The Bank of New York Mellon Corporation (BK) 10-Q 7 Nov 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2014
Documentand Entity Information [Abstract]	'
Document Type	'10-Q
Amendment Flag	'false
Document Period End Date	30-Sep-14
Document Fiscal Year Focus	'2014
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 Well-known Seasoned Issuer	'Yes
Entity Current Reporting Status	'Yes
Entity Voluntary Filers	'No
Entity Filer Category	'Large Accelerated Filer
Entity Common Stock, Shares Outstanding (shares)	1,125,709,682

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, 2014		Jun. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Investment services fees:	'		'		'		'		'
Foreign exchange and other trading revenue	$153		$130		$160		$419		$528
Net securities gains	20		18		22		60		102
Total fee and other revenue	3,867	[1]	3,009	[2]	3,003	[3],[4]	9,775	[5]	9,126	[3],[6]
Net interest revenue	'		'		'		'		'
Interest revenue	809		811		855		2,432		2,506
Interest expense	88		92		83		264		258
Net interest revenue	721		719		772		2,168		2,248
Provision for credit losses	-19		-12		2		-49		-41
Net interest revenue after provision for credit losses	740		731		770		2,217		2,289
Noninterest expense	'		'		'		'		'
Staff	1,477		1,439		1,516		4,427		4,497
Professional, legal and other purchased services	323		314		296		949		908
Software	154		154		147		460		444
Net occupancy	154		152		153		460		475
Distribution and servicing	107		112		108		326		325
Furniture and equipment	80		82		79		247		248
Sub-custodian	67		81		71		216		212
Business development	61		68		63		193		221
Other	250		347		249		820		771
Amortization of intangible assets	75		75		81		225		260
Merger and integration, litigation and restructuring charges	220		122		16		330		68
Total noninterest expense	2,968		2,946		2,779		8,653		8,429
Income	'		'		'		'		'
Income before income taxes	1,662		811		1,002	[7]	3,399		3,049	[7]
Provision for income taxes	556		217		19	[7]	1,005		1,420	[7]
Net income (loss)	1,106		594		983	[7]	2,394		1,629	[7]
Net (income) attributable to noncontrolling interests (includes $(23), $(17), $(8), $(60) and $(63) related to consolidated investment management funds, respectively)	-23		-17		-8		-60		-64
Net income applicable to shareholders of The Bank of New York Mellon Corporation	1,083		577		975	[7]	2,334		1,565	[7]
Preferred stock dividends	-13		-23		-13		-49		-38
Net income applicable to common shareholders of The Bank of New York Mellon Corporation	1,070		554		962	[7]	2,285		1,527	[7]
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	1,070		554		962	[7]	2,285		1,527	[7]
Less: Earnings allocated to participating securities	20		10		18	[7]	43		27	[7]
Change in the excess of redeemable value over the fair value of noncontrolling interests	'		'		0		'		1
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	1,050		544		944	[7]	2,242		1,499	[7]
Average common shares and equivalents outstanding of The Bank of New York Mellon Corporation	'		'		'		'		'
Basic (shares)	1,126,946		1,133,556		1,148,724		1,133,006		1,153,327
Common stock equivalents (shares)	20,807		18,198		17,236		19,547		16,242
Less: Participating securities (shares)	-12,882		-11,954		-13,281		-12,835		-12,618
Diluted (shares)	1,134,871		1,139,800		1,152,679		1,139,718		1,156,951
Anti-dilutive securities (shares)	40,360	[8]	45,784	[8]	58,735	[8]	45,368	[8]	77,758	[8]
Basic:	'		'		'		'		'
Basic (usd per share)	$0.93	[7],[9]	$0.48	[7],[9]	$0.82	[7],[9]	$1.98	[7],[9]	$1.30	[7],[9]
Diluted:	'		'		'		'		'
Diluted (usd per share)	$0.93	[7],[9]	$0.48	[7],[9]	$0.82	[7],[9]	$1.97	[7],[9]	$1.30	[7],[9]
Operations	'		'		'		'		'
Investment services fees:	'		'		'		'		'
Asset servicing	1,025		1,022		964		3,056		2,921
Clearing services	337		326		315		988		940
Issuer services	315		231		322		775		853
Treasury services	142		141		137		419		417
Total investment services fees	1,819		1,720		1,738		5,238		5,131
Investment management and performance fees	881		883		821		2,607		2,491
Foreign exchange and other trading revenue	153		130		160		419		528
Distribution and servicing	44		43		43		130		137
Financing-related fees	44		44		44		126		129
Investment and other income	890		142		151	[7]	1,134		524	[7]
Total fee revenue	3,831		2,962		2,957	[7]	9,654		8,940	[7]
Net securities gains — including other-than-temporary impairment	21		18		24		62		107
Noncredit-related portion of other-than-temporary impairment (recognized in other comprehensive income)	1		0		2		2		5
Net securities gains	20		18		22		60		102
Total fee and other revenue	3,851		2,980		2,979	[7]	9,714		9,042	[7]
Investment Management funds	'		'		'		'		'
Investment services fees:	'		'		'		'		'
Total fee and other revenue	16		29		24		61		84
Operations of consolidated investment management funds	'		'		'		'		'
Investment income	123		141		134		402		439
Interest of investment management fund note holders	84		95		102		281		292
Income from consolidated investment management funds	39		46		32		121		147
Income	'		'		'		'		'
Net (income) attributable to noncontrolling interests (includes $(23), $(17), $(8), $(60) and $(63) related to consolidated investment management funds, respectively)	($23)		($17)		($8)		($60)		($63)
[1]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $39 million, net of noncontrolling interests of $23 million, for a net impact of $16 million. Income before taxes is net of noncontrolling interests of $23 million.
[2]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $46 million, net of noncontrolling interests of $17 million, for a net impact of $29 million. Income before taxes is net of noncontrolling interests of $17 million.
[3]	Consolidated results and Other segment results have been restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[4]	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $8 million.
[5]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $121 million, net of noncontrolling interests of $60 million, for a net impact of $61 million. Income before taxes is net of noncontrolling interests of $60 million.
[6]	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $63 million.
[7]	Results for the third quarter of 2013 and the first nine months of 2013 were restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[8]	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.
[9]	Basic and diluted earnings per share under the two-class method are determined on the net income applicable to common shareholders of The Bank of New York Mellon Corporation reported on the income statement less earnings allocated to participating securities, and the change in the excess of redeemable value over the fair value of noncontrolling interests, if applicable.

Consolidated_Income_Statement_

Consolidated Income Statement (Parenthetical) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Net (income) attributable to noncontrolling interests	($23)	($17)	($8)	($60)	($64)
Investment Management	'	'	'	'	'
Net (income) attributable to noncontrolling interests	($23)	($17)	($8)	($60)	($63)

Consolidated_Comprehensive_Inc

Consolidated Comprehensive Income Statement (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Jun. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Statement of Comprehensive Income [Abstract]	'		'		'		'		'
Net income	$1,106		$594		$983	[1]	$2,394		$1,629	[1],[2]
Other comprehensive income (loss), net of tax:	'		'		'		'		'
Foreign currency translation adjustments	-589		77		385		-475		81
Unrealized gain (loss) on assets available-for-sale:	'		'		'		'		'
Unrealized gain (loss) arising during the period	4		210		-72		376		-814
Reclassification adjustment	-13	[3]	-14	[3]	-2	[3]	-40	[3]	-49	[3]
Total unrealized gain (loss) on assets available-for-sale	-9		196		-74		336		-863
Defined benefit plans:	'		'		'		'		'
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost	19	[3]	17	[3]	31	[3]	55	[3]	105	[3]
Total defined benefit plans	19		17		31		55		105
Net unrealized gain (loss) on cash flow hedges	-12		-2		12		-13		4
Total other comprehensive income (loss), net of tax	-591	[4]	288	[4]	354	[4]	-97	[4]	-673	[4]
Net (income) attributable to noncontrolling interests	-23		-17		-8		-60		-64
Other comprehensive (income) loss attributable to noncontrolling interests	77		-1		-42		73		-23
Net comprehensive income	$569		$864		$1,287		$2,310		$869
[1]	restated to reflect the retrospective application of adopting new accounting guidance related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[2]	Information for the nine months ended Sept. 30, 2013 was restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[3]	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[4]	Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $(514) million for the quarter ended Sept. 30, 2014, $287 million for the quarter ended June 30, 2014 , $312 million for the quarter ended Sept. 30, 2013, $(24) million for the nine months ended Sept. 30, 2014 and $(696) million for the nine months ended Sept. 30, 2013.

Consolidated_Comprehensive_Inc1

Consolidated Comprehensive Income Statement (Parenthetical) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Statement of Comprehensive Income [Abstract]	'	'	'	'	'
Net gain (loss) arising during the period	($514)	$287	$312	($24)	($696)

Consolidated_Balance_Sheet

Consolidated Balance Sheet (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Securities:	'		'
Held-to-maturity (fair value of $20,167 and $19,443)	$20,137		'
Loans	57,527	[1]	51,657	[1]
Allowance for loan losses	-191		'
Goodwill	17,992		18,073
Intangible assets	4,215		4,452
Other assets (includes $1,850 and $1,728, at fair value)	21,523		20,566
Total assets	386,296		374,516
Deposits:	'		'
Total liabilities	346,698		336,006
Temporary equity	'		'
Redeemable noncontrolling interests	246		230
Permanent equity	'		'
Preferred stock – par value $0.01 per share; authorized 100,000,000 shares; issued 15,826 and 15,826 shares	1,562	[2]	1,562	[2]
Common stock – par value $0.01 per share; authorized 3,500,000,000 shares; issued 1,286,670,537 and 1,268,036,220 shares	13		13
Additional paid-in capital	24,499		24,002
Retained earnings	17,670		15,952
Accumulated other comprehensive loss, net of tax	-916		-892
Less: Treasury stock of 160,960,855 and 125,786,430 common shares, at cost	-4,377		-3,140
Total The Bank of New York Mellon Corporation shareholders’ equity	38,451		37,497
Total permanent equity	39,352	[3]	38,280	[3]
Total liabilities, temporary equity and permanent equity	386,296		374,516
Operations	'		'
Cash and due from:	'		'
Banks	6,410		6,460
Interest-bearing deposits with the Federal Reserve and other central banks	92,317		104,359
Interest-bearing deposits with banks	30,341		35,300
Federal funds sold and securities purchased under resale agreements	17,375		9,161
Securities:	'		'
Held-to-maturity (fair value of $20,167 and $19,443)	20,137		19,743
Available-for-sale	95,559		79,309
Total securities	115,696		99,052
Trading assets	11,613		12,098
Loans	57,527		51,657
Allowance for loan losses	-191		-210
Net loans	57,336		51,447
Premises and equipment	1,351		1,655
Accrued interest receivable	565		621
Goodwill	17,992		18,073
Intangible assets	4,215		4,452
Other assets (includes $1,850 and $1,728, at fair value)	21,523		20,566
Other assets	1,850		1,728
Total assets	376,734		363,244
Deposits:	'		'
Noninterest-bearing (principally U.S. offices)	101,105		95,475
Interest-bearing deposits in U.S. offices	56,740		56,640
Interest-bearing deposits in Non-U.S. offices	107,051		109,014
Total deposits	264,896		261,129
Federal funds purchased and securities sold under repurchase agreements	9,687		9,648
Trading liabilities	7,734		6,945
Payables to customers and broker-dealers	20,155		15,707
Commercial paper	0		96
Other borrowed funds	852		663
Accrued taxes and other expenses	6,482		6,996
Other liabilities (including allowance for lending-related commitments of $97 and $134, also includes $235 and $503, at fair value)	7,169		4,827
Long-term debt (includes $337 and $321, at fair value)	21,583		19,864
Other liabilities	235		503
Total liabilities	338,558		325,875
Investment Management funds	'		'
Securities:	'		'
Trading assets	8,823		10,397
Other assets	739		875
Subtotal assets of consolidated investment management funds, at fair value	9,562		11,272
Deposits:	'		'
Trading liabilities	8,130		10,085
Other liabilities	10		46
Subtotal liabilities of consolidated investment management funds, at fair value	8,140		10,131
Permanent equity	'		'
Nonredeemable noncontrolling interests of consolidated investment management funds	$901		$783
[1]	Net of unearned income of $894 million at Sept. 30, 2014 and $1,020 million at Dec. 31, 2013 primarily on domestic and foreign lease financings.
[2]	The carrying value of the Series C and Series D preferred stock is recorded net of issuance costs.
[3]	Includes total The Bank of New York Mellon Corporation common shareholders’ equity of $35,935 million at Dec. 31, 2013 and $36,889 million at Sept. 30, 2014

Consolidated_Balance_Sheet_Par

Consolidated Balance Sheet (Parenthetical) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
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)	1,286,670,537	1,268,036,220
Treasury stock, common shares (shares)	160,960,855	125,786,430
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	15,826
Operations	'	'
Held-to-maturity, fair value	$20,167	$19,443
Other assets	1,850	1,728
Other liabilities, allowance for lending related commitments	97	134
Other liabilities	235	503
Long-term debt, at fair value	$337	$321

Consolidated_Statement_of_Cash

Consolidated Statement of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Operating activities	'	'
Net income	$2,394	$1,629	[1],[2]
Net (income) attributable to noncontrolling interests	-60	-64
Net income applicable to shareholders of The Bank of New York Mellon Corporation	2,334	1,565	[1]
Adjustments to reconcile net income to net cash provided by (used for) operating activities:	'	'
Provision for credit losses	-49	-41
Pension plan contributions	-37	-30
Depreciation and amortization	976	1,051
Deferred tax (benefit)	-510	314	[1]
Net securities (gains) and venture capital (income)	-65	-103
Change in trading activities	1,154	-1,866
Change in accruals and other, net	-505	-945	[1]
Net cash provided by (used for) operating activities	3,298	-55
Investing activities	'	'
Change in interest-bearing deposits with banks	4,950	3,997
Change in interest-bearing deposits with the Federal Reserve and other central banks	12,042	-5,409
Purchases of securities held-to-maturity	-2,132	-6,737
Paydowns of securities held-to-maturity	1,399	1,107
Maturities of securities held-to-maturity	99	31
Purchases of securities available-for-sale	-51,428	-19,787
Sales of securities available-for-sale	25,253	14,824
Paydowns of securities available-for-sale	5,424	7,854
Maturities of securities available-for-sale	4,417	2,339
Net change in loans	-6,060	-3,586
Sales of loans and other real estate	259	104
Change in federal funds sold and securities purchased under resale agreements	-8,214	-2,598
Change in seed capital investments	-240	-144
Purchases of premises and equipment/capitalized software	-595	-372
Proceeds from the sale of premises and equipment	585	0
Acquisitions, net of cash	-25	-17
Dispositions, net of cash	64	84
Other, net	3,543	-227
Net cash (used for) investing activities	-10,659	-8,537
Financing activities	'	'
Change in deposits	2,442	8,741
Change in federal funds purchased and securities sold under repurchase agreements	39	2,310
Change in payables to customers and broker-dealers	4,448	-802
Change in other borrowed funds	275	-541
Change in commercial paper	-96	1,513
Net proceeds from the issuance of long-term debt	4,686	2,696
Repayments of long-term debt	-2,921	-1,928
Proceeds from the exercise of stock options	276	171
Issuance of common stock	20	19
Issuance of preferred stock	0	494
Treasury stock acquired	-1,237	-705
Common cash dividends paid	-566	-505
Preferred cash dividends paid	-49	-38
Other, net	94	-181
Net cash provided by financing activities	7,411	11,244
Effect of exchange rate changes on cash	-100	-75
Change in cash and due from banks	'	'
Change in cash and due from banks	-50	2,577
Cash and due from banks at beginning of period	6,460	4,727
Cash and due from banks at end of period	6,410	7,304
Supplemental disclosures	'	'
Interest paid	291	286
Income taxes paid	514	305
Income taxes refunded	$142	$24
[1]	Information for the nine months ended Sept. 30, 2013 was restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[2]	restated to reflect the retrospective application of adopting new accounting guidance related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.

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 income (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, 2013	$38,280	[1]	$1,562	$13	$24,002	$15,952	($892)	($3,140)	$783	$230
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'		'	'	'	'	'	'	'	'
Shares issued to shareholders of noncontrolling interests	'		'	'	'	'	'	'	'	49
Redemption of subsidiary shares from noncontrolling interests	-31		'	'	-31	'	'	'	'	-54
Other net changes in noncontrolling interests	136		'	'	10	'	'	'	126	26
Net income	2,394		'	'	'	2,334	'	'	60	'
Other comprehensive income (loss)	-92		'	'	'	'	-24	'	-68	-5
Dividends:	'		'	'	'	'	'	'	'	'
Common stock at $0.49 per share	-567		'	'	'	-567	'	'	'	'
Preferred stock	-49		'	'	'	-49	'	'	'	'
Repurchase of common stock	-1,237		'	'	'	'	'	-1,237	'	'
Common stock issued under:	'		'	'	'	'	'	'	'	'
Employee benefit plans	18		'	'	18	'	'	'	'	'
Direct stock purchase and dividend reinvestment plan	16		'	'	16	'	'	'	'	'
Stock awards and options exercised	484		'	'	484	'	'	'	'	'
Ending Balance at Sep. 30, 2014	$39,352	[1]	$1,562	$13	$24,499	$17,670	($916)	($4,377)	$901	$246
[1]	Includes total The Bank of New York Mellon Corporation common shareholders’ equity of $35,935 million at Dec. 31, 2013 and $36,889 million at Sept. 30, 2014

Consolidated_Statement_of_Chan1

Consolidated Statement of Changes in Equity (Parenthetical) (USD $)	9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2014	Dec. 31, 2013
		Common stock	Common stock
Stockholders' Equity Attributable to Parent	$37,497	$36,889	$35,935
Dividends on common stock, per share (usd per share)	$0.49	'	'

Basis_of_presentation

Basis of presentation	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Basis of presentation	'
	Basis of presentation
	The accounting and financial reporting policies of BNY Mellon, a global financial services company, conform to U.S. generally accepted accounting principles (“GAAP”) and prevailing industry practices.
	The accompanying consolidated financial statements are unaudited. In the opinion of management, all adjustments necessary for a fair presentation of financial position, results of operations and cash flows for the periods have been made. These financial statements should be read in conjunction with BNY Mellon’s Annual Report on Form 10-K for the year ended Dec. 31, 2013. Certain immaterial reclassifications have been made to prior periods to place them on a basis comparable with current period presentation.
	In the first quarter of 2014, BNY Mellon elected to early adopt the new accounting guidance included in Accounting Standards Update (“ASU”) 2014-01, “Accounting for Investments in Qualified Affordable Housing Projects - a Consensus of the FASB Emerging Issues Task Force.” As a result, we restated the prior period financial statements to reflect the impact of the retrospective application of the new accounting guidance. See Note 2 of the Notes to Consolidated Financial Statements for additional information.
	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.
	Subsequent Event
	As previously disclosed, our 2006 and 2009 tax years remain open primarily to permit a tax carryback claim.  On Nov. 4, 2014, the IRS notified us that our carryback claim was approved and they are processing the refund.  We are determining the financial statement impact of the carryback and associated interest but estimate the after-tax benefit will range between $160 million to $190 million in the fourth quarter of 2014.

