The Bank of New York Mellon Corporation (BK) 10-Q 8 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2013
Documentand Entity Information [Abstract]	'
Document Type	'10-Q
Amendment Flag	'false
Document Period End Date	30-Sep-13
Document Fiscal Year Focus	'2013
Document Fiscal Period Focus	'Q3
Trading Symbol	'BK
Entity Registrant Name	'Bank of New York Mellon CORP
Entity Central Index Key	'0001390777
Current Fiscal Year End Date	'--12-31
Entity Filer Category	'Large Accelerated Filer
Entity Common Stock, Shares Outstanding (shares)	1,148,521,551

Consolidated_Income_Statement

Consolidated Income Statement (USD $)	3 Months Ended						9 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Sep. 30, 2013		Jun. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Investment services fees:	'		'		'		'		'
Foreign exchange and other trading revenue	$160		$207		$182		$528		$553
Net securities gains	22		32		22		102		112
Total fee and other revenue	2,987	[1]	3,213	[2]	2,901	[3]	9,078	[4]	8,625	[5]
Net interest revenue	'		'		'		'		'
Interest revenue	855		836		877		2,506		2,664
Interest expense	83		79		128		258		416
Net interest revenue	772		757		749		2,248		2,248
Provision for credit losses	2		-19		-5		-41		-19
Net interest revenue after provision for credit losses	770		776		754		2,289		2,267
Noninterest expense	'		'		'		'		'
Staff	1,516		1,509		1,436		4,497		4,304
Professional, legal and other purchased services	296		317		292		908		900
Net occupancy	153		159		149		475		437
Software	147		157		127		444		373
Distribution and servicing	108		111		109		325		313
Furniture and equipment	79		81		81		248		249
Business development	63		90		60		221		187
Sub-custodian	71		77		65		212		205
Other	249		215		265		771		739
Amortization of intangible assets	81		93		95		260		288
Merger and integration, litigation and restructuring charges	16		13		26		68		513
Total noninterest expense	2,779		2,822		2,705		8,429		8,508
Income	'		'		'		'		'
Income before income taxes	986		1,206		975		3,001		2,449
(Benefit) provision for income taxes	-2		321		225		1,365		572
Net income	988		885		750		1,636		1,877
Net (income) attributable to noncontrolling interests (includes $(8), $(39), $(25), $(63) and $(65) related to consolidated investment management funds, respectively)	-8		-40		-25		-64		-67
Net income applicable to shareholders of The Bank of New York Mellon Corporation	980		845		725		1,572		1,810
Preferred stock dividends	-13		-12		-5		-38		-5
Net income applicable to common shareholders of The Bank of New York Mellon Corporation	967		833		720		1,534		1,805
Reconciliation of net income to the net income applicable to common shareholders of The Bank of New York Mellon Corporation	'		'		'		'		'
Net income applicable to common shareholders of The Bank of New York Mellon Corporation	967		833		720		1,534		1,805
Less: Earnings allocated to participating securities	18		15		11		27		26
Change in the excess of redeemable value over the fair value of noncontrolling interests	0		0		0		1		-5
Net income applicable to the common shareholders of The Bank of New York Mellon Corporation after required adjustments for the calculation of basic and diluted earnings per common share	949		818		709		1,506		1,784
Average common shares and equivalents outstanding of The Bank of New York Mellon Corporation	'		'		'		'		'
Basic (shares)	1,148,724		1,152,545		1,169,674		1,153,327		1,181,614
Common stock equivalents (shares)	17,236		15,589		11,222		16,242		10,031
Less: Participating securities (shares)	-13,281		-12,153		-9,362		-12,618		-8,336
Diluted (shares)	1,152,679		1,155,981		1,171,534		1,156,951		1,183,309
Anti-dilutive securities (shares)	58,735	[6]	78,825	[6]	90,785	[6]	77,758	[6]	91,862	[6]
Basic:	'		'		'		'		'
Basic (usd per share)	$0.83	[7]	$0.71	[7]	$0.61	[7]	$1.31	[7]	$1.51	[7]
Diluted:	'		'		'		'		'
Diluted (usd per share)	$0.82	[7]	$0.71	[7]	$0.61	[7]	$1.30	[7]	$1.51	[7]
Operations	'		'		'		'		'
Investment services fees:	'		'		'		'		'
Asset servicing	964		988		942		2,921		2,835
Issuer services	322		294		311		853		837
Clearing services	315		321		287		940		899
Treasury services	137		139		138		417		408
Total investment services fees	1,738		1,742		1,678		5,131		4,979
Investment management and performance fees	821		848		779		2,491		2,321
Foreign exchange and other trading revenue	160		207		182		528		553
Distribution and servicing	43		45		48		137		140
Financing-related fees	44		44		46		129		127
Investment and other income	135		269		124		476		311
Total fee revenue	2,941		3,155		2,857		8,892		8,431
Net securities gains—including other-than-temporary impairment	24		35		45		107		167
Noncredit-related gains on securities not expected to be sold (recognized in other comprehensive income)	2		3		23		5		55
Net securities gains	22		32		22		102		112
Total fee and other revenue	2,963		3,187		2,879		8,994		8,543
Investment Management	'		'		'		'		'
Investment services fees:	'		'		'		'		'
Total fee and other revenue	24		26		22		84		82
Investment income	134		159		151		439		456
Interest of investment management fund note holders	102		94		104		292		309
Income from consolidated investment management funds	32		65		47		147		147
Income	'		'		'		'		'
Net (income) attributable to noncontrolling interests (includes $(8), $(39), $(25), $(63) and $(65) related to consolidated investment management funds, respectively)	($8)		($39)		($25)		($63)		($65)
[1]	Total fee and other revenue includes income from consolidated investment management funds of $32 million, net of noncontrolling interests of $8 million, for a net impact of $24 million. Income before taxes includes noncontrolling interests of $8 million.
[2]	Total fee and other revenue includes income from consolidated investment management funds of $65 million, net of noncontrolling interests of $39 million, for a net impact of $26 million. Income before taxes includes noncontrolling interests of $39 million.
[3]	Total fee and other revenue includes income from consolidated investment management funds of $47 million, net of noncontrolling interests of $25 million, for a net impact of $22 million. Income before taxes includes noncontrolling interests of $25 million.
[4]	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $63 million, for a net impact of $84 million. Income before taxes includes noncontrolling interests of $63 million.
[5]	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $65 million, for a net impact of $82 million. Income before taxes includes noncontrolling interests of $65 million.
[6]	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.
[7]	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.

Consolidated_Income_Statement_

Consolidated Income Statement (Parenthetical) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Net (income) attributable to noncontrolling interests	($8)	($40)	($25)	($64)	($67)
Investment Management	'	'	'	'	'
Net (income) attributable to noncontrolling interests	($8)	($39)	($25)	($63)	($65)

Consolidated_Comprehensive_Inc

Consolidated Comprehensive Income Statement (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Jun. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Statement of Comprehensive Income [Abstract]	'		'		'		'		'
Net income	$988		$885		$750		$1,636		$1,877
Other comprehensive income, net of tax:	'		'		'		'		'
Foreign currency translation adjustments	385		5		169		81		76
Unrealized gain (loss) on assets available-for-sale:	'		'		'		'		'
Unrealized gain (loss) arising during the period	-72		-736		638		-814		1,072
Reclassification adjustment	-2	[1]	-17	[1]	-15	[1]	-49	[1]	-74	[1]
Total unrealized gain (loss) on assets available-for-sale	-74		-753		623		-863		998
Defined benefit plans:	'		'		'		'		'
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost	31	[1]	31	[1]	28	[1]	105	[1]	79	[1]
Total defined benefit plans	31		31		28		105		79
Net unrealized gain (loss) on cash flow hedges	12		-9		1		4		4
Total other comprehensive income (loss), net of tax	354	[2]	-726	[2]	821	[2]	-673	[2]	1,157	[2]
Net (income) attributable to noncontrolling interests	-8		-40		-25		-64		-67
Other comprehensive (income) attributable to noncontrolling interests	-42		-10		-12		-23		-1
Net comprehensive income	$1,292		$109		$1,534		$876		$2,966
[1]	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[2]	Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $312 million for the quarter ended Sept. 30, 2013, $(736) million for the quarter ended June 30, 2013, $809 million for the quarter ended Sept. 30, 2012, $(696) million for the nine months ended Sept. 30, 2013 and $1,156 million for the nine months ended Sept. 30, 2012.

Consolidated_Comprehensive_Inc1

Consolidated Comprehensive Income Statement (Parenthetical) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Statement of Comprehensive Income [Abstract]	'	'	'	'	'
Other comprehensive income (loss), attributable to The Bank of New York Mellon Corporation shareholders	$312	($736)	$809	($696)	$1,156

Consolidated_Balance_Sheet

Consolidated Balance Sheet (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Securities:	'		'
Held-to-maturity (fair value of $20,300 and $8,389)	$20,358		'
Loans	50,138		46,629
Allowance for loan losses	-206		'
Goodwill	18,025		18,075
Intangible assets	4,527		4,809
Other assets (includes $1,570 and $1,321, at fair value)	22,701		20,468
Total assets	371,952		358,990
Deposits:	'		'
Total liabilities	333,969		321,548
Temporary equity	'		'
Redeemable noncontrolling interests	203		178
Permanent equity	'		'
Preferred stock - par value $0.01 per share; authorized 100,000,000 shares; issued 15,826 and 10,826 shares	1,562	[1]	1,068	[1]
Common stock – par value $0.01 per share; authorized 3,500,000,000 shares; issued 1,264,234,315 and 1,254,182,209 shares	13		13
Additional paid-in capital	23,903		23,485
Retained earnings	15,639		14,622
Accumulated other comprehensive loss, net of tax	-1,339		-643
Less: Treasury stock of 115,712,764 and 90,691,868 common shares, at cost	-2,819		-2,114
Total The Bank of New York Mellon Corporation shareholders’ equity	36,959		36,431
Total permanent equity	37,780	[2]	37,264	[2]
Total liabilities, temporary equity and permanent equity	371,952		358,990
Operations	'		'
Cash and due from:	'		'
Banks	7,304		4,727
Interest-bearing deposits with the Federal Reserve and other central banks	95,519		90,110
Interest-bearing deposits with banks	41,390		43,910
Federal funds sold and securities purchased under resale agreements	9,191		6,593
Securities:	'		'
Held-to-maturity (fair value of $20,300 and $8,389)	20,358		8,205
Available-for-sale	77,099		92,619
Total securities	97,457		100,824
Trading assets	12,101		9,378
Loans	50,138		46,629
Allowance for loan losses	-206		-266
Net loans	49,932		46,363
Premises and equipment	1,569		1,659
Accrued interest receivable	545		593
Goodwill	18,025		18,075
Intangible assets	4,527		4,809
Other assets (includes $1,570 and $1,321, at fair value)	22,701		20,468
Other assets	1,570		1,321
Total assets	360,261		347,509
Deposits:	'		'
Noninterest-bearing (principally U.S. offices)	87,303		93,019
Interest-bearing deposits in U.S. offices	58,505		53,826
Interest-bearing deposits in Non-U.S. offices	109,752		99,250
Total deposits	255,560		246,095
Federal funds purchased and securities sold under repurchase agreements	9,737		7,427
Trading liabilities	9,022		8,176
Payables to customers and broker-dealers	15,293		16,095
Commercial paper	1,851		338
Other borrowed funds	844		1,380
Accrued taxes and other expenses	6,467		7,316
Other liabilities (including allowance for lending-related commitments of $133 and $121, also includes $443 and $704, at fair value)	5,848		6,010
Long-term debt (includes $326 and $345, at fair value)	18,889		18,530
Other liabilities	443		704
Total liabilities	323,511		311,367
Investment Management	'		'
Securities:	'		'
Trading assets	10,725		10,961
Other assets	966		520
Subtotal assets of consolidated investment management funds, at fair value	11,691		11,481
Deposits:	'		'
Trading liabilities	10,380		10,152
Other liabilities	78		29
Subtotal liabilities of consolidated investment management funds, at fair value	10,458		10,181
Permanent equity	'		'
Nonredeemable noncontrolling interests of consolidated investment management funds	$821		$833
[1]	The carrying value of the Series C and Series D preferred stock is recorded net of issuance costs.
[2]	Includes total The Bank of New York Mellon Corporation common shareholders’ equity of $35,363 million at Dec. 31, 2012 and $35,397 million at Sept. 30, 2013.

Consolidated_Balance_Sheet_Par

Consolidated Balance Sheet (Parenthetical) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
Other liabilities, allowance for lending related commitments	$133	$121
Common stock, par value (usd per share)	$0.01	$0.01
Common stock, authorized (shares)	3,500,000,000	3,500,000,000
Common stock, issued (shares)	1,264,234,315	1,254,182,209
Treasury stock, common shares (shares)	115,712,764	90,691,868
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)	15,826	10,826
Operations	'	'
Other liabilities, allowance for lending related commitments	133	121
Held-to-maturity, fair value	20,300	8,389
Other assets, fair value	1,570	1,321
Other liabilities, fair value	443	704
Long-term debt, at fair value	$326	$345

Consolidated_Statement_of_Cash

Consolidated Statement of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Operating activities	'	'
Net income	$1,636	$1,877
Net (income) attributable to noncontrolling interests	-64	-67
Net income applicable to shareholders of The Bank of New York Mellon Corporation	1,572	1,810
Adjustments to reconcile net income to net cash provided by (used for) operating activities:	'	'
Provision for credit losses	-41	-19
Pension plan contribution	-30	-31
Depreciation and amortization	1,051	911
Deferred tax expense (benefit)	315	-87
Net securities (gains) and venture capital (income)	-103	-117
Change in trading activities	-1,866	-1,646
Change in accruals and other, net	-953	452
Net cash (used for) provided by operating activities	-55	1,273
Investing activities	'	'
Change in interest-bearing deposits with banks	3,997	-4,324
Change in interest-bearing deposits with the Federal Reserve and other central banks	-5,409	17,125
Purchases of securities held-to-maturity	-6,737	-3,477
Paydowns of securities held-to-maturity	1,107	490
Maturities of securities held-to-maturity	31	549
Purchases of securities available-for-sale	-19,787	-37,158
Sales of securities available-for-sale	14,824	6,180
Paydowns of securities available-for-sale	7,854	7,253
Maturities of securities available-for-sale	2,339	6,011
Net change in loans	-3,586	-1,878
Sales of loans and other real estate	104	176
Change in federal funds sold and securities purchased under resale agreements	-2,598	-1,243
Change in seed capital investments	-144	64
Purchases of premises and equipment/capitalized software	-372	-453
Proceeds from the sale of premises and equipment	0	5
Acquisitions, net of cash	-17	-7
Proceeds from Divestiture of Businesses and Interests in Affiliates	84	0
Other, net	-227	312
Net cash (used for) investing activities	-8,537	-10,375
Financing activities	'	'
Change in deposits	8,741	3,327
Change in federal funds purchased and securities sold under repurchase agreements	2,310	6,183
Change in payables to customers and broker-dealers	-802	1,004
Change in other borrowed funds	-541	-1,013
Change in commercial paper	1,513	1,268
Net proceeds from the issuance of long-term debt	2,696	1,264
Repayments of long-term debt	-1,928	-1,768
Proceeds from the exercise of stock options	171	9
Proceeds from Issuance of Preferred Stock and Preference Stock	494	1,036
Issuance of common stock	19	19
Treasury stock acquired	-705	-976
Common cash dividends paid	-505	-469
Preferred cash dividends paid	-38	-5
Other, net	-181	27
Net cash provided by financing activities	11,244	9,906
Effect of exchange rate changes on cash	-75	12
Change in cash and due from banks	'	'
Change in cash and due from banks	2,577	816
Cash and due from banks at beginning of period	4,727	4,175
Cash and due from banks at end of period	7,304	4,991
Supplemental disclosures	'	'
Interest paid	286	405
Income taxes paid	305	584
Income taxes refunded	$24	$7

Consolidated_Statement_of_Chan

Consolidated Statement of Changes in Equity (USD $)	Total		Preferred stock	Common stock	Additional paid-in capital	Retained earnings	Accumulated other comprehensive (loss), net of tax	Treasury stock	Non- redeemable noncontrolling interests of consolidated investment management funds	Redeemable non- controlling interests/ temporary equity
In Millions, unless otherwise specified
Beginning Balance at Dec. 31, 2012	$37,264	[1]	$1,068	$13	$23,485	$14,622	($643)	($2,114)	$833	$178
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'		'	'	'	'	'	'	'	'
Shares issued to shareholders of noncontrolling interests	'		'	'	'	'	'	'	'	35
Redemption of subsidiary shares from noncontrolling interests	'		'	'	'	'	'	'	'	-28
Other net changes in noncontrolling interests	-75		'	'	20	0	'	'	-95	14
Net income	1,635		'	'	'	1,572	'	'	63	1
Other comprehensive income (loss)	-688		'	'	'	-12	-696	'	20	3
Dividends, Common stock at $0.43 per share	-505		'	'	'	-505	'	'	'	'
Dividends, Preferred stock	-38		'	'	'	-38	'	'	'	'
Repurchase of common stock	-705		'	'	'	'	'	-705	'	'
Common stock issued under employee benefit plans	19		'	'	19	'	'	'	'	'
Common stock issued under direct stock purchase and dividend reinvestment plan	15		'	'	15	'	'	'	'	'
Stock Issued During Period, Value, New Issues	494		494	'	'	'	'	'	'	'
Stock awards and options exercised	364		'	0	364	'	'	0	'	'
Common stockholders' equity	36,959		'	35,397	'	'	'	'	'	'
Ending Balance at Sep. 30, 2013	$37,780	[1]	$1,562	$13	$23,903	$15,639	($1,339)	($2,819)	$821	$203
[1]	Includes total The Bank of New York Mellon Corporation common shareholders’ equity of $35,363 million at Dec. 31, 2012 and $35,397 million at Sept. 30, 2013.

Consolidated_Statement_of_Chan1

Consolidated Statement of Changes in Equity (Parenthetical) (USD $)	9 Months Ended
	Sep. 30, 2013
Statement of Stockholders' Equity [Abstract]	'
Dividends on common stock, per share (usd per share)	$0.43

Basis_of_Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Basis of Presentation	'
	Basis of presentation
	Basis of presentation
	The accounting and financial reporting policies of BNY Mellon, a global financial services company, conform to U.S. generally accepted accounting principles (“GAAP”) and prevailing industry practices.
	The accompanying consolidated financial statements are unaudited. In the opinion of management, all adjustments necessary for a fair presentation of financial position, results of operations and cash flows for the periods have been made. These financial statements should be read in conjunction with BNY Mellon’s Annual Report on Form 10-K for the year ended Dec. 31, 2012. Certain immaterial reclassifications have been made to prior periods to place them on a basis comparable with current period presentation.
	Use of estimates
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates based upon assumptions about future economic and market conditions which affect reported amounts and related disclosures in our financial statements. Although our current estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Amounts subject to estimates are items such as the allowance for loan losses and lending-related commitments, the fair value of financial instruments and other-than-temporary impairments, goodwill and intangible assets and pension accounting. Among other effects, such changes in estimates could result in future impairments of investment securities, goodwill and intangible assets and establishment of allowances for loan losses and lending-related commitments as well as changes in pension and post-retirement expense.

Accounting_Changes_and_New_Acc

Accounting Changes and New Accounting Guidance	9 Months Ended
	Sep. 30, 2013
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]	'
Accounting changes and new accounting guidance	'
	Accounting changes and new accounting guidance
	ASU 2011-11 - Disclosures about Offsetting Assets and Liabilities
	In December 2011, the FASB issued ASU 2011-11, “Disclosures about Offsetting Assets and Liabilities”. Entities are required to disclose both gross information and net information about both instruments and transactions eligible for offset in the balance sheet and instruments and transactions subject to an agreement similar to a master netting arrangement. This scope would include derivatives, sale and repurchase agreements and reverse sale and repurchase agreements, and securities borrowing and securities lending arrangements. See Note 17 “Derivative instruments” for our disclosure.
	ASU 2012-02 - Testing Indefinite-Lived Intangible Assets for Impairment
	In July 2012, the FASB issued ASU 2012-02, “Testing Indefinite-Lived Intangible Assets for Impairment.” This guidance allows an entity an option to first assess qualitative factors to determine whether it is more likely than not (a likelihood of more than 50 percent) that an indefinite-lived intangible asset is impaired. If the intangible asset is impaired, an entity is required to perform the quantitative impairment test. An entity is not required to calculate the fair value of an indefinite-lived intangible asset and perform the quantitative impairment test unless the entity determines that it is more likely than not that the asset is impaired.
	ASU 2013-02 - Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income
	In February 2013, the FASB issued ASU 2013-02, “Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income.” This ASU requires the presentation of the effects on the line items of net income of significant amounts reclassified out of accumulated other comprehensive income. See Note 14 “Other comprehensive income (loss)” for our disclosure.

Acquisitions_Note

Acquisitions (Note)	9 Months Ended
	Sep. 30, 2013
Business Combinations [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. For acquisitions completed prior to Jan. 1, 2009, we record the fair value of contingent payments as an additional cost of the entity acquired in the period that the payment becomes probable. For acquisitions completed after Jan. 1, 2009, subsequent changes in the fair value of a contingent consideration liability are recorded through the income statement. Contingent payments totaled $13 million in the third quarter of 2013 and $17 million in the first nine months of 2013.
	At Sept. 30, 2013, we were potentially obligated to pay additional consideration which, using reasonable assumptions for the performance of the acquired companies and joint ventures based on contractual agreements, could range from $0 million to $11 million over the next nine months.
	Dispositions in 2013
	On May 31, 2013, BNY Mellon sold SourceNet Solutions, our accounts payable outsourcing support services provider that was part of our Investment Services business, for $11 million. As a result of this sale, we recorded a pre-tax gain of $2 million and an after-tax gain of $10 million.
	On Sept. 27, 2013, Newton Management Limited, together with Newton Investment Management Limited, an investment boutique of BNY Mellon, sold Newton’s private client business, for $120 million. As a result of this sale, we recorded a pre-tax gain of $27 million and an after-tax gain of $5 million. In addition, goodwill of $69 million and customer relationship intangible assets of $7 million were removed from the balance sheet as a result of this sale.
	Acquisitions in 2012
	On Oct 1, 2012, BNY Mellon acquired the remaining 50% interest of the WestLB Mellon Asset Management joint venture for cash of $22 million, plus a contingent payment of $13 million which was paid in August 2013, upon the occurrence of certain events. We later renamed the unit Meriten Investment Management GmbH. Goodwill related to this acquisition totaled $70 million and is included in our Investment Management business. This goodwill is not deductible for tax purposes. Customer relationship intangible assets related to this acquisition are included in our Investment Management business, with a life of eight years, and totaled $23 million.

Securities

Securities	9 Months Ended
	Sep. 30, 2013
Securities [Abstract]	'
Investments In Debt And Marketable Equity Securities Disclosure	'
	Securities
	The following tables present the amortized cost, the gross unrealized gains and losses and the fair value of securities at Sept. 30, 2013 and Dec. 31, 2012.
	Securities at	Amortized			Gross						Fair
	Sept. 30, 2013	cost			unrealized						value
	(in millions)				Gains			Losses
	Available-for-sale:
	U.S. Treasury	$	10,730		$	135		$	434		$	10,431
	U.S. Government agencies	1,067			18			4			1,081
	State and political subdivisions	6,737			70			87			6,720
	Agency RMBS	26,817			334			480			26,671
	Alt-A RMBS	231			37			10			258
	Prime RMBS	533			5			12			526
	Subprime RMBS	440			7			39			408
	Other RMBS	2,306			41			79			2,268
	Commercial MBS	2,524			70			31			2,563
	Agency commercial MBS	1,307			3			21			1,289
	Asset-backed CLOs	1,521			10			3			1,528
	Other asset-backed securities	2,501			5			10			2,496
	Foreign covered bonds	2,779			152			76			2,855
	Corporate bonds	1,484			37			17			1,504
	Other debt securities	12,638			141			11			12,768			(a)
	Equity securities	17			6			—			23
	Money market funds	941			—			—			941
	Alt-A RMBS (b)	1,406			388			2			1,792
	Prime RMBS (b)	697			154			1			850
	Subprime RMBS (b)	111			16			—			127
	Total securities available-for-sale	76,787			1,629			1,317			77,099
	Held-to-maturity:
	U.S. Treasury	3,324			35			52			3,307
	U.S. Government agencies	419			—			10			409
	State and political subdivisions	54			1			—			55
	Agency RMBS	15,011			118			137			14,992
	Alt-A RMBS	91			10			3			98
	Prime RMBS	77			1			1			77
	Subprime RMBS	28			—			—			28
	Other RMBS	627			23			39			611
	Commercial MBS	21			—			1			20
	Other securities	706			—			3			703
	Total securities held-to-maturity	20,358			188			246			20,300
	Total securities	$	97,145		$	1,817		$	1,563		$	97,399
	(a)	Includes $10.6 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
	(b)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
	Securities at	Amortized			Gross						Fair
	Dec. 31, 2012	cost			unrealized						value
	(in millions)				Gains			Losses
	Available-for-sale:
	U.S. Treasury	$	17,539		$	467		$	3		$	18,003
	U.S. Government agencies	1,044			30			—			1,074
	State and political subdivisions	6,039			112			29			6,122
	Agency RMBS	33,355			846			8			34,193
	Alt-A RMBS	255			40			16			279
	Prime RMBS	728			9			9			728
	Subprime RMBS	508			6			62			452
	Other RMBS	2,850			53			109			2,794
	Commercial MBS	3,031			153			45			3,139
	Asset-backed CLOs	1,285			7			10			1,282
	Other asset-backed securities	2,123			11			3			2,131
	Foreign covered bonds	3,596			122			—			3,718
	Corporate bonds	1,525			63			3			1,585
	Other debt securities	11,516			276			—			11,792			(a)
	Equity securities	23			4			—			27
	Money market funds	2,190			—			—			2,190
	Alt-A RMBS (b)	1,574			400			4			1,970
Prime RMBS (b)	833			177			—			1,010
Subprime RMBS (b)	113			17			—			130
Total securities available-for-sale	90,127			2,793			301			92,619
Held-to-maturity:
U.S. Treasury	1,011			59			—			1,070
State and political subdivisions	67			2			—			69
Agency RMBS	5,879			139			1			6,017
Alt-A RMBS	111			9			6			114
Prime RMBS	97			1			1			97
Subprime RMBS	28			—			1			27
Other RMBS	983			36			52			967
Commercial MBS	26			—			1			25
Other securities	3			—			—			3
Total securities held-to-maturity	8,205			246			62			8,389
Total securities	$	98,332		$	3,039		$	363		$	101,008
(a)	Includes $9.4 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
(b)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Net securities gains (losses)
(in millions)	3Q13			2Q13			3Q12			YTD13			YTD12
Realized gross gains	$	29		$	51		$	32		$	137		$	216
Realized gross losses	(4		)	(1		)	(4		)	(10		)	(9		)
Recognized gross impairments	(3		)	(18		)	(6		)	(25		)	(95		)
Total net securities gains	$	22		$	32		$	22		$	102		$	112
Temporarily impaired securities
At Sept. 30, 2013, substantially all of the unrealized losses on the investment securities portfolio were attributable to an increase in interest rates and credit spreads widening since purchase. We do not intend to sell these securities and it is not more likely than not that we will have to sell these securities.
The following tables show the aggregate related fair value of investments with a continuous unrealized loss position for less than 12 months and those that have been in a continuous unrealized loss position for 12 months or more.
Temporarily impaired securities at Sept. 30, 2013	Less than 12 months								12 months or more								Total
(in millions)	Fair				Unrealized				Fair				Unrealized				Fair				Unrealized
	value				losses				value				losses				value				losses
Available-for-sale:
U.S. Treasury	$	4,849			$	434			$	—			$	—			$	4,849			$	434
U.S. Government agencies	97				4				—				—				97				4
State and political subdivisions	2,883				81				139				6				3,022				87
Agency RMBS	11,898				475				84				5				11,982				480
Alt-A RMBS	16				9				34				1				50				10
Prime RMBS	113				3				180				9				293				12
Subprime RMBS	—				—				384				39				384				39
Other RMBS	102				28				630				51				732				79
Commercial MBS	512				21				167				10				679				31
Agency commercial MBS	1,096				21				—				—				1,096				21
Asset-backed CLOs	488				1				109				2				597				3
Other asset-backed securities	1,579				9				6				1				1,585				10
Foreign covered bonds	1,164				76				—				—				1,164				76
Corporate bonds	285				17				—				—				285				17
Other debt securities	2,514				11				—				—				2,514				11
Alt-A RMBS (a)	33				1				22				1				55				2
Prime RMBS (a)	30				1				6				—				36				1
Total securities available-for-sale	$	27,659			$	1,192			$	1,761			$	125			$	29,420			$	1,317
Held-to-maturity:
U.S. Treasury	$	1,920			$	45			$	490			$	7			2,410				52
U.S. Government agencies	408				10				—				—				408				10
Agency RMBS	13,653				137				—				—				13,653				137
Alt-A RMBS	17				—				21				3				38				3
Prime RMBS	—				—				47				1				47				1
Other RMBS	145				—				439				39				584				39
Commercial MBS	—				—				20				1				20				1
Other securities	633				3				—				—				633				3
Total securities held-to-maturity	$	16,776			$	195			$	1,017			$	51			$	17,793			$	246
Total temporarily impaired securities	$	44,435			$	1,387			$	2,778			$	176			$	47,213			$	1,563
(a)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Temporarily impaired securities at Dec. 31, 2012	Less than 12 months								12 months or more								Total
(in millions)	Fair				Unrealized				Fair				Unrealized				Fair				Unrealized
	value				losses				value				losses				value				losses
Available-for-sale:
U.S. Treasury	$	956			$	3			$	—			$	—			$	956			$	3
State and political subdivisions	1,139				7				173				22				1,312				29
Agency RMBS	1,336				8				96				—				1,432				8
Alt-A RMBS	31				13				39				3				70				16
Prime RMBS	110				2				253				7				363				9
Subprime RMBS	13				3				397				59				410				62
Other RMBS	64				19				670				90				734				109
Commercial MBS	131				1				310				44				441				45
Asset-backed CLOs	314				1				321				9				635				10
Other asset-backed securities	779				2				7				1				786				3
Corporate bonds	178				3				—				—				178				3
Alt-A RMBS (a)	22				—				30				4				52				4
Total securities available-for-sale	$	5,073			$	62			$	2,296			$	239			$	7,369			$	301
Held-to-maturity:
Agency RMBS	$	234			$	1			$	—			$	—			$	234			$	1
Alt-A RMBS	38				—				24				6				62				6
Prime RMBS	—				—				56				1				56				1
Subprime RMBS	—				—				24				1				24				1
Other RMBS	413				—				373				52				786				52
Commercial MBS	—				—				25				1				25				1
Total securities held-to-maturity	$	685			$	1			$	502			$	61			$	1,187			$	62
Total temporarily impaired securities	$	5,758			$	63			$	2,798			$	300			$	8,556			$	363
(a)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
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, 2013.
Maturity distribution and yield on investment securities at Sept. 30, 2013	U.S.						U.S.						State and						Other bonds,					Mortgage/
	Treasury						Government						political						notes and					asset-backed and
							agencies						subdivisions						debentures					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	$	1,664		1.21	%		$	362		1.22	%		$	439		0.86	%		$	4,370		1.18	%	$	—	—	%	$	6,835
Over 1 through 5 years	3,656			0.93			585			1.89			3,177			1.85			10,902			1.04		—		—		18,320
Over 5 through 10 years	1,333			2.86			134			1.65			2,804			3.29			1,855			2.77		—		—		6,126
Over 10 years	3,778			3.12			—			—			300			2.48			—			—		—		—		4,078
Mortgage-backed securities	—			—			—			—			—			—			—			—		36,752		2.6		36,752
Asset-backed securities	—			—			—			—			—			—			—			—		4,024		1.18		4,024
Equity securities (b)	—			—			—			—			—			—			—			—		964		—		964
Total	$	10,431		2.01	%		$	1,081		1.63	%		$	6,720		2.42	%		$	17,127		1.26	%	$	41,740	2.4	%	$	77,099
Securities held-to-maturity:
One year or less	$	—		—	%		$	—		—	%		$	—		—	%		$	3		0.15	%	$	—	—	%	$	3
Over 1 through 5 years	2,379			1.21			308			1.18			—			—			703			0.54		—		—		3,390
Over 5 through 10 years	945			2.22			111			1.61			34			6.74			—			—		—		—		1,090
Over 10 years	—			—			—			—			20			4.48			—			—		—		—		20
Mortgage-backed securities	—			—			—			—			—			—			—			—		15,855		2.67		15,855
Total	$	3,324		1.49	%		$	419		1.29	%		$	54		5.9	%		$	706		0.54	%	$	15,855	2.67	%	$	20,358
(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 using economic models to identify and evaluate each investment security to determine whether OTTI has occurred. 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 we established in connection with the restructuring of our investment securities portfolio in 2009, at Sept. 30, 2013 and Dec. 31, 2012.
Projected weighted-average default rates and loss severities
	Sept. 30, 2013						Dec. 31, 2012
	Default rate			Severity			Default rate			Severity
Alt-A	41	%		57	%		43	%		57	%
Subprime	58	%		71	%		61	%		72	%
Prime	23	%		42	%		24	%		43	%
The following table provides net pre-tax securities gains (losses) by type.
Net securities gains (losses)
(in millions)	3Q13			2Q13			3Q12			YTD13			YTD12
U.S. Treasury	$	22		$	31		$	—		$	49		$	82
Commercial MBS	—			7			—			15			—
Foreign covered bonds	—			—			—			8			—
Sovereign debt	1			—			15			2			83
Non-agency RMBS	(4		)	(3		)	(3		)	(3		)	(44		)
European floating rate notes	3			(10		)	(6		)	(3		)	(29		)
Corporate bonds	—			—			10			—			19
Other	—			7			6			34			1
Total net securities gains	$	22		$	32		$	22		$	102		$	112
The following table reflects 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)	3Q13			3Q12
Beginning balance as of June 30	$	164		$	333
Add: Initial OTTI credit losses	—			2
Subsequent OTTI credit losses	3			4
Less: Realized losses for securities sold	2			77
Ending balance as of Sept. 30	$	165		$	262
Debt securities credit loss roll forward	Year-to-date
(in millions)	2013			2012
Beginning balance as of Jan. 1	$	288		$	253
Add: Initial OTTI credit losses	16			52
Subsequent OTTI credit losses	10			42
Less: Realized losses for securities sold	149			85
Ending balance as of Sept. 30	$	165		$	262

Loans_and_Asset_Quality

Loans and Asset Quality	9 Months Ended
	Sep. 30, 2013
Receivables [Abstract]	'
Loans and asset quality	'
	Loans and asset quality
	Loans
	The table below provides the details of our loan distribution and industry concentrations of credit risk at Sept. 30, 2013 and Dec. 31, 2012.
	Loans	Sept. 30, 2013				Dec. 31, 2012
	(in millions)
	Domestic:
	Financial institutions	$	3,725			$	5,455
	Commercial	1,544				1,306
	Wealth management loans and mortgages	9,381				8,796
	Commercial real estate	1,970				1,677
	Lease financings (a)	1,278				1,329
	Other residential mortgages	1,433				1,632
	Overdrafts	1,487				2,228
	Other	701				639
	Margin loans	15,146				13,397
	Total domestic	36,665				36,459
	Foreign:
	Financial institutions	8,950				5,833
	Commercial	100				111
	Wealth management loans and mortgages	63				68
	Commercial real estate	17				63
	Lease financings (a)	954				1,025
	Other (primarily overdrafts)	3,389				3,070
	Total foreign	13,473				10,170
	Total loans	$	50,138			$	46,629
	(a)	Net of unearned income on domestic and foreign lease financings of $1,041 million at Sept. 30, 2013 and $1,135 million at Dec. 31, 2012.
	Our loan portfolio is comprised of three portfolio segments: commercial, lease financings and mortgages. We manage our portfolio at the class level which is comprised of six classes of financing receivables: commercial, commercial real estate, financial institutions, lease financings, wealth management loans and mortgages and other residential mortgages. The following tables are presented for each class of financing receivable, and provide additional information about our credit risks and the adequacy of our allowance for credit losses.
	Allowance for credit losses
	Transactions in the allowance for credit losses are summarized as follows:
	Allowance for credit losses activity for the quarter ended Sept. 30, 2013													Wealth			Other residential mortgages
														management
														loans and
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages						All				Foreign			Total
					real estate			institutions			financings									Other
	Beginning balance	$	93		$	30		$	34		$	41		$	19		$	75		$	—			$	45		$	337
	Charge-offs	(1		)	—			—			—			—			(1		)	—				—			(2		)
	Recoveries	—			—			—			—			—			1			—				1			2
	Net (charge-offs) recoveries	(1		)	—			—			—			—			—			—				1			—
	Provision	(1		)	2			7			(2		)	(1		)	(5		)	—				2			2
	Ending balance	$	91		$	32		$	41		$	39		$	18		$	70		$	—			$	48		$	339
	Allowance for:
	Loans losses	$	17		$	19		$	7		$	39		$	14		$	70		$	—			$	40		$	206
	Unfunded commitments	74			13			34			—			4			—			—				8			133
	Individually evaluated for impairment:
	Loan balance	$	15		$	3		$	1		$	—		$	13		$	—		$	—			$	9		$	41
	Allowance for loan losses	3			1			—			—			3			—			—				4			11
	Collectively evaluated for impairment:
	Loan balance	$	1,529		$	1,967		$	3,724		$	1,278		$	9,368		$	1,433		$	17,334		(a)	$	13,464		$	50,097
	Allowance for loan losses	14			18			7			39			11			70			—				36			195
	(a)	Includes $1,487 million of domestic overdrafts, $15,146 million of margin loans and $701 million of other loans at Sept. 30, 2013.
	Allowance for credit losses activity for the quarter ended June 30, 2013													Wealth			Other residential mortgages
														management
														loans and
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages						All				Foreign			Total
					real estate			institutions			financings									Other
	Beginning balance	$	97		$	31		$	33		$	39		$	29		$	81		$	2			$	46		$	358
	Charge-offs	—			—			—			—			—			(3		)	—				—			(3		)
	Recoveries	—			—			—			—			—			1			—				—			1
	Net (charge-offs)	—			—			—			—			—			(2		)	—				—			(2		)
	Provision	(4		)	(1		)	1			2			(10		)	(4		)	(2		)		(1		)	(19		)
	Ending balance	$	93		$	30		$	34		$	41		$	19		$	75		$	—			$	45		$	337
	Allowance for:
	Loans losses	$	19		$	18		$	7		$	41		$	15		$	75		$	—			$	37		$	212
Unfunded commitments	74			12			27			—			4			—			—				8			125
Individually evaluated for impairment:
Loan balance	$	54		$	15		$	2		$	—		$	14		$	—		$	—			$	9		$	94
Allowance for loan losses	3			1			—			—			3			—			—				4			11
Collectively evaluated for impairment:
Loan balance	$	1,457		$	2,060		$	3,944		$	1,282		$	9,176		$	1,505		$	16,853		(a)	$	13,936		$	50,213
Allowance for loan losses	16			17			7			41			12			75			—				33			201
(a)	Includes $1,762 million of domestic overdrafts, $14,434 million of margin loans and $657 million of other loans at June 30, 2013.
Allowance for credit losses activity for the quarter ended Sept. 30, 2012													Wealth			Other			All				Foreign			Total
													management			residential			Other
													loans and			mortgages
(in millions)	Commercial			Commercial			Financial			Lease			mortgages
				real estate			institutions			financings
Beginning balance	$	103		$	33		$	39		$	56		$	26		$	153		$	—			$	57		$	467
Charge-offs	(1		)	—			(4		)	—			—			(3		)	—				—			(8		)
Recoveries	—			—			—			—			—			2			—				—			2
Net (charge-offs)	(1		)	—			(4		)	—			—			(1		)	—				—			(6		)
Provision	(4		)	2			2			(1		)	7			(11		)	2				(2		)	(5		)
Ending balance	$	98		$	35		$	37		$	55		$	33		$	141		$	2			$	55		$	456
Allowance for:
Loans losses	$	32		$	26		$	11		$	55		$	28		$	141		$	1			$	45		$	339
Unfunded commitments	66			9			26			—			5			—			1				10			117
Individually evaluated for impairment:
Loan balance	$	60		$	28		$	3		$	—		$	38		$	—		$	—			$	9		$	138
Allowance for loan losses	12			5			—			—			7			—			—				4			28
Collectively evaluated for impairment:
Loan balance	$	727		$	1,652		$	4,439		$	1,444		$	8,177		$	1,701		$	15,791		(a)	$	11,820		$	45,751
Allowance for loan losses	20			21			11			55			21			141			1				41			311
(a)	Includes $2,070 million of domestic overdrafts, $13,036 million of margin loans and $685 million of other loans at Sept. 30, 2012.
Allowance for credit losses activity for the nine months ended Sept. 30, 2013													Wealth			Other			All				Foreign			Total
													management			residential			Other
													loans and			mortgages
(in millions)	Commercial			Commercial			Financial			Lease			mortgages
				real estate			institutions			financings
Beginning balance	$	104		$	30		$	36		$	49		$	30		$	88		$	2			$	48		$	387
Charge-offs	(3		)	—			—			—			—			(7		)	—				—			(10		)
Recoveries	—			—			—			—			—			2			—				1			3
Net (charge-offs)	(3		)	—			—			—			—			(5		)	—				1			(7		)
Provision	(10		)	2			5			(10		)	(12		)	(13		)	(2		)		(1		)	(41		)
Ending balance	$	91		$	32		$	41		$	39		$	18		$	70		$	—			$	48		$	339
Allowance for credit losses activity for the nine months ended Sept. 30, 2012													Wealth			Other			All				Foreign			Total
													management			residential			Other
													loans and			mortgages
(in millions)	Commercial			Commercial			Financial			Lease			mortgages
				real estate			institutions			financings
Beginning balance	$	91		$	34		$	63		$	66		$	29		$	156		$	—			$	58		$	497
Charge-offs	(1		)	—			(8		)	—			—			(19		)	—				—			(28		)
Recoveries	1			—			—			—			—			5			—				—			6
Net (charge-offs)	—			—			(8		)	—			—			(14		)	—				—			(22		)
Provision	7			1			(18		)	(11		)	4			(1		)	2				(3		)	(19		)
Ending balance	$	98		$	35		$	37		$	55		$	33		$	141		$	2			$	55		$	456
Nonperforming assets
The table below presents the distribution of our nonperforming assets.
Nonperforming assets	Sept. 30, 2013				Dec. 31, 2012
(in millions)
Nonperforming loans:
Other residential mortgages	$	128			$	158
Commercial	15				27
Wealth management loans and mortgages	12				30
Foreign loans	9				9
Commercial real estate	4				18
Financial institutions	1				3
Total nonperforming loans	169				245
Other assets owned	3				4
Total nonperforming assets (a)	$	172			$	249
(a)	Loans of consolidated investment management funds are not part of BNY Mellon’s loan portfolio. Included in the loans of consolidated investment management funds are nonperforming loans of $31 million at Sept. 30, 2013 and $174 million at Dec. 31, 2012. These loans are recorded at fair value and therefore do not impact the provision for credit losses and allowance for loan losses, and accordingly are excluded from the nonperforming assets table above.
At Sept. 30, 2013, undrawn commitments to borrowers whose loans were classified as nonaccrual or reduced rate were not material.
Lost interest
Lost interest	3Q13			2Q13			3Q12			YTD13			YTD12
(in millions)
Amount by which interest income recognized on nonperforming loans exceeded reversals	$	1		$	1		$	2		$	1		$	3
Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire period	$	3		$	3		$	3		$	8		$	12
Impaired loans
The table below sets forth information about our impaired loans. We use the discounted cash flow method as the primary method for valuing impaired loans.
Impaired loans	Quarter ended
	Sept. 30, 2013								June 30, 2013								Sept. 30, 2012
(in millions)	Average				Interest				Average				Interest				Average				Interest
	recorded				income				recorded				income				recorded				income
	investment				recognized				investment				recognized				investment				recognized
Impaired loans with an allowance:
Commercial	$	30			$	—			$	50			$	1			$	61			$	1
Commercial real estate	2				—				2				—				26				—
Financial institutions	—				—				1				—				1				—
Wealth management loans and mortgages	10				—				19				—				28				—
Foreign	9				—				9				—				9				—
Total impaired loans with an allowance	51				—				81				1				125				1
Impaired loans without an allowance:
Commercial	4				—				4				—				—				—
Commercial real estate	7				—				13				—				2				—
Financial institutions	2				—				2				—				2				—
Wealth management loans and mortgages	4				—				4				—				6				—
Total impaired loans without an allowance (a)	17				—				23				—				10				—
Total impaired loans	$	68			$	—			$	104			$	1			$	135			$	1
(a)	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
Impaired loans	Year-to-date
	Sept. 30, 2013								Sept. 30, 2012
(in millions)	Average				Interest				Average				Interest
	recorded				income				recorded				income
	investment				recognized				investment				recognized
Impaired loans with an allowance:
Commercial	$	43			$	1			$	53			$	3
Commercial real estate	6				—				31				—
Financial institutions	—				—				9				—
Wealth management loans and mortgages	18				—				28				—
Foreign	9				—				10				—
Total impaired loans with an allowance	76				1				131				3
Impaired loans without an allowance:
Commercial	2				—				—				—
Commercial real estate	7				—				3				—
Financial institutions	2				—				2				—
Wealth management loans and mortgages	4				—				4				—
Total impaired loans without an allowance (a)	15				—				9				—
Total impaired loans	$	91			$	1			$	140			$	3
(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, 2013												Dec. 31, 2012
(in millions)	Recorded				Unpaid				Related				Recorded				Unpaid				Related
	investment				principal				allowance (a)				investment				principal				allowance (a)
					balance												balance
Impaired loans with an allowance:
Commercial	$	15			$	19			$	3			$	57			$	61			$	12
Commercial real estate	2				3				1				15				16				1
Financial institutions	—				—				—				1				1				—
Wealth management loans and mortgages	10				10				3				28				28				7
Foreign	9				17				4				9				17				4
Total impaired loans with an allowance	36				49				11				110				123				24
Impaired loans without an allowance:
Commercial	—				—				N/A				—				—				N/A
Commercial real estate	1				2				N/A				2				2				N/A
Financial institutions	1				7				N/A				1				8				N/A
Wealth management loans and mortgages	3				3				N/A				4				4				N/A
Total impaired loans without an allowance (b)	5				12				N/A				7				14				N/A
Total impaired loans (c)	$	41			$	61			$	11			$	117			$	137			$	24
(a)	The allowance for impaired loans is included in the allowance for loan losses.
(b)	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
(c)	Excludes an aggregate of $1 million and $2 million of impaired loans in amounts individually less than $1 million at Sept. 30, 2013 and Dec. 31, 2012, respectively. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2013 and Dec. 31, 2012.
Past due loans
The table below sets forth information about our past due loans.
Past due loans and still accruing interest	Sept. 30, 2013													Dec. 31, 2012
	Days past due									Total				Days past due									Total
(in millions)	30-59			60-89			>90			past due				30-59			60-89			>90			past due
Domestic:
Commercial real estate	$	28		$	3		$	—		$	31			$	44		$	—		$	—		$	44
Wealth management loans and mortgages	23			3			6			32				33			7			1			41
Commercial	—			—			—			—				—			60			—			60
Other residential mortgages	24			4			7			35				50			9			5			64
Total domestic	75			10			13			98				127			76			6			209
Foreign	—			—			—			—				—			—			—			—
Total past due loans	$	75		$	10		$	13		$	98			$	127		$	76		$	6		$	209
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 2013, second quarter of 2013 and the third quarter of 2012.
TDRs	3Q13									2Q13									3Q12
			Outstanding									Outstanding									Outstanding
			recorded investment									recorded investment									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	34		$	8		$	9			28		$	5		$	7			48		$	14		$	14
Wealth management loans and mortgages	—		—			—				—		—			—				4		2			2
Total TDRs	34		$	8		$	9			28		$	5		$	7			52		$	16		$	16
Other residential mortgages
The modifications of the other residential mortgage loans in the third quarter of 2013, second quarter of 2013 and third quarter of 2012 consisted of reducing the stated interest rates, and in certain cases, a forbearance of default and extending the maturity dates. The value of modified loans is based on the fair value of the collateral. Probable loss factors are applied to the value of the modified loans to determine the allowance for credit losses.
Wealth management loans and mortgages
The modifications of the wealth management loans and mortgages in the third quarter of 2012 consisted of changes in payment terms and extensions of the maturity dates. The difference between the book value of the loan and the estimated fair value of the collateral is included in the allowance for credit losses.
TDRs that subsequently defaulted
There were 10 residential mortgage loans that had been restructured in a TDR during the previous 12 months and have subsequently defaulted in the third quarter of 2013. The total recorded investment of these loans was $2 million.
Credit quality indicators
Our credit strategy is to focus on investment grade names to support cross-selling opportunities and avoid single name/industry concentrations. Each customer is assigned an internal credit rating which is mapped to an external rating agency grade equivalent 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, 2013				Dec. 31, 2012				Sept. 30, 2013				Dec. 31, 2012				Sept. 30, 2013				Dec 31,
																					2012
Investment grade	$	1,287			$	1,064			$	1,514			$	1,289			$	11,003			$	9,935
Noninvestment grade	357				353				473				451				1,672				1,353
Total	$	1,644			$	1,417			$	1,987			$	1,740			$	12,675			$	11,288
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, 2013				Dec. 31, 2012
Wealth management loans:
Investment grade	$	4,687			$	4,597
Noninvestment grade	63				125
Wealth management mortgages	4,694				4,142
Total	$	9,444			$	8,864
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 an average loan-to-value ratio of 64% at origination. In the wealth management portfolio, less than 1% of the mortgages were past due at Sept. 30, 2013.
At Sept. 30, 2013, the private wealth mortgage portfolio was comprised of the following geographic concentrations: New York - 22%; California - 21%; Massachusetts - 16%; Florida - 8%; and other - 33%.
Other residential mortgages
The other residential mortgage portfolio primarily consists of 1-4 family residential mortgage loans and totaled $1,433 million at Sept. 30, 2013 and $1,632 million at Dec. 31, 2012. These loans are not typically correlated to external ratings. Included in this portfolio at Sept. 30, 2013 are $434 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, 2013, the purchased loans in this portfolio had a weighted-average loan-to-value ratio of 76% at origination and 22% 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 $4,837 million at Sept. 30, 2013 and $5,298 million at Dec. 31, 2012. Overdrafts occur on a daily basis in the custody and securities clearance business and are generally repaid within two business days.
Margin loans
We had $15,146 million of secured margin loans on our balance sheet at Sept. 30, 2013 compared with $13,397 million at Dec. 31, 2012. 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.
Other loans
Other loans primarily includes loans to consumers that are fully collateralized with equities, mutual funds and fixed income securities, as well as bankers’ acceptances.
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.
Matter related to Sentinel
BNY Mellon loaned $312 million to an asset manager, Sentinel Management Group, Inc. (“Sentinel”), secured by securities and cash.  Sentinel filed for bankruptcy in 2007, and BNY Mellon’s status as a secured lender is the subject of continuing litigation.  In 2010, the district court ruled in favor of BNY Mellon, and the loan was repaid. An appellate court reversed the district court’s ruling on Aug. 26, 2013, and remanded to the district court for further proceedings.  BNY Mellon held no loans to Sentinel at Sept. 30, 2013. Our status as a secured creditor is subject to ongoing litigation and therefore the loan could be reestablished at some point in the future. For additional information on our legal proceedings related to this matter, see Note 18 of the Notes to Consolidated Financial Statements.

