,881 CLOs 2,530 5 1 2,534 Other asset-backed securities 2,202 9 8 2,203 Foreign covered bonds 2,316 40 1 2,355 Corporate bonds 1,585 54 1 1,638 Sovereign debt/sovereign guaranteed 13,657 348 — 14,005 Other debt securities 2,970 32 — 3,002 Equity securities 2 1 — 3 Money market funds 931 — — 931 Non-agency RMBS (a) 1,166 304 7 1,463 Total securities available-for-sale (b) $ 76,541 $ 2,036 $ 307 $ 78,270 Held-to-maturity: U.S. Treasury $ 11,165 $ 154 $ — $ 11,319 U.S. Government agencies 1,529 1 — 1,530 State and political subdivisions 19 1 1 19 Agency RMBS 25,051 433 5 25,479 Non-agency RMBS 82 4 2 84 Other RMBS 158 — 11 147 Commercial MBS 29 — — 29 Agency commercial MBS 555 19 — 574 Foreign covered bonds 79 2 — 81 Sovereign debt/sovereign guaranteed 2,033 64 — 2,097 Other debt securities 28 — — 28 Total securities held-to-maturity $ 40,728 $ 678 $ 19 $ 41,387 Total securities $ 117,269 $ 2,714 $ 326 $ 119,657 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized gains of $68 million and gross unrealized losses of $204 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 are related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities. Securities at Dec. 31, 2015 Gross Amortized cost Fair value (in millions) Gains Losses Available-for-sale: U.S. Treasury $ 12,693 $ 175 $ 36 $ 12,832 U.S. Government agencies 386 2 1 387 State and political subdivisions 3,968 91 13 4,046 Agency RMBS 23,549 239 287 23,501 Non-agency RMBS 782 31 20 793 Other RMBS 1,072 10 21 1,061 Commercial MBS 1,400 8 16 1,392 Agency commercial MBS 4,031 24 35 4,020 CLOs 2,363 1 13 2,351 Other asset-backed securities 2,909 1 17 2,893 Foreign covered bonds 2,125 46 3 2,168 Corporate bonds 1,740 26 14 1,752 Sovereign debt/sovereign guaranteed 13,036 211 30 13,217 Other debt securities 2,732 46 3 2,775 Equity securities 3 1 — 4 Money market funds 886 — — 886 Non-agency RMBS (a) 1,435 362 8 1,789 Total securities available-for-sale (b) $ 75,110 $ 1,274 $ 517 $ 75,867 Held-to-maturity: U.S. Treasury $ 11,326 $ 25 $ 51 $ 11,300 U.S. Government agencies 1,431 — 6 1,425 State and political subdivisions 20 — 1 19 Agency RMBS 26,036 134 205 25,965 Non-agency RMBS 118 5 2 121 Other RMBS 224 1 10 215 Commercial MBS 9 — — 9 Agency commercial MBS 503 — 9 494 Foreign covered bonds 76 — — 76 Sovereign debt/sovereign guaranteed 3,538 22 11 3,549 Other debt securities 31 — — 31 Total securities held-to-maturity $ 43,312 $ 187 $ 295 $ 43,204 Total securities $ 118,422 $ 1,461 $ 812 $ 119,071 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Includes gross unrealized gains of $84 million and gross unrealized losses of $248 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 are 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) 3Q16 2Q16 3Q15 YTD16 YTD15 Realized gross gains $ 26 $ 23 $ 23 $ 71 $ 66 Realized gross losses (1 ) — — (1 ) (1 ) Recognized gross impairments (1 ) (2 ) (1 ) (5 ) (3 ) Total net securities gains $ 24 $ 21 $ 22 $ 65 $ 62
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 at Sept. 30, 2016 and Dec. 31, 2015 . Temporarily impaired securities at Sept. 30, 2016 Less than 12 months 12 months or more Total (in millions) Fair Unrealized Fair Unrealized Fair Unrealized Available-for-sale: U.S. Treasury $ 1,945 $ 8 $ — $ — $ 1,945 $ 8 State and political subdivisions 281 1 130 14 411 15 Agency RMBS 6,580 21 1,490 208 8,070 229 Non-agency RMBS 29 — 351 14 380 14 Other RMBS 38 1 151 9 189 10 Commercial MBS 99 — 172 5 271 5 Agency commercial MBS 1,106 3 608 5 1,714 8 CLOs 97 — 854 1 951 1 Other asset-backed securities 12 — 434 8 446 8 Corporate bonds 155 1 — — 155 1 Non-agency RMBS (a) 44 — 44 7 88 7 Foreign covered bonds 179 1 64 — 243 1 Total securities available-for-sale (b) $ 10,565 $ 36 $ 4,298 $ 271 $ 14,863 $ 307 Held-to-maturity: State and political subdivisions $ — $ — $ 4 $ 1 $ 4 $ 1 Agency RMBS 1,601 4 75 1 1,676 5 Non-agency RMBS 5 — 49 2 54 2 Other RMBS 15 1 132 10 147 11 Total securities held-to-maturity $ 1,621 $ 5 $ 260 $ 14 $ 1,881 $ 19 Total temporarily impaired securities $ 12,186 $ 41 $ 4,558 $ 285 $ 16,744 $ 326 (a) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011. (b) Gross unrealized losses for 12 months or more of $204 million were recorded in accumulated other comprehensive income and 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. There were no gross unrealized losses for less than 12 months. Temporarily impaired securities at Dec. 31, 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 $ 6,343 $ 36 $ — $ — $ 6,343 $ 36 U.S. Government agencies 148 1 10 — 158 1 State and political subdivisions 143 2 117 11 260 13 Agency RMBS 8,500 44 1,316 243 9,816 287 Non-agency RMBS 72 — 417 20 489 20 Other RMBS 2 — 298 21 300 21 Commercial MBS 567 9 224 7 791 16 Agency commercial MBS 2,551 31 172 4 2,723 35 CLOs 1,599 10 455 3 2,054 13 Other asset-backed securities 2,001 10 546 7 2,547 17 Corporate bonds 338 10 128 4 466 14 Sovereign debt/sovereign guaranteed 2,063 30 43 — 2,106 30 Non-agency RMBS (a) 45 1 52 7 97 8 Other debt securities 505 3 — — 505 3 Foreign covered bonds 515 3 — — 515 3 Total securities available-for-sale (b) $ 25,392 $ 190 $ 3,778 $ 327 $ 29,170 $ 517 Held-to-maturity: U.S. Treasury $ 9,121 $ 51 $ — $ — $ 9,121 $ 51 U.S. Government agencies 1,122 6 — — 1,122 6 State and political subdivisions 4 1 — — 4 1 Agency RMBS 16,491 171 1,917 34 18,408 205 Non-agency RMBS 40 — 29 2 69 2 Other RMBS 9 — 166 10 175 10 Agency commercial MBS 494 9 — — 494 9 Sovereign debt/sovereign guaranteed 2,161 11 — — 2,161 11 Total securities held-to-maturity $ 29,442 $ 249 $ 2,112 $ 46 $ 31,554 $ 295 Total temporarily impaired securities $ 54,834 $ 439 $ 5,890 $ 373 $ 60,724 $ 812 (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 $8 million and gross unrealized losses for 12 months or more of $240 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, 2016 . Maturity distribution and yield on investment securities at Sept. 30, 2016 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 $ 2,515 0.68 % $ — — % $ 176 2.80 % $ 5,842 0.93 % $ — — % $ 8,533 Over 1 through 5 years 5,810 1.44 40 1.25 1,822 2.85 12,256 1.05 — — 19,928 Over 5 through 10 years 2,445 1.72 261 2.34 1,363 3.52 2,679 1.18 — — 6,748 Over 10 years 3,839 3.11 — — 198 1.48 223 1.69 — — 4,260 Mortgage-backed securities — — — — — — — — 33,130 2.66 33,130 Asset-backed securities — — — — — — — — 4,737 1.73 4,737 Equity securities (b) — — — — — — — — 934 — 934 Total $ 14,609 1.79 % $ 301 2.19 % $ 3,559 3.03 % $ 21,000 1.04 % $ 38,801 2.48 % $ 78,270 Securities held-to-maturity: One year or less $ 1,745 0.79 % $ 75 0.68 % $ — — % $ 541 0.57 % $ — — % $ 2,361 Over 1 through 5 years 6,922 1.19 1,454 1.11 1 7.12 862 0.62 — — 9,239 Over 5 through 10 years 2,498 1.90 — — 4 6.76 737 0.69 — — 3,239 Over 10 years — — — — 14 5.31 — — — — 14 Mortgage-backed securities — — — — — — — — 25,875 2.73 25,875 Total $ 11,165 1.29 % $ 1,529 1.09 % $ 19 5.67 % $ 2,140 0.63 % $ 25,875 2.73 % $ 40,728 (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, 2016 and Dec. 31, 2015 . Projected weighted-average default rates and loss severities Sept. 30, 2016 Dec. 31, 2015 Default rate Severity Default rate Severity Alt-A 31 % 56 % 33 % 57 % Subprime 49 % 70 % 52 % 75 % Prime 18 % 39 % 18 % 40 %
Pre-Tax Securities Gains (Losses) by Type	The following table provides pre-tax net securities gains (losses) by type. Net securities gains (losses) (in millions) 3Q16 2Q16 3Q15 YTD16 YTD15 Agency RMBS $ 9 $ 5 $ 7 $ 22 $ 8 Foreign covered bonds — — 1 10 2 U.S. Treasury (1 ) 4 8 4 42 Non-agency RMBS (1 ) 4 (1 ) 1 (3 ) Other 17 8 7 28 13 Total net securities gains $ 24 $ 21 $ 22 $ 65 $ 62
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) 3Q16 3Q15 Beginning balance as of June 30 $ 91 $ 91 Add: Initial OTTI credit losses — — Subsequent OTTI credit losses 1 1 Less: Realized losses for securities sold 5 — Ending balance as of Sept. 30 $ 87 $ 92 Debt securities credit loss roll forward Year-to-date (in millions) 2016 2015 Beginning balance as of Jan. 1 $ 91 $ 93 Add: Initial OTTI credit losses — — Subsequent OTTI credit losses 5 2 Less: Realized losses for securities sold 9 3 Ending balance as of Sept. 30 $ 87 $ 92

Loans and asset quality (Tables

Loans and asset quality (Tables)	9 Months Ended
	Sep. 30, 2016
Receivables [Abstract]
Schedule of Loan Portfolio and Industry Concentrations of Credit Risk	The table below provides the details of our loan portfolio and industry concentrations of credit risk at Sept. 30, 2016 and Dec. 31, 2015 . Loans Sept. 30, 2016 Dec. 31, 2015 (in millions) Domestic: Financial institutions $ 6,783 $ 6,640 Commercial 2,292 2,115 Wealth management loans and mortgages 15,031 13,247 Commercial real estate 4,723 3,899 Lease financings 1,017 1,007 Other residential mortgages 901 1,055 Overdrafts 1,580 911 Other 1,122 1,137 Margin loans 17,487 19,340 Total domestic 50,936 49,351 Foreign: Financial institutions 7,963 9,259 Commercial 373 227 Wealth management loans and mortgages 97 100 Commercial real estate 17 46 Lease financings 731 850 Other (primarily overdrafts) 5,810 3,637 Margin loans 70 233 Total foreign 15,061 14,352 Total loans (a) $ 65,997 $ 63,703 (a) Net of unearned income of $563 million at Sept. 30, 2016 and $674 million at Dec. 31, 2015 primarily on domestic and foreign lease financings.
Summary of Transactions in the Allowance for Credit Losses	Transactions in the allowance for credit losses are summarized as follows: Allowance for cre dit losses activity for the quarter ended Sept. 30, 2016 Wealth management loans and mortgages Other residential mortgages (in millions) Commercial Commercial real estate Financial institutions Lease financings All Other Foreign Total Beginning balance $ 90 $ 63 $ 29 $ 14 $ 18 $ 29 $ — $ 37 $ 280 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — 13 — — 1 — — 14 Net recoveries — — 13 — — — — — 13 Provision 1 — (13 ) — — (1 ) — (6 ) (19 ) Ending balance $ 91 $ 63 $ 29 $ 14 $ 18 $ 28 $ — $ 31 $ 274 Allowance for: Loan losses $ 22 $ 45 $ 9 $ 14 $ 14 $ 28 $ — $ 16 $ 148 Lending-related commitments 69 18 20 — 4 — — 15 126 Individually evaluated for impairment: Loan balance $ — $ 1 $ — $ 4 $ 4 $ — $ — $ — $ 9 Allowance for loan losses — 1 — 2 — — — — 3 Collectively evaluated for impairment: Loan balance $ 2,292 $ 4,693 $ 6,783 $ 1,013 $ 15,027 $ 901 $ 20,189 (a) $ 15,061 $ 65,959 Allowance for loan losses 22 44 9 12 14 28 — 16 145 (a) Includes $1,580 million of domestic overdrafts, $17,487 million of margin loans and $1,122 million of other loans at Sept. 30, 2016 . Allowance for credit losses activity for the quarter ended June 30, 2016 Wealth management loans and mortgages Other residential mortgages (in millions) Commercial Commercial real estate Financial institutions Lease financings All Other Foreign Total Beginning balance $ 88 $ 62 $ 32 $ 16 $ 18 $ 32 $ — $ 39 $ 287 Charge-offs — — — — — — — — — Recoveries — — — — — 1 — 1 2 Net recoveries — — — — — 1 — 1 2 Provision 2 1 (3 ) (2 ) — (4 ) — (3 ) (9 ) Ending balance $ 90 $ 63 $ 29 $ 14 $ 18 $ 29 $ — $ 37 $ 280 Allowance for: Loan losses $ 25 $ 43 $ 9 $ 14 $ 15 $ 29 $ — $ 23 $ 158 Lending-related commitments 65 20 20 — 3 — — 14 122 Individually evaluated for impairment: Loan balance $ — $ 2 $ 171 $ 4 $ 8 $ — $ — $ — $ 185 Allowance for loan losses — 1 — 2 1 — — — 4 Collectively evaluated for impairment: Loan balance $ 2,377 $ 4,222 $ 6,690 $ 1,023 $ 14,437 $ 945 $ 20,842 (a) $ 13,474 $ 64,010 Allowance for loan losses 25 42 9 12 14 29 — 23 154 (a) Includes $1,331 million of domestic overdrafts, $18,388 million of margin loans and $1,123 million of other loans at June 30, 2016 . Allowance for credit losses activity for the quarter ended Sept. 30, 2015 Wealth management loans and mortgages Other residential mortgages All Other Foreign Total (in millions) Commercial Commercial real estate Financial institutions Lease financings Beginning balance $ 75 $ 58 $ 30 $ 20 $ 22 $ 37 $ — $ 36 $ 278 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — — — — 2 — — 2 Net 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 nine months ended Sept. 30, 2016 Wealth management loans and mortgages Other All Foreign Total (in millions) Commercial Commercial Financial Lease Beginning balance $ 82 $ 59 $ 31 $ 15 $ 19 $ 34 $ — $ 35 $ 275 Charge-offs — — — — — (1 ) — — (1 ) Recoveries — — 13 — — 4 — 1 18 Net recoveries — — 13 — — 3 — 1 17 Provision 9 4 (15 ) (1 ) (1 ) (9 ) — (5 ) (18 ) Ending balance $ 91 $ 63 $ 29 $ 14 $ 18 $ 28 $ — $ 31 $ 274 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
Distribution of Nonperforming Assets	The table below presents the distribution of our nonperforming assets. Nonperforming assets (in millions) Sept. 30, 2016 Dec. 31, 2015 Nonperforming loans: Other residential mortgages $ 93 $ 102 Wealth management loans and mortgages 7 11 Lease financings 4 — Commercial real estate 1 2 Financial institutions — 171 Total nonperforming loans 105 286 Other assets owned 4 6 Total nonperforming assets $ 109 $ 292
Schedule of Lost Interest Income	The table below presents the amount of lost interest income. Lost interest (in millions) 3Q16 2Q16 3Q15 YTD16 YTD15 Amount by which interest income recognized on nonperforming loans exceeded reversals $ — $ — $ — $ — $ — Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire period $ 1 $ 1 $ 2 $ 4 $ 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 Year-to-date Sept. 30, 2016 June 30, 2016 Sept. 30, 2015 Sept. 30, 2016 Sept. 30, 2015 (in millions) Average recorded investment Interest income recognized Average recorded investment Interest income recognized Average recorded investment Interest income recognized Average Interest Average recorded investment Interest income recognized Impaired loans with an allowance: Commercial real estate $ 1 $ — $ 1 $ — $ — $ — $ 1 $ — $ — $ — Wealth management loans and mortgages 3 — 6 — 6 — 5 — 6 — Lease financings 4 — 4 — — — 3 — — — Total impaired loans with an allowance 8 — 11 — 6 — 9 — 6 — Impaired loans without an allowance : Commercial real estate 1 — 1 — — — 1 — — — Financial institutions 85 — 171 — — — 128 — — — Wealth management loans and mortgages 3 — 2 — 2 — 2 — 2 — Total impaired loans without an allowance (a) 89 — 174 — 2 — 131 — 2 — Total impaired loans $ 97 $ — $ 185 $ — $ 8 $ — $ 140 $ — $ 8 $ — (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, 2016 Dec. 31, 2015 (in millions) Recorded investment Unpaid principal balance Related allowance (a) Recorded investment Unpaid principal balance Related allowance (a) Impaired loans with an allowance: Commercial real estate $ 1 $ 4 $ 1 $ 1 $ 3 $ 1 Wealth management loans and mortgages 1 1 — 6 7 1 Lease financings 4 4 2 — — — Total impaired loans with an allowance 6 9 3 7 10 2 Impaired loans without an allowance : Commercial real estate — — N/A — — N/A Financial institutions — — N/A 171 312 N/A Wealth management loans and mortgages 3 3 N/A 2 2 N/A Total impaired loans without an allowance (b) 3 3 N/A 173 314 N/A Total impaired loans (c) $ 9 $ 12 $ 3 $ 180 $ 324 $ 2 (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 less than $1 million and an aggregate of $2 million of impaired loans in amounts individually less than $1 million at Sept. 30, 2016 and Dec. 31, 2015 , respectively. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2016 and Dec. 31, 2015 , respectively.
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, 2016 Dec. 31, 2015 Days past due Total past due Days past due Total past due (in millions) 30-59 60-89 >90 30-59 60-89 >90 Financial institutions (a) $ 143 $ — $ — $ 143 $ — $ — $ — $ — Wealth management loans and mortgages 25 3 — 28 69 2 1 72 Other residential mortgages 17 5 6 28 22 5 4 31 Commercial real estate 23 — — 23 57 11 — 68 Commercial 10 — — 10 — — — — Total past due loans $ 218 $ 8 $ 6 $ 232 $ 148 $ 18 $ 5 $ 171 (a) Substantially all of these past due loans have been repaid subsequent to Sept 30, 2016.
Troubled Debt Restructurings	The following table presents TDRs that occurred in the third quarter of 2016 , second quarter of 2016 and third quarter of 2015 . TDRs 3Q16 2Q16 3Q15 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 17 $ 4 $ 4 23 $ 4 $ 5 14 $ 2 $ 3 Total TDRs 17 $ 4 $ 4 23 $ 4 $ 5 14 $ 2 $ 3
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, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 Investment grade $ 2,433 $ 2,026 $ 3,962 $ 2,678 $ 11,512 $ 13,965 Non-investment grade 232 316 778 1,267 3,234 1,934 Total $ 2,665 $ 2,342 $ 4,740 $ 3,945 $ 14,746 $ 15,899
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, 2016 Dec. 31, 2015 Wealth management loans: Investment grade $ 7,136 $ 6,529 Non-investment grade 112 171 Wealth management mortgages 7,880 6,647 Total $ 15,128 $ 13,347

Goodwill and intangible assets

Goodwill and intangible assets (Tables)	9 Months Ended
	Sep. 30, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Breakdown of Goodwill by Business	The tables below provide a breakdown of goodwill by business. Goodwill by business (in millions) Investment Investment (a) Other (a) Consolidated Balance at Dec. 31, 2015 $ 9,207 $ 8,366 $ 45 $ 17,618 Acquisition/dispositions 29 (1 ) — 28 Foreign currency translation (167 ) (30 ) — (197 ) Other (c) 2 (4 ) 2 — Balance at Sept. 30, 2016 $ 9,071 $ 8,331 $ 47 $ 17,449 Goodwill by business (in millions) Investment (b) Investment (a) Other (a)(b) Consolidated Balance at Dec. 31, 2014 $ 9,328 $ 8,471 $ 70 $ 17,869 Acquisitions/dispositions 10 — (22 ) (12 ) Foreign currency translation (93 ) (80 ) (2 ) (175 ) Other (c) (3 ) — — (3 ) Balance at Sept. 30, 2015 $ 9,242 $ 8,391 $ 46 $ 17,679 (a) Includes the reclassification of goodwill associated with credit-related activities from the Other segment to Investment Services. (b) Includes the reclassification of goodwill associated with Meriten from Investment Management to the Other segment. (c) Other changes in goodwill include purchase price adjustments and certain other reclassifications.
Breakdown of Intangible Assets by Business	The tables below provide a breakdown of intangible assets by business. Intangible assets – net carrying amount by business (in millions) Investment Investment Other Consolidated Balance at Dec. 31, 2015 $ 1,807 $ 1,186 $ 849 $ 3,842 Acquisition 30 2 — 32 Amortization (a) (60 ) (117 ) — (177 ) Foreign currency translation (27 ) 1 — (26 ) Balance at Sept. 30, 2016 $ 1,750 $ 1,072 $ 849 $ 3,671 Intangible assets – net carrying amount by business (in millions) Investment (b) Investment Other (b) 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 (a) Includes a $3 million impairment charge related to the write-down of the value of a customer contract intangible in the Investment Management business to its fair value. (b) Includes the reclassification of intangible assets associated with Meriten from Investment Management to the Other segment.
Breakdown of Intangible Assets by Type	The table below provides a breakdown of intangible assets by type. Intangible assets Sept. 30, 2016 Dec. 31, 2015 (in millions) Gross carrying amount Accumulated amortization Net carrying amount Remaining weighted- average amortization period Gross Accumulated Net carrying amount Subject to amortization : (a) Customer relationships—Investment Management $ 1,547 $ (1,224 ) $ 323 11 years $ 1,593 $ (1,235 ) $ 358 Customer contracts—Investment Services 2,258 (1,559 ) 699 10 years 2,260 (1,450 ) 810 Other 38 (32 ) 6 2 years 40 (31 ) 9 Total subject to amortization 3,843 (2,815 ) 1,028 10 years 3,893 (2,716 ) 1,177 Not subject to amortization: (b) Trade name 1,353 N/A 1,353 N/A 1,358 N/A 1,358 Customer relationships 1,290 N/A 1,290 N/A 1,307 N/A 1,307 Total not subject to amortization 2,643 N/A 2,643 N/A 2,665 N/A 2,665 Total intangible assets $ 6,486 $ (2,815 ) $ 3,671 N/A $ 6,558 $ (2,716 ) $ 3,842 (a) Excludes fully amortized intangible assets. (b) Intangible assets not subject to amortization have an indefinite life.
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) 2016 $ 234 2017 209 2018 179 2019 108 2020 98

Other assets (Tables)

Other assets (Tables)	9 Months Ended
	Sep. 30, 2016
Other Assets [Abstract]
Other Assets	Other assets Sept. 30, 2016 Dec. 31, 2015 (in millions) Fails to deliver $ 6,932 $ 1,494 Corporate/bank-owned life insurance 4,770 4,704 Accounts receivable 4,332 3,535 Equity in joint venture and other investments (a) 3,516 3,329 Software 1,411 1,355 Fair value of hedging derivatives 1,139 716 Income taxes receivable 875 1,554 Prepaid pension assets 847 727 Prepaid expenses 401 464 Due from customers on acceptances 249 258 Other 883 1,490 Total other assets $ 25,355 $ 19,626 (a) Includes Federal Reserve Bank stock of $465 million and $453 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, 2016 Dec. 31, 2015 (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) $ 172 $ 1 Daily-quarterly 1-180 days $ 83 $ 1 Daily-quarterly 1-180 days Private equity investments (SBICs) (b) 40 49 N/A N/A 34 58 N/A N/A Total $ 212 $ 50 $ 117 $ 59 (a) Other funds include various leveraged loans, structured credit funds and hedge funds. Redemption notice periods vary by fund. (b) Private equity investments primarily include Volcker Rule-compliant investments in SBICs that invest in various sectors of the economy. Private equity investments do not have redemption rights. Distributions from such investments will be received as the underlying investments in the private equity investments are liquidated. N/A - Not applicable.