Accounting_Changes_and_New_Acc

Accounting Changes and New Accounting Guidance	9 Months Ended
	Sep. 30, 2014
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]	'
Accounting changes and new accounting guidance	'
	Accounting changes and new accounting guidance
	ASU - 2014-01 - Accounting for Investments in Qualified Affordable Housing Projects - a Consensus of the FASB Emerging Issues Task Force
	In January 2014, the Financial Accounting Standards Board (“FASB”) issued ASU 2014-01, “Accounting for Investments in Qualified Affordable Housing Projects - a Consensus of the FASB Emerging Issues Task Force.” This ASU permits entities that invest in a qualified affordable housing project through a limited liability entity to elect to account for the income statement effects of such investments using the proportional amortization method if certain conditions are met. The impact to the income statement was recorded in income tax expense. Investments in qualified affordable housing projects not accounted for using the proportional amortization method were accounted for as an equity method investment or cost method investment. In addition, the Company included the value of commitments to fund qualified affordable housing projects on the balance sheet.  These investments are recorded in other assets. In the first quarter of 2014, we restated the prior period financial statements to reflect the impact of the retrospective application of the new accounting guidance.
	The table below presents the impact of the new accounting guidance on our previously reported earnings per share applicable to the common shareholders.
	Earnings per share applicable to the common shareholders of The Bank of New York Mellon Corporation	As previously reported					As revised
	(in dollars)	3Q13			YTD13		3Q13			YTD13
	Basic	$	0.83		$	1.31	$	0.82		$	1.3
	Diluted	$	0.82		$	1.3	$	0.82		$	1.3
	The table below presents the impact of the new accounting guidance on our previously reported income statements.
	Income statement	As previously reported					Adjustments						As revised
	(in millions)	3Q13			YTD13		3Q13			YTD13			3Q13		YTD13
	Investment and other income	$	135		$	476	$	16		$	48		$	151	$	524
	Total fee revenue	2,941			8,892		16			48			2,957		8,940
	Total fee and other revenue	2,963			8,994		16			48			2,979		9,042
	Income before income taxes	986			3,001		16			48			1,002		3,049
	Provision (benefit) for income taxes	(2		)	1,365		21			55			19		1,420
	Net income (loss)	988			1,636		(5		)	(7		)	983		1,629
	Net income (loss) applicable to shareholders of The Bank of New York Mellon Corporation	980			1,572		(5		)	(7		)	975		1,565
	Net income (loss) applicable to common shareholders of The Bank of New York Mellon Corporation	967			1,534		(5		)	(7		)	962		1,527

Acquisitions_and_dispositions

Acquisitions and dispositions	9 Months Ended
	Sep. 30, 2014
Business Acquisitions and Dispositions [Abstract]	'
Acquisitions and dispositions	'
	Acquisitions and dispositions
	We sometimes structure our acquisitions with both an initial payment and later contingent payments tied to post-closing revenue or income growth. There were no contingent payments in the third quarter of 2014. Contingent payments were $1 million in the first nine months of 2014.
	At Sept. 30, 2014, 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 amount to $5 million over the next 3 months. The acquisitions and dispositions described below did not have a material impact on BNY Mellon’s results of operations.
	Acquisitions in 2014
	On May 1, 2014, BNY Mellon acquired the remaining 65% interest of HedgeMark International, LLC for $26 million. Since 2011, BNY Mellon held a 35% ownership stake in HedgeMark. Goodwill related to this acquisition totaled $47 million and is included in the Investment Services business. The customer relationship intangible asset related to this acquisition is included in our Investment Services business and totaled $1 million.
	Dispositions in 2014
	On April 23, 2014, BNY Mellon sold the subsidiary that conducts corporate trust business in Mexico that was part of our Investment Services business, for $65 million. As a result of this sale, we recorded an after-tax gain of $4 million. In addition, goodwill of $8 million and customer relationship intangible assets of $1 million were removed from the balance sheet as a result of this sale.
	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.

Securities

Securities	9 Months Ended
	Sep. 30, 2014
Securities [Abstract]	'
Securities	'
	Securities
	The following tables present the amortized cost, the gross unrealized gains and losses and the fair value of securities at Sept. 30, 2014 and Dec. 31, 2013.
	Securities at Sept. 30, 2014	Amortized cost			Gross unrealized						Fair value
	(in millions)				Gains			Losses
	Available-for-sale:
	U.S. Treasury	$	21,078		$	112		$	89		$	21,101
	U.S. Government agencies	360			4			3			361
	State and political subdivisions	5,321			108			25			5,404
	Agency RMBS	30,286			327			405			30,208
	Non-agency RMBS	990			41			26			1,005
	Other RMBS	1,851			33			25			1,859
	Commercial MBS	1,993			43			12			2,024
	Agency commercial MBS	2,883			18			14			2,887
	Asset-backed CLOs	1,984			12			—			1,996
	Other asset-backed securities	3,024			7			6			3,025
	Foreign covered bonds	2,863			87			1			2,949
	Corporate bonds	1,636			44			10			1,670
	Other debt securities	17,571			171			7			17,735			(a)
	Equity securities	96			1			—			97
	Money market funds	789			—			—			789
	Non-agency RMBS (b)	1,916			537			4			2,449
	Total securities available-for-sale (c)	94,641			1,545			627			95,559
	Held-to-maturity:
	U.S. Treasury	4,166			27			44			4,149
	U.S. Government agencies	344			—			6			338
	State and political subdivisions	29			1			—			30
	Agency RMBS	14,127			131			94			14,164
	Non-agency RMBS	157			10			2			165
	Other RMBS	337			4			11			330
	Commercial MBS	14			—			—			14
	Other securities	963			14			—			977
	Total securities held-to-maturity	20,137			187			157			20,167
	Total securities	$	114,778		$	1,732		$	784		$	115,726
	(a)	Includes $15.7 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.
	(c)	Includes gross unrealized gains of $64 million and gross unrealized losses of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
	Securities at Dec. 31, 2013	Amortized cost			Gross unrealized						Fair value
	(in millions)				Gains			Losses
	Available-for-sale:
	U.S. Treasury	$	13,363		$	94		$	605		$	12,852
	U.S. Government agencies	937			16			5			948
	State and political subdivisions	6,706			60			92			6,674
	Agency RMBS	25,564			307			550			25,321
	Non-agency RMBS	1,148			44			50			1,142
	Other RMBS	2,299			43			57			2,285
	Commercial MBS	2,324			60			27			2,357
	Agency commercial MBS	1,822			1			34			1,789
	Asset-backed CLOs	1,551			11			—			1,562
	Other asset-backed securities	2,894			6			9			2,891
	Foreign covered bonds	2,798			73			—			2,871
	Corporate bonds	1,808			32			25			1,815
	Other debt securities	13,077			91			18			13,150			(a)
	Equity securities	18			1			—			19
	Money market funds	938			—			—			938
	Non-agency RMBS (b)	2,131			567			3			2,695
	Total securities available-for-sale (c)	79,378			1,406			1,475			79,309
	Held-to-maturity:
	U.S. Treasury	3,324			28			84			3,268
	U.S. Government agencies	419			—			13			406
	State and political subdivisions	44			—			—			44
	Agency RMBS	14,568			20			236			14,352
	Non-agency RMBS	186			10			3			193
	Other RMBS	466			3			20			449
Commercial MBS	16			1			—			17
Other securities	720			—			6			714
Total securities held-to-maturity	19,743			62			362			19,443
Total securities	$	99,121		$	1,468		$	1,837		$	98,752
(a)	Includes $11.4 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.
(c)	Includes gross unrealized gains of $74 million and gross unrealized losses of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
The following table presents the gross securities gains, losses and impairments.
Net securities gains (losses)
(in millions)	3Q14			2Q14			3Q13			YTD14			YTD13
Realized gross gains	$	23		$	20		$	29		$	73		$	137
Realized gross losses	(1		)	—			(4		)	(4		)	(10		)
Recognized gross impairments	(2		)	(2		)	(3		)	(9		)	(25		)
Total net securities gains	$	20		$	18		$	22		$	60		$	102
Temporarily impaired securities
At Sept. 30, 2014, 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, 2014	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	$	8,717		$	20			$	2,870		$	69			$	11,587		$	89
U.S. Government agencies	—			—				98			3				98			3
State and political subdivisions	126			18				471			7				597			25
Agency RMBS	6,492			26				7,136			379				13,628			405
Non-agency RMBS	48			—				400			26				448			26
Other RMBS	159			—				512			25				671			25
Commercial MBS	208			1				441			11				649			12
Agency commercial MBS	631			2				592			12				1,223			14
Other asset-backed securities	636			1				586			5				1,222			6
Foreign covered bonds	342			1				—			—				342			1
Corporate bonds	22			—				236			10				258			10
Other debt securities	1,568			1				326			6				1,894			7
Non-agency RMBS (a)	25			1				45			3				70			4
Total securities available-for-sale (b)	$	18,974		$	71			$	13,713		$	556			$	32,687		$	627
Held-to-maturity:
U.S. Treasury	$	1,009		$	9			$	1,782		$	35			$	2,791		$	44
U.S. Government agencies	—			—				337			6				337			6
Agency RMBS	1,651			8				5,260			86				6,911			94
Non-agency RMBS	1			—				25			2				26			2
Other RMBS	—			—				233			11				233			11
Total securities held-to-maturity	$	2,661		$	17			$	7,637		$	140			$	10,298		$	157
Total temporarily impaired securities	$	21,635		$	88			$	21,350		$	696			$	42,985		$	784
(a)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
(b)	Includes gross unrealized losses for 12 months or more of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
Temporarily impaired securities at Dec. 31, 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	$	7,719		$	605			$	—		$	—			$	7,719		$	605
U.S. Government agencies	97			5				—			—				97			5
State and political subdivisions	2,374			55				222			37				2,596			92
Agency RMBS	12,011			226				83			324				12,094			550
Non-agency RMBS	102			7				592			43				694			50
Other RMBS	93			14				614			43				707			57
Commercial MBS	517			21				174			6				691			27
Agency commercial MBS	1,390			34				—			—				1,390			34
Other asset-backed securities	1,529			9				38			—				1,567			9
Corporate bonds	612			25				—			—				612			25
Other debt securities	2,976			18				—			—				2,976			18
Non-agency RMBS (a)	59			1				22			2				81			3
Total securities available-for-sale (b)	$	29,479		$	1,020			$	1,745		$	455			$	31,224		$	1,475
Held-to-maturity:
U.S. Treasury	$	2,278		$	84			$	—		$	—			$	2,278		$	84
U.S. Government agencies	406			13				—			—				406			13
Agency RMBS	12,639			236				—			—				12,639			236
Non-agency RMBS	10			—				65			3				75			3
Other RMBS	—			—				261			20				261			20
Other securities	641			6				—			—				641			6
Total securities held-to-maturity	$	15,974		$	339			$	326		$	23			$	16,300		$	362
Total temporarily impaired securities	$	45,453		$	1,359			$	2,071		$	478			$	47,524		$	1,837
(a)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
(b)	Includes gross unrealized losses for 12 months or more of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
The following table shows the maturity distribution by carrying amount and yield (on a tax equivalent basis) of our investment securities portfolio at Sept. 30, 2014.
Maturity distribution and yield on investment securities at	U.S.						U.S.						State and						Other bonds,				Mortgage/
Sept. 30, 2014	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	$	2,418		0.21	%		$	135		1.75	%		$	243		1.3	%		$	7,227	0.81	%	$	—	—	%	$	10,023
Over 1 through 5 years	13,176			0.86			137			2.09			3,079			2.15			12,934		1.09		—		—		29,326
Over 5 through 10 years	1,358			2.83			89			1.52			1,783			3.51			2,183		2.38		—		—		5,413
Over 10 years	4,149			3.12			—			—			299			2.76			10		3.16		—		—		4,458
Mortgage-backed securities	—			—			—			—			—			—			—		—		40,432		2.35		40,432
Asset-backed securities	—			—			—			—			—			—			—		—		5,021		1.09		5,021
Equity securities (b)	—			—			—			—			—			—			—		—		886		—		886
Total	$	21,101		1.35	%		$	361		1.82	%		$	5,404		2.59	%		$	22,354	1.13	%	$	46,339	2.17	%	$	95,559
Securities held-to-maturity:
One year or less	$	150		0.28	%		$	—		—	%		$	1		3.8	%		$	3	0.03	%	$	—	—	%	$	154
Over 1 through 5 years	2,858			1.27			233			1.03			—			—			739		0.62		—		—		3,830
Over 5 through 10 years	1,158			2.21			111			1.61			10			6.92			221		0.94		—		—		1,500
Over 10 years	—			—			—			—			18			4.34			—		—		—		—		18
Mortgage-backed securities	—			—			—			—			—			—			—		—		14,635		2.69		14,635
Total	$	4,166		1.49	%		$	344		1.21	%		$	29		5.16	%		$	963	0.69	%	$	14,635	2.69	%	$	20,137
(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 that we established in connection with the restructuring of our investment securities portfolio in 2009, at Sept. 30, 2014 and Dec. 31, 2013.
Projected weighted-average default rates and loss severities
	Sept. 30, 2014						Dec. 31, 2013
	Default rate			Severity			Default rate			Severity
Alt-A	38	%		58	%		40	%		57	%
Subprime	55	%		74	%		58	%		71	%
Prime	23	%		42	%		22	%		42	%
The following table provides net pre-tax securities gains (losses) by type.
Net securities gains (losses)
(in millions)	3Q14			2Q14			3Q13			YTD14			YTD13
State and political subdivisions	$	7		$	7		$	—		$	13		$	—
U.S. Treasury	1			1			22			12			49
U.S. Government agencies	—			—			—			7			—
Foreign covered bonds	—			3			—			3			8
European floating rate notes	2			—			3			1			(3		)
Commercial MBS	1			—			—			1			15
Non-agency RMBS	4			(2		)	(4		)	—			(3		)
Other	5			9			1			23			36
Total net securities gains	$	20		$	18		$	22		$	60		$	102
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)	3Q14			3Q13
Beginning balance as of June 30	$	107		$	164
Add: Initial OTTI credit losses	—			—
Subsequent OTTI credit losses	2			3
Less: Realized losses for securities sold	7			2
Ending balance as of Sept. 30	$	102		$	165
Debt securities credit loss roll forward	Year-to-date
(in millions)	2014			2013
Beginning balance as of Jan. 1	$	119		$	288
Add: Initial OTTI credit losses	2			16
Subsequent OTTI credit losses	7			10
Less: Realized losses for securities sold	26			149
Ending balance as of Sept. 30	$	102		$	165
Pledged assets
At Sept. 30, 2014, BNY Mellon had pledged assets of $85 billion, including $69 billion pledged as collateral for potential borrowings at the Federal Reserve Discount Window. The components of the assets pledged at Sept. 30, 2014 included $75 billion of securities, $5 billion of loans, $4 billion of trading assets and $1 billion of interest-bearing deposits with banks.
If there has been no borrowing at the Federal Reserve Discount Window, the Federal Reserve generally allows banks to freely move assets in and out of their pledged assets account to sell or repledge the assets for other purposes.  BNY Mellon regularly moves assets in and out of its pledged asset account at the Federal Reserve.
At Sept. 30, 2014, pledged assets included $8 billion for which the recipients were permitted to sell or repledge the assets delivered.
At Dec. 31, 2013, BNY Mellon had pledged assets of $81 billion, including $64 billion pledged as collateral for potential borrowing at the Federal Reserve Discount Window. The components of the assets pledged at Dec. 31, 2013 included $70 billion of securities, $5 billion of trading assets, $5 billion of loans and $1 billion of interest-bearing deposits with banks. At Dec. 31, 2013, pledged assets included $5 billion for which the recipients were permitted to sell or repledge the assets delivered.
We also obtain securities as collateral including receipts under resale agreements, securities borrowed, derivative contracts and custody agreements on terms which permit us to sell or repledge the securities to others.  At Sept. 30, 2014 and Dec. 31, 2013, the market value of the securities received that can be sold or repledged was $43 billion and $31 billion, respectively. We routinely sell or repledge these securities through delivery to third parties. As of Sept. 30, 2014 and Dec. 31, 2013, the market value of securities collateral sold or repledged was $19 billion and $13 billion, respectively.