Goodwill_and_Intangible_Assets

Goodwill and Intangible Assets	9 Months Ended
	Sep. 30, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill and Intangible Assets	'
	Goodwill and intangible assets
	Impairment testing
	Goodwill impairment testing is performed at least annually at the reporting unit level. Intangible assets not subject to amortization are tested annually for impairment or more often if events or circumstances indicate they may be impaired.
	BNY Mellon’s three business segments include seven reporting units for which goodwill impairment testing is performed on an annual basis. In the second quarter of 2013, BNY Mellon conducted an annual goodwill impairment test on all seven reporting units. The estimated fair value of the seven reporting units exceeded the carrying value and no goodwill impairment was recognized.
	Goodwill
	The tables below provide a breakdown of goodwill by business.
	Goodwill by business	Investment			Investment				Other		Consolidated
	(in millions)	Management			Services
	Balance at Dec. 31, 2012	$	9,508		$	8,517			$	50	$	18,075
	Disposition	(69		)	—				—		(69		)
	Foreign exchange translation	(11		)	13				—		2
	Other (a)	17			—				—		17
	Balance at Sept. 30, 2013	$	9,445		$	8,530			$	50	$	18,025
	(a)	Other changes in goodwill include purchase price adjustments and certain other reclassifications.
	Goodwill by business	Investment			Investment				Other		Consolidated
	(in millions)	Management			Services
	Balance at Dec. 31, 2011	$	9,373		$	8,491			$	40	$	17,904
	Foreign exchange translation	62			20				—		82
	Other (a)	(1		)	(11		)		10		(2		)
	Balance at Sept. 30, 2012	$	9,434		$	8,500			$	50	$	17,984
	(a)	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. In the second quarter of 2013, we recorded an $8 million impairment charge related to the write-down of the value of a customer contract intangible in the Investment Services business to its fair value.
	Intangible assets – net carrying amount by business	Investment			Investment				Other		Consolidated
	(in millions)	Management			Services
	Balance at Dec. 31, 2012	$	2,228		$	1,732			$	849	$	4,809
	Disposition	(7		)	(1		)		—		(8		)
	Amortization	(113		)	(147		)	(a)	—		(260		)
	Foreign exchange translation	(1		)	1				—		—
	Other (b)	(13		)	(1		)		—		(14		)
	Balance at Sept. 30, 2013	$	2,094		$	1,584			$	849	$	4,527
	(a)	Includes an $8 million intangible asset impairment recorded in the second quarter of 2013.
	(b)	Other changes in intangible assets include purchase price adjustments and certain other reclassifications.
	Intangible assets – net carrying amount by business	Investment			Investment				Other		Consolidated
	(in millions)	Management			Services
	Balance at Dec. 31, 2011	$	2,382		$	1,922			$	848	$	5,152
	Amortization	(144		)	(144		)		—		(288		)
	Foreign exchange translation	16			2				—		18
	Other (a)	—			(1		)		1		—
	Balance at Sept. 30, 2012	$	2,254		$	1,779			$	849	$	4,882
	(a)	Other changes in intangible assets include purchase price adjustments and certain other reclassifications.
	The table below provides a breakdown of intangible assets by type.
	Intangible assets	Sept. 30, 2013											Dec. 31, 2012
	(in millions)	Gross			Accumulated				Net		Remaining		Net
		carrying			amortization				carrying		weighted-		carrying
		amount							amount		average		amount
											amortization
											period
	Subject to amortization:
	Customer relationships—Investment Management	$	2,053		$	(1,426	)		$	627	12 years		$	761
	Customer contracts—Investment Services	2,350			(1,156		)		1,194		12 years		1,335
	Other	76			(58		)		18		5 years		25
	Total subject to amortization	4,479			(2,640		)		1,839		12 years		2,121
	Not subject to amortization: (a)
	Trade name	1,368			N/A				1,368		N/A		1,368
	Customer relationships	1,320			N/A				1,320		N/A		1,320
	Total not subject to amortization	2,688			N/A				2,688		N/A		2,688
	Total intangible assets	$	7,167		$	(2,640	)		$	4,527	N/A		$	4,809
	(a)	Intangible assets not subject to amortization have an indefinite life.
	N/A - Not applicable.
	Estimated annual amortization expense for current intangibles for the next five years is as follows:
	For the year ended	Estimated amortization expense
	Dec. 31,	(in millions)
2013		$	344
2014		301
2015		269
2016		240
2017		215

Other_Assets

Other Assets	9 Months Ended
	Sep. 30, 2013
Other Assets [Abstract]	'
Other Assets	'
	Other assets
	Other assets	Sept. 30,			Dec. 31,
	(in millions)	2013			2012
	Accounts receivable	$	5,529		$	4,255
	Corporate/bank owned life insurance	4,424			4,360
	Equity in joint venture and other investments (a)	3,021			2,664
	Income taxes receivable	2,399			3,099
	Fails to deliver	2,076			1,148
	Software	1,210			1,117
	Fair value of hedging derivatives	1,187			989
	Prepaid pension assets	470			419
	Prepaid expenses	438			508
	Due from customers on acceptances	211			376
	Other	1,736			1,533
	Total other assets	$	22,701		$	20,468
	(a)	Includes Federal Reserve Bank stock of $440 million and $436 million, respectively, at cost.
	Seed capital and private equity investments valued using net asset value per share
	In our Investment Management business, we manage investment assets, including equities, fixed income, money market and alternative investment funds for institutions and other investors. As part of that activity we make seed capital investments in certain funds. BNY Mellon also holds private equity investments, which consist of investments in private equity funds, mezzanine financings and direct equity investments. Seed capital and private equity investments are included in other assets. Consistent with our policy to focus on our core activities, we continue to reduce our exposure to private equity investments.
	The fair value 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.
	Seed capital and private equity investments valued using NAV
		Sept. 30, 2013							Dec. 31, 2012
	(dollar amounts in millions)	Fair		Unfunded			Redemption	Redemption	Fair		Unfunded		Redemption	Redemption
		value		commitments			frequency	notice period	value		commitments		frequency	notice period
	Seed capital and other funds (a)	$	210	$	27		Monthly-yearly	3-45 days	$	153	$	31	Monthly-yearly	3-45 days
	Private equity funds (b)	85		12			N/A	N/A	99		13		N/A	N/A
	Total	$	295	$	39				$	252	$	44
	(a)	Other funds include various market neutral, leveraged loans, hedge funds, real estate and structured credit funds. Redemption notice periods vary by fund.
	(b)	Private equity funds primarily include numerous venture capital funds that invest in various sectors of the economy. Private equity funds do not have redemption rights. Distributions from such funds will be received as the underlying investments in the funds are liquidated.
	N/A - Not applicable.

Net_Interest_Revenue_Note

Net Interest Revenue (Note)	9 Months Ended
	Sep. 30, 2013
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, 2013			30-Jun-13			Sept. 30, 2012			Sept. 30, 2013			Sept. 30, 2012
	Interest revenue
	Non-margin loans	$	169		$	171		$	167		$	505		$	505
	Margin loans	41			40			42			119			126
	Securities:
	Taxable	460			453			477			1,354			1,464
	Exempt from federal income taxes	25			23			24			72			59
	Total securities	485			476			501			1,426			1,523
	Deposits in banks	70			68			99			209			306
	Deposits with the Federal Reserve and other central banks	39			31			33			101			115
	Federal funds sold and securities purchased under resale agreements	13			10			8			33			26
	Trading assets	38			40			27			113			63
	Total interest revenue	855			836			877			2,506			2,664
	Interest expense
	Deposits	26			27			36			83			122
	Federal funds purchased and securities sold under repurchase agreements	(4		)	(6		)	(2		)	(13		)	(2		)
	Trading liabilities	9			11			7			29			17
	Other borrowed funds	1			1			3			4			14
	Customer payables	2			2			2			6			6
	Long-term debt	49			44			82			149			259
	Total interest expense	83			79			128			258			416
	Net interest revenue	$	772		$	757		$	749		$	2,248		$	2,248

Employee_Benefit_Plans_Note

Employee Benefit Plans (Note)	9 Months Ended
	Sep. 30, 2013
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]	'
Employee Benefit Plans	'
	Employee benefit plans
	The components of net periodic benefit cost are as follows.
	Net periodic benefit cost (credit)										Quarter ended
		Sept. 30, 2013									June 30, 2013									Sept. 30, 2012
	(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	$	16		$	9		$	1		$	16		$	9		$	1		$	15		$	8		$	1
	Interest cost	43			10			2			43			10			2			42			9			3
	Expected return on assets	(73		)	(12		)	(2		)	(73		)	(12		)	(2		)	(68		)	(12		)	(2		)
	Other	49			3			1			46			4			1			38			4			3
	Net periodic benefit cost	$	35		$	10		$	2		$	32		$	11		$	2		$	27		$	9		$	5
	Net periodic benefit cost (credit)	Year-to-date
		Sept. 30, 2013									Sept. 30, 2012
	(in millions)	Domestic pension benefits			Foreign pension benefits			Health care benefits			Domestic pension benefits			Foreign pension benefits			Health care benefits
	Service cost	$	48		$	27		$	3		$	45		$	24		$	3
	Interest cost	129			30			6			126			27			9
	Expected return on assets	(219		)	(36		)	(6		)	(204		)	(36		)	(6		)
	Other	142			11			3			114			10			9
	Net periodic benefit cost	$	100		$	32		$	6		$	81		$	25		$	15

Restructuring_Charges

Restructuring Charges	9 Months Ended
	Sep. 30, 2013
Restructuring Charges [Abstract]	'
Restructuring Charges	'
	Restructuring charges
	The aggregate restructuring charge is included in M&I, litigation and restructuring charges on the income statement and reported in the Other segment. Restructuring charges are corporate initiatives and not directly related to the operating performance of the businesses. Severance payments are primarily paid over the salary continuance period in accordance with the separation plan.
	Operational Excellence Initiatives
	In 2011, we announced our Operational Excellence Initiatives which include an expense reduction initiative impacting approximately 1,500 positions, as well as additional initiatives to transform operations, technology and corporate services that will increase productivity and reduce the growth rate of expenses. We recorded a pre-tax restructuring charge of $107 million related to the Operational Excellence Initiatives in 2011. In the third quarter of 2013, we recorded a net charge of $15 million reflecting additional severance charges. The following table presents the activity in the restructuring reserve related to the Operational Excellence Initiatives through Sept. 30, 2013.
	Operational Excellence Initiatives 2011 – restructuring reserve activity
	(in millions)	Severance			Other			Total
	Original restructuring charge	$	78		$	29		$	107
	Net additional charges (net recovery/gain)	62			(57		)	5
	Utilization	(70		)	28			(42		)
	Balance at June 30, 2013	$	70		$	—		$	70
	Net additional charges	15			—			15
	Utilization	(14		)	—			(14		)
	Balance at Sept. 30, 2013	$	71		$	—		$	71
	The table below presents the restructuring charge if it had been allocated by business.
	Operational Excellence Initiatives 2011 – restructuring charge (recovery) by business							Total charges since inception
	(in millions)	3Q13			2Q13
	Investment Management	$	(2	)	$	(1	)	$	46
	Investment Services	16			4			80
	Other segment (including Business Partners)	1			(1		)	1
	Total restructuring charge	$	15		$	2		$	127

Income_Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2013
Income Tax Disclosure [Abstract]	'
Income Taxes	'
	Income taxes
	The statutory federal income tax rate is reconciled to our effective income tax rate below:
	Effective tax rate	Nine months ended
		Sept. 30, 2013		Sept. 30, 2012
	Federal rate	35	%	35	%
	State and local income taxes, net of federal income tax benefit	3		2.3
	Tax-exempt income	(2.8	)	(3.6	)
	Foreign operations	(4.5	)	(5.1	)
	Tax credits	(3.4	)	(5.0	)
	Tax litigation	19.8		—
	Other - net	(1.6	)	(0.3	)
	Effective rate	45.5	%	23.3	%
	As previously disclosed, on Nov. 10, 2009 BNY Mellon filed a petition with the U.S. Tax Court challenging the Internal Revenue Service’s (“IRS”) disallowance of certain foreign tax credits claimed for the 2001 and 2002 tax years. Trial was held from April 16 to May 17, 2012. On Feb. 11, 2013, BNY Mellon received an adverse decision from the U.S. Tax Court.  On Sept. 23, 2013, the U.S. Tax Court amended its prior ruling to allow BNY Mellon an interest expense deduction and to exclude certain items from taxable income. These items for all years involved and related interest increased after-tax income in the third quarter of 2013 by $261 million. The U.S. Tax Court has not entered a final decision; it is possible these amounts may be adjusted. Finally, we intend to appeal the Tax Court’s Feb. 11, 2013 decision disallowing the foreign tax credits.
	Our total tax reserves as of Sept. 30, 2013 were $840 million compared with $1,060 million at June 30, 2013. If these tax reserves were unnecessary, $840 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, 2013 is accrued interest, where applicable, of $198 million. The additional tax expense related to interest for the nine months ended Sept. 30, 2013 was $187 million compared with $10 million for the nine months ended Sept. 30, 2012.
	It is reasonably possible the total reserve for uncertain tax positions could decrease within the next 12 months by an amount up to $72 million as a result of adjustments related to tax years that are still subject to examination.
	Our federal income tax returns are closed for all periods through 2005. The 2006 year remains open to examination. The years 2007 and 2008 are also closed to further examination; however, one matter is before the IRS Appeals Division. The years 2009 and 2010 are currently under examination. Our New York State and New York City income tax returns are closed to examination through 2010. Our UK income tax returns are closed to examination through 2010.

Securitizations_and_Variable_I

Securitizations and Variable Interest Entities	9 Months Ended
	Sep. 30, 2013
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 offered to its retail and institutional customers in which it acts as the fund’s investment manager. BNY Mellon earns management fees on these funds as well as performance fees in certain funds. It may also provide start-up capital in its new funds. These VIEs are included in the scope of ASU 2010-10 and are reviewed for consolidation based on the guidance in ASC 810, Consolidation.
	BNY Mellon has other VIEs, including securitization trusts, which are no longer considered qualifying special purpose entities, and CLOs, in which BNY Mellon serves as the investment manager. In addition, we provide trust and custody services for a fee to entities sponsored by other corporations in which we have no other interest. These VIEs are evaluated under the guidance included in ASU 2009-17. BNY Mellon has two securitizations and several CLOs, which are assessed for consolidation in accordance with ASU 2009-17.
	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, 2013 and Dec. 31, 2012, based on the assessments performed in accordance with ASC 810 and ASU 2009-17. The net assets of any consolidated VIE are solely available to settle the liabilities of the VIE and to settle any investors’ ownership liquidation requests, including any seed capital invested in the VIE by BNY Mellon.
	Investments consolidated under ASC 810 and ASU 2009-17
	at Sept. 30, 2013
	(in millions)	Investment		Securitizations		Total
		Management				consolidated
		funds				investments
	Available-for-sale	$	—	$	488	$	488
	Trading assets	10,725		—		10,725
	Other assets	966		—		966
	Total assets	$	11,691	$	488	$	12,179
	Trading liabilities	$	10,380	$	—	$	10,380
	Other liabilities	78		442		520
	Total liabilities	$	10,458	$	442	$	10,900
	Non-redeemable noncontrolling interests	$	821	$	—	$	821
	Investments consolidated under ASC 810 and ASU 2009-17
	at Dec. 31, 2012
	(in millions)	Investment		Securitizations		Total
		Management				consolidated
		funds				investments
	Available-for-sale	$	—	$	499	$	499
	Trading assets	10,961		—		10,961
	Other assets	520		—		520
	Total assets	$	11,481	$	499	$	11,980
	Trading liabilities	$	10,152	$	—	$	10,152
	Other liabilities	29		461		490
	Total liabilities	$	10,181	$	461	$	10,642
	Non-redeemable noncontrolling interests	$	833	$	—	$	833
	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, 2013 and Dec. 31, 2012, 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, 2013					Maximum loss exposure
	(in millions)	Assets		Liabilities
	Other	$	137	$	—	$	137
	Non-consolidated VIEs at Dec. 31, 2012					Maximum loss exposure
	(in millions)	Assets		Liabilities
	Other	$	100	$	—	$	100
	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, 2013

Preferred Shares [Abstract]

'

Preferred Stock

'

Preferred stock

BNY Mellon has 100 million authorized shares of preferred stock with a par value of $0.01. The table below presents a summary of BNY Mellon’s preferred stock issued and outstanding at Sept. 30, 2013 and Dec. 31, 2012.

Preferred stock summary

Liquidation

Total shares issued and outstanding

preference

per share

Carrying value (a)

(dollars in millions, unless

Per annum dividend rate

(in dollars)

Sept. 30, 2013

Dec. 31, 2012

Sept. 30, 2013

Dec. 31,

otherwise noted)

2012

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

—

$

494

$

—

Total

15,826

10,826

$

1,562

$

1,068

(a)

The carrying value of the Series C and Series D 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. BNY Mellon will pay dividends on the Series D preferred stock, 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. 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 and Series D 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 and Series D 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 and Series D preferred stock to the holders of record of their respective depositary shares.

The following table presents a summary of the preferred stock dividends.

Preferred stock dividends (a)

Approximate dividend paid per share (in dollars)

Declaration date

Record date

Payment date

Series A (b)

Oct. 16, 2013

Dec. 5, 2013

Dec. 20, 2013

$

10.1111

17-Jul-13

Sept. 5, 2013

Sept. 20, 2013

$

10.2222

9-Apr-13

5-Jun-13

20-Jun-13

$

10.2222

Jan. 16, 2013

5-Mar-13

20-Mar-13

$

10

Series C (c)

Oct. 16, 2013

Dec. 5, 2013

Dec. 20, 2013

$

0.325

17-Jul-13

Sept. 5, 2013

Sept. 20, 2013

$

0.325

9-Apr-13

5-Jun-13

20-Jun-13

$

0.325

Jan. 16, 2013

5-Mar-13

20-Mar-13

$

0.325

Series D (d)

Oct. 16, 2013

Dec. 5, 2013

Dec. 20, 2013

$

26.625

(a)

Dividends are noncumulative.

(b)

Dividend per Normal Preferred Capital Security of Mellon Capital IV, each representing 1/100th interest in a share of Series A preferred stock.

(c)

Dividend per depositary share, each representing a 1/4,000th interest in a share of Series C preferred stock.

(d)

Dividend per depository share, each representing a 1/100th interest in a share of Series D 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 and the Series D preferred stock in whole or in part, on or after the dividend payment date in June 2023. Both the Series C or Series D 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 the Certificate of Designations of the Series C preferred stock and the Certificate of Designations of the Series D preferred stock).

Terms of the Series A preferred stock, Series C preferred stock, and Series D 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, 2013
Equity [Abstract]	'
Other Comprehensive Income (Loss)	'
	Other comprehensive income (loss)
	Components of other comprehensive income (loss)
		Quarter ended
		Sept. 30, 2013									June 30, 2013									Sept. 30, 2012
	(in millions)	Pre-tax			Tax			After-tax			Pre-tax			Tax			After-tax			Pre-tax			Tax			After-tax
		amount			(expense)			amount			amount			(expense)			amount			amount			(expense)			amount
					benefit									benefit									benefit
	Foreign currency translation:
	Foreign currency translation adjustments arising during the period	$	295		$	90		$	385		$	(9	)	$	14		$	5		$	134		$	35		$	169
	Total foreign currency translation	295			90			385			(9		)	14			5			134			35			169
	Unrealized gain (loss) on assets available-for-sale:
	Unrealized gain (loss) arising during the period	(112		)	40			(72		)	(1,215		)	479			(736		)	948			(310		)	638
	Reclassification adjustment (a)	(10		)	8			(2		)	(32		)	15			(17		)	(22		)	7			(15		)
	Net unrealized gain (loss) on assets available-for-sale	(122		)	48			(74		)	(1,247		)	494			(753		)	926			(303		)	623
	Defined benefit plans:
	Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a)	52			(21		)	31			51			(20		)	31			45			(17		)	28
	Total defined benefit plans	52			(21		)	31			51			(20		)	31			45			(17		)	28
	Unrealized gain (loss) on cash flow hedges:
	Unrealized hedge gain (loss) arising during period	(57		)	25			(32		)	13			(6		)	7			(704		)	288			(416		)
	Reclassification adjustment (a)	74			(30		)	44			(27		)	11			(16		)	706			(289		)	417
	Net unrealized gain (loss) on cash flow hedges	17			(5		)	12			(14		)	5			(9		)	2			(1		)	1
	Total other comprehensive income (loss)	$	242		$	112		$	354		$	(1,219	)	$	493		$	(726	)	$	1,107		$	(286	)	$	821
	(a)	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 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, 2013									Sept. 30, 2012
	(in millions)	Pre-tax			Tax			After-tax			Pre-tax			Tax			After-tax
		amount			(expense)			amount			amount			(expense)			amount
					benefit									benefit
	Foreign currency translation:
	Foreign currency translation adjustments arising during the period	$	57		$	24		$	81		$	40		$	36		$	76
	Total foreign currency translation	57			24			81			40			36			76
	Unrealized gain (loss) on assets available-for-sale:
	Unrealized gain (loss) arising during the period	(1,336		)	522			(814		)	1,644			(572		)	1,072
	Reclassification adjustment (a)	(90		)	41			(49		)	(112		)	38			(74		)
	Net unrealized gain (loss) on assets available-for-sale	(1,426		)	563			(863		)	1,532			(534		)	998
	Defined benefit plans:
	Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a)	171			(66		)	105			131			(52		)	79
	Total defined benefit plans	171			(66		)	105			131			(52		)	79
	Unrealized gain (loss) on cash flow hedges:
	Unrealized hedge gain (loss) arising during period	127			(51		)	76			(691		)	283			(408		)
	Reclassification adjustment (a)	(123		)	51			(72		)	698			(286		)	412
	Net unrealized gain (loss) on cash flow hedges	4			—			4			7			(3		)	4
	Total other comprehensive income (loss)	$	(1,194	)	$	521		$	(673	)	$	1,710		$	(553	)	$	1,157
	(a)	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 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, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Measurement	'
	Fair value measurement
	The guidance related to “Fair Value Measurement” included in ASC 820 defines fair value 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 and establishes a framework for measuring fair value. It establishes a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date and expands the disclosures about instruments measured at fair value. ASC 820 requires consideration of a company’s own creditworthiness when valuing liabilities.
	The standard provides a consistent definition of fair value, which focuses on exit price in an orderly transaction (that is, not a forced liquidation or distressed sale) between market participants at the measurement date under current market conditions. If there has been a significant decrease in the volume and level of activity for the asset or liability, a change in valuation technique or the use of multiple valuation techniques may be appropriate. In such instances, determining the price at which willing market participants would transact at the measurement date under current market conditions depends on the facts and circumstances and requires the use of significant judgment. The objective is to determine from weighted indicators of fair value a reasonable point within the range that is most representative of fair value under current market conditions.
	Determination of fair value
	Following is a description of our valuation methodologies for assets and liabilities measured at fair value. We have established processes for determining fair values. Fair value is based upon quoted market prices in active markets, where available. For financial instruments where quotes from recent exchange transactions are not available, we determine fair value based on discounted cash flow analysis, comparison to similar instruments, and the use of financial models. Discounted cash flow analysis is dependent upon estimated future cash flows and the level of interest rates. Model-based pricing uses inputs of observable prices, where available, for interest rates, foreign exchange rates, option volatilities and other factors. Models are benchmarked and validated by an independent internal risk management function. Our valuation process takes into consideration factors such as counterparty credit quality, liquidity, concentration concerns, and observability of model parameters. Valuation adjustments may be made to ensure that financial instruments are recorded at fair value.
	Most derivative contracts are valued using internally developed models which are calibrated to observable market data and employ standard market pricing theory for their valuations. An initial “risk-neutral” valuation is performed on each position assuming time-discounting based on a AA credit curve. Then, to arrive at a fair value that incorporates counter-party credit risk, a credit adjustment is made to these results by discounting each trade’s expected exposures to the counterparty using the counterparty’s credit spreads, as implied by the credit default swap market. We also adjust expected liabilities to the counterparty using BNY Mellon’s own credit spreads, as implied by the credit default swap market. Accordingly, the valuation of our derivative position is sensitive to the current changes in our own credit spreads as well as those of our counterparties.
	In certain cases, recent prices may not be observable for instruments that trade in inactive or less active markets. Upon evaluating the uncertainty in valuing financial instruments subject to liquidity issues, we make an adjustment to their value. The determination of the liquidity adjustment includes the availability of external quotes, the time since the latest available quote and the price volatility of the instrument.
	Certain parameters in some financial models are not directly observable and, therefore, are based on management’s estimates and judgments. These financial instruments are normally traded less actively. We apply valuation adjustments to mitigate the possibility of error and revision in the model based estimate value. Examples include products where parameters such as correlation and recovery rates are unobservable.
	The methods described above for instruments that trade in inactive or less active markets may produce a current fair value calculation that may not be indicative of net realizable value or reflective of future fair values. We believe our methods of determining fair value are appropriate and consistent with other market participants. However, the use of different methodologies or different assumptions to value certain financial instruments could result in a different estimate of fair value.
	Valuation hierarchy
	ASC 820 established a three-level valuation hierarchy for disclosure of fair value measurements based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date. The three levels are described below.
	Level 1: Inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets. Level 1 assets and liabilities include debt and equity securities and derivative financial instruments actively traded on exchanges and U.S. Treasury securities that are actively traded in highly liquid over-the-counter markets.
	Level 2: Observable inputs other than Level 1 prices, for example, quoted prices for similar assets and liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not active, and inputs that are observable or can be corroborated, either directly or indirectly, for substantially the full term of the financial instrument. Level 2 assets and liabilities include debt instruments that are traded less frequently than exchange-traded securities and derivative instruments whose model inputs are observable in the market or can be corroborated by market-observable data. Examples in this category are agency and non-agency mortgage-backed securities, corporate debt securities and over-the-counter derivative contracts.
	Level 3: Inputs to the valuation methodology are unobservable and significant to the fair value measurement. Examples in this category include certain private equity investments, derivative contracts that are highly structured or long-dated, and interests in certain securitized financial assets.
	A financial instrument’s categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement.
	Following is a description of the valuation methodologies used for instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy.
	Securities
	Where quoted prices are available in an active market, we classify the securities within Level 1 of the valuation hierarchy. Securities include both long and short positions. Level 1 securities include highly liquid government bonds, money market funds, foreign covered bonds and exchange-traded equities.
	If quoted market prices are not available, we estimate fair values using pricing models, quoted prices of securities with similar characteristics or discounted cash flows. Examples of such instruments, which would generally be classified within Level 2 of the valuation hierarchy, include agency and non-agency mortgage-backed securities, state and political subdivisions, commercial mortgage-backed securities, sovereign debt, corporate bonds and foreign covered bonds.
	For securities where quotes from recent transactions are not available for identical securities, we determine fair value primarily based on pricing sources with reasonable levels of price transparency that employ financial models or obtain comparison to similar instruments to arrive at “consensus” prices.
	Specifically, the pricing sources obtain recent transactions for similar types of securities (e.g., vintage, position in the securitization structure) and ascertain variables such as discount rate and speed of prepayment for the types of transaction and apply such variables to similar types of bonds. We view these as observable transactions in the current marketplace and classify such securities as Level 2. Pricing sources discontinue pricing any specific security whenever they determine there is insufficient observable data to provide a good faith opinion on price.
	In addition, we have significant investments in more actively traded agency RMBS and other types of securities such as sovereign debt. The pricing sources derive the prices for these securities largely from quotes they obtain from three major inter-dealer brokers. The pricing sources receive their daily observed trade price and other information feeds from the inter-dealer brokers.
	For securities with bond insurance, the financial strength of the insurance provider is analyzed and that information is included in the fair value assessment for such securities.
	In certain cases where there is limited activity or less transparency around inputs to the valuation, we classify those securities in Level 3 of the valuation hierarchy. Securities classified within Level 3 primarily include securities of state and political subdivisions and distressed debt securities.
	At Sept. 30, 2013, more than 99% of our securities were valued by pricing sources with reasonable levels of price transparency. Less than 1% of our securities were priced based on economic models and non-binding dealer quotes, and are included in Level 3 of the ASC 820 hierarchy.
	Consolidated collateralized loan obligations
	BNY Mellon values assets in consolidated CLOs using observable market prices observed from the secondary loan market. The returns to the note holders are solely dependent on the assets and accordingly equal the value of those assets. Based on the structure of the CLOs, the valuation of the assets is attributable to the senior note holders. Changes in the values of assets and liabilities are reflected in the income statement as investment and other income and interest of investment management fund note holders, respectively. Consolidated CLOs are generally classified within Level 2 of the valuation hierarchy.
	Derivatives
	We classify exchange-traded derivatives valued using quoted prices in Level 1 of the valuation hierarchy. Examples include exchanged-traded equity and foreign exchange options. Since few other classes of derivative contracts are listed on an exchange, most of our derivative positions are valued using internally developed models that use as their basis readily observable market parameters, and we classify them in Level 2 of the valuation hierarchy. Such derivatives include basic swaps and options and credit default swaps.
	Derivatives valued using models with significant unobservable market parameters in markets that lack two-way flow are classified in Level 3 of the valuation hierarchy. Examples include long-dated interest rate or currency swaps and options, where parameters may be unobservable for longer maturities; and certain products, where correlation risk is unobservable. The fair value of these derivatives compose approximately 1% of our derivative financial instruments. Additional disclosures of derivative instruments are provided in Note 17 of the Notes to Consolidated Financial Statements.
	Loans and unfunded lending-related commitments
	Where quoted market prices are not available, we generally base the fair value of loans and unfunded lending-related commitments on observable market prices of similar instruments, including bonds, credit derivatives and loans with similar characteristics. If observable market prices are not available, we base the fair value on estimated cash flows adjusted for credit risk which are discounted using an interest rate appropriate for the maturity of the applicable loans or the unfunded lending-related commitments.
	Unrealized gains and losses, if any, on unfunded lending-related commitments carried at fair value are classified in other assets and other liabilities, respectively. Loans and unfunded lending-related commitments carried at fair value are generally classified within Level 2 of the valuation hierarchy.
	Seed capital
	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. Seed capital is included in other assets. When applicable, we value seed capital based on the published NAV of the fund. We include funds in which ownership interests in the fund are publicly traded in an active market and institutional funds in which investors trade in and out daily in Level 1 of the valuation hierarchy. We include open-end funds where investors are allowed to sell their ownership interest back to the fund less frequently than daily and where our interest in the fund contains no other rights or obligations in Level 2 of the valuation hierarchy. However, we generally include investments in funds that allow investors to sell their ownership interest back to the fund less frequently than monthly in Level 3, unless actual redemption prices are observable.
	For other types of investments in funds, we consider all of the rights and obligations inherent in our ownership interest, including the reported NAV as well as other factors that affect the fair value of our interest in the fund. To the extent the NAV measurements reported for the investments are based on unobservable inputs or include other rights and obligations (e.g., obligation to meet cash calls), we generally classify them in Level 3 of the valuation hierarchy.
	Certain interests in securitizations
	For certain interests in securitizations that are classified in securities available-for-sale, trading assets and long-term debt, we use discounted cash flow models, which generally include assumptions of projected finance charges related to the securitized assets, estimated net credit losses, prepayment assumptions and estimates of payments to third-party investors. When available, we compare our fair value estimates and assumptions to market activity and to the actual results of the securitized portfolio.
	Private equity investments
	Our Other segment includes holdings of nonpublic private equity investment through funds managed by third-party investment managers. We value private equity investments initially based upon the transaction price, which we subsequently adjust to reflect expected exit values as evidenced by financing and sale transactions with third parties or through ongoing reviews by the investment managers.
	Private equity investments also include publicly held equity investments, generally obtained through the initial public offering of privately held equity investments. These equity investments are often held in a partnership structure. Publicly held investments are marked-to-market at the quoted public value less adjustments for regulatory or contractual sales restrictions or adjustments to reflect the difficulty in selling a partnership interest.
	Discounts for restrictions are quantified by analyzing the length of the restriction period and the volatility of the equity security. Publicly held private equity investments are primarily classified in Level 2 of the valuation hierarchy.
	The following tables present the financial instruments carried at fair value at Sept. 30, 2013 and Dec. 31, 2012, by caption on the consolidated balance sheet and by ASC 820 valuation hierarchy (as described above). We have included credit ratings information in certain of the tables because the information indicates the degree of credit risk to which we are exposed, and significant changes in ratings classifications could result in increased risk for us. There were no material transfers between Level 1 and Level 2 during the third quarter of 2013.
	Assets measured at fair value on a recurring basis at Sept. 30, 2013
	(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
														value
	Available-for-sale securities:
	U.S. Treasury	$	10,431		$	—		$	—		$	—		$	10,431
	U.S. Government agencies	—			1,081			—			—			1,081
	Sovereign debt	40			10,528			—			—			10,568
	State and political subdivisions (b)	—			6,669			51			—			6,720
	Agency RMBS	—			26,671			—			—			26,671
	Alt-A RMBS	—			258			—			—			258
	Prime RMBS	—			526			—			—			526
	Subprime RMBS	—			408			—			—			408
	Other RMBS	—			2,268			—			—			2,268
	Commercial MBS	—			2,563			—			—			2,563
	Agency commercial MBS	—			1,289			—			—			1,289
	Asset-backed CLOs	—			1,528			—			—			1,528
	Other asset-backed securities	—			2,496			—			—			2,496
	Equity securities	23			—			—			—			23
	Money market funds (b)	941			—			—			—			941
	Corporate bonds	—			1,504			—			—			1,504
Other debt securities	—			2,200			—			—			2,200
Foreign covered bonds	2,193			662			—			—			2,855
Alt-A RMBS (c)	—			1,792			—			—			1,792
Prime RMBS (c)	—			850			—			—			850
Subprime RMBS (c)	—			127			—			—			127
Total available-for-sale securities	13,628			63,420			51			—			77,099
Trading assets:
Debt and equity instruments (b)	4,153			4,641			3			—			8,797
Derivative assets not designated as hedging:
Interest rate	5			15,661			9			(14,303		)	1,372
Foreign exchange	3,414			254			1			(2,005		)	1,664
Equity	165			247			16			(160		)	268
Total derivative assets not designated as hedging	3,584			16,162			26			(16,468		)	3,304
Total trading assets	7,737			20,803			29			(16,468		)	12,101
Other assets:
Derivative assets designated as hedging:
Interest rate	—			1,124			—			—			1,124
Foreign exchange	63			—			—			—			63
Total other assets - derivative assets	63			1,124			—			—			1,187
Other assets (d)	140			142			101			—			383
Total other assets	203			1,266			101			—			1,570
Subtotal assets of operations at fair value	21,568			85,489			181			(16,468		)	90,770
Percentage of assets prior to netting	20		%	80		%	—		%
Assets of consolidated investment management funds:
Trading assets	132			10,593			—			—			10,725
Other assets	829			137			—			—			966
Total assets of consolidated investment management funds	961			10,730			—			—			11,691
Total assets	$	22,529		$	96,219		$	181		$	(16,468	)	$	102,461
Percentage of assets prior to netting	19		%	81		%	—		%
Liabilities measured at fair value on a recurring basis at Sept. 30, 2013
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Trading liabilities:
Debt and equity instruments	$	2,525		$	733		$	—		$	—		$	3,258
Derivative liabilities not designated as hedging:
Interest rate	—			16,200			53			(13,271		)	2,982
Foreign exchange	3,740			158			—			(1,544		)	2,354
Equity and other contracts	77			472			39			(160		)	428
Total derivative liabilities not designated as hedging	3,817			16,830			92			(14,975		)	5,764
Total trading liabilities	6,342			17,563			92			(14,975		)	9,022
Long-term debt (b)	—			326			—			—			326
Other liabilities - derivative liabilities designated as hedging:
Interest rate	—			183			—			—			183
Foreign exchange	260			—			—			—			260
Total other liabilities - derivative liabilities	260			183			—			—			443
Subtotal liabilities at fair value	6,602			18,072			92			(14,975		)	9,791
Percentage of liabilities prior to netting	27		%	73		%	—		%
Liabilities of consolidated investment management funds:
Trading liabilities	—			10,380			—			—			10,380
Other liabilities	—			78			—			—			78
Total liabilities of consolidated investment management funds	—			10,458			—			—			10,458
Total liabilities	$	6,602		$	28,530		$	92		$	(14,975	)	$	20,249
Percentage of liabilities prior to netting	19		%	81		%	—		%
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, seed capital and a brokerage account.
Assets measured at fair value on a recurring basis at Dec. 31, 2012
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Available-for-sale securities:
U.S. Treasury	$	18,003		$	—		$	—		$	—		$	18,003
U.S. Government agencies	—			1,074			—			—			1,074
Sovereign debt	41			9,383			—			—			9,424
State and political subdivisions (b)	—			6,077			45			—			6,122
Agency RMBS	—			34,193			—			—			34,193
Alt-A RMBS	—			279			—			—			279
Prime RMBS	—			728			—			—			728
Subprime RMBS	—			452			—			—			452
Other RMBS	—			2,794			—			—			2,794
Commercial MBS	—			3,139			—			—			3,139
Asset-backed CLOs	—			1,282			—			—			1,282
Other asset-backed securities	—			2,131			—			—			2,131
Equity securities	27			—			—			—			27
Money market funds (b)	2,190			—			—			—			2,190
Corporate bonds	—			1,585			—			—			1,585
Other debt securities	—			2,368			—			—			2,368
Foreign covered bonds	2,995			723			—			—			3,718
Alt-A RMBS (c)	—			1,970			—			—			1,970
Prime RMBS (c)	—			1,010			—			—			1,010
Subprime RMBS (c)	—			130			—			—			130
Total available-for-sale securities	23,256			69,318			45			—			92,619
Trading assets:
Debt and equity instruments (b)	912			4,116			48			—			5,076
Derivative assets not designated as hedging:
Interest rate	36			22,734			19			(20,042		)	2,747
Foreign exchange	3,364			148			1			(2,171		)	1,342
Equity	121			152			38			(98		)	213
Total derivative assets not designated as hedging	3,521			23,034			58			(22,311		)	4,302
Total trading assets	4,433			27,150			106			(22,311		)	9,378
Other assets:
Derivative assets designated as hedging:
Interest rate	—			928			—			—			928
Foreign exchange	61			—			—			—			61
Total derivative assets	61			928			—			—			989
Other assets (d)	96			116			120			—			332
Total other assets	157			1,044			120			—			1,321
Subtotal assets of operations at fair value	27,846			97,512			271			(22,311		)	103,318
Percentage of assets prior to netting	22		%	78		%	—		%
Assets of consolidated investment management funds:
Trading assets	182			10,735			44			—			10,961
Other assets	390			130			—			—			520
Total assets of consolidated investment management funds	572			10,865			44			—			11,481
Total assets	$	28,418		$	108,377		$	315		$	(22,311	)	$	114,799
Percentage of assets prior to netting	21		%	79		%	—		%
Liabilities measured at fair value on a recurring basis at Dec. 31, 2012
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Trading liabilities:
Debt and equity instruments	$	1,121		$	659		$	—		$	—		$	1,780
Derivative liabilities not designated as hedging:
Interest rate	—			23,173			168			(19,069		)	4,272
Foreign exchange	3,535			97			—			(1,823		)	1,809
Equity	91			266			56			(98		)	315
Total derivative liabilities not designated as hedging	3,626			23,536			224			(20,990		)	6,396
Total trading liabilities	4,747			24,195			224			(20,990		)	8,176
Long-term debt (b)	—			345			—			—			345
Other liabilities - derivative liabilities designated as hedging:
Interest rate	—			343			—			—			343
Foreign exchange	361			—			—			—			361
Total other liabilities - derivative liabilities	361			343			—			—			704
Subtotal liabilities at fair value	5,108			24,883			224			(20,990		)	9,225
Percentage of liabilities prior to netting	17		%	82		%	1		%
Liabilities of consolidated investment management funds:
Trading liabilities	—			10,152			—			—			10,152
Other liabilities	—			29			—			—			29
Total liabilities of consolidated investment management funds	—			10,181			—			—			10,181
Total liabilities	$	5,108		$	35,064		$	224		$	(20,990	)	$	19,406
Percentage of liabilities prior to netting	13		%	87		%	—		%
(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, seed capital and a brokerage account.
Details of certain items measured at fair value	Sept. 30, 2013													Dec. 31, 2012
on a recurring basis	Total				Ratings									Total				Ratings
	carrying				AAA/		A+/		BBB+/		BB+ and			carrying value (a)					AAA/		A+/		BBB+/		BB+ and
(dollar amounts in millions)	value (a)				AA-		A-		BBB-		lower								AA-		A-		BBB-		lower
Alt-A RMBS, originated in:
2006-2007	$	103			—	%	—	%	—	%	100	%		$	111			—	%	—	%	—	%	100	%
2005	100				—		—		—		100			107				—		—		—		100
2004 and earlier	55				1		3		30		66			61				4		9		25		62
Total Alt-A RMBS	$	258			—	%	1	%	6	%	93	%		$	279			1	%	2	%	6	%	91	%
Prime RMBS, originated in:
2007	$	93			—	%	—	%	41	%	59	%		$	106			—	%	—	%	45	%	55	%
2006	56				—		—		—		100			70				—		—		—		100
2005	134				—		44		—		56			215				—		33		7		60
2004 and earlier	243				5		6		52		37			337				16		42		7		35
Total prime RMBS	$	526			3	%	14	%	31	%	52	%		$	728			7	%	29	%	12	%	52	%
Subprime RMBS, originated in:
2005	$	110			—	%	22	%	49	%	29	%		$	108			4	%	8	%	34	%	54	%
2004 and earlier	298				2		6		3		89			344				3		4		6		87
Total subprime RMBS	$	408			1	%	11	%	15	%	73	%		$	452			3	%	5	%	13	%	79	%
Commercial MBS - Domestic, originated in:
2009-2012	$	417			83	%	17	%	—	%	—	%		$	283			97	%	3	%	—	%	—	%
2008	23				60		40		—		—			24				59		41		—		—
2007	492				72		19		9		—			707				78		16		6		—
2006	744				85		15		—		—			900				85		14		1		—
2005	519				99		—		1		—			640				98		1		1		—
2004 and earlier	203				95		5		—		—			285				100		—		—		—
Total commercial MBS - Domestic	$	2,398			86	%	12	%	2	%	—	%		$	2,839			89	%	9	%	2	%	—	%
Foreign covered bonds:
Canada	$	896			100	%	—	%	—	%	—	%		$	925			100	%	—	%	—	%	—	%
United Kingdom	763				100		—		—		—			756				100		—		—		—
Netherlands	293				100		—		—		—			360				100		—		—		—
Germany	194				100		—		—		—			866				98		2		—		—
Other	709				100		—		—		—			811				100		—		—		—
Total foreign covered bonds	$	2,855			100	%	—	%	—	%	—	%		$	3,718			100	%	—	%	—	%	—	%
European floating rate notes - available-for-sale:
United Kingdom	$	1,641			81	%	18	%	1	%	—	%		$	1,873			79	%	19	%	2	%	—	%
Netherlands	442				100		—		—		—			841				100		—		—		—
Ireland	167				14		—		—		86			161				15		—		—		85
Italy	108				—		100		—		—			125				—		100		—		—
Other	130				46		4		—		50			145				50		7		—		43
Total European floating rate notes - available-for-sale	$	2,488			74	%	17	%	—	%	9	%		$	3,145			77	%	15	%	2	%	6	%
Sovereign debt:
United Kingdom	$	4,668			100	%	—	%	—	%	—	%		$	4,771			100	%	—	%	—	%	—	%
Netherlands	2,079				100		—		—		—			2,054				100		—		—		—
Germany	1,983				100		—		—		—			1,646				100		—		—		—
France	1,481				100		—		—		—			897				100		—		—		—
Other	357				100		—		—		—			56				100		—		—		—
Total sovereign debt	$	10,568			100	%	—	%	—	%	—	%		$	9,424			100	%	—	%	—	%	—	%
Alt-A RMBS (b), originated in:
2006-2007	$	1,038			—	%	—	%	—	%	100	%		$	1,128			—	%	—	%	—	%	100	%
2005	557				—		4		1		95			622				4		—		1		95
2004 and earlier	197				—		—		13		87			220				—		2		12		86
Total Alt-A RMBS (b)	$	1,792			—	%	1	%	2	%	97	%		$	1,970			1	%	—	%	2	%	97	%
Prime RMBS (b), originated in:
2006-2007	$	507			—	%	—	%	—	%	100	%		$	601			—	%	—	%	—	%	100	%
2005	317				—		1		—		99			378				—		1		2		97
2004 and earlier	26				—		8		22		70			31				—		8		24		68
Total prime RMBS (b)	$	850			—	%	—	%	1	%	99	%		$	1,010			—	%	1	%	1	%	98	%
Subprime RMBS (b), originated in:
2005-2007	$	92			—	%	—	%	10	%	90	%		$	94			—	%	—	%	—	%	100	%
2004 and earlier	35				1		5		38		56			36				5		—		36		59
Total subprime RMBS (b)	$	127			—	%	1	%	18	%	81	%		$	130			2	%	—	%	10	%	88	%
(a)	At Sept. 30, 2013 and Dec. 31, 2012, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
(b)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Changes in Level 3 fair value measurements
Our classification of a financial instrument in Level 3 of the valuation hierarchy is based on the significance of the unobservable factors to the overall fair value measurement. However, these instruments generally include other observable components that are actively quoted or validated to third-party sources; accordingly, the gains and losses in the table below include changes in fair value due to observable parameters as well as the unobservable parameters in our valuation methodologies. We also frequently manage the risks of Level 3 financial instruments using securities and derivatives positions that are Level 1 or 2 instruments which are not included in the table; accordingly, the gains or losses below do not reflect the effect of our risk management activities related to the Level 3 instruments.
The Company has a Level 3 Pricing Committee which evaluates the valuation techniques used in determining the fair value of Level 3 assets and liabilities.
The tables below include a roll forward of the balance sheet amounts for the quarter ended Sept. 30, 2013 and 2012 (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, 2013
	Available-for-sale securities				Trading assets															Assets of consolidated investment management funds
(in millions)	State and  political				Debt and equity				Derivative			(a)	Other				Total assets of operations
	subdivisions				instruments				assets				assets
Fair value at June 30, 2013	$	52			$	2			$	42			$	113			$	209		44
Transfers out of Level 3	—				—				(14		)		—				(14		)	—
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	(1		)	(b)	1			(c)	(2		)	(c)	(2		)	(d)	(4		)	2			(e)
Sales	—				—				—				(10		)		(10		)	(46		)
Fair value at Sept. 30, 2013	$	51			$	3			$	26			$	101			$	181		$	—
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	(2	)		$	—			$	(2	)	$	—
(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.
(e)	Reported in income from consolidated investment management funds.
Fair value measurements for liabilities using significant unobservable inputs for the three months ended Sept. 30, 2013
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at June 30, 2013	$	117			$	117
Transfers out of Level 3	(13		)		(13		)
Total (gains) or losses for the period:	(5		)	(b)	(5		)
Included in earnings (or changes in net liabilities)
Settlements	(7		)		(7		)
Fair value at Sept. 30, 2013	$	92			$	92
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	(1	)		$	(1	)
(a)	Derivative liabilities are reported on a gross basis.
(b)	Reported in foreign exchange and other trading revenue.
Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2012
	Available-for-sale securities				Trading assets
(in millions)	State and  political subdivisions				Debt and equity				Derivative			(a)	Other				Total
					instruments				assets				assets				assets
Fair value at June 30, 2012	$	42			$	60			$	73			$	138			$	313
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	2			(b)	—			(c)	(6		)	(c)	3			(d)	(1		)
Purchases and sales:
Purchases	—				—				1				3				4
Sales	—				(10		)		—				(16		)		(26		)
Fair value at Sept. 30, 2012	$	44			$	50			$	68			$	128			$	290
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	(4	)		$	—			$	(4	)
(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, 2012
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at June 30, 2012	$	302			$	302
Total (gains) or losses for the period:
Included in earnings (or changes in net liabilities)	(2		)	(b)	(2		)
Fair value at Sept. 30, 2012	$	300			$	300
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	12			$	12
(a)	Derivative liabilities are reported on a gross basis.
(b)	Reported in foreign exchange and other trading revenue.
Fair value measurements for assets using significant unobservable inputs for the nine months ended Sept. 30, 2013
	Available-for-sale securities				Trading assets												Total			Assets of
																	assets of			consolidated
																	operations			investment
																				management
(in millions)	State and				Debt and				Derivative			(a)	Other							funds
	political				equity				assets				assets
	subdivisions				instruments
Fair value at Dec. 31, 2012	$	45			$	48			$	58			$	120			$	271		$	44
Transfers out of Level 3	—				—				(19		)		—				(19		)	—
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	6			(b)	4			(c)	(13		)	(c)	(2		)	(d)	(5		)	2			(e)
Purchases and sales:
Purchases	—				—				—				3				3			—
Sales	—				(49		)		—				(20		)		(69		)	(46		)
Fair value at Sept. 30, 2013	$	51			$	3			$	26			$	101			$	181		$	—
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	(13	)		$	—			$	(13	)	$	—
(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.
(e)	Reported in income from consolidated investment management funds.
Fair value measurements for liabilities using significant unobservable inputs for the nine months ended Sept. 30, 2013
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at Dec. 31, 2012	$	224			$	224
Transfers out of Level 3	(17		)		(17		)
Total (gains) or losses for the period:
Included in earnings (or changes in net liabilities)	(110		)	(b)	(110		)
Settlements	(5		)		(5		)
Fair value at Sept. 30, 2013	$	92			$	92
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	27			$	27
(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, 2012
	Available-for-sale securities								Trading assets
(in millions)	State and  political				Other debt securities				Debt and  equity				Derivative			(a)	Other				Total
	subdivisions								instruments				assets				assets				assets
Fair value at Dec. 31, 2011	$	45			$	3			$	63			$	97			$	157			$	365
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	2			(b)	(3		)	(b)	—			(c)	(30		)	(c)	4			(d)	(27		)
Purchases, sales and settlements:
Purchases	—				—				—				1				8				9
Sales	—				—				(13		)		—				(33		)		(46		)
Settlements	(3		)		—				—				—				(8		)		(11		)
Fair value at Sept. 30, 2012	$	44			$	—			$	50			$	68			$	128			$	290
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					—				$	—			$	(13	)		$	—			$	(13	)
(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, 2012
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at Dec. 31, 2011	$	314			$	314
Total (gains) or losses for the period:
Included in earnings (or changes in net liabilities)	(14		)	(b)	(14		)
Fair value at Sept. 30, 2012	$	300			$	300
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	33			$	33
(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, 2013 and Dec. 31, 2012, for which a nonrecurring change in fair value has been recorded during the quarters ended Sept. 30, 2013 and Dec. 31, 2012.
Assets measured at fair value on a nonrecurring basis at Sept. 30, 2013													Total carrying
(in millions)	Level 1				Level 2				Level 3				value
Loans (a)	$	—			$	131			$	8			$	139
Other assets (b)	—				35				—				35
Total assets at fair value on a nonrecurring basis	$	—			$	166			$	8			$	174
Assets measured at fair value on a nonrecurring basis at Dec. 31, 2012													Total carrying
(in millions)	Level 1				Level 2				Level 3				value
Loans (a)	$	—			$	183			$	23			$	206
Other assets (b)	—				79				—				79
Total assets at fair value on a nonrecurring basis	$	—			$	262			$	23			$	285
(a)	During the quarters ended Sept. 30, 2013 and Dec. 31, 2012, the fair value of these loans increased $2 million and decreased $2 million, respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses.
(b)	Includes other assets received in satisfaction of debt and loans held for sale. Loans held for sale are carried on the balance sheet at the lower of cost or market value.
Level 3 unobservable inputs
The following tables present the unobservable inputs used in valuation of assets and liabilities classified as Level 3 within the fair value hierarchy.
Quantitative information about Level 3 fair value measurements of assets
(dollars in millions)	Fair value at			Valuation techniques	Unobservable input		Range
	Sept. 30, 2013
Measured on a recurring basis:
Available-for-sale securities:
State and political subdivisions	$	51		Discounted cash flow	Expected credit loss		6%-24%
Trading assets:
Debt and equity instruments:
Distressed debt	$	3		Discounted cash flow	Expected maturity		1 - 10 years
					Credit spreads		120-1,390 bps
Derivative assets:
Interest rate:
Structured foreign exchange swaptions	$	9		Option pricing model (a)	Correlation risk		0%-25%
					Long-term foreign exchange volatility		12%-16%
Foreign exchange contracts:
Long-term foreign exchange options	$	1		Option pricing model (a)	Long-term foreign exchange volatility		18%
Equity:
Equity options	$	16		Option pricing model (a)	Long-term equity volatility		25%-28%
Measured on a nonrecurring basis:
Loans	$	8		Discounted cash flows	Timing of sale		0-12 months
					Cap rate		8%
					Cost to complete/sell		0%-30%
Quantitative information about Level 3 fair value measurements of liabilities
(dollars in millions)	Fair value at			Valuation techniques	Unobservable input		Range
	Sept. 30, 2013
Measured on a recurring basis:
Trading liabilities:
Derivative liabilities:
Interest rate:
Structured foreign exchange swaptions	$	53		Option pricing model (a)	Correlation risk		0%-25%
					Long-term foreign exchange volatility		12%-16%
Equity:
Equity options	$	39		Option pricing model (a)	Long-term equity volatility		23%-28%
(a)	The option pricing model uses market inputs such as foreign currency exchange rates, interest rates and volatility to calculate the fair value of the option.
bps - basis points.
Estimated fair value of financial instruments
The carrying amounts of our financial instruments (i.e., monetary assets and liabilities) are determined under different accounting methods - see Note 1 of the Notes to Consolidated Financial Statements in our 2012 Annual Report. The following disclosure discusses these instruments on a uniform fair value basis. However, active markets do not exist for a significant portion of these instruments. For financial instruments where quoted prices from identical assets and liabilities in active markets do not exist, we determine fair value based on discounted cash flow analysis and comparison to similar instruments. Discounted cash flow analysis is dependent upon estimated future cash flows and the level of interest rates. Other judgments would result in different fair values. The assumptions we used at Sept. 30, 2013 and Dec. 31, 2012 include discount rates ranging principally from 0.21% to 5.17%. The fair value information supplements the basic financial statements and other traditional financial data presented throughout this report.
A summary of the practices used for determining fair value and the respective level in the valuation hierarchy for financial assets and liabilities not recorded at fair value follows.
Interest-bearing deposits with the Federal Reserve and other central banks and interest-bearing deposits with banks
The estimated fair value of interest-bearing deposits with the Federal Reserve and other central banks is equal to the book value as these interest-bearing deposits are generally considered cash equivalents. These instruments are classified as Level 2 within the valuation hierarchy. The estimated fair value of interest-bearing deposits with banks is generally determined using discounted cash flows and duration of the instrument to maturity. The primary inputs used to value these transactions are interest rates based on current LIBOR market rates and time to maturity. Interest-bearing deposits with banks are classified as Level 2 within the valuation hierarchy.
Federal funds sold and securities purchased under resale agreements
The estimated fair value of federal funds sold and securities purchased under resale agreements is based on inputs such as interest rates and tenors. Federal funds sold and securities purchased under resale agreements are classified as Level 2 within the valuation hierarchy.
Securities held-to-maturity
Where quoted prices are available in an active market for identical assets and liabilities, we classify the securities as Level 1 within the valuation hierarchy. Securities are defined as both long and short positions. Level 1 securities include U.S. Treasury securities.
If quoted market prices are not available for identical assets and liabilities, we estimate fair value using pricing models, quoted prices of securities with similar characteristics or discounted cash flows. Examples of such instruments, which would generally be classified as Level 2 within the valuation hierarchy, include certain agency and non-agency mortgage-backed securities, commercial mortgage-backed securities and state and political subdivision securities. For securities where quotes from active markets are not available for identical securities, we determine fair value primarily based on pricing sources with reasonable levels of price transparency that employ financial models or obtain comparison to similar instruments to arrive at “consensus” prices.
Specifically, the pricing sources obtain active market prices for similar types of securities (e.g., vintage, position in the securitization structure) and ascertain variables such as discount rate and speed of prepayment for the types of transaction and apply such variables to similar types of bonds. We view these as observable transactions in the current marketplace and classify such securities as Level 2 within the valuation hierarchy.
Loans
For residential mortgage loans, fair value is estimated using discounted cash flow analysis, adjusting where appropriate for prepayment estimates, using interest rates currently being offered for loans with similar terms and maturities to borrowers. The estimated fair value of margin loans and overdrafts is equal to the book value due to the short-term nature of these assets. The estimated fair value of other types of loans is determined using discounted cash flows. Inputs include current LIBOR market rates adjusted for credit spreads. These loans are generally classified as Level 2 within the valuation hierarchy.
Other financial assets
Other financial assets include cash, the Federal Reserve Bank stock and accrued interest receivable. Cash is classified as Level 1 within the valuation hierarchy. The Federal Reserve Bank stock is not redeemable or transferable. The estimated fair value of the Federal Reserve Bank stock is based on the issue price and is classified as Level 2 within the valuation hierarchy. Accrued interest receivable is generally short-term. As a result, book value is considered to equal fair value. Accrued interest receivable is included as Level 2 within the valuation hierarchy.
Noninterest-bearing and interest-bearing deposits
Interest-bearing deposits are comprised of money market rate and demand deposits, savings deposits and time deposits. Except for time deposits, book value is considered to equal fair value for these deposits due to their short duration to maturity or payable on demand feature. The fair value of interest-bearing time deposits is determined using discounted cash flow analysis. Inputs primarily consist of current LIBOR market rates and time to maturity. For all noninterest-bearing deposits, book value is considered to equal fair value as a result of the short duration of the deposit. Interest-bearing and noninterest-bearing deposits are classified as Level 2 within the valuation hierarchy.
Federal funds purchased and securities sold under repurchase agreements
The estimated fair value of federal funds purchased and securities sold under repurchase agreements is based on inputs such as interest rates and tenors. Federal funds purchased and securities sold under repurchase agreements are classified as Level 2 within the valuation hierarchy.
Payables to customers and broker-dealers
The estimated fair value of payables to customers and broker-dealers is equal to the book value, due to the demand feature of the payables to customers and broker-dealers, and are classified as Level 2 within the valuation hierarchy.
Borrowings
Borrowings primarily consist of overdrafts of subcustodian account balances in our Investment Services businesses, commercial paper and accrued interest payable. The estimated fair value of overdrafts of subcustodian account balances in our Investment Services businesses is considered to equal book value as a result of the short duration of the overdrafts. Overdrafts are typically repaid within two days. The estimated fair value of our commercial paper is based on discount and duration of the commercial paper. Our commercial paper matures within 397 days from date of issue and is not redeemable prior to maturity or subject to voluntary prepayment. Our commercial paper is included in Level 2 of the valuation hierarchy. Accrued interest payable is generally short-term. As a result, book value is considered to equal fair value. Accrued interest payable is included as Level 2 within the valuation hierarchy.
Long-term debt
The estimated fair value of long-term debt is based on current rates for instruments of the same remaining maturity or quoted market prices for the same or similar issues. Long-term debt is classified as Level 2 within the valuation hierarchy.
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, 2013 and Dec. 31, 2012, by caption on the consolidated balance sheet and by ASC 820 valuation hierarchy (as described above).
Summary of financial instruments	Sept. 30, 2013
(in millions)	Level 1			Level 2			Level 3				Total				Carrying
											estimated				amount
											fair value
Assets:
Interest-bearing deposits with the Federal Reserve and other central banks	$	—		$	95,519		$	—			$	95,519			$	95,519
Interest-bearing deposits with banks	—			41,426			—				41,426				41,390
Federal funds sold and securities purchased under resale agreements	—			9,191			—				9,191				9,191
Securities held-to-maturity	3,307			16,993			—				20,300				20,358
Loans	—			47,706			—				47,706				47,700
Other financial assets	7,304			1,055			—				8,359				8,359
Total	$	10,611		$	211,890		$	—			$	222,501			$	222,517
Liabilities:
Noninterest-bearing deposits	$	—		$	87,303		$	—			$	87,303			$	87,303
Interest-bearing deposits	—			168,188			—				168,188				168,257
Federal funds purchased and securities sold under repurchase agreements	—			9,737			—				9,737				9,737
Payables to customers and broker-dealers	—			15,293			—				15,293				15,293
Borrowings	—			2,830			—				2,830				2,830
Long-term debt	—			19,042			—				19,042				18,563
Total	$	—		$	302,393		$	—			$	302,393			$	301,983
Summary of financial instruments	Dec. 31, 2012
(in millions)	Level 1			Level 2			Level 3				Total estimated				Carrying
											fair value				amount
Assets:
Interest-bearing deposits with the Federal Reserve and other central banks	$	—		$	90,110		$	—			$	90,110			$	90,110
Interest-bearing deposits with banks	—			43,936			—				43,936				43,910
Federal funds sold and securities purchased under resale agreements	—			6,593			—				6,593				6,593
Securities held-to-maturity	1,070			7,319			—				8,389				8,205
Loans	—			44,031			—				44,031				44,010
Other financial assets	4,727			1,115			—				5,842				5,842
Total	$	5,797		$	193,104		$	—			$	198,901			$	198,670
Liabilities:
Noninterest-bearing deposits	$	—		$	93,019		$	—			$	93,019			$	93,019
Interest-bearing deposits	—			153,030			—				153,030				153,076
Federal funds purchased and securities sold under repurchase agreements	—			7,427			—				7,427				7,427
Payables to customers and broker-dealers	—			16,095			—				16,095				16,095
Borrowings	—			1,883			—				1,883				1,883
Long-term debt	—			19,397			—				19,397				18,530
Total	$	—		$	290,851		$	—			$	290,851			$	290,030
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)
At Sept. 30, 2013:
Interest-bearing deposits with banks	$	1,546			$	1,546			$	28			$	(44	)
Securities available-for-sale	5,888				6,414				568				(135		)
Deposits	—				—				—				—
Long-term debt	13,955				13,562				552				(49		)
At Dec. 31, 2012:
Interest-bearing deposits with banks	$	11,328			$	11,328			$	38			$	(224	)
Securities available-for-sale	5,597				5,355				12				(339		)
Deposits	10				10				1				—
Long-term debt	15,100				14,314				911				(4		)