Net interest revenue (Tables)

Net interest revenue (Tables)	9 Months Ended
	Sep. 30, 2016
Interest Revenue (Expense), Net [Abstract]
Components of 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, 2016 June 30, 2016 Sept. 30, 2015 Sept. 30, 2016 Sept. 30, 2015 Interest revenue Non-margin loans $ 218 $ 214 $ 188 $ 637 $ 540 Margin loans 67 64 53 194 154 Securities: Taxable 434 429 453 1,307 1,360 Exempt from federal income taxes 17 18 20 53 63 Total securities 451 447 473 1,360 1,423 Deposits with banks 26 24 24 76 82 Deposits with the Federal Reserve and other central banks 37 72 43 170 131 Federal funds sold and securities purchased under resale agreements 62 56 39 167 105 Trading assets 13 13 18 43 57 Total interest revenue 874 890 838 2,647 2,492 Interest expense Deposits (6 ) 12 9 21 32 Federal funds purchased and securities sold under repurchase agreements 6 13 (1 ) 28 (5 ) Trading liabilities 2 1 2 5 7 Other borrowed funds 1 2 2 5 7 Customer payables 3 2 1 9 5 Commercial paper 1 4 1 5 2 Long-term debt 93 89 65 267 178 Total interest expense 100 123 79 340 226 Net interest revenue 774 767 759 2,307 2,266 Provision for credit losses (19 ) (9 ) 1 (18 ) (3 ) Net interest revenue after provision for credit losses $ 793 $ 776 $ 758 $ 2,325 $ 2,269

Employee benefit plans (Tables)

Employee benefit plans (Tables)	9 Months Ended
	Sep. 30, 2016
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Components of Net Periodic Benefit Cost (Credit)	The components of net periodic benefit (credit) cost are as follows. Net periodic benefit (credit) cost Quarter ended Sept. 30, 2016 June 30, 2016 Sept. 30, 2015 (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 $ — $ 8 $ 1 $ — $ 8 $ 1 Interest cost 45 9 2 45 9 2 42 10 2 Expected return on assets (82 ) (13 ) (2 ) (82 ) (13 ) (2 ) (83 ) (13 ) (2 ) Other 17 4 (1 ) 17 5 (1 ) 26 6 — Net periodic benefit (credit) cost $ (20 ) $ 8 $ — $ (20 ) $ 9 $ — $ (15 ) $ 11 $ 1 Net periodic benefit (credit) cost Year-to-date Sept. 30, 2016 Sept. 30, 2015 (in millions) Domestic pension benefits Foreign pension benefits Health care benefits Domestic pension benefits Foreign pension benefits Health care benefits Service cost $ — $ 24 $ 3 $ 30 $ 24 $ 3 Interest cost 135 27 6 127 30 6 Expected return on assets (246 ) (39 ) (6 ) (249 ) (39 ) (6 ) Curtailment (gain) — — — (30 ) — — Other 52 13 (3 ) 83 18 — Net periodic benefit (credit) cost $ (59 ) $ 25 $ — $ (39 ) $ 33 $ 3

Securitizations and variable 37

Securitizations and variable interest entities (Tables)	9 Months Ended
	Sep. 30, 2016
Variable Interest Entity [Line Items]
Incremental Assets and Liabilities 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, 2016 and Dec. 31, 2015 , based on the assessments performed in accordance with ASC 810, as amended by 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 at Sept. 30, 2016 (in millions) Investment Management funds Securitizations Total consolidated investments Available-for-sale securities $ — $ 400 $ 400 Trading assets 873 — 873 Other assets 136 — 136 Total assets $ 1,009 (a) $ 400 $ 1,409 Trading liabilities $ 219 $ — $ 219 Other liabilities 13 376 389 Total liabilities $ 232 (a) $ 376 $ 608 Nonredeemable noncontrolling interests $ 500 (a) $ — $ 500 (a) Includes VMEs with assets of $134 million , liabilities of $2 million and nonredeemable noncontrolling interests of $16 million . Investments consolidated at Dec. 31, 2015 (in millions) Investment Management funds Securitizations Total consolidated investments Available-for-sale securities $ — $ 400 $ 400 Trading assets 1,228 — 1,228 Other assets 173 — 173 Total assets $ 1,401 (a) $ 400 $ 1,801 Trading liabilities $ 229 $ — $ 229 Other liabilities 17 359 376 Total liabilities $ 246 (a) $ 359 $ 605 Nonredeemable noncontrolling interests $ 738 (a) $ — $ 738 (a) Includes VMEs with assets of $190 million , liabilities of $1 million and nonredeemable noncontrolling interests of $5 million .
Variable Interest Entity, Not Primary Beneficiary
Variable Interest Entity [Line Items]
Schedule of Variable Interest Entities	As of Sept. 30, 2016 and Dec. 31, 2015 , 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, 2016 (in millions) Assets Liabilities Maximum loss exposure Other $ 208 $ — $ 208 Non-consolidated VIEs at Dec. 31, 2015 (in millions) Assets Liabilities Maximum loss exposure Other $ 189 $ — $ 189

Preferred stock (Tables)

Preferred stock (Tables)	9 Months Ended
	Sep. 30, 2016
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 following table summarizes BNY Mellon’s preferred stock issued and outstanding at Sept. 30, 2016 and Dec. 31, 2015 . 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, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 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 10,000 990 990 Series F Noncumulative Perpetual Preferred Stock 4.625% commencing Mar. 20, 2017 to and including Sept. 20, 2026, then a floating rate equal to the three-month LIBOR plus 3.131% $ 100,000 10,000 — 990 — Total 35,826 25,826 $ 3,542 $ 2,552 (a) The carrying value of the Series C, Series D, Series E and Series F preferred stock is recorded net of issuance costs.

Other comprehensive income (l39

Other comprehensive income (loss) (Tables)	9 Months Ended
	Sep. 30, 2016
Equity [Abstract]
Components of Other Comprehensive Income (Loss)	Components of other comprehensive income (loss) Quarter ended Sept. 30, 2016 June 30, 2016 Sept. 30, 2015 (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 (a) $ (104 ) $ (82 ) $ (186 ) $ (164 ) $ (120 ) $ (284 ) $ (132 ) $ (31 ) $ (163 ) Total foreign currency translation (104 ) (82 ) (186 ) (164 ) (120 ) (284 ) (132 ) (31 ) (163 ) Unrealized gain (loss) on assets available-for-sale: Unrealized gain (loss) arising during period (87 ) 34 (53 ) 182 (65 ) 117 (3 ) 10 7 Reclassification adjustment (b) (24 ) 9 (15 ) (21 ) 8 (13 ) (22 ) 8 (14 ) Net unrealized gain (loss) on assets available-for-sale (111 ) 43 (68 ) 161 (57 ) 104 (25 ) 18 (7 ) 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 (b) 22 (8 ) 14 21 (7 ) 14 32 (11 ) 21 Total defined benefit plans 22 (8 ) 14 21 (7 ) 14 35 (12 ) 23 Unrealized gain (loss) on cash flow hedges: Unrealized hedge gain (loss) arising during period (24 ) 7 (17 ) (10 ) 4 (6 ) (3 ) (6 ) (9 ) Reclassification adjustment (b) 28 (9 ) 19 (4 ) 1 (3 ) 3 6 9 Net unrealized gain (loss) on cash flow hedges 4 (2 ) 2 (14 ) 5 (9 ) — — — Total other comprehensive income (loss) $ (189 ) $ (49 ) $ (238 ) $ 4 $ (179 ) $ (175 ) $ (122 ) $ (25 ) $ (147 ) (a) Includes the impact of hedges of net investments in foreign subsidiaries. See Note 16 for additional information. (b) 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 16 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, 2016 Sept. 30, 2015 (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 (a) $ (223 ) $ (210 ) $ (433 ) $ (396 ) $ (39 ) $ (435 ) Total foreign currency translation (223 ) (210 ) (433 ) (396 ) (39 ) (435 ) Unrealized gain (loss) on assets available-for-sale: Unrealized gain (loss) arising during period 338 (111 ) 227 (300 ) 83 (217 ) Reclassification adjustment (b) (65 ) 22 (43 ) (62 ) 23 (39 ) Net unrealized gain (loss) on assets available-for-sale 273 (89 ) 184 (362 ) 106 (256 ) Defined benefit plans: Net gain (loss) arising during the period 3 (1 ) 2 (182 ) 75 (107 ) Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (b) 65 (22 ) 43 71 (24 ) 47 Total defined benefit plans 68 (23 ) 45 (111 ) 51 (60 ) Unrealized gain (loss) on cash flow hedges: Unrealized hedge gain (loss) arising during period (115 ) 38 (77 ) — — — Reclassification adjustment (b) 110 (37 ) 73 11 (3 ) 8 Net unrealized gain (loss) on cash flow hedges (5 ) 1 (4 ) 11 (3 ) 8 Total other comprehensive income (loss) $ 113 $ (321 ) $ (208 ) $ (858 ) $ 115 $ (743 ) (a) Includes the impact of hedges of net investments in foreign subsidiaries. See Note 16 for additional information. (b) 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 16 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, 2016
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, 2016 and Dec. 31, 2015 , by caption on the consolidated balance sheet and by the three-level valuation hierarchy. 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 2016. Assets measured at fair value on a recurring basis at Sept. 30, 2016 Total carrying (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Available-for-sale securities: U.S. Treasury $ 14,609 $ — $ — $ — $ 14,609 U.S. Government agencies — 301 — — 301 Sovereign debt/sovereign guaranteed 70 13,935 — — 14,005 State and political subdivisions — 3,559 — — 3,559 Agency RMBS — 23,508 — — 23,508 Non-agency RMBS — 673 — — 673 Other RMBS — 644 — — 644 Commercial MBS — 961 — — 961 Agency commercial MBS — 5,881 — — 5,881 CLOs — 2,534 — — 2,534 Other asset-backed securities — 2,203 — — 2,203 Equity securities 3 — — — 3 Money market funds (b) 931 — — — 931 Corporate bonds — 1,638 — — 1,638 Other debt securities — 3,002 — — 3,002 Foreign covered bonds 2,110 245 — — 2,355 Non-agency RMBS (c) — 1,463 — — 1,463 Total available-for-sale securities 17,723 60,547 — — 78,270 Trading assets: Debt and equity instruments (b) 353 1,940 — — 2,293 Derivative assets not designated as hedging: Interest rate 7 12,353 — (10,408 ) 1,952 Foreign exchange — 3,289 — (2,212 ) 1,077 Equity and other contracts 3 60 — (45 ) 18 Total derivative assets not designated as hedging 10 15,702 — (12,665 ) 3,047 Total trading assets 363 17,642 — (12,665 ) 5,340 Loans — 29 — — 29 Other assets: Derivative assets designated as hedging: Interest rate — 764 — — 764 Foreign exchange — 375 — — 375 Total derivative assets designated as hedging — 1,139 — — 1,139 Other assets (d) 302 49 — — 351 Other assets measured at net asset value (d) 212 Total other assets 302 1,188 — — 1,702 Subtotal assets of operations at fair value 18,388 79,406 — (12,665 ) 85,341 Percentage of assets prior to netting 19 % 81 % — % Assets of consolidated investment management funds: Trading assets 252 621 — — 873 Other assets 97 39 — — 136 Total assets of consolidated investment management funds 349 660 — — 1,009 Total assets $ 18,737 $ 80,066 $ — $ (12,665 ) $ 86,350 Percentage of assets prior to netting 19 % 81 % — % Liabilities measured at fair value on a recurring basis at Sept. 30, 2016 Total carrying (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Trading liabilities: Debt and equity instruments $ 800 $ 189 $ — $ — $ 989 Derivative liabilities not designated as hedging: Interest rate 24 12,308 — (10,541 ) 1,791 Foreign exchange — 3,235 — (1,936 ) 1,299 Equity and other contracts — 122 — (47 ) 75 Total derivative liabilities not designated as hedging 24 15,665 — (12,524 ) 3,165 Total trading liabilities 824 15,854 — (12,524 ) 4,154 Long-term debt (b) — 376 — — 376 Other liabilities - derivative liabilities designated as hedging: Interest rate — 1,077 — — 1,077 Foreign exchange — 43 — — 43 Total other liabilities - derivative liabilities designated as hedging — 1,120 — — 1,120 Subtotal liabilities of operations at fair value 824 17,350 — (12,524 ) 5,650 Percentage of liabilities prior to netting 5 % 95 % — % Liabilities of consolidated investment management funds: Trading liabilities — 219 — — 219 Other liabilities 2 11 — — 13 Total liabilities of consolidated investment management funds 2 230 — — 232 Total liabilities $ 826 $ 17,580 $ — $ (12,524 ) $ 5,882 Percentage of liabilities prior to netting 4 % 96 % — % (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, 2015 Total carrying value (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Available-for-sale securities: U.S. Treasury $ 12,832 $ — $ — $ — $ 12,832 U.S. Government agencies — 387 — — 387 Sovereign debt/sovereign guaranteed 35 13,182 — — 13,217 State and political subdivisions — 4,046 — — 4,046 Agency RMBS — 23,501 — — 23,501 Non-agency RMBS — 793 — — 793 Other RMBS — 1,061 — — 1,061 Commercial MBS — 1,392 — — 1,392 Agency commercial MBS — 4,020 — — 4,020 CLOs — 2,351 — — 2,351 Other asset-backed securities — 2,893 — — 2,893 Equity securities 4 — — — 4 Money market funds (b) 886 — — — 886 Corporate bonds — 1,752 — — 1,752 Other debt securities — 2,775 — — 2,775 Foreign covered bonds 1,966 202 — — 2,168 Non-agency RMBS (c) — 1,789 — — 1,789 Total available-for-sale securities 15,723 60,144 — — 75,867 Trading assets: Debt and equity instruments (b) 1,232 2,167 — — 3,399 Derivative assets not designated as hedging: Interest rate 10 10,034 — (8,071 ) 1,973 Foreign exchange — 4,905 — (2,981 ) 1,924 Equity and other contracts 15 120 — (63 ) 72 Total derivative assets not designated as hedging 25 15,059 — (11,115 ) 3,969 Total trading assets 1,257 17,226 — (11,115 ) 7,368 Loans — 422 — — 422 Other assets : Derivative assets designated as hedging: Interest rate — 497 — — 497 Foreign exchange — 219 — — 219 Total derivative assets designated as hedging — 716 — — 716 Other assets (d) 192 62 — — 254 Other assets measured at net asset value (d) 117 Total other assets 192 778 — — 1,087 Subtotal assets of operations at fair value 17,172 78,570 — (11,115 ) 84,744 Percentage of assets prior to netting 18 % 82 % — % Assets of consolidated investment management funds: Trading assets 455 773 — — 1,228 Other assets 157 16 — — 173 Total assets of consolidated investment management funds 612 789 — — 1,401 Total assets $ 17,784 $ 79,359 $ — $ (11,115 ) $ 86,145 Percentage of assets prior to netting 18 % 82 % — % Liabilities measured at fair value on a recurring basis at Dec. 31, 2015 Total carrying value (dollar amounts in millions) Level 1 Level 2 Level 3 Netting (a) Trading liabilities: Debt and equity instruments $ 422 $ 152 $ — $ — $ 574 Derivative liabilities not designated as hedging: Interest rate 5 9,957 — (8,235 ) 1,727 Foreign exchange — 4,682 — (2,567 ) 2,115 Equity and other contracts 5 147 — (67 ) 85 Total derivative liabilities not designated as hedging 10 14,786 — (10,869 ) 3,927 Total trading liabilities 432 14,938 — (10,869 ) 4,501 Long-term debt ( b ) — 359 — — 359 Other liabilities - derivative liabilities designated as hedging: Interest rate — 372 — — 372 Foreign exchange — 20 — — 20 Total other liabilities - derivative liabilities designated as hedging — 392 — — 392 Subtotal liabilities of operations at fair value 432 15,689 — (10,869 ) 5,252 Percentage of liabilities prior to netting 3 % 97 % — % Liabilities of consolidated investment management funds: Trading liabilities — 229 — — 229 Other liabilities 1 16 — — 17 Total liabilities of consolidated investment management funds 1 245 — — 246 Total liabilities $ 433 $ 15,934 $ — $ (10,869 ) $ 5,498 Percentage of liabilities prior to netting 3 % 97 % — % (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.
Details Of Certain Items Measured At Fair Value on Recurring Basis	Details of certain items measured at fair value on a recurring basis Sept. 30, 2016 Dec. 31, 2015 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 $ 59 — % — % — % 100 % $ 66 — % — % — % 100 % 2006 101 — — — 100 115 — — — 100 2005 194 24 4 9 63 234 19 9 13 59 2004 and earlier 319 5 3 25 67 378 4 4 26 66 Total non-agency RMBS $ 673 9 % 3 % 14 % 74 % $ 793 8 % 4 % 16 % 72 % Commercial MBS - Domestic, originated in: 2009-2016 $ 632 83 % 17 % — % — % $ 626 83 % 17 % — % — % 2008 14 100 — — — 16 100 — — — 2007 258 75 25 — — 304 62 22 16 — 2006 6 96 4 — — 384 76 24 — — Total commercial MBS - Domestic $ 910 81 % 19 % — % — % $ 1,330 76 % 20 % 4 % — % Foreign covered bonds: Canada $ 1,460 100 % — % — % — % $ 1,014 100 % — % — % — % United Kingdom 323 100 — — — 363 100 — — — Norway 181 100 — — — 191 100 — — — Other 391 100 — — — 600 100 — — — Total foreign covered bonds $ 2,355 100 % — % — % — % $ 2,168 100 % — % — % — % European floating rate notes - available-for-sale: United Kingdom $ 494 91 % 9 % — % — % $ 780 85 % 15 % — % — % Netherlands 139 100 — — — 222 100 — — — Ireland 62 — — 100 — 121 — 45 55 — Total European floating rate notes - available-for-sale $ 695 85 % 6 % 9 % — % $ 1,123 79 % 15 % 6 % — % Sovereign debt/sovereign guaranteed: United Kingdom $ 3,413 100 % — % — % — % $ 2,941 100 % — % — % — % France 2,151 100 — — — 2,008 100 — — — Spain 2,030 — — 100 — 1,955 — — 100 — Germany 1,889 100 — — — 1,683 100 — — — Italy 1,335 — — 100 — 1,398 — — 100 — Netherlands 1,087 100 — — — 1,055 100 — — — Belgium 975 100 — — — 1,108 100 — — — Ireland 791 — 100 — — 772 — — 100 — Other (b) 334 79 — — 21 297 68 — 32 — Total sovereign debt/sovereign guaranteed $ 14,005 70 % 5 % 24 % 1 % $ 13,217 68 % — % 32 % — % Non-agency RMBS (c) , originated in: 2007 $ 411 — % — % — % 100 % $ 502 — % — % — % 100 % 2006 418 — — — 100 530 — 1 — 99 2005 483 — 2 1 97 580 — 2 1 97 2004 and earlier 151 2 2 9 87 177 — 3 9 88 Total non-agency RMBS (c) $ 1,463 — % 1 % 1 % 98 % $ 1,789 — % 1 % 1 % 98 % (a) At Sept. 30, 2016 and Dec. 31, 2015 , 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) Includes $71 million of noninvestment grade sovereign debt at Sept. 30, 2016 and $95 million of investment grade sovereign debt at Dec. 31, 2015 related to Brazil. (c) Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Unobservable Input Reconciliation of Assets and Liabilities Measured on a Recurring Basis	The tables below include a roll forward of the balance sheet amounts for the three and nine months ended Sept. 30, 2016 and 2015 (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, 2016 (in millions) Loans Fair value at June 30, 2016 $ 101 Transfers into Level 3 — Total gains or (losses) for the period included in earnings — (a) Issuances and sales: Issuances 1 Sales (102 ) Fair value at Sept. 30, 2016 $ — Change in unrealized gains or (losses) for the period included in earnings for assets held at the end of the reporting period $ — (a) Reported in investment and other income. Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2015 Available-for-sale securities Trading assets (in millions) State and political Derivative (a) Other assets Total 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 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 (in millions) Derivative liabilities (a) Fair value at June 30, 2015 $ 1 Transfers out of Level 3 — Total (gains) or losses for the period included in earnings — (b) Settlements (1 ) Fair value at Sept. 30, 2015 $ — Change in unrealized (gains) or losses for the period included in earnings 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, 2016 (in millions) Loans Fair value at Dec. 31, 2015 $ — Transfers into Level 3 19 Total gains or (losses) for the period included in earnings 2 (a) Purchases, issuances and sales: Purchases 113 Issuances 1 Sales (135 ) Fair value at Sept. 30, 2016 $ — Change in unrealized gains or (losses) for the period included in earnings for assets held at the end of the reporting period $ — (a) Reported in investment and other income. 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 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 (in millions) Derivative liabilities (a) Fair value at Dec. 31, 2014 $ 9 Transfers out of Level 3 (3 ) Total (gains) or losses for the period included in earnings (1 ) (b) Settlements (5 ) Fair value at Sept. 30, 2015 $ — Change in unrealized (gains) or losses for the period included in earnings 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.
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, 2016 and Dec. 31, 2015 , for which a nonrecurring change in fair value has been recorded during the quarters ended Sept. 30, 2016 and Dec. 31, 2015 . Assets measured at fair value on a nonrecurring basis at Sept. 30, 2016 Total carrying value (in millions) Level 1 Level 2 Level 3 Loans (a) $ — $ 87 $ 7 $ 94 Other assets (b) — 5 — 5 Total assets at fair value on a nonrecurring basis $ — $ 92 $ 7 $ 99 Assets measured at fair value on a nonrecurring basis at Dec. 31, 2015 Total carrying value (in millions) Level 1 Level 2 Level 3 Loans (a) $ — $ 97 $ 174 $ 271 Other assets (b) — 6 — 6 Total assets at fair value on a nonrecurring basis $ — $ 103 $ 174 $ 277 (a) During the quarters ended Sept. 30, 2016 and Dec. 31, 2015 , the fair value of these loans decreased $1 million and $1 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.
Summary of Financial Instruments Not Carried at Fair Value	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, 2016 and Dec. 31, 2015 , by caption on the consolidated balance sheet and by the valuation hierarchy. See Note 20 of the Notes to Consolidated Financial Statements in our 2015 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, 2016 (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 $ — $ 80,359 $ — $ 80,359 $ 80,359 Interest-bearing deposits with banks — 14,420 — 14,420 14,416 Federal funds sold and securities purchased under resale agreements — 34,851 — 34,851 34,851 Securities held-to-maturity 11,400 29,987 — 41,387 40,728 Loans — 64,360 — 64,360 64,072 Other financial assets 4,957 1,060 — 6,017 6,017 Total $ 16,357 $ 225,037 $ — $ 241,394 $ 240,443 Liabilities: Noninterest-bearing deposits $ — $ 105,632 $ — $ 105,632 $ 105,632 Interest-bearing deposits — 154,591 — 154,591 155,746 Federal funds purchased and securities sold under repurchase agreements — 8,052 — 8,052 8,052 Payables to customers and broker-dealers — 21,162 — 21,162 21,162 Borrowings — 1,137 — 1,137 1,137 Long-term debt — 24,690 — 24,690 23,998 Total $ — $ 315,264 $ — $ 315,264 $ 315,727 Summary of financial instruments Dec. 31, 2015 (in millions) Level 1 Level 2 Level 3 Total estimated Carrying Assets: Interest-bearing deposits with the Federal Reserve and other central banks $ — $ 113,203 $ — $ 113,203 $ 113,203 Interest-bearing deposits with banks — 15,150 — 15,150 15,146 Federal funds sold and securities purchased under resale agreements — 24,373 — 24,373 24,373 Securities held-to-maturity 11,376 31,828 — 43,204 43,312 Loans — 61,421 — 61,421 61,267 Other financial assets 6,537 1,096 — 7,633 7,633 Total $ 17,913 $ 247,071 $ — $ 264,984 $ 264,934 Liabilities: Noninterest-bearing deposits $ — $ 96,277 $ — $ 96,277 $ 96,277 Interest-bearing deposits — 182,410 — 182,410 183,333 Federal funds purchased and securities sold under repurchase agreements — 15,002 — 15,002 15,002 Payables to customers and broker-dealers — 21,900 — 21,900 21,900 Borrowings — 698 — 698 698 Long-term debt — 21,494 — 21,494 21,188 Total $ — $ 337,781 $ — $ 337,781 $ 338,398
Summary of the Carrying Amount, Notional Amount and Unrealized Gain (Loss) of Hedged Financial Instruments	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, 2016 Securities available-for-sale $ 8,717 $ 8,016 $ — $ (1,034 ) Long-term debt 20,645 19,950 761 (43 ) Dec. 31, 2015 Securities available-for-sale $ 7,978 $ 7,918 $ 16 $ (359 ) Long-term debt 18,231 17,850 479 (14 )