Loans_and_Asset_Quality

Loans and Asset Quality	9 Months Ended
	Sep. 30, 2014
Receivables [Abstract]	'
Loans and asset quality	'
	Loans and asset quality
	Loans
	The table below provides the details of our loan portfolio and industry concentrations of credit risk at Sept. 30, 2014 and Dec. 31, 2013.
	Loans	Sept. 30, 2014				Dec. 31, 2013
	(in millions)
	Domestic:
	Financial institutions	$	5,465			$	4,511
	Commercial	1,317				1,534
	Wealth management loans and mortgages	10,733				9,743
	Commercial real estate	2,390				2,001
	Lease financings	1,293				1,322
	Other residential mortgages	1,262				1,385
	Overdrafts	1,235				1,314
	Other	855				768
	Margin loans	17,548				15,652
	Total domestic	42,098				38,230
	Foreign:
	Financial institutions	9,109				9,848
	Commercial	241				113
	Wealth management loans and mortgages	92				75
	Commercial real estate	13				9
	Lease financings	879				945
	Other (primarily overdrafts)	5,095				2,437
	Total foreign	15,429				13,427
	Total loans (a)	$	57,527			$	51,657
	(a)	Net of unearned income of $894 million at Sept. 30, 2014 and $1,020 million at Dec. 31, 2013 primarily on domestic and foreign lease financings.
	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, 2014													Wealth			Other residential mortgages
														management
														loans and
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages						All				Foreign			Total
					real estate			institutions			financings									Other
	Beginning balance	$	74		$	45		$	43		$	33		$	22		$	47		$	—			$	47		$	311
	Charge-offs	(4		)	—			—			—			—			—			—				(1		)	(5		)
	Recoveries	—			—			—			—			—			1			—				—			1
	Net (charge-offs) recoveries	(4		)	—			—			—			—			1			—				(1		)	(4		)
	Provision	1			2			(18		)	1			—			—			—				(5		)	(19		)
	Ending balance	$	71		$	47		$	25		$	34		$	22		$	48		$	—			$	41		$	288
	Allowance for:
	Loan losses	$	20		$	30		$	9		$	34		$	17		$	48		$	—			$	33		$	191
	Lending-related commitments	51			17			16			—			5			—			—				8			97
	Individually evaluated for impairment:
	Loan balance	$	13		$	3		$	—		$	—		$	9		$	—		$	—			$	—		$	25
	Allowance for loan losses	4			1			—			—			1			—			—				—			6
	Collectively evaluated for impairment:
	Loan balance	$	1,304		$	2,387		$	5,465		$	1,293		$	10,724		$	1,262		$	19,638		(a)	$	15,429		$	57,502
	Allowance for loan losses	16			29			9			34			16			48			—				33			185
	(a)	Includes $1,235 million of domestic overdrafts, $17,548 million of margin loans and $855 million of other loans at Sept. 30, 2014.
	Allowance for credit losses activity for the quarter ended June 30, 2014													Wealth			Other residential mortgages
														management
														loans and
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages						All				Foreign			Total
					real estate			institutions			financings									Other
	Beginning balance	$	79		$	42		$	48		$	35		$	23		$	50		$	—			$	49		$	326
	Charge-offs	—			—			—			—			(1		)	(1		)	—				(2		)	(4		)
	Recoveries	1			—			—			—			—			—			—				—			1
	Net (charge-offs) recoveries	1			—			—			—			(1		)	(1		)	—				(2		)	(3		)
	Provision	(6		)	3			(5		)	(2		)	—			(2		)	—				—			(12		)
	Ending balance	$	74		$	45		$	43		$	33		$	22		$	47		$	—			$	47		$	311
	Allowance for:
	Loan losses	$	17		$	27		$	8		$	33		$	16		$	47		$	—			$	39		$	187
Lending-related commitments	57			18			35			—			6			—			—				8			124
Individually evaluated for impairment:
Loan balance	$	13		$	3		$	—		$	—		$	9		$	—		$	—			$	5		$	30
Allowance for loan losses	3			1			—			—			2			—			—				1			7
Collectively evaluated for impairment:
Loan balance	$	1,531		$	2,205		$	5,761		$	1,321		$	10,310		$	1,309		$	20,275		(a)	$	16,506		$	59,218
Allowance for loan losses	14			26			8			33			14			47			—				38			180
(a)	Includes $1,748 million of domestic overdrafts, $17,685 million of margin loans and $842 million of other loans at June 30, 2014.
Allowance for credit losses activity for the quarter 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	$	93		$	30		$	34		$	41		$	19		$	75		$	—			$	45		$	337
Charge-offs	(1		)	—			—			—			—			(1		)	—				—			(2		)
Recoveries	—			—			—			—			—			1			—				1			2
Net (charge-offs)	(1		)	—			—			—			—			—			—				1			—
Provision	(1		)	2			7			(2		)	(1		)	(5		)	—				2			2
Ending balance	$	91		$	32		$	41		$	39		$	18		$	70		$	—			$	48		$	339
Allowance for:
Loan losses	$	17		$	19		$	7		$	39		$	14		$	70		$	—			$	40		$	206
Lending-related 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 nine months ended Sept. 30, 2014													Wealth			Other			All			Foreign			Total
													management			residential			Other
													loans and			mortgages
(in millions)	Commercial			Commercial			Financial			Lease			mortgages
				real estate			institutions			financings
Beginning balance	$	83		$	41		$	49		$	37		$	24		$	54		$	—		$	56		$	344
Charge-offs	(4		)	—			—			—			(1		)	(2		)	—			(3		)	(10		)
Recoveries	1			—			—			—			—			2			—			—			3
Net (charge-offs) recoveries	(3		)	—			—			—			(1		)	—			—			(3		)	(7		)
Provision	(9		)	6			(24		)	(3		)	(1		)	(6		)	—			(12		)	(49		)
Ending balance	$	71		$	47		$	25		$	34		$	22		$	48		$	—		$	41		$	288
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
Nonperforming assets
The table below presents the distribution of our nonperforming assets.
Nonperforming assets	Sept. 30, 2014				Dec. 31, 2013
(in millions)
Nonperforming loans:
Other residential mortgages	$	113			$	117
Commercial	13				15
Wealth management loans and mortgages	13				11
Foreign	—				6
Commercial real estate	4				4
Total nonperforming loans	143				153
Other assets owned	4				3
Total nonperforming assets (a)	$	147			$	156
(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 $79 million at Sept. 30, 2014 and $16 million at Dec. 31, 2013. 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, 2014, undrawn commitments to borrowers whose loans were classified as nonaccrual or reduced rate were not material.
Lost interest
Lost interest
(in millions)	3Q14			2Q14			3Q13			YTD14			YTD13
Amount by which interest income recognized on nonperforming loans exceeded reversals	$	—		$	1		$	1		$	1		$	1
Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire period	$	2		$	2		$	3		$	5		$	8
Impaired loans
The tables below provide information about our impaired loans. We use the discounted cash flow method as the primary method for valuing impaired loans.
Impaired loans	Quarter ended
	Sept. 30, 2014								June 30, 2014								Sept. 30, 2013
(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	$	13			$	—			$	13			$	—			$	30			$	—
Commercial real estate	3				—				2				—				2				—
Financial institutions	—				—				—				—				—				—
Wealth management loans and mortgages	7				—				8				—				10				—
Foreign	2				—				6				—				9				—
Total impaired loans with an allowance	25				—				29				—				51				—
Impaired loans without an allowance:
Commercial	—				—				—				—				4				—
Commercial real estate	1				—				1				—				7				—
Financial institutions	—				—				—				—				2				—
Wealth management loans and mortgages	2				—				2				—				4				—
Total impaired loans without an allowance (a)	3				—				3				—				17				—
Total impaired loans	$	28			$	—			$	32			$	—			$	68			$	—
(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, 2014								Sept. 30, 2013
(in millions)	Average				Interest				Average				Interest
	recorded				income				recorded				income
	investment				recognized				investment				recognized
Impaired loans with an allowance:
Commercial	$	14			$	—			$	43			$	1
Commercial real estate	2				—				6				—
Financial institutions	—				—				—				—
Wealth management loans and mortgages	8				—				18				—
Foreign	4				—				9				—
Total impaired loans with an allowance	28				—				76				1
Impaired loans without an allowance:
Commercial	—				—				2				—
Commercial real estate	1				—				7				—
Financial institutions	—				—				2				—
Wealth management loans and mortgages	2				—				4				—
Total impaired loans without an allowance (a)	3				—				15				—
Total impaired loans	$	31			$	—			$	91			$	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	Sept. 30, 2014												Dec. 31, 2013
(in millions)	Recorded				Unpaid				Related				Recorded				Unpaid				Related
	investment				principal				allowance (a)				investment				principal				allowance (a)
					balance												balance
Impaired loans with an allowance:
Commercial	$	13			$	13			$	4			$	15			$	20			$	2
Commercial real estate	2				3				1				2				4				1
Financial institutions	—				—				—				—				—				—
Wealth management loans and mortgages	7				8				1				9				9				3
Foreign	—				—				—				6				17				1
Total impaired loans with an allowance	22				24				6				32				50				7
Impaired loans without an allowance:
Commercial real estate	1				1				N/A				1				1				N/A
Wealth management loans and mortgages	2				2				N/A				3				3				N/A
Total impaired loans without an allowance (b)	3				3				N/A				4				4				N/A
Total impaired loans (c)	$	25			$	27			$	6			$	36			$	54			$	7
(a)	The allowance for impaired loans is included in the allowance for loan losses.
(b)	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
(c)	Excludes an aggregate of less than $1 million of impaired loans in amounts individually less than $1 million at both Sept. 30, 2014 and Dec. 31, 2013. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2014 and Dec. 31, 2013.
Past due loans
The table below sets forth information about our past due loans.
Past due loans and still accruing interest	Sept. 30, 2014													Dec. 31, 2013
	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:
Financial institutions (a)	$	—		$	—		$	312		$	312			$	37		$	—		$	—		$	37
Other residential mortgages	20			3			3			26				32			6			6			44
Commercial real estate	6			—			—			6				22			2			—			24
Wealth management loans and mortgages	24			2			25			51				45			3			1			49
Total domestic	50			5			340			395				136			11			7			154
Foreign	—			—			—			—				—			—			—			—
Total past due loans	$	50		$	5		$	340		$	395			$	136		$	11		$	7		$	154
(a)	Past due loans at Sept. 30, 2014 include a loan to an asset manager, Sentinel Management Group, Inc. (“Sentinel”), which was reestablished as a fully collateralized performing loan in the first quarter of 2014.
In August 2007, BNY Mellon loaned $312 million to 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 Dec. 31, 2013. On Jan. 22, 2014, the Bankruptcy Court, ordered that the funds distributed to BNY Mellon after the district court’s favorable decision be returned to the bankruptcy estate and held in a reserve earmarked for purposes of BNY Mellon’s claim until the district court issues its decision on the merits of the challenges to BNY Mellon’s lien. Accordingly, the loan was reestablished as a fully collateralized performing loan in the first quarter of 2014. Through Sept. 30, 2014, accrued interest on the reestablished loan totaled $28 million. The ongoing litigation could result in a ruling adverse to BNY Mellon 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.
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 2014, second quarter of 2014 and third quarter of 2013.
TDRs	3Q14											2Q14											3Q13
			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	27			$	4			$	5			28			$	5			$	6			34			$	8			$	9
Wealth management loans and mortgages	—			—				—				1			—				—				—			—				—
Total TDRs	27			$	4			$	5			29			$	5			$	6			34			$	8			$	9
Other residential mortgages
The modifications of the other residential mortgage loans in the third quarter of 2014, second quarter of 2014 and third quarter of 2013 consisted of reducing the stated interest rates and in certain cases, a forbearance of default and extending the maturity dates. The modified loans are primarily collateral dependent for which the value is based on the fair value of the collateral.
Wealth management loans and mortgages
The modifications of the wealth management loans and mortgages in the second quarter of 2014 consisted of a change in payment terms and extensions of the maturity date. 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 2014. 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, 2014				Dec. 31, 2013				Sept. 30, 2014				Dec. 31, 2013				Sept. 30, 2014				Dec. 31, 2013
Investment grade	$	1,326			$	1,323			$	1,603			$	1,444			$	12,837			$	12,598
Non-investment grade	232				324				800				566				1,737				1,761
Total	$	1,558			$	1,647			$	2,403			$	2,010			$	14,574			$	14,359
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, 2014			Dec. 31, 2013
Wealth management loans:
Investment grade	$	5,396		$	4,920
Non-investment grade	70			64
Wealth management mortgages	5,359			4,834
Total	$	10,825		$	9,818
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 65% at origination. In the wealth management portfolio, less than 1% of the mortgages were past due at Sept. 30, 2014.
At Sept. 30, 2014, the wealth management mortgage portfolio was comprised of the following geographic concentrations: California - 21%; New York - 21%; Massachusetts - 15%; Florida - 9%; and other - 34%.
Other residential mortgages
The other residential mortgage portfolio primarily consists of 1-4 family residential mortgage loans and totaled $1,262 million at Sept. 30, 2014 and $1,385 million at Dec. 31, 2013. These loans are not typically correlated to external ratings. Included in this portfolio at Sept. 30, 2014 are $366 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, 2014, the purchased loans in this portfolio had a weighted-average loan-to-value ratio of 76% at origination and 18% 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 $6,301 million at Sept. 30, 2014 and $3,715 million at Dec. 31, 2013. Overdrafts occur on a daily basis in the custody and securities clearance business and are generally repaid within two business days.
Other loans
Other loans primarily includes loans to consumers that are fully collateralized with equities, mutual funds and fixed income securities.
Margin loans
We had $17,548 million of secured margin loans on our balance sheet at Sept. 30, 2014 compared with $15,652 million at Dec. 31, 2013. Margin loans are collateralized with marketable securities and borrowers are required to maintain a daily collateral margin in excess of 100% of the value of the loan. We have rarely suffered a loss on these types of loans and do not allocate any of our allowance for credit losses to margin loans.
Reverse repurchase agreements
Reverse repurchase agreements are transactions fully collateralized with high-quality liquid securities. These transactions carry minimal credit risk and therefore are not allocated an allowance for credit losses.

Goodwill_and_Intangible_Assets

Goodwill and Intangible Assets	9 Months Ended
	Sep. 30, 2014
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 2014, 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, 2013	$	9,473			$	8,550			$	50			$	18,073
	Acquisitions/dispositions	—				39				—				39
	Foreign currency translation	(45		)		(75		)		—				(120		)
	Balance at Sept. 30, 2014	$	9,428			$	8,514			$	50			$	17,992
	Goodwill by business	Investment			(a)	Investment				Other			(a)	Consolidated
	(in millions)	Management				Services
	Balance at Dec. 31, 2012	$	9,440			$	8,517			$	118			$	18,075
	Dispositions	—				—				(69		)		(69		)
	Foreign currency translation	(12		)		13				1				2
	Other (b)	17				—				—				17
	Balance at Sept. 30, 2013	$	9,445			$	8,530			$	50			$	18,025
	(a)	Includes the reclassification of goodwill associated with the Newton Private Clients business from Investment Management to the Other segment.
	(b)	Other changes in goodwill include purchase price adjustments and certain other reclassifications.
	Intangible assets
	The tables below provide a breakdown of intangible assets by business.
	Intangible assets – net carrying amount by business	Investment				Investment				Other				Consolidated
	(in millions)	Management				Services
	Balance at Dec. 31, 2013	$	2,065			$	1,538			$	849			$	4,452
	Amortization	(93		)		(132		)		—				(225		)
	Foreign currency translation	(7		)		(5		)		—				(12		)
	Balance at Sept. 30, 2014	$	1,965			$	1,401			$	849			$	4,215
	Intangible assets – net carrying amount by business	Investment			(a)	Investment				Other			(a)	Consolidated
	(in millions)	Management				Services
	Balance at Dec. 31, 2012	$	2,220			$	1,732			$	857			$	4,809
	Disposition	—				(1		)		(7		)		(8		)
	Amortization	(113		)		(147		)	(b)	—				(260		)
	Foreign currency translation	—				1				(1		)		—
	Other (c)	(13		)		(1		)		—				(14		)
	Balance at Sept. 30, 2013	$	2,094			$	1,584			$	849			$	4,527
	(a)	Includes the reclassification of intangible assets associated with the Newton Private Clients business from Investment Management to the Other segment.
	(b)	Includes an $8 million intangible asset impairment recorded in the second quarter of 2013.
	(c)	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, 2014											Dec. 31, 2013
	(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	$	2,013		$	(1,514	)	$	499		11 years		$	594
	Customer contracts—Investment Services	2,335			(1,316		)	1,019			11 years		1,150
	Other	82			(67		)	15			4 years		16
	Total subject to amortization	4,430			(2,897		)	1,533			11 years		1,760
	Not subject to amortization: (a)
	Trade name	1,361			N/A			1,361			N/A		1,369
	Customer relationships	1,321			N/A			1,321			N/A		1,323
	Total not subject to amortization	2,682			N/A			2,682			N/A		2,692
	Total intangible assets	$	7,112		$	(2,897	)	$	4,215		N/A		$	4,452
	(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)
	2014		$	300
2015		269
2016		241
2017		216
2018		182

Other_Assets

Other Assets	9 Months Ended
	Sep. 30, 2014
Other Assets [Abstract]	'
Other Assets	'
	Other assets
	Other assets	Sept. 30,		Dec. 31,
	(in millions)	2014		2013
	Corporate/bank owned life insurance	$	4,558	$	4,482
	Accounts receivable	4,032		3,616
	Fails to deliver	3,311		864
	Equity in joint venture and other investments (a)	2,792		3,220
	Income taxes receivable	1,516		2,499
	Software	1,326		1,251
	Prepaid pension assets	1,299		1,209
	Fair value of hedging derivatives	777		1,282
	Prepaid expenses	401		451
	Due from customers on acceptances	54		379
	Other	1,457		1,313
	Total other assets	$	21,523	$	20,566
	(a)	Includes Federal Reserve Bank stock of $446 million and $441 million, respectively, at cost.
	Certain seed capital and private equity investments valued using net asset value per share
	In our Investment Management business, we manage investment assets, including equities, fixed income, money market and alternative investment funds for institutions and other investors. As part of that activity we make seed capital investments in certain funds. BNY Mellon also holds private equity investments, which consist of investments in private equity funds, mezzanine financings, small business investment companies (“SBICs”) and direct equity investments. Seed capital and private equity investments are included in other assets. Consistent with our policy to focus on our core activities, we continue to reduce our exposure to private equity investments that are not compliant with the Volcker Rule.
	The fair value of certain of these investments has been estimated using the net asset value (“NAV”) per share of BNY Mellon’s ownership interest in the funds. The table below presents information about BNY Mellon’s investments in seed capital and private equity investments that have been valued using NAV.
	Seed capital and private equity investments valued using NAV
		Sept. 30, 2014							Dec. 31, 2013
	(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)	$	335		$	—	Daily-quarterly	0-180 days	$	275		$	23	Monthly-yearly	3-45 days
	Private equity investments (b)(c)	31			52		N/A	N/A	86			31		N/A	N/A
	Total	$	366		$	52			$	361		$	54
	(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.
	(c)	Includes investments and unfunded commitments related to SBICs of $16 million and $48 million, respectively, at Sept. 30, 2014 and $7 million and $20 million, respectively, at Dec. 31, 2013.
	N/A - Not applicable.