Fair_Value_Option

Fair Value Option	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Option	'
	Fair value option
	ASC 825 provides an option to elect fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments and written loan commitments.
	The following table presents the assets and liabilities, by type, of consolidated investment management funds recorded at fair value.
	Assets and liabilities of consolidated investment management funds, at fair value
	(in millions)	Sept. 30, 2013			Dec. 31, 2012
	Assets of consolidated investment management funds:
	Trading assets	$	10,725		$	10,961
	Other assets	966			520
	Total assets of consolidated investment management funds	$	11,691		$	11,481
	Liabilities of consolidated investment management funds:
	Trading liabilities	$	10,380		$	10,152
	Other liabilities	78			29
	Total liabilities of consolidated investment management funds	$	10,458		$	10,181
	BNY Mellon values assets in consolidated CLOs using observable market prices observed from the secondary loan market. The returns to the note holders are solely dependent on the assets and accordingly equal the value of those assets. Mark-to-market valuation best reflects the limited interest BNY Mellon has in the economic performance of the consolidated CLOs. Changes in the values of assets and liabilities are reflected in the income statement as investment income of consolidated investment management funds.
	We have elected the fair value option on $240 million of long-term debt in connection with ASC 810. At Sept. 30, 2013, the fair value of this long-term debt was $326 million. The long-term debt is valued using observable market inputs and is included in Level 2 of the ASC 820 hierarchy.
	The following table presents the changes in fair value of the long-term debt included in foreign exchange and other trading revenue in the consolidated income statement.
	Foreign exchange and other trading revenue
		Quarter ended						Year-to-date
	(in millions)	Sept. 30, 2013			Sept. 30, 2012			Sept. 30, 2013		Sept. 30, 2012
	Changes in the fair value of long-term debt (a)	$	(2	)	$	(6	)	$	19	$	(19	)
	(a)	The change in fair value of the long-term debt is approximately offset by an economic hedge included in trading.

Derivative_Instruments

Derivative Instruments	9 Months Ended
	Sep. 30, 2013
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 addition, we periodically manage positions for our own account. Positions managed for our own account are immaterial to our foreign exchange and other trading revenue and to our overall results of operations.
	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. Counterparty default losses were $1.2 million in the third quarter of 2013. There were no counterparty default losses in the third quarter of 2012.
	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 and agency commercial mortgage-backed securities 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, 2013, $6.2 billion face amount of securities were hedged with interest rate swaps that had notional values of $6.4 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 simple interest rate swaps similar to those described for deposits. 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, 2013, $13.6 billion par value of debt was hedged with interest rate swaps that had notional values of $13.6 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, 2013, the hedged forecasted foreign currency transactions and designated forward foreign exchange contract hedges were $225 million (notional), with a pre-tax gain of $1 million recorded in accumulated other comprehensive income. This gain will be reclassified to income or expense over the next nine months.
	We use forward foreign exchange contracts with remaining maturities of nine months or less as hedges against our foreign exchange exposure to Australian Dollar, Euro, Swedish Krona, British Pound, Danish Krone, Norwegian Krone and Japanese Yen with respect to interest-bearing deposits with banks and their associated forecasted interest revenue. These hedges are designated as cash flow hedges. These hedges are effected such that their maturities and notional values match those of the deposits with banks. As of Sept. 30, 2013, the hedged interest-bearing deposits with banks and their designated forward foreign exchange contract hedges were $1.7 billion (notional), with a pre-tax loss of less than $1 million recorded in accumulated other comprehensive income. This loss will be reclassified to net interest revenue 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, 2013, forward foreign exchange contracts with notional amounts totaling $5.8 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, 2013, had a combined U.S. dollar equivalent value of $531 million.
	Ineffectiveness related to derivatives and hedging relationships was recorded in income as follows:
	Ineffectiveness	Nine months ended
	(in millions)	Sept. 30, 2013			Sept. 30, 2012
	Fair value hedges of securities	$	10.4		$	(1.7	)
	Fair value hedges of deposits and long-term debt	3.8			(7.3		)
	Cash flow hedges	(0.1		)	0.1
	Other (a)	0.1			(0.1		)
	Total	$	14.2		$	(9.0	)
	(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, 2013 and Dec. 31, 2012.
	Impact of derivative instruments on the balance sheet	Notional value							Asset derivatives							Liability derivatives
									fair value							fair value
	(in millions)	Sept. 30, 2013			Dec. 31, 2012				Sept. 30, 2013			Dec. 31, 2012				Sept. 30, 2013			Dec. 31, 2012
	Derivatives designated as hedging instruments (a):
	Interest rate contracts	$	19,976		$	19,679			$	1,124		$	928			$	183		$	343
	Foreign exchange contracts	7,763			16,805				63			61				260			361
	Total derivatives designated as hedging instruments								$	1,187		$	989			$	443		$	704
	Derivatives not designated as hedging instruments (b):
	Interest rate contracts	$	786,857		$	796,155			$	15,675		$	22,789			$	16,253		$	23,341
	Foreign exchange contracts	446,009			359,204				3,669			3,513				3,898			3,632
	Equity contracts	22,243			11,375				428			311				588			413
	Credit contracts	101			166				—			—				—			—
	Total derivatives not designated as hedging instruments								$	19,772		$	26,613			$	20,739		$	27,386
	Total derivatives fair value (c)								$	20,959		$	27,602			$	21,182		$	28,090
	Effect of master netting agreements (d)								(16,468		)	(22,311		)		(14,975		)	(20,990		)
	Fair value after effect of master netting agreements								$	4,491		$	5,291			$	6,207		$	7,100
	(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)	Master netting agreements are reported net of cash collateral received and paid of $1,631 million and $138 million, respectively, at Sept. 30, 2013, and $1,452 million and $131 million, respectively, at Dec. 31, 2012.
	At Sept. 30, 2013, $470 billion (notional) of interest rate contracts will mature within one year, $171 billion between one and five years, and $166 billion after five years. At Sept. 30, 2013, $438 billion (notional) of foreign exchange contracts will mature within one year, $7 billion between one and five years, and $9 billion after five years.
	Impact of derivative instruments on the income statement
	(in millions)
	Derivatives in fair value hedging relationships	Location of gain or		Gain or (loss) recognized												Location of gain or(loss) recognized in income on hedged item		Gain or (loss) recognized
		(loss) recognized in income on derivatives		in income on derivatives														in hedged item
				3Q13				2Q13				3Q12						3Q13				2Q13			3Q12
	Interest rate contracts	Net interest  revenue		$	143			$	169			$	36			Net interest  revenue		$	(137	)		$	(167	)	$	(44	)
	Derivatives in cash flow hedging	Gain or (loss) recognized										Location of gain or		Gain or (loss) reclassified										Location of gain or	Gain or (loss) recognized in income on derivatives
	relationships	in accumulated										(loss) reclassified		from accumulated										(loss) recognized in	(ineffectiveness portion and amount excluded from effectiveness testing)
		OCI on derivatives(effective portion)										from accumulated		OCI into income										income on derivatives
												OCI into income		(effective portion)										(ineffective portion and
												(effective portion)												amount excluded from
		3Q13			2Q13			3Q12						3Q13			2Q13			3Q12				effectiveness testing)	3Q13			2Q13		3Q12
	FX contracts	$	4		$	(15	)	$	—			Net interest revenue		$	(5	)	$	(6	)	$	—			Net interest revenue	$	—		$	—	$	—
	FX contracts	(5		)	(1		)	3				Other revenue		(1		)	—			1				Other revenue	(0.2		)	—		—
	FX contracts	(67		)	34			(707		)		Trading revenue		(67		)	34			(707		)		Trading revenue	—			—		—
	FX contracts	11			(5		)	—				Salary expense		(1		)	(1		)	—				Salary expense	—			—		—
	Total	$	(57	)	$	13		$	(704	)				$	(74	)	$	27		$	(706	)			$	(0.2	)	$	—	$	—
	Derivatives in net	Gain or (loss) recognized in accumulated OCI										Location of gain or		Gain or (loss) reclassified										Location of gain or	Gain or (loss) recognized in income on
	investment hedging	on derivatives										(loss) reclassified		from accumulated										(loss) recognized in	derivatives
	relationships	(effective portion)										from accumulated		OCI into income										income on derivative	(ineffectiveness
										OCI into income		(effective portion)									(ineffective portion and	portion and amount
										(effective portion)											amount excluded from	excluded from
																					effectiveness testing)	effectiveness testing)
	3Q13			2Q13			3Q12						3Q13			2Q13			3Q12					3Q13			2Q13		3Q12
FX contracts	$	(192	)	$	38		$	(133	)		Net interest revenue		$	2		$	—		$	—			Other revenue	$	—		$	0.2	$	—
Impact of derivative instruments on the income statement
(in millions)
Derivatives in fair value hedging relationships	Location of gain or		Gain or (loss) recognized								Location of gain or(loss) recognized in income on hedged item		Gain or (loss) recognized
	(loss) recognized in income on derivatives		in income on derivatives										in hedged item
			Nine months ended										Nine months ended
			Sept. 30, 2013				Sept. 30, 2012						Sept. 30, 2013				Sept. 30, 2012
Interest rate contracts	Net interest  revenue		$	388			$	(86	)		Net interest  revenue		$	(374	)		$	77
Derivatives in cash flow hedging	Gain or (loss) recognized								Location of gain or		Gain or (loss) reclassified								Location of gain or		Gain or (loss) recognized in income on derivatives
relationships	in accumulated								(loss) reclassified		from accumulated								(loss) recognized in		(ineffectiveness portion and amount excluded from effectiveness testing)
	OCI on derivatives(effective portion)								from accumulated		OCI into income								income on derivatives		Nine months ended
	Nine months ended								OCI into income		(effective portion)								(ineffective portion and
									(effective portion)		Nine months ended								amount excluded from
	Sept. 30, 2013				Sept. 30, 2012						Sept. 30, 2013				Sept. 30, 2012				effectiveness testing)		Sept. 30, 2013			Sept. 30, 2012
FX contracts	$	(23	)		$	7			Net interest revenue		$	(24	)		$	4			Net interest revenue		$	—		$	—
FX contracts	(4		)		5				Other revenue		(1		)		2				Other revenue		(0.1		)	0.1
FX contracts	150				(703		)		Trading revenue		150				(703		)		Trading revenue		—			—
FX contracts	4				—				Salary expense		(2		)		(1		)		Salary expense		—			—
Total	$	127			$	(691	)				$	123			$	(698	)				$	(0.1	)	$	0.1
Derivatives in net	Gain or (loss) recognized in accumulated OCI								Location of gain or		Gain or (loss) reclassified								Location of gain or		Gain or (loss) recognized in income on
investment hedging	on derivatives								(loss) reclassified		from accumulated								(loss) recognized in		derivatives
relationships	(effective portion)								from accumulated		OCI into income								income on derivative		(ineffectiveness
	Nine months ended								OCI into income		(effective portion)								(ineffective portion and		portion and amount
									(effective portion)		Nine months ended								amount excluded from		excluded from
																			effectiveness testing)		effectiveness testing)
																					Nine months ended
	Sept. 30, 2013				Sept. 30, 2012						Sept. 30, 2013				Sept. 30, 2012						Sept. 30, 2013			Sept. 30, 2012
FX contracts	$	13			$	(162	)		Net interest revenue		$	2			$	—			Other revenue		$	0.1		$	(0.1	)
Trading activities (including trading derivatives)
We manage trading risk through a system of position limits, a VaR methodology based on Monte Carlo simulations, stop loss advisory triggers, and other market sensitivity measures. Risk is monitored and reported to senior management by a separate unit on a daily basis. Based on certain assumptions, the VaR methodology is designed to capture the potential overnight pre-tax dollar loss from adverse changes in fair values of all trading positions. The calculation assumes a one-day holding period for most instruments, utilizes a 99% confidence level, and incorporates the non-linear characteristics of options. The VaR model is one of several statistical models used to develop economic capital results, which is allocated to lines of business for computing risk-adjusted performance.
As the VaR methodology does not evaluate risk attributable to extraordinary financial, economic or other occurrences, the risk assessment process includes a number of stress scenarios based upon the risk factors in the portfolio and management’s assessment of market conditions. Additional stress scenarios based upon historic 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)	3Q13			2Q13			3Q12			2013			2012
Foreign exchange	$	154		$	179		$	121		$	482		$	414
Other trading revenue:
Fixed income	(2		)	12			54			18			117
Equity/other	8			16			7			28			22
Total other trading revenue	6			28			61			46			139
Total	$	160		$	207		$	182		$	528		$	553
Foreign exchange includes income from purchasing and selling foreign currencies and currency forwards, futures and options. Fixed income reflects results from futures and forward contracts, interest rate swaps, structured foreign currency swaps, options, and fixed income securities. Equity/Other primarily includes revenue from equity securities and equity derivatives.
Counterparty credit risk and collateral
We assess credit risk of our counterparties through regular examination of their financial statements, confidential communication with the management of those counterparties and regular monitoring of publicly available credit rating information. This and other information is used to develop proprietary credit rating metrics used to assess credit quality.
Collateral requirements are determined after a comprehensive review of the credit quality of each counterparty. Collateral is generally held or pledged in the form of cash or highly liquid government securities. Collateral requirements are monitored and adjusted daily.
Additional disclosures concerning derivative financial instruments are provided in Note 15 of the Notes to Consolidated Financial Statements.
Disclosure of contingent features in over-the-counter (“OTC”) derivative instruments
Certain OTC derivative contracts and/or collateral agreements of The Bank of New York Mellon, our largest banking subsidiary and the subsidiary through which BNY Mellon enters into the substantial majority of all of its OTC derivative contracts and/or collateral agreements, contain provisions that may require us to take certain actions if The Bank of New York Mellon’s public debt rating fell to a certain level. Early termination provisions, or “close-out” agreements, in those contracts could trigger immediate payment of outstanding contracts that are in net liability positions. Certain collateral agreements would require The Bank of New York Mellon to immediately post additional collateral to cover some or all of The Bank of New York Mellon’s liabilities to a counterparty.
The following table shows the fair value of contracts falling under early termination provisions that were in net liability positions as of Sept. 30, 2013 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-		$	654	million
Baa2/BBB		$	785	million
Bal/BB+		$	1,523	million
(a)	The change between rating categories is incremental, not cumulative.
Additionally, if The Bank of New York Mellon’s debt rating had fallen below investment grade on Sept. 30, 2013, existing collateral arrangements would have required us to have posted an additional $456 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 financial assets and derivative assets
	Sept. 30, 2013											Dec. 31, 2012
(in millions)	Gross assets recognized			Offset in the balance sheet			(a)	Net assets recognized				Gross assets recognized			Offset in the balance sheet			(a)	Net assets recognized
Derivatives subject to netting arrangements:
Interest rate contracts	$	15,483		$	14,303			$	1,180			$	22,234		$	20,042			$	2,192
Foreign exchange contracts	2,687			2,005				682				3,255			2,171				1,084
Equity and other contracts	372			160				212				264			98				166
Total derivatives subject to netting arrangements	18,542			16,468				2,074				25,753			22,311				3,442
Total derivatives not subject to netting arrangements	2,417			—				2,417				1,849			—				1,849
Total derivatives	20,959			16,468				4,491				27,602			22,311				5,291
Reverse repurchase agreements	9,176			120			(b)	9,056				6,718			137			(b)	6,581
Total	$	30,135		$	16,588			$	13,547			$	34,320		$	22,448			$	11,872
(a)	Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
(b)	Offsetting of 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 financial liabilities and derivative liabilities
	Sept. 30, 2013											Dec. 31, 2012
(in millions)	Gross liabilities recognized			Offset in the balance sheet			(a)	Net liabilities recognized				Gross liabilities recognized			Offset in the balance sheet			(a)	Net liabilities recognized
Derivatives subject to netting arrangements:
Interest rate contracts	$	16,107		$	13,271			$	2,836			$	23,274		$	19,069			$	4,205
Foreign exchange contracts	1,847			1,544				303				3,423			1,823				1,600
Equity and other contracts	454			160				294				310			98				212
Total derivatives subject to netting arrangements	18,408			14,975				3,433				27,007			20,990				6,017
Total derivatives not subject to netting arrangements	2,774			—				2,774				1,083			—				1,083
Total derivatives	21,182			14,975				6,207				28,090			20,990				7,100
Repurchase agreements	8,933			120			(b)	8,813				7,153			137			(b)	7,016
Total	$	30,115		$	15,095			$	15,020			$	35,243		$	21,127			$	14,116
(a)	Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
(b)	Offsetting of 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.

Commitments_and_Contingent_Lia

Commitments and Contingent Liabilities	9 Months Ended
	Sep. 30, 2013
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, 2013 are disclosed in the financial institutions portfolio exposure table and the commercial portfolio exposure table below.
	Financial institutions	Sept. 30, 2013
	portfolio exposure
	(in billions)	Loans		Unfunded		Total
				commitments		exposure
	Banks	$	8.3	$	2	$	10.3
	Asset managers	1.2		4		5.2
	Insurance	0.1		4.3		4.4
	Securities industry	2.5		1.5		4
	Government	0.4		3		3.4
	Other	0.2		1.2		1.4
	Total	$	12.7	$	16	$	28.7
	Commercial portfolio	Sept. 30, 2013
	exposure
	(in billions)	Loans		Unfunded		Total
				commitments		exposure
	Energy and utilities	$	0.7	$	6.1	$	6.8
	Services and other	0.6		6.1		6.7
	Manufacturing	0.3		5.9		6.2
	Media and telecom	—		1.8		1.8
	Total	$	1.6	$	19.9	$	21.5
	Major concentrations in securities lending are primarily to broker-dealers and are generally collateralized with cash. Securities lending transactions are discussed below.
	The following table presents a summary of our off-balance sheet credit risks, net of participations.
	Off-balance sheet credit risks	Sept. 30,		Dec. 31,
	(in millions)	2013		2012
	Lending commitments (a)	$	33,184	$	31,265
	Standby letters of credit (b)	6,737		7,167
	Commercial letters of credit	374		219
	Securities lending indemnifications (c)	268,637		245,717
	(a)	Net of participations totaling $326 million at Sept. 30, 2013 and $350 million at Dec. 31, 2012.
	(b)	Net of participations totaling $793 million at Sept. 30, 2013 and $1.0 billion at Dec. 31, 2012.
	(c)	Excludes securities lending activity at the CIBC Mellon joint venture of $65 billion at Sept. 30, 2013 and $66 billion at Dec. 31, 2012.
	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: $9.6 billion in less than one year, $23.4 billion in one to five years and $0.2 billion over five years.
	Standby letters of credit (“SBLC”) principally support corporate obligations. As shown in the off-balance sheet credit risks table, the maximum potential exposure of SBLCs was $6.7 billion at Sept. 30, 2013 and $7.2 billion at Dec. 31, 2012, and includes $505 million and $781 million that were collateralized with cash and securities at Sept. 30, 2013 and Dec. 31, 2012, respectively. At Sept. 30, 2013, $3.4 billion of the SBLCs will expire within one year and $3.3 billion in one to five years.
	We must recognize, at the inception of standby letters of credit and foreign and other guarantees, a liability for the fair value of the obligation undertaken in issuing the guarantee. As required by ASC 460 - “Guarantees”, 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 $133 million at Sept. 30, 2013 and $121 million at Dec. 31, 2012.
	Payment/performance risk of SBLCs is monitored using both historical performance and internal ratings criteria. BNY Mellon’s historical experience is that SBLCs typically expire without being funded. SBLCs below investment grade are monitored closely for payment/performance risk. The table below shows SBLCs by investment grade:
	Standby letters of credit	Sept. 30,		Dec. 31,
		2013		2012
	Investment grade	89	%	93	%
	Noninvestment grade	11	%	7	%
	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 $374 million at Sept. 30, 2013 compared with $219 million at Dec. 31, 2012.
	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 $277 billion at Sept. 30, 2013 and $253 billion at Dec. 31, 2012.
	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, 2013, $65 billion of borrowings at CIBC Mellon were secured by collateral of $69 billion.  At Dec. 31, 2012, $66 billion of borrowings at CIBC Mellon were secured by collateral of $70 billion. 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 funds that we manage, we may be liable to the funds for certain administrative errors. The errors relate to questions about the resident status of certain offshore tax exempt 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. In addition to amounts accrued, we believe it is reasonably possible that we could have a potential additional exposure of approximately $100 million.
	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, 2013 and Dec. 31, 2012, we had no material liabilities under these arrangements.
	Clearing and Settlement Exchanges
	We are a minority equity investor in, and/or member of, several industry clearing or settlement exchanges through which foreign exchange, securities, derivatives or other transactions settle. Certain of these industry clearing and settlement exchanges require their members to guarantee their obligations and liabilities or to provide financial support in the event other members do not honor their obligations. We believe the likelihood that a clearing or settlement exchange (of which we are a member) would become insolvent is remote. Additionally, certain settlement exchanges have implemented loss allocation policies that enable the exchange to allocate settlement losses to the members of the exchange. It is not possible to quantify such mark-to-market loss until the loss occurs. In addition, any ancillary costs that occur as a result of any mark-to-market loss cannot be quantified. At Sept. 30, 2013 and Dec. 31, 2012, 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 and regulatory matters. Claims for significant monetary damages are often asserted in many of these legal actions, while claims for disgorgement, penalties and/or other remedial 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 or settlements, 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 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 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 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 herein 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 where BNY Mellon is able to estimate a reasonably possible loss, the aggregate range of such reasonably possible loss is up to $650 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
	As previously disclosed, 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 allegedly aiding and abetting Sentinel insiders in misappropriating customer assets and improperly using those assets as collateral for the loan. In a decision dated Nov. 3, 2010, the court found for The Bank of New York Mellon and against the bankruptcy trustee, holding that The Bank of New York Mellon’s loan to Sentinel is valid, fully secured and not subject to equitable subordination. The bankruptcy trustee appealed this decision, and on Aug. 9, 2012, the United States Court of Appeals for the Seventh Circuit issued a decision affirming the trial court’s judgment. On Sept. 7, 2012, the bankruptcy trustee filed a petition for rehearing on the fraudulent transfer portion of the opinion 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 with respect to the bankruptcy trustee’s fraudulent transfer and equitable subordination claims and remanded the case to the district court for further proceedings. See Note 5 of the Notes to Consolidated Financial Statements for additional information.
As previously disclosed, in November 2009, the Division of Enforcement of the U.S. Commodities Futures Trading Commission (“CFTC”) indicated that it is considering a recommendation to the CFTC that it file a civil enforcement action against The Bank of New York Mellon for possible violations of the Commodity Exchange Act and CFTC regulations in connection with its relationship to Sentinel. The Bank of New York Mellon responded in writing to the CFTC on Jan. 29, 2010 and provided an explanation as to why an enforcement action is unwarranted.
Securities Lending Matters
As previously disclosed, BNY Mellon or its affiliates have been named as defendants in a number of lawsuits initiated by participants in BNY Mellon’s securities lending program, which is a part of BNY Mellon’s Investment Services business. The lawsuits were filed on various dates from 2009 to 2013, and are currently pending in courts in New York, North Carolina and Illinois and in commercial court in London. The complaints assert contractual, statutory, and common law claims, including claims for negligence and breach of fiduciary duty. The plaintiffs allege losses in connection with the investment of securities lending collateral, including losses related to investments in Sigma Finance Inc. (“Sigma”), Lehman Brothers Holdings, Inc. and certain asset-backed securities, and seek damages as to those losses.
Foreign Exchange Matters
As previously disclosed, beginning in December 2009, government authorities have been conducting inquiries seeking information relating primarily to standing instruction foreign exchange transactions in connection with custody services BNY Mellon provides to public pension plans and certain other custody clients. BNY Mellon is cooperating with these inquiries.
In addition, in early 2011, as previously disclosed, the Virginia Attorney General’s Office and the Florida Attorney General’s Office each intervened in a qui tam lawsuit pending in its jurisdiction, and, on Aug. 11, 2011, filed superseding complaints. On Nov. 9, 2012, the Virginia court, which had previously dismissed all of the claims against BNY Mellon, dismissed the lawsuit with prejudice by agreement of the parties. On Oct. 4, 2011, the New York Attorney General’s Office, the New York City Comptroller and various city pension and benefit funds filed a lawsuit asserting, claims under the Martin Act and state and city false claims acts. On Aug. 5, 2013, the court dismissed the false claims act claims, and certain plaintiffs have since filed a notice of appeal. Also, on Oct. 4, 2011, the United States Department of Justice (“DOJ”) filed a civil lawsuit seeking civil penalties under 12 U.S.C. Section 1833a and injunctive relief under 18 U.S.C. Section 1345 based on alleged ongoing violations of 18 U.S.C. Sections 1341 and 1343 (mail and wire fraud). On Jan. 17, 2012, the court approved a partial settlement resolving the DOJ’s claim for injunctive relief. In October 2011, several political subdivisions of the state of California intervened in a qui tam lawsuit that was removed to federal district court in California. On March 30, 2012, the court dismissed certain of plaintiffs’ claims, including all claims under the California False Claims Act. Certain plaintiffs have since filed an amended complaint. Several plaintiffs also had their claims dismissed for improper venue and one refiled on Sept. 5, 2012 in a different California federal district court. On Oct. 26, 2011, the Massachusetts Securities Division filed an Administrative Complaint against BNY Mellon.
BNY Mellon has also been named as a defendant in several putative class action federal lawsuits filed on various dates in 2011 and 2012. The complaints, which assert claims including breach of contract and ERISA and securities laws violations, all allege that the prices BNY Mellon charged for standing instruction foreign exchange transactions executed in connection with custody services provided by BNY Mellon were improper. In addition, BNY Mellon has been named as a nominal defendant in several derivative lawsuits filed in 2011 and 2012 in state and federal court in New York. On July 2, 2013, the court in the consolidated federal derivative action dismissed all of plaintiffs’ claims, and plaintiffs have appealed that decision. On Oct. 1, 2013, the court in the consolidated state derivative action dismissed all of plaintiff’s claims. BNY Mellon was also named in a qui tam lawsuit filed on May 22, 2012 in Massachusetts state court, but the court dismissed all of plaintiff’s claims on Sept. 10, 2013. The plaintiff has filed a notice of appeal. To the extent these lawsuits are pending in federal court, they are being coordinated for pre-trial purposes in federal court in New York.
Lyondell Litigation
As previously disclosed, in an action filed in New York State Supreme Court for New York County, on Sept. 14, 2010, plaintiffs as holders of debt issued by Basell AF in 2005 allege that The Bank of New York Mellon, as indenture trustee, breached its contractual and fiduciary obligations by executing an intercreditor agreement in 2007 in connection with Basell’s acquisition of Lyondell Chemical Company. Plaintiffs sought damages for their alleged losses resulting from the execution of the 2007 intercreditor agreement that allowed the company to increase the amount of its senior debt. After its motion to dismiss was denied in part, BNY Mellon appealed the denial. On May 21, 2013, the appellate court found in our favor and held that BNY Mellon had been released from liability. Plaintiffs have sought leave to reargue or, in the alternative, to pursue an appeal to the New York Court of Appeals. The appellate court denied plaintiffs’ motion on Sept. 26, 2013. Plaintiffs have sought leave to pursue an appeal directly from the Court of Appeals.
Tax Litigation
As previously disclosed, on Aug. 17, 2009, BNY Mellon received a Statutory Notice of Deficiency disallowing tax benefits for the 2001 and 2002 tax years in connection with a 2001 transaction that involved the payment of UK corporate income taxes that were credited against BNY Mellon’s U.S. corporate income tax liability. On Nov. 10, 2009, BNY Mellon filed a petition with the U.S. Tax Court contesting the disallowance of the benefits. Trial was held from April 16 to May 17, 2012. On Feb. 11, 2013, the Tax Court upheld the IRS’s Notice of Deficiency and disallowed BNY Mellon’s tax credits and associated transaction costs.  On Sept. 23, 2013, the Tax Court issued a supplemental opinion, partially reducing the tax implications to BNY Mellon of its earlier decision.  BNY Mellon will appeal the Tax Court’s ruling once a formal decision is entered, which awaits the Tax Court’s computation of the amounts owed. See Note 11 of the Notes to Consolidated Financial Statements for additional information.
Mortgage-Securitization Trusts Proceeding
As previously disclosed, The Bank of New York Mellon as trustee is the petitioner in a legal proceeding filed in New York State Supreme Court, New York County on June 29, 2011, seeking approval of a proposed settlement involving Bank of America Corporation and bondholders in certain Countrywide residential mortgage-securitization trusts. The New York and Delaware Attorneys General have intervened in this proceeding. The trial in this matter began on June 3, 2013.
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. Pershing has been sued by alleged purchasers of CDs in three lawsuits currently pending in federal court in Texas. In addition, alleged purchasers have filed FINRA arbitration claims against Pershing. Since August 2013, operative statements of claim have been filed with FINRA in Texas, Florida and Georgia. The purchasers allege that Pershing, as SGC’s clearing firm, assisted Stanford in a fraudulent scheme, and assert contractual, statutory and common law claims.

Lines_of_Businesses

Lines of Businesses	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Lines of Businesses	'
	Lines of businesses
	We have an internal information system that produces performance data along product and services lines for our two principal businesses and the Other segment.
	Business accounting principles
	Our business data has been determined on an internal management basis of accounting, rather than the generally accepted accounting principles used for consolidated financial reporting. These measurement principles are designed so that reported results of the businesses will track their economic performance.
	Business results are subject to reclassification whenever improvements are made in the measurement principles or when organizational changes are made. Internal crediting rates for deposits are regularly updated to reflect the value of deposit balances and distribution of overall interest revenue. In the third quarter of 2013, lower internal crediting rates were applied to deposits in the Investment Management and Investment Services businesses. There was no impact to 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 2012 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	Ÿ   Investment management and performance fees from:
		Mutual funds
		Institutional clients
		Private clients
		High-net-worth individuals and families, endowments and foundations and related entities
		Ÿ   Distribution and servicing fees
	Investment Services	Ÿ   Asset servicing fees, including institutional trust and custody fees, broker-dealer services and securities lending
		Ÿ   Issuer services fees, including Corporate Trust and Depositary Receipts
		Ÿ   Clearing services fees, including broker-dealer services, registered investment advisor services and prime brokerage services
		Ÿ   Treasury services fees, including global payment services and working capital solutions
		Ÿ   Foreign exchange
	Other segment	Ÿ   Credit-related activities
		Ÿ   Leasing operations
		Ÿ   Corporate treasury activities
		Ÿ   Global markets and institutional banking services
		Ÿ   Business exits
	The results of our businesses are presented and analyzed on an internal management reporting basis:
	•	Revenue amounts reflect fee and other revenue generated by each business. Fee and other revenue transferred between businesses under revenue transfer agreements is included within other revenue in each business.
	•	Revenues and expenses associated with specific client bases are included in those businesses. For example, foreign exchange activity associated with clients using custody products is allocated to Investment Services.
	•	Net interest revenue is allocated to businesses based on the yields on the assets and liabilities generated by each business. We employ a funds transfer pricing system that matches funds with the specific assets and liabilities of each business based on their interest sensitivity and maturity characteristics.
	•	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 restructured investment securities portfolio has been included in the results of the businesses.
	•	M&I expenses and restructuring charges are corporate level items and are 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, 2013	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	920		(a)	$	1,947		$	120		$	2,987		(a)
	Net interest revenue	67				619			86			772
	Total revenue	987				2,566			206			3,759
	Provision for credit losses	—				—			2			2
	Noninterest expense	732				1,812			235			2,779
	Income (loss) before taxes	$	255		(a)	$	754		$	(31	)	$	978		(a)
	Pre-tax operating margin (b)	26		%		29		%	N/M			26		%
	Average assets	$	38,690			$	246,254		$	56,806		$	341,750
	(a)	Total fee and other revenue includes income from consolidated investment management funds of $32 million, net of noncontrolling interests of $8 million, for a net impact of $24 million. Income before taxes includes noncontrolling interests of $8 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the quarter ended June 30, 2013	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	922		(a)	$	1,971		$	320		$	3,213		(a)
	Net interest revenue	63				633			61			757
	Total revenue	985				2,604			381			3,970
	Provision for credit losses	—				—			(19		)	(19		)
	Noninterest expense	713				1,880			229			2,822
	Income before taxes	$	272		(a)	$	724		$	171		$	1,167		(a)
	Pre-tax operating margin (b)	28		%		28		%	N/M			29		%
	Average assets	$	37,953			$	244,803		$	54,699		$	337,455
	(a)	Total fee and other revenue includes income from consolidated investment management funds of $65 million, net of noncontrolling interests of $39 million, for a net impact of $26 million. Income before taxes includes noncontrolling interests of $39 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
For the quarter ended Sept. 30, 2012	Investment				Investment			Other			Consolidated
(dollar amounts in millions)	Management				Services
Fee and other revenue	$	869		(a)	$	1,876		$	156		$	2,901		(a)
Net interest revenue	51				608			90			749
Total revenue	920				2,484			246			3,650
Provision for credit losses	—				(4		)	(1		)	(5		)
Noninterest expense	692				1,779			234			2,705
Income before taxes	$	228		(a)	$	709		$	13		$	950		(a)
Pre-tax operating margin (b)	25		%		29		%	N/M			26		%
Average assets	$	35,285			$	224,987		$	58,642		$	318,914
(a)	Total fee and other revenue includes income from consolidated investment management funds of $47 million, net of noncontrolling interests of $25 million, for a net impact of $22 million. Income before taxes includes noncontrolling interests of $25 million.
(b)	Income before taxes divided by total revenue.
N/M - Not meaningful.
For the nine months ended Sept. 30, 2013	Investment				Investment			Other			Consolidated
(dollar amounts in millions)	Management				Services
Fee and other revenue	$	2,733		(a)	$	5,780		$	565		$	9,078		(a)
Net interest revenue	192				1,905			151			2,248
Total revenue	2,925				7,685			716			11,326
Provision for credit losses	—				1			(42		)	(41		)
Noninterest expense	2,188				5,535			706			8,429
Income before taxes	$	737		(a)	$	2,149		$	52		$	2,938		(a)
Pre-tax operating margin (b)	25		%		28		%	N/M			26		%
Average assets	$	38,461			$	243,770		$	55,420		$	337,651
(a)	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $63 million, for a net impact of $84 million. Income before taxes includes noncontrolling interests of $63 million.
(b)	Income before taxes divided by total revenue.
N/M - Not meaningful.
For the nine months ended Sept. 30, 2012	Investment				Investment			Other			Consolidated
(dollar amounts in millions)	Management				Services
Fee and other revenue	$	2,576		(a)	$	5,606		$	443		$	8,625		(a)
Net interest revenue	158				1,857			233			2,248
Total revenue	2,734				7,463			676			10,873
Provision for credit losses	—				(2		)	(17		)	(19		)
Noninterest expense	2,050				5,755			703			8,508
Income (loss) before taxes	$	684		(a)	$	1,710		$	(10	)	$	2,384		(a)
Pre-tax operating margin (b)	25		%		23		%	N/M			22		%
Average assets	$	35,665			$	216,579		$	56,215		$	308,459
(a)	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $65 million, for a net impact of $82 million. Income before taxes includes noncontrolling interests of $65 million.
(b)	Income before taxes divided by total revenue.
N/M - Not meaningful.