Fair value option (Tables)

Fair value option (Tables)	9 Months Ended
	Sep. 30, 2016
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 Sept. 30, 2016 Dec. 31, 2015 (in millions) Assets of consolidated investment management funds: Trading assets $ 873 $ 1,228 Other assets 136 173 Total assets of consolidated investment management funds $ 1,009 $ 1,401 Liabilities of consolidated investment management funds: Trading liabilities $ 219 $ 229 Other liabilities 13 17 Total liabilities of consolidated investment management funds $ 232 $ 246
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, 2016 June 30, 2016 Sept. 30, 2015 Sept. 30, 2016 Sept. 30, 2015 Loans: Investment and other income $ (1 ) $ 5 $ 6 $ 13 $ 5 Long-term debt: Foreign exchange and other trading revenue $ 2 $ (6 ) $ (11 ) $ (17 ) $ (15 ) (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, 2016
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, 2016 Sept. 30, 2015 Fair value hedges of securities $ (19.4 ) $ 2.8 Fair value hedges of long-term debt (9.0 ) (4.8 ) Cash flow hedges — — Other (a) — — Total $ (28.4 ) $ (2.0 ) (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, 2016 and Dec. 31, 2015 . Impact of derivative instruments on the balance sheet Notional value Asset derivatives fair value Liability derivatives fair value (in millions) Sept. 30, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 Sept. 30, 2016 Dec. 31, 2015 Derivatives designated as hedging instruments: (a) Interest rate contracts $ 27,966 $ 25,768 $ 764 $ 497 $ 1,077 $ 372 Foreign exchange contracts 7,493 6,839 375 219 43 20 Total derivatives designated as hedging instruments $ 1,139 $ 716 $ 1,120 $ 392 Derivatives not designated as hedging instruments: (b) Interest rate contracts $ 401,827 $ 519,428 $ 12,360 $ 10,044 $ 12,332 $ 9,962 Foreign exchange contracts 589,769 576,253 3,289 4,905 3,235 4,682 Equity contracts 1,247 1,923 62 127 120 151 Credit contracts 178 319 1 8 2 1 Total derivatives not designated as hedging instruments $ 15,712 $ 15,084 $ 15,689 $ 14,796 Total derivatives fair value (c) $ 16,851 $ 15,800 $ 16,809 $ 15,188 Effect of master netting agreements (d) (12,665 ) (11,115 ) (12,524 ) (10,869 ) Fair value after effect of master netting agreements $ 4,186 $ 4,685 $ 4,285 $ 4,319 (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 $920 million and $779 million , respectively, at Sept. 30, 2016 , and $792 million and $546 million , respectively, at Dec. 31, 2015 .
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 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 Interest rate contracts Net interest revenue $ (174 ) $ (123 ) $ (93 ) Net interest revenue $ 168 $ 115 $ 87 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) 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 FX contracts $ (7 ) $ (15 ) $ — Net interest revenue $ (6 ) $ (15 ) $ — Net interest revenue $ — $ — $ — FX contracts — — — Other revenue — — — Other revenue — — — FX contracts (19 ) 19 — Trading revenue (19 ) 19 — Trading revenue — — — FX contracts 2 (14 ) (3 ) Salary expense (3 ) — (3 ) Salary expense — — — Total $ (24 ) $ (10 ) $ (3 ) $ (28 ) $ 4 $ (3 ) $ — $ — $ — 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) 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 3Q16 2Q16 3Q15 FX contracts $ 47 $ 331 $ 213 Net interest revenue $ — $ — $ 1 Other revenue $ — $ — $ — 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 YTD16 YTD15 YTD16 YTD15 Interest rate contracts Net interest revenue $ (445 ) $ 10 Net interest revenue $ 417 $ (12 ) 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) YTD16 YTD15 YTD16 YTD15 YTD16 YTD15 FX contracts $ (16 ) $ (1 ) Net interest revenue $ (16 ) $ (1 ) Net interest revenue $ — $ — FX contracts — — Other revenue — — Other revenue — — FX contracts (89 ) 9 Trading revenue (89 ) 9 Trading revenue — — FX contracts (10 ) (8 ) Salary expense (5 ) (19 ) Salary expense — — Total $ (115 ) $ — $ (110 ) $ (11 ) $ — $ — 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) YTD16 YTD15 YTD16 YTD15 YTD16 YTD15 FX contracts $ 320 $ 326 Net interest revenue $ — $ 1 Other revenue $ — $ —
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) 3Q16 2Q16 3Q15 2016 2015 Foreign exchange $ 175 $ 166 $ 180 $ 512 $ 578 Other trading revenue (loss) 8 16 (1 ) 28 17 Total foreign exchange and other trading revenue $ 183 $ 182 $ 179 $ 540 $ 595
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, 2016 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- $ 48 million Baa2/BBB $ 782 million Ba1/BB+ $ 2,813 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, 2016 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 $ 11,962 $ 10,408 $ 1,554 $ 493 $ — $ 1,061 Foreign exchange contracts 2,753 2,212 541 102 — 439 Equity and other contracts 60 45 15 — — 15 Total derivatives subject to netting arrangements 14,775 12,665 2,110 595 — 1,515 Total derivatives not subject to netting arrangements 2,076 — 2,076 — — 2,076 Total derivatives 16,851 12,665 4,186 595 — 3,591 Reverse repurchase agreements 27,955 1,640 (b) 26,315 26,240 — 75 Securities borrowing 8,536 — 8,536 8,307 — 229 Total $ 53,342 $ 14,305 $ 39,037 $ 35,142 $ — $ 3,895 (a) Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC 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, 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 $ 9,554 $ 8,071 $ 1,483 $ 432 $ — $ 1,051 Foreign exchange contracts 3,981 2,981 1,000 63 — 937 Equity and other contracts 123 63 60 — — 60 Total derivatives subject to netting arrangements 13,658 11,115 2,543 495 — 2,048 Total derivatives not subject to netting arrangements 2,142 — 2,142 — — 2,142 Total derivatives 15,800 11,115 4,685 495 — 4,190 Reverse repurchase agreements 17,088 357 (b) 16,731 16,726 — 5 Securities borrowing 7,630 — 7,630 7,373 — 257 Total $ 40,518 $ 11,472 $ 29,046 $ 24,594 $ — $ 4,452 (a) Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC 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, 2016 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 $ 13,217 $ 10,541 $ 2,676 $ 2,524 $ — $ 152 Foreign exchange contracts 2,706 1,936 770 242 — 528 Equity and other contracts 111 47 64 63 — 1 Total derivatives subject to netting arrangements 16,034 12,524 3,510 2,829 — 681 Total derivatives not subject to netting arrangements 775 — 775 — — 775 Total derivatives 16,809 12,524 4,285 2,829 — 1,456 Repurchase agreements 7,868 1,640 (b) 6,228 6,226 — 2 Securities lending 1,507 — 1,507 1,443 — 64 Total $ 26,184 $ 14,164 $ 12,020 $ 10,498 $ — $ 1,522 (a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the OTC 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, 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 $ 10,188 $ 8,235 $ 1,953 $ 1,795 $ — $ 158 Foreign exchange contracts 3,409 2,567 842 274 — 568 Equity and other contracts 145 67 78 71 — 7 Total derivatives subject to netting arrangements 13,742 10,869 2,873 2,140 — 733 Total derivatives not subject to netting arrangements 1,446 — 1,446 — — 1,446 Total derivatives 15,188 10,869 4,319 2,140 — 2,179 Repurchase agreements 7,737 357 (b) 7,380 7,380 — — Securities lending 1,801 — 1,801 1,727 — 74 Total $ 24,726 $ 11,226 $ 13,500 $ 11,247 $ — $ 2,253 (a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the OTC 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.
Schedule of Agreements and Transactions Accounted for as Secured Borrowings	The following tables present 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, 2016 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 $ 2,366 $ 13 $ — $ 2,379 U.S. Government agencies 313 — — 313 Agency RMBS 2,867 87 — 2,954 Corporate bonds 242 — 862 1,104 Other debt securities 174 — 407 581 Equity securities 506 — 31 537 Total $ 6,468 $ 100 $ 1,300 $ 7,868 Securities lending: U.S. Government agencies $ 43 $ — $ — $ 43 Other debt securities 363 — — 363 Equity securities 1,101 — — 1,101 Total $ 1,507 $ — $ — $ 1,507 Total borrowings $ 7,975 $ 100 $ 1,300 $ 9,375 Repurchase agreements and securities lending transactions accounted for as secured borrowings at Dec. 31, 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 $ 2,226 $ — $ — $ 2,226 U.S. Government agencies 319 42 5 366 Agency RMBS 3,158 — — 3,158 Corporate bonds 372 — 665 1,037 Other debt securities 106 — 149 255 Equity securities 664 — 31 695 Total $ 6,845 $ 42 $ 850 $ 7,737 Securities lending: U.S. Government agencies $ 35 $ — $ — $ 35 Other debt securities 254 — — 254 Equity securities 1,512 — — 1,512 Total $ 1,801 $ — $ — $ 1,801 Total borrowings $ 8,646 $ 42 $ 850 $ 9,538

Commitments and contingent li43

Commitments and contingent liabilities (Tables)	9 Months Ended
	Sep. 30, 2016
Commitments and Contingencies Disclosure [Abstract]
Significant Industry Concentrations Related to Credit Exposure	Significant industry concentrations related to credit exposure at Sept. 30, 2016 are disclosed in the financial institutions portfolio exposure table and the commercial portfolio exposure table below. Financial institutions portfolio exposure (in billions) Sept. 30, 2016 Loans Unfunded commitments Total exposure Securities industry $ 3.8 $ 20.9 $ 24.7 Banks 7.8 2.0 9.8 Asset managers 1.5 6.2 7.7 Insurance 0.1 4.3 4.4 Government 0.1 1.1 1.2 Other 1.4 1.6 3.0 Total $ 14.7 $ 36.1 $ 50.8 Commercial portfolio exposure (in billions) Sept. 30, 2016 Loans Unfunded commitments Total exposure Manufacturing $ 1.1 $ 6.0 $ 7.1 Services and other 0.7 4.7 5.4 Energy and utilities 0.6 4.7 5.3 Media and telecom 0.3 1.3 1.6 Total $ 2.7 $ 16.7 $ 19.4
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, 2016 Dec. 31, 2015 (in millions) Lending commitments $ 52,807 $ 54,505 Standby letters of credit (a) 4,388 4,915 Commercial letters of credit 266 303 Securities lending indemnifications (b) 309,420 294,108 (a) Net of participations totaling $776 million at Sept. 30, 2016 and $809 million at Dec. 31, 2015 . (b) Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients , which totaled $62 billion at Sept. 30, 2016 and $54 billion at Dec. 31, 2015 .
Standby Letters of Credits by Investment Grade	The table below shows SBLCs by investment grade: Standby letters of credit Sept. 30, 2016 Dec. 31, 2015 Investment grade 87 % 86 % Non-investment grade 13 % 14 %

Lines of business (Tables)

Lines of business (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 Investment Investment Services Other Consolidated (dollar amounts in millions) Fee and other revenue $ 876 (a) $ 2,183 $ 100 $ 3,159 (a) Net interest revenue 82 715 (23 ) 774 Total revenue 958 (a) 2,898 77 3,933 (a) Provision for credit losses — 1 (20 ) (19 ) Noninterest expense 702 1,851 88 2,641 (b) Income before taxes $ 256 (a) $ 1,046 $ 9 $ 1,311 (a)(b) Pre-tax operating margin (c) 27 % 36 % N/M 33 % Average assets $ 30,392 $ 275,714 $ 45,124 $ 351,230 (a) Both fee and other revenue and total revenue include the net income from consolidated investment management funds of $8 million , representing $17 million of income and noncontrolling interests of $9 million . Income before taxes is net of noncontrolling interests of $9 million . (b) Noninterest expense 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 quarter ended June 30, 2016 Investment Management Investment Services Other Consolidated (dollar amounts in millions) Fee and other revenue $ 856 (a) $ 2,054 $ 95 $ 3,005 (a) Net interest revenue 82 690 (5 ) 767 Total revenue 938 (a) 2,744 90 3,772 (a) Provision for credit losses 1 (7 ) (3 ) (9 ) Noninterest expense 703 1,859 56 2,618 (b) Income before taxes $ 234 (a) $ 892 $ 37 $ 1,163 (a)(b) Pre-tax operating margin (c) 25 % 33 % N/M 31 % Average assets $ 30,229 $ 277,225 $ 66,766 $ 374,220 (a) Both fee and other revenue and total revenue include the net income from consolidated investment management funds of $6 million , representing $10 million of income and noncontrolling interests of $4 million . Income before taxes is net of noncontrolling interests of $4 million . (b) Noninterest expense 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 quarter ended Sept. 30, 2015 Investment Investment Other Consolidated (dollar amounts in millions) Fee and other revenue $ 843 (a) $ 2,134 $ 59 $ 3,036 (a) Net interest revenue 83 662 14 759 Total revenue 926 (a) 2,796 73 3,795 (a) Provision for credit losses 1 7 (7 ) 1 Noninterest expense 689 1,894 96 2,679 (b) Income (loss) before taxes $ 236 (a) $ 895 $ (16 ) $ 1,115 (a)(b) Pre-tax operating margin (c) 25 % 32 % N/M 29 % Average assets $ 30,960 $ 285,195 $ 57,298 $ 373,453 (a) Both fee and other revenue and total revenue include 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 (loss) before taxes is net of a loss attributable to noncontrolling interests of $5 million . (b) Noninterest expense 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 nine months ended Sept. 30, 2016 Investment Investment Other Consolidated (dollar amounts in millions) Fee and other revenue $ 2,544 (a) $ 6,267 $ 324 $ 9,135 (a) Net interest revenue 247 2,084 (24 ) 2,307 Total revenue 2,791 (a) 8,351 300 11,442 (a) Provision for credit losses — 8 (26 ) (18 ) Noninterest expense 2,084 5,518 284 7,886 (b) Income before taxes $ 707 (a) $ 2,825 $ 42 $ 3,574 (a)(b) Pre-tax operating margin (c) 25 % 34 % N/M 31 % Average assets $ 30,048 $ 275,410 $ 57,832 $ 363,290 (a) Both total fee and other revenue and total revenue include net income from consolidated investment management funds of $15 million , representing $21 million of income and noncontrolling interests of $6 million . Income before taxes is net of noncontrolling interests of $6 million . (b) Noninterest expense includes a loss attributable to noncontrolling interest of $6 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, 2015 Investment Investment Other Consolidated (dollar amounts in millions) Fee and other revenue $ 2,672 (a) $ 6,220 $ 247 $ 9,139 (a) Net interest revenue 235 1,958 73 2,266 Total revenue 2,907 (a) 8,178 320 11,405 (a) Provision for credit losses 3 20 (26 ) (3 ) Noninterest expense 2,146 5,671 288 8,105 (b) Income before taxes $ 758 (a) $ 2,487 $ 58 $ 3,303 (a)(b) Pre-tax operating margin (c) 26 % 30 % N/M 29 % Average assets $ 30,910 $ 288,252 $ 54,238 $ 373,400 (a) Both total fee and other revenue and total revenue include 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) Noninterest expense 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.

Supplemental information to t45

Supplemental information to the Consolidated Statement of Cash Flows (Tables)	9 Months Ended
	Sep. 30, 2016
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) 2016 2015 Transfers from loans to other assets for other real estate owned (“OREO”) $ 4 $ 6 Change in assets of consolidated VIEs 392 6,985 Change in liabilities of consolidated VIEs 14 6,506 Change in nonredeemable noncontrolling interests of consolidated investment management funds 238 251 Securities purchased not settled 229 222 Securities sales not settled 218 676 Available-for-sale securities transferred to held-to-maturity — 11,602 Held-to-maturity securities transferred to available-for-sale 10 — Premises and equipment/capitalized software funded by capital lease obligations 12 48

Acquisitions and dispositions (

Acquisitions and dispositions (Details)	Apr. 01, 2016USD ($)customer	Jul. 31, 2015USD ($)	Jan. 02, 2015USD ($)	Sep. 30, 2016USD ($)	Sep. 30, 2016USD ($)
Business Acquisition [Line Items]
Contingent payments				$ 0	$ 4,000,000
Potential obligation to pay additional consideration, lower range				0	0
Potential obligation to pay additional consideration, upper range				$ 20,000,000	$ 20,000,000
Contingent consideration payment period					3 years
Meriten Investment Management GmbH
Dispositions
Sale price		$ 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
Atherton Lane Acquisition
Acquisitions
Assets under management acquired	$ 2,450,000,000
Approximate number of high net worth clients (in customers) | customer	700
Cash paid for assets acquired	$ 38,000,000
Business combination, contingent payments	22,000,000
Goodwill	$ 29,000,000
Useful life	14 years
Finite-lived intangible assets acquired	$ 30,000,000
Cutwater Asset Management
Acquisitions
Assets under management acquired			$ 23,000,000,000

Securities - Amortized Cost, Gr

Securities - Amortized Cost, Gross Unrealized Gains and Losses and Fair Value of Securities (Detail) - USD ($) $ in Millions	Sep. 30, 2016		Dec. 31, 2015
Gain (Loss) on Investments [Line Items]
Amortized cost	$ 117,269		$ 118,422
Gross unrealized Gains	2,714		1,461
Gross unrealized Losses	326		812
Fair value	119,657		119,071
AOCI, transfers from AFS to HTM Securities, gross unrealized gains	68		84
AOCI, transfers from AFS to HTM Securities, gross unrealized losses	204		248
Available-for-sale
Gain (Loss) on Investments [Line Items]
Amortized cost	76,541	[1]	75,110	[2]
Gross unrealized Gains	2,036	[1]	1,274	[2]
Gross unrealized Losses	307	[1],[3]	517	[2],[4]
Fair value	78,270	[1]	75,867	[2]
Available-for-sale | U.S. Treasury
Gain (Loss) on Investments [Line Items]
Amortized cost	13,947		12,693
Gross unrealized Gains	670		175
Gross unrealized Losses	8		36
Fair value	14,609		12,832
Available-for-sale | U.S. Government agencies
Gain (Loss) on Investments [Line Items]
Amortized cost	291		386
Gross unrealized Gains	10		2
Gross unrealized Losses	0		1
Fair value	301		387
Available-for-sale | State and political subdivisions
Gain (Loss) on Investments [Line Items]
Amortized cost	3,475		3,968
Gross unrealized Gains	99		91
Gross unrealized Losses	15		13
Fair value	3,559		4,046
Available-for-sale | Agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	23,447		23,549
Gross unrealized Gains	290		239
Gross unrealized Losses	229		287
Fair value	23,508		23,501
Available-for-sale | Non-agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	659		782
Gross unrealized Gains	28		31
Gross unrealized Losses	14		20
Fair value	673		793
Available-for-sale | Other RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	649		1,072
Gross unrealized Gains	5		10
Gross unrealized Losses	10		21
Fair value	644		1,061
Available-for-sale | Commercial MBS
Gain (Loss) on Investments [Line Items]
Amortized cost	939		1,400
Gross unrealized Gains	27		8
Gross unrealized Losses	5		16
Fair value	961		1,392
Available-for-sale | Agency commercial MBS
Gain (Loss) on Investments [Line Items]
Amortized cost	5,775		4,031
Gross unrealized Gains	114		24
Gross unrealized Losses	8		35
Fair value	5,881		4,020
Available-for-sale | CLOs
Gain (Loss) on Investments [Line Items]
Amortized cost	2,530		2,363
Gross unrealized Gains	5		1
Gross unrealized Losses	1		13
Fair value	2,534		2,351
Available-for-sale | Other asset-backed securities
Gain (Loss) on Investments [Line Items]
Amortized cost	2,202		2,909
Gross unrealized Gains	9		1
Gross unrealized Losses	8		17
Fair value	2,203		2,893
Available-for-sale | Foreign covered bonds
Gain (Loss) on Investments [Line Items]
Amortized cost	2,316		2,125
Gross unrealized Gains	40		46
Gross unrealized Losses	1		3
Fair value	2,355		2,168
Available-for-sale | Corporate bonds
Gain (Loss) on Investments [Line Items]
Amortized cost	1,585		1,740
Gross unrealized Gains	54		26
Gross unrealized Losses	1		14
Fair value	1,638		1,752
Available-for-sale | Sovereign debt/sovereign guaranteed
Gain (Loss) on Investments [Line Items]
Amortized cost	13,657		13,036
Gross unrealized Gains	348		211
Gross unrealized Losses	0		30
Fair value	14,005		13,217
Available-for-sale | Other debt securities
Gain (Loss) on Investments [Line Items]
Amortized cost	2,970		2,732
Gross unrealized Gains	32		46
Gross unrealized Losses	0		3
Fair value	3,002		2,775
Available-for-sale | Equity securities
Gain (Loss) on Investments [Line Items]
Amortized cost	2		3
Gross unrealized Gains	1		1
Gross unrealized Losses	0		0
Fair value	3		4
Available-for-sale | Money market funds
Gain (Loss) on Investments [Line Items]
Amortized cost	931		886
Gross unrealized Gains	0		0
Gross unrealized Losses	0		0
Fair value	931		886
Available-for-sale | Non-agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	1,166	[5]	1,435	[6]
Gross unrealized Gains	304	[5]	362	[6]
Gross unrealized Losses	7	[5],[7]	8	[6],[8]
Fair value	1,463	[5]	1,789	[6]
Held-to-maturity
Gain (Loss) on Investments [Line Items]
Amortized cost	40,728		43,312
Gross unrealized Gains	678		187
Gross unrealized Losses	19		295
Fair value	41,387		43,204
Held-to-maturity | U.S. Treasury
Gain (Loss) on Investments [Line Items]
Amortized cost	11,165		11,326
Gross unrealized Gains	154		25
Gross unrealized Losses	0		51
Fair value	11,319		11,300
Held-to-maturity | U.S. Government agencies
Gain (Loss) on Investments [Line Items]
Amortized cost	1,529		1,431
Gross unrealized Gains	1		0
Gross unrealized Losses	0		6
Fair value	1,530		1,425
Held-to-maturity | State and political subdivisions
Gain (Loss) on Investments [Line Items]
Amortized cost	19		20
Gross unrealized Gains	1		0
Gross unrealized Losses	1		1
Fair value	19		19
Held-to-maturity | Agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	25,051		26,036
Gross unrealized Gains	433		134
Gross unrealized Losses	5		205
Fair value	25,479		25,965
Held-to-maturity | Non-agency RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	82		118
Gross unrealized Gains	4		5
Gross unrealized Losses	2		2
Fair value	84		121
Held-to-maturity | Other RMBS
Gain (Loss) on Investments [Line Items]
Amortized cost	158		224
Gross unrealized Gains	0		1
Gross unrealized Losses	11		10
Fair value	147		215
Held-to-maturity | Commercial MBS
Gain (Loss) on Investments [Line Items]
Amortized cost	29		9
Gross unrealized Gains	0		0
Gross unrealized Losses	0		0
Fair value	29		9
Held-to-maturity | Agency commercial MBS
Gain (Loss) on Investments [Line Items]
Amortized cost	555		503
Gross unrealized Gains	19		0
Gross unrealized Losses	0		9
Fair value	574		494
Held-to-maturity | Foreign covered bonds
Gain (Loss) on Investments [Line Items]
Amortized cost	79		76
Gross unrealized Gains	2		0
Gross unrealized Losses	0		0
Fair value	81		76
Held-to-maturity | Sovereign debt/sovereign guaranteed
Gain (Loss) on Investments [Line Items]
Amortized cost	2,033		3,538
Gross unrealized Gains	64		22
Gross unrealized Losses	0		11
Fair value	2,097		3,549
Held-to-maturity | Other debt securities
Gain (Loss) on Investments [Line Items]
Amortized cost	28		31
Gross unrealized Gains	0		0
Gross unrealized Losses	0		0
Fair value	$ 28		$ 31
[1]	Includes gross unrealized gains of $68 million and gross unrealized losses of $204 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 are 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 $84 million and gross unrealized losses of $248 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 are primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[3]	Gross unrealized losses for 12 months or more of $204 million were recorded in accumulated other comprehensive income and 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. There were no gross unrealized losses for less than 12 months.
[4]	Includes gross unrealized losses for less than 12 months of $8 million and gross unrealized losses for 12 months or more of $240 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, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Securities [Abstract]
Realized gross gains	$ 26	$ 23	$ 23	$ 71	$ 66
Realized gross losses	(1)	0	0	(1)	(1)
Recognized gross impairments	(1)	(2)	(1)	(5)	(3)
Net securities gains	$ 24	$ 21	$ 22	$ 65	$ 62