Net_Interest_Revenue

Net Interest Revenue	9 Months Ended
	Sep. 30, 2014
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, 2014			June 30, 2014			Sept. 30, 2013			Sept. 30, 2014			Sept. 30, 2013
	Interest revenue
	Non-margin loans	$	174		$	176		$	169		$	519		$	505
	Margin loans	48			44			41			134			119
	Securities:
	Taxable	398			383			460			1,186			1,354
	Exempt from federal income taxes	24			27			25			78			72
	Total securities	422			410			485			1,264			1,426
	Deposits with banks	58			77			70			208			209
	Deposits with the Federal Reserve and other central banks	51			55			39			152			101
	Federal funds sold and securities purchased under resale agreements	24			19			13			60			33
	Trading assets	32			30			38			95			113
	Total interest revenue	809			811			855			2,432			2,506
	Interest expense
	Deposits	24			24			26			70			83
	Federal funds purchased and securities sold under repurchase agreements	(4		)	(3		)	(4		)	(11		)	(13		)
	Trading liabilities	6			7			9			21			29
	Other borrowed funds	1			2			1			4			4
	Commercial paper	1			—			—			1			—
	Customer payables	2			2			2			6			6
	Long-term debt	58			60			49			173			149
	Total interest expense	88			92			83			264			258
	Net interest revenue	$	721		$	719		$	772		$	2,168		$	2,248

Employee_Benefit_Plans

Employee Benefit Plans	9 Months Ended
	Sep. 30, 2014
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, 2014									30-Jun-14									Sept. 30, 2013
	(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	$	14		$	9		$	1		$	14		$	9		$	1		$	16		$	9		$	1
	Interest cost	45			11			3			45			11			3			43			10			2
	Expected return on assets	(79		)	(15		)	(2		)	(79		)	(15		)	(2		)	(73		)	(12		)	(2		)
	Other	28			4			—			30			4			—			49			3			1
	Net periodic benefit cost	$	8		$	9		$	2		$	10		$	9		$	2		$	35		$	10		$	2
	Net periodic benefit cost (credit)							Year-to-date
		Sept. 30, 2014									Sept. 30, 2013
	(in millions)	Domestic pension benefits			Foreign pension benefits			Health care benefits			Domestic pension benefits			Foreign pension benefits			Health care benefits
	Service cost	$	42		$	27		$	3		$	48		$	27		$	3
	Interest cost	135			33			9			129			30			6
	Expected return on assets	(237		)	(45		)	(6		)	(219		)	(36		)	(6		)
	Other	86			12			—			142			11			3
	Net periodic benefit cost	$	26		$	27		$	6		$	100		$	32		$	6

Restructuring_Charges

Restructuring Charges	9 Months Ended
	Sep. 30, 2014
Restructuring Charges [Abstract]	'
Restructuring Charges	'
	Restructuring charges
	Aggregate restructuring charges are included in M&I, litigation and restructuring charges on the income statement. Restructuring charges recorded in the second and third quarters of 2014 relate to corporate-level initiatives and were therefore recorded in the Other segment. In the fourth quarter of 2013, restructuring charges were recorded in the businesses. Prior to the fourth quarter of 2013, restructuring charges were reported in the Other segment. Severance payments are primarily paid over the salary continuance period in accordance with the separation plan.
	Streamlining actions
	In the second quarter of 2014, we disclosed streamlining actions which included rationalizing our staff and simplifying and automating global processes primarily related to actions taken across investment services, technology, and operations. This charge was comprised of $125 million of severance costs. In the third quarter of 2014, we recorded a restructuring charge of $53 million primarily related to severance. The following table presents the activity in the reserve through Sept. 30, 2014.
	Streamlining actions – restructuring reserve activity
	(in millions)	Total
	Original restructuring charge	$	125
	Utilization	(16		)
	Balance at June 30, 2014	109
	Net additional charges	53
	Utilization	(55		)
	Balance at Sept. 30, 2014	$	107
	The table below presents the restructuring charge if it had been allocated by business.
	Streamlining actions – restructuring charge by business	3Q14			2Q14			Total charges since inception
	(in millions)
	Investment Management	$	7		$	15		$	22
	Investment Services	23			76			99
	Other segment (including Business Partners)	23			34			57
	Total restructuring charge (recovery)	$	53		$	125		$	178
	Operational Excellence Initiatives
	In 2011, we announced our Operational Excellence Initiatives which include an expense reduction initiative impacting approximately 1,500 positions, as well as additional initiatives to transform operations, technology and corporate services that will increase productivity and reduce the growth rate of expenses. We recorded a pre-tax restructuring charge of $107 million related to the Operational Excellence Initiatives in 2011. This charge was comprised of $78 million of severance costs and $29 million primarily for operating lease-related items and consulting costs. In the third quarter of 2014, we recorded a charge of $4 million. The following table presents the activity in the restructuring reserve related to the Operational Excellence Initiatives through Sept. 30, 2014.
	Operational Excellence Initiatives 2011 – restructuring reserve activity
	(in millions)	Severance			Other			Total
	Original restructuring charge	$	78		$	29		$	107
	Net additional charges (net recovery/gain)	95			(57		)	38
	Utilization	(129		)	28			(101		)
	Balance at June 30, 2014	44			—			44
	Net additional charge	4			—			4
	Utilization	(12		)	—			(12		)
	Balance at Sept. 30, 2014	$	36		$	—		$	36
	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)	3Q14			2Q14
	Investment Management	$	(2	)	$	—			$	50
	Investment Services	4			(3		)		86
	Other segment (including Business Partners)	2			(2		)		13
	Total restructuring charge (recovery)	$	4		$	(5	)		$	149

Income_Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2014
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, 2014		Sept. 30, 2013 (a)
	Federal rate	35	%	35	%
	State and local income taxes, net of federal income tax benefit	2.2		3
	Tax-exempt income	(2.5	)	(2.8	)
	Foreign operations	(1.9	)	(4.4	)
	Tax credits	(0.8	)	(2.2	)
	Tax litigation	—		19.4
	Leverage lease adjustment	(1.0	)	(2.3	)
	Other – net	(1.4	)	0.9
	Effective tax rate	29.6	%	46.6	%
	(a)	Results for the first nine months of 2013 were restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
	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. The net impact of the court rulings for all years involved and related interest decreased after-tax income in 2013 by $593 million.
	The U.S. Tax Court ruling was finalized on Feb. 20, 2014. On March 5, 2014, BNY Mellon appealed the decision to the Second Circuit Court of Appeals. On Sept. 25, 2014, the government filed its response to our appeal. In addition to requesting that the denial of foreign tax credits be upheld, the government also requested a reversal of the interest deduction allowed by the Tax Court in the amended decision. If the interest deduction is ultimately disallowed, further income tax expense of approximately $100 million may be required. See Note 18 of the Notes to Consolidated Financial Statements for additional information.
	Our total tax reserves as of Sept. 30, 2014 were $811 million compared with $829 million at June 30, 2014. If these tax reserves were unnecessary, $811 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, 2014 is accrued interest, where applicable, of $197 million. The additional tax benefit related to interest for the nine months ended Sept. 30, 2014 was $1 million compared with additional tax expense of $187 million for the nine months ended Sept. 30, 2013.
	It is reasonably possible the total reserve for uncertain tax positions could decrease within the next 12 months by an amount up to $204 million as a result of adjustments related to tax years that are still subject to examination.
	With the exception of 2006, our federal income tax returns are closed for all periods through 2008. The years 2009 and 2010 are no longer under examination, but remain open for carryback claims. 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 2011.

Securitizations_and_Variable_I

Securitizations and Variable Interest Entities	9 Months Ended
	Sep. 30, 2014
Securitizations And Variable Interest Entities Disclosure [Abstract]	'
Securitizations and variable interest entities	'
	Securitizations and variable interest entities
	BNY Mellon’s VIEs generally include certain 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, which defers the application of ASU 2009-17 for certain investment funds, and are reviewed for consolidation based on the guidance in ASC 810, Consolidation.
	BNY Mellon has other VIEs, including securitization trusts 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 were assessed and consolidated 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, 2014 and Dec. 31, 2013, 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, 2014
	(in millions)	Investment		Securitizations		Total
		Management				consolidated
		funds				investments
	Available-for-sale	$	—	$	415	$	415
	Trading assets	8,823		—		8,823
	Other assets	739		—		739
	Total assets	$	9,562	$	415	$	9,977
	Trading liabilities	$	8,130	$	—	$	8,130
	Other liabilities	10		354		364
	Total liabilities	$	8,140	$	354	$	8,494
	Nonredeemable noncontrolling interests	$	901	$	—	$	901
	Investments consolidated under ASC 810 and ASU 2009-17
	at Dec. 31, 2013
	(in millions)	Investment		Securitizations		Total
		Management				consolidated
		funds				investments
	Available-for-sale	$	—	$	487	$	487
	Trading assets	10,397		—		10,397
	Other assets	875		—		875
	Total assets	$	11,272	$	487	$	11,759
	Trading liabilities	$	10,085	$	—	$	10,085
	Other liabilities	46		438		484
	Total liabilities	$	10,131	$	438	$	10,569
	Nonredeemable noncontrolling interests	$	783	$	—	$	783
	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, 2014 and Dec. 31, 2013, 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, 2014					Maximum loss exposure
	(in millions)	Assets		Liabilities
	Other	$	183	$	—	$	183
	Non-consolidated VIEs at Dec. 31, 2013					Maximum loss exposure
	(in millions)	Assets		Liabilities
	Other	$	134	$	—	$	134
	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, 2014

Stockholders' Equity Note [Abstract]

'

Preferred stock

'

Preferred stock

BNY Mellon has 100 million authorized shares of preferred stock with a par value of $0.01. The table below summarizes BNY Mellon’s preferred stock issued and outstanding at Sept. 30, 2014 and Dec. 31, 2013.

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, 2014

Dec. 31, 2013

Sept. 30, 2014

Dec. 31, 2013

otherwise noted)

Series A

Noncumulative Perpetual Preferred Stock

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

$

100,000

5,001

5,001

$

500

$

500

Series C

Noncumulative Perpetual Preferred Stock

5.2

%

$

100,000

5,825

5,825

568

568

Series D

Noncumulative Perpetual Preferred Stock

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

$

100,000

5,000

5,000

494

494

Total

15,826

15,826

$

1,562

$

1,562

(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. Holders of the Series D preferred stock are entitled to receive dividends, if declared by our board of directors, on each June 20 and December 20, to but excluding June 20, 2023; and on each March 20, June 20, September 20 and December 20, from and including June 20, 2023. 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.

On Sept. 22, 2014, The Bank of New York Mellon Corporation paid the following dividends for the noncumulative perpetual preferred stock for the dividend period ending in September 2014 to holders of record as of the close of business on Sept. 5, 2014:

•

$1,044.44 per share on the Series A Preferred Stock (equivalent to $10.4444 per Normal Preferred Capital Security of Mellon Capital IV, each representing 1/100th interest in a share of Series A Preferred Stock); and

•

$1,300.00 per share on the Series C Preferred Stock (equivalent to $0.3250 per depositary share, each representing a 1/4,000th interest in a share of the Series C Preferred Stock).

The preferred stock is not subject to the operation of a sinking fund and is not convertible into, or exchangeable for, shares of our common stock or any other class or series of our other securities. Subject to the restrictions in BNY Mellon’s 2007 replacement capital covenant, subsequently amended on May 8 and Sept. 11, 2012, we may redeem the Series A preferred stock, in whole or in part, at our option. We may also, at our option, redeem the shares of the Series C preferred stock in whole or in part, on or after the dividend payment date in September 2017 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, 2014
Equity [Abstract]	'
Other Comprehensive Income (Loss)	'
	Other comprehensive income (loss)
	Components of other comprehensive income (loss)
		Quarter ended
		Sept. 30, 2014									June 30, 2014									Sept. 30, 2013
	(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	$	(505	)	$	(84	)	$	(589	)	$	49		$	28		$	77		$	295		$	90		$	385
	Total foreign currency translation	(505		)	(84		)	(589		)	49			28			77			295			90			385
	Unrealized gain (loss) on assets available-for-sale:
	Unrealized gain (loss) arising during period	(18		)	22			4			287			(77		)	210			(112		)	40			(72		)
	Reclassification adjustment (a)	(20		)	7			(13		)	(18		)	4			(14		)	(10		)	8			(2		)
	Net unrealized gain (loss) on assets available-for-sale	(38		)	29			(9		)	269			(73		)	196			(122		)	48			(74		)
	Defined benefit plans:
	Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a)	31			(12		)	19			31			(14		)	17			52			(21		)	31
	Total defined benefit plans	31			(12		)	19			31			(14		)	17			52			(21		)	31
	Unrealized gain (loss) on cash flow hedges:
	Unrealized hedge gain (loss) arising during period	15			(6		)	9			(3		)	(3		)	(6		)	(57		)	25			(32		)
	Reclassification adjustment (a)	(31		)	10			(21		)	1			3			4			74			(30		)	44
	Net unrealized gain (loss) on cash flow hedges	(16		)	4			(12		)	(2		)	—			(2		)	17			(5		)	12
	Total other comprehensive income (loss)	$	(528	)	$	(63	)	$	(591	)	$	347		$	(59	)	$	288		$	242		$	112		$	354
	(a)	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
	Components of other comprehensive income (loss)
		Year-to-date
		Sept. 30, 2014									Sept. 30, 2013
	(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	$	(432	)	$	(43	)	$	(475	)	$	57		$	24		$	81
	Total foreign currency translation	(432		)	(43		)	(475		)	57			24			81
	Unrealized gain (loss) on assets available-for-sale:
	Unrealized gain (loss) arising during the period	519			(143		)	376			(1,336		)	522			(814		)
	Reclassification adjustment (a)	(60		)	20			(40		)	(90		)	41			(49		)
	Net unrealized gain (loss) on assets available-for-sale	459			(123		)	336			(1,426		)	563			(863		)
	Defined benefit plans:
	Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a)	92			(37		)	55			171			(66		)	105
	Total defined benefit plans	92			(37		)	55			171			(66		)	105
	Unrealized gain (loss) on cash flow hedges:
	Unrealized hedge gain (loss) arising during period	18			(9		)	9			127			(51		)	76
	Reclassification adjustment (a)	(34		)	12			(22		)	(123		)	51			(72		)
	Net unrealized gain (loss) on cash flow hedges	(16		)	3			(13		)	4			—			4
	Total other comprehensive income (loss)	$	103		$	(200	)	$	(97	)	$	(1,194	)	$	521		$	(673	)
	(a)	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.