Supplemental_information_to_th

Supplemental information to the Consolidated Statement of Cash Flows	9 Months Ended
	Sep. 30, 2013
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)	2013		2012
	Transfers from loans to other assets for other real estate owned (“OREO”)	$	3	$	6
	Change in assets of consolidated VIEs	210		22
	Change in liabilities of consolidated VIEs	277		39
	Change in noncontrolling interests of consolidated VIEs	12		111

Basis_of_Presentation_Basis_of

Basis of Presentation Basis of Presentation (Policies)	9 Months Ended
	Sep. 30, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Basis of Presentation	'
	Basis of presentation
	The accounting and financial reporting policies of BNY Mellon, a global financial services company, conform to U.S. generally accepted accounting principles (“GAAP”) and prevailing industry practices.
	The accompanying consolidated financial statements are unaudited. In the opinion of management, all adjustments necessary for a fair presentation of financial position, results of operations and cash flows for the periods have been made. These financial statements should be read in conjunction with BNY Mellon’s Annual Report on Form 10-K for the year ended Dec. 31, 2012. Certain immaterial reclassifications have been made to prior periods to place them on a basis comparable with current period presentation.
Use of Estimates	'
	Use of estimates
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates based upon assumptions about future economic and market conditions which affect reported amounts and related disclosures in our financial statements. Although our current estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Amounts subject to estimates are items such as the allowance for loan losses and lending-related commitments, the fair value of financial instruments and other-than-temporary impairments, goodwill and intangible assets 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.
Fair Value of Financial Instruments	'
	Estimated fair value of financial instruments
	The carrying amounts of our financial instruments (i.e., monetary assets and liabilities) are determined under different accounting methods - see Note 1 of the Notes to Consolidated Financial Statements in our 2012 Annual Report. The following disclosure discusses these instruments on a uniform fair value basis. However, active markets do not exist for a significant portion of these instruments. For financial instruments where quoted prices from identical assets and liabilities in active markets do not exist, we determine fair value based on discounted cash flow analysis and comparison to similar instruments. Discounted cash flow analysis is dependent upon estimated future cash flows and the level of interest rates. Other judgments would result in different fair values. The assumptions we used at Sept. 30, 2013 and Dec. 31, 2012 include discount rates ranging principally from 0.21% to 5.17%. The fair value information supplements the basic financial statements and other traditional financial data presented throughout this report.
	A summary of the practices used for determining fair value and the respective level in the valuation hierarchy for financial assets and liabilities not recorded at fair value follows.
	Interest-bearing deposits with the Federal Reserve and other central banks and interest-bearing deposits with banks
	The estimated fair value of interest-bearing deposits with the Federal Reserve and other central banks is equal to the book value as these interest-bearing deposits are generally considered cash equivalents. These instruments are classified as Level 2 within the valuation hierarchy. The estimated fair value of interest-bearing deposits with banks is generally determined using discounted cash flows and duration of the instrument to maturity. The primary inputs used to value these transactions are interest rates based on current LIBOR market rates and time to maturity. Interest-bearing deposits with banks are classified as Level 2 within the valuation hierarchy.
	Federal funds sold and securities purchased under resale agreements
	The estimated fair value of federal funds sold and securities purchased under resale agreements is based on inputs such as interest rates and tenors. Federal funds sold and securities purchased under resale agreements are classified as Level 2 within the valuation hierarchy.
	Securities held-to-maturity
	Where quoted prices are available in an active market for identical assets and liabilities, we classify the securities as Level 1 within the valuation hierarchy. Securities are defined as both long and short positions. Level 1 securities include U.S. Treasury securities.
	If quoted market prices are not available for identical assets and liabilities, we estimate fair value using pricing models, quoted prices of securities with similar characteristics or discounted cash flows. Examples of such instruments, which would generally be classified as Level 2 within the valuation hierarchy, include certain agency and non-agency mortgage-backed securities, commercial mortgage-backed securities and state and political subdivision securities. For securities where quotes from active markets are not available for identical securities, we determine fair value primarily based on pricing sources with reasonable levels of price transparency that employ financial models or obtain comparison to similar instruments to arrive at “consensus” prices.
	Specifically, the pricing sources obtain active market prices for similar types of securities (e.g., vintage, position in the securitization structure) and ascertain variables such as discount rate and speed of prepayment for the types of transaction and apply such variables to similar types of bonds. We view these as observable transactions in the current marketplace and classify such securities as Level 2 within the valuation hierarchy.
	Loans
	For residential mortgage loans, fair value is estimated using discounted cash flow analysis, adjusting where appropriate for prepayment estimates, using interest rates currently being offered for loans with similar terms and maturities to borrowers. The estimated fair value of margin loans and overdrafts is equal to the book value due to the short-term nature of these assets. The estimated fair value of other types of loans is determined using discounted cash flows. Inputs include current LIBOR market rates adjusted for credit spreads. These loans are generally classified as Level 2 within the valuation hierarchy.
	Other financial assets
	Other financial assets include cash, the Federal Reserve Bank stock and accrued interest receivable. Cash is classified as Level 1 within the valuation hierarchy. The Federal Reserve Bank stock is not redeemable or transferable. The estimated fair value of the Federal Reserve Bank stock is based on the issue price and is classified as Level 2 within the valuation hierarchy. Accrued interest receivable is generally short-term. As a result, book value is considered to equal fair value. Accrued interest receivable is included as Level 2 within the valuation hierarchy.
	Noninterest-bearing and interest-bearing deposits
	Interest-bearing deposits are comprised of money market rate and demand deposits, savings deposits and time deposits. Except for time deposits, book value is considered to equal fair value for these deposits due to their short duration to maturity or payable on demand feature. The fair value of interest-bearing time deposits is determined using discounted cash flow analysis. Inputs primarily consist of current LIBOR market rates and time to maturity. For all noninterest-bearing deposits, book value is considered to equal fair value as a result of the short duration of the deposit. Interest-bearing and noninterest-bearing deposits are classified as Level 2 within the valuation hierarchy.
	Federal funds purchased and securities sold under repurchase agreements
	The estimated fair value of federal funds purchased and securities sold under repurchase agreements is based on inputs such as interest rates and tenors. Federal funds purchased and securities sold under repurchase agreements are classified as Level 2 within the valuation hierarchy.
	Payables to customers and broker-dealers
	The estimated fair value of payables to customers and broker-dealers is equal to the book value, due to the demand feature of the payables to customers and broker-dealers, and are classified as Level 2 within the valuation hierarchy.
	Borrowings
	Borrowings primarily consist of overdrafts of subcustodian account balances in our Investment Services businesses, commercial paper and accrued interest payable. The estimated fair value of overdrafts of subcustodian account balances in our Investment Services businesses is considered to equal book value as a result of the short duration of the overdrafts. Overdrafts are typically repaid within two days. The estimated fair value of our commercial paper is based on discount and duration of the commercial paper. Our commercial paper matures within 397 days from date of issue and is not redeemable prior to maturity or subject to voluntary prepayment. Our commercial paper is included in Level 2 of the valuation hierarchy. Accrued interest payable is generally short-term. As a result, book value is considered to equal fair value. Accrued interest payable is included as Level 2 within the valuation hierarchy.
	Long-term debt
	The estimated fair value of long-term debt is based on current rates for instruments of the same remaining maturity or quoted market prices for the same or similar issues. Long-term debt is classified as Level 2 within the valuation hierarchy.
Fair Value Measurement	'
	Fair value measurement
	The guidance related to “Fair Value Measurement” included in ASC 820 defines fair value 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 and establishes a framework for measuring fair value. It establishes a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date and expands the disclosures about instruments measured at fair value. ASC 820 requires consideration of a company’s own creditworthiness when valuing liabilities.
	The standard provides a consistent definition of fair value, which focuses on exit price in an orderly transaction (that is, not a forced liquidation or distressed sale) between market participants at the measurement date under current market conditions. If there has been a significant decrease in the volume and level of activity for the asset or liability, a change in valuation technique or the use of multiple valuation techniques may be appropriate. In such instances, determining the price at which willing market participants would transact at the measurement date under current market conditions depends on the facts and circumstances and requires the use of significant judgment. The objective is to determine from weighted indicators of fair value a reasonable point within the range that is most representative of fair value under current market conditions.
	Determination of fair value
	Following is a description of our valuation methodologies for assets and liabilities measured at fair value. We have established processes for determining fair values. Fair value is based upon quoted market prices in active markets, where available. For financial instruments where quotes from recent exchange transactions are not available, we determine fair value based on discounted cash flow analysis, comparison to similar instruments, and the use of financial models. Discounted cash flow analysis is dependent upon estimated future cash flows and the level of interest rates. Model-based pricing uses inputs of observable prices, where available, for interest rates, foreign exchange rates, option volatilities and other factors. Models are benchmarked and validated by an independent internal risk management function. Our valuation process takes into consideration factors such as counterparty credit quality, liquidity, concentration concerns, and observability of model parameters. Valuation adjustments may be made to ensure that financial instruments are recorded at fair value.
	Most derivative contracts are valued using internally developed models which are calibrated to observable market data and employ standard market pricing theory for their valuations. An initial “risk-neutral” valuation is performed on each position assuming time-discounting based on a AA credit curve. Then, to arrive at a fair value that incorporates counter-party credit risk, a credit adjustment is made to these results by discounting each trade’s expected exposures to the counterparty using the counterparty’s credit spreads, as implied by the credit default swap market. We also adjust expected liabilities to the counterparty using BNY Mellon’s own credit spreads, as implied by the credit default swap market. Accordingly, the valuation of our derivative position is sensitive to the current changes in our own credit spreads as well as those of our counterparties.
	In certain cases, recent prices may not be observable for instruments that trade in inactive or less active markets. Upon evaluating the uncertainty in valuing financial instruments subject to liquidity issues, we make an adjustment to their value. The determination of the liquidity adjustment includes the availability of external quotes, the time since the latest available quote and the price volatility of the instrument.
	Certain parameters in some financial models are not directly observable and, therefore, are based on management’s estimates and judgments. These financial instruments are normally traded less actively. We apply valuation adjustments to mitigate the possibility of error and revision in the model based estimate value. Examples include products where parameters such as correlation and recovery rates are unobservable.
	The methods described above for instruments that trade in inactive or less active markets may produce a current fair value calculation that may not be indicative of net realizable value or reflective of future fair values. We believe our methods of determining fair value are appropriate and consistent with other market participants. However, the use of different methodologies or different assumptions to value certain financial instruments could result in a different estimate of fair value.
	Valuation hierarchy
	ASC 820 established a three-level valuation hierarchy for disclosure of fair value measurements based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date. The three levels are described below.
	Level 1: Inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets. Level 1 assets and liabilities include debt and equity securities and derivative financial instruments actively traded on exchanges and U.S. Treasury securities that are actively traded in highly liquid over-the-counter markets.
	Level 2: Observable inputs other than Level 1 prices, for example, quoted prices for similar assets and liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not active, and inputs that are observable or can be corroborated, either directly or indirectly, for substantially the full term of the financial instrument. Level 2 assets and liabilities include debt instruments that are traded less frequently than exchange-traded securities and derivative instruments whose model inputs are observable in the market or can be corroborated by market-observable data. Examples in this category are agency and non-agency mortgage-backed securities, corporate debt securities and over-the-counter derivative contracts.
	Level 3: Inputs to the valuation methodology are unobservable and significant to the fair value measurement. Examples in this category include certain private equity investments, derivative contracts that are highly structured or long-dated, and interests in certain securitized financial assets.
	A financial instrument’s categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement.
	Following is a description of the valuation methodologies used for instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy.
	Securities
	Where quoted prices are available in an active market, we classify the securities within Level 1 of the valuation hierarchy. Securities include both long and short positions. Level 1 securities include highly liquid government bonds, money market funds, foreign covered bonds and exchange-traded equities.
	If quoted market prices are not available, we estimate fair values using pricing models, quoted prices of securities with similar characteristics or discounted cash flows. Examples of such instruments, which would generally be classified within Level 2 of the valuation hierarchy, include agency and non-agency mortgage-backed securities, state and political subdivisions, commercial mortgage-backed securities, sovereign debt, corporate bonds and foreign covered bonds.
	For securities where quotes from recent transactions are not available for identical securities, we determine fair value primarily based on pricing sources with reasonable levels of price transparency that employ financial models or obtain comparison to similar instruments to arrive at “consensus” prices.
	Specifically, the pricing sources obtain recent transactions for similar types of securities (e.g., vintage, position in the securitization structure) and ascertain variables such as discount rate and speed of prepayment for the types of transaction and apply such variables to similar types of bonds. We view these as observable transactions in the current marketplace and classify such securities as Level 2. Pricing sources discontinue pricing any specific security whenever they determine there is insufficient observable data to provide a good faith opinion on price.
	In addition, we have significant investments in more actively traded agency RMBS and other types of securities such as sovereign debt. The pricing sources derive the prices for these securities largely from quotes they obtain from three major inter-dealer brokers. The pricing sources receive their daily observed trade price and other information feeds from the inter-dealer brokers.
	For securities with bond insurance, the financial strength of the insurance provider is analyzed and that information is included in the fair value assessment for such securities.
	In certain cases where there is limited activity or less transparency around inputs to the valuation, we classify those securities in Level 3 of the valuation hierarchy. Securities classified within Level 3 primarily include securities of state and political subdivisions and distressed debt securities.
	At Sept. 30, 2013, more than 99% of our securities were valued by pricing sources with reasonable levels of price transparency. Less than 1% of our securities were priced based on economic models and non-binding dealer quotes, and are included in Level 3 of the ASC 820 hierarchy.
	Consolidated collateralized loan obligations
	BNY Mellon values assets in consolidated CLOs using observable market prices observed from the secondary loan market. The returns to the note holders are solely dependent on the assets and accordingly equal the value of those assets. Based on the structure of the CLOs, the valuation of the assets is attributable to the senior note holders. Changes in the values of assets and liabilities are reflected in the income statement as investment and other income and interest of investment management fund note holders, respectively. Consolidated CLOs are generally classified within Level 2 of the valuation hierarchy.
	Derivatives
	We classify exchange-traded derivatives valued using quoted prices in Level 1 of the valuation hierarchy. Examples include exchanged-traded equity and foreign exchange options. Since few other classes of derivative contracts are listed on an exchange, most of our derivative positions are valued using internally developed models that use as their basis readily observable market parameters, and we classify them in Level 2 of the valuation hierarchy. Such derivatives include basic swaps and options and credit default swaps.
	Derivatives valued using models with significant unobservable market parameters in markets that lack two-way flow are classified in Level 3 of the valuation hierarchy. Examples include long-dated interest rate or currency swaps and options, where parameters may be unobservable for longer maturities; and certain products, where correlation risk is unobservable. The fair value of these derivatives compose approximately 1% of our derivative financial instruments. Additional disclosures of derivative instruments are provided in Note 17 of the Notes to Consolidated Financial Statements.
	Loans and unfunded lending-related commitments
	Where quoted market prices are not available, we generally base the fair value of loans and unfunded lending-related commitments on observable market prices of similar instruments, including bonds, credit derivatives and loans with similar characteristics. If observable market prices are not available, we base the fair value on estimated cash flows adjusted for credit risk which are discounted using an interest rate appropriate for the maturity of the applicable loans or the unfunded lending-related commitments.
	Unrealized gains and losses, if any, on unfunded lending-related commitments carried at fair value are classified in other assets and other liabilities, respectively. Loans and unfunded lending-related commitments carried at fair value are generally classified within Level 2 of the valuation hierarchy.
	Seed capital
	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. Seed capital is included in other assets. When applicable, we value seed capital based on the published NAV of the fund. We include funds in which ownership interests in the fund are publicly traded in an active market and institutional funds in which investors trade in and out daily in Level 1 of the valuation hierarchy. We include open-end funds where investors are allowed to sell their ownership interest back to the fund less frequently than daily and where our interest in the fund contains no other rights or obligations in Level 2 of the valuation hierarchy. However, we generally include investments in funds that allow investors to sell their ownership interest back to the fund less frequently than monthly in Level 3, unless actual redemption prices are observable.
	For other types of investments in funds, we consider all of the rights and obligations inherent in our ownership interest, including the reported NAV as well as other factors that affect the fair value of our interest in the fund. To the extent the NAV measurements reported for the investments are based on unobservable inputs or include other rights and obligations (e.g., obligation to meet cash calls), we generally classify them in Level 3 of the valuation hierarchy.
	Certain interests in securitizations
	For certain interests in securitizations that are classified in securities available-for-sale, trading assets and long-term debt, we use discounted cash flow models, which generally include assumptions of projected finance charges related to the securitized assets, estimated net credit losses, prepayment assumptions and estimates of payments to third-party investors. When available, we compare our fair value estimates and assumptions to market activity and to the actual results of the securitized portfolio.
	Private equity investments
	Our Other segment includes holdings of nonpublic private equity investment through funds managed by third-party investment managers. We value private equity investments initially based upon the transaction price, which we subsequently adjust to reflect expected exit values as evidenced by financing and sale transactions with third parties or through ongoing reviews by the investment managers.
	Private equity investments also include publicly held equity investments, generally obtained through the initial public offering of privately held equity investments. These equity investments are often held in a partnership structure. Publicly held investments are marked-to-market at the quoted public value less adjustments for regulatory or contractual sales restrictions or adjustments to reflect the difficulty in selling a partnership interest.
	Discounts for restrictions are quantified by analyzing the length of the restriction period and the volatility of the equity security. Publicly held private equity investments are primarily classified in Level 2 of the valuation hierarchy.
	The following tables present the financial instruments carried at fair value at Sept. 30, 2013 and Dec. 31, 2012, by caption on the consolidated balance sheet and by ASC 820 valuation hierarchy (as described above). We have included credit ratings information in certain of the tables because the information indicates the degree of credit risk to which we are exposed, and significant changes in ratings classifications could result in increased risk for us. There were no material transfers between Level 1 and Level 2 during the third quarter of 2013.

Securities_Tables

Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]	'
Amortized Cost and Fair Value of Securities	'
	The following tables present the amortized cost, the gross unrealized gains and losses and the fair value of securities at Sept. 30, 2013 and Dec. 31, 2012.
	Securities at	Amortized			Gross						Fair
	Sept. 30, 2013	cost			unrealized						value
	(in millions)				Gains			Losses
	Available-for-sale:
	U.S. Treasury	$	10,730		$	135		$	434		$	10,431
	U.S. Government agencies	1,067			18			4			1,081
	State and political subdivisions	6,737			70			87			6,720
	Agency RMBS	26,817			334			480			26,671
	Alt-A RMBS	231			37			10			258
	Prime RMBS	533			5			12			526
	Subprime RMBS	440			7			39			408
	Other RMBS	2,306			41			79			2,268
	Commercial MBS	2,524			70			31			2,563
	Agency commercial MBS	1,307			3			21			1,289
	Asset-backed CLOs	1,521			10			3			1,528
	Other asset-backed securities	2,501			5			10			2,496
	Foreign covered bonds	2,779			152			76			2,855
	Corporate bonds	1,484			37			17			1,504
	Other debt securities	12,638			141			11			12,768			(a)
	Equity securities	17			6			—			23
	Money market funds	941			—			—			941
	Alt-A RMBS (b)	1,406			388			2			1,792
	Prime RMBS (b)	697			154			1			850
	Subprime RMBS (b)	111			16			—			127
	Total securities available-for-sale	76,787			1,629			1,317			77,099
	Held-to-maturity:
	U.S. Treasury	3,324			35			52			3,307
	U.S. Government agencies	419			—			10			409
	State and political subdivisions	54			1			—			55
	Agency RMBS	15,011			118			137			14,992
	Alt-A RMBS	91			10			3			98
	Prime RMBS	77			1			1			77
	Subprime RMBS	28			—			—			28
	Other RMBS	627			23			39			611
	Commercial MBS	21			—			1			20
	Other securities	706			—			3			703
	Total securities held-to-maturity	20,358			188			246			20,300
	Total securities	$	97,145		$	1,817		$	1,563		$	97,399
	(a)	Includes $10.6 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
	(b)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
	Securities at	Amortized			Gross						Fair
	Dec. 31, 2012	cost			unrealized						value
	(in millions)				Gains			Losses
	Available-for-sale:
	U.S. Treasury	$	17,539		$	467		$	3		$	18,003
	U.S. Government agencies	1,044			30			—			1,074
	State and political subdivisions	6,039			112			29			6,122
	Agency RMBS	33,355			846			8			34,193
	Alt-A RMBS	255			40			16			279
	Prime RMBS	728			9			9			728
	Subprime RMBS	508			6			62			452
	Other RMBS	2,850			53			109			2,794
	Commercial MBS	3,031			153			45			3,139
	Asset-backed CLOs	1,285			7			10			1,282
	Other asset-backed securities	2,123			11			3			2,131
	Foreign covered bonds	3,596			122			—			3,718
	Corporate bonds	1,525			63			3			1,585
	Other debt securities	11,516			276			—			11,792			(a)
	Equity securities	23			4			—			27
	Money market funds	2,190			—			—			2,190
	Alt-A RMBS (b)	1,574			400			4			1,970
	Prime RMBS (b)	833			177			—			1,010
Subprime RMBS (b)	113			17			—			130
Total securities available-for-sale	90,127			2,793			301			92,619
Held-to-maturity:
U.S. Treasury	1,011			59			—			1,070
State and political subdivisions	67			2			—			69
Agency RMBS	5,879			139			1			6,017
Alt-A RMBS	111			9			6			114
Prime RMBS	97			1			1			97
Subprime RMBS	28			—			1			27
Other RMBS	983			36			52			967
Commercial MBS	26			—			1			25
Other securities	3			—			—			3
Total securities held-to-maturity	8,205			246			62			8,389
Total securities	$	98,332		$	3,039		$	363		$	101,008
(a)	Includes $9.4 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
(b)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Net Securities Gains (Losses)	'
	Net securities gains (losses)
	(in millions)	3Q13			2Q13			3Q12			YTD13			YTD12
	Realized gross gains	$	29		$	51		$	32		$	137		$	216
	Realized gross losses	(4		)	(1		)	(4		)	(10		)	(9		)
	Recognized gross impairments	(3		)	(18		)	(6		)	(25		)	(95		)
	Total net securities gains	$	22		$	32		$	22		$	102		$	112
Aggregate Fair Value of Investments with Continuous Unrealized Loss Position	'
	The following tables show the aggregate related fair value of investments with a continuous unrealized loss position for less than 12 months and those that have been in a continuous unrealized loss position for 12 months or more.
	Temporarily impaired securities at Sept. 30, 2013	Less than 12 months								12 months or more								Total
	(in millions)	Fair				Unrealized				Fair				Unrealized				Fair				Unrealized
		value				losses				value				losses				value				losses
	Available-for-sale:
	U.S. Treasury	$	4,849			$	434			$	—			$	—			$	4,849			$	434
	U.S. Government agencies	97				4				—				—				97				4
	State and political subdivisions	2,883				81				139				6				3,022				87
	Agency RMBS	11,898				475				84				5				11,982				480
	Alt-A RMBS	16				9				34				1				50				10
	Prime RMBS	113				3				180				9				293				12
	Subprime RMBS	—				—				384				39				384				39
	Other RMBS	102				28				630				51				732				79
	Commercial MBS	512				21				167				10				679				31
	Agency commercial MBS	1,096				21				—				—				1,096				21
	Asset-backed CLOs	488				1				109				2				597				3
	Other asset-backed securities	1,579				9				6				1				1,585				10
	Foreign covered bonds	1,164				76				—				—				1,164				76
	Corporate bonds	285				17				—				—				285				17
	Other debt securities	2,514				11				—				—				2,514				11
	Alt-A RMBS (a)	33				1				22				1				55				2
	Prime RMBS (a)	30				1				6				—				36				1
	Total securities available-for-sale	$	27,659			$	1,192			$	1,761			$	125			$	29,420			$	1,317
	Held-to-maturity:
	U.S. Treasury	$	1,920			$	45			$	490			$	7			2,410				52
	U.S. Government agencies	408				10				—				—				408				10
	Agency RMBS	13,653				137				—				—				13,653				137
	Alt-A RMBS	17				—				21				3				38				3
	Prime RMBS	—				—				47				1				47				1
	Other RMBS	145				—				439				39				584				39
	Commercial MBS	—				—				20				1				20				1
	Other securities	633				3				—				—				633				3
	Total securities held-to-maturity	$	16,776			$	195			$	1,017			$	51			$	17,793			$	246
	Total temporarily impaired securities	$	44,435			$	1,387			$	2,778			$	176			$	47,213			$	1,563
	(a)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
	Temporarily impaired securities at Dec. 31, 2012	Less than 12 months								12 months or more								Total
	(in millions)	Fair				Unrealized				Fair				Unrealized				Fair				Unrealized
		value				losses				value				losses				value				losses
	Available-for-sale:
	U.S. Treasury	$	956			$	3			$	—			$	—			$	956			$	3
	State and political subdivisions	1,139				7				173				22				1,312				29
	Agency RMBS	1,336				8				96				—				1,432				8
	Alt-A RMBS	31				13				39				3				70				16
	Prime RMBS	110				2				253				7				363				9
	Subprime RMBS	13				3				397				59				410				62
	Other RMBS	64				19				670				90				734				109
	Commercial MBS	131				1				310				44				441				45
	Asset-backed CLOs	314				1				321				9				635				10
	Other asset-backed securities	779				2				7				1				786				3
	Corporate bonds	178				3				—				—				178				3
	Alt-A RMBS (a)	22				—				30				4				52				4
	Total securities available-for-sale	$	5,073			$	62			$	2,296			$	239			$	7,369			$	301
	Held-to-maturity:
	Agency RMBS	$	234			$	1			$	—			$	—			$	234			$	1
	Alt-A RMBS	38				—				24				6				62				6
	Prime RMBS	—				—				56				1				56				1
	Subprime RMBS	—				—				24				1				24				1
	Other RMBS	413				—				373				52				786				52
	Commercial MBS	—				—				25				1				25				1
	Total securities held-to-maturity	$	685			$	1			$	502			$	61			$	1,187			$	62
	Total temporarily impaired securities	$	5,758			$	63			$	2,798			$	300			$	8,556			$	363
	(a)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
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, 2013.
	Maturity distribution and yield on investment securities at Sept. 30, 2013	U.S.						U.S.						State and						Other bonds,					Mortgage/
		Treasury						Government						political						notes and					asset-backed and
								agencies						subdivisions						debentures					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	$	1,664		1.21	%		$	362		1.22	%		$	439		0.86	%		$	4,370		1.18	%	$	—	—	%	$	6,835
	Over 1 through 5 years	3,656			0.93			585			1.89			3,177			1.85			10,902			1.04		—		—		18,320
	Over 5 through 10 years	1,333			2.86			134			1.65			2,804			3.29			1,855			2.77		—		—		6,126
	Over 10 years	3,778			3.12			—			—			300			2.48			—			—		—		—		4,078
	Mortgage-backed securities	—			—			—			—			—			—			—			—		36,752		2.6		36,752
	Asset-backed securities	—			—			—			—			—			—			—			—		4,024		1.18		4,024
	Equity securities (b)	—			—			—			—			—			—			—			—		964		—		964
	Total	$	10,431		2.01	%		$	1,081		1.63	%		$	6,720		2.42	%		$	17,127		1.26	%	$	41,740	2.4	%	$	77,099
	Securities held-to-maturity:
	One year or less	$	—		—	%		$	—		—	%		$	—		—	%		$	3		0.15	%	$	—	—	%	$	3
	Over 1 through 5 years	2,379			1.21			308			1.18			—			—			703			0.54		—		—		3,390
	Over 5 through 10 years	945			2.22			111			1.61			34			6.74			—			—		—		—		1,090
	Over 10 years	—			—			—			—			20			4.48			—			—		—		—		20
	Mortgage-backed securities	—			—			—			—			—			—			—			—		15,855		2.67		15,855
	Total	$	3,324		1.49	%		$	419		1.29	%		$	54		5.9	%		$	706		0.54	%	$	15,855	2.67	%	$	20,358
	(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 we established in connection with the restructuring of our investment securities portfolio in 2009, at Sept. 30, 2013 and Dec. 31, 2012.
	Projected weighted-average default rates and loss severities
		Sept. 30, 2013						Dec. 31, 2012
		Default rate			Severity			Default rate			Severity
	Alt-A	41	%		57	%		43	%		57	%
	Subprime	58	%		71	%		61	%		72	%
	Prime	23	%		42	%		24	%		43	%
Pre-Tax Securities Gains (Losses) by Type	'
	The following table provides net pre-tax securities gains (losses) by type.
	Net securities gains (losses)
	(in millions)	3Q13			2Q13			3Q12			YTD13			YTD12
	U.S. Treasury	$	22		$	31		$	—		$	49		$	82
	Commercial MBS	—			7			—			15			—
	Foreign covered bonds	—			—			—			8			—
	Sovereign debt	1			—			15			2			83
	Non-agency RMBS	(4		)	(3		)	(3		)	(3		)	(44		)
	European floating rate notes	3			(10		)	(6		)	(3		)	(29		)
	Corporate bonds	—			—			10			—			19
	Other	—			7			6			34			1
	Total net securities gains	$	22		$	32		$	22		$	102		$	112
Debt Securities Credit Losses Roll Forward Recorded in Earnings	'
	Debt securities credit loss roll forward
	(in millions)	3Q13			3Q12
	Beginning balance as of June 30	$	164		$	333
	Add: Initial OTTI credit losses	—			2
	Subsequent OTTI credit losses	3			4
	Less: Realized losses for securities sold	2			77
	Ending balance as of Sept. 30	$	165		$	262
	Debt securities credit loss roll forward	Year-to-date
	(in millions)	2013			2012
	Beginning balance as of Jan. 1	$	288		$	253
	Add: Initial OTTI credit losses	16			52
	Subsequent OTTI credit losses	10			42
	Less: Realized losses for securities sold	149			85
	Ending balance as of Sept. 30	$	165		$	262

Loans_and_Asset_Quality_Tables

Loans and Asset Quality (Tables)	9 Months Ended
	Sep. 30, 2013
Receivables [Abstract]	'
Loan Portfolio	'
	The table below provides the details of our loan distribution and industry concentrations of credit risk at Sept. 30, 2013 and Dec. 31, 2012.
	Loans	Sept. 30, 2013				Dec. 31, 2012
	(in millions)
	Domestic:
	Financial institutions	$	3,725			$	5,455
	Commercial	1,544				1,306
	Wealth management loans and mortgages	9,381				8,796
	Commercial real estate	1,970				1,677
	Lease financings (a)	1,278				1,329
	Other residential mortgages	1,433				1,632
	Overdrafts	1,487				2,228
	Other	701				639
	Margin loans	15,146				13,397
	Total domestic	36,665				36,459
	Foreign:
	Financial institutions	8,950				5,833
	Commercial	100				111
	Wealth management loans and mortgages	63				68
	Commercial real estate	17				63
	Lease financings (a)	954				1,025
	Other (primarily overdrafts)	3,389				3,070
	Total foreign	13,473				10,170
	Total loans	$	50,138			$	46,629
	(a)	Net of unearned income on domestic and foreign lease financings of $1,041 million at Sept. 30, 2013 and $1,135 million at Dec. 31, 2012.
Allowance for Credit Losses Activity	'
	Transactions in the allowance for credit losses are summarized as follows:
	Allowance for credit losses activity for the quarter ended Sept. 30, 2013													Wealth			Other residential mortgages
														management
														loans and
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages						All				Foreign			Total
					real estate			institutions			financings									Other
	Beginning balance	$	93		$	30		$	34		$	41		$	19		$	75		$	—			$	45		$	337
	Charge-offs	(1		)	—			—			—			—			(1		)	—				—			(2		)
	Recoveries	—			—			—			—			—			1			—				1			2
	Net (charge-offs) recoveries	(1		)	—			—			—			—			—			—				1			—
	Provision	(1		)	2			7			(2		)	(1		)	(5		)	—				2			2
	Ending balance	$	91		$	32		$	41		$	39		$	18		$	70		$	—			$	48		$	339
	Allowance for:
	Loans losses	$	17		$	19		$	7		$	39		$	14		$	70		$	—			$	40		$	206
	Unfunded commitments	74			13			34			—			4			—			—				8			133
	Individually evaluated for impairment:
	Loan balance	$	15		$	3		$	1		$	—		$	13		$	—		$	—			$	9		$	41
	Allowance for loan losses	3			1			—			—			3			—			—				4			11
	Collectively evaluated for impairment:
	Loan balance	$	1,529		$	1,967		$	3,724		$	1,278		$	9,368		$	1,433		$	17,334		(a)	$	13,464		$	50,097
	Allowance for loan losses	14			18			7			39			11			70			—				36			195
	(a)	Includes $1,487 million of domestic overdrafts, $15,146 million of margin loans and $701 million of other loans at Sept. 30, 2013.
	Allowance for credit losses activity for the quarter ended June 30, 2013													Wealth			Other residential mortgages
														management
														loans and
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages						All				Foreign			Total
					real estate			institutions			financings									Other
	Beginning balance	$	97		$	31		$	33		$	39		$	29		$	81		$	2			$	46		$	358
	Charge-offs	—			—			—			—			—			(3		)	—				—			(3		)
	Recoveries	—			—			—			—			—			1			—				—			1
	Net (charge-offs)	—			—			—			—			—			(2		)	—				—			(2		)
	Provision	(4		)	(1		)	1			2			(10		)	(4		)	(2		)		(1		)	(19		)
	Ending balance	$	93		$	30		$	34		$	41		$	19		$	75		$	—			$	45		$	337
	Allowance for:
	Loans losses	$	19		$	18		$	7		$	41		$	15		$	75		$	—			$	37		$	212
	Unfunded commitments	74			12			27			—			4			—			—				8			125
	Individually evaluated for impairment:
	Loan balance	$	54		$	15		$	2		$	—		$	14		$	—		$	—			$	9		$	94
	Allowance for loan losses	3			1			—			—			3			—			—				4			11
	Collectively evaluated for impairment:
	Loan balance	$	1,457		$	2,060		$	3,944		$	1,282		$	9,176		$	1,505		$	16,853		(a)	$	13,936		$	50,213
	Allowance for loan losses	16			17			7			41			12			75			—				33			201
	(a)	Includes $1,762 million of domestic overdrafts, $14,434 million of margin loans and $657 million of other loans at June 30, 2013.
	Allowance for credit losses activity for the quarter ended Sept. 30, 2012													Wealth			Other			All				Foreign			Total
														management			residential			Other
														loans and			mortgages
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages
					real estate			institutions			financings
	Beginning balance	$	103		$	33		$	39		$	56		$	26		$	153		$	—			$	57		$	467
	Charge-offs	(1		)	—			(4		)	—			—			(3		)	—				—			(8		)
	Recoveries	—			—			—			—			—			2			—				—			2
	Net (charge-offs)	(1		)	—			(4		)	—			—			(1		)	—				—			(6		)
	Provision	(4		)	2			2			(1		)	7			(11		)	2				(2		)	(5		)
	Ending balance	$	98		$	35		$	37		$	55		$	33		$	141		$	2			$	55		$	456
	Allowance for:
	Loans losses	$	32		$	26		$	11		$	55		$	28		$	141		$	1			$	45		$	339
	Unfunded commitments	66			9			26			—			5			—			1				10			117
	Individually evaluated for impairment:
	Loan balance	$	60		$	28		$	3		$	—		$	38		$	—		$	—			$	9		$	138
	Allowance for loan losses	12			5			—			—			7			—			—				4			28
	Collectively evaluated for impairment:
	Loan balance	$	727		$	1,652		$	4,439		$	1,444		$	8,177		$	1,701		$	15,791		(a)	$	11,820		$	45,751
	Allowance for loan losses	20			21			11			55			21			141			1				41			311
(a)	Includes $2,070 million of domestic overdrafts, $13,036 million of margin loans and $685 million of other loans at Sept. 30, 2012.
Allowance for credit losses activity for the nine months ended Sept. 30, 2013													Wealth			Other			All				Foreign			Total
													management			residential			Other
													loans and			mortgages
(in millions)	Commercial			Commercial			Financial			Lease			mortgages
				real estate			institutions			financings
Beginning balance	$	104		$	30		$	36		$	49		$	30		$	88		$	2			$	48		$	387
Charge-offs	(3		)	—			—			—			—			(7		)	—				—			(10		)
Recoveries	—			—			—			—			—			2			—				1			3
Net (charge-offs)	(3		)	—			—			—			—			(5		)	—				1			(7		)
Provision	(10		)	2			5			(10		)	(12		)	(13		)	(2		)		(1		)	(41		)
Ending balance	$	91		$	32		$	41		$	39		$	18		$	70		$	—			$	48		$	339
Allowance for credit losses activity for the nine months ended Sept. 30, 2012													Wealth			Other			All				Foreign			Total
													management			residential			Other
													loans and			mortgages
(in millions)	Commercial			Commercial			Financial			Lease			mortgages
				real estate			institutions			financings
Beginning balance	$	91		$	34		$	63		$	66		$	29		$	156		$	—			$	58		$	497
Charge-offs	(1		)	—			(8		)	—			—			(19		)	—				—			(28		)
Recoveries	1			—			—			—			—			5			—				—			6
Net (charge-offs)	—			—			(8		)	—			—			(14		)	—				—			(22		)
Provision	7			1			(18		)	(11		)	4			(1		)	2				(3		)	(19		)
Ending balance	$	98		$	35		$	37		$	55		$	33		$	141		$	2			$	55		$	456
Nonperforming Assets	'
	The table below presents the distribution of our nonperforming assets.
	Nonperforming assets	Sept. 30, 2013				Dec. 31, 2012
	(in millions)
	Nonperforming loans:
	Other residential mortgages	$	128			$	158
	Commercial	15				27
	Wealth management loans and mortgages	12				30
	Foreign loans	9				9
	Commercial real estate	4				18
	Financial institutions	1				3
	Total nonperforming loans	169				245
	Other assets owned	3				4
	Total nonperforming assets (a)	$	172			$	249
	(a)	Loans of consolidated investment management funds are not part of BNY Mellon’s loan portfolio. Included in the loans of consolidated investment management funds are nonperforming loans of $31 million at Sept. 30, 2013 and $174 million at Dec. 31, 2012. These loans are recorded at fair value and therefore do not impact the provision for credit losses and allowance for loan losses, and accordingly are excluded from the nonperforming assets table above.
Lost Interest	'
	Lost interest	3Q13			2Q13			3Q12			YTD13			YTD12
	(in millions)
	Amount by which interest income recognized on nonperforming loans exceeded reversals	$	1		$	1		$	2		$	1		$	3
	Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire period	$	3		$	3		$	3		$	8		$	12
Information about Impaired Loans	'
	The table below sets forth information about our impaired loans. We use the discounted cash flow method as the primary method for valuing impaired loans.
	Impaired loans	Quarter ended
		Sept. 30, 2013								June 30, 2013								Sept. 30, 2012
	(in millions)	Average				Interest				Average				Interest				Average				Interest
		recorded				income				recorded				income				recorded				income
		investment				recognized				investment				recognized				investment				recognized
	Impaired loans with an allowance:
	Commercial	$	30			$	—			$	50			$	1			$	61			$	1
	Commercial real estate	2				—				2				—				26				—
	Financial institutions	—				—				1				—				1				—
	Wealth management loans and mortgages	10				—				19				—				28				—
	Foreign	9				—				9				—				9				—
	Total impaired loans with an allowance	51				—				81				1				125				1
	Impaired loans without an allowance:
	Commercial	4				—				4				—				—				—
	Commercial real estate	7				—				13				—				2				—
	Financial institutions	2				—				2				—				2				—
	Wealth management loans and mortgages	4				—				4				—				6				—
	Total impaired loans without an allowance (a)	17				—				23				—				10				—
	Total impaired loans	$	68			$	—			$	104			$	1			$	135			$	1
	(a)	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
	Impaired loans	Year-to-date
		Sept. 30, 2013								Sept. 30, 2012
	(in millions)	Average				Interest				Average				Interest
		recorded				income				recorded				income
		investment				recognized				investment				recognized
	Impaired loans with an allowance:
	Commercial	$	43			$	1			$	53			$	3
	Commercial real estate	6				—				31				—
	Financial institutions	—				—				9				—
	Wealth management loans and mortgages	18				—				28				—
	Foreign	9				—				10				—
	Total impaired loans with an allowance	76				1				131				3
	Impaired loans without an allowance:
	Commercial	2				—				—				—
	Commercial real estate	7				—				3				—
	Financial institutions	2				—				2				—
	Wealth management loans and mortgages	4				—				4				—
	Total impaired loans without an allowance (a)	15				—				9				—
	Total impaired loans	$	91			$	1			$	140			$	3
	(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, 2013												Dec. 31, 2012
	(in millions)	Recorded				Unpaid				Related				Recorded				Unpaid				Related
		investment				principal				allowance (a)				investment				principal				allowance (a)
						balance												balance
	Impaired loans with an allowance:
	Commercial	$	15			$	19			$	3			$	57			$	61			$	12
	Commercial real estate	2				3				1				15				16				1
	Financial institutions	—				—				—				1				1				—
	Wealth management loans and mortgages	10				10				3				28				28				7
	Foreign	9				17				4				9				17				4
	Total impaired loans with an allowance	36				49				11				110				123				24
	Impaired loans without an allowance:
	Commercial	—				—				N/A				—				—				N/A
	Commercial real estate	1				2				N/A				2				2				N/A
	Financial institutions	1				7				N/A				1				8				N/A
	Wealth management loans and mortgages	3				3				N/A				4				4				N/A
	Total impaired loans without an allowance (b)	5				12				N/A				7				14				N/A
	Total impaired loans (c)	$	41			$	61			$	11			$	117			$	137			$	24
	(a)	The allowance for impaired loans is included in the allowance for loan losses.
	(b)	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
	(c)	Excludes an aggregate of $1 million and $2 million of impaired loans in amounts individually less than $1 million at Sept. 30, 2013 and Dec. 31, 2012, respectively. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2013 and Dec. 31, 2012.
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, 2013													Dec. 31, 2012
		Days past due									Total				Days past due									Total
	(in millions)	30-59			60-89			>90			past due				30-59			60-89			>90			past due
	Domestic:
	Commercial real estate	$	28		$	3		$	—		$	31			$	44		$	—		$	—		$	44
	Wealth management loans and mortgages	23			3			6			32				33			7			1			41
	Commercial	—			—			—			—				—			60			—			60
	Other residential mortgages	24			4			7			35				50			9			5			64
	Total domestic	75			10			13			98				127			76			6			209
	Foreign	—			—			—			—				—			—			—			—
	Total past due loans	$	75		$	10		$	13		$	98			$	127		$	76		$	6		$	209
Troubled Debt Restructurings	'
	The following table presents TDRs that occurred in the third quarter of 2013, second quarter of 2013 and the third quarter of 2012.
	TDRs	3Q13									2Q13									3Q12
				Outstanding									Outstanding									Outstanding
				recorded investment									recorded investment									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	34		$	8		$	9			28		$	5		$	7			48		$	14		$	14
	Wealth management loans and mortgages	—		—			—				—		—			—				4		2			2
	Total TDRs	34		$	8		$	9			28		$	5		$	7			52		$	16		$	16
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, 2013				Dec. 31, 2012				Sept. 30, 2013				Dec. 31, 2012				Sept. 30, 2013				Dec 31,
																						2012
	Investment grade	$	1,287			$	1,064			$	1,514			$	1,289			$	11,003			$	9,935
	Noninvestment grade	357				353				473				451				1,672				1,353
	Total	$	1,644			$	1,417			$	1,987			$	1,740			$	12,675			$	11,288
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, 2013				Dec. 31, 2012
	Wealth management loans:
	Investment grade	$	4,687			$	4,597
	Noninvestment grade	63				125
	Wealth management mortgages	4,694				4,142
	Total	$	9,444			$	8,864

Goodwill_and_Intangible_Assets1

Goodwill and Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill by Business Segment	'
	The tables below provide a breakdown of goodwill by business.
	Goodwill by business	Investment			Investment				Other		Consolidated
	(in millions)	Management			Services
	Balance at Dec. 31, 2012	$	9,508		$	8,517			$	50	$	18,075
	Disposition	(69		)	—				—		(69		)
	Foreign exchange translation	(11		)	13				—		2
	Other (a)	17			—				—		17
	Balance at Sept. 30, 2013	$	9,445		$	8,530			$	50	$	18,025
	(a)	Other changes in goodwill include purchase price adjustments and certain other reclassifications.
	Goodwill by business	Investment			Investment				Other		Consolidated
	(in millions)	Management			Services
	Balance at Dec. 31, 2011	$	9,373		$	8,491			$	40	$	17,904
	Foreign exchange translation	62			20				—		82
	Other (a)	(1		)	(11		)		10		(2		)
	Balance at Sept. 30, 2012	$	9,434		$	8,500			$	50	$	17,984
	(a)	Other changes in goodwill include purchase price adjustments and certain other reclassifications.
Intangible Assets by Business Segment	'
	The tables below provide a breakdown of intangible assets by business. In the second quarter of 2013, we recorded an $8 million impairment charge related to the write-down of the value of a customer contract intangible in the Investment Services business to its fair value.
	Intangible assets – net carrying amount by business	Investment			Investment				Other		Consolidated
	(in millions)	Management			Services
	Balance at Dec. 31, 2012	$	2,228		$	1,732			$	849	$	4,809
	Disposition	(7		)	(1		)		—		(8		)
	Amortization	(113		)	(147		)	(a)	—		(260		)
	Foreign exchange translation	(1		)	1				—		—
	Other (b)	(13		)	(1		)		—		(14		)
	Balance at Sept. 30, 2013	$	2,094		$	1,584			$	849	$	4,527
	(a)	Includes an $8 million intangible asset impairment recorded in the second quarter of 2013.
	(b)	Other changes in intangible assets include purchase price adjustments and certain other reclassifications.
	Intangible assets – net carrying amount by business	Investment			Investment				Other		Consolidated
	(in millions)	Management			Services
	Balance at Dec. 31, 2011	$	2,382		$	1,922			$	848	$	5,152
	Amortization	(144		)	(144		)		—		(288		)
	Foreign exchange translation	16			2				—		18
	Other (a)	—			(1		)		1		—
	Balance at Sept. 30, 2012	$	2,254		$	1,779			$	849	$	4,882
	(a)	Other changes in intangible assets include purchase price adjustments and certain other reclassifications.
Intangible Assets by Type	'
	The table below provides a breakdown of intangible assets by type.
	Intangible assets	Sept. 30, 2013											Dec. 31, 2012
	(in millions)	Gross			Accumulated				Net		Remaining		Net
		carrying			amortization				carrying		weighted-		carrying
		amount							amount		average		amount
											amortization
											period
	Subject to amortization:
	Customer relationships—Investment Management	$	2,053		$	(1,426	)		$	627	12 years		$	761
	Customer contracts—Investment Services	2,350			(1,156		)		1,194		12 years		1,335
	Other	76			(58		)		18		5 years		25
	Total subject to amortization	4,479			(2,640		)		1,839		12 years		2,121
	Not subject to amortization: (a)
	Trade name	1,368			N/A				1,368		N/A		1,368
	Customer relationships	1,320			N/A				1,320		N/A		1,320
	Total not subject to amortization	2,688			N/A				2,688		N/A		2,688
	Total intangible assets	$	7,167		$	(2,640	)		$	4,527	N/A		$	4,809
	(a)	Intangible assets not subject to amortization have an indefinite life.
	N/A - Not applicable.
Estimated Annual Amortization Expense	'
	Estimated annual amortization expense for current intangibles for the next five years is as follows:
	For the year ended	Estimated amortization expense
	Dec. 31,	(in millions)
	2013		$	344
	2014		301
	2015		269
	2016		240
	2017		215

Other_Assets_Tables

Other Assets (Tables)	9 Months Ended
	Sep. 30, 2013
Other Assets [Abstract]	'
Other Assets	'
	Other assets	Sept. 30,			Dec. 31,
	(in millions)	2013			2012
	Accounts receivable	$	5,529		$	4,255
	Corporate/bank owned life insurance	4,424			4,360
	Equity in joint venture and other investments (a)	3,021			2,664
	Income taxes receivable	2,399			3,099
	Fails to deliver	2,076			1,148
	Software	1,210			1,117
	Fair value of hedging derivatives	1,187			989
	Prepaid pension assets	470			419
	Prepaid expenses	438			508
	Due from customers on acceptances	211			376
	Other	1,736			1,533
	Total other assets	$	22,701		$	20,468
	(a)	Includes Federal Reserve Bank stock of $440 million and $436 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.
	Seed capital and private equity investments valued using NAV
		Sept. 30, 2013							Dec. 31, 2012
	(dollar amounts in millions)	Fair		Unfunded			Redemption	Redemption	Fair		Unfunded		Redemption	Redemption
		value		commitments			frequency	notice period	value		commitments		frequency	notice period
	Seed capital and other funds (a)	$	210	$	27		Monthly-yearly	3-45 days	$	153	$	31	Monthly-yearly	3-45 days
	Private equity funds (b)	85		12			N/A	N/A	99		13		N/A	N/A
	Total	$	295	$	39				$	252	$	44
	(a)	Other funds include various market neutral, leveraged loans, hedge funds, real estate and structured credit funds. Redemption notice periods vary by fund.
	(b)	Private equity funds primarily include numerous venture capital funds that invest in various sectors of the economy. Private equity funds do not have redemption rights. Distributions from such funds will be received as the underlying investments in the funds are liquidated.
	N/A - Not applicable.