Securities - Aggregate Fair Val

Securities - Aggregate Fair Value of Investments with Continuous Unrealized Loss Position (Detail) - USD ($)	Sep. 30, 2016		Dec. 31, 2015
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	$ 12,186,000,000		$ 54,834,000,000
Less than 12 months Unrealized losses	41,000,000		439,000,000
12 months or more Fair value	4,558,000,000		5,890,000,000
12 months or more Unrealized losses	285,000,000		373,000,000
Total Fair value	16,744,000,000		60,724,000,000
Total Unrealized losses	326,000,000		812,000,000
AOCI, transfers from AFS to HTM Securities, gross unrealized losses, greater than 12 months	204,000,000		240,000,000
AOCI, transfers from AFS to HTM Securities, gross unrealized losses, less than 12 months	0		8,000,000
Securities available-for-sale
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	10,565,000,000	[1]	25,392,000,000	[2]
Less than 12 months Unrealized losses	36,000,000	[1]	190,000,000	[2]
12 months or more Fair value	4,298,000,000	[1]	3,778,000,000	[2]
12 months or more Unrealized losses	271,000,000	[1]	327,000,000	[2]
Total Fair value	14,863,000,000	[1]	29,170,000,000	[2]
Total Unrealized losses	307,000,000	[1],[3]	517,000,000	[2],[4]
Securities available-for-sale | U.S. Treasury
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,945,000,000		6,343,000,000
Less than 12 months Unrealized losses	8,000,000		36,000,000
12 months or more Fair value	0		0
12 months or more Unrealized losses	0		0
Total Fair value	1,945,000,000		6,343,000,000
Total Unrealized losses	8,000,000		36,000,000
Securities available-for-sale | U.S. Government agencies
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value			148,000,000
Less than 12 months Unrealized losses			1,000,000
12 months or more Fair value			10,000,000
12 months or more Unrealized losses			0
Total Fair value			158,000,000
Total Unrealized losses	0		1,000,000
Securities available-for-sale | State and political subdivisions
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	281,000,000		143,000,000
Less than 12 months Unrealized losses	1,000,000		2,000,000
12 months or more Fair value	130,000,000		117,000,000
12 months or more Unrealized losses	14,000,000		11,000,000
Total Fair value	411,000,000		260,000,000
Total Unrealized losses	15,000,000		13,000,000
Securities available-for-sale | Agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	6,580,000,000		8,500,000,000
Less than 12 months Unrealized losses	21,000,000		44,000,000
12 months or more Fair value	1,490,000,000		1,316,000,000
12 months or more Unrealized losses	208,000,000		243,000,000
Total Fair value	8,070,000,000		9,816,000,000
Total Unrealized losses	229,000,000		287,000,000
Securities available-for-sale | Non-agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	29,000,000		72,000,000
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	351,000,000		417,000,000
12 months or more Unrealized losses	14,000,000		20,000,000
Total Fair value	380,000,000		489,000,000
Total Unrealized losses	14,000,000		20,000,000
Securities available-for-sale | Other RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	38,000,000		2,000,000
Less than 12 months Unrealized losses	1,000,000		0
12 months or more Fair value	151,000,000		298,000,000
12 months or more Unrealized losses	9,000,000		21,000,000
Total Fair value	189,000,000		300,000,000
Total Unrealized losses	10,000,000		21,000,000
Securities available-for-sale | Commercial MBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	99,000,000		567,000,000
Less than 12 months Unrealized losses	0		9,000,000
12 months or more Fair value	172,000,000		224,000,000
12 months or more Unrealized losses	5,000,000		7,000,000
Total Fair value	271,000,000		791,000,000
Total Unrealized losses	5,000,000		16,000,000
Securities available-for-sale | Agency commercial MBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,106,000,000		2,551,000,000
Less than 12 months Unrealized losses	3,000,000		31,000,000
12 months or more Fair value	608,000,000		172,000,000
12 months or more Unrealized losses	5,000,000		4,000,000
Total Fair value	1,714,000,000		2,723,000,000
Total Unrealized losses	8,000,000		35,000,000
Securities available-for-sale | CLOs
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	97,000,000		1,599,000,000
Less than 12 months Unrealized losses	0		10,000,000
12 months or more Fair value	854,000,000		455,000,000
12 months or more Unrealized losses	1,000,000		3,000,000
Total Fair value	951,000,000		2,054,000,000
Total Unrealized losses	1,000,000		13,000,000
Securities available-for-sale | Other asset-backed securities
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	12,000,000		2,001,000,000
Less than 12 months Unrealized losses	0		10,000,000
12 months or more Fair value	434,000,000		546,000,000
12 months or more Unrealized losses	8,000,000		7,000,000
Total Fair value	446,000,000		2,547,000,000
Total Unrealized losses	8,000,000		17,000,000
Securities available-for-sale | Corporate bonds
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	155,000,000		338,000,000
Less than 12 months Unrealized losses	1,000,000		10,000,000
12 months or more Fair value	0		128,000,000
12 months or more Unrealized losses	0		4,000,000
Total Fair value	155,000,000		466,000,000
Total Unrealized losses	1,000,000		14,000,000
Securities available-for-sale | Sovereign debt/sovereign guaranteed
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value			2,063,000,000
Less than 12 months Unrealized losses			30,000,000
12 months or more Fair value			43,000,000
12 months or more Unrealized losses			0
Total Fair value			2,106,000,000
Total Unrealized losses	0		30,000,000
Securities available-for-sale | Non-agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	44,000,000	[5]	45,000,000	[6]
Less than 12 months Unrealized losses	0	[5]	1,000,000	[6]
12 months or more Fair value	44,000,000	[5]	52,000,000	[6]
12 months or more Unrealized losses	7,000,000	[5]	7,000,000	[6]
Total Fair value	88,000,000	[5]	97,000,000	[6]
Total Unrealized losses	7,000,000	[5],[7]	8,000,000	[6],[8]
Securities available-for-sale | Other debt securities
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value			505,000,000
Less than 12 months Unrealized losses			3,000,000
12 months or more Fair value			0
12 months or more Unrealized losses			0
Total Fair value			505,000,000
Total Unrealized losses	0		3,000,000
Securities available-for-sale | Foreign covered bonds
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	179,000,000		515,000,000
Less than 12 months Unrealized losses	1,000,000		3,000,000
12 months or more Fair value	64,000,000		0
12 months or more Unrealized losses	0		0
Total Fair value	243,000,000		515,000,000
Total Unrealized losses	1,000,000		3,000,000
Held-to-maturity
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,621,000,000		29,442,000,000
Less than 12 months Unrealized losses	5,000,000		249,000,000
12 months or more Fair value	260,000,000		2,112,000,000
12 months or more Unrealized losses	14,000,000		46,000,000
Total Fair value	1,881,000,000		31,554,000,000
Total Unrealized losses	19,000,000		295,000,000
Held-to-maturity | U.S. Treasury
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value			9,121,000,000
Less than 12 months Unrealized losses			51,000,000
12 months or more Fair value			0
12 months or more Unrealized losses			0
Total Fair value			9,121,000,000
Total Unrealized losses	0		51,000,000
Held-to-maturity | U.S. Government agencies
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value			1,122,000,000
Less than 12 months Unrealized losses			6,000,000
12 months or more Fair value			0
12 months or more Unrealized losses			0
Total Fair value			1,122,000,000
Total Unrealized losses	0		6,000,000
Held-to-maturity | State and political subdivisions
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	0		4,000,000
Less than 12 months Unrealized losses	0		1,000,000
12 months or more Fair value	4,000,000		0
12 months or more Unrealized losses	1,000,000		0
Total Fair value	4,000,000		4,000,000
Total Unrealized losses	1,000,000		1,000,000
Held-to-maturity | Agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	1,601,000,000		16,491,000,000
Less than 12 months Unrealized losses	4,000,000		171,000,000
12 months or more Fair value	75,000,000		1,917,000,000
12 months or more Unrealized losses	1,000,000		34,000,000
Total Fair value	1,676,000,000		18,408,000,000
Total Unrealized losses	5,000,000		205,000,000
Held-to-maturity | Non-agency RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	5,000,000		40,000,000
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	49,000,000		29,000,000
12 months or more Unrealized losses	2,000,000		2,000,000
Total Fair value	54,000,000		69,000,000
Total Unrealized losses	2,000,000		2,000,000
Held-to-maturity | Other RMBS
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value	15,000,000		9,000,000
Less than 12 months Unrealized losses	1,000,000		0
12 months or more Fair value	132,000,000		166,000,000
12 months or more Unrealized losses	10,000,000		10,000,000
Total Fair value	147,000,000		175,000,000
Total Unrealized losses	11,000,000		10,000,000
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			494,000,000
Less than 12 months Unrealized losses			9,000,000
12 months or more Fair value			0
12 months or more Unrealized losses			0
Total Fair value			494,000,000
Total Unrealized losses	0		9,000,000
Held-to-maturity | Sovereign debt/sovereign guaranteed
Investments, Unrealized Loss Position [Line Items]
Less than 12 months Fair value			2,161,000,000
Less than 12 months Unrealized losses			11,000,000
12 months or more Fair value			0
12 months or more Unrealized losses			0
Total Fair value			2,161,000,000
Total Unrealized losses	0		11,000,000
Held-to-maturity | Other debt securities
Investments, Unrealized Loss Position [Line Items]
Total Unrealized losses	0		0
Held-to-maturity | Foreign covered bonds
Investments, Unrealized Loss Position [Line Items]
Total Unrealized losses	$ 0		$ 0
[1]	Gross unrealized losses for 12 months or more of $204 million were recorded in accumulated other comprehensive income and 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. There were no gross unrealized losses for less than 12 months.
[2]	Includes gross unrealized losses for less than 12 months of $8 million and gross unrealized losses for 12 months or more of $240 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 $68 million and gross unrealized losses of $204 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 are 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 $84 million and gross unrealized losses of $248 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 are 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, 2016USD ($)
Securities available-for-sale:
One year or less	$ 8,533
Over 1 through 5 years	19,928
Over 5 through 10 years	6,748
Over 10 years	4,260
Total	78,270
Securities held-to-maturity:
One year or less	2,361
Over 1 through 5 years	9,239
Over 5 through 10 years	3,239
Over 10 years	14
Total	40,728
Mortgage-backed securities
Securities available-for-sale:
Without single maturity date	33,130
Securities held-to-maturity:
Mortgage-backed securities	25,875
Asset-backed securities
Securities available-for-sale:
Without single maturity date	4,737
Equity securities
Securities available-for-sale:
Without single maturity date	934	[1]
U.S. Treasury
Securities available-for-sale:
One year or less	2,515
Over 1 through 5 years	5,810
Over 5 through 10 years	2,445
Over 10 years	3,839
Total	$ 14,609
Securities available-for-sale (Yield):
One year or less	0.68%	[2]
Over 1 through 5 years	1.44%	[2]
Over 5 through 10 years	1.72%	[2]
Over 10 years	3.11%	[2]
Total	1.79%	[2]
Securities held-to-maturity:
One year or less	$ 1,745
Over 1 through 5 years	6,922
Over 5 through 10 years	2,498
Over 10 years	0
Total	$ 11,165
Securities held-to-maturity (Yield):
One year or less	0.79%	[2]
Over 1 through 5 years	1.19%	[2]
Over 5 through 10 years	1.90%	[2]
Over 10 years	0.00%	[2]
Total	1.29%	[2]
U.S. Government agencies
Securities available-for-sale:
One year or less	$ 0
Over 1 through 5 years	40
Over 5 through 10 years	261
Over 10 years	0
Total	$ 301
Securities available-for-sale (Yield):
One year or less	0.00%	[2]
Over 1 through 5 years	1.25%	[2]
Over 5 through 10 years	2.34%	[2]
Over 10 years	0.00%	[2]
Total	2.19%	[2]
Securities held-to-maturity:
One year or less	$ 75
Over 1 through 5 years	1,454
Over 5 through 10 years	0
Over 10 years	0
Total	$ 1,529
Securities held-to-maturity (Yield):
One year or less	0.68%	[2]
Over 1 through 5 years	1.11%	[2]
Over 5 through 10 years	0.00%	[2]
Over 10 years	0.00%	[2]
Total	1.09%	[2]
State and political subdivisions
Securities available-for-sale:
One year or less	$ 176
Over 1 through 5 years	1,822
Over 5 through 10 years	1,363
Over 10 years	198
Total	$ 3,559
Securities available-for-sale (Yield):
One year or less	2.80%	[2]
Over 1 through 5 years	2.85%	[2]
Over 5 through 10 years	3.52%	[2]
Over 10 years	1.48%	[2]
Total	3.03%	[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	14
Total	$ 19
Securities held-to-maturity (Yield):
One year or less	0.00%	[2]
Over 1 through 5 years	7.12%	[2]
Over 5 through 10 years	6.76%	[2]
Over 10 years	5.31%	[2]
Total	5.67%	[2]
Other bonds, notes and debentures
Securities available-for-sale:
One year or less	$ 5,842
Over 1 through 5 years	12,256
Over 5 through 10 years	2,679
Over 10 years	223
Total	$ 21,000
Securities available-for-sale (Yield):
One year or less	0.93%	[2]
Over 1 through 5 years	1.05%	[2]
Over 5 through 10 years	1.18%	[2]
Over 10 years	1.69%	[2]
Total	1.04%	[2]
Securities held-to-maturity:
One year or less	$ 541
Over 1 through 5 years	862
Over 5 through 10 years	737
Over 10 years	0
Total	$ 2,140
Securities held-to-maturity (Yield):
One year or less	0.57%	[2]
Over 1 through 5 years	0.62%	[2]
Over 5 through 10 years	0.69%	[2]
Over 10 years	0.00%	[2]
Total	0.63%	[2]
Mortgage/ asset-backed and equity securities
Securities available-for-sale:
Total	$ 38,801
Securities available-for-sale (Yield):
Total	2.48%	[2]
Securities held-to-maturity:
Total	$ 25,875
Securities held-to-maturity (Yield):
Total	2.73%	[2]
Mortgage/ asset-backed and equity securities | Mortgage-backed securities
Securities available-for-sale:
Without single maturity date	$ 33,130
Securities available-for-sale (Yield):
Without single maturity date	2.66%	[2]
Securities held-to-maturity:
Mortgage-backed securities	$ 25,875
Securities held-to-maturity (Yield):
Without single maturity date	2.73%	[2]
Mortgage/ asset-backed and equity securities | Asset-backed securities
Securities available-for-sale:
Without single maturity date	$ 4,737
Securities available-for-sale (Yield):
Without single maturity date	1.73%	[2]
Mortgage/ asset-backed and equity securities | Equity securities
Securities available-for-sale:
Without single maturity date	$ 934	[1]
Securities available-for-sale (Yield):
Without single maturity date	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, 2016	Dec. 31, 2015
Alt-A
Gain (Loss) on Investments [Line Items]
Default rate	31.00%	33.00%
Severity	56.00%	57.00%
Subprime
Gain (Loss) on Investments [Line Items]
Default rate	49.00%	52.00%
Severity	70.00%	75.00%
Prime
Gain (Loss) on Investments [Line Items]
Default rate	18.00%	18.00%
Severity	39.00%	40.00%

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, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	$ 24	$ 21	$ 22	$ 65	$ 62
Agency RMBS
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	9	5	7	22	8
Foreign covered bonds
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	0	0	1	10	2
U.S. Treasury
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	(1)	4	8	4	42
Non-agency RMBS
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	(1)	4	(1)	1	(3)
Other securities
Schedule of Investment Income, Reported Amounts, by Category [Line Items]
Net securities gains	$ 17	$ 8	$ 7	$ 28	$ 13

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Other than Temporary Impairment [Roll Forward]
Beginning balance	$ 91	$ 91	$ 91	$ 93
Add: Initial OTTI credit losses	0	0	0	0
Subsequent OTTI credit losses	1	1	5	2
Less: Realized losses for securities sold	5	0	9	3
Ending balance	$ 87	$ 92	$ 87	$ 92

Securities - Pledged assets (De

Securities - Pledged assets (Details) - USD ($) $ in Billions	Sep. 30, 2016	Dec. 31, 2015
Transfers and Servicing [Abstract]
Pledged assets	$ 104	$ 101
Pledged collateral for potential borrowings at the Federal Reserve Discount Window	86	84
Pledged securities	90	88
Pledged loans	8	8
Pledged interest-bearing deposits	4	2
Pledged trading assets	2	3
Pledged assets permitted to be sold or repledged	6	7
Market value of securities that can be sold or repledged	60	52
Market value of securities received as collateral that have been sold or repledged	20	17
Cash segregated under federal or other regulations	3	4
Securities segregated under federal or other regulations	$ 2	$ 1

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, 2016	Jun. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	[1]	$ 65,997		$ 63,703
Unearned income on lease financings		563		674
Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		14,746		15,899
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		2,665		2,342
Wealth management loans and mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		15,128		13,347
Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		4,740		3,945
Other residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		901		1,055
Overdrafts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		7,323		4,483
Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		17,557		19,573
Total Domestic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		50,936		49,351
Total Domestic | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		6,783		6,640
Total Domestic | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		2,292		2,115
Total Domestic | Wealth management loans and mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		15,031		13,247
Total Domestic | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		4,723		3,899
Total Domestic | Lease financings
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,017		1,007
Total Domestic | Other residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		901		1,055
Total Domestic | Overdrafts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,580	$ 1,331	911	$ 1,311
Total Domestic | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		1,122	1,123	1,137	1,150
Total Domestic | Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		17,487	$ 18,388	19,340	$ 19,200
Foreign
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		15,061		14,352
Foreign | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		7,963		9,259
Foreign | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		373		227
Foreign | Wealth management loans and mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		97		100
Foreign | Commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		17		46
Foreign | Lease financings
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		731		850
Foreign | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		5,810		3,637
Foreign | Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		$ 70		$ 233
[1]	Net of unearned income of $563 million at Sept. 30, 2016 and $674 million at Dec. 31, 2015 primarily on domestic and foreign lease financings.