Fair_Value_Measurement

Fair Value Measurement	9 Months Ended
	Sep. 30, 2014
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, 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, 2014, 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 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 exchange-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 swaps and options, foreign exchange spot and forward contracts 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, 2014 and Dec. 31, 2013, 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 2014.
	Assets measured at fair value on a recurring basis at Sept. 30, 2014
	(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
														value
	Available-for-sale securities:
	U.S. Treasury	$	21,101		$	—		$	—		$	—		$	21,101
	U.S. Government agencies	—			361			—			—			361
	Sovereign debt	79			15,626			—			—			15,705
	State and political subdivisions (b)	—			5,393			11			—			5,404
	Agency RMBS	—			30,208			—			—			30,208
	Non-agency RMBS	—			1,005			—			—			1,005
	Other RMBS	—			1,859			—			—			1,859
	Commercial MBS	—			2,024			—			—			2,024
	Agency commercial MBS	—			2,887			—			—			2,887
	Asset-backed CLOs	—			1,996			—			—			1,996
	Other asset-backed securities	—			3,025			—			—			3,025
	Equity securities	97			—			—			—			97
	Money market funds (b)	789			—			—			—			789
	Corporate bonds	—			1,670			—			—			1,670
	Other debt securities	—			2,030			—			—			2,030
	Foreign covered bonds	2,266			683			—			—			2,949
Non-agency RMBS (c)	—			2,449			—			—			2,449
Total available-for-sale securities	24,332			71,216			11			—			95,559
Trading assets:
Debt and equity instruments (b)	3,137			3,267			—			—			6,404
Derivative assets not designated as hedging:
Interest rate	3			15,570			18			(13,269		)	2,322
Foreign exchange	—			6,348			—			(3,708		)	2,640
Equity	120			285			6			(164		)	247
Total derivative assets not designated as hedging	123			22,203			24			(17,141		)	5,209
Total trading assets	3,260			25,470			24			(17,141		)	11,613
Other assets:
Derivative assets designated as hedging:
Interest rate	—			573			—			—			573
Foreign exchange	—			204			—			—			204
Total derivative assets designated as hedging	—			777			—			—			777
Other assets (d)	223			771			79			—			1,073
Total other assets	223			1,548			79			—			1,850
Subtotal assets of operations at fair value	27,815			98,234			114			(17,141		)	109,022
Percentage of assets prior to netting	22		%	78		%	—		%
Assets of consolidated investment management funds:
Trading assets	115			8,708			—			—			8,823
Other assets	578			161			—			—			739
Total assets of consolidated investment management funds	693			8,869			—			—			9,562
Total assets	$	28,508		$	107,103		$	114		$	(17,141	)	$	118,584
Percentage of assets prior to netting	21		%	79		%	—		%
Liabilities measured at fair value on a recurring basis at Sept. 30, 2014
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Trading liabilities:
Debt and equity instruments	$	1,160		$	318		$	—		$	—		$	1,478
Derivative liabilities not designated as hedging:
Interest rate	10			16,084			23			(13,450		)	2,667
Foreign exchange	—			6,180			—			(3,003		)	3,177
Equity and other contracts	56			535			3			(182		)	412
Total derivative liabilities not designated as hedging	66			22,799			26			(16,635		)	6,256
Total trading liabilities	1,226			23,117			26			(16,635		)	7,734
Long-term debt (b)	—			337			—			—			337
Other liabilities - derivative liabilities designated as hedging:
Interest rate	—			178			—			—			178
Foreign exchange	—			57			—			—			57
Total other liabilities - derivative liabilities designated as hedging	—			235			—			—			235
Subtotal liabilities of operations at fair value	1,226			23,689			26			(16,635		)	8,306
Percentage of liabilities prior to netting	5		%	95		%	—		%
Liabilities of consolidated investment management funds:
Trading liabilities	—			8,130			—			—			8,130
Other liabilities	1			9			—			—			10
Total liabilities of consolidated investment management funds	1			8,139			—			—			8,140
Total liabilities	$	1,227		$	31,828		$	26		$	(16,635	)	$	16,446
Percentage of liabilities prior to netting	4		%	96		%	—		%
(a)	ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product.
(b)	Includes certain interests in securitizations.
(c)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
(d)	Includes private equity investments and seed capital.
Assets measured at fair value on a recurring basis at Dec. 31, 2013
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Available-for-sale securities:
U.S. Treasury	$	12,852		$	—		$	—		$	—		$	12,852
U.S. Government agencies	—			948			—			—			948
Sovereign debt	40			11,314			—			—			11,354
State and political subdivisions (b)	—			6,663			11			—			6,674
Agency RMBS	—			25,321			—			—			25,321
Non-agency RMBS	—			1,142			—			—			1,142
Other RMBS	—			2,285			—			—			2,285
Commercial MBS	—			2,357			—			—			2,357
Agency commercial MBS	—			1,789			—			—			1,789
Asset-backed CLOs	—			1,562			—			—			1,562
Other asset-backed securities	—			2,891			—			—			2,891
Equity securities	19			—			—			—			19
Money market funds (b)	938			—			—			—			938
Corporate bonds	—			1,815			—			—			1,815
Other debt securities	—			1,796			—			—			1,796
Foreign covered bonds	2,238			633			—			—			2,871
Non-agency RMBS (c)	—			2,695			—			—			2,695
Total available-for-sale securities	16,087			63,211			11			—			79,309
Trading assets:
Debt and equity instruments (b)	4,559			4,338			1			—			8,898
Derivative assets not designated as hedging:
Interest rate	4			14,702			6			(13,231		)	1,481
Foreign exchange	—			3,609			1			(2,294		)	1,316
Equity	274			395			15			(281		)	403
Total derivative assets not designated as hedging	278			18,706			22			(15,806		)	3,200
Total trading assets	4,837			23,044			23			(15,806		)	12,098
Other assets:
Derivative assets designated as hedging:
Interest rate	—			1,206			—			—			1,206
Foreign exchange	—			76			—			—			76
Total derivative assets designated as hedging	—			1,282			—			—			1,282
Other assets (d)	148			193			105			—			446
Total other assets	148			1,475			105			—			1,728
Subtotal assets of operations at fair value	21,072			87,730			139			(15,806		)	93,135
Percentage of assets prior to netting	19		%	81		%	—		%
Assets of consolidated investment management funds:
Trading assets	61			10,336			—			—			10,397
Other assets	739			136			—			—			875
Total assets of consolidated investment management funds	800			10,472			—			—			11,272
Total assets	$	21,872		$	98,202		$	139		$	(15,806	)	$	104,407
Percentage of assets prior to netting	18		%	82		%	—		%
Liabilities measured at fair value on a recurring basis at Dec. 31, 2013
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Trading liabilities:
Debt and equity instruments	$	1,030		$	585		$	—		$	—		$	1,615
Derivative liabilities not designated as hedging:
Interest rate	3			15,178			31			(12,429		)	2,783
Foreign exchange	—			3,536			—			(1,711		)	1,825
Equity and other contracts	214			745			44			(281		)	722
Total derivative liabilities not designated as hedging	217			19,459			75			(14,421		)	5,330
Total trading liabilities	1,247			20,044			75			(14,421		)	6,945
Long-term debt (b)	—			321			—			—			321
Other liabilities - derivative liabilities designated as hedging:
Interest rate	—			167			—			—			167
Foreign exchange	—			336			—			—			336
Total other liabilities - derivative liabilities designated as hedging	—			503			—			—			503
Subtotal liabilities of operations at fair value	1,247			20,868			75			(14,421		)	7,769
Percentage of liabilities prior to netting	6		%	94		%	—		%
Liabilities of consolidated investment management funds:
Trading liabilities	16			10,069			—			—			10,085
Other liabilities	—			46			—			—			46
Total liabilities of consolidated investment management funds	16			10,115			—			—			10,131
Total liabilities	$	1,263		$	30,983		$	75		$	(14,421	)	$	17,900
Percentage of liabilities prior to netting	4		%	96		%	—		%
(a)	ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product.
(b)	Includes certain interests in securitizations.
(c)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
(d)	Includes private equity investments and seed capital.
Details of certain items measured at fair value	Sept. 30, 2014													Dec. 31, 2013
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
Non-agency RMBS, originated in:
2007	$	80			—	%	—	%	—	%	100	%		$	90			—	%	—	%	41	%	59	%
2006	152				—		—		—		100			156				—		—		—		100
2005	297				—		22		19		59			330				—		24		16		60
2004 and earlier	476				3		5		29		63			566				3		6		30		61
Total non-agency RMBS	$	1,005			1	%	9	%	19	%	71	%		$	1,142			1	%	10	%	23	%	66	%
Commercial MBS - Domestic, originated in:
2009-2014	$	584			84	%	16	%	—	%	—	%		$	466			81	%	19	%	—	%	—	%
2008	21				100		—		—		—			22				59		41		—		—
2007	366				66		20		14		—			457				69		20		11		—
2006	620				83		17		—		—			683				84		16		—		—
2005	341				100		—		—		—			486				100		—		—		—
2004 and earlier	16				100		—		—		—			153				93		7		—		—
Total commercial MBS - Domestic	$	1,948			83	%	14	%	3	%	—	%		$	2,267			84	%	14	%	2	%	—	%
Foreign covered bonds:
Canada	$	1,337			100	%	—	%	—	%	—	%		$	851			100	%	—	%	—	%	—	%
United Kingdom	665				100		—		—		—			803				100		—		—		—
Netherlands	254				100		—		—		—			298				100		—		—		—
Other	693				100		—		—		—			919				100		—		—		—
Total foreign covered bonds	$	2,949			100	%	—	%	—	%	—	%		$	2,871			100	%	—	%	—	%	—	%
European floating rate notes - available-for-sale:
United Kingdom	$	1,450			84	%	16	%	—	%	—	%		$	1,668			79	%	21	%	—	%	—	%
Netherlands	319				100		—		—		—			434				100		—		—		—
Ireland	152				—		—		—		100			165				10		—		—		90
Italy	—				—		—		—		—			104				—		100		—		—
Other	31				91		1		—		8			42				89		5		—		6
Total European floating rate notes - available-for-sale	$	1,952			80	%	12	%	—	%	8	%		$	2,413			75	%	19	%	—	%	6	%
Sovereign debt:
United Kingdom	$	5,077			100	%	—	%	—	%	—	%		$	4,709			100	%	—	%	—	%	—	%
France	3,856				100		—		—		—			1,568				100		—		—		—
Netherlands	1,783				100		—		—		—			2,105				100		—		—		—
Germany	1,582				100		—		—		—			2,182				100		—		—		—
Spain	917				—		—		100		—			137				—		—		100		—
Italy	906				—		—		100		—			171				—		—		100		—
Ireland	283				—		—		100		—			—				—		—		—		—
Other	1,301				90		2		8		—			482				100		—		—		—
Total sovereign debt	$	15,705			86	%	—	%	14	%	—	%		$	11,354			97	%	—	%	3	%	—	%
Non-agency RMBS (b), originated in:
2007	$	751			—	%	—	%	—	%	100	%		$	812			—	%	—	%	—	%	100	%
2006	701				—		—		1		99			780				—		—		1		99
2005	772				—		3		1		96			854				—		3		—		97
2004 and earlier	225				—		4		10		86			249				—		4		16		80
Total non-agency RMBS (b)	$	2,449			—	%	1	%	2	%	97	%		$	2,695			—	%	1	%	2	%	97	%
(a)	At Sept. 30, 2014 and Dec. 31, 2013, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
(b)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Changes in Level 3 fair value measurements
Our classification of a financial instrument in Level 3 of the valuation hierarchy is based on the significance of the unobservable factors to the overall fair value measurement. However, these instruments generally include other observable components that are actively quoted or validated to third-party sources; accordingly, the gains and losses in the table below include changes in fair value due to observable parameters as well as the unobservable parameters in our valuation methodologies. We also frequently manage the risks of Level 3 financial instruments using securities and derivatives positions that are Level 1 or 2 instruments which are not included in the table; accordingly, the gains or losses below do not reflect the effect of our risk management activities related to the Level 3 instruments.
The Company has a Level 3 Pricing Committee which evaluates the valuation techniques used in determining the fair value of Level 3 assets and liabilities.
The tables below include a roll forward of the balance sheet amounts for the three and nine months ended Sept. 30, 2014 and 2013 (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, 2014
	Available-for-sale securities				Trading assets												Total assets
(in millions)	State and				Debt and equity				Derivative			(a)	Other
	political				instruments				assets				assets
	subdivisions
Fair value at June 30, 2014	$	11			$	1			$	22			$	98			$	132
Transfers out of Level 3	—				—				(10		)		—				(10		)
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	—			(b)	—			(c)	13			(c)	(10		)	(d)	3
Sales and settlements:
Sales	—				—				—				(9		)		(9		)
Settlements	—				(1		)		(1		)		—				(2		)
Fair value at Sept. 30, 2014	$	11			$	—			$	24			$	79			$	114
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	16			$	—			$	16
(a)	Derivative assets are reported on a gross basis.
(b)	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, 2014
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at June 30, 2014	$	51			$	51
Transfers out of Level 3	(2		)		(2		)
Total (gains) or losses for the period:
Included in earnings (or changes in net liabilities)	(23		)	(b)	(23		)
Fair value at Sept. 30, 2014	$	26			$	26
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	(12	)		$	(12	)
(a)	Derivative liabilities are reported on a gross basis.
(b)	Reported in foreign exchange and other trading revenue.
Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2013
	Available-for-sale securities				Trading assets															Assets of
																				consolidated
																				investment
																				management
(in millions)	State and  political				Debt and  equity				Derivative			(a)	Other				Total			funds
	subdivisions				instruments				assets				assets				assets of operations
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:
Included in earnings (or changes in net liabilities)	(5		)	(b)	(5		)
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 nine months ended Sept. 30, 2014
	Available-for-sale securities				Trading assets												Total assets
(in millions)	State and				Debt and equity				Derivative			(a)	Other
	political				instruments				assets				assets
	subdivisions
Fair value at Dec. 31, 2013	$	11			$	1			$	22			$	105			$	139
Transfers out of Level 3	—				—				(12		)		—				(12		)
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	—			(b)	—			(c)	15			(c)	(5		)	(d)	10
Purchases, sales and settlements:
Purchases	—				—				—				14				14
Sales	—				—				—				(35		)		(35		)
Settlements	—				(1		)		(1		)		—				(2		)
Fair value at Sept. 30, 2014	$	11			$	—			$	24			$	79			$	114
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	19			$	—			$	19
(a)	Derivative assets are reported on a gross basis.
(b)	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, 2014
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at Dec. 31, 2013	$	75			$	75
Transfers out of Level 3	(39		)		(39		)
Total (gains) or losses for the period:
Included in earnings (or changes in net liabilities)	(13		)	(b)	(13		)
Purchases	3				3
Fair value at Sept 30, 2014	$	26			$	26
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	1			$	1
(a)	Derivative liabilities are reported on a gross basis.
(b)	Reported in foreign exchange and other trading revenue.
Fair value measurements for assets using significant unobservable inputs for the nine months ended Sept. 30, 2013
	Available-for-sale securities				Trading assets															Assets of
																				consolidated
																				investment
																				management
(in millions)	State and  political				Debt and  equity				Derivative			(a)	Other				Total			funds
	subdivisions				instruments				assets				assets				assets of operations
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.
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, 2014 and Dec. 31, 2013, for which a nonrecurring change in fair value has been recorded during the quarters ended Sept. 30, 2014 and Dec. 31, 2013.
Assets measured at fair value on a nonrecurring basis at Sept. 30, 2014													Total carrying
(in millions)	Level 1				Level 2				Level 3				value
Loans (a)	$	—			$	114			$	5			$	119
Other assets (b)	—				10				—				10
Total assets at fair value on a nonrecurring basis	$	—			$	124			$	5			$	129
Assets measured at fair value on a nonrecurring basis at Dec. 31, 2013													Total carrying
(in millions)	Level 1				Level 2				Level 3				value
Loans (a)	$	—			$	128			$	9			$	137
Other assets (b)	—				15				—				15
Total assets at fair value on a nonrecurring basis	$	—			$	143			$	9			$	152
(a)	During the quarters ended Sept. 30, 2014 and Dec. 31, 2013, the fair value of these loans decreased less than $1 million and $1 million, respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses.
(b)	Includes other assets received in satisfaction of debt 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 the valuation of assets and liabilities classified as Level 3 within the fair value hierarchy.
Quantitative information about Level 3 fair value measurements of assets
(dollars in millions)	Fair value at				Valuation techniques	Unobservable input	Range
	Sept. 30, 2014
Measured on a recurring basis:
Available-for-sale securities:
State and political subdivisions		$	11		Discounted cash flow	Expected credit loss	4	%
Trading assets:
Derivative assets:
Interest rate contracts:
Structured foreign exchange swaptions		18			Option pricing model (a)	Correlation risk	0%-25%
						Long-term foreign exchange volatility	11%-18%
Equity:
Equity options		6			Option pricing model (a)	Long-term equity volatility	21%-25%
Measured on a nonrecurring basis:
Loans		5			Discounted cash flows	Timing of sale	0-12 months
						Cap rate	8	%
						Cost to complete/sell	0%-40%
Quantitative information about Level 3 fair value measurements of liabilities
(dollars in millions)	Fair value at				Valuation techniques	Unobservable input	Range
	Sept. 30, 2014
Measured on a recurring basis:
Trading liabilities:
Derivative liabilities:
Interest rate contracts:
Structured foreign exchange swaptions		$	23		Option pricing model (a)	Correlation risk	0%-25%
						Long-term foreign exchange volatility	11%-18%
Equity:
Equity options		3			Option pricing model (a)	Long-term equity volatility	21%-22%
(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.
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 2013 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 used at Sept. 30, 2014 and Dec. 31, 2013 include discount rates ranging principally from 0.56% to 3.74%. 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, including our term loan program, 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 and is included as Level 2 within the valuation hierarchy. 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, 2014 and Dec. 31, 2013, by caption on the consolidated balance sheet and by ASC 820 valuation hierarchy (as described above).
Summary of financial instruments	Sept. 30, 2014
(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	$	—		$	92,317		$	—			$	92,317			$	92,317
Interest-bearing deposits with banks	—			30,354			—				30,354				30,341
Federal funds sold and securities purchased under resale agreements	—			17,375			—				17,375				17,375
Securities held-to-maturity	4,149			16,018			—				20,167				20,137
Loans	—			55,242			—				55,242				55,164
Other financial assets	6,410			1,081			—				7,491				7,491
Total	$	10,559		$	212,387		$	—			$	222,946			$	222,825
Liabilities:
Noninterest-bearing deposits	$	—		$	101,105		$	—			$	101,105			$	101,105
Interest-bearing deposits	—			162,737			—				162,737				163,791
Federal funds purchased and securities sold under repurchase agreements	—			9,687			—				9,687				9,687
Payables to customers and broker-dealers	—			20,155			—				20,155				20,155
Borrowings	—			986			—				986				986
Long-term debt	—			21,669			—				21,669				21,246
Total	$	—		$	316,339		$	—			$	316,339			$	316,970
Summary of financial instruments	Dec. 31, 2013
(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	$	—		$	104,359		$	—			$	104,359			$	104,359
Interest-bearing deposits with banks	—			35,323			—				35,323				35,300
Federal funds sold and securities purchased under resale agreements	—			9,161			—				9,161				9,161
Securities held-to-maturity	3,268			16,175			—				19,443				19,743
Loans	—			49,316			—				49,316				49,180
Other financial assets	6,460			1,141			—				7,601				7,601
Total	$	9,728		$	215,475		$	—			$	225,203			$	225,344
Liabilities:
Noninterest-bearing deposits	$	—		$	95,475		$	—			$	95,475			$	95,475
Interest-bearing deposits	—			165,253			—				165,253				165,654
Federal funds purchased and securities sold under repurchase agreements	—			9,648			—				9,648				9,648
Payables to customers and broker-dealers	—			15,707			—				15,707				15,707
Borrowings	—			919			—				919				919
Long-term debt	—			19,965			—				19,965				19,543
Total	$	—		$	306,967		$	—			$	306,967			$	306,946
The table below summarizes the carrying amount of the hedged financial instruments, the notional amount of the hedge and the unrealized gain (loss) (estimated fair value) of the derivatives.
Hedged financial instruments	Carrying amount			Notional amount of hedge			Unrealized
(in millions)							Gain			(Loss)
Sept. 30, 2014
Interest-bearing deposits with banks	$	292		$	292		$	20		$	—
Securities available-for-sale	6,772			6,971			227			(129		)
Long-term debt	17,534			17,300			344			(49		)
Dec. 31, 2013
Interest-bearing deposits with banks	$	1,396		$	1,396		$	30		$	(19	)
Securities available-for-sale	5,914			6,647			721			(95		)
Long-term debt	15,036			14,755			483			(72		)