Net_Interest_Revenue_Tables

Net Interest Revenue (Tables)	9 Months Ended
	Sep. 30, 2013
Interest Revenue (Expense), Net [Abstract]	'
Net Interest Revenue	'
	The following table provides the components of net interest revenue presented on the consolidated income statement.
	Net interest revenue	Quarter ended									Year-to-date
	(in millions)	Sept. 30, 2013			30-Jun-13			Sept. 30, 2012			Sept. 30, 2013			Sept. 30, 2012
	Interest revenue
	Non-margin loans	$	169		$	171		$	167		$	505		$	505
	Margin loans	41			40			42			119			126
	Securities:
	Taxable	460			453			477			1,354			1,464
	Exempt from federal income taxes	25			23			24			72			59
	Total securities	485			476			501			1,426			1,523
	Deposits in banks	70			68			99			209			306
	Deposits with the Federal Reserve and other central banks	39			31			33			101			115
	Federal funds sold and securities purchased under resale agreements	13			10			8			33			26
	Trading assets	38			40			27			113			63
	Total interest revenue	855			836			877			2,506			2,664
	Interest expense
	Deposits	26			27			36			83			122
	Federal funds purchased and securities sold under repurchase agreements	(4		)	(6		)	(2		)	(13		)	(2		)
	Trading liabilities	9			11			7			29			17
	Other borrowed funds	1			1			3			4			14
	Customer payables	2			2			2			6			6
	Long-term debt	49			44			82			149			259
	Total interest expense	83			79			128			258			416
	Net interest revenue	$	772		$	757		$	749		$	2,248		$	2,248

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	9 Months Ended
	Sep. 30, 2013
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]	'
Net Periodic Benefit Cost (Credit)	'
	The components of net periodic benefit cost are as follows.
	Net periodic benefit cost (credit)										Quarter ended
		Sept. 30, 2013									June 30, 2013									Sept. 30, 2012
	(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	$	16		$	9		$	1		$	16		$	9		$	1		$	15		$	8		$	1
	Interest cost	43			10			2			43			10			2			42			9			3
	Expected return on assets	(73		)	(12		)	(2		)	(73		)	(12		)	(2		)	(68		)	(12		)	(2		)
	Other	49			3			1			46			4			1			38			4			3
	Net periodic benefit cost	$	35		$	10		$	2		$	32		$	11		$	2		$	27		$	9		$	5
	Net periodic benefit cost (credit)	Year-to-date
		Sept. 30, 2013									Sept. 30, 2012
	(in millions)	Domestic pension benefits			Foreign pension benefits			Health care benefits			Domestic pension benefits			Foreign pension benefits			Health care benefits
	Service cost	$	48		$	27		$	3		$	45		$	24		$	3
	Interest cost	129			30			6			126			27			9
	Expected return on assets	(219		)	(36		)	(6		)	(204		)	(36		)	(6		)
	Other	142			11			3			114			10			9
	Net periodic benefit cost	$	100		$	32		$	6		$	81		$	25		$	15

Restructuring_Charges_Tables

Restructuring Charges (Tables) (Operational Efficiency Initiatives 2011)	9 Months Ended
	Sep. 30, 2013
Operational Efficiency Initiatives 2011	'
Activity in Restructuring Reserve	'
	The following table presents the activity in the restructuring reserve related to the Operational Excellence Initiatives through Sept. 30, 2013.
	Operational Excellence Initiatives 2011 – restructuring reserve activity
	(in millions)	Severance			Other			Total
	Original restructuring charge	$	78		$	29		$	107
	Net additional charges (net recovery/gain)	62			(57		)	5
	Utilization	(70		)	28			(42		)
	Balance at June 30, 2013	$	70		$	—		$	70
	Net additional charges	15			—			15
	Utilization	(14		)	—			(14		)
	Balance at Sept. 30, 2013	$	71		$	—		$	71
Restructuring Charges by Business Segment	'
	The table below presents the restructuring charge if it had been allocated by business.
	Operational Excellence Initiatives 2011 – restructuring charge (recovery) by business							Total charges since inception
	(in millions)	3Q13			2Q13
	Investment Management	$	(2	)	$	(1	)	$	46
	Investment Services	16			4			80
	Other segment (including Business Partners)	1			(1		)	1
	Total restructuring charge	$	15		$	2		$	127

Income_Taxes_Tables

Income Taxes (Tables)	9 Months Ended
	Sep. 30, 2013
Income Tax Disclosure [Abstract]	'
Reconciliation of Statutory Federal Income Tax Rate to Effective Income Tax Rate	'
	The statutory federal income tax rate is reconciled to our effective income tax rate below:
	Effective tax rate	Nine months ended
		Sept. 30, 2013		Sept. 30, 2012
	Federal rate	35	%	35	%
	State and local income taxes, net of federal income tax benefit	3		2.3
	Tax-exempt income	(2.8	)	(3.6	)
	Foreign operations	(4.5	)	(5.1	)
	Tax credits	(3.4	)	(5.0	)
	Tax litigation	19.8		—
	Other - net	(1.6	)	(0.3	)
	Effective rate	45.5	%	23.3	%

Securitizations_and_Variable_I1

Securitizations and Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2013
Variable Interest Entity [Line Items]	'
Incremental Assets and Liabilities of Variable Interest Entities Included in Consolidated Financial Statements	'
	The following tables present the incremental assets and liabilities included in BNY Mellon’s consolidated financial statements, after applying intercompany eliminations, as of Sept. 30, 2013 and Dec. 31, 2012, based on the assessments performed in accordance with ASC 810 and ASU 2009-17. The net assets of any consolidated VIE are solely available to settle the liabilities of the VIE and to settle any investors’ ownership liquidation requests, including any seed capital invested in the VIE by BNY Mellon.
	Investments consolidated under ASC 810 and ASU 2009-17
	at Sept. 30, 2013
	(in millions)	Investment		Securitizations		Total
		Management				consolidated
		funds				investments
	Available-for-sale	$	—	$	488	$	488
	Trading assets	10,725		—		10,725
	Other assets	966		—		966
	Total assets	$	11,691	$	488	$	12,179
	Trading liabilities	$	10,380	$	—	$	10,380
	Other liabilities	78		442		520
	Total liabilities	$	10,458	$	442	$	10,900
	Non-redeemable noncontrolling interests	$	821	$	—	$	821
	Investments consolidated under ASC 810 and ASU 2009-17
	at Dec. 31, 2012
	(in millions)	Investment		Securitizations		Total
		Management				consolidated
		funds				investments
	Available-for-sale	$	—	$	499	$	499
	Trading assets	10,961		—		10,961
	Other assets	520		—		520
	Total assets	$	11,481	$	499	$	11,980
	Trading liabilities	$	10,152	$	—	$	10,152
	Other liabilities	29		461		490
	Total liabilities	$	10,181	$	461	$	10,642
	Non-redeemable noncontrolling interests	$	833	$	—	$	833
Variable Interest Entity, Not Primary Beneficiary	'
Variable Interest Entity [Line Items]	'
Schedule of Variable Interest Entities	'
	As of Sept. 30, 2013 and Dec. 31, 2012, 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, 2013					Maximum loss exposure
	(in millions)	Assets		Liabilities
	Other	$	137	$	—	$	137
	Non-consolidated VIEs at Dec. 31, 2012					Maximum loss exposure
	(in millions)	Assets		Liabilities
	Other	$	100	$	—	$	100

Preferred_Stock_Tables

Preferred Stock (Tables)

9 Months Ended

Sep. 30, 2013

Preferred Shares [Abstract]

'

Preferred Stock Summary

'

BNY Mellon has 100 million authorized shares of preferred stock with a par value of $0.01. The table below presents a summary of BNY Mellon’s preferred stock issued and outstanding at Sept. 30, 2013 and Dec. 31, 2012.

Preferred stock summary

Liquidation

Total shares issued and outstanding

preference

per share

Carrying value (a)

(dollars in millions, unless

Per annum dividend rate

(in dollars)

Sept. 30, 2013

Dec. 31, 2012

Sept. 30, 2013

Dec. 31,

otherwise noted)

2012

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

—

$

494

$

—

Total

15,826

10,826

$

1,562

$

1,068

(a)

The carrying value of the Series C and Series D preferred stock is recorded net of issuance costs.

Schedule of Dividends Payable

'

The following table presents a summary of the preferred stock dividends.

Preferred stock dividends (a)

Approximate dividend paid per share (in dollars)

Declaration date

Record date

Payment date

Series A (b)

Oct. 16, 2013

Dec. 5, 2013

Dec. 20, 2013

$

10.1111

17-Jul-13

Sept. 5, 2013

Sept. 20, 2013

$

10.2222

9-Apr-13

5-Jun-13

20-Jun-13

$

10.2222

Jan. 16, 2013

5-Mar-13

20-Mar-13

$

10

Series C (c)

Oct. 16, 2013

Dec. 5, 2013

Dec. 20, 2013

$

0.325

17-Jul-13

Sept. 5, 2013

Sept. 20, 2013

$

0.325

9-Apr-13

5-Jun-13

20-Jun-13

$

0.325

Jan. 16, 2013

5-Mar-13

20-Mar-13

$

0.325

Series D (d)

Oct. 16, 2013

Dec. 5, 2013

Dec. 20, 2013

$

26.625

(a)

Dividends are noncumulative.

(b)

Dividend per Normal Preferred Capital Security of Mellon Capital IV, each representing 1/100th interest in a share of Series A preferred stock.

(c)

Dividend per depositary share, each representing a 1/4,000th interest in a share of Series C preferred stock.

(d)

Dividend per depository share, each representing a 1/100th interest in a share of Series D preferred stock.

Other_Comprehensive_Income_Los1

Other Comprehensive Income (Loss) (Tables)	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Components of Other Comprehensive Income	'
	Other comprehensive income (loss)
	Components of other comprehensive income (loss)
		Quarter ended
		Sept. 30, 2013									June 30, 2013									Sept. 30, 2012
	(in millions)	Pre-tax			Tax			After-tax			Pre-tax			Tax			After-tax			Pre-tax			Tax			After-tax
		amount			(expense)			amount			amount			(expense)			amount			amount			(expense)			amount
					benefit									benefit									benefit
	Foreign currency translation:
	Foreign currency translation adjustments arising during the period	$	295		$	90		$	385		$	(9	)	$	14		$	5		$	134		$	35		$	169
	Total foreign currency translation	295			90			385			(9		)	14			5			134			35			169
	Unrealized gain (loss) on assets available-for-sale:
	Unrealized gain (loss) arising during the period	(112		)	40			(72		)	(1,215		)	479			(736		)	948			(310		)	638
	Reclassification adjustment (a)	(10		)	8			(2		)	(32		)	15			(17		)	(22		)	7			(15		)
	Net unrealized gain (loss) on assets available-for-sale	(122		)	48			(74		)	(1,247		)	494			(753		)	926			(303		)	623
	Defined benefit plans:
	Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a)	52			(21		)	31			51			(20		)	31			45			(17		)	28
	Total defined benefit plans	52			(21		)	31			51			(20		)	31			45			(17		)	28
	Unrealized gain (loss) on cash flow hedges:
	Unrealized hedge gain (loss) arising during period	(57		)	25			(32		)	13			(6		)	7			(704		)	288			(416		)
	Reclassification adjustment (a)	74			(30		)	44			(27		)	11			(16		)	706			(289		)	417
	Net unrealized gain (loss) on cash flow hedges	17			(5		)	12			(14		)	5			(9		)	2			(1		)	1
	Total other comprehensive income (loss)	$	242		$	112		$	354		$	(1,219	)	$	493		$	(726	)	$	1,107		$	(286	)	$	821
	(a)	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 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, 2013									Sept. 30, 2012
	(in millions)	Pre-tax			Tax			After-tax			Pre-tax			Tax			After-tax
		amount			(expense)			amount			amount			(expense)			amount
					benefit									benefit
	Foreign currency translation:
	Foreign currency translation adjustments arising during the period	$	57		$	24		$	81		$	40		$	36		$	76
	Total foreign currency translation	57			24			81			40			36			76
	Unrealized gain (loss) on assets available-for-sale:
	Unrealized gain (loss) arising during the period	(1,336		)	522			(814		)	1,644			(572		)	1,072
	Reclassification adjustment (a)	(90		)	41			(49		)	(112		)	38			(74		)
	Net unrealized gain (loss) on assets available-for-sale	(1,426		)	563			(863		)	1,532			(534		)	998
	Defined benefit plans:
	Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a)	171			(66		)	105			131			(52		)	79
	Total defined benefit plans	171			(66		)	105			131			(52		)	79
	Unrealized gain (loss) on cash flow hedges:
	Unrealized hedge gain (loss) arising during period	127			(51		)	76			(691		)	283			(408		)
	Reclassification adjustment (a)	(123		)	51			(72		)	698			(286		)	412
	Net unrealized gain (loss) on cash flow hedges	4			—			4			7			(3		)	4
	Total other comprehensive income (loss)	$	(1,194	)	$	521		$	(673	)	$	1,710		$	(553	)	$	1,157
	(a)	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 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, 2013
Fair Value Disclosures [Abstract]	'
Assets and Liabilities Measured at Fair Value on Recurring Basis	'
	Assets measured at fair value on a recurring basis at Sept. 30, 2013
	(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
														value
	Available-for-sale securities:
	U.S. Treasury	$	10,431		$	—		$	—		$	—		$	10,431
	U.S. Government agencies	—			1,081			—			—			1,081
	Sovereign debt	40			10,528			—			—			10,568
	State and political subdivisions (b)	—			6,669			51			—			6,720
	Agency RMBS	—			26,671			—			—			26,671
	Alt-A RMBS	—			258			—			—			258
	Prime RMBS	—			526			—			—			526
	Subprime RMBS	—			408			—			—			408
	Other RMBS	—			2,268			—			—			2,268
	Commercial MBS	—			2,563			—			—			2,563
	Agency commercial MBS	—			1,289			—			—			1,289
	Asset-backed CLOs	—			1,528			—			—			1,528
	Other asset-backed securities	—			2,496			—			—			2,496
	Equity securities	23			—			—			—			23
	Money market funds (b)	941			—			—			—			941
	Corporate bonds	—			1,504			—			—			1,504
	Other debt securities	—			2,200			—			—			2,200
	Foreign covered bonds	2,193			662			—			—			2,855
	Alt-A RMBS (c)	—			1,792			—			—			1,792
	Prime RMBS (c)	—			850			—			—			850
	Subprime RMBS (c)	—			127			—			—			127
	Total available-for-sale securities	13,628			63,420			51			—			77,099
	Trading assets:
	Debt and equity instruments (b)	4,153			4,641			3			—			8,797
	Derivative assets not designated as hedging:
	Interest rate	5			15,661			9			(14,303		)	1,372
	Foreign exchange	3,414			254			1			(2,005		)	1,664
	Equity	165			247			16			(160		)	268
	Total derivative assets not designated as hedging	3,584			16,162			26			(16,468		)	3,304
	Total trading assets	7,737			20,803			29			(16,468		)	12,101
	Other assets:
	Derivative assets designated as hedging:
	Interest rate	—			1,124			—			—			1,124
	Foreign exchange	63			—			—			—			63
	Total other assets - derivative assets	63			1,124			—			—			1,187
	Other assets (d)	140			142			101			—			383
	Total other assets	203			1,266			101			—			1,570
	Subtotal assets of operations at fair value	21,568			85,489			181			(16,468		)	90,770
	Percentage of assets prior to netting	20		%	80		%	—		%
	Assets of consolidated investment management funds:
	Trading assets	132			10,593			—			—			10,725
	Other assets	829			137			—			—			966
	Total assets of consolidated investment management funds	961			10,730			—			—			11,691
	Total assets	$	22,529		$	96,219		$	181		$	(16,468	)	$	102,461
	Percentage of assets prior to netting	19		%	81		%	—		%
	Liabilities measured at fair value on a recurring basis at Sept. 30, 2013
	(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
														value
	Trading liabilities:
	Debt and equity instruments	$	2,525		$	733		$	—		$	—		$	3,258
	Derivative liabilities not designated as hedging:
	Interest rate	—			16,200			53			(13,271		)	2,982
	Foreign exchange	3,740			158			—			(1,544		)	2,354
	Equity and other contracts	77			472			39			(160		)	428
	Total derivative liabilities not designated as hedging	3,817			16,830			92			(14,975		)	5,764
	Total trading liabilities	6,342			17,563			92			(14,975		)	9,022
	Long-term debt (b)	—			326			—			—			326
	Other liabilities - derivative liabilities designated as hedging:
	Interest rate	—			183			—			—			183
Foreign exchange	260			—			—			—			260
Total other liabilities - derivative liabilities	260			183			—			—			443
Subtotal liabilities at fair value	6,602			18,072			92			(14,975		)	9,791
Percentage of liabilities prior to netting	27		%	73		%	—		%
Liabilities of consolidated investment management funds:
Trading liabilities	—			10,380			—			—			10,380
Other liabilities	—			78			—			—			78
Total liabilities of consolidated investment management funds	—			10,458			—			—			10,458
Total liabilities	$	6,602		$	28,530		$	92		$	(14,975	)	$	20,249
Percentage of liabilities prior to netting	19		%	81		%	—		%
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, seed capital and a brokerage account.
Assets measured at fair value on a recurring basis at Dec. 31, 2012
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Available-for-sale securities:
U.S. Treasury	$	18,003		$	—		$	—		$	—		$	18,003
U.S. Government agencies	—			1,074			—			—			1,074
Sovereign debt	41			9,383			—			—			9,424
State and political subdivisions (b)	—			6,077			45			—			6,122
Agency RMBS	—			34,193			—			—			34,193
Alt-A RMBS	—			279			—			—			279
Prime RMBS	—			728			—			—			728
Subprime RMBS	—			452			—			—			452
Other RMBS	—			2,794			—			—			2,794
Commercial MBS	—			3,139			—			—			3,139
Asset-backed CLOs	—			1,282			—			—			1,282
Other asset-backed securities	—			2,131			—			—			2,131
Equity securities	27			—			—			—			27
Money market funds (b)	2,190			—			—			—			2,190
Corporate bonds	—			1,585			—			—			1,585
Other debt securities	—			2,368			—			—			2,368
Foreign covered bonds	2,995			723			—			—			3,718
Alt-A RMBS (c)	—			1,970			—			—			1,970
Prime RMBS (c)	—			1,010			—			—			1,010
Subprime RMBS (c)	—			130			—			—			130
Total available-for-sale securities	23,256			69,318			45			—			92,619
Trading assets:
Debt and equity instruments (b)	912			4,116			48			—			5,076
Derivative assets not designated as hedging:
Interest rate	36			22,734			19			(20,042		)	2,747
Foreign exchange	3,364			148			1			(2,171		)	1,342
Equity	121			152			38			(98		)	213
Total derivative assets not designated as hedging	3,521			23,034			58			(22,311		)	4,302
Total trading assets	4,433			27,150			106			(22,311		)	9,378
Other assets:
Derivative assets designated as hedging:
Interest rate	—			928			—			—			928
Foreign exchange	61			—			—			—			61
Total derivative assets	61			928			—			—			989
Other assets (d)	96			116			120			—			332
Total other assets	157			1,044			120			—			1,321
Subtotal assets of operations at fair value	27,846			97,512			271			(22,311		)	103,318
Percentage of assets prior to netting	22		%	78		%	—		%
Assets of consolidated investment management funds:
Trading assets	182			10,735			44			—			10,961
Other assets	390			130			—			—			520
Total assets of consolidated investment management funds	572			10,865			44			—			11,481
Total assets	$	28,418		$	108,377		$	315		$	(22,311	)	$	114,799
Percentage of assets prior to netting	21		%	79		%	—		%
Liabilities measured at fair value on a recurring basis at Dec. 31, 2012
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Trading liabilities:
Debt and equity instruments	$	1,121		$	659		$	—		$	—		$	1,780
Derivative liabilities not designated as hedging:
Interest rate	—			23,173			168			(19,069		)	4,272
Foreign exchange	3,535			97			—			(1,823		)	1,809
Equity	91			266			56			(98		)	315
Total derivative liabilities not designated as hedging	3,626			23,536			224			(20,990		)	6,396
Total trading liabilities	4,747			24,195			224			(20,990		)	8,176
Long-term debt (b)	—			345			—			—			345
Other liabilities - derivative liabilities designated as hedging:
Interest rate	—			343			—			—			343
Foreign exchange	361			—			—			—			361
Total other liabilities - derivative liabilities	361			343			—			—			704
Subtotal liabilities at fair value	5,108			24,883			224			(20,990		)	9,225
Percentage of liabilities prior to netting	17		%	82		%	1		%
Liabilities of consolidated investment management funds:
Trading liabilities	—			10,152			—			—			10,152
Other liabilities	—			29			—			—			29
Total liabilities of consolidated investment management funds	—			10,181			—			—			10,181
Total liabilities	$	5,108		$	35,064		$	224		$	(20,990	)	$	19,406
Percentage of liabilities prior to netting	13		%	87		%	—		%
(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, seed capital and a brokerage account.
Details of certain items measured at fair value	Sept. 30, 2013													Dec. 31, 2012
on a recurring basis	Total				Ratings									Total				Ratings
	carrying				AAA/		A+/		BBB+/		BB+ and			carrying value (a)					AAA/		A+/		BBB+/		BB+ and
(dollar amounts in millions)	value (a)				AA-		A-		BBB-		lower								AA-		A-		BBB-		lower
Alt-A RMBS, originated in:
2006-2007	$	103			—	%	—	%	—	%	100	%		$	111			—	%	—	%	—	%	100	%
2005	100				—		—		—		100			107				—		—		—		100
2004 and earlier	55				1		3		30		66			61				4		9		25		62
Total Alt-A RMBS	$	258			—	%	1	%	6	%	93	%		$	279			1	%	2	%	6	%	91	%
Prime RMBS, originated in:
2007	$	93			—	%	—	%	41	%	59	%		$	106			—	%	—	%	45	%	55	%
2006	56				—		—		—		100			70				—		—		—		100
2005	134				—		44		—		56			215				—		33		7		60
2004 and earlier	243				5		6		52		37			337				16		42		7		35
Total prime RMBS	$	526			3	%	14	%	31	%	52	%		$	728			7	%	29	%	12	%	52	%
Subprime RMBS, originated in:
2005	$	110			—	%	22	%	49	%	29	%		$	108			4	%	8	%	34	%	54	%
2004 and earlier	298				2		6		3		89			344				3		4		6		87
Total subprime RMBS	$	408			1	%	11	%	15	%	73	%		$	452			3	%	5	%	13	%	79	%
Commercial MBS - Domestic, originated in:
2009-2012	$	417			83	%	17	%	—	%	—	%		$	283			97	%	3	%	—	%	—	%
2008	23				60		40		—		—			24				59		41		—		—
2007	492				72		19		9		—			707				78		16		6		—
2006	744				85		15		—		—			900				85		14		1		—
2005	519				99		—		1		—			640				98		1		1		—
2004 and earlier	203				95		5		—		—			285				100		—		—		—
Total commercial MBS - Domestic	$	2,398			86	%	12	%	2	%	—	%		$	2,839			89	%	9	%	2	%	—	%
Foreign covered bonds:
Canada	$	896			100	%	—	%	—	%	—	%		$	925			100	%	—	%	—	%	—	%
United Kingdom	763				100		—		—		—			756				100		—		—		—
Netherlands	293				100		—		—		—			360				100		—		—		—
Germany	194				100		—		—		—			866				98		2		—		—
Other	709				100		—		—		—			811				100		—		—		—
Total foreign covered bonds	$	2,855			100	%	—	%	—	%	—	%		$	3,718			100	%	—	%	—	%	—	%
European floating rate notes - available-for-sale:
United Kingdom	$	1,641			81	%	18	%	1	%	—	%		$	1,873			79	%	19	%	2	%	—	%
Netherlands	442				100		—		—		—			841				100		—		—		—
Ireland	167				14		—		—		86			161				15		—		—		85
Italy	108				—		100		—		—			125				—		100		—		—
Other	130				46		4		—		50			145				50		7		—		43
Total European floating rate notes - available-for-sale	$	2,488			74	%	17	%	—	%	9	%		$	3,145			77	%	15	%	2	%	6	%
Sovereign debt:
United Kingdom	$	4,668			100	%	—	%	—	%	—	%		$	4,771			100	%	—	%	—	%	—	%
Netherlands	2,079				100		—		—		—			2,054				100		—		—		—
Germany	1,983				100		—		—		—			1,646				100		—		—		—
France	1,481				100		—		—		—			897				100		—		—		—
Other	357				100		—		—		—			56				100		—		—		—
Total sovereign debt	$	10,568			100	%	—	%	—	%	—	%		$	9,424			100	%	—	%	—	%	—	%
Alt-A RMBS (b), originated in:
2006-2007	$	1,038			—	%	—	%	—	%	100	%		$	1,128			—	%	—	%	—	%	100	%
2005	557				—		4		1		95			622				4		—		1		95
2004 and earlier	197				—		—		13		87			220				—		2		12		86
Total Alt-A RMBS (b)	$	1,792			—	%	1	%	2	%	97	%		$	1,970			1	%	—	%	2	%	97	%
Prime RMBS (b), originated in:
2006-2007	$	507			—	%	—	%	—	%	100	%		$	601			—	%	—	%	—	%	100	%
2005	317				—		1		—		99			378				—		1		2		97
2004 and earlier	26				—		8		22		70			31				—		8		24		68
Total prime RMBS (b)	$	850			—	%	—	%	1	%	99	%		$	1,010			—	%	1	%	1	%	98	%
Subprime RMBS (b), originated in:
2005-2007	$	92			—	%	—	%	10	%	90	%		$	94			—	%	—	%	—	%	100	%
2004 and earlier	35				1		5		38		56			36				5		—		36		59
Total subprime RMBS (b)	$	127			—	%	1	%	18	%	81	%		$	130			2	%	—	%	10	%	88	%
Details Of Certain Items Measured At Fair Value On Recurring Basis Table	'
	Details of certain items measured at fair value	Sept. 30, 2013													Dec. 31, 2012
	on a recurring basis	Total				Ratings									Total				Ratings
		carrying				AAA/		A+/		BBB+/		BB+ and			carrying value (a)					AAA/		A+/		BBB+/		BB+ and
	(dollar amounts in millions)	value (a)				AA-		A-		BBB-		lower								AA-		A-		BBB-		lower
	Alt-A RMBS, originated in:
	2006-2007	$	103			—	%	—	%	—	%	100	%		$	111			—	%	—	%	—	%	100	%
	2005	100				—		—		—		100			107				—		—		—		100
	2004 and earlier	55				1		3		30		66			61				4		9		25		62
	Total Alt-A RMBS	$	258			—	%	1	%	6	%	93	%		$	279			1	%	2	%	6	%	91	%
	Prime RMBS, originated in:
	2007	$	93			—	%	—	%	41	%	59	%		$	106			—	%	—	%	45	%	55	%
	2006	56				—		—		—		100			70				—		—		—		100
	2005	134				—		44		—		56			215				—		33		7		60
	2004 and earlier	243				5		6		52		37			337				16		42		7		35
	Total prime RMBS	$	526			3	%	14	%	31	%	52	%		$	728			7	%	29	%	12	%	52	%
	Subprime RMBS, originated in:
	2005	$	110			—	%	22	%	49	%	29	%		$	108			4	%	8	%	34	%	54	%
	2004 and earlier	298				2		6		3		89			344				3		4		6		87
	Total subprime RMBS	$	408			1	%	11	%	15	%	73	%		$	452			3	%	5	%	13	%	79	%
	Commercial MBS - Domestic, originated in:
	2009-2012	$	417			83	%	17	%	—	%	—	%		$	283			97	%	3	%	—	%	—	%
	2008	23				60		40		—		—			24				59		41		—		—
	2007	492				72		19		9		—			707				78		16		6		—
	2006	744				85		15		—		—			900				85		14		1		—
	2005	519				99		—		1		—			640				98		1		1		—
	2004 and earlier	203				95		5		—		—			285				100		—		—		—
	Total commercial MBS - Domestic	$	2,398			86	%	12	%	2	%	—	%		$	2,839			89	%	9	%	2	%	—	%
	Foreign covered bonds:
	Canada	$	896			100	%	—	%	—	%	—	%		$	925			100	%	—	%	—	%	—	%
	United Kingdom	763				100		—		—		—			756				100		—		—		—
	Netherlands	293				100		—		—		—			360				100		—		—		—
	Germany	194				100		—		—		—			866				98		2		—		—
	Other	709				100		—		—		—			811				100		—		—		—
	Total foreign covered bonds	$	2,855			100	%	—	%	—	%	—	%		$	3,718			100	%	—	%	—	%	—	%
	European floating rate notes - available-for-sale:
	United Kingdom	$	1,641			81	%	18	%	1	%	—	%		$	1,873			79	%	19	%	2	%	—	%
	Netherlands	442				100		—		—		—			841				100		—		—		—
	Ireland	167				14		—		—		86			161				15		—		—		85
	Italy	108				—		100		—		—			125				—		100		—		—
	Other	130				46		4		—		50			145				50		7		—		43
	Total European floating rate notes - available-for-sale	$	2,488			74	%	17	%	—	%	9	%		$	3,145			77	%	15	%	2	%	6	%
	Sovereign debt:
	United Kingdom	$	4,668			100	%	—	%	—	%	—	%		$	4,771			100	%	—	%	—	%	—	%
	Netherlands	2,079				100		—		—		—			2,054				100		—		—		—
	Germany	1,983				100		—		—		—			1,646				100		—		—		—
	France	1,481				100		—		—		—			897				100		—		—		—
	Other	357				100		—		—		—			56				100		—		—		—
	Total sovereign debt	$	10,568			100	%	—	%	—	%	—	%		$	9,424			100	%	—	%	—	%	—	%
	Alt-A RMBS (b), originated in:
	2006-2007	$	1,038			—	%	—	%	—	%	100	%		$	1,128			—	%	—	%	—	%	100	%
	2005	557				—		4		1		95			622				4		—		1		95
	2004 and earlier	197				—		—		13		87			220				—		2		12		86
	Total Alt-A RMBS (b)	$	1,792			—	%	1	%	2	%	97	%		$	1,970			1	%	—	%	2	%	97	%
	Prime RMBS (b), originated in:
	2006-2007	$	507			—	%	—	%	—	%	100	%		$	601			—	%	—	%	—	%	100	%
	2005	317				—		1		—		99			378				—		1		2		97
	2004 and earlier	26				—		8		22		70			31				—		8		24		68
	Total prime RMBS (b)	$	850			—	%	—	%	1	%	99	%		$	1,010			—	%	1	%	1	%	98	%
	Subprime RMBS (b), originated in:
	2005-2007	$	92			—	%	—	%	10	%	90	%		$	94			—	%	—	%	—	%	100	%
	2004 and earlier	35				1		5		38		56			36				5		—		36		59
	Total subprime RMBS (b)	$	127			—	%	1	%	18	%	81	%		$	130			2	%	—	%	10	%	88	%
	(a)	At Sept. 30, 2013 and Dec. 31, 2012, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
(b)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation	'
	The tables below include a roll forward of the balance sheet amounts for the quarter ended Sept. 30, 2013 and 2012 (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, 2013
		Available-for-sale securities				Trading assets															Assets of consolidated investment management funds
	(in millions)	State and  political				Debt and equity				Derivative			(a)	Other				Total assets of operations
		subdivisions				instruments				assets				assets
	Fair value at June 30, 2013	$	52			$	2			$	42			$	113			$	209		44
	Transfers out of Level 3	—				—				(14		)		—				(14		)	—
	Total gains or (losses) for the period:
	Included in earnings (or changes in net assets)	(1		)	(b)	1			(c)	(2		)	(c)	(2		)	(d)	(4		)	2			(e)
	Sales	—				—				—				(10		)		(10		)	(46		)
	Fair value at Sept. 30, 2013	$	51			$	3			$	26			$	101			$	181		$	—
	Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	(2	)		$	—			$	(2	)	$	—
	(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.
	(e)	Reported in income from consolidated investment management funds.
	Fair value measurements for liabilities using significant unobservable inputs for the three months ended Sept. 30, 2013
		Trading liabilities				Total liabilities
	(in millions)	Derivative liabilities			(a)
	Fair value at June 30, 2013	$	117			$	117
	Transfers out of Level 3	(13		)		(13		)
	Total (gains) or losses for the period:	(5		)	(b)	(5		)
	Included in earnings (or changes in net liabilities)
	Settlements	(7		)		(7		)
	Fair value at Sept. 30, 2013	$	92			$	92
	Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	(1	)		$	(1	)
	(a)	Derivative liabilities are reported on a gross basis.
	(b)	Reported in foreign exchange and other trading revenue.
	Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2012
		Available-for-sale securities				Trading assets
	(in millions)	State and  political subdivisions				Debt and equity				Derivative			(a)	Other				Total
						instruments				assets				assets				assets
	Fair value at June 30, 2012	$	42			$	60			$	73			$	138			$	313
	Total gains or (losses) for the period:
	Included in earnings (or changes in net assets)	2			(b)	—			(c)	(6		)	(c)	3			(d)	(1		)
	Purchases and sales:
	Purchases	—				—				1				3				4
	Sales	—				(10		)		—				(16		)		(26		)
	Fair value at Sept. 30, 2012	$	44			$	50			$	68			$	128			$	290
	Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	(4	)		$	—			$	(4	)
	(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, 2012
		Trading liabilities				Total liabilities
	(in millions)	Derivative liabilities			(a)
	Fair value at June 30, 2012	$	302			$	302
	Total (gains) or losses for the period:
	Included in earnings (or changes in net liabilities)	(2		)	(b)	(2		)
	Fair value at Sept. 30, 2012	$	300			$	300
	Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	12			$	12
	(a)	Derivative liabilities are reported on a gross basis.
	(b)	Reported in foreign exchange and other trading revenue.
	Fair value measurements for assets using significant unobservable inputs for the nine months ended Sept. 30, 2013
		Available-for-sale securities				Trading assets												Total			Assets of
																		assets of			consolidated
																		operations			investment
																					management
	(in millions)	State and				Debt and				Derivative			(a)	Other							funds
		political				equity				assets				assets
		subdivisions				instruments
Fair value at Dec. 31, 2012	$	45			$	48			$	58			$	120			$	271		$	44
Transfers out of Level 3	—				—				(19		)		—				(19		)	—
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	6			(b)	4			(c)	(13		)	(c)	(2		)	(d)	(5		)	2			(e)
Purchases and sales:
Purchases	—				—				—				3				3			—
Sales	—				(49		)		—				(20		)		(69		)	(46		)
Fair value at Sept. 30, 2013	$	51			$	3			$	26			$	101			$	181		$	—
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	(13	)		$	—			$	(13	)	$	—
(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.
(e)	Reported in income from consolidated investment management funds.
Fair value measurements for liabilities using significant unobservable inputs for the nine months ended Sept. 30, 2013
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at Dec. 31, 2012	$	224			$	224
Transfers out of Level 3	(17		)		(17		)
Total (gains) or losses for the period:
Included in earnings (or changes in net liabilities)	(110		)	(b)	(110		)
Settlements	(5		)		(5		)
Fair value at Sept. 30, 2013	$	92			$	92
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	27			$	27
(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, 2012
	Available-for-sale securities								Trading assets
(in millions)	State and  political				Other debt securities				Debt and  equity				Derivative			(a)	Other				Total
	subdivisions								instruments				assets				assets				assets
Fair value at Dec. 31, 2011	$	45			$	3			$	63			$	97			$	157			$	365
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	2			(b)	(3		)	(b)	—			(c)	(30		)	(c)	4			(d)	(27		)
Purchases, sales and settlements:
Purchases	—				—				—				1				8				9
Sales	—				—				(13		)		—				(33		)		(46		)
Settlements	(3		)		—				—				—				(8		)		(11		)
Fair value at Sept. 30, 2012	$	44			$	—			$	50			$	68			$	128			$	290
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					—				$	—			$	(13	)		$	—			$	(13	)
(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, 2012
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at Dec. 31, 2011	$	314			$	314
Total (gains) or losses for the period:
Included in earnings (or changes in net liabilities)	(14		)	(b)	(14		)
Fair value at Sept. 30, 2012	$	300			$	300
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	33			$	33
(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, 2013 and Dec. 31, 2012, for which a nonrecurring change in fair value has been recorded during the quarters ended Sept. 30, 2013 and Dec. 31, 2012.
	Assets measured at fair value on a nonrecurring basis at Sept. 30, 2013													Total carrying
	(in millions)	Level 1				Level 2				Level 3				value
	Loans (a)	$	—			$	131			$	8			$	139
	Other assets (b)	—				35				—				35
	Total assets at fair value on a nonrecurring basis	$	—			$	166			$	8			$	174
	Assets measured at fair value on a nonrecurring basis at Dec. 31, 2012													Total carrying
	(in millions)	Level 1				Level 2				Level 3				value
	Loans (a)	$	—			$	183			$	23			$	206
	Other assets (b)	—				79				—				79
	Total assets at fair value on a nonrecurring basis	$	—			$	262			$	23			$	285
	(a)	During the quarters ended Sept. 30, 2013 and Dec. 31, 2012, the fair value of these loans increased $2 million and decreased $2 million, respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses.
	(b)	Includes other assets received in satisfaction of debt and loans held for sale. Loans held for sale are carried on the balance sheet at the lower of cost or market value.
Quantitative information about Level 3 fair value measurements of assets	'
	The following tables present the unobservable inputs used in valuation of assets and liabilities classified as Level 3 within the fair value hierarchy.
	Quantitative information about Level 3 fair value measurements of assets
	(dollars in millions)	Fair value at			Valuation techniques	Unobservable input		Range
		Sept. 30, 2013
	Measured on a recurring basis:
	Available-for-sale securities:
	State and political subdivisions	$	51		Discounted cash flow	Expected credit loss		6%-24%
	Trading assets:
	Debt and equity instruments:
	Distressed debt	$	3		Discounted cash flow	Expected maturity		1 - 10 years
						Credit spreads		120-1,390 bps
	Derivative assets:
	Interest rate:
	Structured foreign exchange swaptions	$	9		Option pricing model (a)	Correlation risk		0%-25%
						Long-term foreign exchange volatility		12%-16%
	Foreign exchange contracts:
	Long-term foreign exchange options	$	1		Option pricing model (a)	Long-term foreign exchange volatility		18%
	Equity:
	Equity options	$	16		Option pricing model (a)	Long-term equity volatility		25%-28%
	Measured on a nonrecurring basis:
	Loans	$	8		Discounted cash flows	Timing of sale		0-12 months
						Cap rate		8%
						Cost to complete/sell		0%-30%
Quantitative Information about Level 3 Fair Value Measurements of Liabilities	'
	Quantitative information about Level 3 fair value measurements of liabilities
	(dollars in millions)	Fair value at			Valuation techniques	Unobservable input		Range
		Sept. 30, 2013
	Measured on a recurring basis:
	Trading liabilities:
	Derivative liabilities:
	Interest rate:
	Structured foreign exchange swaptions	$	53		Option pricing model (a)	Correlation risk		0%-25%
						Long-term foreign exchange volatility		12%-16%
	Equity:
	Equity options	$	39		Option pricing model (a)	Long-term equity volatility		23%-28%
	(a)	The option pricing model uses market inputs such as foreign currency exchange rates, interest rates and volatility to calculate the fair value of the option.
Carrying Amount and 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, 2013 and Dec. 31, 2012, by caption on the consolidated balance sheet and by ASC 820 valuation hierarchy (as described above).
	Summary of financial instruments	Sept. 30, 2013
	(in millions)	Level 1			Level 2			Level 3				Total				Carrying
												estimated				amount
												fair value
	Assets:
	Interest-bearing deposits with the Federal Reserve and other central banks	$	—		$	95,519		$	—			$	95,519			$	95,519
	Interest-bearing deposits with banks	—			41,426			—				41,426				41,390
	Federal funds sold and securities purchased under resale agreements	—			9,191			—				9,191				9,191
	Securities held-to-maturity	3,307			16,993			—				20,300				20,358
	Loans	—			47,706			—				47,706				47,700
	Other financial assets	7,304			1,055			—				8,359				8,359
	Total	$	10,611		$	211,890		$	—			$	222,501			$	222,517
	Liabilities:
	Noninterest-bearing deposits	$	—		$	87,303		$	—			$	87,303			$	87,303
	Interest-bearing deposits	—			168,188			—				168,188				168,257
	Federal funds purchased and securities sold under repurchase agreements	—			9,737			—				9,737				9,737
	Payables to customers and broker-dealers	—			15,293			—				15,293				15,293
	Borrowings	—			2,830			—				2,830				2,830
	Long-term debt	—			19,042			—				19,042				18,563
	Total	$	—		$	302,393		$	—			$	302,393			$	301,983
	Summary of financial instruments	Dec. 31, 2012
	(in millions)	Level 1			Level 2			Level 3				Total estimated				Carrying
												fair value				amount
	Assets:
	Interest-bearing deposits with the Federal Reserve and other central banks	$	—		$	90,110		$	—			$	90,110			$	90,110
	Interest-bearing deposits with banks	—			43,936			—				43,936				43,910
	Federal funds sold and securities purchased under resale agreements	—			6,593			—				6,593				6,593
	Securities held-to-maturity	1,070			7,319			—				8,389				8,205
	Loans	—			44,031			—				44,031				44,010
	Other financial assets	4,727			1,115			—				5,842				5,842
	Total	$	5,797		$	193,104		$	—			$	198,901			$	198,670
	Liabilities:
	Noninterest-bearing deposits	$	—		$	93,019		$	—			$	93,019			$	93,019
	Interest-bearing deposits	—			153,030			—				153,030				153,076
	Federal funds purchased and securities sold under repurchase agreements	—			7,427			—				7,427				7,427
	Payables to customers and broker-dealers	—			16,095			—				16,095				16,095
	Borrowings	—			1,883			—				1,883				1,883
	Long-term debt	—			19,397			—				19,397				18,530
	Total	$	—		$	290,851		$	—			$	290,851			$	290,030
Summary of Carrying Amount of Hedged Financial Instruments, Related Notional Amount of Hedge and Estimated Fair Value of Derivatives	'
	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)
	At Sept. 30, 2013:
	Interest-bearing deposits with banks	$	1,546			$	1,546			$	28			$	(44	)
	Securities available-for-sale	5,888				6,414				568				(135		)
	Deposits	—				—				—				—
	Long-term debt	13,955				13,562				552				(49		)
	At Dec. 31, 2012:
	Interest-bearing deposits with banks	$	11,328			$	11,328			$	38			$	(224	)
	Securities available-for-sale	5,597				5,355				12				(339		)
	Deposits	10				10				1				—
	Long-term debt	15,100				14,314				911				(4		)

Fair_Value_Option_Tables

Fair Value Option (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Assets and Liabilities, by Type, of Consolidated Investment Management Funds Recorded at Fair Value	'
	The following table presents the assets and liabilities, by type, of consolidated investment management funds recorded at fair value.
	Assets and liabilities of consolidated investment management funds, at fair value
	(in millions)	Sept. 30, 2013			Dec. 31, 2012
	Assets of consolidated investment management funds:
	Trading assets	$	10,725		$	10,961
	Other assets	966			520
	Total assets of consolidated investment management funds	$	11,691		$	11,481
	Liabilities of consolidated investment management funds:
	Trading liabilities	$	10,380		$	10,152
	Other liabilities	78			29
	Total liabilities of consolidated investment management funds	$	10,458		$	10,181
Changes in Fair Value of Long-term Debt Included in Foreign Exchange and Other Trading Revenue	'
	The following table presents the changes in fair value of the long-term debt included in foreign exchange and other trading revenue in the consolidated income statement.
	Foreign exchange and other trading revenue
		Quarter ended						Year-to-date
	(in millions)	Sept. 30, 2013			Sept. 30, 2012			Sept. 30, 2013		Sept. 30, 2012
	Changes in the fair value of long-term debt (a)	$	(2	)	$	(6	)	$	19	$	(19	)
	(a)	The change in fair value of the long-term debt is approximately offset by an economic hedge included in trading.

Derivative_Instruments_Tables

Derivative Instruments (Tables)	9 Months Ended
	Sep. 30, 2013
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, 2013			Sept. 30, 2012
	Fair value hedges of securities	$	10.4		$	(1.7	)
	Fair value hedges of deposits and long-term debt	3.8			(7.3		)
	Cash flow hedges	(0.1		)	0.1
	Other (a)	0.1			(0.1		)
	Total	$	14.2		$	(9.0	)
	(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, 2013 and Dec. 31, 2012.
	Impact of derivative instruments on the balance sheet	Notional value							Asset derivatives							Liability derivatives
									fair value							fair value
	(in millions)	Sept. 30, 2013			Dec. 31, 2012				Sept. 30, 2013			Dec. 31, 2012				Sept. 30, 2013			Dec. 31, 2012
	Derivatives designated as hedging instruments (a):
	Interest rate contracts	$	19,976		$	19,679			$	1,124		$	928			$	183		$	343
	Foreign exchange contracts	7,763			16,805				63			61				260			361
	Total derivatives designated as hedging instruments								$	1,187		$	989			$	443		$	704
	Derivatives not designated as hedging instruments (b):
	Interest rate contracts	$	786,857		$	796,155			$	15,675		$	22,789			$	16,253		$	23,341
	Foreign exchange contracts	446,009			359,204				3,669			3,513				3,898			3,632
	Equity contracts	22,243			11,375				428			311				588			413
	Credit contracts	101			166				—			—				—			—
	Total derivatives not designated as hedging instruments								$	19,772		$	26,613			$	20,739		$	27,386
	Total derivatives fair value (c)								$	20,959		$	27,602			$	21,182		$	28,090
	Effect of master netting agreements (d)								(16,468		)	(22,311		)		(14,975		)	(20,990		)
	Fair value after effect of master netting agreements								$	4,491		$	5,291			$	6,207		$	7,100
	(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)	Master netting agreements are reported net of cash collateral received and paid of $1,631 million and $138 million, respectively, at Sept. 30, 2013, and $1,452 million and $131 million, respectively, at Dec. 31, 2012.
Impact of Derivative Instruments on Income Statement	'
	At Sept. 30, 2013, $470 billion (notional) of interest rate contracts will mature within one year, $171 billion between one and five years, and $166 billion after five years. At Sept. 30, 2013, $438 billion (notional) of foreign exchange contracts will mature within one year, $7 billion between one and five years, and $9 billion after five years.
	Impact of derivative instruments on the income statement
	(in millions)
	Derivatives in fair value hedging relationships	Location of gain or		Gain or (loss) recognized												Location of gain or(loss) recognized in income on hedged item		Gain or (loss) recognized
		(loss) recognized in income on derivatives		in income on derivatives														in hedged item
				3Q13				2Q13				3Q12						3Q13				2Q13			3Q12
	Interest rate contracts	Net interest  revenue		$	143			$	169			$	36			Net interest  revenue		$	(137	)		$	(167	)	$	(44	)
	Derivatives in cash flow hedging	Gain or (loss) recognized										Location of gain or		Gain or (loss) reclassified										Location of gain or	Gain or (loss) recognized in income on derivatives
	relationships	in accumulated										(loss) reclassified		from accumulated										(loss) recognized in	(ineffectiveness portion and amount excluded from effectiveness testing)
		OCI on derivatives(effective portion)										from accumulated		OCI into income										income on derivatives
												OCI into income		(effective portion)										(ineffective portion and
												(effective portion)												amount excluded from
		3Q13			2Q13			3Q12						3Q13			2Q13			3Q12				effectiveness testing)	3Q13			2Q13		3Q12
	FX contracts	$	4		$	(15	)	$	—			Net interest revenue		$	(5	)	$	(6	)	$	—			Net interest revenue	$	—		$	—	$	—
	FX contracts	(5		)	(1		)	3				Other revenue		(1		)	—			1				Other revenue	(0.2		)	—		—
	FX contracts	(67		)	34			(707		)		Trading revenue		(67		)	34			(707		)		Trading revenue	—			—		—
	FX contracts	11			(5		)	—				Salary expense		(1		)	(1		)	—				Salary expense	—			—		—
	Total	$	(57	)	$	13		$	(704	)				$	(74	)	$	27		$	(706	)			$	(0.2	)	$	—	$	—
	Derivatives in net	Gain or (loss) recognized in accumulated OCI										Location of gain or		Gain or (loss) reclassified										Location of gain or	Gain or (loss) recognized in income on
	investment hedging	on derivatives										(loss) reclassified		from accumulated										(loss) recognized in	derivatives
	relationships	(effective portion)										from accumulated		OCI into income										income on derivative	(ineffectiveness
												OCI into income		(effective portion)										(ineffective portion and	portion and amount
												(effective portion)												amount excluded from	excluded from
																								effectiveness testing)	effectiveness testing)
		3Q13			2Q13			3Q12						3Q13			2Q13			3Q12					3Q13			2Q13		3Q12
	FX contracts	$	(192	)	$	38		$	(133	)		Net interest revenue		$	2		$	—		$	—			Other revenue	$	—		$	0.2	$	—
	Impact of derivative instruments on the income statement
	(in millions)
	Derivatives in fair value hedging relationships	Location of gain or		Gain or (loss) recognized								Location of gain or(loss) recognized in income on hedged item		Gain or (loss) recognized
		(loss) recognized in income on derivatives		in income on derivatives										in hedged item
				Nine months ended										Nine months ended
				Sept. 30, 2013				Sept. 30, 2012						Sept. 30, 2013				Sept. 30, 2012
	Interest rate contracts	Net interest  revenue		$	388			$	(86	)		Net interest  revenue		$	(374	)		$	77
	Derivatives in cash flow hedging	Gain or (loss) recognized								Location of gain or		Gain or (loss) reclassified								Location of gain or		Gain or (loss) recognized in income on derivatives
	relationships	in accumulated								(loss) reclassified		from accumulated								(loss) recognized in		(ineffectiveness portion and amount excluded from effectiveness testing)
		OCI on derivatives(effective portion)								from accumulated		OCI into income								income on derivatives		Nine months ended
		Nine months ended								OCI into income		(effective portion)								(ineffective portion and
										(effective portion)		Nine months ended								amount excluded from
		Sept. 30, 2013				Sept. 30, 2012						Sept. 30, 2013				Sept. 30, 2012				effectiveness testing)		Sept. 30, 2013			Sept. 30, 2012
	FX contracts	$	(23	)		$	7			Net interest revenue		$	(24	)		$	4			Net interest revenue		$	—		$	—
	FX contracts	(4		)		5				Other revenue		(1		)		2				Other revenue		(0.1		)	0.1
	FX contracts	150				(703		)		Trading revenue		150				(703		)		Trading revenue		—			—
	FX contracts	4				—				Salary expense		(2		)		(1		)		Salary expense		—			—
	Total	$	127			$	(691	)				$	123			$	(698	)				$	(0.1	)	$	0.1
	Derivatives in net	Gain or (loss) recognized in accumulated OCI								Location of gain or		Gain or (loss) reclassified								Location of gain or		Gain or (loss) recognized in income on
	investment hedging	on derivatives								(loss) reclassified		from accumulated								(loss) recognized in		derivatives
	relationships	(effective portion)								from accumulated		OCI into income								income on derivative		(ineffectiveness
		Nine months ended								OCI into income		(effective portion)								(ineffective portion and		portion and amount
										(effective portion)		Nine months ended								amount excluded from		excluded from
																				effectiveness testing)		effectiveness testing)
																						Nine months ended
		Sept. 30, 2013				Sept. 30, 2012						Sept. 30, 2013				Sept. 30, 2012						Sept. 30, 2013			Sept. 30, 2012
	FX contracts	$	13			$	(162	)		Net interest revenue		$	2			$	—			Other revenue		$	0.1		$	(0.1	)
Revenue from Foreign Exchange and Other Trading	'
	Revenue from foreign exchange and other trading included the following:
	Foreign exchange and other trading revenue
											Year-to-date
	(in millions)	3Q13			2Q13			3Q12			2013			2012
	Foreign exchange	$	154		$	179		$	121		$	482		$	414
	Other trading revenue:
	Fixed income	(2		)	12			54			18			117
	Equity/other	8			16			7			28			22
	Total other trading revenue	6			28			61			46			139
	Total	$	160		$	207		$	182		$	528		$	553
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, 2013 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-		$	654	million
	Baa2/BBB		$	785	million
	Bal/BB+		$	1,523	million
	(a)	The change between rating categories is incremental, not cumulative.
Offsetting Assets	'
	Offsetting of financial assets and derivative assets
		Sept. 30, 2013											Dec. 31, 2012
	(in millions)	Gross assets recognized			Offset in the balance sheet			(a)	Net assets recognized				Gross assets recognized			Offset in the balance sheet			(a)	Net assets recognized
	Derivatives subject to netting arrangements:
	Interest rate contracts	$	15,483		$	14,303			$	1,180			$	22,234		$	20,042			$	2,192
	Foreign exchange contracts	2,687			2,005				682				3,255			2,171				1,084
	Equity and other contracts	372			160				212				264			98				166
	Total derivatives subject to netting arrangements	18,542			16,468				2,074				25,753			22,311				3,442
	Total derivatives not subject to netting arrangements	2,417			—				2,417				1,849			—				1,849
	Total derivatives	20,959			16,468				4,491				27,602			22,311				5,291
	Reverse repurchase agreements	9,176			120			(b)	9,056				6,718			137			(b)	6,581
	Total	$	30,135		$	16,588			$	13,547			$	34,320		$	22,448			$	11,872
	(a)	Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
	(b)	Offsetting of 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 financial liabilities and derivative liabilities
		Sept. 30, 2013											Dec. 31, 2012
	(in millions)	Gross liabilities recognized			Offset in the balance sheet			(a)	Net liabilities recognized				Gross liabilities recognized			Offset in the balance sheet			(a)	Net liabilities recognized
	Derivatives subject to netting arrangements:
	Interest rate contracts	$	16,107		$	13,271			$	2,836			$	23,274		$	19,069			$	4,205
	Foreign exchange contracts	1,847			1,544				303				3,423			1,823				1,600
	Equity and other contracts	454			160				294				310			98				212
	Total derivatives subject to netting arrangements	18,408			14,975				3,433				27,007			20,990				6,017
	Total derivatives not subject to netting arrangements	2,774			—				2,774				1,083			—				1,083
	Total derivatives	21,182			14,975				6,207				28,090			20,990				7,100
	Repurchase agreements	8,933			120			(b)	8,813				7,153			137			(b)	7,016
	Total	$	30,115		$	15,095			$	15,020			$	35,243		$	21,127			$	14,116
	(a)	Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
	(b)	Offsetting of 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.