Loans and asset quality - Allow

Loans and asset quality - Allowance for Credit Losses Activity (Details) - USD ($) $ in Millions		3 Months Ended						9 Months Ended
		Sep. 30, 2016		Jun. 30, 2016		Sep. 30, 2015		Sep. 30, 2016		Sep. 30, 2015		Dec. 31, 2015
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		$ 280		$ 287		$ 278		$ 275		$ 280
Charge-offs		(1)		0		(1)		(1)		(2)
Recoveries		14		2		2		18		5
Net recoveries		13		2		1		17		3
Provision		(19)		(9)		1		(18)		(3)
Ending balance		274		280		280		274		280
Allowance for:
Loan losses		148		158		181		148		181
Lending-related commitments		126		122		99		126		99
Individually evaluated for impairment:
Loan balance		9		185		9		9		9
Allowance for loan losses		3		4		2		3		2
Collectively evaluated for impairment:
Loan balance		65,959		64,010		62,962		65,959		62,962
Allowance for loan losses		145		154		179		145		179
Loans	[1]	65,997						65,997				$ 63,703
Total Domestic
Collectively evaluated for impairment:
Loans		50,936						50,936				49,351
Commercial
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		90		88		75		82		60
Charge-offs		0		0		0		0		0
Recoveries		0		0		0		0		0
Net recoveries		0		0		0		0		0
Provision		1		2		1		9		16
Ending balance		91		90		76		91		76
Allowance for:
Loan losses		22		25		29		22		29
Lending-related commitments		69		65		47		69		47
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		2,292		2,377		1,869		2,292		1,869
Allowance for loan losses		22		25		29		22		29
Loans		2,665						2,665				2,342
Commercial | Total Domestic
Collectively evaluated for impairment:
Loans		2,292						2,292				2,115
Commercial real estate
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		63		62		58		59		50
Charge-offs		0		0		0		0		0
Recoveries		0		0		0		0		0
Net recoveries		0		0		0		0		0
Provision		0		1		4		4		12
Ending balance		63		63		62		63		62
Allowance for:
Loan losses		45		43		40		45		40
Lending-related commitments		18		20		22		18		22
Individually evaluated for impairment:
Loan balance		1		2		0		1		0
Allowance for loan losses		1		1		1		1		1
Collectively evaluated for impairment:
Loan balance		4,693		4,222		3,328		4,693		3,328
Allowance for loan losses		44		42		39		44		39
Loans		4,740						4,740				3,945
Commercial real estate | Total Domestic
Collectively evaluated for impairment:
Loans		4,723						4,723				3,899
Financial institutions
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		29		32		30		31		31
Charge-offs		0		0		0		0		0
Recoveries		13		0		0		13		1
Net recoveries		13		0		0		13		1
Provision		(13)		(3)		(2)		(15)		(4)
Ending balance		29		29		28		29		28
Allowance for:
Loan losses		9		9		12		9		12
Lending-related commitments		20		20		16		20		16
Individually evaluated for impairment:
Loan balance		0		171		0		0		0
Allowance for loan losses		0		0		0		0		0
Collectively evaluated for impairment:
Loan balance		6,783		6,690		6,774		6,783		6,774
Allowance for loan losses		9		9		12		9		12
Loans		14,746						14,746				15,899
Financial institutions | Total Domestic
Collectively evaluated for impairment:
Loans		6,783						6,783				6,640
Lease financings
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		14		16		20		15		32
Charge-offs		0		0		0		0		0
Recoveries		0		0		0		0		0
Net recoveries		0		0		0		0		0
Provision		0		(2)		(2)		(1)		(14)
Ending balance		14		14		18		14		18
Allowance for:
Loan losses		14		14		18		14		18
Lending-related commitments		0		0		0		0		0
Individually evaluated for impairment:
Loan balance		4		4		0		4		0
Allowance for loan losses		2		2		0		2		0
Collectively evaluated for impairment:
Loan balance		1,013		1,023		1,106		1,013		1,106
Allowance for loan losses		12		12		18		12		18
Lease financings | Total Domestic
Collectively evaluated for impairment:
Loans		1,017						1,017				1,007
Wealth management loans and mortgages
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		18		18		22		19		22
Charge-offs		0		0		0		0		0
Recoveries		0		0		0		0		0
Net recoveries		0		0		0		0		0
Provision		0		0		1		(1)		1
Ending balance		18		18		23		18		23
Allowance for:
Loan losses		14		15		18		14		18
Lending-related commitments		4		3		5		4		5
Individually evaluated for impairment:
Loan balance		4		8		9		4		9
Allowance for loan losses		0		1		1		0		1
Collectively evaluated for impairment:
Loan balance		15,027		14,437		12,552		15,027		12,552
Allowance for loan losses		14		14		17		14		17
Loans		15,128						15,128				13,347
Wealth management loans and mortgages | Total Domestic
Collectively evaluated for impairment:
Loans		15,031						15,031				13,247
Other residential mortgages
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		29		32		37		34		41
Charge-offs		(1)		0		(1)		(1)		(2)
Recoveries		1		1		2		4		4
Net recoveries		0		1		1		3		2
Provision		(1)		(4)		(3)		(9)		(8)
Ending balance		28		29		35		28		35
Allowance for:
Loan losses		28		29		35		28		35
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		901		945		1,080		901		1,080
Allowance for loan losses		28		29		35		28		35
Loans		901						901				1,055
Other residential mortgages | Total Domestic
Collectively evaluated for impairment:
Loans		901						901				1,055
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 recoveries		0		0		0		0		0
Provision		0		0		0		0		0
Ending balance		0		0		0		0		0
Allowance for:
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		20,189	[2]	20,842	[3]	21,661	[4]	20,189	[2]	21,661	[4]
Allowance for loan losses		0		0		0		0		0
Foreign
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance		37		39		36		35		44
Charge-offs		0		0		0		0		0
Recoveries		0		1		0		1		0
Net recoveries		0		1		0		1		0
Provision		(6)		(3)		2		(5)		(6)
Ending balance		31		37		38		31		38
Allowance for:
Loan losses		16		23		29		16		29
Lending-related commitments		15		14		9		15		9
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		15,061		13,474		14,592		15,061		14,592
Allowance for loan losses		16		23		29		16		29
Overdrafts
Collectively evaluated for impairment:
Loans		7,323						7,323				4,483
Overdrafts | Total Domestic
Collectively evaluated for impairment:
Loans		1,580		1,331		1,311		1,580		1,311		911
Margin loans
Collectively evaluated for impairment:
Loans		17,557						17,557				19,573
Margin loans | Total Domestic
Collectively evaluated for impairment:
Loans		17,487		18,388		19,200		17,487		19,200		19,340
Other | Total Domestic
Collectively evaluated for impairment:
Loans		$ 1,122		$ 1,123		$ 1,150		$ 1,122		$ 1,150		$ 1,137
[1]	Net of unearned income of $563 million at Sept. 30, 2016 and $674 million at Dec. 31, 2015 primarily on domestic and foreign lease financings.
[2]	Includes $1,580 million of domestic overdrafts, $17,487 million of margin loans and $1,122 million of other loans at Sept. 30, 2016.
[3]	Includes $1,331 million of domestic overdrafts, $18,388 million of margin loans and $1,123 million of other loans at June 30, 2016.
[4]	Includes $1,311 million of domestic overdrafts, $19,200 million of margin loans and $1,150 million of other loans at Sept. 30, 2015.

Loans and asset quality - Nonpe

Loans and asset quality - Nonperforming Assets (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Total nonperforming loans	$ 105	$ 286
Other assets owned	4	6
Total nonperforming assets	109	292
Total Domestic | Other residential mortgages
Financing Receivable, Impaired [Line Items]
Total nonperforming loans	93	102
Total Domestic | Wealth management loans and mortgages
Financing Receivable, Impaired [Line Items]
Total nonperforming loans	7	11
Total Domestic | Lease financings
Financing Receivable, Impaired [Line Items]
Total nonperforming loans	4	0
Total Domestic | Commercial real estate
Financing Receivable, Impaired [Line Items]
Total nonperforming loans	1	2
Total Domestic | Financial institutions
Financing Receivable, Impaired [Line Items]
Total nonperforming loans	$ 0	$ 171

Loans and asset quality - Lost

Loans and asset quality - Lost Interest (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Receivables [Abstract]
Amount by which interest income recognized on nonperforming loans exceeded reversals	$ 0	$ 0	$ 0	$ 0	$ 0
Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire period	$ 1	$ 1	$ 2	$ 4	$ 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, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		$ 8	$ 11	$ 6	$ 9	$ 6
Impaired loans without an allowance, average recorded investment	[1]	89	174	2	131	2
Total impaired loans, average recorded investment		97	185	8	140	8
Impaired loans with an allowance, interest income recognized		0	0	0	0	0
Impaired loans without an allowance, interest income recognized	[1]	0	0	0	0	0
Total impaired loans, interest income recognized		0	0	0	0	0
Impaired loans with an allowance, recorded investment		6			6		$ 7
Impaired loans without an allowance, recorded investment	[2]	3			3		173
Total impaired loans, recorded investment	[3]	9			9		180
Impaired loans with an allowance, unpaid Principal balance		9			9		10
Impaired loans without an allowance, unpaid Principal balance	[2]	3			3		314
Total impaired loans, unpaid Principal balance	[3]	12			12		324
Impaired loans with an allowance, related allowance	[3],[4]	3			3		2
Commercial real estate
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		1	1	0	1	0
Impaired loans without an allowance, average recorded investment		1	1	0	1	0
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		1			1		1
Impaired loans without an allowance, recorded investment		0			0		0
Impaired loans with an allowance, unpaid Principal balance		4			4		3
Impaired loans without an allowance, unpaid Principal balance		0			0		0
Impaired loans with an allowance, related allowance	[4]	1			1		1
Financial institutions
Financing Receivable, Impaired [Line Items]
Impaired loans without an allowance, average recorded investment		85	171	0	128	0
Impaired loans without an allowance, interest income recognized		0	0	0	0	0
Impaired loans without an allowance, recorded investment		0			0		171
Impaired loans without an allowance, unpaid Principal balance		0			0		312
Wealth management loans and mortgages
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		3	6	6	5	6
Impaired loans without an allowance, average recorded investment		3	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		1			1		6
Impaired loans without an allowance, recorded investment		3			3		2
Impaired loans with an allowance, unpaid Principal balance		1			1		7
Impaired loans without an allowance, unpaid Principal balance		3			3		2
Impaired loans with an allowance, related allowance	[4]	0			0		1
Lease financings
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, average recorded investment		4	4	0	3	0
Impaired loans with an allowance, interest income recognized		0	$ 0	$ 0	0	$ 0
Impaired loans with an allowance, recorded investment		4			4		0
Impaired loans with an allowance, unpaid Principal balance		4			4		0
Impaired loans with an allowance, related allowance	[4]	2			2		0
Loans Individually Less Than 1 Million
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance, recorded investment		2			2		2
Total impaired loans, recorded investment		1			1		1
Loans Individually Less Than 1 Million | Maximum
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]	Excludes less than $1 million and an aggregate of $2 million of impaired loans in amounts individually less than $1 million at Sept. 30, 2016 and Dec. 31, 2015, respectively. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2016 and Dec. 31, 2015, respectively.
[4]	The allowance for impaired loans is included in the allowance for loan losses.

Loans and asset quality - Inf60

Loans and asset quality - Information about Past Due Loans (Detail) - USD ($) $ in Millions	Sep. 30, 2016		Dec. 31, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	$ 232		$ 171
Total Domestic | Financial institutions
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	143	[1]	0
Total Domestic | Wealth management loans and mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	28		72
Total Domestic | Other residential mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	28		31
Total Domestic | Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	23		68
Total Domestic | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	10		0
30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	218		148
30 to 59 Days Past Due | Total Domestic | Financial institutions
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	143	[1]	0
30 to 59 Days Past Due | Total Domestic | Wealth management loans and mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	25		69
30 to 59 Days Past Due | Total Domestic | Other residential mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	17		22
30 to 59 Days Past Due | Total Domestic | Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	23		57
30 to 59 Days Past Due | Total Domestic | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	10		0
60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	8		18
60 to 89 Days Past Due | Total Domestic | Financial institutions
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	0	[1]	0
60 to 89 Days Past Due | Total Domestic | Wealth management loans and mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	3		2
60 to 89 Days Past Due | Total Domestic | Other residential mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	5		5
60 to 89 Days Past Due | Total Domestic | Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	0		11
60 to 89 Days Past Due | Total Domestic | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	0		0
Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	6		5
Equal to Greater than 90 Days Past Due | Total Domestic | Financial institutions
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	0	[1]	0
Equal to Greater than 90 Days Past Due | Total Domestic | Wealth management loans and mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	0		1
Equal to Greater than 90 Days Past Due | Total Domestic | Other residential mortgages
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	6		4
Equal to Greater than 90 Days Past Due | Total Domestic | Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	0		0
Equal to Greater than 90 Days Past Due | Total Domestic | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due	$ 0		$ 0
[1]	Substantially all of these past due loans have been repaid subsequent to Sept 30, 2016.

Loans and asset quality- Troubl

Loans and asset quality- Troubled Debt Restructurings (Detail) $ in Millions	3 Months Ended
	Sep. 30, 2016USD ($)Contract	Jun. 30, 2016USD ($)Contract	Sep. 30, 2015USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of contracts | Contract	17	23	14
Outstanding recorded investment Pre-modification	$ 4	$ 4	$ 2
Outstanding recorded investment Post- modification	$ 4	$ 5	$ 3
Total Domestic | Other residential mortgages
Financing Receivable, Modifications [Line Items]
Number of contracts | Contract	17	23	14
Outstanding recorded investment Pre-modification	$ 4	$ 4	$ 2
Outstanding recorded investment Post- modification	$ 4	$ 5	$ 3

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, 2016	Dec. 31, 2015
Financing Receivable, Recorded Investment [Line Items]
Loans	[1]	$ 65,997	$ 63,703
Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans		2,665	2,342
Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans		4,740	3,945
Financial institutions
Financing Receivable, Recorded Investment [Line Items]
Loans		14,746	15,899
Wealth management mortgages
Financing Receivable, Recorded Investment [Line Items]
Loans		7,880	6,647
Wealth management loans and mortgages
Financing Receivable, Recorded Investment [Line Items]
Loans		15,128	13,347
Investment grade | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans		2,433	2,026
Investment grade | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans		3,962	2,678
Investment grade | Financial institutions
Financing Receivable, Recorded Investment [Line Items]
Loans		11,512	13,965
Investment grade | Wealth management loans
Financing Receivable, Recorded Investment [Line Items]
Loans		7,136	6,529
Non-investment grade | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans		232	316
Non-investment grade | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans		778	1,267
Non-investment grade | Financial institutions
Financing Receivable, Recorded Investment [Line Items]
Loans		3,234	1,934
Non-investment grade | Wealth management loans
Financing Receivable, Recorded Investment [Line Items]
Loans		$ 112	$ 171
[1]	Net of unearned income of $563 million at Sept. 30, 2016 and $674 million at Dec. 31, 2015 primarily on domestic and foreign lease financings.

Loans and asset quality - Addit

Loans and asset quality - Additional Information (Details) $ in Millions		Sep. 30, 2016USD ($)	Sep. 30, 2016USD ($)Contract	Sep. 30, 2016USD ($)class_of_receivableSegment	Jun. 30, 2016USD ($)	Dec. 31, 2015USD ($)	Sep. 30, 2015USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of portfolio segments | Segment				3
Number of classes of financing receivables | class_of_receivable				6
Total nonperforming loans		$ 105	$ 105	$ 105		$ 286
Loans	[1]	65,997	65,997	65,997		63,703
Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		14,746	$ 14,746	14,746		15,899
Other residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Subsequently defaulted number of contracts | Contract			8
Financing receivable, modifications, subsequent default, recorded investment (less than)			$ 3
Loans		$ 901	$ 901	$ 901		1,055
Wealth management loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Subsequently defaulted number of contracts | Contract			1
Wealth management mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan to value ratio at origination		61.00%	61.00%	61.00%
Percentage of past due mortgages (less than)		1.00%	1.00%	1.00%
Loans		$ 7,880	$ 7,880	$ 7,880		6,647
Wealth management mortgages | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations		24.00%
Wealth management mortgages | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations		20.00%
Wealth management mortgages | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations		12.00%
Wealth management mortgages | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations		7.00%
Wealth management mortgages | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Geographic concentrations		37.00%
Overdrafts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		$ 7,323	7,323	$ 7,323		4,483
Number of business days in which overdrafts are generally repaid				2 days
Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		17,557	17,557	$ 17,557		19,573
Total Domestic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		50,936	50,936	50,936		49,351
Total Domestic | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total nonperforming loans		0	0	0		171
Loans		6,783	6,783	6,783		6,640
Total Domestic | Other residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total nonperforming loans		93	93	93		102
Loans		901	901	901		1,055
Purchased mortgages		$ 236	$ 236	$ 236
Purchased residential mortgages, loan to value ratio		76.00%	76.00%	76.00%
Percentage of purchased residential mortgages that were at least 60 days delinquent		13.00%	13.00%	13.00%
Total Domestic | Overdrafts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		$ 1,580	$ 1,580	$ 1,580	$ 1,331	911	$ 1,311
Total Domestic | Margin loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans		$ 17,487	$ 17,487	$ 17,487	$ 18,388	$ 19,340	$ 19,200
Total Domestic | Margin loans | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Required daily collateral margin (in excess of)		100.00%	100.00%	100.00%
[1]	Net of unearned income of $563 million at Sept. 30, 2016 and $674 million at Dec. 31, 2015 primarily on domestic and foreign lease financings.

Goodwill and intangible asset64

Goodwill and intangible assets - Narrative (Details)	9 Months Ended
	Sep. 30, 2016reporting_unitSegment
Goodwill and Intangible Assets Disclosure [Abstract]
Number of reportable segments | Segment	3
Number of reporting units | reporting_unit	8

Goodwill and intangible asset65

Goodwill and intangible assets - Goodwill by Business Segment (Detail) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015
Goodwill [Roll Forward]
Beginning balance		$ 17,618	$ 17,869
Acquisitions/dispositions		28	(12)
Foreign currency translation		(197)	(175)
Other	[1]	0	(3)
Ending balance		17,449	17,679
Investment Management
Goodwill [Roll Forward]
Beginning balance		9,207	9,328	[2]
Acquisitions/dispositions		29	10	[2]
Foreign currency translation		(167)	(93)	[2]
Other	[1]	2	(3)	[2]
Ending balance		9,071	9,242	[2]
Investment Services
Goodwill [Roll Forward]
Beginning balance	[3]	8,366	8,471
Acquisitions/dispositions	[3]	(1)	0
Foreign currency translation	[3]	(30)	(80)
Other	[1],[3]	(4)	0
Ending balance	[3]	8,331	8,391
Other
Goodwill [Roll Forward]
Beginning balance	[3]	45	70	[2]
Acquisitions/dispositions	[3]	0	(22)	[2]
Foreign currency translation	[3]	0	(2)	[2]
Other	[1],[3]	2	0	[2]
Ending balance	[3]	$ 47	$ 46	[2]
[1]	Other changes in goodwill include purchase price adjustments and certain other reclassifications.
[2]	Includes the reclassification of goodwill associated with Meriten from Investment Management to the Other segment.
[3]	Includes the reclassification of goodwill associated with credit-related activities from the Other segment to Investment Services.

Goodwill and intangible asset66

Goodwill and intangible assets - Intangible Assets by Business Segment (Detail) - USD ($) $ in Millions	3 Months Ended				9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015		Sep. 30, 2016		Sep. 30, 2015
Intangible Assets [Roll Forward]
Beginning Balance					$ 3,842		$ 4,127
Acquisitions/dispositions					32		0
Amortization	$ (61)	$ (59)	$ (66)		(177)	[1]	(197)
Foreign currency translation					(26)		(16)
Ending Balance	3,671		3,914		3,671		3,914
Investment Management
Intangible Assets [Roll Forward]
Beginning Balance					1,807		1,911	[2]
Acquisitions/dispositions					30		9	[2]
Amortization					(60)	[1]	(73)	[2]
Foreign currency translation					(27)		(10)	[2]
Ending Balance	1,750		1,837	[2]	1,750		1,837	[2]
Investment Management | Customer contracts
Intangible Assets by Major Class [Line Items]
Impairment of Intangible Assets, Finite-lived					3
Investment Services
Intangible Assets [Roll Forward]
Beginning Balance					1,186		1,355
Acquisitions/dispositions					2		0
Amortization					(117)	[1]	(122)
Foreign currency translation					1		(5)
Ending Balance	1,072		1,228		1,072		1,228
Other
Intangible Assets [Roll Forward]
Beginning Balance					849		861	[2]
Acquisitions/dispositions					0		(9)	[2]
Amortization					0	[1]	(2)	[2]
Foreign currency translation					0		(1)	[2]
Ending Balance	$ 849		$ 849	[2]	$ 849		$ 849	[2]
[1]	Includes a $3 million impairment charge related to the write-down of the value of a customer contract intangible in the Investment Management business to its fair value
[2]	Includes the reclassification of intangible assets associated with Meriten from Investment Management to the Other segment.

Goodwill and intangible asset67

Goodwill and intangible assets - Intangible Assets by Type (Detail) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Dec. 31, 2014
Intangible Assets by Major Class [Line Items]
Gross carrying amount		$ 6,486	$ 6,558
Accumulated amortization		(2,815)	(2,716)
Net carrying amount		3,671	3,842	$ 3,914	$ 4,127
Finite-lived Intangible Assets
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[1]	3,843	3,893
Accumulated amortization	[1]	(2,815)	(2,716)
Net carrying amount	[1]	$ 1,028	1,177
Finite-lived Intangible Assets | Weighted Average
Intangible Assets by Major Class [Line Items]
Remaining weighted- average amortization period	[1]	10 years
Indefinite-lived Intangible Assets
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[2]	$ 2,643	2,665
Net carrying amount	[2]	2,643	2,665
Indefinite-lived Intangible Assets | Trade name
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[2]	1,353	1,358
Net carrying amount	[2]	1,353	1,358
Indefinite-lived Intangible Assets | Customer relationships
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[2]	1,290	1,307
Net carrying amount	[2]	1,290	1,307
Customer relationships | Finite-lived Intangible Assets
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[1]	1,547	1,593
Accumulated amortization	[1]	(1,224)	(1,235)
Net carrying amount	[1]	$ 323	358
Customer relationships | Finite-lived Intangible Assets | Weighted Average
Intangible Assets by Major Class [Line Items]
Remaining weighted- average amortization period	[1]	11 years
Customer contracts—Investment Services | Finite-lived Intangible Assets
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[1]	$ 2,258	2,260
Accumulated amortization	[1]	(1,559)	(1,450)
Net carrying amount	[1]	$ 699	810
Customer contracts—Investment Services | Finite-lived Intangible Assets | Weighted Average
Intangible Assets by Major Class [Line Items]
Remaining weighted- average amortization period	[1]	10 years
Other | Finite-lived Intangible Assets
Intangible Assets by Major Class [Line Items]
Gross carrying amount	[1]	$ 38	40
Accumulated amortization	[1]	(32)	(31)
Net carrying amount	[1]	$ 6	$ 9
Other | Finite-lived Intangible Assets | Weighted Average
Intangible Assets by Major Class [Line Items]
Remaining weighted- average amortization period	[1]	2 years
[1]	Excludes fully amortized intangible assets.
[2]	Intangible assets not subject to amortization have an indefinite life.

Goodwill and intangible asset68

Goodwill and intangible assets - Estimated Annual Amortization Expense (Detail) $ in Millions	Sep. 30, 2016USD ($)
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
2,016	$ 234
2,017	209
2,018	179
2,019	108
2,020	$ 98

Other assets (Detail)

Other assets (Detail) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Other Assets [Abstract]
Fails to deliver		$ 6,932	$ 1,494
Corporate/bank-owned life insurance		4,770	4,704
Accounts receivable		4,332	3,535
Equity in joint ventures and other investments	[1]	3,516	3,329
Software		1,411	1,355
Fair value of hedging derivatives		1,139	716
Income taxes receivable		875	1,554
Prepaid pension assets		847	727
Prepaid expenses		401	464
Due from customers on acceptances		249	258
Other		883	1,490
Total other assets		25,355	19,626
Federal Reserve Bank stock		$ 465	$ 453
[1]	Includes Federal Reserve Bank stock of $465 million and $453 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		9 Months Ended	12 Months Ended
		Sep. 30, 2016	Dec. 31, 2015
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Fair value		$ 212	$ 117
Unfunded commitments		50	59
Seed capital and other funds
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Fair value	[1]	172	83
Unfunded commitments	[1]	$ 1	$ 1
Redemption frequency	[1]	Daily-quarterly	Daily-quarterly
Private equity investments
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Fair value	[2]	$ 40	$ 34
Unfunded commitments	[2]	$ 49	$ 58
Minimum | Seed capital and other funds
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]
Redemption notice period	[1]	1 day	1 day
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]	Private equity investments primarily include Volcker Rule-compliant investments in SBICs that invest in various sectors of the economy. Private equity investments do not have redemption rights. Distributions from such investments will be received as the underlying investments in the private equity investments are liquidated.