Derivative_Instruments

Derivative Instruments	9 Months Ended
	Sep. 30, 2014
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. 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 $7.6 million in the third quarter of 2014 and $1.2 million in the third quarter of 2013.
	Hedging derivatives
	We utilize interest rate swap agreements to manage our exposure to interest rate fluctuations. For hedges of available-for-sale investment securities, deposits and long-term debt, the hedge documentation specifies the terms of the hedged items and the interest rate swaps and indicates that the derivative is hedging a fixed rate item and is a fair value hedge, that the hedge exposure is to the changes in the fair value of the hedged item due to changes in benchmark interest rates, and that the strategy is to eliminate fair value variability by converting fixed-rate interest payments to LIBOR.
	The available-for-sale investment securities hedged consist of sovereign debt, U.S. Treasury bonds, agency commercial mortgage-backed securities and covered bonds that had original maturities of 30 years or less at initial purchase. The swaps on all of these investment securities are not callable. All of these securities are hedged with “pay fixed rate, receive variable rate” swaps of similar maturity, repricing and fixed rate coupon. At Sept. 30, 2014, $6.8 billion face amount of securities were hedged with interest rate swaps that had notional values of $7.0 billion.
	The fixed rate long-term debt instruments hedged generally have original maturities of five to 30 years. We issue both callable and non-callable debt. The non-callable debt is hedged with “receive fixed rate, pay variable rate” swaps with similar maturity, repricing and fixed rate coupon. Callable debt is hedged with callable swaps where the call dates of the swaps exactly match the call dates of the debt. At Sept. 30, 2014, $17.3 billion par value of debt was hedged with interest rate swaps that had notional values of $17.3 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, 2014, the hedged forecasted foreign currency transactions and designated forward foreign exchange contract hedges were $264 million (notional), with a pre-tax loss of $9 million recorded in accumulated other comprehensive income. This loss 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 and Swiss Franc 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, 2014, the hedged interest-bearing deposits with banks and their designated forward foreign exchange contract hedges were $442 million (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, 2014, forward foreign exchange contracts with notional amounts totaling $6.5 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, 2014, had a combined U.S. dollar equivalent value of $551 million.
	Ineffectiveness related to derivatives and hedging relationships was recorded in income as follows:
	Ineffectiveness	Nine months ended
	(in millions)	Sept. 30, 2014			Sept. 30, 2013
	Fair value hedges of securities	$	(7.7	)	$	10.4
	Fair value hedges of deposits and long-term debt	(12.0		)	3.8
	Cash flow hedges	0.1			(0.1		)
	Other (a)	(0.1		)	0.1
	Total	$	(19.7	)	$	14.2
	(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, 2014 and Dec. 31, 2013.
	Impact of derivative instruments on the balance sheet	Notional value							Asset derivatives							Liability derivatives
									fair value							fair value
	(in millions)	Sept. 30, 2014			Dec. 31, 2013				Sept. 30, 2014			Dec. 31, 2013				Sept. 30, 2014			Dec. 31, 2013
	Derivatives designated as hedging instruments (a):
	Interest rate contracts	$	24,271		$	21,402			$	573		$	1,206			$	178		$	167
	Foreign exchange contracts	7,255			7,382				204			76				57			336
	Total derivatives designated as hedging instruments								$	777		$	1,282			$	235		$	503
	Derivatives not designated as hedging instruments (b):
	Interest rate contracts	$	836,009		$	767,341			$	15,591		$	14,712			$	16,117		$	15,212
	Foreign exchange contracts	566,093			420,142				6,348			3,610				6,180			3,536
	Equity contracts	15,343			24,123				411			684				594			1,003
	Credit contracts	—			101				—			—				—			—
	Total derivatives not designated as hedging instruments								$	22,350		$	19,006			$	22,891		$	19,751
	Total derivatives fair value (c)								$	23,127		$	20,288			$	23,126		$	20,254
	Effect of master netting agreements (d)								(17,141		)	(15,806		)		(16,635		)	(14,421		)
	Fair value after effect of master netting agreements								$	5,986		$	4,482			$	6,491		$	5,833
	(a)	The fair value of asset derivatives and liability derivatives designated as hedging instruments is recorded as other assets and other liabilities, respectively, on the balance sheet.
	(b)	The fair value of asset derivatives and liability derivatives not designated as hedging instruments is recorded as trading assets and trading liabilities, respectively, on the balance sheet.
	(c)	Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
	(d)	Effect of master netting agreements includes cash collateral received and paid of $1,122 million and $616 million, respectively, at Sept. 30, 2014, and $1,841 million and $456 million, respectively, at Dec. 31, 2013.
	At Sept. 30, 2014, $600 billion (notional) of interest rate contracts will mature within one year, $134 billion between one and five years, and $126 billion after five years. At Sept. 30, 2014, $550 billion (notional) of foreign exchange contracts will mature within one year, $15 billion between one and five years, and $8 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
				3Q14				2Q14				3Q13						3Q14				2Q14			3Q13
	Interest rate contracts	Net interest revenue		$	(200	)		$	(109	)		$	143			Net interest revenue		$	195			$	102		$	(137	)
	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
		3Q14			2Q14			3Q13						3Q14			2Q14			3Q13				effectiveness testing)	3Q14			2Q14			3Q13
	FX contracts	$	—		$	(1	)	$	4			Net interest revenue		$	(1	)	$	—		$	(5	)		Net interest revenue	$	—		$	—		$	—
	FX contracts	(5		)	—			(5		)		Other revenue		1			1			(1		)		Other revenue	0.2			(0.2		)	(0.2		)
	FX contracts	29			(6		)	(67		)		Trading revenue		29			(6		)	(67		)		Trading revenue	—			—			—
	FX contracts	(8		)	3			11				Salary expense		2			4			(1		)		Salary expense	—			—			—
	Total	$	16		$	(4	)	$	(57	)				$	31		$	(1	)	$	(74	)			$	0.2		$	(0.2	)	$	(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 derivatives	(ineffectiveness portion
										OCI into income		(effective portion)									(ineffective portion and	and amount excluded
										(effective portion)											amount excluded from	from effectiveness testing)
	3Q14			2Q14			3Q13						3Q14			2Q14			3Q13				effectiveness testing)	3Q14			2Q14			3Q13
FX contracts	$	308		$	(129	)	$	(192	)		Net interest revenue		$	—		$	(1	)	$	2			Other revenue	$	(0.2	)	$	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 in income on derivatives Nine months ended								Location of gain or(loss) recognized in income on hedged item		Gain or (loss) recognized in hedged item
	(loss) recognized in income on derivatives												Nine months ended
			Sept. 30, 2014				Sept. 30, 2013						Sept. 30, 2014				Sept. 30, 2013
Interest rate contracts	Net interest revenue		$	(594	)		$	388			Net interest revenue		$	574			$	(374	)
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, 2014				Sept. 30, 2013						Sept. 30, 2014				Sept. 30, 2013				effectiveness testing)		Sept. 30, 2014			Sept. 30, 2013
FX contracts	$	(2	)		$	(23	)		Net interest revenue		$	(2	)		$	(24	)		Net interest revenue		$	—		$	—
FX contracts	(2		)		(4		)		Other revenue		2				(1		)		Other revenue		0.1			(0.1		)
FX contracts	26				150				Trading revenue		26				150				Trading revenue		—			—
FX contracts	(4		)		4				Salary expense		8				(2		)		Salary expense		—			—
Total	$	18			$	127					$	34			$	123					$	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)
investment hedging	on derivatives								(loss) reclassified		from accumulated								(loss) recognized in		recognized in income on
relationships	(effective portion)								from accumulated		OCI into income								income on derivative		derivatives
	Nine months ended								OCI into income		(effective portion)								(ineffective portion and		(ineffectiveness portion and amount excluded from
									(effective portion)		Nine months ended								amount excluded from		effectiveness testing)
																			effectiveness testing)		Nine months ended
	Sept. 30, 2014				Sept. 30, 2013						Sept. 30, 2014				Sept. 30, 2013						Sept. 30, 2014			Sept. 30, 2013
FX contracts	$	163			$	13			Net interest revenue		$	(1	)		$	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 historical market events are also performed. Stress tests, by their design, incorporate the impact of reduced liquidity and the breakdown of observed correlations. The results of these stress tests are reviewed weekly with senior management.
Revenue from foreign exchange and other trading included the following:
Foreign exchange and other trading revenue										Year-to-date
(in millions)	3Q14			2Q14			3Q13			2014			2013
Foreign exchange	$	154		$	129		$	154		$	413		$	482
Other trading revenue (loss):
Fixed income	2			(1		)	(2		)	2			18
Equity/other	(3		)	2			8			4			28
Total other trading revenue (loss)	(1		)	1			6			6			46
Total foreign exchange and other trading revenue	$	153		$	130		$	160		$	419		$	528
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, 2014 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-		$	53	million
Baa2/BBB		$	960	million
Ba1/BB+		$	2,643	million
(a)	The amounts represent potential total close-out values if The Bank of New York Mellon’s rating were to immediately drop to the indicated levels.
The aggregated fair value of contracts impacting potential trade close-out amounts and collateral obligations can fluctuate from quarter to quarter due to changes in market conditions, changes in the composition of counterparty trades, new business, or changes to the agreement definitions establishing close-out or collateral obligations.
Additionally, if The Bank of New York Mellon’s debt rating had fallen below investment grade on Sept. 30, 2014, existing collateral arrangements would have required us to have posted an additional $470 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 at Sept. 30, 2014
	Gross assets recognized			Gross amounts offset in the balance sheet				Net assets recognized on the balance sheet			Gross amounts not offset in the balance sheet
(in millions)							(a)				Financial instruments			Cash collateral received			Net amount
Derivatives subject to netting arrangements:
Interest rate contracts	$	14,761		$	13,269			$	1,492		$	395		$	—		$	1,097
Foreign exchange contracts	4,732			3,708				1,024			151			—			873
Equity contracts	331			164				167			5			—			162
Total derivatives subject to netting arrangements	19,824			17,141				2,683			551			—			2,132
Total derivatives not subject to netting arrangements	3,303			—				3,303			—			—			3,303
Total derivatives	23,127			17,141				5,986			551			—			5,435
Reverse repurchase agreements	9,973			1,168			(b)	8,805			8,802			—			3
Securities borrowing	8,553			—				8,553			8,239			—			314
Total	$	41,653		$	18,309			$	23,344		$	17,592		$	—		$	5,752
(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 assets and derivative assets at Dec. 31, 2013
	Gross assets recognized			Gross amounts offset in the balance sheet				Net assets recognized on the balance sheet			Gross amounts not offset in the balance sheet
(in millions)							(a)				Financial instruments			Cash collateral received			Net amount
Derivatives subject to netting arrangements:
Interest rate contracts	$	14,798		$	13,231			$	1,567		$	599		$	—		$	968
Foreign exchange contracts	2,778			2,294				484			18			—			466
Equity contracts	607			281				326			3			—			323
Total derivatives subject to netting arrangements	18,183			15,806				2,377			620			—			1,757
Total derivatives not subject to netting arrangements	2,105			—				2,105			—			—			2,105
Total derivatives	20,288			15,806				4,482			620			—			3,862
Reverse repurchase agreements	5,511			1,096			(b)	4,415			4,413			—			2
Securities borrowing	4,669			—				4,669			4,555			—			114
Total	$	30,468		$	16,902			$	13,566		$	9,588		$	—		$	3,978
(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 at Sept. 30, 2014
	Gross liabilities recognized			Gross amounts offset in the balance sheet				Net liabilities recognized on the balance sheet			Gross amounts not offset in the balance sheet
(in millions)							(a)				Financial instruments			Cash collateral pledged			Net amount
Derivatives subject to netting arrangements:
Interest rate contracts	$	15,688		$	13,450			$	2,238		$	1,842		$	—		$	396
Foreign exchange contracts	4,174			3,003				1,171			372			—			799
Equity contracts	502			182				320			250			—			70
Total derivatives subject to netting arrangements	20,364			16,635				3,729			2,464			—			1,265
Total derivatives not subject to netting arrangements	2,762			—				2,762			—			—			2,762
Total derivatives	23,126			16,635				6,491			2,464			—			4,027
Repurchase agreements	8,024			1,168			(b)	6,856			6,849			—			7
Securities lending	2,658			—				2,658			2,547			—			111
Total	$	33,808		$	17,803			$	16,005		$	11,860		$	—		$	4,145
(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.
Offsetting of financial liabilities and derivative liabilities at Dec. 31, 2013
	Gross liabilities recognized			Gross amounts offset in the balance sheet				Net liabilities recognized on the balance sheet			Gross amounts not offset in the balance sheet
(in millions)							(a)				Financial instruments			Cash collateral pledged			Net amount
Derivatives subject to netting arrangements:
Interest rate contracts	$	14,914		$	12,429			$	2,485		$	1,686		$	—		$	799
Foreign exchange contracts	2,292			1,711				581			382			—			199
Equity contracts	800			281				519			269			—			250
Total derivatives subject to netting arrangements	18,006			14,421				3,585			2,337			—			1,248
Total derivatives not subject to netting arrangements	2,248			—				2,248			—			—			2,248
Total derivatives	20,254			14,421				5,833			2,337			—			3,496
Repurchase agreements	8,581			1,096			(b)	7,485			7,482			—			3
Securities lending	1,947			—				1,947			1,884			—			63
Total	$	30,782		$	15,517			$	15,265		$	11,703		$	—		$	3,562
(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.

Fair_Value_Option

Fair Value Option	9 Months Ended
	Sep. 30, 2014
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, 2014		Dec. 31, 2013
	Assets of consolidated investment management funds:
	Trading assets	$	8,823	$	10,397
	Other assets	739		875
	Total assets of consolidated investment management funds	$	9,562	$	11,272
	Liabilities of consolidated investment management funds:
	Trading liabilities	$	8,130	$	10,085
	Other liabilities	10		46
	Total liabilities of consolidated investment management funds	$	8,140	$	10,131
	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. The fair value of this long-term debt was $337 million at Sept. 30, 2014 and $321 million at Dec. 31, 2013. 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, 2014		Sept. 30, 2013			Sept. 30, 2014			Sept. 30, 2013
	Changes in the fair value of long-term debt (a)	$	1	$	(2	)	$	(16	)	$	19
	(a)	The change in fair value of the long-term debt is approximately offset by an economic hedge included in foreign exchange and other trading revenue.

Commitments_and_Contingent_Lia

Commitments and Contingent Liabilities	9 Months Ended
	Sep. 30, 2014
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, 2014 are disclosed in the financial institutions portfolio exposure table and the commercial portfolio exposure table below.
	Financial institutions	Sept. 30, 2014
	portfolio exposure
	(in billions)	Loans		Unfunded		Total
				commitments		exposure
	Banks	$	9	$	1.6	$	10.6
	Asset managers	1.5		4.6		6.1
	Securities industry	3.6		1.3		4.9
	Insurance	0.1		4		4.1
	Government	—		3		3
	Other	0.4		1		1.4
	Total	$	14.6	$	15.5	$	30.1
	Commercial portfolio	Sept. 30, 2014
	exposure
	(in billions)	Loans		Unfunded		Total
				commitments		exposure
	Services and other	$	0.7	$	5.8	$	6.5
	Energy and utilities	0.4		5.7		6.1
	Manufacturing	0.3		5.6		5.9
	Media and telecom	0.1		1.6		1.7
	Total	$	1.5	$	18.7	$	20.2
	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)	2014		2013
	Lending commitments (a)	$	32,961	$	34,039
	Standby letters of credit (b)	5,862		6,721
	Commercial letters of credit	339		310
	Securities lending indemnifications (c)	299,304		244,382
	(a)	There were no participations at Sept. 30, 2014. Net of participations totaling $6 million at Dec. 31, 2013.
	(b)	Net of participations totaling $773 million at Sept. 30, 2014 and $720 million at Dec. 31, 2013.
	(c)	Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients, which totaled $65 billion at Sept. 30, 2014 and $60 billion at Dec. 31, 2013.
	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: $9.5 billion in less than one year, $23.3 billion in one to five years and $151 million over five years.
	Standby letters of credit (“SBLC”) principally support corporate obligations and were collateralized with cash and securities of $642 million and $418 million at Sept. 30, 2014 and Dec. 31, 2013, respectively. At Sept. 30, 2014, $3.3 billion of the SBLCs will expire within one year and $2.6 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 $97 million at Sept. 30, 2014 and $134 million at Dec. 31, 2013.
	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,
		2014		2013
	Investment grade	90	%	86	%
	Non-investment grade	10	%	14	%
	A commercial letter of credit is normally a short-term instrument used to finance a commercial contract for the shipment of goods from a seller to a buyer. Although the commercial letter of credit is contingent upon the satisfaction of specified conditions, it represents a credit exposure if the buyer defaults on the underlying transaction. As a result, the total contractual amounts do not necessarily represent future cash requirements. Commercial letters of credit totaled $339 million at Sept. 30, 2014 compared with $310 million at Dec. 31, 2013.
	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 $310 billion at Sept. 30, 2014 and $252 billion at Dec. 31, 2013.
	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, 2014 and Dec. 31, 2013, $65 billion and $60 billion, respectively, of borrowings at CIBC Mellon for which BNY Mellon acts as agent on behalf of CIBC Mellon clients, were secured by collateral of $67 billion and $64 billion, respectively. If, upon a default, a borrower’s collateral was not sufficient to cover its related obligations, certain losses related to the indemnification could be covered by the indemnitors.
	We expect many of these guarantees to expire without the need to advance any cash. The revenue associated with guarantees frequently depends on the credit rating of the obligor and the structure of the transaction, including collateral, if any.
	Operating leases
	On June 25, 2014, BNY Mellon entered into a lease agreement for approximately 350,000 square feet of office space located at Brookfield Place, 225 Liberty Street, New York, New York. The term of the lease is 20 years from the lease commencement, which is expected to begin on or about Jan. 1, 2015. A summary of the future minimum rental commitments under this operating lease is as follows: 2015 - $3 million; 2016 - $19 million; 2017 - $19 million; 2018 - $19 million; 2019 - $19 million; and 2020 and thereafter - $313 million.
	Exposure for certain administrative errors
	In connection with certain offshore tax-exempt funds that we manage, we may be liable to the funds for certain administrative errors. The errors relate to the resident status of such funds, potentially exposing the Company to a tax liability related to the funds’ earnings. The Company is in discussions with tax authorities regarding the funds. With the charge recorded in the second quarter of 2014 for this matter, we believe we are appropriately accrued and the additional reasonably possible exposure is not significant.
	Indemnification arrangements
	We have provided standard representations for underwriting agreements, acquisition and divestiture agreements, sales of loans and commitments, and other similar types of arrangements and customary indemnification for claims and legal proceedings related to providing financial services that are not otherwise included above. Insurance has been purchased to mitigate certain of these risks. Generally, there are no stated or notional amounts included in these indemnifications and the contingencies triggering the obligation for indemnification are not expected to occur. Furthermore, often counterparties to these transactions provide us with comparable indemnifications. We are unable to develop an estimate of the maximum payout under these indemnifications for several reasons. In addition to the lack of a stated or notional amount in a majority of such indemnifications, we are unable to predict the nature of events that would trigger indemnification or the level of indemnification for a certain event. We believe, however, that the possibility that we will have to make any material payments for these indemnifications is remote. At Sept. 30, 2014 and Dec. 31, 2013, we have not recorded any 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, 2014 and Dec. 31, 2013, 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 $940 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 North Carolina and Illinois. 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 in Lehman Brothers Holdings, Inc., 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, 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 public pension funds in the state of California purported to intervene in a qui tam lawsuit that was removed to federal district court in California. On March 30, 2012, the court dismissed certain of plaintiffs’ claims, including all claims under the California False Claims Act. Certain plaintiffs refiled their claims and, on May 1, 2014, the court again dismissed the California False Claims Act claims, along with certain other claims. Plaintiffs sought leave to file an amended complaint that would reassert some of those claims, but the court denied their motion.
BNY Mellon has also been named as a defendant in several putative class action federal lawsuits filed on various dates in 2011, 2012 and 2014. The complaints, which assert claims including breach of contract and ERISA and securities laws violations, all allege that the prices BNY Mellon charged for standing instruction foreign exchange transactions executed in connection with custody services provided by BNY Mellon were improper. In addition, BNY Mellon 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. On Oct. 1, 2013, the court in the consolidated state derivative action dismissed all of plaintiffs’ claims, and one of the plaintiffs has appealed. All of the pending lawsuits are currently in discovery. To the extent the lawsuits are pending in federal court, they are being coordinated for pre-trial purposes in federal court in New York.
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. Following a trial, the Tax Court upheld the IRS’s Notice of Deficiency and disallowed BNY Mellon’s tax credits and associated transaction costs on Feb. 11, 2013.  On Sept. 23, 2013, the Tax Court issued a supplemental opinion, partially reducing the tax implications to BNY Mellon of its earlier decision. The Tax Court entered a decision formally implementing its prior rulings on Feb. 20, 2014. BNY Mellon appealed the decision to the Second Circuit Court of Appeals on March 5, 2014. See Note 11 of the Notes to Consolidated Financial Statements for additional information.
Mortgage-Securitization Trusts Proceedings
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 ended on Nov. 21, 2013. On Jan. 31, 2014, the court issued its decision approving the settlement except to the extent that it releases loan modification claims. The court approved all the other terms of the settlement. On Feb. 21, 2014, The Bank of New York Mellon appealed the court’s decision to exempt loan modification claims from the settlement approval and several objectors to the settlement cross-appealed. The Bank of New York Mellon has also been named as a defendant in a lawsuit brought in New York State court on June 18, 2014 by a group of institutional investors. This lawsuit is one of a number of legal actions brought by MBS investors alleging that the trustee has expansive duties under the governing agreements, including to investigate and pursue breach of representation and warranty claims against other parties to the MBS transactions.
Matters Related to R. Allen Stanford
As previously disclosed, in late December 2005, Pershing LLC became a clearing firm for Stanford Group Co. (“SGC”), a registered broker dealer that was part of a group of entities ultimately controlled by R. Allen Stanford. Stanford International Bank (“SIB”), also controlled by Stanford, issued certificates of deposit (“CDs”). Some investors allegedly wired funds from their SGC accounts to purchase CDs. In 2009, the SEC charged Stanford with operating a Ponzi scheme in connection with the sale of CDs, and SGC was placed into receivership. Alleged purchasers of CDs have four pending lawsuits against Pershing in Texas. In addition, alleged purchasers have filed nearly forty FINRA arbitration claims against Pershing in Texas, Florida, Louisiana, Mississippi, Tennessee, Arkansas, North Carolina 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. The FINRA arbitration hearings began in the fourth quarter of 2014 and are scheduled to continue through the first quarter of 2016.
UK Financial Conduct Authority Matter
As previously disclosed, The UK Financial Conduct Authority (the “FCA”) is conducting an investigation into compliance by BNY Mellon, London Branch and BNY Mellon (International) Limited (the “firms”) with the FCA’s Client Assets Sourcebook, which sets out the regime in the UK for the protection of client interests.  The firms are in the process of responding to information requests from the FCA.
Brazilian Postalis Litigation
BNY Mellon Servicos Financeiros DTVM S.A. (“DTVM”), a subsidiary that provides a number of asset services in Brazil, acts as administrator for certain investment funds in which the exclusive investor is a public pension fund for postal workers called Postalis-Instituto de Seguridade Social dos Correios e Telégrafos (“Postalis”). On Aug. 22, 2014, Postalis sued DTVM in Brazil for losses related to a Postalis investment fund for which DTVM serves as fund administrator. Postalis alleges that DTVM failed properly to perform alleged duties, including alleged duties to conduct due diligence of and exert control over the fund manager, Atlântica Administração de Recursos (“Atlântica”), and Atlântica’s investments.