Commitments_and_Contingent_Lia1

Commitments and Contingent Liabilities (Tables)	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Significant Industry Concentrations Related to Credit Exposure	'
	Significant industry concentrations related to credit exposure at Sept. 30, 2013 are disclosed in the financial institutions portfolio exposure table and the commercial portfolio exposure table below.
	Financial institutions	Sept. 30, 2013
	portfolio exposure
	(in billions)	Loans		Unfunded		Total
				commitments		exposure
	Banks	$	8.3	$	2	$	10.3
	Asset managers	1.2		4		5.2
	Insurance	0.1		4.3		4.4
	Securities industry	2.5		1.5		4
	Government	0.4		3		3.4
	Other	0.2		1.2		1.4
	Total	$	12.7	$	16	$	28.7
	Commercial portfolio	Sept. 30, 2013
	exposure
	(in billions)	Loans		Unfunded		Total
				commitments		exposure
	Energy and utilities	$	0.7	$	6.1	$	6.8
	Services and other	0.6		6.1		6.7
	Manufacturing	0.3		5.9		6.2
	Media and telecom	—		1.8		1.8
	Total	$	1.6	$	19.9	$	21.5
Summary of Off-Balance Sheet Credit Risks, Net of Participations	'
	The following table presents a summary of our off-balance sheet credit risks, net of participations.
	Off-balance sheet credit risks	Sept. 30,		Dec. 31,
	(in millions)	2013		2012
	Lending commitments (a)	$	33,184	$	31,265
	Standby letters of credit (b)	6,737		7,167
	Commercial letters of credit	374		219
	Securities lending indemnifications (c)	268,637		245,717
	(a)	Net of participations totaling $326 million at Sept. 30, 2013 and $350 million at Dec. 31, 2012.
	(b)	Net of participations totaling $793 million at Sept. 30, 2013 and $1.0 billion at Dec. 31, 2012.
	(c)	Excludes securities lending activity at the CIBC Mellon joint venture of $65 billion at Sept. 30, 2013 and $66 billion at Dec. 31, 2012.
Standby Letters of Credits by Investment Grade	'
	The table below shows SBLCs by investment grade:
	Standby letters of credit	Sept. 30,		Dec. 31,
		2013		2012
	Investment grade	89	%	93	%
	Noninvestment grade	11	%	7	%

Lines_of_Businesses_Tables

Lines of Businesses (Tables)	9 Months Ended
	Sep. 30, 2013
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, 2013	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	920		(a)	$	1,947		$	120		$	2,987		(a)
	Net interest revenue	67				619			86			772
	Total revenue	987				2,566			206			3,759
	Provision for credit losses	—				—			2			2
	Noninterest expense	732				1,812			235			2,779
	Income (loss) before taxes	$	255		(a)	$	754		$	(31	)	$	978		(a)
	Pre-tax operating margin (b)	26		%		29		%	N/M			26		%
	Average assets	$	38,690			$	246,254		$	56,806		$	341,750
	(a)	Total fee and other revenue includes income from consolidated investment management funds of $32 million, net of noncontrolling interests of $8 million, for a net impact of $24 million. Income before taxes includes noncontrolling interests of $8 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the quarter ended June 30, 2013	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	922		(a)	$	1,971		$	320		$	3,213		(a)
	Net interest revenue	63				633			61			757
	Total revenue	985				2,604			381			3,970
	Provision for credit losses	—				—			(19		)	(19		)
	Noninterest expense	713				1,880			229			2,822
	Income before taxes	$	272		(a)	$	724		$	171		$	1,167		(a)
	Pre-tax operating margin (b)	28		%		28		%	N/M			29		%
	Average assets	$	37,953			$	244,803		$	54,699		$	337,455
	(a)	Total fee and other revenue includes income from consolidated investment management funds of $65 million, net of noncontrolling interests of $39 million, for a net impact of $26 million. Income before taxes includes noncontrolling interests of $39 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the quarter ended Sept. 30, 2012	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	869		(a)	$	1,876		$	156		$	2,901		(a)
	Net interest revenue	51				608			90			749
	Total revenue	920				2,484			246			3,650
	Provision for credit losses	—				(4		)	(1		)	(5		)
	Noninterest expense	692				1,779			234			2,705
	Income before taxes	$	228		(a)	$	709		$	13		$	950		(a)
	Pre-tax operating margin (b)	25		%		29		%	N/M			26		%
	Average assets	$	35,285			$	224,987		$	58,642		$	318,914
	(a)	Total fee and other revenue includes income from consolidated investment management funds of $47 million, net of noncontrolling interests of $25 million, for a net impact of $22 million. Income before taxes includes noncontrolling interests of $25 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the nine months ended Sept. 30, 2013	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	2,733		(a)	$	5,780		$	565		$	9,078		(a)
	Net interest revenue	192				1,905			151			2,248
	Total revenue	2,925				7,685			716			11,326
	Provision for credit losses	—				1			(42		)	(41		)
	Noninterest expense	2,188				5,535			706			8,429
	Income before taxes	$	737		(a)	$	2,149		$	52		$	2,938		(a)
	Pre-tax operating margin (b)	25		%		28		%	N/M			26		%
	Average assets	$	38,461			$	243,770		$	55,420		$	337,651
	(a)	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $63 million, for a net impact of $84 million. Income before taxes includes noncontrolling interests of $63 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the nine months ended Sept. 30, 2012	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	2,576		(a)	$	5,606		$	443		$	8,625		(a)
	Net interest revenue	158				1,857			233			2,248
	Total revenue	2,734				7,463			676			10,873
	Provision for credit losses	—				(2		)	(17		)	(19		)
	Noninterest expense	2,050				5,755			703			8,508
	Income (loss) before taxes	$	684		(a)	$	1,710		$	(10	)	$	2,384		(a)
	Pre-tax operating margin (b)	25		%		23		%	N/M			22		%
	Average assets	$	35,665			$	216,579		$	56,215		$	308,459
(a)	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $65 million, for a net impact of $82 million. Income before taxes includes noncontrolling interests of $65 million.
(b)	Income before taxes divided by total revenue.
N/M - Not meaningful.

Supplemental_information_to_th1

Supplemental information to the Consolidated Statement of Cash Flows (Tables)	9 Months Ended
	Sep. 30, 2013
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)	2013		2012
	Transfers from loans to other assets for other real estate owned (“OREO”)	$	3	$	6
	Change in assets of consolidated VIEs	210		22
	Change in liabilities of consolidated VIEs	277		39
	Change in noncontrolling interests of consolidated VIEs	12		111

Acquisitions_Additional_Inform

Acquisitions- Additional Information (Detail) (USD $)	3 Months Ended	9 Months Ended	0 Months Ended	12 Months Ended	0 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013	Oct. 02, 2012	31-May-13	Sep. 27, 2013
			WestLB Mellon Asset Management	SourceNet [Member]	Newton Private Cients [Member]
Business Acquisition [Line Items]	'	'	'	'	'
Contingent payments	$13	$17	'	'	'
Potential obligation to pay additional consideration, lower limit	0	0	'	'	'
Potential obligation to pay additional consideration, upper limit	11	11	13	'	'
Potential obligation to pay additional consideration, period of measurement (in years)	'	'9 months	'	'	'
Proceeds from sale of business	'	'	'	11	120
Pretax gain on sale	'	'	'	2	27
After-tax gain on sale	'	'	'	10	5
Goodwill, Written off Related to Sale of Business Unit	'	69	'	'	69
Indefinite-lived Intangible Assets, Written off Related to Sale of Business Unit	'	'	'	'	7
Business acquisition, voting percentage acquired (percent)	'	'	50.00%	'	'
Business acquisition	'	'	22	'	'
Goodwill related to acquisition, non-tax deductible	'	'	70	'	'
Intangible assets, useful life (in years)	'	'	'8 years	'	'
Intangible assets - customer relationships	'	'	$23	'	'

SecuritiesAmortized_Cost_Gross

Securities-Amortized Cost, Gross Unrealized Gains and Losses and Fair Value of Securities (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	$97,145		$98,332
Gross unrealized Gains	1,817		3,039
Gross unrealized Losses	1,563		363
Fair value	97,399		101,008
Available-for-sale	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	76,787		90,127
Gross unrealized Gains	1,629		2,793
Gross unrealized Losses	1,317		301
Fair value	77,099		92,619
Available-for-sale | U.S. Treasury	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	10,730		17,539
Gross unrealized Gains	135		467
Gross unrealized Losses	434		3
Fair value	10,431		18,003
Available-for-sale | U.S. Government agencies	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,067		1,044
Gross unrealized Gains	18		30
Gross unrealized Losses	4		0
Fair value	1,081		1,074
Available-for-sale | State and political subdivisions	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	6,737		6,039
Gross unrealized Gains	70		112
Gross unrealized Losses	87		29
Fair value	6,720		6,122
Available-for-sale | Agency RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	26,817		33,355
Gross unrealized Gains	334		846
Gross unrealized Losses	480		8
Fair value	26,671		34,193
Available-for-sale | Alt-A RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	231		255
Gross unrealized Gains	37		40
Gross unrealized Losses	10		16
Fair value	258		279
Available-for-sale | Prime RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	533		728
Gross unrealized Gains	5		9
Gross unrealized Losses	12		9
Fair value	526		728
Available-for-sale | Subprime RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	440		508
Gross unrealized Gains	7		6
Gross unrealized Losses	39		62
Fair value	408		452
Available-for-sale | Other RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	2,306		2,850
Gross unrealized Gains	41		53
Gross unrealized Losses	79		109
Fair value	2,268		2,794
Available-for-sale | Commercial MBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	2,524		3,031
Gross unrealized Gains	70		153
Gross unrealized Losses	31		45
Fair value	2,563		3,139
Available-for-sale | Agency commercial MBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,307		'
Gross unrealized Gains	3		'
Gross unrealized Losses	21		'
Fair value	1,289		'
Available-for-sale | Asset-backed CLOs	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,521		1,285
Gross unrealized Gains	10		7
Gross unrealized Losses	3		10
Fair value	1,528		1,282
Available-for-sale | Other asset-backed securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	2,501		2,123
Gross unrealized Gains	5		11
Gross unrealized Losses	10		3
Fair value	2,496		2,131
Available-for-sale | Foreign covered bonds	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	2,779		3,596
Gross unrealized Gains	152		122
Gross unrealized Losses	76		0
Fair value	2,855		3,718
Available-for-sale | Corporate bonds	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,484		1,525
Gross unrealized Gains	37		63
Gross unrealized Losses	17		3
Fair value	1,504		1,585
Available-for-sale | Other debt securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	12,638		11,516
Gross unrealized Gains	141		276
Gross unrealized Losses	11		0
Fair value	12,768	[1]	11,792	[2]
Available-for-sale | Equity securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	17		23
Gross unrealized Gains	6		4
Gross unrealized Losses	0		0
Fair value	23		27
Available-for-sale | Money market funds	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	941		2,190
Gross unrealized Gains	0		0
Gross unrealized Losses	0		0
Fair value	941		2,190
Available-for-sale | Alt-A RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,406	[3]	1,574	[3]
Gross unrealized Gains	388	[3]	400	[3]
Gross unrealized Losses	2	[3]	4	[3]
Fair value	1,792	[3]	1,970	[3]
Available-for-sale | Prime RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	697	[3]	833	[3]
Gross unrealized Gains	154	[3]	177	[3]
Gross unrealized Losses	1	[3]	0	[3]
Fair value	850	[3]	1,010	[3]
Available-for-sale | Sub Prime RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	111	[3]	113	[3]
Gross unrealized Gains	16	[3]	17	[3]
Gross unrealized Losses	0	[3]	0	[3]
Fair value	127	[3]	130	[3]
Held-to-maturity	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	20,358		8,205
Gross unrealized Gains	188		246
Gross unrealized Losses	246		62
Fair value	20,300		8,389
Held-to-maturity | U.S. Treasury	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	3,324		1,011
Gross unrealized Gains	35		59
Gross unrealized Losses	52		0
Fair value	3,307		1,070
Held-to-maturity | U.S. Government agencies	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	419		'
Gross unrealized Gains	0		'
Gross unrealized Losses	10		'
Fair value	409		'
Held-to-maturity | State and political subdivisions	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	54		67
Gross unrealized Gains	1		2
Gross unrealized Losses	0		0
Fair value	55		69
Held-to-maturity | Agency RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	15,011		5,879
Gross unrealized Gains	118		139
Gross unrealized Losses	137		1
Fair value	14,992		6,017
Held-to-maturity | Alt-A RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	91		111
Gross unrealized Gains	10		9
Gross unrealized Losses	3		6
Fair value	98		114
Held-to-maturity | Prime RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	77		97
Gross unrealized Gains	1		1
Gross unrealized Losses	1		1
Fair value	77		97
Held-to-maturity | Subprime RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	28		28
Gross unrealized Gains	0		0
Gross unrealized Losses	0		1
Fair value	28		27
Held-to-maturity | Other RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	627		983
Gross unrealized Gains	23		36
Gross unrealized Losses	39		52
Fair value	611		967
Held-to-maturity | Commercial MBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	21		26
Gross unrealized Gains	0		0
Gross unrealized Losses	1		1
Fair value	20		25
Held-to-maturity | Other debt securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Gross unrealized Losses	3		'
Held-to-maturity | Other securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	706		3
Gross unrealized Gains	0		0
Gross unrealized Losses	3		0
Fair value	$703		$3
[1]	Includes $10.6 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
[2]	Includes $9.4 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
[3]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

SecuritiesAmortized_Cost_Gross1

Securities-Amortized Cost, Gross Unrealized Gains and Losses and Fair Value of Securities (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Gain (Loss) on Investments [Line Items]	'	'
Fair value	$97,399	$101,008
Available-for-sale	'	'
Gain (Loss) on Investments [Line Items]	'	'
Fair value	77,099	92,619
Government Sponsored and Guaranteed Entities, and Sovereign Debt Securities | Available-for-sale	'	'
Gain (Loss) on Investments [Line Items]	'	'
Fair value	$10,600	$9,400

SecuritiesNet_Securities_Gains

Securities-Net Securities Gains (Losses) (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Disclosure Net Securities Gains Losses [Abstract]	'	'	'	'	'
Realized gross gains	$29	$51	$32	$137	$216
Realized gross losses	-4	-1	-4	-10	-9
Recognized gross impairments	-3	-18	-6	-25	-95
Net securities gains	$22	$32	$22	$102	$112

SecuritiesAggregate_Fair_Value

Securities-Aggregate Fair Value of Investments with Continuous Unrealized Loss Position (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	$44,435		$5,758
Less than 12 months Unrealized losses	1,387		63
12 months or more Fair value	2,778		2,798
12 months or more Unrealized losses	176		300
Total Fair value	47,213		8,556
Total Unrealized losses	1,563		363
Available-for-sale	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	27,659		5,073
Less than 12 months Unrealized losses	1,192		62
12 months or more Fair value	1,761		2,296
12 months or more Unrealized losses	125		239
Total Fair value	29,420		7,369
Total Unrealized losses	1,317		301
Available-for-sale | U.S. Treasury	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	4,849		956
Less than 12 months Unrealized losses	434		3
12 months or more Fair value	0		0
12 months or more Unrealized losses	0		0
Total Fair value	4,849		956
Total Unrealized losses	434		3
Available-for-sale | U.S. Government agencies	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	97		'
Less than 12 months Unrealized losses	4		'
12 months or more Fair value	0		'
12 months or more Unrealized losses	0		'
Total Fair value	97		'
Total Unrealized losses	4		0
Available-for-sale | State and political subdivisions	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	2,883		1,139
Less than 12 months Unrealized losses	81		7
12 months or more Fair value	139		173
12 months or more Unrealized losses	6		22
Total Fair value	3,022		1,312
Total Unrealized losses	87		29
Available-for-sale | Agency RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	11,898		1,336
Less than 12 months Unrealized losses	475		8
12 months or more Fair value	84		96
12 months or more Unrealized losses	5		0
Total Fair value	11,982		1,432
Total Unrealized losses	480		8
Available-for-sale | Alt-A RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	16		31
Less than 12 months Unrealized losses	9		13
12 months or more Fair value	34		39
12 months or more Unrealized losses	1		3
Total Fair value	50		70
Total Unrealized losses	10		16
Available-for-sale | Prime RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	113		110
Less than 12 months Unrealized losses	3		2
12 months or more Fair value	180		253
12 months or more Unrealized losses	9		7
Total Fair value	293		363
Total Unrealized losses	12		9
Available-for-sale | Subprime RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	0		13
Less than 12 months Unrealized losses	0		3
12 months or more Fair value	384		397
12 months or more Unrealized losses	39		59
Total Fair value	384		410
Total Unrealized losses	39		62
Available-for-sale | Other RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	102		64
Less than 12 months Unrealized losses	28		19
12 months or more Fair value	630		670
12 months or more Unrealized losses	51		90
Total Fair value	732		734
Total Unrealized losses	79		109
Available-for-sale | Commercial MBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	512		131
Less than 12 months Unrealized losses	21		1
12 months or more Fair value	167		310
12 months or more Unrealized losses	10		44
Total Fair value	679		441
Total Unrealized losses	31		45
Available-for-sale | Agency commercial MBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	1,096		'
Less than 12 months Unrealized losses	21		'
12 months or more Fair value	0		'
12 months or more Unrealized losses	0		'
Total Fair value	1,096		'
Total Unrealized losses	21		'
Available-for-sale | Asset-backed CLOs	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	488		314
Less than 12 months Unrealized losses	1		1
12 months or more Fair value	109		321
12 months or more Unrealized losses	2		9
Total Fair value	597		635
Total Unrealized losses	3		10
Available-for-sale | Other asset-backed securities	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	1,579		779
Less than 12 months Unrealized losses	9		2
12 months or more Fair value	6		7
12 months or more Unrealized losses	1		1
Total Fair value	1,585		786
Total Unrealized losses	10		3
Available-for-sale | Foreign covered bonds	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	1,164		'
Less than 12 months Unrealized losses	76		'
12 months or more Fair value	0		'
12 months or more Unrealized losses	0		'
Total Fair value	1,164		'
Total Unrealized losses	76		0
Available-for-sale | Corporate bonds	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	285		178
Less than 12 months Unrealized losses	17		3
12 months or more Fair value	0		0
12 months or more Unrealized losses	0		0
Total Fair value	285		178
Total Unrealized losses	17		3
Available-for-sale | Other debt securities	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	2,514		'
Less than 12 months Unrealized losses	11		'
12 months or more Fair value	0		'
12 months or more Unrealized losses	0		'
Total Fair value	2,514		'
Total Unrealized losses	11		0
Available-for-sale | Alt-A RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	33	[1]	22	[1]
Less than 12 months Unrealized losses	1	[1]	0	[1]
12 months or more Fair value	22	[1]	30	[1]
12 months or more Unrealized losses	1	[1]	4	[1]
Total Fair value	55	[1]	52	[1]
Total Unrealized losses	2	[1]	4	[1]
Available-for-sale | Prime RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	30		'
Less than 12 months Unrealized losses	1		'
12 months or more Fair value	6		'
12 months or more Unrealized losses	0		'
Total Fair value	36		'
Total Unrealized losses	1	[1]	0	[1]
Held-to-maturity	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	16,776		685
Less than 12 months Unrealized losses	195		1
12 months or more Fair value	1,017		502
12 months or more Unrealized losses	51		61
Total Fair value	17,793		1,187
Total Unrealized losses	246		62
Held-to-maturity | U.S. Treasury	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	1,920		'
Less than 12 months Unrealized losses	45		'
12 months or more Fair value	490		'
12 months or more Unrealized losses	7		'
Total Fair value	2,410		'
Total Unrealized losses	52		0
Held-to-maturity | U.S. Government agencies	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	408		'
Less than 12 months Unrealized losses	10		'
12 months or more Fair value	0		'
12 months or more Unrealized losses	0		'
Total Fair value	408		'
Total Unrealized losses	10		'
Held-to-maturity | State and political subdivisions	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Total Unrealized losses	0		0
Held-to-maturity | Agency RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	13,653		234
Less than 12 months Unrealized losses	137		1
12 months or more Fair value	0		0
12 months or more Unrealized losses	0		0
Total Fair value	13,653		234
Total Unrealized losses	137		1
Held-to-maturity | Alt-A RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	17		38
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	21		24
12 months or more Unrealized losses	3		6
Total Fair value	38		62
Total Unrealized losses	3		6
Held-to-maturity | Prime RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	0		0
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	47		56
12 months or more Unrealized losses	1		1
Total Fair value	47		56
Total Unrealized losses	1		1
Held-to-maturity | Subprime RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	'		0
Less than 12 months Unrealized losses	'		0
12 months or more Fair value	'		24
12 months or more Unrealized losses	'		1
Total Fair value	'		24
Total Unrealized losses	0		1
Held-to-maturity | Other RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	145		413
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	439		373
12 months or more Unrealized losses	39		52
Total Fair value	584		786
Total Unrealized losses	39		52
Held-to-maturity | Commercial MBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	0		0
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	20		25
12 months or more Unrealized losses	1		1
Total Fair value	20		25
Total Unrealized losses	1		1
Held-to-maturity | Other debt securities	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	633		'
Less than 12 months Unrealized losses	3		'
12 months or more Fair value	0		'
12 months or more Unrealized losses	0		'
Total Fair value	633		'
Total Unrealized losses	$3		'
[1]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

SecuritiesMaturity_Distributio

Securities-Maturity Distribution by Carrying Amount and Yield (on Tax Equivalent Basis) of Investment Securities Portfolio (Detail) (USD $)	Sep. 30, 2013
In Millions, unless otherwise specified
Securities available-for-sale:	'
One year or less	$6,835
Over 1 through 5 years	18,320
Over 5 through 10 years	6,126
Over 10 years	4,078
Total	77,099
Securities held-to-maturity:	'
One year or less	3
Over 1 through 5 years	3,390
Over 5 through 10 years	1,090
Over 10 years	20
Held-to-maturity (fair value of $20,300 and $8,389)	20,358
Mortgage-Backed Securities	'
Securities available-for-sale:	'
Without single maturity date	36,752
Securities held-to-maturity:	'
Without single maturity date	15,855
Asset-Backed Securities	'
Securities available-for-sale:	'
Without single maturity date	4,024
Equity securities	'
Securities available-for-sale:	'
Without single maturity date	964	[1]
U.S. Treasury	'
Securities available-for-sale:	'
One year or less	1,664
Over 1 through 5 years	3,656
Over 5 through 10 years	1,333
Over 10 years	3,778
Total	10,431
Securities held-to-maturity:	'
One year or less	0
Over 1 through 5 years	2,379
Over 5 through 10 years	945
Over 10 years	0
Held-to-maturity (fair value of $20,300 and $8,389)	3,324
Securities available-for-sale:	'
One year or less (percent)	1.21%	[2]
Over 1 through 5 years (percent)	0.93%	[2]
Over 5 through 10 years (percent)	2.86%	[2]
Over 10 years (percent)	3.12%	[2]
Total (percent)	2.01%	[2]
Securities held-to-maturity:	'
One year or less (percent)	0.00%	[2]
Over 1 through 5 years (percent)	1.21%	[2]
Over 5 through 10 years (percent)	2.22%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	1.49%	[2]
U.S. Government agencies	'
Securities available-for-sale:	'
One year or less	362
Over 1 through 5 years	585
Over 5 through 10 years	134
Over 10 years	0
Total	1,081
Securities held-to-maturity:	'
One year or less	0
Over 1 through 5 years	308
Over 5 through 10 years	111
Over 10 years	0
Held-to-maturity (fair value of $20,300 and $8,389)	419
Securities available-for-sale:	'
One year or less (percent)	1.22%	[2]
Over 1 through 5 years (percent)	1.89%	[2]
Over 5 through 10 years (percent)	1.65%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	1.63%	[2]
Securities held-to-maturity:	'
One year or less (percent)	0.00%	[2]
Over 1 through 5 years (percent)	1.18%	[2]
Over 5 through 10 years (percent)	1.61%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	1.29%	[2]
State and political subdivisions	'
Securities available-for-sale:	'
One year or less	439
Over 1 through 5 years	3,177
Over 5 through 10 years	2,804
Over 10 years	300
Total	6,720
Securities held-to-maturity:	'
One year or less	0
Over 1 through 5 years	0
Over 5 through 10 years	34
Over 10 years	20
Held-to-maturity (fair value of $20,300 and $8,389)	54
Securities available-for-sale:	'
One year or less (percent)	0.86%	[2]
Over 1 through 5 years (percent)	1.85%	[2]
Over 5 through 10 years (percent)	3.29%	[2]
Over 10 years (percent)	2.48%	[2]
Total (percent)	2.42%	[2]
Securities held-to-maturity:	'
One year or less (percent)	0.00%	[2]
Over 1 through 5 years (percent)	0.00%	[2]
Over 5 through 10 years (percent)	6.74%	[2]
Over 10 years (percent)	4.48%	[2]
Total (percent)	5.90%	[2]
Other bonds, Notes and Debentures	'
Securities available-for-sale:	'
One year or less	4,370
Over 1 through 5 years	10,902
Over 5 through 10 years	1,855
Over 10 years	0
Total	17,127
Securities held-to-maturity:	'
One year or less	3
Over 1 through 5 years	703
Over 5 through 10 years	0
Over 10 years	0
Held-to-maturity (fair value of $20,300 and $8,389)	706
Securities available-for-sale:	'
One year or less (percent)	1.18%	[2]
Over 1 through 5 years (percent)	1.04%	[2]
Over 5 through 10 years (percent)	2.77%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	1.26%	[2]
Securities held-to-maturity:	'
One year or less (percent)	0.15%	[2]
Over 1 through 5 years (percent)	0.54%	[2]
Over 5 through 10 years (percent)	0.00%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	0.54%	[2]
Mortgage/Asset-Backed and Equity Securities	'
Securities available-for-sale:	'
Total	41,740
Securities held-to-maturity:	'
Held-to-maturity (fair value of $20,300 and $8,389)	15,855
Securities available-for-sale:	'
Total (percent)	2.40%	[2]
Securities held-to-maturity:	'
Total (percent)	2.67%	[2]
Mortgage/Asset-Backed and Equity Securities | Mortgage-Backed Securities	'
Securities available-for-sale:	'
Without single maturity date	36,752
Securities held-to-maturity:	'
Without single maturity date	15,855
Securities available-for-sale:	'
Without single maturity date (percent)	2.60%	[2]
Securities held-to-maturity:	'
Without single maturity date (percent)	2.67%	[2]
Mortgage/Asset-Backed and Equity Securities | Asset-Backed Securities	'
Securities available-for-sale:	'
Without single maturity date	4,024
Securities available-for-sale:	'
Without single maturity date (percent)	1.18%	[2]
Mortgage/Asset-Backed and Equity Securities | Equity securities	'
Securities available-for-sale:	'
Without single maturity date	$964	[1]
Securities available-for-sale:	'
Without single maturity date (percent)	0.00%	[1],[2]
[1]	Includes money market funds.
[2]	Yields are based upon the amortized cost of securities.

SecuritiesProjected_WeightedAv

Securities-Projected Weighted-Average Default Rates and Loss Severities (Detail) (Recent Vintage)	Sep. 30, 2013	Dec. 31, 2012
Alt-A	'	'
Gain (Loss) on Investments [Line Items]	'	'
Default rate (percent)	41.00%	43.00%
Severity (percent)	57.00%	57.00%
Subprime RMBS	'	'
Gain (Loss) on Investments [Line Items]	'	'
Default rate (percent)	58.00%	61.00%
Severity (percent)	71.00%	72.00%
Prime RMBS	'	'
Gain (Loss) on Investments [Line Items]	'	'
Default rate (percent)	23.00%	24.00%
Severity (percent)	42.00%	43.00%

SecuritiesPreTax_Net_Securitie

Securities-Pre-Tax Net Securities Gains (Losses) by Type (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	$22	$32	$22	$102	$112
U.S. Treasury	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	22	31	0	49	82
Commercial MBS	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	0	7	0	15	0
Foreign covered bonds	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	0	0	0	8	0
Non-agency RMBS	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	1	0	15	2	83
Non-Agency Residential Mortgage Backed Securities [Member]	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	-4	-3	-3	-3	-44
European floating rate notes	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	3	-10	-6	-3	-29
Corporate Bond Securities [Member]	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	0	0	10	0	19
Other securities	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	$0	$7	$6	$34	$1

SecuritiesDebt_Securities_Cred

Securities-Debt Securities Credit Losses Roll Forward Recorded in Earnings (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Other than Temporary Impairment [Roll Forward]	'	'	'	'
Beginning balance	$164	$333	$288	$253
Add: Initial OTTI credit losses	0	2	16	52
Subsequent OTTI credit losses	3	4	10	42
Less: Realized losses for securities sold	2	77	149	85
Ending balance	$165	$262	$165	$262

Loans_and_asset_quality_Detail

Loans and asset quality- Details of Loan Distribution and Industry Concentrations of Credit Risk (Detail) (USD $)	Sep. 30, 2013		Jun. 30, 2013	Dec. 31, 2012		Sep. 30, 2012
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	$50,138		'	$46,629		'
Financial institutions	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	12,675		'	11,288		'
Commercial	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,644		'	1,417		'
Wealth management loans and mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	9,444		'	8,864		'
Commercial real estate	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,987		'	1,740		'
Other residential mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,433		'	1,632		'
Overdrafts	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	4,837		'	5,298		'
Margin loans	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	15,146		'	13,397		'
Domestic	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	36,665		'	36,459		'
Domestic | Financial institutions	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	3,725		'	5,455		'
Domestic | Commercial	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,544		'	1,306		'
Domestic | Wealth management loans and mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	9,381		'	8,796		'
Domestic | Commercial real estate	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,970		'	1,677		'
Domestic | Lease financings	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,278	[1]	'	1,329	[1]	'
Domestic | Other residential mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,433		'	1,632		'
Domestic | Overdrafts	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,487		1,762	2,228		2,070
Domestic | Other	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	701		657	639		685
Domestic | Margin loans	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	15,146		14,434	13,397		13,036
Foreign	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	13,473		'	10,170		'
Foreign | Financial institutions	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	8,950		'	5,833		'
Foreign | Commercial	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	100		'	111		'
Foreign | Wealth management loans and mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	63		'	68		'
Foreign | Commercial real estate	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	17		'	63		'
Foreign | Lease financings	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	954	[1]	'	1,025	[1]	'
Foreign | Other	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	$3,389		'	$3,070		'
[1]	Net of unearned income on domestic and foreign lease financings of $1,041 million at Sept. 30, 2013 and $1,135 million at Dec. 31, 2012.

Loans_and_asset_quality_Detail1

Loans and asset quality- Details of Loan Distribution and Industry Concentrations of Credit Risk (Parenthetical) (Detail) (Lease financings, USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Lease financings	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Unearned income on lease financings	$1,041	$1,135

Loans_and_asset_quality_Allowa

Loans and asset quality- Allowance for Credit Losses Activity (Detail) (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Jun. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	$337		$358		$467		$387		$497
Charge-offs	-2		-3		-8		-10		-28
Recoveries	2		1		2		3		6
Net (charge-offs) recoveries	0		-2		-6		-7		-22
Provision	2		-19		-5		-41		-19
Ending balance	339		337		456		339		456
Allowance for loans losses	206		212		339		206		339
Allowance for unfunded commitments	133		125		117		133		117
Individually evaluated for impairment, loan balance	41		94		138		41		138
Individually evaluated for impairment, allowance for loan losses	11		11		28		11		28
Collectively evaluated for impairment, loan balance	50,097		50,213		45,751		50,097		45,751
Collectively evaluated for impairment, allowance for loan losses	195		201		311		195		311
Commercial	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	93		97		103		104		91
Charge-offs	-1		0		-1		-3		-1
Recoveries	0		0		0		0		1
Net (charge-offs) recoveries	-1		0		-1		-3		0
Provision	-1		-4		-4		-10		7
Ending balance	91		93		98		91		98
Allowance for loans losses	17		19		32		17		32
Allowance for unfunded commitments	74		74		66		74		66
Individually evaluated for impairment, loan balance	15		54		60		15		60
Individually evaluated for impairment, allowance for loan losses	3		3		12		3		12
Collectively evaluated for impairment, loan balance	1,529		1,457		727		1,529		727
Collectively evaluated for impairment, allowance for loan losses	14		16		20		14		20
Commercial real estate	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	30		31		33		30		34
Charge-offs	0		0		0		0		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		0		0		0
Provision	2		-1		2		2		1
Ending balance	32		30		35		32		35
Allowance for loans losses	19		18		26		19		26
Allowance for unfunded commitments	13		12		9		13		9
Individually evaluated for impairment, loan balance	3		15		28		3		28
Individually evaluated for impairment, allowance for loan losses	1		1		5		1		5
Collectively evaluated for impairment, loan balance	1,967		2,060		1,652		1,967		1,652
Collectively evaluated for impairment, allowance for loan losses	18		17		21		18		21
Financial institutions	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	34		33		39		36		63
Charge-offs	0		0		-4		0		-8
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		-4		0		-8
Provision	7		1		2		5		-18
Ending balance	41		34		37		41		37
Allowance for loans losses	7		7		11		7		11
Allowance for unfunded commitments	34		27		26		34		26
Individually evaluated for impairment, loan balance	1		2		3		1		3
Individually evaluated for impairment, allowance for loan losses	0		0		0		0		0
Collectively evaluated for impairment, loan balance	3,724		3,944		4,439		3,724		4,439
Collectively evaluated for impairment, allowance for loan losses	7		7		11		7		11
Lease financings	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	41		39		56		49		66
Charge-offs	0		0		0		0		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		0		0		0
Provision	-2		2		-1		-10		-11
Ending balance	39		41		55		39		55
Allowance for loans losses	39		41		55		39		55
Allowance for unfunded commitments	0		0		0		0		0
Individually evaluated for impairment, loan balance	0		0		0		0		0
Individually evaluated for impairment, allowance for loan losses	0		0		0		0		0
Collectively evaluated for impairment, loan balance	1,278		1,282		1,444		1,278		1,444
Collectively evaluated for impairment, allowance for loan losses	39		41		55		39		55
Wealth management loans and mortgages	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	19		29		26		30		29
Charge-offs	0		0		0		0		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		0		0		0
Provision	-1		-10		7		-12		4
Ending balance	18		19		33		18		33
Allowance for loans losses	14		15		28		14		28
Allowance for unfunded commitments	4		4		5		4		5
Individually evaluated for impairment, loan balance	13		14		38		13		38
Individually evaluated for impairment, allowance for loan losses	3		3		7		3		7
Collectively evaluated for impairment, loan balance	9,368		9,176		8,177		9,368		8,177
Collectively evaluated for impairment, allowance for loan losses	11		12		21		11		21
Other residential mortgages	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	75		81		153		88		156
Charge-offs	-1		-3		-3		-7		-19
Recoveries	1		1		2		2		5
Net (charge-offs) recoveries	0		-2		-1		-5		-14
Provision	-5		-4		-11		-13		-1
Ending balance	70		75		141		70		141
Allowance for loans losses	70		75		141		70		141
Allowance for unfunded commitments	0		0		0		0		0
Individually evaluated for impairment, loan balance	0		0		0		0		0
Individually evaluated for impairment, allowance for loan losses	0		0		0		0		0
Collectively evaluated for impairment, loan balance	1,433		1,505		1,701		1,433		1,701
Collectively evaluated for impairment, allowance for loan losses	70		75		141		70		141
All Other	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	0		2		0		2		0
Charge-offs	0		0		0		0		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		0		0		0
Provision	0		-2		2		-2		2
Ending balance	0		0		2		0		2
Allowance for loans losses	0		0		1		0		1
Allowance for unfunded commitments	0		0		1		0		1
Individually evaluated for impairment, loan balance	0		0		0		0		0
Individually evaluated for impairment, allowance for loan losses	0		0		0		0		0
Collectively evaluated for impairment, loan balance	17,334	[1]	16,853	[2]	15,791	[3]	17,334	[1]	15,791	[3]
Collectively evaluated for impairment, allowance for loan losses	0		0		1		0		1
Foreign	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	45		46		57		48		58
Charge-offs	0		0		0		0		0
Recoveries	1		0		0		1		0
Net (charge-offs) recoveries	1		0		0		1		0
Provision	2		-1		-2		-1		-3
Ending balance	48		45		55		48		55
Allowance for loans losses	40		37		45		40		45
Allowance for unfunded commitments	8		8		10		8		10
Individually evaluated for impairment, loan balance	9		9		9		9		9
Individually evaluated for impairment, allowance for loan losses	4		4		4		4		4
Collectively evaluated for impairment, loan balance	13,464		13,936		11,820		13,464		11,820
Collectively evaluated for impairment, allowance for loan losses	$36		$33		$41		$36		$41
[1]	Includes $1,487 million of domestic overdrafts, $15,146 million of margin loans and $701 million of other loans at Sept. 30, 2013.
[2]	Includes $1,762 million of domestic overdrafts, $14,434 million of margin loans and $657 million of other loans at June 30, 2013.
[3]	Includes $2,070 million of domestic overdrafts, $13,036 million of margin loans and $685 million of other loans at Sept. 30, 2012.Allowance for credit losses activity for the nine months ended Sept. 30, 2013Wealthmanagementloans andmortgagesOtherresidentialmortgagesAllOther ForeignTotal(in millions)CommercialCommercialreal estateFinancialinstitutionsLeasefinancings Beginning balance$104$30$36$49$30$88$2 $48$387Charge-offs(3)————(7)— —(10)Recoveries—————2— 13Net (charge-offs)(3)————(5)— 1(7)Provision(10)25(10)(12)(13)(2) (1)(41)Ending balance$91$32$41$39$18$70$— $48$339Allowance for credit losses activity for the nine months ended Sept. 30, 2012Wealthmanagementloans andmortgagesOtherresidentialmortgagesAllOther ForeignTotal(in millions)CommercialCommercialreal estateFinancialinstitutionsLeasefinancings Beginning balance$91$34$63$66$29$156$— $58$497Charge-offs(1)—(8)——(19)— —(28)Recoveries1————5— —6Net (charge-offs)——(8)——(14)— —(22)Provision71(18)(11)4(1)2 (3)(19)Ending balance$98$35$37$55$33$141$2 $55$456

Loans_and_asset_quality_Allowa1

Loans and asset quality- Allowance for Credit Losses Activity (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2012
In Millions, unless otherwise specified
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Loans	$50,138	'	$46,629	'
Domestic	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Loans	36,665	'	36,459	'
Overdrafts	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Loans	4,837	'	5,298	'
Overdrafts | Domestic	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Loans	1,487	1,762	2,228	2,070
Margin loans	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Loans	15,146	'	13,397	'
Margin loans | Domestic	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Loans	15,146	14,434	13,397	13,036
Other | Domestic	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Loans	$701	$657	$639	$685

Loans_and_asset_quality_Nonper

Loans and asset quality- Nonperforming Assets (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans	$169		$245
Other assets owned	3		4
Total nonperforming assets	172	[1]	249	[1]
Domestic | Other residential mortgages	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans	128		158
Domestic | Commercial	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans	15		27
Domestic | Commercial real estate	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans	4		18
Domestic | Wealth management loans and mortgages	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans	12		30
Domestic | Financial institutions	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans	1		3
Foreign	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans	$9		$9
[1]	Loans of consolidated investment management funds are not part of BNY Mellon’s loan portfolio. Included in the loans of consolidated investment management funds are nonperforming loans of $31 million at Sept. 30, 2013 and $174 million at Dec. 31, 2012. These loans are recorded at fair value and therefore do not impact the provision for credit losses and allowance for loan losses, and accordingly are excluded from the nonperforming assets table above.

Loans_and_asset_quality_Nonper1

Loans and asset quality- Nonperforming Assets (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Receivables [Abstract]	'	'
Loans fair value	$31	$174

Loans_and_asset_quality_Lost_I

Loans and asset quality- Lost Interest (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Disclosure Lost Interest [Abstract]	'	'	'	'	'
Amount by which interest income recognized on nonperforming loans exceeded reversals	$1	$1	$2	$1	$3
Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire year	$3	$3	$3	$8	$12

Loans_and_asset_quality_Inform

Loans and asset quality- Information about Impaired Loans (Detail) (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Jun. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012		Dec. 31, 2012
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	$51		$81		$125		$76		$131		'
Impaired loans without an allowance, average recorded investment	17	[1]	23	[1]	10	[1]	15	[1]	9	[1]	'
Total impaired loans, average recorded investment	68		104		135		91		140		'
Impaired loans with an allowance, interest income recognized	0		1		1		1		3		'
Impaired loans without an allowance, interest income recognized	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	'
Total impaired loans, interest income recognized	0		1		1		1		3		'
Impaired loans with an allowance, recorded investment	36		'		'		36		'		110
Impaired loans without an allowance, recorded investment	5	[1]	'		'		5	[1]	'		7	[1]
Total impaired loans, recorded investment	41	[2]	'		'		41	[2]	'		117	[2]
Impaired loans with an allowance, unpaid Principal balance	49		'		'		49		'		123
Impaired loans without an allowance, unpaid Principal balance	12	[1]	'		'		12	[1]	'		14	[1]
Total impaired loans, unpaid Principal balance	61	[2]	'		'		61	[2]	'		137	[2]
Impaired loans with an allowance, related allowance	11	[2],[3]	'		'		11	[2],[3]	'		24	[2],[3]
Commercial	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	30		50		61		43		53		'
Impaired loans without an allowance, average recorded investment	4		4		0		2		0		'
Impaired loans with an allowance, interest income recognized	0		1		1		1		3		'
Impaired loans without an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans with an allowance, recorded investment	15		'		'		15		'		57
Impaired loans without an allowance, recorded investment	0		'		'		0		'		0
Impaired loans with an allowance, unpaid Principal balance	19		'		'		19		'		61
Impaired loans without an allowance, unpaid Principal balance	0		'		'		0		'		0
Impaired loans with an allowance, related allowance	3	[3]	'		'		3	[3]	'		12	[3]
Commercial real estate	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	2		2		26		6		31		'
Impaired loans without an allowance, average recorded investment	7		13		2		7		3		'
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	2		'		'		2		'		15
Impaired loans without an allowance, recorded investment	1		'		'		1		'		2
Impaired loans with an allowance, unpaid Principal balance	3		'		'		3		'		16
Impaired loans without an allowance, unpaid Principal balance	2		'		'		2		'		2
Impaired loans with an allowance, related allowance	1	[3]	'		'		1	[3]	'		1	[3]
Financial institutions	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	0		1		1		0		9		'
Impaired loans without an allowance, average recorded investment	2		2		2		2		2		'
Impaired loans with an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans without an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans with an allowance, recorded investment	0		'		'		0		'		1
Impaired loans without an allowance, recorded investment	1		'		'		1		'		1
Impaired loans with an allowance, unpaid Principal balance	0		'		'		0		'		1
Impaired loans without an allowance, unpaid Principal balance	7		'		'		7		'		8
Impaired loans with an allowance, related allowance	0	[3]	'		'		0	[3]	'		0	[3]
Wealth management loans and mortgages	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	10		19		28		18		28		'
Impaired loans without an allowance, average recorded investment	4		4		6		4		4		'
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	10		'		'		10		'		28
Impaired loans without an allowance, recorded investment	3		'		'		3		'		4
Impaired loans with an allowance, unpaid Principal balance	10		'		'		10		'		28
Impaired loans without an allowance, unpaid Principal balance	3		'		'		3		'		4
Impaired loans with an allowance, related allowance	3	[3]	'		'		3	[3]	'		7	[3]
Foreign	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	9		9		9		9		10		'
Impaired loans with an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans with an allowance, recorded investment	9		'		'		9		'		9
Impaired loans with an allowance, unpaid Principal balance	17		'		'		17		'		17
Impaired loans with an allowance, related allowance	$4	[3]	'		'		$4	[3]	'		$4	[3]
[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]	Excludes an aggregate of $1 million and $2 million of impaired loans in amounts individually less than $1 million at Sept. 30, 2013 and Dec. 31, 2012, respectively. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2013 and Dec. 31, 2012.
[3]	The allowance for impaired loans is included in the allowance for loan losses.