Other assets - Qualified Afford

Other assets - Qualified Affordable Housing Project Investments (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Other Assets [Abstract]
Amortization method qualified affordable housing projects investments	$ 890			$ 890		$ 918
Qualified affordable housing project investments, commitment	366			366		$ 393
Qualified affordable housing project commitment - 2016	146			146
Qualified affordable housing project commitment - 2017	57			57
Qualified affordable housing project commitment - 2018	113			113
Qualified affordable housing project commitment - 2019	33			33
Qualified affordable housing project commitment - 2020	5			5
Qualified affordable housing project commitment - 2021 and thereafter	12			12
Tax credits and other tax benefits	39	$ 38	$ 33	115	$ 98
Amortization expense included in the provision for income taxes	$ 30	$ 28	$ 23	$ 86	$ 74

Net interest revenue (Details)

Net interest revenue (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Interest revenue
Non-margin loans	$ 218	$ 214	$ 188	$ 637	$ 540
Margin loans	67	64	53	194	154
Securities:
Taxable	434	429	453	1,307	1,360
Exempt from federal income taxes	17	18	20	53	63
Total securities	451	447	473	1,360	1,423
Deposits with banks	26	24	24	76	82
Deposits with the Federal Reserve and other central banks	37	72	43	170	131
Federal funds sold and securities purchased under resale agreements	62	56	39	167	105
Trading assets	13	13	18	43	57
Total interest revenue	874	890	838	2,647	2,492
Interest expense
Deposits	(6)	12	9	21	32
Federal funds purchased and securities sold under repurchase agreements	6	13	(1)	28	(5)
Trading liabilities	2	1	2	5	7
Other borrowed funds	1	2	2	5	7
Customer payables	3	2	1	9	5
Commercial paper	1	4	1	5	2
Long-term debt	93	89	65	267	178
Total interest expense	100	123	79	340	226
Net interest revenue	774	767	759	2,307	2,266
Provision	(19)	(9)	1	(18)	(3)
Interest Income (Expense), after Provision for Loan Loss	$ 793	$ 776	$ 758	$ 2,325	$ 2,269

Employee benefit plans - Net Pe

Employee benefit plans - Net Periodic Benefit (Credit) Cost (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Domestic pension benefits
Components of net periodic benefit cost (credit):
Service cost	$ 0	$ 0	$ 0	$ 0	$ 30
Interest cost	45	45	42	135	127
Expected return on assets	(82)	(82)	(83)	(246)	(249)
Curtailment (gain)				0	(30)
Other	17	17	26	52	83
Net periodic benefit (credit) cost	(20)	(20)	(15)	(59)	(39)
Foreign pension benefits
Components of net periodic benefit cost (credit):
Service cost	8	8	8	24	24
Interest cost	9	9	10	27	30
Expected return on assets	(13)	(13)	(13)	(39)	(39)
Curtailment (gain)				0	0
Other	4	5	6	13	18
Net periodic benefit (credit) cost	8	9	11	25	33
Health care benefits
Components of net periodic benefit cost (credit):
Service cost	1	1	1	3	3
Interest cost	2	2	2	6	6
Expected return on assets	(2)	(2)	(2)	(6)	(6)
Curtailment (gain)				0	0
Other	(1)	(1)	0	(3)	0
Net periodic benefit (credit) cost	$ 0	$ 0	$ 1	$ 0	$ 3

Restructuring charges - Narrati

Restructuring charges - Narrative (Details)	3 Months Ended	9 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2016USD ($)restructuring_program
Restructuring Cost and Reserve [Line Items]
Number of restructuring programs | restructuring_program		2
Severance
Restructuring Cost and Reserve [Line Items]
Net additional charges (recoveries)	$ 0
Utilization	1,000,000
Severance | Streamlining Actions
Restructuring Cost and Reserve [Line Items]
Utilization	4,000,000
Restructuring reserve	7,000,000	$ 7,000,000
Severance | Operational Efficiency Initiatives 2011
Restructuring Cost and Reserve [Line Items]
Restructuring reserve	$ 3,000,000	$ 3,000,000

Income taxes (Detail)

Income taxes (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Income Tax Disclosure [Abstract]
Provision (benefit) for income taxes	$ 324	$ 290	$ 282	$ 897	$ 838
Effective tax rate	24.60%		25.40%
Tax reserves	$ 144	$ 178		144
Impact on effective tax rate if tax reserves were unnecessary				144
Accrued interest, related to income taxes in the balance sheet	18			18
Additional tax expense related to interest				2	$ 4
Reasonably possible decrease in uncertain tax positions within the next 12 months, if a re-evaluation is required	$ 23			$ 23

Securitizations and variable 76

Securitizations and variable interest entities - Incremental Assets and Liabilities of Variable Interest Entities Included in Consolidated Financial Statements (Detail) - USD ($) $ in Millions	Sep. 30, 2016		Dec. 31, 2015
Variable Interest Entity [Line Items]
Nonredeemable noncontrolling interests of consolidated investment management funds	$ 500		$ 738
VIE classification of carrying amount, assets	134		190
VIE classification of carrying amount, liabilities	2		1
Noncontrolling interest in VIE	16		5
Variable Interest Entity, Primary Beneficiary
Variable Interest Entity [Line Items]
Available-for-sale	400		400
Trading assets	873		1,228
Other assets	136		173
Subtotal assets of consolidated investment management funds, at fair value	1,409		1,801
Trading liabilities	219		229
Other liabilities	389		376
Subtotal liabilities of consolidated investment management funds, at fair value	608		605
Nonredeemable noncontrolling interests of consolidated investment management funds	500		738
Variable Interest Entity, Primary Beneficiary | Investment Management funds
Variable Interest Entity [Line Items]
Available-for-sale	0		0
Trading assets	873		1,228
Other assets	136		173
Subtotal assets of consolidated investment management funds, at fair value	1,009	[1]	1,401	[2]
Trading liabilities	219		229
Other liabilities	13		17
Subtotal liabilities of consolidated investment management funds, at fair value	232	[1]	246	[2]
Nonredeemable noncontrolling interests of consolidated investment management funds	500	[1]	738	[2]
Variable Interest Entity, Primary Beneficiary | Securitizations
Variable Interest Entity [Line Items]
Available-for-sale	400		400
Trading assets	0		0
Other assets	0		0
Subtotal assets of consolidated investment management funds, at fair value	400		400
Trading liabilities	0		0
Other liabilities	376		359
Subtotal liabilities of consolidated investment management funds, at fair value	376		359
Nonredeemable noncontrolling interests of consolidated investment management funds	$ 0		$ 0
[1]	Includes VMEs with assets of $134 million, liabilities of $2 million and nonredeemable noncontrolling interests of $16 million.
[2]	Includes VMEs with assets of $190 million, liabilities of $1 million and nonredeemable noncontrolling interests of $5 million.

Securitizations and variable 77

Securitizations and variable interest entities - Non-consolidated Variable Interest Entities (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Other Assets and Liabilities, Net
Variable Interest Entity [Line Items]
Assets	$ 208	$ 189
Liabilities	0	0
Variable Interest Entity, Not Primary Beneficiary
Variable Interest Entity [Line Items]
Maximum loss exposure	$ 208	$ 189

Preferred stock - Narrative (De

Preferred stock - Narrative (Details) - $ / shares	Sep. 20, 2016	Sep. 30, 2016	Dec. 31, 2015
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)	$ 1,022.22
Preferred stock, dividend rate per normal preferred capital security (usd per share)	$ 10.2222
Depository share, portion of preferred stock share	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
Depository share, portion of preferred stock share	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
Series F Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Preferred stock redemption period following regulatory capital treatment event		90 days

Preferred stock - Summary (Deta

Preferred stock - Summary (Details) - USD ($) $ / shares in Units, $ in Millions		9 Months Ended
		Sep. 30, 2016	Dec. 31, 2015
Class of Stock [Line Items]
Total shares issued and outstanding (shares)		35,826	25,826
Carrying value	[1]	$ 3,542	$ 2,552
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		4.00%
Liquidation preference per share (usd per share)		$ 100,000
Total shares issued and outstanding (shares)		5,001	5,001
Carrying value	[1]	$ 500	$ 500
Series A Noncumulative Perpetual Preferred Stock | LIBOR
Class of Stock [Line Items]
Preferred stock, basis spread on variable rate		0.565%
Series C Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Per annum dividend rate		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		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 D Noncumulative Perpetual Preferred Stock | LIBOR
Class of Stock [Line Items]
Preferred stock, basis spread on variable rate		2.46%
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		4.95%
Liquidation preference per share (usd per share)		$ 100,000
Total shares issued and outstanding (shares)		10,000	10,000
Carrying value	[1]	$ 990	$ 990
Series E Noncumulative Perpetual Preferred Stock | LIBOR
Class of Stock [Line Items]
Preferred stock, basis spread on variable rate		3.42%
Series F Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]
Per annum dividend rate		4.625% commencing Mar. 20, 2017 to and including Sept. 20, 2026, then a floating rate equal to the three-month LIBOR plus 3.131%
Per annum dividend rate		4.625%
Liquidation preference per share (usd per share)		$ 100,000
Total shares issued and outstanding (shares)		10,000	0
Carrying value	[1]	$ 990	$ 0
Series F Noncumulative Perpetual Preferred Stock | LIBOR
Class of Stock [Line Items]
Preferred stock, basis spread on variable rate		3.131%
[1]	The carrying value of the Series C, Series D, Series E and Series F preferred stock is recorded net of issuance costs.

Other comprehensive income (l80

Other comprehensive income (loss) - Components (Details) - USD ($) $ in Millions		3 Months Ended						9 Months Ended
		Sep. 30, 2016		Jun. 30, 2016		Sep. 30, 2015		Sep. 30, 2016		Sep. 30, 2015
After-tax amount
Total other comprehensive (loss), net of tax	[1]	$ (238)		$ (175)		$ (147)		$ (208)		$ (743)
AOCI Attributable to Parent
Pre-tax amount
Total other comprehensive income (loss), Pre-tax amount		(189)		4		(122)		113		(858)
Tax (expense) benefit
Total other comprehensive income (loss), Tax (expense) benefit		(49)		(179)		(25)		(321)		115
After-tax amount
Total other comprehensive (loss), net of tax		(238)		(175)		(147)		(208)		(743)
Foreign currency translation
Pre-tax amount
Other comprehensive income (loss), Pre-tax amount		(104)	[2]	(164)	[2]	(132)	[2]	(223)	[3]	(396)	[3]
Total other comprehensive income (loss), Pre-tax amount		(104)		(164)		(132)		(223)		(396)
Tax (expense) benefit
Other comprehensive income (loss), Tax (expense) benefit		(82)	[2]	(120)	[2]	(31)	[2]	(210)	[3]	(39)	[3]
Total other comprehensive income (loss), Tax (expense) benefit		(82)		(120)		(31)		(210)		(39)
After-tax amount
Other comprehensive income (loss), After-tax amount		(186)	[2]	(284)	[2]	(163)	[2]	(433)	[3]	(435)	[3]
Total other comprehensive (loss), net of tax		(186)		(284)		(163)		(433)		(435)
Unrealized gain (loss) on assets available-for-sale
Pre-tax amount
Other comprehensive income (loss), Pre-tax amount		(87)		182		(3)		338		(300)
Reclassification adjustment, Pre-tax amount		(24)	[4]	(21)	[4]	(22)	[4]	(65)	[5]	(62)	[5]
Total other comprehensive income (loss), Pre-tax amount		(111)		161		(25)		273		(362)
Tax (expense) benefit
Other comprehensive income (loss), Tax (expense) benefit		34		(65)		10		(111)		83
Reclassification adjustment, Tax (expense) benefit		9	[4]	8	[4]	8	[4]	22	[5]	23	[5]
Total other comprehensive income (loss), Tax (expense) benefit		43		(57)		18		(89)		106
After-tax amount
Other comprehensive income (loss), After-tax amount		(53)		117		7		227		(217)
Reclassification adjustment, After-tax amount		(15)	[4]	(13)	[4]	(14)	[4]	(43)	[5]	(39)	[5]
Total other comprehensive (loss), net of tax		(68)		104		(7)		184		(256)
Defined benefit plans
Pre-tax amount
Other comprehensive income (loss), Pre-tax amount		0		0		3		3		(182)
Reclassification adjustment, Pre-tax amount		22	[4]	21	[4]	32	[4]	65	[5]	71	[5]
Total other comprehensive income (loss), Pre-tax amount		22		21		35		68		(111)
Tax (expense) benefit
Other comprehensive income (loss), Tax (expense) benefit		0		0		(1)		(1)		75
Reclassification adjustment, Tax (expense) benefit		(8)	[4]	(7)	[4]	(11)	[4]	(22)	[5]	(24)	[5]
Total other comprehensive income (loss), Tax (expense) benefit		(8)		(7)		(12)		(23)		51
After-tax amount
Other comprehensive income (loss), After-tax amount		0		0		2		2		(107)
Reclassification adjustment, After-tax amount		14	[4]	14	[4]	21	[4]	43	[5]	47	[5]
Total other comprehensive (loss), net of tax		14		14		23		45		(60)
Unrealized gain (loss) on cash flow hedges
Pre-tax amount
Other comprehensive income (loss), Pre-tax amount		(24)		(10)		(3)		(115)		0
Reclassification adjustment, Pre-tax amount		28	[4]	(4)	[4]	3	[4]	110	[5]	11	[5]
Total other comprehensive income (loss), Pre-tax amount		4		(14)		0		(5)		11
Tax (expense) benefit
Other comprehensive income (loss), Tax (expense) benefit		7		4		(6)		38		0
Reclassification adjustment, Tax (expense) benefit		(9)	[4]	1	[4]	6	[4]	(37)	[5]	(3)	[5]
Total other comprehensive income (loss), Tax (expense) benefit		(2)		5		0		1		(3)
After-tax amount
Other comprehensive income (loss), After-tax amount		(17)		(6)		(9)		(77)		0
Reclassification adjustment, After-tax amount		19	[4]	(3)	[4]	9	[4]	73	[5]	8	[5]
Total other comprehensive (loss), net of tax		$ 2		$ (9)		$ 0		$ (4)		$ 8
[1]	Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $(233) million for the quarter ended Sept. 30, 2016, $(162) million for the quarter ended June 30, 2016, $(130) million for the quarter ended Sept. 30, 2015, $(185) million for the nine months ended Sept. 30, 2016 and $(721) million for the nine months ended Sept. 30, 2015.
[2]	Includes the impact of hedges of net investments in foreign subsidiaries. See Note 16 for additional information.
[3]	Includes the impact of hedges of net investments in foreign subsidiaries. See Note 16 for additional information.
[4]	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 16 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[5]	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 16 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 - Assets

Fair value measurement - Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($) $ in Millions		Sep. 30, 2016		Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		$ 4,186		$ 4,685
Derivative liabilities		4,285		4,319
Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(12,665)	[1]	(11,115)	[2]
Netting		(12,524)	[1]	(10,869)	[2]
Fair Value, Measurements, Recurring | Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[3]	14,005		13,217
Fair Value, Measurements, Recurring | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[3]	673		793
Fair Value, Measurements, Recurring | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[3]	2,355		2,168
Fair Value, Measurements, Recurring | Total trading assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(12,665)	[1]	(11,115)	[2]
Fair Value, Measurements, Recurring | Operations
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(12,665)	[1]	(11,115)	[2]
Fair Value, Measurements, Recurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		302		192
Subtotal assets of consolidated investment management funds, at fair value		$ 18,737		$ 17,784
Percentage of assets prior to netting		19.00%		18.00%
Subtotal liabilities of consolidated investment management funds, at fair value		$ 826		$ 433
Percentage of liabilities prior to netting		4.00%		3.00%
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		$ 17,723		$ 15,723
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		14,609		12,832
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]
Total available-for-sale securities		70		35
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		3		4
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Money market funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		931	[4]	886	[5]
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		2,110		1,966
Fair Value, Measurements, Recurring | Level 1 | Total trading assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		353	[4]	1,232	[5]
Trading assets		363		1,257
Fair Value, Measurements, Recurring | Level 1 | Total other assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		302	[6]	192	[7]
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		$ 18,388		$ 17,172
Percentage of assets prior to netting		19.00%		18.00%
Fair Value, Measurements, Recurring | Level 1 | Investment management funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		$ 252		$ 455
Other assets		97		157
Subtotal assets of consolidated investment management funds, at fair value		349		612
Trading liabilities				0
Other liabilities		2		1
Subtotal liabilities of consolidated investment management funds, at fair value		2		1
Fair Value, Measurements, Recurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Loans		29		422
Other assets		1,188		778
Subtotal assets of consolidated investment management funds, at fair value		$ 80,066		$ 79,359
Percentage of assets prior to netting		81.00%		82.00%
Subtotal liabilities of consolidated investment management funds, at fair value		$ 17,580		$ 15,934
Percentage of liabilities prior to netting		96.00%		97.00%
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		$ 60,547		$ 60,144
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]
Total available-for-sale securities		301		387
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]
Total available-for-sale securities		13,935		13,182
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]
Total available-for-sale securities		3,559		4,046
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		23,508		23,501
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		673		793
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Other RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		644		1,061
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		961		1,392
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Agency commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		5,881		4,020
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | CLOs
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		2,534		2,351
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]
Total available-for-sale securities		2,203		2,893
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Corporate bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		1,638		1,752
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Other debt securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		3,002		2,775
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		245		202
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		1,463	[8]	1,789	[9]
Fair Value, Measurements, Recurring | Level 2 | Total trading assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		1,940	[4]	2,167	[5]
Trading assets		17,642		17,226
Fair Value, Measurements, Recurring | Level 2 | Total other assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		49	[6]	62	[7]
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		$ 79,406		$ 78,570
Percentage of assets prior to netting		81.00%		82.00%
Fair Value, Measurements, Recurring | Level 2 | Investment management funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		$ 621		$ 773
Other assets		39		16
Subtotal assets of consolidated investment management funds, at fair value		660		789
Trading liabilities		219		229
Other liabilities		11		16
Subtotal liabilities of consolidated investment management funds, at fair value		230		245
Not designated as hedging | Fair Value, Measurements, Recurring | Total trading assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(12,665)	[1]	(11,115)	[2]
Not designated as hedging | Fair Value, Measurements, Recurring | Total trading assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(10,408)	[1]	(8,071)	[2]
Not designated as hedging | Fair Value, Measurements, Recurring | Total trading assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(2,212)	[1]	(2,981)	[2]
Not designated as hedging | Fair Value, Measurements, Recurring | Total trading assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(45)	[1]	(63)	[2]
Not designated as hedging | Fair Value, Measurements, Recurring | Level 1 | Total trading assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		10		25
Not designated as hedging | Fair Value, Measurements, Recurring | Level 1 | Total trading assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		7		10
Not designated as hedging | Fair Value, Measurements, Recurring | Level 1 | Total trading assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		3		15
Not designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total trading assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		15,702		15,059
Not designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total trading assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		12,353		10,034
Not designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total trading assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		3,289		4,905
Not designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total trading assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		60		120
Designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total other assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		1,139		716
Designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total other assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		764		497
Designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total other assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		375		219
Parent Company | Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(12,524)	[1]	(10,869)	[2]
Parent Company | Fair Value, Measurements, Recurring | Total trading liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(12,524)	[1]	(10,869)	[2]
Parent Company | Fair Value, Measurements, Recurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Subtotal liabilities of consolidated investment management funds, at fair value		$ 824		$ 432
Percentage of liabilities prior to netting		5.00%		3.00%
Parent Company | Fair Value, Measurements, Recurring | Level 1 | Total trading liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		$ 800		$ 422
Trading liabilities		824		432
Parent Company | Fair Value, Measurements, Recurring | Level 1 | Total other liabilities - derivative liabilities designated as hedging
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total other liabilities - derivative liabilities designated as hedging		0
Parent Company | Fair Value, Measurements, Recurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Long-term debt		376	[4]	359	[5]
Subtotal liabilities of consolidated investment management funds, at fair value		$ 17,350		$ 15,689
Percentage of liabilities prior to netting		95.00%		97.00%
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Total trading liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		$ 189		$ 152
Trading liabilities		15,854		14,938
Parent Company | Fair Value, Measurements, Recurring | Level 2 | Total other liabilities - derivative liabilities designated as hedging
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total other liabilities - derivative liabilities designated as hedging		1,120
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(12,524)	[1]	(10,869)	[2]
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(10,541)	[1]	(8,235)	[2]
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(1,936)	[1]	(2,567)	[2]
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting		(47)	[1]	(67)	[2]
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Level 1 | Total trading liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		24		10
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Level 1 | Total trading liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		24		5
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Level 1 | Total trading liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		0		5
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total trading liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		15,665		14,786
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total trading liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		12,308		9,957
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total trading liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		3,235		4,682
Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total trading liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		122		147
Parent Company | Designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total other liabilities - derivative liabilities designated as hedging
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				392
Parent Company | Designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total other liabilities - derivative liabilities designated as hedging | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		1,077		372
Parent Company | Designated as hedging | Fair Value, Measurements, Recurring | Level 2 | Total other liabilities - derivative liabilities designated as hedging | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		43		20
Carrying Amount
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Loans		64,072		61,267
Other assets		6,017		7,633
Subtotal assets of consolidated investment management funds, at fair value		240,443		264,934
Long-term debt		23,998		21,188
Carrying Amount | Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Loans		29		422
Other assets		1,702		1,087
Subtotal assets of consolidated investment management funds, at fair value		86,350		86,145
Subtotal liabilities of consolidated investment management funds, at fair value		5,882		5,498
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		78,270		75,867
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		14,609		12,832
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]
Total available-for-sale securities		301		387
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]
Total available-for-sale securities		14,005		13,217
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]
Total available-for-sale securities		3,559		4,046
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		23,508		23,501
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		673		793
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Other RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		644		1,061
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		961		1,392
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Agency commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		5,881		4,020
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | CLOs
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		2,534		2,351
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]
Total available-for-sale securities		2,203		2,893
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		3		4
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Money market funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		931	[4]	886	[5]
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Corporate bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		1,638		1,752
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Other debt securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		3,002		2,775
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		2,355		2,168
Carrying Amount | Fair Value, Measurements, Recurring | Securities available-for-sale | Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities		1,463	[8]	1,789	[9]
Carrying Amount | Fair Value, Measurements, Recurring | Total trading assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		2,293	[4]	3,399	[5]
Trading assets		5,340		7,368
Carrying Amount | Fair Value, Measurements, Recurring | Total other assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Other assets		351	[6]	254	[7]
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		212	[6]	117	[7]
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		85,341		84,744
Carrying Amount | Fair Value, Measurements, Recurring | Investment management funds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		873		1,228
Other assets		136		173
Subtotal assets of consolidated investment management funds, at fair value		1,009		1,401
Trading liabilities		219		229
Other liabilities		13		17
Subtotal liabilities of consolidated investment management funds, at fair value		232		246
Carrying Amount | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		3,047		3,969
Carrying Amount | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		1,952		1,973
Carrying Amount | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		1,077		1,924
Carrying Amount | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading assets | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		18		72
Carrying Amount | Designated as hedging | Fair Value, Measurements, Recurring | Total other assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		1,139		716
Carrying Amount | Designated as hedging | Fair Value, Measurements, Recurring | Total other assets | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		764		497
Carrying Amount | Designated as hedging | Fair Value, Measurements, Recurring | Total other assets | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative assets		375		219
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Long-term debt		376	[4]	359	[5]
Subtotal liabilities of consolidated investment management funds, at fair value		5,650		5,252
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Total trading liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Debt and equity instruments		989		574
Trading liabilities		4,154		4,501
Carrying Amount | Parent Company | Fair Value, Measurements, Recurring | Total other liabilities - derivative liabilities designated as hedging
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total other liabilities - derivative liabilities designated as hedging		1,120
Carrying Amount | Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		3,165		3,927
Carrying Amount | Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading liabilities | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		1,791		1,727
Carrying Amount | Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading liabilities | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		1,299		2,115
Carrying Amount | Parent Company | Not designated as hedging | Fair Value, Measurements, Recurring | Total trading liabilities | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		75		85
Carrying Amount | Parent Company | Designated as hedging | Fair Value, Measurements, Recurring | Total other liabilities - derivative liabilities designated as hedging
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities				392
Carrying Amount | Parent Company | Designated as hedging | Fair Value, Measurements, Recurring | Total other liabilities - derivative liabilities designated as hedging | Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		1,077		372
Carrying Amount | Parent Company | Designated as hedging | Fair Value, Measurements, Recurring | Total other liabilities - derivative liabilities designated as hedging | Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative liabilities		$ 43		$ 20
[1]	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.
[2]	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.
[3]	At Sept. 30, 2016 and Dec. 31, 2015, 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.
[4]	Includes certain interests in securitizations.
[5]	Includes certain interests in securitizations.
[6]	Includes private equity investments and seed capital.
[7]	Includes private equity investments and seed capital.
[8]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[9]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