Lines_of_Businesses

Lines of Businesses	9 Months Ended
	Sep. 30, 2014
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 when organizational changes are made or whenever improvements are made in the measurement principles.
	Results for the three and nine months ended Sept. 30, 2013 have been restated to reflect the impact of the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
	The accounting policies of the businesses are the same as those described in Note 1 of the Notes to Consolidated Financial Statements in our 2013 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, global collateral 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.
	•	Incentive expense related to restricted stock and certain corporate overhead charges are allocated to the businesses.
	•	Support and other indirect expenses are allocated to businesses based on internally-developed methodologies.
	•	Recurring FDIC expense is allocated to the businesses based on average deposits generated within each business.
	•	Litigation expense is generally recorded in the business in which the charge occurs.
	•	Management of the investment securities portfolio is a shared service contained in the Other segment. As a result, gains and losses associated with the valuation of the securities portfolio are included in the Other segment.
	•	Client deposits serve as the primary funding source for our investment securities portfolio. We typically allocate all interest revenue to the businesses generating the deposits. Accordingly, accretion related to the portion of the investment securities portfolio restructured in 2009 has been included in the results of the businesses.
	•	M&I expense is a corporate level item and is recorded in the Other segment.
	•	Restructuring charges recorded in the second and third quarters of 2014 relate to corporate-level initiatives and were therefore recorded in the Other segment. In the fourth quarter of 2013, restructuring charges were recorded in the businesses. Prior to the fourth quarter of 2013, restructuring charges were reported in the Other segment.
	•	Balance sheet assets and liabilities and their related income or expense are specifically assigned to each business. Businesses with a net liability position have been allocated assets.
	•	Goodwill and intangible assets are reflected within individual businesses.
	The following consolidating schedules show the contribution of our businesses to our overall profitability.
	For the quarter ended Sept. 30, 2014	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	934		(a)	$	2,005		$	928		$	3,867		(a)
	Net interest revenue	69				583			69			721
	Total revenue	1,003			(a)	2,588			997			4,588			(a)
	Provision for credit losses	—				—			(19		)	(19		)
	Noninterest expense	758				1,879			331			2,968
	Income before taxes	$	245		(a)	$	709		$	685		$	1,639		(a)
	Pre-tax operating margin (b)	24		%		27		%	N/M			36		%
	Average assets	$	36,670			$	266,455		$	77,284		$	380,409
	(a)	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $39 million, net of noncontrolling interests of $23 million, for a net impact of $16 million. Income before taxes is net of noncontrolling interests of $23 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the quarter ended June 30, 2014	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	970		(a)	$	1,920		$	119		$	3,009		(a)
	Net interest revenue	66				593			60			719
	Total revenue	1,036			(a)	2,513			179			3,728			(a)
	Provision for credit losses	—				—			(12		)	(12		)
	Noninterest expense	865				1,868			213			2,946
	Income (loss) before taxes	$	171		(a)	$	645		$	(22	)	$	794		(a)
	Pre-tax operating margin (b)	16		%		26		%	N/M			21		%
	Average assets	$	37,750			$	264,221		$	67,241		$	369,212
(a)	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $46 million, net of noncontrolling interests of $17 million, for a net impact of $29 million. Income before taxes is net of noncontrolling interests of $17 million.
(b)	Income before taxes divided by total revenue.
N/M - Not meaningful.
For the quarter ended Sept. 30, 2013	Investment				Investment			Other			Consolidated
(dollar amounts in millions)	Management				Services
Fee and other revenue (a)	$	882		(b)	$	1,949		$	172		$	3,003		(b)
Net interest revenue	67				619			86			772
Total revenue (a)	949			(b)	2,568			258			3,775			(b)
Provision for credit losses	—				—			2			2
Noninterest expense	724				1,811			244			2,779
Income before taxes (a)	$	225		(b)	$	757		$	12		$	994		(b)
Pre-tax operating margin (a)(c)	24		%		29		%	N/M			26		%
Average assets	$	38,690			$	246,252		$	56,808		$	341,750
(a)	Consolidated results and Other segment results have been restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
(b)	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $8 million.
(c)	Income before taxes divided by total revenue.
N/M - Not meaningful.
For the nine months ended Sept. 30, 2014	Investment				Investment			Other			Consolidated
(dollar amounts in millions)	Management				Services
Fee and other revenue	$	2,804		(a)	$	5,812		$	1,159		$	9,775		(a)
Net interest revenue	205				1,766			197			2,168
Total revenue	3,009			(a)	7,578			1,356			11,943			(a)
Provision for credit losses	—				—			(49		)	(49		)
Noninterest expense	2,347				5,569			737			8,653
Income before taxes	$	662		(a)	$	2,009		$	668		$	3,339		(a)
Pre-tax operating margin (b)	22		%		26		%	N/M			28		%
Average assets	$	37,951			$	263,078		$	67,268		$	368,297
(a)	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $121 million, net of noncontrolling interests of $60 million, for a net impact of $61 million. Income before taxes is net of noncontrolling interests of $60 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 (a)	$	2,675		(b)	$	5,780		$	671		$	9,126		(b)
Net interest revenue	192				1,905			151			2,248
Total revenue (a)	2,867			(b)	7,685			822			11,374			(b)
Provision for credit losses	—				1			(42		)	(41		)
Noninterest expense	2,165				5,533			731			8,429
Income before taxes (a)	$	702		(b)	$	2,151		$	133		$	2,986		(b)
Pre-tax operating margin (a)(c)	24		%		27		%	N/M			26		%
Average assets	$	38,462			$	243,769		$	55,420		$	337,651
(a)	Consolidated results and Other segment results have been restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
(b)	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $63 million.
(c)	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, 2014
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)	2014		2013
	Transfers from loans to other assets for other real estate owned (“OREO”)	$	3	$	3
	Change in assets of consolidated VIEs	1,710		210
	Change in liabilities of consolidated VIEs	1,991		277
	Change in noncontrolling interests of consolidated VIEs	118		12

Basis_of_presentation_Policies

Basis of presentation (Policies)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Basis of presentation	'
	Basis of presentation
	The accounting and financial reporting policies of BNY Mellon, a global financial services company, conform to U.S. generally accepted accounting principles (“GAAP”) and prevailing industry practices.
	The accompanying consolidated financial statements are unaudited. In the opinion of management, all adjustments necessary for a fair presentation of financial position, results of operations and cash flows for the periods have been made. These financial statements should be read in conjunction with BNY Mellon’s Annual Report on Form 10-K for the year ended Dec. 31, 2013. Certain immaterial reclassifications have been made to prior periods to place them on a basis comparable with current period presentation.
	In the first quarter of 2014, BNY Mellon elected to early adopt the new accounting guidance included in Accounting Standards Update (“ASU”) 2014-01, “Accounting for Investments in Qualified Affordable Housing Projects - a Consensus of the FASB Emerging Issues Task Force.” As a result, we restated the prior period financial statements to reflect the impact of the retrospective application of the new accounting guidance. See Note 2 of the Notes to Consolidated Financial Statements for additional information.
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.
Other-than-temporary impairment	'
	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.
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, 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, 2014, 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 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 exchange-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 swaps and options, foreign exchange spot and forward contracts 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, 2014 and Dec. 31, 2013, 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 2014.
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 2013 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 used at Sept. 30, 2014 and Dec. 31, 2013 include discount rates ranging principally from 0.56% to 3.74%. 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, including our term loan program, 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 and is included as Level 2 within the valuation hierarchy. 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.

Accounting_Changes_and_New_Acc1

Accounting Changes and New Accounting Guidance (Tables)	9 Months Ended
	Sep. 30, 2014
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]	'
Impact of the new accounting guidance	'
	The table below presents the impact of the new accounting guidance on our previously reported earnings per share applicable to the common shareholders.
	Earnings per share applicable to the common shareholders of The Bank of New York Mellon Corporation	As previously reported					As revised
	(in dollars)	3Q13			YTD13		3Q13			YTD13
	Basic	$	0.83		$	1.31	$	0.82		$	1.3
	Diluted	$	0.82		$	1.3	$	0.82		$	1.3
	The table below presents the impact of the new accounting guidance on our previously reported income statements.
	Income statement	As previously reported					Adjustments						As revised
	(in millions)	3Q13			YTD13		3Q13			YTD13			3Q13		YTD13
	Investment and other income	$	135		$	476	$	16		$	48		$	151	$	524
	Total fee revenue	2,941			8,892		16			48			2,957		8,940
	Total fee and other revenue	2,963			8,994		16			48			2,979		9,042
	Income before income taxes	986			3,001		16			48			1,002		3,049
	Provision (benefit) for income taxes	(2		)	1,365		21			55			19		1,420
	Net income (loss)	988			1,636		(5		)	(7		)	983		1,629
	Net income (loss) applicable to shareholders of The Bank of New York Mellon Corporation	980			1,572		(5		)	(7		)	975		1,565
	Net income (loss) applicable to common shareholders of The Bank of New York Mellon Corporation	967			1,534		(5		)	(7		)	962		1,527

Securities_Tables

Securities (Tables)	9 Months Ended
	Sep. 30, 2014
Securities [Abstract]	'
Amortized Cost and Fair Values of Securities	'
	The following tables present the amortized cost, the gross unrealized gains and losses and the fair value of securities at Sept. 30, 2014 and Dec. 31, 2013.
	Securities at Sept. 30, 2014	Amortized cost			Gross unrealized						Fair value
	(in millions)				Gains			Losses
	Available-for-sale:
	U.S. Treasury	$	21,078		$	112		$	89		$	21,101
	U.S. Government agencies	360			4			3			361
	State and political subdivisions	5,321			108			25			5,404
	Agency RMBS	30,286			327			405			30,208
	Non-agency RMBS	990			41			26			1,005
	Other RMBS	1,851			33			25			1,859
	Commercial MBS	1,993			43			12			2,024
	Agency commercial MBS	2,883			18			14			2,887
	Asset-backed CLOs	1,984			12			—			1,996
	Other asset-backed securities	3,024			7			6			3,025
	Foreign covered bonds	2,863			87			1			2,949
	Corporate bonds	1,636			44			10			1,670
	Other debt securities	17,571			171			7			17,735			(a)
	Equity securities	96			1			—			97
	Money market funds	789			—			—			789
	Non-agency RMBS (b)	1,916			537			4			2,449
	Total securities available-for-sale (c)	94,641			1,545			627			95,559
	Held-to-maturity:
	U.S. Treasury	4,166			27			44			4,149
	U.S. Government agencies	344			—			6			338
	State and political subdivisions	29			1			—			30
	Agency RMBS	14,127			131			94			14,164
	Non-agency RMBS	157			10			2			165
	Other RMBS	337			4			11			330
	Commercial MBS	14			—			—			14
	Other securities	963			14			—			977
	Total securities held-to-maturity	20,137			187			157			20,167
	Total securities	$	114,778		$	1,732		$	784		$	115,726
	(a)	Includes $15.7 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.
	(c)	Includes gross unrealized gains of $64 million and gross unrealized losses of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
	Securities at Dec. 31, 2013	Amortized cost			Gross unrealized						Fair value
	(in millions)				Gains			Losses
	Available-for-sale:
	U.S. Treasury	$	13,363		$	94		$	605		$	12,852
	U.S. Government agencies	937			16			5			948
	State and political subdivisions	6,706			60			92			6,674
	Agency RMBS	25,564			307			550			25,321
	Non-agency RMBS	1,148			44			50			1,142
	Other RMBS	2,299			43			57			2,285
	Commercial MBS	2,324			60			27			2,357
	Agency commercial MBS	1,822			1			34			1,789
	Asset-backed CLOs	1,551			11			—			1,562
	Other asset-backed securities	2,894			6			9			2,891
	Foreign covered bonds	2,798			73			—			2,871
	Corporate bonds	1,808			32			25			1,815
	Other debt securities	13,077			91			18			13,150			(a)
	Equity securities	18			1			—			19
	Money market funds	938			—			—			938
	Non-agency RMBS (b)	2,131			567			3			2,695
	Total securities available-for-sale (c)	79,378			1,406			1,475			79,309
	Held-to-maturity:
	U.S. Treasury	3,324			28			84			3,268
	U.S. Government agencies	419			—			13			406
	State and political subdivisions	44			—			—			44
	Agency RMBS	14,568			20			236			14,352
	Non-agency RMBS	186			10			3			193
	Other RMBS	466			3			20			449
	Commercial MBS	16			1			—			17
Other securities	720			—			6			714
Total securities held-to-maturity	19,743			62			362			19,443
Total securities	$	99,121		$	1,468		$	1,837		$	98,752
(a)	Includes $11.4 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.
(c)	Includes gross unrealized gains of $74 million and gross unrealized losses of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
Schedule of Realized Gain (Loss)	'
	The following table presents the gross securities gains, losses and impairments.
	Net securities gains (losses)
	(in millions)	3Q14			2Q14			3Q13			YTD14			YTD13
	Realized gross gains	$	23		$	20		$	29		$	73		$	137
	Realized gross losses	(1		)	—			(4		)	(4		)	(10		)
	Recognized gross impairments	(2		)	(2		)	(3		)	(9		)	(25		)
	Total net securities gains	$	20		$	18		$	22		$	60		$	102
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, 2014	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	$	8,717		$	20			$	2,870		$	69			$	11,587		$	89
	U.S. Government agencies	—			—				98			3				98			3
	State and political subdivisions	126			18				471			7				597			25
	Agency RMBS	6,492			26				7,136			379				13,628			405
	Non-agency RMBS	48			—				400			26				448			26
	Other RMBS	159			—				512			25				671			25
	Commercial MBS	208			1				441			11				649			12
	Agency commercial MBS	631			2				592			12				1,223			14
	Other asset-backed securities	636			1				586			5				1,222			6
	Foreign covered bonds	342			1				—			—				342			1
	Corporate bonds	22			—				236			10				258			10
	Other debt securities	1,568			1				326			6				1,894			7
	Non-agency RMBS (a)	25			1				45			3				70			4
	Total securities available-for-sale (b)	$	18,974		$	71			$	13,713		$	556			$	32,687		$	627
	Held-to-maturity:
	U.S. Treasury	$	1,009		$	9			$	1,782		$	35			$	2,791		$	44
	U.S. Government agencies	—			—				337			6				337			6
	Agency RMBS	1,651			8				5,260			86				6,911			94
	Non-agency RMBS	1			—				25			2				26			2
	Other RMBS	—			—				233			11				233			11
	Total securities held-to-maturity	$	2,661		$	17			$	7,637		$	140			$	10,298		$	157
	Total temporarily impaired securities	$	21,635		$	88			$	21,350		$	696			$	42,985		$	784
	(a)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
	(b)	Includes gross unrealized losses for 12 months or more of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
	Temporarily impaired securities at Dec. 31, 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	$	7,719		$	605			$	—		$	—			$	7,719		$	605
	U.S. Government agencies	97			5				—			—				97			5
	State and political subdivisions	2,374			55				222			37				2,596			92
	Agency RMBS	12,011			226				83			324				12,094			550
	Non-agency RMBS	102			7				592			43				694			50
	Other RMBS	93			14				614			43				707			57
	Commercial MBS	517			21				174			6				691			27
	Agency commercial MBS	1,390			34				—			—				1,390			34
	Other asset-backed securities	1,529			9				38			—				1,567			9
	Corporate bonds	612			25				—			—				612			25
	Other debt securities	2,976			18				—			—				2,976			18
	Non-agency RMBS (a)	59			1				22			2				81			3
	Total securities available-for-sale (b)	$	29,479		$	1,020			$	1,745		$	455			$	31,224		$	1,475
	Held-to-maturity:
	U.S. Treasury	$	2,278		$	84			$	—		$	—			$	2,278		$	84
	U.S. Government agencies	406			13				—			—				406			13
	Agency RMBS	12,639			236				—			—				12,639			236
	Non-agency RMBS	10			—				65			3				75			3
	Other RMBS	—			—				261			20				261			20
	Other securities	641			6				—			—				641			6
	Total securities held-to-maturity	$	15,974		$	339			$	326		$	23			$	16,300		$	362
	Total temporarily impaired securities	$	45,453		$	1,359			$	2,071		$	478			$	47,524		$	1,837
	(a)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
	(b)	Includes gross unrealized losses for 12 months or more of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
Maturity Distribution by Carrying Amount and Yield (on Tax Equivalent Basis) of Investment Securities Portfolio	'
	The following table shows the maturity distribution by carrying amount and yield (on a tax equivalent basis) of our investment securities portfolio at Sept. 30, 2014.
	Maturity distribution and yield on investment securities at	U.S.						U.S.						State and						Other bonds,				Mortgage/
	Sept. 30, 2014	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	$	2,418		0.21	%		$	135		1.75	%		$	243		1.3	%		$	7,227	0.81	%	$	—	—	%	$	10,023
	Over 1 through 5 years	13,176			0.86			137			2.09			3,079			2.15			12,934		1.09		—		—		29,326
	Over 5 through 10 years	1,358			2.83			89			1.52			1,783			3.51			2,183		2.38		—		—		5,413
	Over 10 years	4,149			3.12			—			—			299			2.76			10		3.16		—		—		4,458
	Mortgage-backed securities	—			—			—			—			—			—			—		—		40,432		2.35		40,432
	Asset-backed securities	—			—			—			—			—			—			—		—		5,021		1.09		5,021
	Equity securities (b)	—			—			—			—			—			—			—		—		886		—		886
	Total	$	21,101		1.35	%		$	361		1.82	%		$	5,404		2.59	%		$	22,354	1.13	%	$	46,339	2.17	%	$	95,559
	Securities held-to-maturity:
	One year or less	$	150		0.28	%		$	—		—	%		$	1		3.8	%		$	3	0.03	%	$	—	—	%	$	154
	Over 1 through 5 years	2,858			1.27			233			1.03			—			—			739		0.62		—		—		3,830
	Over 5 through 10 years	1,158			2.21			111			1.61			10			6.92			221		0.94		—		—		1,500
	Over 10 years	—			—			—			—			18			4.34			—		—		—		—		18
	Mortgage-backed securities	—			—			—			—			—			—			—		—		14,635		2.69		14,635
	Total	$	4,166		1.49	%		$	344		1.21	%		$	29		5.16	%		$	963	0.69	%	$	14,635	2.69	%	$	20,137
	(a)	Yields are based upon the amortized cost of securities.
	(b)	Includes money market funds.
Projected Weighted-Average Default Rates and Loss Severities	'
	The table below shows the projected weighted-average default rates and loss severities for the 2007, 2006 and late 2005 non-agency RMBS and the securities previously held in the Grantor Trust that we established in connection with the restructuring of our investment securities portfolio in 2009, at Sept. 30, 2014 and Dec. 31, 2013.
	Projected weighted-average default rates and loss severities
		Sept. 30, 2014						Dec. 31, 2013
		Default rate			Severity			Default rate			Severity
	Alt-A	38	%		58	%		40	%		57	%
	Subprime	55	%		74	%		58	%		71	%
	Prime	23	%		42	%		22	%		42	%
Pre-Tax Securities Gains (Losses) by Type	'
	The following table provides net pre-tax securities gains (losses) by type.
	Net securities gains (losses)
	(in millions)	3Q14			2Q14			3Q13			YTD14			YTD13
	State and political subdivisions	$	7		$	7		$	—		$	13		$	—
	U.S. Treasury	1			1			22			12			49
	U.S. Government agencies	—			—			—			7			—
	Foreign covered bonds	—			3			—			3			8
	European floating rate notes	2			—			3			1			(3		)
	Commercial MBS	1			—			—			1			15
	Non-agency RMBS	4			(2		)	(4		)	—			(3		)
	Other	5			9			1			23			36
	Total net securities gains	$	20		$	18		$	22		$	60		$	102
Debt Securities Credit Losses Roll Forward Recorded in Earnings	'
	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)	3Q14			3Q13
	Beginning balance as of June 30	$	107		$	164
	Add: Initial OTTI credit losses	—			—
	Subsequent OTTI credit losses	2			3
	Less: Realized losses for securities sold	7			2
	Ending balance as of Sept. 30	$	102		$	165
	Debt securities credit loss roll forward	Year-to-date
	(in millions)	2014			2013
	Beginning balance as of Jan. 1	$	119		$	288
	Add: Initial OTTI credit losses	2			16
	Subsequent OTTI credit losses	7			10
	Less: Realized losses for securities sold	26			149
	Ending balance as of Sept. 30	$	102		$	165