Loans_and_asset_quality_Inform1

Loans and asset quality- Information about Impaired Loans (Parenthetical) (Detail) (USD $)

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Jun. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Financing Receivable, Impaired [Line Items]

'

'

'

'

'

'

Impaired loans with an allowance, average recorded investment

$51

$81

$125

$76

$131

'

Impaired loans with an allowance, interest income recognized

0

1

1

1

3

'

Impaired loans with an allowance, recorded investment

36

'

'

36

'

110

Impaired loans with an allowance, related allowance

11

[1],[2]

'

'

11

[1],[2]

'

24

[1],[2]

Impaired loans without an allowance, average recorded investment

17

[3]

23

[3]

10

[3]

15

[3]

9

[3]

'

Impaired loans without an allowance, interest income recognized

0

[3]

0

[3]

0

[3]

0

[3]

0

[3]

'

Impaired Financing Receivable, Average Recorded Investment

68

104

135

91

140

'

Impaired Financing Receivable, Interest Income, Accrual Method

0

1

1

1

3

'

Commercial

'

'

'

'

'

'

Financing Receivable, Impaired [Line Items]

'

'

'

'

'

'

Impaired loans with an allowance, average recorded investment

30

50

61

43

53

'

Impaired loans with an allowance, interest income recognized

0

1

1

1

3

'

Impaired loans with an allowance, recorded investment

15

'

'

15

'

57

Impaired loans with an allowance, related allowance

3

[1]

'

'

3

[1]

'

12

[1]

Impaired loans without an allowance, average recorded investment

4

4

0

2

0

'

Impaired loans without an allowance, interest income recognized

0

0

0

0

0

'

Commercial real estate

'

'

'

'

'

'

Financing Receivable, Impaired [Line Items]

'

'

'

'

'

'

Impaired loans with an allowance, average recorded investment

2

2

26

6

31

'

Impaired loans with an allowance, interest income recognized

0

0

0

0

0

'

Impaired loans with an allowance, recorded investment

2

'

'

2

'

15

Impaired loans with an allowance, related allowance

1

[1]

'

'

1

[1]

'

1

[1]

Impaired loans without an allowance, average recorded investment

7

13

2

7

3

'

Impaired loans without an allowance, interest income recognized

0

0

0

0

0

'

Financial institutions

'

'

'

'

'

'

Financing Receivable, Impaired [Line Items]

'

'

'

'

'

'

Impaired loans with an allowance, average recorded investment

0

1

1

0

9

'

Impaired loans with an allowance, interest income recognized

0

0

0

0

0

'

Impaired loans with an allowance, recorded investment

0

'

'

0

'

1

Impaired loans with an allowance, related allowance

0

[1]

'

'

0

[1]

'

0

[1]

Impaired loans without an allowance, average recorded investment

2

2

2

2

2

'

Impaired loans without an allowance, interest income recognized

0

0

0

0

0

'

Wealth management loans and mortgages

'

'

'

'

'

'

Financing Receivable, Impaired [Line Items]

'

'

'

'

'

'

Impaired loans with an allowance, average recorded investment

10

19

28

18

28

'

Impaired loans with an allowance, interest income recognized

0

0

0

0

0

'

Impaired loans with an allowance, recorded investment

10

'

'

10

'

28

Impaired loans with an allowance, related allowance

3

[1]

'

'

3

[1]

'

7

[1]

Impaired loans without an allowance, average recorded investment

4

4

6

4

4

'

Impaired loans without an allowance, interest income recognized

0

0

0

0

0

'

Foreign

'

'

'

'

'

'

Financing Receivable, Impaired [Line Items]

'

'

'

'

'

'

Impaired loans with an allowance, average recorded investment

9

9

9

9

10

'

Impaired loans with an allowance, interest income recognized

0

0

0

0

0

'

Impaired loans with an allowance, recorded investment

9

'

'

9

'

9

Impaired loans with an allowance, related allowance

4

[1]

'

'

4

[1]

'

4

[1]

Loans Individually Less Than 1 Million

'

'

'

'

'

'

Financing Receivable, Impaired [Line Items]

'

'

'

'

'

'

Impaired loans with an allowance, recorded investment

1

'

'

1

'

2

Maximum | Loans Individually Less Than 1 Million

'

'

'

'

'

'

Financing Receivable, Impaired [Line Items]

'

'

'

'

'

'

Impaired loans with an allowance, recorded investment

1

'

'

1

'

1

Impaired loans with an allowance, related allowance

$1

'

'

$1

'

$1

[1]

The allowance for impaired loans is included in the allowance for loan losses.

[2]

Excludes an aggregate of $1 million and $2 million of impaired loans in amounts individually less than $1 million at Sept. 30, 2013 and Dec. 31, 2012, respectively. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2013 and Dec. 31, 2012.

[3]

When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.

Loans_and_asset_quality_Inform2

Loans and asset quality- Information about Past Due Loans (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
30-59 Days past due	$75	$127
60 to 89 days past due	10	76
Greater than 90 days past due	13	6
Total past due	98	209
Domestic	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
30-59 Days past due	75	127
60 to 89 days past due	10	76
Greater than 90 days past due	13	6
Total past due	98	209
Domestic | Commercial real estate	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
30-59 Days past due	28	44
60 to 89 days past due	3	0
Greater than 90 days past due	0	0
Total past due	31	44
Domestic | Wealth management loans and mortgages	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
30-59 Days past due	23	33
60 to 89 days past due	3	7
Greater than 90 days past due	6	1
Total past due	32	41
Domestic | Commercial	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
30-59 Days past due	0	0
60 to 89 days past due	0	60
Greater than 90 days past due	0	0
Total past due	0	60
Domestic | Other residential mortgages	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
30-59 Days past due	24	50
60 to 89 days past due	4	9
Greater than 90 days past due	7	5
Total past due	35	64
Foreign	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
30-59 Days past due	0	0
60 to 89 days past due	0	0
Greater than 90 days past due	0	0
Total past due	$0	$0

Loans_and_asset_quality_Troubl

Loans and asset quality- Troubled Debt Restructurings (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012
	Contract	Contract	Contract
Financing Receivable, Modifications [Line Items]	'	'	'
Number of contracts (contracts)	34	28	52
Outstanding recorded investment Pre-modification	$8	$5	$16
Outstanding recorded investment Post- modification	9	7	16
Domestic | Other residential mortgages	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'
Number of contracts (contracts)	34	28	48
Outstanding recorded investment Pre-modification	8	5	14
Outstanding recorded investment Post- modification	9	7	14
Domestic | Wealth management loans and mortgages	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'
Number of contracts (contracts)	0	0	4
Outstanding recorded investment Pre-modification	0	0	2
Outstanding recorded investment Post- modification	$0	$0	$2

Loans_and_asset_quality_Credit

Loans and asset quality- Credit Quality Indicators - Commercial Portfolio - Credit Risk Profile by Creditworthiness Category (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	$50,138	$46,629
Commercial	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	1,644	1,417
Commercial | Investment grade	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	1,287	1,064
Commercial | Noninvestment grade	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	357	353
Commercial real estate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	1,987	1,740
Commercial real estate | Investment grade	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	1,514	1,289
Commercial real estate | Noninvestment grade	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	473	451
Financial institutions	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	12,675	11,288
Financial institutions | Investment grade	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	11,003	9,935
Financial institutions | Noninvestment grade	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans	$1,672	$1,353

Loans_and_asset_quality_Credit1

Loans and asset quality- Credit Quality Indicators - Wealth Management Loans and Mortgages - Credit Risk Profile by Internally Assigned Grade (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Jan. 18, 2008
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Legal Claim	'	'	$312
Loans	50,138	46,629	'
Overdrafts	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	4,837	5,298	'
Commercial	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	1,644	1,417	'
Wealth management loans and mortgages	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	9,444	8,864	'
Wealth Management Mortgages Portfolio Segment	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	4,694	4,142	'
Commercial real estate	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	1,987	1,740	'
Financial institutions	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	12,675	11,288	'
Investment grade | Commercial	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	1,287	1,064	'
Investment grade | Wealth Management Loans Portfolio Segment	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	4,687	4,597	'
Investment grade | Commercial real estate	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	1,514	1,289	'
Investment grade | Financial institutions	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	11,003	9,935	'
Noninvestment grade | Commercial	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	357	353	'
Noninvestment grade | Wealth Management Loans Portfolio Segment	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	63	125	'
Noninvestment grade | Commercial real estate	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	473	451	'
Noninvestment grade | Financial institutions	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Loans	$1,672	$1,353	'

Loans_and_asset_quality_Additi

Loans and asset quality- Additional Information (Detail) (USD $)

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Sep. 30, 2013

Other residential mortgages

Other residential mortgages

Wealth Management Mortgages Portfolio Segment

Wealth Management Mortgages Portfolio Segment

Wealth Management Mortgages Portfolio Segment

Wealth Management Mortgages Portfolio Segment

Wealth Management Mortgages Portfolio Segment

Wealth Management Mortgages Portfolio Segment

Wealth Management Mortgages Portfolio Segment

Overdrafts

Overdrafts

Margin loans

Margin loans

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Contract

New York State

California State

Massachusetts

Florida

Other

Other residential mortgages

Other residential mortgages

Overdrafts

Overdrafts

Overdrafts

Overdrafts

Margin loans

Margin loans

Margin loans

Margin loans

Margin loans

Minimum

Accounts, Notes, Loans and Financing Receivable [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Subsequently defaulted number of contracts (contracts)

'

'

10

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Subsequently defaulted recorded investment

'

'

$2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loan to value ratio at origination (percent)

'

'

'

'

64.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percentage of past due mortgages (percent)

'

'

'

'

1.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Geographic concentrations (percent)

'

'

'

'

'

'

22.00%

21.00%

16.00%

8.00%

33.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans

50,138

46,629

1,433

1,632

4,694

4,142

'

'

'

'

'

4,837

5,298

15,146

13,397

36,665

36,459

1,433

1,632

1,487

1,762

2,228

2,070

15,146

14,434

13,397

13,036

'

Purchased mortgages

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$434

'

'

'

'

'

'

'

'

'

'

Purchased residential mortgages, loan to value ratio (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

76.00%

'

'

'

'

'

'

'

'

'

'

Percentage of purchased residential mortgages that were at least 60 days delinquent (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

22.00%

'

'

'

'

'

'

'

'

'

'

Number of business days in which overdrafts are generally repaid

'2 days

'

'

'

'

'

'

'

'

'

'

'2 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Required daily collateral margin (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

100.00%

Goodwill_and_Intangible_Assets2

Goodwill and Intangible Assets-Goodwill by Business Segment (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012
Goodwill [Line Items]	'		'
Goodwill, Written off Related to Sale of Business Unit	($69)		'
Goodwill [Roll Forward]	'		'
Beginning Balance	18,075		17,904
Foreign exchange translation	2		82
Other	17	[1]	-2	[1]
Ending Balance	18,025		17,984
Investment Management	'		'
Goodwill [Line Items]	'		'
Goodwill, Written off Related to Sale of Business Unit	-69		'
Goodwill [Roll Forward]	'		'
Beginning Balance	9,508		9,373
Foreign exchange translation	-11		62
Other	17	[1]	-1	[1]
Ending Balance	9,445		9,434
Investment Services	'		'
Goodwill [Roll Forward]	'		'
Beginning Balance	8,517		8,491
Foreign exchange translation	13		20
Other	0	[1]	-11	[1]
Ending Balance	8,530		8,500
Other	'		'
Goodwill [Roll Forward]	'		'
Beginning Balance	50		40
Foreign exchange translation	0		0
Other	0	[1]	10	[1]
Ending Balance	$50		$50
[1]	Other changes in goodwill include purchase price adjustments and certain other reclassifications.

Goodwill_and_Intangible_Assets3

Goodwill and Intangible Assets-Intangible Assets by Business Segment (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012
Intangible Assets by Major Class [Line Items]	'	'	'	'		'
Impairment of intangible assets	'	$8	'	'		'
Intangible Assets [Roll Forward]	'	'	'	'		'
Beginning Balance	'	'	'	4,809		5,152
Disposition of Intangible Assets	'	'	'	-8		'
Amortization	-81	-93	-95	-260		-288
Foreign exchange translation	'	'	'	0		18
Other	'	'	'	-14	[1]	0	[1]
Ending Balance	4,527	'	4,882	4,527		4,882
Investment Management	'	'	'	'		'
Intangible Assets [Roll Forward]	'	'	'	'		'
Beginning Balance	'	'	'	2,228		2,382
Disposition of Intangible Assets	'	'	'	-7		'
Amortization	'	'	'	-113		-144
Foreign exchange translation	'	'	'	-1		16
Other	'	'	'	-13	[1]	0	[1]
Ending Balance	2,094	'	2,254	2,094		2,254
Investment Services	'	'	'	'		'
Intangible Assets [Roll Forward]	'	'	'	'		'
Beginning Balance	'	'	'	1,732		1,922
Disposition of Intangible Assets	'	'	'	-1		'
Amortization	'	'	'	-147	[2]	-144
Foreign exchange translation	'	'	'	1		2
Other	'	'	'	-1	[1]	-1	[1]
Ending Balance	1,584	'	1,779	1,584		1,779
Other	'	'	'	'		'
Intangible Assets [Roll Forward]	'	'	'	'		'
Beginning Balance	'	'	'	849		848
Disposition of Intangible Assets	'	'	'	0		'
Amortization	'	'	'	0		0
Foreign exchange translation	'	'	'	0		0
Other	'	'	'	0	[1]	1	[1]
Ending Balance	849	'	849	849		849
Customer Contracts	'	'	'	'		'
Intangible Assets by Major Class [Line Items]	'	'	'	'		'
Impairment of intangible assets	'	$8	'	'		'
[1]	Other changes in intangible assets include purchase price adjustments and certain other reclassifications.
[2]	Includes an $8 million intangible asset impairment recorded in the second quarter of 2013.

Goodwill_and_Intangible_Assets4

Goodwill and Intangible Assets-Intangible Assets by Type (Detail) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

In Millions, unless otherwise specified

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Finite-lived Intangible Assets

Indefinite-lived Intangible Assets

Indefinite-lived Intangible Assets

Indefinite-lived Intangible Assets

Indefinite-lived Intangible Assets

Indefinite-lived Intangible Assets

Indefinite-lived Intangible Assets

Weighted Average [Member]

Customer Relationships

Customer Relationships

Customer Relationships

Customer Contracts

Customer Contracts

Customer Contracts

Other Intangible Assets

Other Intangible Assets

Other Intangible Assets

Customer Relationships

Customer Relationships

Trade Name

Trade Name

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Intangible Assets by Major Class [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gross carrying amount

$7,167

'

'

'

$4,479

'

'

$2,053

'

'

$2,350

'

'

$76

'

'

$2,688

'

$1,320

[1]

'

$1,368

[1]

'

Accumulated amortization

-2,640

'

'

'

-2,640

'

'

-1,426

'

'

-1,156

'

'

-58

'

'

'

'

'

'

'

'

Net carrying amount

$4,527

$4,809

$4,882

$5,152

$1,839

$2,121

'

$627

$761

'

$1,194

$1,335

'

$18

$25

'

$2,688

$2,688

$1,320

[1]

$1,320

[1]

$1,368

[1]

$1,368

[1]

Remaining weighted average amortization period

'

'

'

'

'

'

'12 years

'

'

'12 years

'

'

'12 years

'

'

'5 years

'

'

'

'

'

'

[1]

Intangible assets not subject to amortization have an indefinite life.N/A - Not applicable.

Goodwill_and_Intangible_Assets5

Goodwill and Intangible Assets-Estimated Annual Amortization Expense (Detail) (USD $)	Sep. 30, 2013
In Millions, unless otherwise specified
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]	'
2013	$344
2014	301
2015	269
2016	240
2017	$215

Goodwill_and_Intangible_Assets6

Goodwill and Intangible Assets-Additional Information (Details)	9 Months Ended
	Sep. 30, 2013
	Segment
Goodwill and Intangible Assets Disclosure [Abstract]	'
Number of reporting units (segments)	3
Number of reporting units (segments)	7

Other_Assets_Detail

Other Assets (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Other Assets [Abstract]	'		'
Accounts receivable	$5,529		$4,255
Corporate/bank owned life insurance	4,424		4,360
Income taxes receivable	2,399		3,099
Equity in joint ventures and other investments	3,021	[1]	2,664	[1]
Fails to deliver	2,076		1,148
Software	1,210		1,117
Fair value of hedging derivatives	1,187		989
Prepaid expenses	438		508
Prepaid pension assets	470		419
Due from customers on acceptances	211		376
Other	1,736		1,533
Total other assets	$22,701		$20,468
[1]	Includes Federal Reserve Bank stock of $440 million and $436 million, respectively, at cost.

Other_AssetsParenthetical_Deta

Other Assets-Parenthetical (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Other Assets [Abstract]	'	'
Federal Reserve Bank stock	$440	$436

Other_AssetsSeed_Capital_and_P

Other Assets-Seed Capital and Private Equity Investments Valued Using Net Asset Value (Detail) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair value	$295		$252
Unfunded commitments	39		44
Private Equity Funds	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair value	85	[1]	99	[1]
Unfunded commitments	12	[1]	13	[1]
Seed Capital And Other Funds [Member]	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair value	210	[2]	153	[2]
Unfunded commitments	$27	[2]	$31	[2]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Investment Redemption, Frequency	'Monthly-yearly		'Monthly-yearly
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Investment Redemption, Notice Period	'3-45 days		'3-45 days
Minimum	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Investment Redemption, Notice Period	'P3D		'P3D
Maximum	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Investment Redemption, Notice Period	'P45D		'P45D
[1]	Other funds include various market neutral, leveraged loans, hedge funds, real estate and structured credit funds. Redemption notice periods vary by fund.
[2]	Private equity funds primarily include numerous venture capital funds that invest in various sectors of the economy. Private equity funds do not have redemption rights. Distributions from such funds will be received as the underlying investments in the funds are liquidated.

Net_Interest_Revenue_Detail

Net Interest Revenue (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Interest revenue	'	'	'	'	'
Non-margin loans	$169	$171	$167	$505	$505
Margin loans	41	40	42	119	126
Securities:	'	'	'	'	'
Taxable	460	453	477	1,354	1,464
Exempt from federal income taxes	25	23	24	72	59
Total securities	485	476	501	1,426	1,523
Deposits in banks	70	68	99	209	306
Deposits with the Federal Reserve and other central banks	39	31	33	101	115
Federal funds sold and securities purchased under resale agreements	13	10	8	33	26
Trading assets	38	40	27	113	63
Total interest revenue	855	836	877	2,506	2,664
Interest expense	'	'	'	'	'
Deposits	26	27	36	83	122
Federal funds purchased and securities sold under repurchase agreements	-4	-6	-2	-13	-2
Trading liabilities	9	11	7	29	17
Other borrowed funds	1	1	3	4	14
Customer payables	2	2	2	6	6
Long-term debt	49	44	82	149	259
Total interest expense	83	79	128	258	416
Net interest revenue	$772	$757	$749	$2,248	$2,248

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans- Net Periodic Benefit Cost (Credit) (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Domestic pension benefits	'	'	'	'	'
Components of net periodic benefit cost (credit):	'	'	'	'	'
Service cost	$16	$16	$15	$48	$45
Interest cost	43	43	42	129	126
Expected return on assets	-73	-73	-68	-219	-204
Other	49	46	38	142	114
Net periodic benefit cost	35	32	27	100	81
Foreign pension benefits	'	'	'	'	'
Components of net periodic benefit cost (credit):	'	'	'	'	'
Service cost	9	9	8	27	24
Interest cost	10	10	9	30	27
Expected return on assets	-12	-12	-12	-36	-36
Other	3	4	4	11	10
Net periodic benefit cost	10	11	9	32	25
Health care benefits	'	'	'	'	'
Components of net periodic benefit cost (credit):	'	'	'	'	'
Service cost	1	1	1	3	3
Interest cost	2	2	3	6	9
Expected return on assets	-2	-2	-2	-6	-6
Other	1	1	3	3	9
Net periodic benefit cost	$2	$2	$5	$6	$15

Restructuring_Charges_Addition

Restructuring Charges- Additional Information (Detail) (Operational Efficiency Initiatives 2011, USD $)	3 Months Ended		12 Months Ended	18 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2011	Jun. 30, 2013
			Person
Operational Efficiency Initiatives 2011	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Estimated reduction in workforce due to restructuring (positions)	'	'	1,500	'
Restructuring charge	($15)	($2)	($107)	($5)

Restructuring_Charges_Activity

Restructuring Charges- Activity in Restructuring Reserve (Detail) (Operational Efficiency Initiatives 2011, USD $)	3 Months Ended		12 Months Ended	18 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2011	Jun. 30, 2013
Restructuring Reserve [Roll Forward]	'	'	'	'
Beginning Balance	$70	'	'	$107
Net additional charges (net recovery/gain)	15	2	107	5
Utilization	-14	'	'	-42
Ending balance	71	70	107	70
Severance	'	'	'	'
Restructuring Reserve [Roll Forward]	'	'	'	'
Beginning Balance	70	'	'	78
Net additional charges (net recovery/gain)	15	'	'	62
Utilization	-14	'	'	-70
Ending balance	71	70	'	70
Other	'	'	'	'
Restructuring Reserve [Roll Forward]	'	'	'	'
Beginning Balance	0	'	'	29
Net additional charges (net recovery/gain)	0	'	'	-57
Utilization	0	'	'	28
Ending balance	$0	$0	'	$0

Restructuring_Charges_by_Busin

Restructuring Charges- by Business Segment (Detail) (Operational Efficiency Initiatives 2011, USD $)	3 Months Ended		12 Months Ended	18 Months Ended	33 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2011	Jun. 30, 2013	Sep. 30, 2013
Restructuring Cost and Reserve [Line Items]	'	'	'	'	'
Net additional charges (net recovery/gain)	$15	$2	$107	$5	'
Total charges since inception	'	'	'	'	127
Investment Management	'	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'	'
Net additional charges (net recovery/gain)	-2	-1	'	'	'
Total charges since inception	'	'	'	'	46
Investment Services	'	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'	'
Net additional charges (net recovery/gain)	16	4	'	'	'
Total charges since inception	'	'	'	'	80
Other	'	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'	'
Net additional charges (net recovery/gain)	1	-1	'	'	'
Total charges since inception	'	'	'	'	$1

Income_Taxes_Additional_Inform

Income Taxes- Additional Information (Detail) (USD $)	3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2012	Jun. 30, 2013
Income Tax Disclosure [Abstract]	'	'	'	'
Tax Litigation Redetermination	$261	'	'	'
Tax reserves	840	840	'	1,060
Impact on tax expense if tax reserves were unnecessary	'	840	'	'
Accrued interest, related to income taxes in the balance sheet	198	198	'	'
Additional tax expense related to interest	'	187	10	'
Reasonably possible decrease in uncertain tax positions within the next 12 months, if a re-evaluation is required	$72	$72	'	'

Income_Taxes_Reconciliation_of

Income Taxes- Reconciliation of Statutory Federal Income Tax Rate to Effective Income Tax Rate (Detail)	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012
Income Tax Disclosure [Abstract]	'	'
Federal rate (percent)	35.00%	35.00%
State and local income taxes, net of federal income tax benefit (percent)	3.00%	2.30%
Tax-exempt income (percent)	-2.80%	-3.60%
Foreign operations (percent)	-4.50%	-5.10%
Tax credits (percent)	-3.40%	-5.00%
Tax litigation (percent)	19.80%	0.00%
Other – net (percent)	-1.60%	-0.30%
Effective rate (percent)	45.50%	23.30%

Securitizations_and_Variable_I2

Securitizations and Variable Interest Entities- Incremental Assets and Liabilities of Variable Interest Entities Included in Consolidated Financial Statements (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012
	investment	Variable Interest Entity, Primary Beneficiary	Variable Interest Entity, Primary Beneficiary	Variable Interest Entity, Primary Beneficiary	Variable Interest Entity, Primary Beneficiary	Variable Interest Entity, Primary Beneficiary	Variable Interest Entity, Primary Beneficiary
				Investment Management	Investment Management	Securitizations	Securitizations
Variable Interest Entity [Line Items]	'	'	'	'	'	'	'
Number of securitizations assessed for consolidation (investments)	2	'	'	'	'	'	'
Available-for-sale	'	$488	$499	$0	$0	$488	$499
Trading assets	'	10,725	10,961	10,725	10,961	0	0
Other assets	'	966	520	966	520	0	0
Subtotal assets of consolidated investment management funds, at fair value	'	12,179	11,980	11,691	11,481	488	499
Trading liabilities	'	10,380	10,152	10,380	10,152	0	0
Other liabilities	'	520	490	78	29	442	461
Subtotal liabilities of consolidated investment management funds, at fair value	'	10,900	10,642	10,458	10,181	442	461
Nonredeemable noncontrolling interests of consolidated investment management funds	'	$821	$833	$821	$833	$0	$0

Securitizations_and_Variable_I3

Securitizations and Variable Interest Entities- Non-consolidated Variable Interest Entities (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Other Assets and Liabilities, Net	'	'
Variable Interest Entity [Line Items]	'	'
Assets	$137	$100
Liabilities	0	0
Variable Interest Entity, Not Primary Beneficiary	'	'
Variable Interest Entity [Line Items]	'	'
Maximum loss exposure	$137	$100

Preferred_Stock_Preferred_Stoc

Preferred Stock Preferred Stock- Additional Information (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013
			Series A Preferred Stock	Series C Noncumulative Perpetual Preferred Stock	Series D Noncumulative Perpetual Preferred Stock	London Interbank Offered Rate (LIBOR) [Member]	London Interbank Offered Rate (LIBOR) [Member]
						Series A Preferred Stock	Series D Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]	'	'	'	'	'	'	'
Period following regulatory capital treatment event	'	'	'	'90 days	'	'	'
Preferred stock, shares authorized (shares)	100,000,000	100,000,000	'	'	'	'	'
Preferred stock, par value (usd per share)	$0.01	$0.01	'	'	'	'	'
Value of depository share, as a percent of preferred stock (percent)	'	'	0.10%	0.03%	100000.00%	'	'
Per annum dividend rate (percent)	'	'	4.00%	5.20%	4.50%	'	'
Preferred stock, basis spread on variable rate (percent)	'	'	'	'	'	0.57%	2.46%

Preferred_Stock_Preferred_Stoc1

Preferred Stock Preferred Stock Summary (Details) (USD $)

3 Months Ended

9 Months Ended

In Millions, except Share data, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2013

Class of Stock [Line Items]

'

'

'

'

'

'

Total shares issued and outstanding (shares)

'

15,826

'

'

10,826

15,826

Carrying value

'

$1,562

[1]

'

'

$1,068

[1]

$1,562

[1]

Series A Noncumulative Perpetual Preferred Stock

'

'

'

'

'

'

Class of Stock [Line Items]

'

'

'

'

'

'

Per annum dividend rate

'

'

'

'

'

'Greater of (i) three-month LIBOR plus 0.565% for the related distribution period; or (ii) 4.000%

Per annum dividend rate (percent)

'

'

'

'

'

4.00%

Liquidation preference per share (usd per share)

'

$100,000

'

'

'

$100,000

Total shares issued and outstanding (shares)

'

5,001

'

'

5,001

5,001

Carrying value

'

500

[1]

'

'

500

[1]

500

[1]

Dividends Payable, Date Declared

'

17-Jul-13

[2],[3]

9-Apr-13

[2],[3]

16-Jan-13

[2],[3]

'

'

Dividends Payable, Date of Record

'

5-Sep-13

[2],[3]

5-Jun-13

[2],[3]

5-Mar-13

[2],[3]

'

'

Preferred Stock Dividend Payment Date

'

20-Sep-13

[2],[3]

20-Jun-13

[2],[3]

20-Mar-13

[2],[3]

'

'

Preferred Stock, Dividend Rate, Per-Dollar-Amount

$10.11

[2],[3]

$10.22

[2],[3]

$10.22

[2],[3]

'

$10

[2],[3]

'

Series C Noncumulative Perpetual Preferred Stock

'

'

'

'

'

'

Class of Stock [Line Items]

'

'

'

'

'

'

Per annum dividend rate (percent)

'

'

'

'

'

5.20%

Liquidation preference per share (usd per share)

'

$100,000

'

'

'

$100,000

Total shares issued and outstanding (shares)

'

5,825

'

'

5,825

5,825

Carrying value

'

568

[1]

'

'

568

[1]

568

[1]

Dividends Payable, Date Declared

'

17-Jul-13

[3],[4]

9-Apr-13

[3],[4]

16-Jan-13

[3],[4]

'

'

Dividends Payable, Date of Record

'

5-Sep-13

[3],[4]

5-Jun-13

[3],[4]

5-Mar-13

[3],[4]

'

'

Preferred Stock Dividend Payment Date

'

20-Sep-13

[3],[4]

20-Jun-13

[3],[4]

20-Mar-13

[3],[4]

'

'

Preferred Stock, Dividend Rate, Per-Dollar-Amount

$0.33

[3],[4]

$0.33

[3],[4]

$0.33

[3],[4]

'

$0.33

[3],[4]

'

Series D Noncumulative Perpetual Preferred Stock

'

'

'

'

'

'

Class of Stock [Line Items]

'

'

'

'

'

'

Per annum dividend rate

'

'

'

'

'

'4.50% commencing Dec. 20, 2013 to but excluding June 20, 2023, then a floating rate equal to the three-month LIBOR plus 2.46%

Per annum dividend rate (percent)

'

'

'

'

'

4.50%

Liquidation preference per share (usd per share)

'

$100,000

'

'

'

$100,000

Total shares issued and outstanding (shares)

'

5,000

'

'

0

5,000

Carrying value

'

$494

[1]

'

'

$0

[1]

$494

[1]

Preferred Stock, Dividend Rate, Per-Dollar-Amount

$26.63

[3],[4]

'

'

'

'

'

London Interbank Offered Rate (LIBOR) [Member] | Series A Noncumulative Perpetual Preferred Stock

'

'

'

'

'

'

Class of Stock [Line Items]

'

'

'

'

'

'

Preferred stock, basis spread on variable rate (percent)

'

'

'

'

'

0.57%

London Interbank Offered Rate (LIBOR) [Member] | Series D Noncumulative Perpetual Preferred Stock

'

'

'

'

'

'

Class of Stock [Line Items]

'

'

'

'

'

'

Preferred stock, basis spread on variable rate (percent)

'

'

'

'

'

2.46%

Scenario, Forecast [Member] | Series A Noncumulative Perpetual Preferred Stock

'

'

'

'

'

'

Class of Stock [Line Items]

'

'

'

'

'

'

Dividends Payable, Date Declared

16-Oct-13

[2],[3]

'

'

'

'

'

Dividends Payable, Date of Record

5-Dec-13

[2],[3]

'

'

'

'

'

Preferred Stock Dividend Payment Date

20-Dec-13

[2],[3]

'

'

'

'

'

Scenario, Forecast [Member] | Series C Noncumulative Perpetual Preferred Stock

'

'

'

'

'

'

Class of Stock [Line Items]

'

'

'

'

'

'

Dividends Payable, Date Declared

16-Oct-13

[3],[4]

'

'

'

'

'

Dividends Payable, Date of Record

5-Dec-13

[3],[4]

'

'

'

'

'

Preferred Stock Dividend Payment Date

20-Dec-13

[3],[4]

'

'

'

'

'

Scenario, Forecast [Member] | Series D Preferred Stock [Member]

'

'

'

'

'

'

Class of Stock [Line Items]

'

'

'

'

'

'

Dividends Payable, Date Declared

16-Oct-13

[3],[5]

'

'

'

'

'

Dividends Payable, Date of Record

5-Dec-13

[3],[5]

'

'

'

'

'

Preferred Stock Dividend Payment Date

20-Dec-13

[3],[5]

'

'

'

'

'

[1]

The carrying value of the Series C and Series D preferred stock is recorded net of issuance costs.

[2]

Dividend per Normal Preferred Capital Security of Mellon Capital IV, each representing 1/100th interest in a share of Series A preferred stock.

[3]

Dividends are noncumulative

[4]

Dividend per depositary share, each representing a 1/4,000th interest in a share of Series C preferred stock.

[5]

Components_of_Other_Comprehens

Components of Other Comprehensive Income (Detail) (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Jun. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Foreign currency translation adjustments arising during the period	'		'		'		'		'
Pre-tax amount	$295		($9)		$134		$57		$40
Unrealized gain (loss) on assets available-for-sale:	'		'		'		'		'
Unrealized gain (loss) arising during the period	-112		-1,215		948		-1,336		1,644
Reclassification adjustment (a)	-10	[1]	-32	[1]	-22	[1]	-90	[1]	-112	[1]
Net unrealized gain (loss) on assets available-for-sale	-122		-1,247		926		-1,426		1,532
Defined benefit plans:	'		'		'		'		'
Amortization of defined benefit items, prior service (cost) credit	52	[1]	51	[1]	45	[1]	171	[1]	131	[1]
Total defined benefit plans	52		51		45		171		131
Unrealized gain (loss) on cash flow hedges:	'		'		'		'		'
Unrealized hedge gain (loss) arising during period	-57		13		-704		127		-691
Reclassification adjustment	74	[1]	-27	[1]	706	[1]	-123	[1]	698	[1]
Net unrealized gain (loss) on cash flow hedges	17		-14		2		4		7
Total other comprehensive income (loss)	242		-1,219		1,107		-1,194		1,710
Foreign currency translation adjustments arising during the period	'		'		'		'		'
Foreign currency translation adjustments arising during the period	90		14		35		24		36
Unrealized gain (loss) on assets available-for-sale:	'		'		'		'		'
Unrealized gain (loss) arising during period	40		479		-310		522		-572
Reclassification adjustment	8	[1]	15	[1]	7	[1]	41	[1]	38	[1]
Net unrealized gain (loss) on assets available-for-sale	48		494		-303		563		-534
Defined benefit plans:	'		'		'		'		'
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost	-21	[1]	-20	[1]	-17	[1]	-66	[1]	-52	[1]
Total defined benefit plans	-21		-20		-17		-66		-52
Unrealized gain (loss) on cash flow hedges:	'		'		'		'		'
Unrealized hedge gain (loss) arising during period	25		-6		288		-51		283
Reclassification adjustment	-30	[1]	11	[1]	-289	[1]	51	[1]	-286	[1]
Net unrealized gain (loss) on cash flow hedges	-5		5		-1		0		-3
Total other comprehensive income (loss)	112		493		-286		521		-553
Foreign currency translation adjustments:	'		'		'		'		'
Foreign currency translation adjustments arising during the period	385		5		169		81		76
Unrealized gain (loss) on assets available-for-sale:	'		'		'		'		'
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax	-72		-736		638		-814		1,072
Reclassification adjustment	-2	[1]	-17	[1]	-15	[1]	-49	[1]	-74	[1]
Total unrealized gain (loss) on assets available-for-sale	-74		-753		623		-863		998
Defined benefit plans:	'		'		'		'		'
Other Comprehensive Income (Loss), Amortization, Pension and Other Postretirement Benefit Plans, Net Prior Service Cost Recognized in Net Periodic Pension Cost, Net of Tax	31	[1]	31	[1]	28	[1]	105	[1]	79	[1]
Total defined benefit plans	31		31		28		105		79
Unrealized gain (loss) on cash flow hedges:	'		'		'		'		'
Unrealized hedge gain (loss) arising during period	-32		7		-416		76		-408
Reclassification adjustment	44	[1]	-16	[1]	417	[1]	-72	[1]	412	[1]
Total unrealized gain (loss) on cash flow hedges	12		-9		1		4		4
Total other comprehensive income (loss), net of tax	$354	[2]	($726)	[2]	$821	[2]	($673)	[2]	$1,157	[2]
[1]	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[2]	Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $312 million for the quarter ended Sept. 30, 2013, $(736) million for the quarter ended June 30, 2013, $809 million for the quarter ended Sept. 30, 2012, $(696) million for the nine months ended Sept. 30, 2013 and $1,156 million for the nine months ended Sept. 30, 2012.

Fair_Value_Measurement_Additio

Fair Value Measurement- Additional Information (Detail)	9 Months Ended
	Sep. 30, 2013
	major_interdealer_brokers
Qualitative Disclosures Related to Fair Value Measurements [Line Items]	'
Number of inter-dealer brokers providing pricing quotes for actively traded agency RMBS (major inter-dealer brokers)	3
Percentage of our securities valued by pricing sources with reasonable levels of price transparency (percent)	99.00%
Number of business days in which overdrafts are generally repaid	'2 days
Commercial paper maturity period	'397 days
Minimum	'
Qualitative Disclosures Related to Fair Value Measurements [Line Items]	'
Discount rate (percent)	0.21%
Maximum	'
Qualitative Disclosures Related to Fair Value Measurements [Line Items]	'
Percentage of our securities priced based on economic models and non-binding dealer quotes (percent)	1.00%
Percentage of interest rate swaps where pricing using standard pricing models is adjusted based on additional analysis and judgment (percent)	1.00%
Discount rate (percent)	5.17%

Fair_Value_MeasurementAssets_a

Fair Value Measurement-Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Level 3 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		$0
Level 3 | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Netting | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0	[1]
Netting | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0	[1]
Fair Value, Measurements, Recurring | Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	10,568	[2]	9,424	[2]
Fair Value, Measurements, Recurring | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	258	[2]	279	[2]
Fair Value, Measurements, Recurring | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	526	[2]	728	[2]
Fair Value, Measurements, Recurring | Subprime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	408	[2]	452	[2]
Fair Value, Measurements, Recurring | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,855	[2]	3,718	[2]
Fair Value, Measurements, Recurring | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,792	[2],[3]	1,970	[2],[3]
Fair Value, Measurements, Recurring | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	850	[2],[3]	1,010	[2],[3]
Fair Value, Measurements, Recurring | Sub Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	127	[2],[3]	130	[2],[3]
Fair Value, Measurements, Recurring | Level 1	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	140	[4]	96	[4]
Subtotal assets of consolidated investment management funds, at fair value	22,529		28,418
Percentage of assets prior to netting (percent)	19.00%		21.00%
Derivative liabilities	'		5,108
Subtotal liabilities of consolidated investment management funds, at fair value	6,602		5,108
Percentage of liabilities prior to netting (percent)	19.00%		13.00%
Fair Value, Measurements, Recurring | Level 1 | Available-for-sale	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	13,628		23,256
Fair Value, Measurements, Recurring | Level 1 | Available-for-sale | U.S. Treasury	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	10,431		18,003
Fair Value, Measurements, Recurring | Level 1 | Available-for-sale | Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	40		41
Fair Value, Measurements, Recurring | Level 1 | Available-for-sale | Equity securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	23		27
Fair Value, Measurements, Recurring | Level 1 | Available-for-sale | Money market funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	941	[5]	2,190	[5]
Fair Value, Measurements, Recurring | Level 1 | Available-for-sale | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,193		2,995
Fair Value, Measurements, Recurring | Level 1 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	4,153	[5]	912	[5]
Derivative Assets	'		3,521
Trading assets	7,737		4,433
Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		3,364
Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		121
Fair Value, Measurements, Recurring | Level 1 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	203		157
Subtotal assets of consolidated investment management funds, at fair value	21,568		'
Percentage of assets prior to netting (percent)	20.00%		'
Fair Value, Measurements, Recurring | Level 1 | Operations	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal assets of consolidated investment management funds, at fair value	'		27,846
Percentage of assets prior to netting (percent)	'		22.00%
Fair Value, Measurements, Recurring | Level 1 | Investment Management	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading assets	132		182
Other assets	829		390
Subtotal assets of consolidated investment management funds, at fair value	961		572
Trading liabilities	0		0
Other liabilities	0		0
Subtotal liabilities of consolidated investment management funds, at fair value	0		0
Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	'		1,121
Derivative liabilities	'		3,626
Trading liabilities	'		4,747
Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		3,535
Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		91
Fair Value, Measurements, Recurring | Level 1 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		361
Percentage of liabilities prior to netting (percent)	'		17.00%
Fair Value, Measurements, Recurring | Level 1 | Other Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Fair Value, Measurements, Recurring | Level 1 | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		361
Fair Value, Measurements, Recurring | Level 2	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	142	[4]	116	[4]
Subtotal assets of consolidated investment management funds, at fair value	96,219		108,377
Percentage of assets prior to netting (percent)	81.00%		79.00%
Derivative liabilities	'		24,883
Long-term debt	'		345	[5]
Subtotal liabilities of consolidated investment management funds, at fair value	28,530		35,064
Percentage of liabilities prior to netting (percent)	81.00%		87.00%
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	63,420		69,318
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | U.S. Government agencies	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,081		1,074
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	10,528		9,383
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | State and political subdivisions	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	6,669	[5]	6,077	[5]
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	26,671		34,193
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	258		279
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	526		728
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Subprime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	408		452
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Other RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,268		2,794
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Commercial MBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,563		3,139
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Agency commercial MBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,289		'
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Asset-backed CLOs	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,528		1,282
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Other asset-backed securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,496		2,131
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Corporate bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,504		1,585
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Other debt securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,200		2,368
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	662		723
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,792	[6]	1,970	[6]
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	850	[6]	1,010	[6]
Fair Value, Measurements, Recurring | Level 2 | Available-for-sale | Sub Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	127	[6]	130	[6]
Fair Value, Measurements, Recurring | Level 2 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	4,641	[5]	4,116	[5]
Derivative Assets	'		23,034
Trading assets	20,803		27,150
Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		148
Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		152
Fair Value, Measurements, Recurring | Level 2 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	1,266		1,044
Subtotal assets of consolidated investment management funds, at fair value	85,489		'
Percentage of assets prior to netting (percent)	80.00%		'
Fair Value, Measurements, Recurring | Level 2 | Operations	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal assets of consolidated investment management funds, at fair value	'		97,512
Percentage of assets prior to netting (percent)	'		78.00%
Fair Value, Measurements, Recurring | Level 2 | Investment Management	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading assets	10,593		10,735
Other assets	137		130
Subtotal assets of consolidated investment management funds, at fair value	10,730		10,865
Trading liabilities	10,380		10,152
Other liabilities	78		29
Subtotal liabilities of consolidated investment management funds, at fair value	10,458		10,181
Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	'		659
Derivative liabilities	'		23,536
Trading liabilities	'		24,195
Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		23,173
Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		97
Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		266
Fair Value, Measurements, Recurring | Level 2 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		343
Percentage of liabilities prior to netting (percent)	'		82.00%
Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		343
Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Fair Value, Measurements, Recurring | Level 3	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal assets of consolidated investment management funds, at fair value	181		315
Derivative liabilities	'		224
Subtotal liabilities of consolidated investment management funds, at fair value	92		224
Percentage of liabilities prior to netting (percent)	0.00%		0.00%
Fair Value, Measurements, Recurring | Level 3 | Available-for-sale	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	51		45
Fair Value, Measurements, Recurring | Level 3 | Available-for-sale | State and political subdivisions	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	51	[5]	45	[5]
Fair Value, Measurements, Recurring | Level 3 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	3	[5]	48	[5]
Derivative Assets	'		58
Trading assets	29		106
Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		1
Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		38
Fair Value, Measurements, Recurring | Level 3 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	101	[4]	120	[4]
Subtotal assets of consolidated investment management funds, at fair value	181		'
Fair Value, Measurements, Recurring | Level 3 | Operations	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal assets of consolidated investment management funds, at fair value	'		271
Fair Value, Measurements, Recurring | Level 3 | Investment Management	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading assets	0		44
Subtotal assets of consolidated investment management funds, at fair value	0		44
Trading liabilities	0		0
Other liabilities	0		0
Subtotal liabilities of consolidated investment management funds, at fair value	0		0
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		224
Trading liabilities	'		224
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		168
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		56
Fair Value, Measurements, Recurring | Level 3 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage of liabilities prior to netting (percent)	'		1.00%
Fair Value, Measurements, Recurring | Netting	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal assets of consolidated investment management funds, at fair value	-16,468		-22,311	[1]
Derivative liabilities	'		-20,990	[1]
Subtotal liabilities of consolidated investment management funds, at fair value	-14,975	[1]	-20,990	[1]
Fair Value, Measurements, Recurring | Netting | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	0	[1],[5]	'
Derivative Assets	'		-22,311	[1]
Trading assets	-16,468	[1]	-22,311	[1]
Fair Value, Measurements, Recurring | Netting | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		-2,171	[1]
Fair Value, Measurements, Recurring | Netting | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		-98	[1]
Fair Value, Measurements, Recurring | Netting | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	0	[1],[4]	0	[1],[4]
Subtotal assets of consolidated investment management funds, at fair value	-16,468		'
Fair Value, Measurements, Recurring | Netting | Operations	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal assets of consolidated investment management funds, at fair value	'		-22,311	[1]
Fair Value, Measurements, Recurring | Netting | Investment Management	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading liabilities	0	[1]	0	[1]
Other liabilities	0	[1]	0	[1]
Subtotal liabilities of consolidated investment management funds, at fair value	0	[1]	0	[1]
Fair Value, Measurements, Recurring | Netting | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		-20,990	[1]
Trading liabilities	'		-20,990	[1]
Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		-19,069	[1]
Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		-1,823	[1]
Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		-98	[1]
Fair Value, Measurements, Recurring | Carrying Amount	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	383	[4]	332	[4]
Subtotal assets of consolidated investment management funds, at fair value	102,461		114,799
Derivative liabilities	'		9,225
Long-term debt	'		345	[5]
Subtotal liabilities of consolidated investment management funds, at fair value	20,249		19,406
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	77,099		92,619
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | U.S. Treasury	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	10,431		18,003
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | U.S. Government agencies	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,081		1,074
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	10,568		9,424
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | State and political subdivisions	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	6,720	[5]	6,122	[5]
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	26,671		34,193
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	258		279
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	526		728
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Subprime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	408		452
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Other RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,268		2,794
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Commercial MBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,563		3,139
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Agency commercial MBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,289		'
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Asset-backed CLOs	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,528		1,282
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Other asset-backed securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,496		2,131
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Equity securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	23		27
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Money market funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	941	[5]	2,190	[5]
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Corporate bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,504		1,585
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Other debt securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,200		2,368
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,855		3,718
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,792	[6]	1,970	[6]
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	850	[6]	1,010	[6]
Fair Value, Measurements, Recurring | Carrying Amount | Available-for-sale | Sub Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	127	[6]	130	[6]
Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	8,797	[5]	5,076	[5]
Derivative Assets	'		4,302
Trading assets	12,101		9,378
Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		1,342
Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	'		213
Fair Value, Measurements, Recurring | Carrying Amount | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	1,570		1,321
Subtotal assets of consolidated investment management funds, at fair value	90,770		'
Fair Value, Measurements, Recurring | Carrying Amount | Operations	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal assets of consolidated investment management funds, at fair value	'		103,318
Fair Value, Measurements, Recurring | Carrying Amount | Investment Management	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading assets	10,725		10,961
Other assets	966		520
Subtotal assets of consolidated investment management funds, at fair value	11,691		11,481
Trading liabilities	10,380		10,152
Other liabilities	78		29
Subtotal liabilities of consolidated investment management funds, at fair value	10,458		10,181
Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	'		1,780
Derivative liabilities	'		6,396
Trading liabilities	'		8,176
Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		4,272
Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		1,809
Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		315
Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		704
Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		343
Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		361
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	3,584		'
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	5		36
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	3,414		'
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	165		'
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	16,162		'
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	15,661		22,734
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	254		'
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	247		'
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	26		'
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	9		19
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	1		'
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	16		'
Nondesignated | Fair Value, Measurements, Recurring | Netting | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	-16,468	[1]	'
Nondesignated | Fair Value, Measurements, Recurring | Netting | Trading Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	-14,303	[1]	-20,042	[1]
Nondesignated | Fair Value, Measurements, Recurring | Netting | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	-2,005	[1]	'
Nondesignated | Fair Value, Measurements, Recurring | Netting | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	-160	[1]	'
Nondesignated | Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	3,304		'
Nondesignated | Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	1,372		2,747
Nondesignated | Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	1,664		'
Nondesignated | Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	268		'
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	63		61
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1 | Other Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	0		0
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1 | Other Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	63		61
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	1,124		928
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	1,124		928
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	0		0
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 3 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	0		0
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 3 | Other Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	0		0
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 3 | Other Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	0		0
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Netting | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	0	[1]	0	[1]
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Netting | Other Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	0	[1]	0	[1]
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Netting | Other Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	0	[1]	0	[1]
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	1,187		989
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Assets | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	1,124		928
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Assets | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative Assets	63		61
Parent | 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	6,602		'
Percentage of liabilities prior to netting (percent)	27.00%		'
Parent | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	2,525		'
Derivative liabilities	3,817		'
Trading liabilities	6,342		'
Parent | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	3,740		'
Parent | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	77		'
Parent | Fair Value, Measurements, Recurring | Level 2	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Long-term debt	326	[5]	'
Subtotal liabilities of consolidated investment management funds, at fair value	18,072		'
Percentage of liabilities prior to netting (percent)	73.00%		'
Parent | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	733		'
Derivative liabilities	16,830		'
Trading liabilities	17,563		'
Parent | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	16,200		'
Parent | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	158		'
Parent | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	472		'
Parent | Fair Value, Measurements, Recurring | Level 3	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal liabilities of consolidated investment management funds, at fair value	92		'
Percentage of liabilities prior to netting (percent)	0.00%		'
Parent | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	92		'
Trading liabilities	92		'
Parent | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	53		'
Parent | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	39		'
Parent | Fair Value, Measurements, Recurring | Netting	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal liabilities of consolidated investment management funds, at fair value	-14,975	[1]	'
Parent | Fair Value, Measurements, Recurring | Netting | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	-14,975	[1]	'
Trading liabilities	-14,975	[1]	'
Parent | Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	-13,271	[1]	'
Parent | Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	-1,544	[1]	'
Parent | Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	-160	[1]	'
Parent | Fair Value, Measurements, Recurring | Carrying Amount	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Long-term debt	326	[5]	'
Subtotal liabilities of consolidated investment management funds, at fair value	9,791		'
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	3,258		'
Derivative liabilities	5,764		'
Trading liabilities	9,022		'
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	2,982		'
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	2,354		'
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Equity Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	428		'
Parent | Designated as Hedging Instrument | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0		'
Parent | Designated as Hedging Instrument | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0		'
Parent | Designated as Hedging Instrument | Netting | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0	[1]	'
Parent | Designated as Hedging Instrument | Netting | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0	[1]	'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	260		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1 | Other Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1 | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	260		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	183		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	183		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	443		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities | Interest Rate Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	183		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities | Foreign Exchange Contract	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	$260		'
[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]	At Sept. 30, 2013 and Dec. 31, 2012, 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.
[3]	Previously included in the Grantor Trust.
[4]	Includes private equity investments, seed capital and a brokerage account.
[5]	Includes certain interests in securitizations.
[6]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