Fair value measurement - Detail

Fair value measurement - Details of Certain Items Measured at Fair Value on Recurring Basis (Details) - Fair Value, Measurements, Recurring - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 673	$ 793
Non-agency RMBS | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	59	66
Non-agency RMBS | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	101	115
Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	194	234
Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 319	$ 378
Non-agency RMBS | AAA/ AA-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		9.00%	8.00%
Non-agency RMBS | AAA/ AA- | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		24.00%	19.00%
Non-agency RMBS | AAA/ AA- | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		5.00%	4.00%
Non-agency RMBS | A/ A-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		3.00%	4.00%
Non-agency RMBS | A/ A- | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		4.00%	9.00%
Non-agency RMBS | A/ A- | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		3.00%	4.00%
Non-agency RMBS | BBB/ BBB-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		14.00%	16.00%
Non-agency RMBS | BBB/ BBB- | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings			0.00%
Non-agency RMBS | BBB/ BBB- | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		9.00%	13.00%
Non-agency RMBS | BBB/ BBB- | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		25.00%	26.00%
Non-agency RMBS | BB and lower
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		74.00%	72.00%
Non-agency RMBS | BB and lower | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Non-agency RMBS | BB and lower | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Non-agency RMBS | BB and lower | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		63.00%	59.00%
Non-agency RMBS | BB and lower | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		67.00%	66.00%
Commercial MBS | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 910	$ 1,330
Commercial MBS | 2007 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	258	304
Commercial MBS | 2006 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	6	384
Commercial MBS | 2009-2016 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	632	626
Commercial MBS | 2008 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 14	$ 16
Commercial MBS | AAA/ AA- | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		81.00%	76.00%
Commercial MBS | AAA/ AA- | 2007 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		75.00%	62.00%
Commercial MBS | AAA/ AA- | 2006 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		96.00%	76.00%
Commercial MBS | AAA/ AA- | 2009-2016 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		83.00%	83.00%
Commercial MBS | AAA/ AA- | 2008 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Commercial MBS | A/ A- | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		19.00%	20.00%
Commercial MBS | A/ A- | 2007 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		25.00%	22.00%
Commercial MBS | A/ A- | 2006 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		4.00%	24.00%
Commercial MBS | A/ A- | 2009-2016 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		17.00%	17.00%
Commercial MBS | A/ A- | 2008 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings			0.00%
Commercial MBS | BBB/ BBB- | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		0.00%	4.00%
Commercial MBS | BBB/ BBB- | 2007 | Total Domestic
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		0.00%	16.00%
Foreign covered bonds
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 2,355	$ 2,168
Foreign covered bonds | Canada
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	1,460	1,014
Foreign covered bonds | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	323	363
Foreign covered bonds | Norway
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	181	191
Foreign covered bonds | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 391	$ 600
Foreign covered bonds | AAA/ AA-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Foreign covered bonds | AAA/ AA- | Canada
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Foreign covered bonds | AAA/ AA- | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Foreign covered bonds | AAA/ AA- | Norway
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Foreign covered bonds | AAA/ AA- | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Total European floating rate notes - available-for-sale | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 695	$ 1,123
Total European floating rate notes - available-for-sale | Securities available-for-sale | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	494	780
Total European floating rate notes - available-for-sale | Securities available-for-sale | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	139	222
Total European floating rate notes - available-for-sale | Securities available-for-sale | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 62	$ 121
Total European floating rate notes - available-for-sale | AAA/ AA- | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		85.00%	79.00%
Total European floating rate notes - available-for-sale | AAA/ AA- | Securities available-for-sale | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		91.00%	85.00%
Total European floating rate notes - available-for-sale | AAA/ AA- | Securities available-for-sale | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Total European floating rate notes - available-for-sale | AAA/ AA- | Securities available-for-sale | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings			0.00%
Total European floating rate notes - available-for-sale | A/ A- | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		6.00%	15.00%
Total European floating rate notes - available-for-sale | A/ A- | Securities available-for-sale | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		9.00%	15.00%
Total European floating rate notes - available-for-sale | A/ A- | Securities available-for-sale | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		0.00%	45.00%
Total European floating rate notes - available-for-sale | BBB/ BBB- | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		9.00%	6.00%
Total European floating rate notes - available-for-sale | BBB/ BBB- | Securities available-for-sale | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	55.00%
Total European floating rate notes - available-for-sale | BB and lower | Securities available-for-sale
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		0.00%	0.00%
Total European floating rate notes - available-for-sale | BB and lower | Securities available-for-sale | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		0.00%	0.00%
Sovereign debt/sovereign guaranteed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	$ 14,005	$ 13,217
Sovereign debt/sovereign guaranteed | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	3,413	2,941
Sovereign debt/sovereign guaranteed | France
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	2,151	2,008
Sovereign debt/sovereign guaranteed | Spain
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	2,030	1,955
Sovereign debt/sovereign guaranteed | Germany
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	1,889	1,683
Sovereign debt/sovereign guaranteed | Italy
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	1,335	1,398
Sovereign debt/sovereign guaranteed | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	1,087	1,055
Sovereign debt/sovereign guaranteed | Belgium
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	975	1,108
Sovereign debt/sovereign guaranteed | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1]	791	772
Sovereign debt/sovereign guaranteed | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1],[2]	334	297
Sovereign debt/sovereign guaranteed | Brazil
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1],[2]	$ 71	$ 95
Sovereign debt/sovereign guaranteed | AAA/ AA-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		70.00%	68.00%
Sovereign debt/sovereign guaranteed | AAA/ AA- | United Kingdom
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Sovereign debt/sovereign guaranteed | AAA/ AA- | France
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Sovereign debt/sovereign guaranteed | AAA/ AA- | Germany
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Sovereign debt/sovereign guaranteed | AAA/ AA- | Italy
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings			0.00%
Sovereign debt/sovereign guaranteed | AAA/ AA- | Netherlands
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Sovereign debt/sovereign guaranteed | AAA/ AA- | Belgium
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Sovereign debt/sovereign guaranteed | AAA/ AA- | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[2]	79.00%	68.00%
Sovereign debt/sovereign guaranteed | A/ A-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		5.00%
Sovereign debt/sovereign guaranteed | A/ A- | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%
Sovereign debt/sovereign guaranteed | BBB/ BBB-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		24.00%	32.00%
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Spain
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Germany
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings			0.00%
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Italy
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		100.00%	100.00%
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Ireland
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		0.00%	100.00%
Sovereign debt/sovereign guaranteed | BBB/ BBB- | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[2]	0.00%	32.00%
Sovereign debt/sovereign guaranteed | BB and lower
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings		1.00%
Sovereign debt/sovereign guaranteed | BB and lower | Other
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[2]	21.00%
Non-agency RMBS
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1],[3]	$ 1,463	$ 1,789
Non-agency RMBS | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1],[3]	411	502
Non-agency RMBS | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1],[3]	418	530
Non-agency RMBS | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1],[3]	483	580
Non-agency RMBS | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Total available-for-sale securities	[1],[3]	$ 151	$ 177
Non-agency RMBS | AAA/ AA-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	0.00%
Non-agency RMBS | AAA/ AA- | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	2.00%
Non-agency RMBS | A/ A-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	1.00%	1.00%
Non-agency RMBS | A/ A- | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	0.00%	1.00%
Non-agency RMBS | A/ A- | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	2.00%	2.00%
Non-agency RMBS | A/ A- | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	2.00%	3.00%
Non-agency RMBS | BBB/ BBB-
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	1.00%	1.00%
Non-agency RMBS | BBB/ BBB- | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	0.00%	0.00%
Non-agency RMBS | BBB/ BBB- | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	1.00%	1.00%
Non-agency RMBS | BBB/ BBB- | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	9.00%	9.00%
Non-agency RMBS | BB and lower
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	98.00%	98.00%
Non-agency RMBS | BB and lower | 2007
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	100.00%	100.00%
Non-agency RMBS | BB and lower | 2006
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	100.00%	99.00%
Non-agency RMBS | BB and lower | 2005
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	97.00%	97.00%
Non-agency RMBS | BB and lower | 2004 and earlier
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Ratings	[3]	87.00%	88.00%
[1]	At Sept. 30, 2016 and Dec. 31, 2015, 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 $71 million of noninvestment grade sovereign debt at Sept. 30, 2016 and $95 million of investment grade sovereign debt at Dec. 31, 2015 related to Brazil.
[3]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

Fair value measurement - Signif

Fair value measurement - Significant Unobservable Inputs (Details) - USD ($) $ in Millions		3 Months Ended				9 Months Ended
		Sep. 30, 2016		Sep. 30, 2015		Sep. 30, 2016		Sep. 30, 2015
Fair value measurements for liabilities using significant unobservable inputs
Change in unrealized (gains) or losses for the period included in earnings for liabilities held at the end of the reporting period	[1]			$ 0
Total other assets
Fair value measurements for assets using significant unobservable inputs
Ending balance				0				$ 0
Total Assets
Fair value measurements for assets using significant unobservable inputs
Beginning balance		$ 101		40		$ 0		55
Transfers into Level 3		0				19
Transfers out of Level 3				0				(3)
Total gains or (losses) for the period included in earnings (or changes in net assets)		0	[2]	10		2	[3]	9
Purchases						113		3
Issuances		1				1
Sales		(102)		(38)		(135)		(48)
Settlements				(1)				(5)
Ending balance		0		11		0		11
Change in unrealized gains or (losses) for the period included in earnings for assets held at the end of the reporting period		$ 0		0		$ 0		0
State and political subdivisions | Securities available-for-sale
Fair value measurements for assets using significant unobservable inputs
Beginning balance				11				11
Transfers out of Level 3				0				0
Total gains or (losses) for the period included in earnings (or changes in net assets)				0	[4]			0	[5]
Sales				0
Settlements				0
Ending balance				11				11
Derivative assets
Fair value measurements for assets using significant unobservable inputs
Change in unrealized gains or (losses) for the period included in earnings for assets held at the end of the reporting period				0	[6]			0	[7]
Derivative assets | Total trading assets
Fair value measurements for assets using significant unobservable inputs
Beginning balance				1	[6]			9	[7]
Transfers out of Level 3				0	[6]			(3)	[7]
Total gains or (losses) for the period included in earnings (or changes in net assets)				0	[6],[8]			(1)	[7],[9]
Settlements				(1)	[6]			(5)	[7]
Ending balance	[6],[7]			0				0
Total other assets
Fair value measurements for assets using significant unobservable inputs
Beginning balance				28				35
Total gains or (losses) for the period included in earnings (or changes in net assets)				10	[10]			10	[11]
Purchases								3
Sales				(38)				(48)
Ending balance				0				0
Change in unrealized gains or (losses) for the period included in earnings for assets held at the end of the reporting period				0				0
Derivative liabilities | Total trading liabilities
Fair value measurements for liabilities using significant unobservable inputs
Beginning balance				1	[1]			9	[12]
Transfers out of Level 3				0	[1]			(3)	[12]
Total (gains) or losses for the period included in earnings				0	[1],[13]			(1)	[12],[14]
Settlements				(1)	[1]			(5)	[12]
Ending balance	[1],[12]			$ 0				0
Change in unrealized (gains) or losses for the period included in earnings for liabilities held at the end of the reporting period	[12]							$ 0
[1]	(a)Derivative liabilities are reported on a gross basis.
[2]	Reported in investment and other income.
[3]	Reported in investment and other income.
[4]	(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).
[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]	(a)Derivative assets are reported on a gross basis.
[7]	Derivative assets are reported on a gross basis.
[8]	(c)Reported in foreign exchange and other trading revenue.
[9]	Reported in foreign exchange and other trading revenue.
[10]	(d)Reported in investment and other income.
[11]	Reported in investment and other income.
[12]	Derivative liabilities are reported on a gross basis.
[13]	(b)Reported in foreign exchange and other trading revenue.
[14]	Reported in foreign exchange and other trading revenue.

Fair value measurement - Asse84

Fair value measurement - Assets Measured at Fair Value on Nonrecurring Basis (Details) - USD ($) $ in Millions		3 Months Ended
		Sep. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Change in fair value of loans of underlying collateral		$ (1)	$ (1)
Measured at fair value on a nonrecurring basis
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	[1]	94	271
Other assets	[2]	5	6
Subtotal assets of consolidated investment management funds, at fair value		99	277
Level 1 | Measured at fair value on a nonrecurring basis
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	[1]	0	0
Other assets	[2]	0	0
Subtotal assets of consolidated investment management funds, at fair value		0	0
Level 2 | Measured at fair value on a nonrecurring basis
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	[1]	87	97
Other assets	[2]	5	6
Subtotal assets of consolidated investment management funds, at fair value		92	103
Level 3 | Measured at fair value on a nonrecurring basis
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	[1]	7	174
Other assets	[2]	0	0
Subtotal assets of consolidated investment management funds, at fair value		$ 7	$ 174
[1]	During the quarters ended Sept. 30, 2016 and Dec. 31, 2015, the fair value of these loans decreased $1 million and $1 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.

Fair value measurement - Carryi

Fair value measurement - Carrying Amount and Fair Value of Financial Instruments (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Estimated Fair Value
Assets:
Interest-bearing deposits with the Federal Reserve and other central banks	$ 80,359	$ 113,203
Interest-bearing deposits with banks	14,420	15,150
Federal funds sold and securities purchased under resale agreements	34,851	24,373
Securities held-to-maturity	41,387	43,204
Loans	64,360	61,421
Other financial assets	6,017	7,633
Subtotal assets of consolidated investment management funds, at fair value	241,394	264,984
Liabilities:
Noninterest-bearing deposits	105,632	96,277
Interest-bearing deposits	154,591	182,410
Federal funds purchased and securities sold under repurchase agreements	8,052	15,002
Payables to customers and broker-dealers	21,162	21,900
Borrowings	1,137	698
Long-term debt	24,690	21,494
Total liabilities	315,264	337,781
Estimated Fair Value | Level 1
Assets:
Securities held-to-maturity	11,400	11,376
Other financial assets	4,957	6,537
Subtotal assets of consolidated investment management funds, at fair value	16,357	17,913
Estimated Fair Value | Level 2
Assets:
Interest-bearing deposits with the Federal Reserve and other central banks	80,359	113,203
Interest-bearing deposits with banks	14,420	15,150
Federal funds sold and securities purchased under resale agreements	34,851	24,373
Securities held-to-maturity	29,987	31,828
Loans	64,360	61,421
Other financial assets	1,060	1,096
Subtotal assets of consolidated investment management funds, at fair value	225,037	247,071
Liabilities:
Noninterest-bearing deposits	105,632	96,277
Interest-bearing deposits	154,591	182,410
Federal funds purchased and securities sold under repurchase agreements	8,052	15,002
Payables to customers and broker-dealers	21,162	21,900
Borrowings	1,137	698
Long-term debt	24,690	21,494
Total liabilities	315,264	337,781
Carrying Amount
Assets:
Interest-bearing deposits with the Federal Reserve and other central banks	80,359	113,203
Interest-bearing deposits with banks	14,416	15,146
Federal funds sold and securities purchased under resale agreements	34,851	24,373
Securities held-to-maturity	40,728	43,312
Loans	64,072	61,267
Other financial assets	6,017	7,633
Subtotal assets of consolidated investment management funds, at fair value	240,443	264,934
Liabilities:
Noninterest-bearing deposits	105,632	96,277
Interest-bearing deposits	155,746	183,333
Federal funds purchased and securities sold under repurchase agreements	8,052	15,002
Payables to customers and broker-dealers	21,162	21,900
Borrowings	1,137	698
Long-term debt	23,998	21,188
Total liabilities	$ 315,727	$ 338,398

Fair value measurement - Summar

Fair value measurement - Summary of Carrying Amount of Hedged Financial Instruments, Related Notional Amount of Hedge and Estimated Fair Value of Derivatives (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Securities available-for-sale
Derivative [Line Items]
Carrying amount	$ 8,717	$ 7,978
Notional amount of hedge	8,016	7,918
Unrealized Gain	0	16
Unrealized (Loss)	(1,034)	(359)
Long-term debt
Derivative [Line Items]
Carrying amount	20,645	18,231
Notional amount of hedge	19,950	17,850
Unrealized Gain	761	479
Unrealized (Loss)	$ (43)	$ (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, 2016	Dec. 31, 2015
Assets of consolidated investment management funds:
Trading assets	$ 873	$ 1,228
Other assets	136	173
Subtotal assets of consolidated investment management funds, at fair value	1,009	1,401
Liabilities of consolidated investment management funds:
Trading liabilities	219	229
Other liabilities	13	17
Subtotal liabilities of consolidated investment management funds, at fair value	$ 232	$ 246

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 (Details) - USD ($) $ in Millions		3 Months Ended			9 Months Ended
		Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Investment and other income | Loans Receivable
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in the fair value	[1]	$ (1)	$ 5	$ 6	$ 13	$ 5
Foreign exchange and other trading revenue | Long-term debt
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in the fair value	[1]	$ 2	$ (6)	$ (11)	$ (17)	$ (15)
[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 - Narrative (

Fair value option - Narrative (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans receivable, carrying amount	$ 29	$ 419
Loans, fair value	29	422
Long-term debt, carrying amount	240
Operations
Fair Value, Option, Quantitative Disclosures [Line Items]
Long-term debt, fair value	$ 376	$ 359

Derivative instruments - Narrat

Derivative instruments - Narrative (Details) - USD ($)	Sep. 30, 2016	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Counterparty default losses, amount		$ 0	$ 0
Non-derivative financial instruments designated as hedges of net investments in foreign subsidiaries were all long-term liabilities of BNY Mellon in various currencies	$ 432,000,000
Value-at-risk methodology assumed holding period for instruments				1 day
Value-at-risk methodology confidence level percentage				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	176,000,000	176,000,000		$ 176,000,000
Securities available-for-sale
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Hedged financial instruments	7,900,000,000	7,900,000,000		7,900,000,000
Hedged financial instruments, notional amount of derivative	8,016,000,000	8,016,000,000		8,016,000,000	$ 7,918,000,000
Long-term debt
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Hedged financial instruments	20,000,000,000	20,000,000,000		20,000,000,000
Hedged financial instruments, notional amount of derivative	19,950,000,000	19,950,000,000		$ 19,950,000,000	$ 17,850,000,000
Interest rate swap | Securities available-for-sale
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Original maturities, maximum, of hedged instruments				30 years
Hedged financial instruments, notional amount of derivative	8,000,000,000	8,000,000,000		$ 8,000,000,000
Interest rate swap | Long-term debt
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Original maturities, maximum, of hedged instruments				30 years
Hedged financial instruments, notional amount of derivative	20,000,000,000	20,000,000,000		$ 20,000,000,000
Original maturities, minimum, of hedged instruments				5 years
Foreign exchange contracts | Cash flow hedges
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Pretax loss recorded in accumulated other comprehensive income				$ 5,000,000
Foreign exchange contracts | Net Investment Hedging
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Hedged financial instruments, notional amount of derivative	7,100,000,000	7,100,000,000		$ 7,100,000,000
Foreign exchange contracts | Maximum | Net Investment Hedging
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Hedging derivatives, maturities, maximum				2 years
Foreign exchange contracts | Forecasted Foreign Currency | Cash flow hedges
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Original maturities, maximum, of hedged instruments				9 months
Hedged financial instruments, notional amount of derivative	$ 434,000,000	$ 434,000,000		$ 434,000,000
Foreign exchange contracts | Forecasted Foreign Currency | Maximum | Cash flow hedges
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Hedging derivatives, maturities, maximum				9 months

Derivative instruments - Ineffe

Derivative instruments - Ineffectiveness Related to Derivatives and Hedging Relationships Recorded in Income (Details) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships		$ (28.4)	$ (2)
Other
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships	[1]	0	0
Fair value hedges of securities
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships		(19.4)	2.8
Fair value hedges of long-term debt
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships		(9)	(4.8)
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Ineffectiveness related to derivatives and hedging relationships		$ 0	$ 0
[1]	Includes ineffectiveness recorded on foreign exchange hedges.

Derivative instruments - Impact

Derivative instruments - Impact of Derivative Instruments on Balance Sheet (Details) - USD ($) $ in Millions		Sep. 30, 2016		Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Asset derivatives fair value	[1]	$ 16,851		$ 15,800
Asset derivatives fair value, effect of master netting agreements	[2]	(12,665)	[3]	(11,115)	[4]
Total derivatives, Net assets recognized on the balance sheet		4,186		4,685
Liability derivatives fair value	[1]	16,809		15,188
Liability derivatives fair value, effect of master netting agreements	[2]	(12,524)	[5]	(10,869)	[6]
Total derivatives, Net liabilities recognized on the balance sheet		4,285		4,319
Master netting agreements, cash collateral received		920		792
Master netting agreements, cash collateral paid		779		546
Interest rate contracts
Derivatives, Fair Value [Line Items]
Asset derivatives fair value, effect of master netting agreements		(10,408)	[3]	(8,071)	[4]
Liability derivatives fair value, effect of master netting agreements		(10,541)	[5]	(8,235)	[6]
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Asset derivatives fair value, effect of master netting agreements		(2,212)	[3]	(2,981)	[4]
Liability derivatives fair value, effect of master netting agreements		(1,936)	[5]	(2,567)	[6]
Equity contracts
Derivatives, Fair Value [Line Items]
Asset derivatives fair value, effect of master netting agreements		(45)	[3]	(63)	[4]
Liability derivatives fair value, effect of master netting agreements		(47)	[5]	(67)	[6]
Designated as hedging
Derivatives, Fair Value [Line Items]
Asset derivatives fair value	[7]	1,139		716
Liability derivatives fair value	[7]	1,120		392
Designated as hedging | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional value	[7]	27,966		25,768
Asset derivatives fair value	[7]	764		497
Liability derivatives fair value	[7]	1,077		372
Designated as hedging | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional value	[7]	7,493		6,839
Asset derivatives fair value	[7]	375		219
Liability derivatives fair value	[7]	43		20
Not designated as hedging
Derivatives, Fair Value [Line Items]
Asset derivatives fair value	[8]	15,712		15,084
Liability derivatives fair value	[8]	15,689		14,796
Not designated as hedging | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional value	[8]	401,827		519,428
Asset derivatives fair value	[8]	12,360		10,044
Liability derivatives fair value	[8]	12,332		9,962
Not designated as hedging | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional value	[8]	589,769		576,253
Asset derivatives fair value	[8]	3,289		4,905
Liability derivatives fair value	[8]	3,235		4,682
Not designated as hedging | Equity contracts
Derivatives, Fair Value [Line Items]
Notional value	[8]	1,247		1,923
Asset derivatives fair value	[8]	62		127
Liability derivatives fair value	[8]	120		151
Not designated as hedging | Credit contracts
Derivatives, Fair Value [Line Items]
Notional value	[8]	178		319
Asset derivatives fair value	[8]	1		8
Liability derivatives fair value	[8]	$ 2		$ 1
[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 $920 million and $779 million, respectively, at Sept. 30, 2016, and $792 million and $546 million, respectively, at Dec. 31, 2015.
[3]	Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC 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 OTC 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 OTC 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 OTC 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 - Impa93

Derivative instruments - Impact of Derivative Instruments on Income Statement (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Fair value hedging | Interest rate contracts | Net interest revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in income on derivatives	$ (174)	$ (123)	$ (93)	$ (445)	$ 10
Gain or (loss) recognized in hedged item	168	115	87	417	(12)
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	(24)	(10)	(3)	(115)	0
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	(28)	4	(3)	(110)	(11)
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 | Net interest revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	(6)	(15)	0	(16)	(1)
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 | Net interest revenue | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	(7)	(15)	0	(16)	(1)
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	0	0	0
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 | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	0	0	0	0	0
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)	(19)	19	0	(89)	9
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 | Trading revenue | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	(19)	19	0	(89)	9
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)	0	(3)	(5)	(19)
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 | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	2	(14)	(3)	(10)	(8)
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)	0	0	1	0	1
Net Investment Hedging | Foreign exchange contracts | Net interest revenue | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest
Derivative Instruments, Gain (Loss) [Line Items]
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	47	331	213	320	326
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	$ 0	$ 0

Derivative instruments - Revenu

Derivative instruments - Revenue from Foreign Exchange and Other Trading (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Foreign exchange	$ 175	$ 166	$ 180	$ 512	$ 578
Other trading revenue (loss)	8	16	(1)	28	17
Total foreign exchange and other trading revenue	$ 183	$ 182	$ 179	$ 540	$ 595

Derivative instruments - Fair V

Derivative instruments - Fair Value of Derivative Contracts Falling under Early Termination Provisions in Net Liability Position (Details) $ in Millions	Sep. 30, 2016USD ($)	[1]
A3 | A-
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	$ 48
Baa2 | BBB
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	782
Ba1 | BB plus
Credit Derivatives [Line Items]
Potential close-out exposures (fair value)	$ 2,813
[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, 2016		Dec. 31, 2015
Derivative Asset [Abstract]
Derivatives subject to netting arrangements, Gross assets recognized		$ 14,775		$ 13,658
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet	[1]	12,665	[2]	11,115	[3]
Derivatives subject to netting arrangements, Net assets recognized on the balance sheet		2,110		2,543
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments		595		495
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral received		0		0
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		1,515		2,048
Total derivatives not subject to netting arrangements		2,076		2,142
Total derivatives, Gross assets recognized	[4]	16,851		15,800
Total derivatives, Net assets recognized on the balance sheet		4,186		4,685
Total derivatives, Net amount		3,591		4,190
Reverse repurchase agreements, Gross assets recognized		27,955		17,088
Reverse repurchase agreements, Gross amounts offset in the balance sheet		1,640	[2],[5]	357	[3],[6]
Reverse repurchase agreements, Net assets recognized on the balance sheet		26,315		16,731
Reverse repurchase agreements, Gross amounts not offset in the balance sheet, Financial instruments		26,240		16,726
Reverse repurchase agreements, Gross amounts not offset in the balance sheet, Cash collateral received		0		0
Reverse repurchase agreements, Net amount		75		5
Securities borrowing, Gross assets recognized		8,536		7,630
Securities borrowing, Net assets recognized on the balance sheet		8,536		7,630
Securities borrowing, Gross amounts not offset in the balance sheet, Financial instruments		8,307		7,373
Securities borrowing, Net amount		229		257
Total, Gross assets recognized		53,342		40,518
Total, Gross amounts offset in the balance sheet		14,305	[2]	11,472	[3]
Total, Net assets recognized on the balance sheet		39,037		29,046
Total, Gross amounts not offset in the balance sheet, Financial instruments		35,142		24,594
Total, Gross amounts not offset in the balance sheet, Cash collateral received		0		0
Total, Net amount		3,895		4,452
Derivative Liability [Abstract]
Derivatives subject to netting arrangements, Gross liabilities recognized		16,034		13,742
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet	[1]	12,524	[7]	10,869	[8]
Derivatives subject to netting arrangements, Net liabilities recognized on the balance sheet		3,510		2,873
Derivatives subject to netting arrangements, Gross amounts not offset in the balance sheet, Financial instruments		2,829		2,140
Derivatives subject to netting arrangements, Gross amounts not offset in the balance sheet, Cash collateral pledged		0		0
Derivatives subject to netting arrangements, Net amount		681		733
Total derivatives not subject to netting arrangements		775		1,446
Total derivatives, Gross liabilities recognized	[4]	16,809		15,188
Total derivatives, Net liabilities recognized on the balance sheet		4,285		4,319
Total derivatives, Net amount		1,456		2,179
Repurchase agreements, Gross liabilities recognized		7,868		7,737
Repurchase agreements, Gross amounts offset in the balance sheet		1,640	[7],[9]	357	[8],[10]
Repurchase agreements, Net liabilities recognized on the balance sheet		6,228		7,380
Repurchase agreements, Gross amounts not offset in the balance sheet, Financial instruments		6,226		7,380
Repurchase agreements, Gross amounts not offset in the balance sheet, Cash collateral pledged		0		0
Repurchase agreements, Net amount		2		0
Securities lending, Gross liabilities recognized		1,507		1,801
Securities lending, Net liabilities recognized on the balance sheet		1,507		1,801
Securities lending, Gross amounts not offset in the balance sheet, Financial instruments		1,443		1,727
Securities lending, Net amount		64		74
Total, Gross liabilities recognized		26,184		24,726
Total, Gross amounts offset in the balance sheet		14,164	[7]	11,226	[8]
Total, Net liabilities recognized on the balance sheet		12,020		13,500
Total, Gross amounts not offset in the balance sheet, Financial instruments		10,498		11,247
Total, Gross amounts not offset in the balance sheet, Cash collateral pledged		0		0
Total, Net amount		1,522		2,253
Interest rate contracts
Derivative Asset [Abstract]
Derivatives subject to netting arrangements, Gross assets recognized		11,962		9,554
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet		10,408	[2]	8,071	[3]
Derivatives subject to netting arrangements, Net assets recognized on the balance sheet		1,554		1,483
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments		493		432
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral received		0		0
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		1,061		1,051
Derivative Liability [Abstract]
Derivatives subject to netting arrangements, Gross liabilities recognized		13,217		10,188
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet		10,541	[7]	8,235	[8]
Derivatives subject to netting arrangements, Net liabilities recognized on the balance sheet		2,676		1,953
Derivatives subject to netting arrangements, Gross amounts not offset in the balance sheet, Financial instruments		2,524		1,795
Derivatives subject to netting arrangements, Gross amounts not offset in the balance sheet, Cash collateral pledged		0		0
Derivatives subject to netting arrangements, Net amount		152		158
Foreign exchange contracts
Derivative Asset [Abstract]
Derivatives subject to netting arrangements, Gross assets recognized		2,753		3,981
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet		2,212	[2]	2,981	[3]
Derivatives subject to netting arrangements, Net assets recognized on the balance sheet		541		1,000
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments		102		63
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral received		0		0
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		439		937
Derivative Liability [Abstract]
Derivatives subject to netting arrangements, Gross liabilities recognized		2,706		3,409
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet		1,936	[7]	2,567	[8]
Derivatives subject to netting arrangements, Net liabilities recognized on the balance sheet		770		842
Derivatives subject to netting arrangements, Gross amounts not offset in the balance sheet, Financial instruments		242		274
Derivatives subject to netting arrangements, Gross amounts not offset in the balance sheet, Cash collateral pledged		0		0
Derivatives subject to netting arrangements, Net amount		528		568
Equity contracts
Derivative Asset [Abstract]
Derivatives subject to netting arrangements, Gross assets recognized		60		123
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet		45	[2]	63	[3]
Derivatives subject to netting arrangements, Net assets recognized on the balance sheet		15		60
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments		0		0
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral received		0		0
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet		15		60
Derivative Liability [Abstract]
Derivatives subject to netting arrangements, Gross liabilities recognized		111		145
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet		47	[7]	67	[8]
Derivatives subject to netting arrangements, Net liabilities recognized on the balance sheet		64		78
Derivatives subject to netting arrangements, Gross amounts not offset in the balance sheet, Financial instruments		63		71
Derivatives subject to netting arrangements, Gross amounts not offset in the balance sheet, Cash collateral pledged		0		0
Derivatives subject to netting arrangements, Net amount		$ 1		$ 7
[1]	Effect of master netting agreements includes cash collateral received and paid of $920 million and $779 million, respectively, at Sept. 30, 2016, and $792 million and $546 million, respectively, at Dec. 31, 2015.
[2]	Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC derivatives was allocated to the various types of derivatives based on the net positions.
[3]	Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC derivatives was allocated to the various types of derivatives based on the net positions.
[4]	Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
[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 OTC 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 OTC 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) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	$ 7,868	$ 7,737
Securities lending	1,507	1,801
Total borrowings	9,375	9,538
Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	6,468	6,845
Securities lending	1,507	1,801
Total borrowings	7,975	8,646
Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	100	42
Securities lending	0	0
Total borrowings	100	42
30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	1,300	850
Securities lending	0	0
Total borrowings	1,300	850
U.S. Treasury
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	2,379	2,226
U.S. Treasury | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	2,366	2,226
U.S. Treasury | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	13	0
U.S. Treasury | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0	0
U.S. Government agencies
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	313	366
Securities lending	43	35
U.S. Government agencies | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	313	319
Securities lending	43	35
U.S. Government agencies | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0	42
Securities lending	0	0
U.S. Government agencies | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0	5
Securities lending	0	0
Agency RMBS
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	2,954	3,158
Agency RMBS | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	2,867	3,158
Agency RMBS | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	87	0
Agency RMBS | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0	0
Corporate bonds
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	1,104	1,037
Corporate bonds | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	242	372
Corporate bonds | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0	0
Corporate bonds | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	862	665
Other debt securities
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	581	255
Securities lending	363	254
Other debt securities | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	174	106
Securities lending	363	254
Other debt securities | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0	0
Securities lending	0	0
Other debt securities | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	407	149
Securities lending	0	0
Equity securities
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	537	695
Securities lending	1,101	1,512
Equity securities | Overnight and continuous
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	506	664
Securities lending	1,101	1,512
Equity securities | Up to 30 days
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	0	0
Securities lending	0	0
Equity securities | 30 days or more
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Repurchase agreements	31	31
Securities lending	$ 0	$ 0

Commitments and contingent li98

Commitments and contingent liabilities - Significant Industry Concentrations Related to Credit Exposure (Details) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans	[1]	$ 65,997	$ 63,703
Financial institutions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		14,746	15,899
Unfunded commitments		36,100
Total exposure		50,800
Financial institutions | Securities industry
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		3,800
Unfunded commitments		20,900
Total exposure		24,700
Financial institutions | Banks
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		7,800
Unfunded commitments		2,000
Total exposure		9,800
Financial institutions | Asset managers
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		1,500
Unfunded commitments		6,200
Total exposure		7,700
Financial institutions | Insurance
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		100
Unfunded commitments		4,300
Total exposure		4,400
Financial institutions | Government
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		100
Unfunded commitments		1,100
Total exposure		1,200
Financial institutions | Other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		1,400
Unfunded commitments		1,600
Total exposure		3,000
Commercial
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		2,665	$ 2,342
Unfunded commitments		16,700
Total exposure		19,400
Commercial | Manufacturing
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		1,100
Unfunded commitments		6,000
Total exposure		7,100
Commercial | Commercial portfolio exposure (in billions)
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		700
Unfunded commitments		4,700
Total exposure		5,400
Commercial | Energy and utilities
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		600
Unfunded commitments		4,700
Total exposure		5,300
Commercial | Media and telecom
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loans		300
Unfunded commitments		1,300
Total exposure		$ 1,600
[1]	Net of unearned income of $563 million at Sept. 30, 2016 and $674 million at Dec. 31, 2015 primarily on domestic and foreign lease financings.

Commitments and contingent li99

Commitments and contingent liabilities - Summary of Off-Balance Sheet Credit Risks, Net of Participations (Details) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Securities lending indemnifications, joint venture		$ 62,000	$ 54,000
Lending commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet credit risks		52,807	54,505
Standby letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet credit risks	[1]	4,388	4,915
Off-balance sheet credit risks participations		776	809
Commercial letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet credit risks		266	303
Securities lending indemnifications
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet credit risks	[2]	$ 309,420	$ 294,108
[1]	Net of participations totaling $776 million at Sept. 30, 2016 and $809 million at Dec. 31, 2015.
[2]	Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients, which totaled $62 billion at Sept. 30, 2016 and $54 billion at Dec. 31, 2015.

Commitments and contingent l100

Commitments and contingent liabilities - Standby Letters of Credits by Investment Grade (Details) - Standby letters of credit	Sep. 30, 2016	Dec. 31, 2015
Investment grade
Concentration Risk [Line Items]
Concentration risk	87.00%	86.00%
Non-investment grade
Concentration Risk [Line Items]
Concentration risk	13.00%	14.00%

Commitments and contingent l101

Commitments and contingent liabilities - Narrative (Details)		Mar. 19, 2015USD ($)	Feb. 29, 2016LegalMatter	Sep. 30, 2016USD ($)claimLegalMatter	Dec. 31, 2015USD ($)	Dec. 17, 2015LegalMatter	Jun. 18, 2014trust	Jan. 18, 2008USD ($)
Commitments and Contingencies Disclosure [Line Items]
Lending commitment maturing in less than one year				$ 31,100,000,000
Lending commitment maturing in one to five years				21,400,000,000
Lending commitment maturing over five years				$ 260,000,000
Maximum maturities of prearranged contract for a securities lending transaction				90 days
Collateralization percentage generally required for a securities lending transaction with indemnification against broker default				102.00%
Securities lending indemnifications, secured amount of collateral				$ 323,000,000,000	$ 306,000,000,000
Securities lending indemnifications, joint venture				62,000,000,000	54,000,000,000
Securities lending indemnifications, collateral joint venture				$ 66,000,000,000	56,000,000,000
Amount seeking to recover								$ 312,000,000
Standing instruction-related settlements		$ 714,000,000
Loss contingency, number of MBS trusts | trust							253
Number of lawsuits pending (legal matters) | LegalMatter				15
Number of FINRA arbitration matters (in legal matters) | LegalMatter				1
Number of additional lawsuits filed (in legal matters) | LegalMatter						3
Number of putative class action lawsuits filed (in legal matters) | LegalMatter			4
Matters Related to R. Allen Stanford, Putative Class Action
Commitments and Contingencies Disclosure [Line Items]
Number of putative class actions (in claims) | claim				2
Federal Court, Southern District of New York, Breach of Contract and Violation of ERISA
Commitments and Contingencies Disclosure [Line Items]
Number of putative class actions (in claims) | claim				2
Maximum
Commitments and Contingencies Disclosure [Line Items]
Loss contingency, aggregate range of reasonable loss (up to)				$ 900,000,000
Operations
Commitments and Contingencies Disclosure [Line Items]
Allowance for lending-related commitments				126,000,000	118,000,000
Standby letters of credit
Commitments and Contingencies Disclosure [Line Items]
Standby letters of credit (SBLC) collateralized with cash and securities				391,000,000	299,000,000
SBLC expiring within one year				2,700,000,000
SBLC expiring within one to five years				1,700,000,000
Commercial letters of credit	[1]			4,388,000,000	4,915,000,000
Commercial letters of credit
Commitments and Contingencies Disclosure [Line Items]
Commercial letters of credit				$ 266,000,000	$ 303,000,000
[1]	Net of participations totaling $776 million at Sept. 30, 2016 and $809 million at Dec. 31, 2015.

Lines of business - Narrative (

Lines of business - Narrative (Details)	9 Months Ended
	Sep. 30, 2016Segment
Segment Reporting [Abstract]
Number of principal businesses (segment)	2

Lines of business - Contributio

Lines of business - Contribution of Segments to Overall Profitability (Details) - USD ($) $ in Millions	3 Months Ended						9 Months Ended
	Sep. 30, 2016		Jun. 30, 2016		Sep. 30, 2015		Sep. 30, 2016		Sep. 30, 2015
Segment Reporting Information [Line Items]
Fee and other revenue	$ 3,150		$ 2,999		$ 3,053		$ 9,119		$ 9,132
Net interest revenue	774		767		759		2,307		2,266
Provision for credit losses	(19)		(9)		1		(18)		(3)
Income from consolidated investment management funds, net of noncontrolling interests	987		873		833		2,677		2,465
Investment income (loss), net	17		10		(22)		21		70
Net income (loss) attributable to noncontrolling interests	6		2		(6)		(1)		61
Investment Management
Segment Reporting Information [Line Items]
Net income (loss) attributable to noncontrolling interests	9		4		(5)		6		63
Operating segments
Segment Reporting Information [Line Items]
Fee and other revenue	3,159	[1]	3,005	[2]	3,036	[3]	9,135	[4]	9,139	[5]
Net interest revenue	774		767		759		2,307		2,266
Total revenue	3,933	[1]	3,772	[2]	3,795	[3]	11,442	[4]	11,405	[5]
Provision for credit losses	(19)		(9)		1		(18)		(3)
Noninterest expense	2,641	[6]	2,618	[7]	2,679	[8]	7,886	[9]	8,105	[10]
Income (loss) before taxes	$ 1,311	[1],[6]	$ 1,163	[2],[7]	$ 1,115	[3],[8]	$ 3,574	[4],[9]	$ 3,303	[5],[10]
Pre-tax operating margin	33.00%	[11]	31.00%	[12]	29.00%	[13]	31.00%	[14]	29.00%	[15]
Average assets	$ 351,230		$ 374,220		$ 373,453		$ 363,290		$ 373,400
Net income (loss) attributable to noncontrolling interests	(2)		(2)		(1)		(6)		(2)
Operating segments | Investment Management
Segment Reporting Information [Line Items]
Fee and other revenue	876	[1]	856	[2]	843	[3]	2,544	[4]	2,672	[5]
Net interest revenue	82		82		83		247		235
Total revenue	958	[1]	938	[2]	926	[3]	2,791	[4]	2,907	[5]
Provision for credit losses	0		1		1		0		3
Noninterest expense	702		703		689		2,084		2,146
Income (loss) before taxes	$ 256	[1]	$ 234	[2]	$ 236	[3]	$ 707	[4]	$ 758	[5]
Pre-tax operating margin	27.00%	[11]	25.00%	[12]	25.00%	[13]	25.00%	[14]	26.00%	[15]
Average assets	$ 30,392		$ 30,229		$ 30,960		$ 30,048		$ 30,910
Income from consolidated investment management funds, net of noncontrolling interests	8		6		(17)		15		7
Investment income (loss), net	17		10		(22)		21		70
Net income (loss) attributable to noncontrolling interests	9		4		(5)		6		63
Operating segments | Investment Services
Segment Reporting Information [Line Items]
Fee and other revenue	2,183		2,054		2,134		6,267		6,220
Net interest revenue	715		690		662		2,084		1,958
Total revenue	2,898		2,744		2,796		8,351		8,178
Provision for credit losses	1		(7)		7		8		20
Noninterest expense	1,851		1,859		1,894		5,518		5,671
Income (loss) before taxes	$ 1,046		$ 892		$ 895		$ 2,825		$ 2,487
Pre-tax operating margin	36.00%	[11]	33.00%	[12]	32.00%	[13]	34.00%	[14]	30.00%	[15]
Average assets	$ 275,714		$ 277,225		$ 285,195		$ 275,410		$ 288,252
Operating segments | Other
Segment Reporting Information [Line Items]
Fee and other revenue	100		95		59		324		247
Net interest revenue	(23)		(5)		14		(24)		73
Total revenue	77		90		73		300		320
Provision for credit losses	(20)		(3)		(7)		(26)		(26)
Noninterest expense	88		56		96		284		288
Income (loss) before taxes	9		37		(16)		42		58
Average assets	$ 45,124		$ 66,766		$ 57,298		$ 57,832		$ 54,238
[1]	Both fee and other revenue and total revenue include the net income from consolidated investment management funds of $8 million, representing $17 million of income and noncontrolling interests of $9 million. Income before taxes is net of noncontrolling interests of $9 million.
[2]	Both fee and other revenue and total revenue include the net income from consolidated investment management funds of $6 million, representing $10 million of income and noncontrolling interests of $4 million. Income before taxes is net of noncontrolling interests of $4 million.
[3]	Both fee and other revenue and total revenue include 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 (loss) before taxes is net of a loss attributable to noncontrolling interests of $5 million.
[4]	Both total fee and other revenue and total revenue include net income from consolidated investment management funds of $15 million, representing $21 million of income and noncontrolling interests of $6 million. Income before taxes is net of noncontrolling interests of $6 million.
[5]	Both total fee and other revenue and total revenue include 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.
[6]	Noninterest expense includes a loss attributable to noncontrolling interest of $2 million related to other consolidated subsidiaries.
[7]	Noninterest expense includes a loss attributable to noncontrolling interest of $2 million related to other consolidated subsidiaries.
[8]	Noninterest expense includes a loss attributable to noncontrolling interest of $1 million related to other consolidated subsidiaries.
[9]	Noninterest expense includes a loss attributable to noncontrolling interest of $6 million related to other consolidated subsidiaries.
[10]	Noninterest expense includes a loss attributable to noncontrolling interest of $2 million related to other consolidated subsidiaries.
[11]	Income before taxes divided by total revenue.
[12]	Income before taxes divided by total revenue.
[13]	Income before taxes divided by total revenue.
[14]	Income before taxes divided by total revenue.
[15]	Income before taxes divided by total revenue.

Supplemental information to 104

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, 2016	Sep. 30, 2015
Supplemental Cash Flow Information [Abstract]
Transfers from loans to other assets for other real estate owned (“OREO”)	$ 4	$ 6
Change in assets of consolidated VIEs	392	6,985
Change in liabilities of consolidated VIEs	14	6,506
Change in nonredeemable noncontrolling interests of consolidated investment management funds	238	251
Securities purchased not settled	229	222
Securities sales not settled	218	676
Available-for-sale securities transferred to held-to-maturity	0	11,602
Held-to-maturity securities transferred to available-for-sale	10	0
Premises and equipment/capitalized software funded by capital lease obligations	$ 12	$ 48