Fair_Value_Measurement_Details

Fair Value Measurement- Details of Certain Items Measured at Fair Value on Recurring Basis (Detail) (Fair Value, Measurements, Recurring, USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	$258	[1]	$279	[1]
Alt-A RMBS | 2006-2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	103	[1]	111	[1]
Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	100	[1]	107	[1]
Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	55	[1]	61	[1]
Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	526	[1]	728	[1]
Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	134	[1]	215	[1]
Prime RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	93	[1]	106	[1]
Prime RMBS | 2006	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	56	[1]	70	[1]
Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	243	[1]	337	[1]
Subprime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	408	[1]	452	[1]
Subprime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	110	[1]	108	[1]
Subprime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	298	[1]	344	[1]
Commercial MBS | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,398	[1]	2,839	[1]
Commercial MBS | 2005 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	519	[1]	640	[1]
Commercial MBS | 2009-2012 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	417	[1]	283	[1]
Commercial MBS | 2008 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	23	[1]	24	[1]
Commercial MBS | 2007 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	492	[1]	707	[1]
Commercial MBS | 2006 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	744	[1]	900	[1]
Commercial MBS | 2004 and earlier | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	203	[1]	285	[1]
Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,855	[1]	3,718	[1]
Foreign covered bonds | Canada	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	896	[1]	925	[1]
Foreign covered bonds | Germany	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	194	[1]	866	[1]
Foreign covered bonds | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	763	[1]	756	[1]
Foreign covered bonds | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	293	[1]	360	[1]
Foreign covered bonds | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	709	[1]	811	[1]
Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	10,568	[1]	9,424	[1]
Non-agency RMBS | Germany	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,983	[1]	1,646	[1]
Non-agency RMBS | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	4,668	[1]	4,771	[1]
Non-agency RMBS | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,079	[1]	2,054	[1]
Non-agency RMBS | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	357	[1]	56	[1]
Non-agency RMBS | France	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,481	[1]	897	[1]
Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,792	[1],[2]	1,970	[1],[2]
Alt-A RMBS | 2006-2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,038	[1],[2]	1,128	[1],[2]
Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	557	[1],[2]	622	[1],[2]
Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	197	[1],[2]	220	[1],[2]
Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	850	[1],[2]	1,010	[1],[2]
Prime RMBS | 2006-2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	507	[1],[2]	601	[1],[2]
Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	317	[1],[2]	378	[1],[2]
Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	26	[1],[2]	31	[1],[2]
Sub Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	127	[1],[2]	130	[1],[2]
Sub Prime RMBS | 2005-2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	92	[1],[2]	94	[1],[2]
Sub Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	35	[1],[2]	36	[1],[2]
Available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,488	[1]	3,145	[1]
Available-for-sale | European floating rate notes | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,641	[1]	1,873	[1]
Available-for-sale | European floating rate notes | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	442	[1]	841	[1]
Available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	130	[1]	145	[1]
Available-for-sale | European floating rate notes | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	167	[1]	161	[1]
Available-for-sale | European floating rate notes | Italy	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	$108	[1]	$125	[1]
Ratings, AAA/AA- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		1.00%
Ratings, AAA/AA- | Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%		4.00%
Ratings, AAA/AA- | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	3.00%		7.00%
Ratings, AAA/AA- | Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, AAA/AA- | Prime RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, AAA/AA- | Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	5.00%		16.00%
Ratings, AAA/AA- | Subprime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%		3.00%
Ratings, AAA/AA- | Subprime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		4.00%
Ratings, AAA/AA- | Subprime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	2.00%		3.00%
Ratings, AAA/AA- | Commercial MBS | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	86.00%		89.00%
Ratings, AAA/AA- | Commercial MBS | 2005 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	99.00%		98.00%
Ratings, AAA/AA- | Commercial MBS | 2009-2012 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	83.00%		97.00%
Ratings, AAA/AA- | Commercial MBS | 2008 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	60.00%		59.00%
Ratings, AAA/AA- | Commercial MBS | 2007 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	72.00%		78.00%
Ratings, AAA/AA- | Commercial MBS | 2006 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	85.00%		85.00%
Ratings, AAA/AA- | Commercial MBS | 2004 and earlier | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	95.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds | Canada	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds | Germany	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		98.00%
Ratings, AAA/AA- | Foreign covered bonds | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Non-agency RMBS | Germany	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Non-agency RMBS | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Non-agency RMBS | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Non-agency RMBS | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Non-agency RMBS | France	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%	[2]	1.00%	[2]
Ratings, AAA/AA- | Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%	[2]	4.00%	[2]
Ratings, AAA/AA- | Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%	[2]
Ratings, AAA/AA- | Sub Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%	[2]	2.00%	[2]
Ratings, AAA/AA- | Sub Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%	[2]	5.00%	[2]
Ratings, AAA/AA- | Available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	74.00%		77.00%
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	81.00%		79.00%
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	46.00%		50.00%
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	14.00%		15.00%
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Italy	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		0.00%
Ratings, A+/A- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%		2.00%
Ratings, A+/A- | Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	3.00%		9.00%
Ratings, A+/A- | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	14.00%		29.00%
Ratings, A+/A- | Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	44.00%		33.00%
Ratings, A+/A- | Prime RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, A+/A- | Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	6.00%		42.00%
Ratings, A+/A- | Subprime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	11.00%		5.00%
Ratings, A+/A- | Subprime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	22.00%		8.00%
Ratings, A+/A- | Subprime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	6.00%		4.00%
Ratings, A+/A- | Commercial MBS | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	12.00%		9.00%
Ratings, A+/A- | Commercial MBS | 2005 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		1.00%
Ratings, A+/A- | Commercial MBS | 2009-2012 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	17.00%		3.00%
Ratings, A+/A- | Commercial MBS | 2008 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	40.00%		41.00%
Ratings, A+/A- | Commercial MBS | 2007 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	19.00%		16.00%
Ratings, A+/A- | Commercial MBS | 2006 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	15.00%		14.00%
Ratings, A+/A- | Commercial MBS | 2004 and earlier | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	5.00%		0.00%
Ratings, A+/A- | Foreign covered bonds | Germany	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		2.00%
Ratings, A+/A- | Foreign covered bonds | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		0.00%
Ratings, A+/A- | Foreign covered bonds | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		'
Ratings, A+/A- | Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, A+/A- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%	[2]	'
Ratings, A+/A- | Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	4.00%	[2]	'
Ratings, A+/A- | Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%	[2]	2.00%	[2]
Ratings, A+/A- | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%	[2]	1.00%	[2]
Ratings, A+/A- | Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%	[2]	1.00%	[2]
Ratings, A+/A- | Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	8.00%	[2]	8.00%	[2]
Ratings, A+/A- | Sub Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%		0.00%	[2]
Ratings, A+/A- | Sub Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	5.00%	[2]	0.00%	[2]
Ratings, A+/A- | Available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	17.00%		15.00%
Ratings, A+/A- | Available-for-sale | European floating rate notes | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	18.00%		19.00%
Ratings, A+/A- | Available-for-sale | European floating rate notes | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, A+/A- | Available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	4.00%		7.00%
Ratings, A+/A- | Available-for-sale | European floating rate notes | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, A+/A- | Available-for-sale | European floating rate notes | Italy	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, BBB+/BBB- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	6.00%		6.00%
Ratings, BBB+/BBB- | Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	30.00%		25.00%
Ratings, BBB+/BBB- | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	31.00%		12.00%
Ratings, BBB+/BBB- | Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		7.00%
Ratings, BBB+/BBB- | Prime RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	41.00%		45.00%
Ratings, BBB+/BBB- | Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	52.00%		7.00%
Ratings, BBB+/BBB- | Subprime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	15.00%		13.00%
Ratings, BBB+/BBB- | Subprime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	49.00%		34.00%
Ratings, BBB+/BBB- | Subprime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	3.00%		6.00%
Ratings, BBB+/BBB- | Commercial MBS | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	2.00%		2.00%
Ratings, BBB+/BBB- | Commercial MBS | 2005 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%		1.00%
Ratings, BBB+/BBB- | Commercial MBS | 2007 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	9.00%		6.00%
Ratings, BBB+/BBB- | Commercial MBS | 2006 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		1.00%
Ratings, BBB+/BBB- | Commercial MBS | 2004 and earlier | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, BBB+/BBB- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	2.00%	[2]	2.00%	[2]
Ratings, BBB+/BBB- | Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%	[2]	1.00%	[2]
Ratings, BBB+/BBB- | Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	13.00%	[2]	12.00%	[2]
Ratings, BBB+/BBB- | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%	[2]	1.00%	[2]
Ratings, BBB+/BBB- | Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%	[2]	2.00%	[2]
Ratings, BBB+/BBB- | Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	22.00%	[2]	24.00%	[2]
Ratings, BBB+/BBB- | Sub Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	18.00%	[2]	10.00%	[2]
Ratings, BBB+/BBB- | Sub Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	38.00%	[2]	36.00%	[2]
Ratings, BBB+/BBB- | Available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	0.00%		2.00%
Ratings, BBB+/BBB- | Available-for-sale | European floating rate notes | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%		2.00%
Ratings, BBB+/BBB- | Available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, BBB+/BBB- | Available-for-sale | European floating rate notes | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		0.00%
Ratings, BB+ and lower | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	93.00%		91.00%
Ratings, BB+ and lower | Alt-A RMBS | 2006-2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, BB+ and lower | Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, BB+ and lower | Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	66.00%		62.00%
Ratings, BB+ and lower | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	52.00%		52.00%
Ratings, BB+ and lower | Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	56.00%		60.00%
Ratings, BB+ and lower | Prime RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	59.00%		55.00%
Ratings, BB+ and lower | Prime RMBS | 2006	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, BB+ and lower | Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	37.00%		35.00%
Ratings, BB+ and lower | Subprime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	73.00%		79.00%
Ratings, BB+ and lower | Subprime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	29.00%		54.00%
Ratings, BB+ and lower | Subprime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	89.00%		87.00%
Ratings, BB+ and lower | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	97.00%	[2]	97.00%	[2]
Ratings, BB+ and lower | Alt-A RMBS | 2006-2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%	[2]	100.00%	[2]
Ratings, BB+ and lower | Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	95.00%	[2]	95.00%	[2]
Ratings, BB+ and lower | Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	87.00%	[2]	86.00%	[2]
Ratings, BB+ and lower | Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	99.00%	[2]	98.00%	[2]
Ratings, BB+ and lower | Prime RMBS | 2006-2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%	[2]	100.00%	[2]
Ratings, BB+ and lower | Prime RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	99.00%	[2]	97.00%	[2]
Ratings, BB+ and lower | Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	70.00%	[2]	68.00%	[2]
Ratings, BB+ and lower | Sub Prime RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	81.00%	[2]	88.00%	[2]
Ratings, BB+ and lower | Sub Prime RMBS | 2005-2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	90.00%	[2]	100.00%	[2]
Ratings, BB+ and lower | Sub Prime RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	56.00%	[2]	59.00%	[2]
Ratings, BB+ and lower | Available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	9.00%		6.00%
Ratings, BB+ and lower | Available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	50.00%		43.00%
Ratings, BB+ and lower | Available-for-sale | European floating rate notes | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	86.00%		85.00%
[1]	At Sept. 30, 2013 and Dec. 31, 2012, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
[2]	Previously included in the Grantor Trust.

Fair_Value_Measurement_Signifi

Fair Value Measurement- Significant Unobservable Inputs (Detail) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	'		$313		'		$365
Included in earnings (or changes in net assets)	'		-1		'		-27
Purchases	'		4		'		9
Sales	'		-26		'		-46
Settlements	'		'		'		-11
Ending Balance	'		290		'		290
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	'		-4		'		-13
Fair value measurements for liabilities using significant unobservable inputs	'		'		'		'
Beginning Balance	117		302		224		314
Transfers out of Level 3	-13		'		-17		'
Included in earnings (or changes in net liabilities)	-5		'		-110		'
Settlements	-7		-2		-5		-14
Ending Balance	92		300		92		300
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	-1		12		27		33
Debt and equity instruments	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	'		'		0		'
Derivative assets	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Ending Balance	26	[1]	'		26	[1]	'
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	'		'		-13	[2]	'
Other Assets	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	113		138		120		157
Transfers out of Level 3	0		'		0		'
Included in earnings (or changes in net assets)	-2	[3]	3	[3]	2	[4]	4	[4]
Purchases	'		3		3		8
Sales	-10		-16		-20		-33
Settlements	'		'		'		-8
Ending Balance	101		128		101		128
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	0		'		0		0
Total Assets	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	209		'		271		'
Transfers out of Level 3	-14		'		-19		'
Included in earnings (or changes in net assets)	-4		'		5		'
Purchases	'		'		3		'
Sales	-10		'		-69		'
Ending Balance	181		'		181		'
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	0		'		-13		'
Investment Management	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	'		'		44		'
Transfers out of Level 3	'		'		0		'
Included in earnings (or changes in net assets)	'		'		-2		'
Purchases	'		'		0		'
Sales	'		'		-46		'
Ending Balance	0		'		0		'
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	'		'		0		'
Available-for-sale | State and political subdivisions	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	52		42		45		45
Transfers out of Level 3	'		'		0		'
Included in earnings (or changes in net assets)	-1	[5]	2		-6	[6]	2	[7]
Purchases	'		'		0		'
Sales	'		'		0		'
Settlements	'		'		'		-3
Ending Balance	51		44		51		44
Available-for-sale | Other debt securities	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	'		'		'		3
Included in earnings (or changes in net assets)	'		'		'		-3	[7]
Purchases	'		'		'		0
Sales	'		'		'		0
Settlements	'		'		'		0
Ending Balance	'		0		'		0
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	'		'		'		0
Trading Assets | Debt and equity instruments	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	2		60		48		63
Transfers out of Level 3	'		'		0		'
Included in earnings (or changes in net assets)	1	[8]	0	[8]	-4	[9]	0	[9]
Purchases	'		0		0		0
Sales	0		-10		-49		-13
Settlements	'		'		'		0
Ending Balance	3		50		3		50
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	'		'		'		0
Trading Assets | Derivative assets	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	42	[1]	73	[1]	58	[2]	97	[2]
Transfers out of Level 3	-14		'		-19	[2]	'
Included in earnings (or changes in net assets)	-2	[1],[8]	-6	[1],[8]	13	[2],[9]	-30	[2],[9]
Purchases	'		1	[1]	0	[2]	1	[2]
Sales	'		0	[1]	0	[2]	0	[2]
Settlements	'		'		'		0	[2]
Ending Balance	26	[2]	68	[1],[2]	26	[2]	68	[1],[2]
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	0	[1]	-4	[1]	'		-13	[2]
Trading Liabilities | Derivative liabilities	'		'		'		'
Fair value measurements for liabilities using significant unobservable inputs	'		'		'		'
Beginning Balance	117	[10]	302	[8]	224	[11]	314	[11]
Transfers out of Level 3	-13	[10]	'		-17	[10]	'
Included in earnings (or changes in net liabilities)	-5	[10],[8]	'		-110	[10],[7]	'
Settlements	-7		-2	[7],[8]	-5	[10]	-14	[11],[7]
Ending Balance	92	[10],[11]	300	[11],[8]	92	[10],[11]	300	[11],[8]
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	-1	[10]	12	[8]	27	[11]	33	[11]
Investment Management	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning Balance	44		'		'		'
Transfers out of Level 3	0		'		'		'
Included in earnings (or changes in net assets)	2		'		'		'
Sales	-46		'		'		'
Ending Balance	0		'		0		'
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	$0		'		'		'
[1]	Derivative assets are reported on a gross basis.
[2]	(a)Derivative assets are reported on a gross basis.
[3]	Reported in investment and other income.
[4]	(d)Reported in investment and other income.
[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]	(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).
[7]	(b)Reported in foreign exchange and other trading revenue.
[8]	Reported in foreign exchange and other trading revenue.
[9]	(c)Reported in foreign exchange and other trading revenue.
[10]	Derivative liabilities are reported on a gross basis.
[11]	(a)Derivative liabilities are reported on a gross basis.

Fair_Value_Measurement_Assets_

Fair Value Measurement- Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans	$31		$174
Fair Value, Measurements, Nonrecurring	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans	139	[1]	206
Other assets	35	[2]	79
Subtotal assets of consolidated investment management funds, at fair value	174		285
Level 1 | Fair Value, Measurements, Nonrecurring	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans	0	[1]	0	[1]
Other assets	0	[2]	0	[2]
Subtotal assets of consolidated investment management funds, at fair value	0		0
Level 2 | Fair Value, Measurements, Nonrecurring	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans	131	[1]	183
Other assets	35	[2]	79
Subtotal assets of consolidated investment management funds, at fair value	166		262
Level 3 | Fair Value, Measurements, Nonrecurring	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans	8	[1]	23
Subtotal assets of consolidated investment management funds, at fair value	$8		$23
[1]	During the quarters ended Sept. 30, 2013 and Dec. 31, 2012, the fair value of these loans increased $2 million and decreased $2 million, respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses.
[2]	Includes other assets received in satisfaction of debt and loans held for sale. Loans held for sale are carried on the balance sheet at the lower of cost or market value.

Fair_Value_Measurement_Assets_1

Fair Value Measurement- Assets Measured at Fair Value on Nonrecurring Basis (Parenthetical) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Fair Value Disclosures [Abstract]	'	'
Change in fair value of loans based on the fair value of the underlying collateral as allowed by ASC 310	$2	($2)

Fair_Value_Measurement_Quantit

Fair Value Measurement- Quantitative Information about Level 3 Fair Value Measurements of Assets (Detail) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

In Millions, unless otherwise specified

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Nonrecurring

Fair Value, Measurements, Nonrecurring

Fair Value, Measurements, Nonrecurring

Fair Value, Measurements, Nonrecurring

Available-for-sale

Available-for-sale

Available-for-sale

Trading Assets

Trading Assets

Trading Assets

Trading Assets

Trading Assets

Trading Assets

Trading Assets

Trading Assets

Trading Assets

Trading Assets

Loans Receivable [Member]

Loans Receivable [Member]

Loans Receivable [Member]

Loans Receivable [Member]

Loans Receivable [Member]

Loans Receivable [Member]

Level 3

Level 3

Level 3

Level 3

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Recurring

Fair Value, Measurements, Nonrecurring

Fair Value, Measurements, Nonrecurring

Fair Value, Measurements, Nonrecurring

Fair Value, Measurements, Nonrecurring

Fair Value, Measurements, Nonrecurring

Fair Value, Measurements, Nonrecurring

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

State and political subdivisions

State and political subdivisions

State and political subdivisions

Distressed Debt

Distressed Debt

Distressed Debt

Structured Foreign Exchange Swaptions

Structured Foreign Exchange Swaptions

Structured Foreign Exchange Swaptions

Long-Term Foreign Exchange Options

Equity Options

Equity Options

Equity Options

Minimum

Maximum

Discounted Cash Flow

Discounted Cash Flow

Discounted Cash Flow

Discounted Cash Flow

Discounted Cash Flow

Discounted Cash Flow

Discounted Cash Flow

Discounted Cash Flow

Discounted Cash Flow

Option Pricing Model

Option Pricing Model

Option Pricing Model

Option Pricing Model

Option Pricing Model

Option Pricing Model

Option Pricing Model

Minimum

Maximum

Minimum

Maximum

Minimum

Maximum

Minimum

Maximum

Minimum

Maximum

Fair Value Inputs, Assets, Quantitative Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value imputs, expected credit loss (percent)

'

'

'

'

'

'

'

6.00%

24.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value of assets

$181

$315

$174

$285

$8

$23

$51

'

'

$3

'

'

$9

'

'

$1

$16

'

'

'

'

'

$8

'

'

Expected maturity

'

'

'

'

'

'

'

'

'

'

'1 year

'10 years

'

'

'

'

'

'

'

'

'

'

'

'

'

Credit spreads (percent)

'

'

'

'

'

'

'

'

'

'

12000.00%

139000.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Correlation risk (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

25.00%

'

'

'

'

'

'

'

'

'

'

Volatility (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

12.00%

16.00%

18.00%

'

25.00%

28.00%

'

'

'

'

'

'

Timing of sale

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'0 months

'12 months

'

'

'

Cap rate (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8.00%

'

'

'

'

'

Cost to complete/sell (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

30.00%

Fair_Value_Measurement_Quantit1

Fair Value Measurement- Quantitative Information about Level 3 Fair Value Measurements of Liabilities (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2012	Dec. 31, 2011
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'	'	'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	$92	$300	$92	$300	$117	$224	$302	$314
Included in earnings (or changes in net liabilities)	-5	'	-110	'	'	'	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	7	2	5	14	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	-1	12	27	33	'	'	'	'
Fair Value, Measurements, Recurring | Level 3	'	'	'	'	'	'	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'	'	'	'	'	'
Fair value of liabilities	92	'	92	'	'	224	'	'
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Structured Foreign Exchange Swaptions | Option Pricing Model	'	'	'	'	'	'	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'	'	'	'	'	'
Fair value of liabilities	53	'	53	'	'	'	'	'
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Structured Foreign Exchange Swaptions | Option Pricing Model | Minimum	'	'	'	'	'	'	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'	'	'	'	'	'
Correlation risk (percent)	'	'	0.00%	'	'	'	'	'
Volatility (percent)	'	'	12.00%	'	'	'	'	'
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Structured Foreign Exchange Swaptions | Option Pricing Model | Maximum	'	'	'	'	'	'	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'	'	'	'	'	'
Correlation risk (percent)	'	'	25.00%	'	'	'	'	'
Volatility (percent)	'	'	16.00%	'	'	'	'	'
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Equity Options | Option Pricing Model	'	'	'	'	'	'	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'	'	'	'	'	'
Fair value of liabilities	$39	'	$39	'	'	'	'	'
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Equity Options | Option Pricing Model | Minimum	'	'	'	'	'	'	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'	'	'	'	'	'
Volatility (percent)	'	'	23.00%	'	'	'	'	'
Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Equity Options | Option Pricing Model | Maximum	'	'	'	'	'	'	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'	'	'	'	'	'
Volatility (percent)	'	'	28.00%	'	'	'	'	'

Fair_Value_Measurement_Carryin

Fair Value Measurement- Carrying Amount and Fair Value of Financial Instruments (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets:	'	'
Loans	$31	$174
Estimated Fair Value	'	'
Assets:	'	'
Interest-bearing deposits with the Federal Reserve and other central banks	95,519	90,110
Interest-bearing deposits with banks	41,426	43,936
Federal funds sold and securities purchased under resale agreements	9,191	6,593
Securities held-to-maturity	20,300	8,389
Loans	47,706	44,031
Other financial assets	8,359	5,842
Subtotal assets of consolidated investment management funds, at fair value	222,501	198,901
Liabilities:	'	'
Noninterest-bearing deposits	87,303	93,019
Interest-bearing deposits	168,188	153,030
Federal funds purchased and securities sold under repurchase agreements	9,737	7,427
Payables to customers and broker-dealers	15,293	16,095
Borrowings	2,830	1,883
Long-term debt	19,042	19,397
Total liabilities	302,393	290,851
Estimated Fair Value | Level 1	'	'
Assets:	'	'
Securities held-to-maturity	3,307	1,070
Other financial assets	7,304	4,727
Subtotal assets of consolidated investment management funds, at fair value	10,611	5,797
Estimated Fair Value | Level 2	'	'
Assets:	'	'
Interest-bearing deposits with the Federal Reserve and other central banks	95,519	90,110
Interest-bearing deposits with banks	41,426	43,936
Federal funds sold and securities purchased under resale agreements	9,191	6,593
Securities held-to-maturity	16,993	7,319
Loans	47,706	44,031
Other financial assets	1,055	1,115
Subtotal assets of consolidated investment management funds, at fair value	211,890	193,104
Liabilities:	'	'
Noninterest-bearing deposits	87,303	93,019
Interest-bearing deposits	168,188	153,030
Federal funds purchased and securities sold under repurchase agreements	9,737	7,427
Payables to customers and broker-dealers	15,293	16,095
Borrowings	2,830	1,883
Long-term debt	19,042	19,397
Total liabilities	302,393	290,851
Carrying Amount	'	'
Assets:	'	'
Interest-bearing deposits with the Federal Reserve and other central banks	95,519	90,110
Interest-bearing deposits with banks	41,390	43,910
Federal funds sold and securities purchased under resale agreements	9,191	6,593
Securities held-to-maturity	20,358	8,205
Loans	47,700	44,010
Other financial assets	8,359	5,842
Subtotal assets of consolidated investment management funds, at fair value	222,517	198,670
Liabilities:	'	'
Noninterest-bearing deposits	87,303	93,019
Interest-bearing deposits	168,257	153,076
Federal funds purchased and securities sold under repurchase agreements	9,737	7,427
Payables to customers and broker-dealers	15,293	16,095
Borrowings	2,830	1,883
Long-term debt	18,563	18,530
Total liabilities	$301,983	$290,030

Fair_Value_Measurement_Summary

Fair Value Measurement- Summary of Carrying Amount of Hedged Financial Instruments, Related Notional Amount of Hedge and Estimated Fair Value of Derivatives (Detail) (USD $)	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Interest-bearing deposits with banks	'	'
Derivative [Line Items]	'	'
Carrying amount	$1,546	$11,328
Notional amount of hedge	1,546	11,328
Unrealized Gain	28	38
Unrealized (Loss)	-44	-224
Available-for-sale	'	'
Derivative [Line Items]	'	'
Carrying amount	5,888	5,597
Notional amount of hedge	6,414	5,355
Unrealized Gain	568	12
Unrealized (Loss)	-135	-339
Deposits	'	'
Derivative [Line Items]	'	'
Carrying amount	0	10
Notional amount of hedge	0	10
Unrealized Gain	0	1
Unrealized (Loss)	0	0
Long-term Debt	'	'
Derivative [Line Items]	'	'
Carrying amount	13,955	15,100
Notional amount of hedge	13,562	14,314
Unrealized Gain	552	911
Unrealized (Loss)	($49)	($4)

Fair_Value_Option_Assets_and_L

Fair Value Option- Assets and Liabilities, by Type, of Consolidated Investment Management Funds Recorded at Fair Value (Detail) (Investment Management, USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investment Management	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Trading assets	$10,725	$10,961
Other assets	966	520
Subtotal assets of consolidated investment management funds, at fair value	11,691	11,481
Trading liabilities	10,380	10,152
Other liabilities	78	29
Subtotal liabilities of consolidated investment management funds, at fair value	$10,458	$10,181

Fair_Value_Option_Additional_I

Fair Value Option- Additional Information (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Long-term debt, carrying amount	$240	'
Operations	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Long-term debt, fair value	$326	$345

Fair_Value_Option_Changes_in_F

Fair Value Option- Changes in Fair Value of Long-term Debt Included in Foreign Exchange and Other Trading Revenue (Detail) (Long-term Debt, USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Long-term Debt	'		'		'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'		'		'
Changes in fair value under the fair value option election	($2)	[1]	($6)	[1]	$19	[1]	($19)	[1]
[1]	The change in fair value of the long-term debt is approximately offset by an economic hedge included in trading.

Derivative_Instruments_Additio

Derivative Instruments- Additional Information (Detail) (USD $)

3 Months Ended

9 Months Ended

9 Months Ended

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Available-for-sale

Available-for-sale

Available-for-sale

Long-term Debt

Long-term Debt

Long-term Debt

Interest Rate Swap

Interest Rate Swap

Foreign Exchange Contract

Interest Rate Contract

Cash Flow Hedging

Cash Flow Hedging

Cash Flow Hedging

Net Investment Hedging

Available-for-sale

Long-term Debt

Foreign Exchange Contract

Foreign Exchange Contract

Foreign Exchange Contract

Foreign Exchange Contract

Fair Value Hedge

Fair Value Hedge

Maximum

Derivative Instruments and Hedging Activities Disclosure [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Loss on Derivative

$1,200,000

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Original maturities, maximum (in years) of hedged instruments

'

'

'

'

'

'

'

'

'

'30 years

'30 years

'

'

'

'

'

'

Hedged financial instruments

'

'

'

6,200,000,000

'

'

13,600,000,000

'

'

'

'

'

'

'

'

'

'

Hedged financial instruments, notional amount of derivative

'

'

'

'

6,414,000,000

5,355,000,000

'

13,562,000,000

14,314,000,000

6,400,000,000

13,600,000,000

'

'

225,000,000

1,700,000,000

'

5,800,000,000

Derivative Instruments, Loss Recognized in Other Comprehensive Income (Loss), Effective Portion

'

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000

'

-1,000,000

'

Original maturities, minimum (in years) of hedged instruments

'

'

'

'

'

'

'

'

'

'

'5 years

'

'

'

'

'

'

Hedging derivatives, maturities, maximum (in months or in years)

'

'

'

'

'

'

'

'

'

'

'

'

'

'9 months

'9 months

'

'2 years

Non-derivative financial instruments designated as hedges of net investments in foreign subsidiaries were all long-term liabilities of BNY Mellon in various currencies

'

'

531,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional amount of derivatives that will mature within one year

'

'

'

'

'

'

'

'

'

'

'

438,000,000,000

470,000,000,000

'

'

'

'

Notional amount of derivatives that will mature between one and five years

'

'

'

'

'

'

'

'

'

'

'

7,000,000,000

171,000,000,000

'

'

'

'

Notional amount of derivatives that will mature after 5 years

'

'

'

'

'

'

'

'

'

'

'

9,000,000,000

166,000,000,000

'

'

'

'

Value-at-risk methodology assumed holding period for instruments (in days)

'1 day

'

'1 day

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Value-at-risk methodology confidence level percentage (percent)

'

'

99.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Additional collateral the Company would have to post for existing collateral arrangements, if the company's debt rating had fallen below investment grade

$456,000,000

'

$456,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative_Instruments_Ineffec

Derivative Instruments- Ineffectiveness Related to Derivatives and Hedging Relationships Recorded in Income (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Ineffectiveness related to derivatives and hedging relationships	$14.20		($9)
Fair Value Hedge of Securities	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Ineffectiveness related to derivatives and hedging relationships	10.4		-1.7
Fair Value Hedge of Deposits and Long-Term Debt	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Ineffectiveness related to derivatives and hedging relationships	3.8		-7.3
Cash Flow Hedging	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Ineffectiveness related to derivatives and hedging relationships	-0.1		0.1
Other	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Ineffectiveness related to derivatives and hedging relationships	$0.10	[1]	($0.10)	[1]
[1]	Includes ineffectiveness recorded on foreign exchange hedges.

Derivative_Instruments_Impact_

Derivative Instruments- Impact of Derivative Instruments on Balance Sheet (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Asset derivatives fair value	$20,959	[1]	$27,602	[1]
Asset derivatives fair value, effect of master netting agreements	-16,468	[2],[3]	-22,311	[2],[3]
Liability derivatives fair value	21,182	[1]	28,090	[1]
Liability derivatives fair value, effect of master netting agreements	-14,975	[2],[4]	-20,990	[2],[4]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	6,207		7,100
Designated as Hedging Instrument	'		'
Derivatives, Fair Value [Line Items]	'		'
Asset derivatives fair value	1,187	[5]	989	[5]
Liability derivatives fair value	443	[5]	704	[5]
Designated as Hedging Instrument | Interest Rate Contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	19,976	[5]	19,679	[5]
Asset derivatives fair value	1,124	[5]	928	[5]
Liability derivatives fair value	183	[5]	343	[5]
Designated as Hedging Instrument | Foreign Exchange Contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	7,763	[5]	16,805	[5]
Asset derivatives fair value	63	[5]	61	[5]
Liability derivatives fair value	260	[5]	361	[5]
Nondesignated	'		'
Derivatives, Fair Value [Line Items]	'		'
Asset derivatives fair value	19,772	[6]	26,613	[6]
Liability derivatives fair value	20,739	[6]	27,386	[6]
Nondesignated | Interest Rate Contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	786,857	[6]	796,155	[6]
Asset derivatives fair value	15,675	[6]	22,789	[6]
Liability derivatives fair value	16,253	[6]	23,341	[6]
Nondesignated | Foreign Exchange Contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	446,009	[6]	359,204	[6]
Asset derivatives fair value	3,669	[6]	3,513	[6]
Liability derivatives fair value	3,898	[6]	3,632	[6]
Nondesignated | Equity Contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	22,243	[6]	11,375	[6]
Asset derivatives fair value	428	[6]	311	[6]
Liability derivatives fair value	588	[6]	413	[6]
Nondesignated | Credit Risk Contract	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	101	[6]	166	[6]
Asset derivatives fair value	0	[6]	0	[6]
Liability derivatives fair value	$0	[6]	$0	[6]
[1]	Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
[2]	Master netting agreements are reported net of cash collateral received and paid of $1,631 million and $138 million, respectively, at Sept. 30, 2013, and $1,452 million and $131 million, respectively, at Dec. 31, 2012.
[3]	Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[4]	Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[5]	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.
[6]	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_Impact_1

Derivative Instruments- Impact of Derivative Instruments on Balance Sheet (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'	'
Master netting agreements, cash collateral received	$1,631	$1,452
Master netting agreements, cash collateral paid	$138	$131

Derivative_Instruments_Impact_2

Derivative Instruments- Impact of Derivative Instruments on Income Statement (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Foreign Exchange Contract | Net Interest Revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in OCI on derivative (effective portion)	'	'	'	$13	($162)
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	'	'	'	2	0
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	'	'	'	0.1	-0.1
Fair Value Hedging | Interest Rate Contract | Net Interest Revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in income on derivatives	143	169	36	388	-86
Gain or (loss) recognized in hedged item	-137	-167	-44	-374	77
Cash Flow Hedging	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in OCI on derivative (effective portion)	-57	13	-704	127	-691
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	-74	27	-706	123	-698
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	-0.1	0.1
Cash Flow Hedging | Foreign Exchange Contract | Net Interest Revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in OCI on derivative (effective portion)	4	-15	0	-23	7
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	-5	-6	0	-24	4
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Cash Flow Hedging | Foreign Exchange Contract | Other Revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in OCI on derivative (effective portion)	-5	-1	3	-4	5
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	-1	0	1	-1	2
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	-0.1	0.1
Cash Flow Hedging | Foreign Exchange Contract | Trading Revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in OCI on derivative (effective portion)	-67	34	-707	150	-703
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	-67	34	-707	150	-703
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Cash Flow Hedging | Foreign Exchange Contract | Salary Expense	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in OCI on derivative (effective portion)	11	-5	0	4	0
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	-1	-1	0	-2	-1
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Net Investment Hedging | Foreign Exchange Contract	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in OCI on derivative (effective portion)	-192	38	-133	'	'
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	2	0	0	'	'
Net Investment Hedging | Foreign Exchange Contract | 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	$0.20	$0	'	'

Derivative_Instruments_Revenue

Derivative Instruments- Revenue from Foreign Exchange and Other Trading (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Trading Activity, Gains and Losses, Net [Line Items]	'	'	'	'	'
Foreign exchange	$154	$179	$121	$482	$414
Other trading revenue	6	28	61	46	139
Foreign exchange and other trading revenue	160	207	182	528	553
Fixed Income	'	'	'	'	'
Trading Activity, Gains and Losses, Net [Line Items]	'	'	'	'	'
Other trading revenue	-2	12	54	18	117
Credit Derivatives/Other	'	'	'	'	'
Trading Activity, Gains and Losses, Net [Line Items]	'	'	'	'	'
Other trading revenue	$8	$16	$7	$28	$22

Derivative_Instruments_Fair_Va

Derivative Instruments- Fair Value of Derivative Contracts Falling under Early Termination Provisions in Net Liability Position (Detail) (USD $)	Sep. 30, 2013
In Millions, unless otherwise specified
A-	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	$654	[1]
BBB	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	785	[1]
BB plus	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	1,523	[1]
A3	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	654	[1]
Baa2	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	785	[1]
Ba1	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	$1,523	[1]
[1]	The change between rating categories is incremental, not cumulative.

Derivative_Instruments_Offsett

Derivative Instruments- Offsetting (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivative [Line Items]	'		'
Asset derivatives fair value	$20,959	[1]	$27,602	[1]
Asset derivatives fair value, effect of master netting agreements	16,468	[2],[3]	22,311	[2],[3]
Asset derivatives fair value, fair value after effect of master netting agreements	4,491		5,291
Derivative Asset, Not Subject to Master Netting Arrangement	2,417		1,849
Securities Purchased under Agreements to Resell	9,176		6,718
Securities purchased under agreements to resell amount offset against collateral	120	[3],[4]	137	[3],[4]
Securities purchased under agreements to resell amount not offset against collateral	9,056		6,581
Fair value of financial and derivative asset	30,135		34,320
Fair value of financial and derivative asset amount offset against collateral	16,588	[3]	22,448	[3]
Fair value of financial and derivative asset amount not offset against collateral	13,547		11,872
Liability derivatives fair value	21,182	[1]	28,090	[1]
Liability derivatives fair value, effect of master netting agreements	14,975	[2],[5]	20,990	[2],[5]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	6,207		7,100
DerivativeLiabilityNotSubjectToMasterNettingArrangement	2,774		1,083
Securities Sold under Agreements to Repurchase	8,933		7,153
SecuritiesSoldUnderAgreementsToRepurchaseAmountOffsetAgainstCollateral	120	[5],[6]	137	[5],[6]
SecuritiesSoldUnderAgreementsToRepurchaseAmountNotOffsetAgainstCollateralAbstract	8,813		7,016
FairValueOfFinancialandDerivativeLiability	30,115		35,243
FairValueOfFinancialandDerivativeLiabilityAmountOffsetAgainstCollateral	15,095	[5]	21,127	[5]
FairValueOfFinancialandDerivativeLiabilityAmountNotOffsetAgainstCollateral	15,020		14,116
DerivativesSubjectToNettingArrangments [Member]	'		'
Derivative [Line Items]	'		'
Asset derivatives fair value	18,542		25,753
Asset derivatives fair value, effect of master netting agreements	16,468	[3]	22,311	[3]
Asset derivatives fair value, fair value after effect of master netting agreements	2,074		3,442
Liability derivatives fair value	18,408		27,007
Liability derivatives fair value, effect of master netting agreements	14,975	[5]	20,990	[5]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	3,433		6,017
Interest Rate Contract | DerivativesSubjectToNettingArrangments [Member]	'		'
Derivative [Line Items]	'		'
Asset derivatives fair value	15,483		22,234
Asset derivatives fair value, effect of master netting agreements	14,303	[3]	20,042	[3]
Asset derivatives fair value, fair value after effect of master netting agreements	1,180		2,192
Liability derivatives fair value	16,107		23,274
Liability derivatives fair value, effect of master netting agreements	13,271	[5]	19,069	[5]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	2,836		4,205
Foreign Exchange Contract | DerivativesSubjectToNettingArrangments [Member]	'		'
Derivative [Line Items]	'		'
Asset derivatives fair value	2,687		3,255
Asset derivatives fair value, effect of master netting agreements	2,005	[3]	2,171	[3]
Asset derivatives fair value, fair value after effect of master netting agreements	682		1,084
Liability derivatives fair value	1,847		3,423
Liability derivatives fair value, effect of master netting agreements	1,544	[5]	1,823	[5]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	303		1,600
Equity Contract | DerivativesSubjectToNettingArrangments [Member]	'		'
Derivative [Line Items]	'		'
Asset derivatives fair value	372		264
Asset derivatives fair value, effect of master netting agreements	160	[3]	98	[3]
Asset derivatives fair value, fair value after effect of master netting agreements	212		166
Liability derivatives fair value	454		310
Liability derivatives fair value, effect of master netting agreements	160	[5]	98	[5]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	$294		$212
[1]	Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
[2]	Master netting agreements are reported net of cash collateral received and paid of $1,631 million and $138 million, respectively, at Sept. 30, 2013, and $1,452 million and $131 million, respectively, at Dec. 31, 2012.
[3]	Includes the effect of netting agreements and net cash collateral paid. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[4]	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.
[5]	Includes the effect of netting agreements and net cash collateral received. The offset related to the over-the-counter derivatives was allocated to the various types of derivatives based on the net positions.
[6]	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.

Commitments_and_Contingent_Lia2

Commitments and Contingent Liabilities- Significant Industry Concentrations Related to Credit Exposure (Detail) (USD $)	Sep. 30, 2013
In Billions, unless otherwise specified
Financial institutions	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	$12.70
Unfunded commitments	16
Total exposure	28.7
Financial institutions | Banks	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	8.3
Unfunded commitments	2
Total exposure	10.3
Financial institutions | Asset Managers	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	1.2
Unfunded commitments	4
Total exposure	5.2
Financial institutions | Securities Industry	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	2.5
Unfunded commitments	1.5
Total exposure	4
Financial institutions | Insurance	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	0.1
Unfunded commitments	4.3
Total exposure	4.4
Financial institutions | Government	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	0.4
Unfunded commitments	3
Total exposure	3.4
Financial institutions | Other	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	0.2
Unfunded commitments	1.2
Total exposure	1.4
Commercial	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	1.6
Unfunded commitments	19.9
Total exposure	21.5
Commercial | Services and Other	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	0.6
Unfunded commitments	6.1
Total exposure	6.7
Commercial | Energy and Utilities	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	0.7
Unfunded commitments	6.1
Total exposure	6.8
Commercial | Manufacturing	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	0.3
Unfunded commitments	5.9
Total exposure	6.2
Commercial | Media and Telecom	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'
Loans	0
Unfunded commitments	1.8
Total exposure	$1.80

Commitments_and_Contingent_Lia3

Commitments and Contingent Liabilities- Summary of Off-Balance Sheet Credit Risks, Net of Participations (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Lending commitments	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Off Balance Sheet Credit Risk	$33,184	[1]	$31,265	[1]
Standby letters of credit	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Off Balance Sheet Credit Risk	6,737	[2]	7,167	[2]
Commercial letters of credit	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Off Balance Sheet Credit Risk	374		219
Securities lending indemnifications	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Off Balance Sheet Credit Risk	$268,637	[3]	$245,717	[3]
[1]	Net of participations totaling $326 million at Sept. 30, 2013 and $350 million at Dec. 31, 2012.
[2]	Net of participations totaling $793 million at Sept. 30, 2013 and $1.0 billion at Dec. 31, 2012.
[3]	Excludes securities lending activity at the CIBC Mellon joint venture of $65 billion at Sept. 30, 2013 and $66 billion at Dec. 31, 2012.

Commitments_and_Contingent_Lia4

Commitments and Contingent Liabilities- Summary of Off-Balance Sheet Credit Risks, Net of Participations (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Securities Lending Indemnifications Joint Venture	$65,000,000,000	$66,000,000,000
Lending commitments	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Off-balance sheet credit risks participations	326,000,000	350,000,000
Standby letters of credit	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Off-balance sheet credit risks participations	$793,000,000	$1,000,000,000

Commitments_and_Contingent_Lia5

Commitments and Contingent Liabilities- Additional Information (Detail) (USD $)	Sep. 30, 2013		Dec. 31, 2012		Jan. 18, 2008
	LegalMatter
Commitments and Contingencies Disclosure [Line Items]	'		'		'
Lending commitment maturing in less than one year	$9,600,000,000		'		'
Lending commitment maturing in one to five years	23,400,000,000		'		'
Lending commitment maturing over five years	200,000,000		'		'
Allowance for lending related commitments	133,000,000		121,000,000		'
Maximum maturities of prearranged contract for a securities lending transaction (in days)	'90 days		'90 days		'
Cash collateralization percentage generally required for a securities lending transaction with indemnification against broker default (percent)	102.00%		102.00%		'
Securities lending indemnifications, secured amount of collateral	277,000,000,000		253,000,000,000		'
Securities Lending Indemnifications Joint Venture	65,000,000,000		66,000,000,000		'
Securities Lending Indemnifications Collateral Joint Venture	69,000,000,000		70,000,000,000		'
Potential exposure of off-balance sheet credit risks	100,000,000		'		'
Loss contingency, aggregate range of reasonable loss	650,000,000		'		'
Bank filed a proof of claim on Jan. 18, 2008 in the Chapter 11 bankruptcy of Sentinel Management Group, Inc. (Sentinel), seeking to recover approximate amount loaned to Sentinel	'		'		312,000,000
Number of Lawsuits Pending Related to Stanford Matter	3		'		'
Standby letters of credit	'		'		'
Commitments and Contingencies Disclosure [Line Items]	'		'		'
Off Balance Sheet Credit Risk	6,737,000,000	[1]	7,167,000,000	[1]	'
SBLCs collateralized with cash and securities	505,000,000		781,000,000		'
SBLCs expiring within one year	3,400,000,000		'		'
SBLCs expiring within one to five years	'		3,300,000,000		'
Commercial letters of credit	'		'		'
Commitments and Contingencies Disclosure [Line Items]	'		'		'
Off Balance Sheet Credit Risk	374,000,000		219,000,000		'
Securities lending indemnifications	'		'		'
Commitments and Contingencies Disclosure [Line Items]	'		'		'
Off Balance Sheet Credit Risk	$268,637,000,000	[2]	$245,717,000,000	[2]	'
[1]	Net of participations totaling $793 million at Sept. 30, 2013 and $1.0 billion at Dec. 31, 2012.
[2]	Excludes securities lending activity at the CIBC Mellon joint venture of $65 billion at Sept. 30, 2013 and $66 billion at Dec. 31, 2012.

Commitments_and_Contingent_Lia6

Commitments and Contingent Liabilities- Standby Letters of Credits by Investment Grade (Detail) (Standby letters of credit)	9 Months Ended	12 Months Ended
	Sep. 30, 2013	Dec. 31, 2012
Investment grade	'	'
Concentration Risk [Line Items]	'	'
Concentration risk (percent)	89.00%	93.00%
Noninvestment grade	'	'
Concentration Risk [Line Items]	'	'
Concentration risk (percent)	11.00%	7.00%

Lines_of_Businesses_Additional

Lines of Businesses- Additional Information (Detail)	9 Months Ended
	Sep. 30, 2013
	Segment
Segment Reporting [Abstract]	'
Number of principal businesses (segment)	2

Lines_of_Businesses_Contributi

Lines of Businesses- Contribution of Segments to Overall Profitability (Detail) (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Jun. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Segment Reporting Information [Line Items]	'		'		'		'		'
Fee and other revenue	$2,987	[1]	$3,213	[2]	$2,901	[3]	$9,078	[4]	$8,625	[5]
Net interest revenue	772		757		749		2,248		2,248
Total revenue	3,759		3,970		3,650		11,326		10,873
Provision for credit losses	2		-19		-5		-41		-19
Noninterest expense	2,779		2,822		2,705		8,429		8,508
Income (loss) before taxes	978	[1]	1,167	[2]	950	[3]	2,938	[4]	2,384	[5]
Pre-tax operating margin (percent)	26.00%	[6]	29.00%	[6]	26.00%	[6]	26.00%	[6]	22.00%	[6]
Average assets	341,750		337,455		318,914		337,651		308,459
Investment Management	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Fee and other revenue	920	[1]	922	[2]	869	[3]	2,733	[4]	2,576	[5]
Net interest revenue	67		63		51		192		158
Total revenue	987		985		920		2,925		2,734
Provision for credit losses	0		0		0		0		0
Noninterest expense	732		713		692		2,188		2,050
Income (loss) before taxes	255	[1]	272	[2]	228	[3]	737	[4]	684	[5]
Pre-tax operating margin (percent)	26.00%	[6]	28.00%	[6]	25.00%	[6]	25.00%	[6]	25.00%	[6]
Average assets	38,690		37,953		35,285		38,461		35,665
Investment Services	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Fee and other revenue	1,947		1,971		1,876		5,780		5,606
Net interest revenue	619		633		608		1,905		1,857
Total revenue	2,566		2,604		2,484		7,685		7,463
Provision for credit losses	0		0		-4		1		-2
Noninterest expense	1,812		1,880		1,779		5,535		5,755
Income (loss) before taxes	754		724		709		2,149		1,710
Pre-tax operating margin (percent)	29.00%	[6]	28.00%	[6]	29.00%	[6]	28.00%	[6]	23.00%	[6]
Average assets	246,254		244,803		224,987		243,770		216,579
Other	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Fee and other revenue	120		320		156		565		443
Net interest revenue	86		61		90		151		233
Total revenue	206		381		246		716		676
Provision for credit losses	2		-19		-1		-42		-17
Noninterest expense	235		229		234		706		703
Income (loss) before taxes	-31		171		13		52		-10
Average assets	$56,806		$54,699		$58,642		$55,420		$56,215
[1]	Total fee and other revenue includes income from consolidated investment management funds of $32 million, net of noncontrolling interests of $8 million, for a net impact of $24 million. Income before taxes includes noncontrolling interests of $8 million.
[2]	Total fee and other revenue includes income from consolidated investment management funds of $65 million, net of noncontrolling interests of $39 million, for a net impact of $26 million. Income before taxes includes noncontrolling interests of $39 million.
[3]	Total fee and other revenue includes income from consolidated investment management funds of $47 million, net of noncontrolling interests of $25 million, for a net impact of $22 million. Income before taxes includes noncontrolling interests of $25 million.
[4]	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $63 million, for a net impact of $84 million. Income before taxes includes noncontrolling interests of $63 million.
[5]	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $65 million, for a net impact of $82 million. Income before taxes includes noncontrolling interests of $65 million.
[6]	Income before taxes divided by total revenue.

Lines_of_Businesses_Contributi1

Lines of Businesses- Contribution of Segments to Overall Profitability (Parenthetical) (Detail) (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Jun. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Segment Reporting Information [Line Items]	'		'		'		'		'
Net (income) attributable to noncontrolling interests	($8)		($40)		($25)		($64)		($67)
Fee and other revenue	2,987	[1]	3,213	[2]	2,901	[3]	9,078	[4]	8,625	[5]
Investment Management	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Income of consolidated investment management funds	32		65		47		147		147
Net (income) attributable to noncontrolling interests	-8		-39		-25		-63		-65
Fee and other revenue	$24		$26		$22		$84		$82
[1]	Total fee and other revenue includes income from consolidated investment management funds of $32 million, net of noncontrolling interests of $8 million, for a net impact of $24 million. Income before taxes includes noncontrolling interests of $8 million.
[2]	Total fee and other revenue includes income from consolidated investment management funds of $65 million, net of noncontrolling interests of $39 million, for a net impact of $26 million. Income before taxes includes noncontrolling interests of $39 million.
[3]	Total fee and other revenue includes income from consolidated investment management funds of $47 million, net of noncontrolling interests of $25 million, for a net impact of $22 million. Income before taxes includes noncontrolling interests of $25 million.
[4]	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $63 million, for a net impact of $84 million. Income before taxes includes noncontrolling interests of $63 million.
[5]	Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $65 million, for a net impact of $82 million. Income before taxes includes noncontrolling interests of $65 million.

Supplemental_information_to_th2

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 $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Supplemental Cash Flow Information [Abstract]	'	'
Transfers from loans to other assets for other real estate owned (“OREO”)	$3	$6
Change in assets of consolidated VIEs	210	22
Change in liabilities of consolidated VIEs	277	39
Change in noncontrolling interests of consolidated VIEs	$12	$111