Loans_and_Asset_Quality_Tables

Loans and Asset Quality (Tables)	9 Months Ended
	Sep. 30, 2014
Receivables [Abstract]	'
Loan Portfolio	'
	The table below provides the details of our loan portfolio and industry concentrations of credit risk at Sept. 30, 2014 and Dec. 31, 2013.
	Loans	Sept. 30, 2014				Dec. 31, 2013
	(in millions)
	Domestic:
	Financial institutions	$	5,465			$	4,511
	Commercial	1,317				1,534
	Wealth management loans and mortgages	10,733				9,743
	Commercial real estate	2,390				2,001
	Lease financings	1,293				1,322
	Other residential mortgages	1,262				1,385
	Overdrafts	1,235				1,314
	Other	855				768
	Margin loans	17,548				15,652
	Total domestic	42,098				38,230
	Foreign:
	Financial institutions	9,109				9,848
	Commercial	241				113
	Wealth management loans and mortgages	92				75
	Commercial real estate	13				9
	Lease financings	879				945
	Other (primarily overdrafts)	5,095				2,437
	Total foreign	15,429				13,427
	Total loans (a)	$	57,527			$	51,657
	(a)	Net of unearned income of $894 million at Sept. 30, 2014 and $1,020 million at Dec. 31, 2013 primarily on domestic and foreign lease financings.
Allowance for Credit Losses Activity	'
	Transactions in the allowance for credit losses are summarized as follows:
	Allowance for credit losses activity for the quarter ended Sept. 30, 2014													Wealth			Other residential mortgages
														management
														loans and
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages						All				Foreign			Total
					real estate			institutions			financings									Other
	Beginning balance	$	74		$	45		$	43		$	33		$	22		$	47		$	—			$	47		$	311
	Charge-offs	(4		)	—			—			—			—			—			—				(1		)	(5		)
	Recoveries	—			—			—			—			—			1			—				—			1
	Net (charge-offs) recoveries	(4		)	—			—			—			—			1			—				(1		)	(4		)
	Provision	1			2			(18		)	1			—			—			—				(5		)	(19		)
	Ending balance	$	71		$	47		$	25		$	34		$	22		$	48		$	—			$	41		$	288
	Allowance for:
	Loan losses	$	20		$	30		$	9		$	34		$	17		$	48		$	—			$	33		$	191
	Lending-related commitments	51			17			16			—			5			—			—				8			97
	Individually evaluated for impairment:
	Loan balance	$	13		$	3		$	—		$	—		$	9		$	—		$	—			$	—		$	25
	Allowance for loan losses	4			1			—			—			1			—			—				—			6
	Collectively evaluated for impairment:
	Loan balance	$	1,304		$	2,387		$	5,465		$	1,293		$	10,724		$	1,262		$	19,638		(a)	$	15,429		$	57,502
	Allowance for loan losses	16			29			9			34			16			48			—				33			185
	(a)	Includes $1,235 million of domestic overdrafts, $17,548 million of margin loans and $855 million of other loans at Sept. 30, 2014.
	Allowance for credit losses activity for the quarter ended June 30, 2014													Wealth			Other residential mortgages
														management
														loans and
	(in millions)	Commercial			Commercial			Financial			Lease			mortgages						All				Foreign			Total
					real estate			institutions			financings									Other
	Beginning balance	$	79		$	42		$	48		$	35		$	23		$	50		$	—			$	49		$	326
	Charge-offs	—			—			—			—			(1		)	(1		)	—				(2		)	(4		)
	Recoveries	1			—			—			—			—			—			—				—			1
	Net (charge-offs) recoveries	1			—			—			—			(1		)	(1		)	—				(2		)	(3		)
	Provision	(6		)	3			(5		)	(2		)	—			(2		)	—				—			(12		)
	Ending balance	$	74		$	45		$	43		$	33		$	22		$	47		$	—			$	47		$	311
	Allowance for:
	Loan losses	$	17		$	27		$	8		$	33		$	16		$	47		$	—			$	39		$	187
	Lending-related commitments	57			18			35			—			6			—			—				8			124
	Individually evaluated for impairment:
	Loan balance	$	13		$	3		$	—		$	—		$	9		$	—		$	—			$	5		$	30
	Allowance for loan losses	3			1			—			—			2			—			—				1			7
	Collectively evaluated for impairment:
	Loan balance	$	1,531		$	2,205		$	5,761		$	1,321		$	10,310		$	1,309		$	20,275		(a)	$	16,506		$	59,218
	Allowance for loan losses	14			26			8			33			14			47			—				38			180
	(a)	Includes $1,748 million of domestic overdrafts, $17,685 million of margin loans and $842 million of other loans at June 30, 2014.
	Allowance for credit losses activity for the quarter 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	$	93		$	30		$	34		$	41		$	19		$	75		$	—			$	45		$	337
	Charge-offs	(1		)	—			—			—			—			(1		)	—				—			(2		)
	Recoveries	—			—			—			—			—			1			—				1			2
	Net (charge-offs)	(1		)	—			—			—			—			—			—				1			—
	Provision	(1		)	2			7			(2		)	(1		)	(5		)	—				2			2
	Ending balance	$	91		$	32		$	41		$	39		$	18		$	70		$	—			$	48		$	339
	Allowance for:
	Loan losses	$	17		$	19		$	7		$	39		$	14		$	70		$	—			$	40		$	206
	Lending-related 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 nine months ended Sept. 30, 2014													Wealth			Other			All			Foreign			Total
													management			residential			Other
													loans and			mortgages
(in millions)	Commercial			Commercial			Financial			Lease			mortgages
				real estate			institutions			financings
Beginning balance	$	83		$	41		$	49		$	37		$	24		$	54		$	—		$	56		$	344
Charge-offs	(4		)	—			—			—			(1		)	(2		)	—			(3		)	(10		)
Recoveries	1			—			—			—			—			2			—			—			3
Net (charge-offs) recoveries	(3		)	—			—			—			(1		)	—			—			(3		)	(7		)
Provision	(9		)	6			(24		)	(3		)	(1		)	(6		)	—			(12		)	(49		)
Ending balance	$	71		$	47		$	25		$	34		$	22		$	48		$	—		$	41		$	288
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
Nonperforming Assets	'
	The table below presents the distribution of our nonperforming assets.
	Nonperforming assets	Sept. 30, 2014				Dec. 31, 2013
	(in millions)
	Nonperforming loans:
	Other residential mortgages	$	113			$	117
	Commercial	13				15
	Wealth management loans and mortgages	13				11
	Foreign	—				6
	Commercial real estate	4				4
	Total nonperforming loans	143				153
	Other assets owned	4				3
	Total nonperforming assets (a)	$	147			$	156
	(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 $79 million at Sept. 30, 2014 and $16 million at Dec. 31, 2013. 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
	Lost interest
	(in millions)	3Q14			2Q14			3Q13			YTD14			YTD13
	Amount by which interest income recognized on nonperforming loans exceeded reversals	$	—		$	1		$	1		$	1		$	1
	Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire period	$	2		$	2		$	3		$	5		$	8
Information about Impaired Loans	'
	The tables below provide information about our impaired loans. We use the discounted cash flow method as the primary method for valuing impaired loans.
	Impaired loans	Quarter ended
		Sept. 30, 2014								June 30, 2014								Sept. 30, 2013
	(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	$	13			$	—			$	13			$	—			$	30			$	—
	Commercial real estate	3				—				2				—				2				—
	Financial institutions	—				—				—				—				—				—
	Wealth management loans and mortgages	7				—				8				—				10				—
	Foreign	2				—				6				—				9				—
	Total impaired loans with an allowance	25				—				29				—				51				—
	Impaired loans without an allowance:
	Commercial	—				—				—				—				4				—
	Commercial real estate	1				—				1				—				7				—
	Financial institutions	—				—				—				—				2				—
	Wealth management loans and mortgages	2				—				2				—				4				—
	Total impaired loans without an allowance (a)	3				—				3				—				17				—
	Total impaired loans	$	28			$	—			$	32			$	—			$	68			$	—
	(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, 2014								Sept. 30, 2013
	(in millions)	Average				Interest				Average				Interest
		recorded				income				recorded				income
		investment				recognized				investment				recognized
	Impaired loans with an allowance:
	Commercial	$	14			$	—			$	43			$	1
	Commercial real estate	2				—				6				—
	Financial institutions	—				—				—				—
	Wealth management loans and mortgages	8				—				18				—
	Foreign	4				—				9				—
	Total impaired loans with an allowance	28				—				76				1
	Impaired loans without an allowance:
	Commercial	—				—				2				—
	Commercial real estate	1				—				7				—
	Financial institutions	—				—				2				—
	Wealth management loans and mortgages	2				—				4				—
	Total impaired loans without an allowance (a)	3				—				15				—
	Total impaired loans	$	31			$	—			$	91			$	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	Sept. 30, 2014												Dec. 31, 2013
	(in millions)	Recorded				Unpaid				Related				Recorded				Unpaid				Related
		investment				principal				allowance (a)				investment				principal				allowance (a)
						balance												balance
	Impaired loans with an allowance:
	Commercial	$	13			$	13			$	4			$	15			$	20			$	2
	Commercial real estate	2				3				1				2				4				1
	Financial institutions	—				—				—				—				—				—
	Wealth management loans and mortgages	7				8				1				9				9				3
	Foreign	—				—				—				6				17				1
	Total impaired loans with an allowance	22				24				6				32				50				7
	Impaired loans without an allowance:
	Commercial real estate	1				1				N/A				1				1				N/A
	Wealth management loans and mortgages	2				2				N/A				3				3				N/A
	Total impaired loans without an allowance (b)	3				3				N/A				4				4				N/A
	Total impaired loans (c)	$	25			$	27			$	6			$	36			$	54			$	7
	(a)	The allowance for impaired loans is included in the allowance for loan losses.
	(b)	When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
	(c)	Excludes an aggregate of less than $1 million of impaired loans in amounts individually less than $1 million at both Sept. 30, 2014 and Dec. 31, 2013. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2014 and Dec. 31, 2013.
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, 2014													Dec. 31, 2013
		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:
	Financial institutions (a)	$	—		$	—		$	312		$	312			$	37		$	—		$	—		$	37
	Other residential mortgages	20			3			3			26				32			6			6			44
	Commercial real estate	6			—			—			6				22			2			—			24
	Wealth management loans and mortgages	24			2			25			51				45			3			1			49
	Total domestic	50			5			340			395				136			11			7			154
	Foreign	—			—			—			—				—			—			—			—
	Total past due loans	$	50		$	5		$	340		$	395			$	136		$	11		$	7		$	154
	(a)	Past due loans at Sept. 30, 2014 include a loan to an asset manager, Sentinel Management Group, Inc. (“Sentinel”), which was reestablished as a fully collateralized performing loan in the first quarter of 2014.
Troubled Debt Restructurings	'
	The following table presents TDRs that occurred in the third quarter of 2014, second quarter of 2014 and third quarter of 2013.
	TDRs	3Q14											2Q14											3Q13
				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	27			$	4			$	5			28			$	5			$	6			34			$	8			$	9
	Wealth management loans and mortgages	—			—				—				1			—				—				—			—				—
	Total TDRs	27			$	4			$	5			29			$	5			$	6			34			$	8			$	9
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, 2014				Dec. 31, 2013				Sept. 30, 2014				Dec. 31, 2013				Sept. 30, 2014				Dec. 31, 2013
	Investment grade	$	1,326			$	1,323			$	1,603			$	1,444			$	12,837			$	12,598
	Non-investment grade	232				324				800				566				1,737				1,761
	Total	$	1,558			$	1,647			$	2,403			$	2,010			$	14,574			$	14,359
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, 2014			Dec. 31, 2013
	Wealth management loans:
	Investment grade	$	5,396		$	4,920
	Non-investment grade	70			64
	Wealth management mortgages	5,359			4,834
	Total	$	10,825		$	9,818

Goodwill_and_Intangible_Assets1

Goodwill and Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2013	$	9,473			$	8,550			$	50			$	18,073
	Acquisitions/dispositions	—				39				—				39
	Foreign currency translation	(45		)		(75		)		—				(120		)
	Balance at Sept. 30, 2014	$	9,428			$	8,514			$	50			$	17,992
	Goodwill by business	Investment			(a)	Investment				Other			(a)	Consolidated
	(in millions)	Management				Services
	Balance at Dec. 31, 2012	$	9,440			$	8,517			$	118			$	18,075
	Dispositions	—				—				(69		)		(69		)
	Foreign currency translation	(12		)		13				1				2
	Other (b)	17				—				—				17
	Balance at Sept. 30, 2013	$	9,445			$	8,530			$	50			$	18,025
	(a)	Includes the reclassification of goodwill associated with the Newton Private Clients business from Investment Management to the Other segment.
	(b)	Other changes in goodwill include purchase price adjustments and certain other reclassifications.
Intangible Assets by Business Segment	'
	The tables below provide a breakdown of intangible assets by business.
	Intangible assets – net carrying amount by business	Investment				Investment				Other				Consolidated
	(in millions)	Management				Services
	Balance at Dec. 31, 2013	$	2,065			$	1,538			$	849			$	4,452
	Amortization	(93		)		(132		)		—				(225		)
	Foreign currency translation	(7		)		(5		)		—				(12		)
	Balance at Sept. 30, 2014	$	1,965			$	1,401			$	849			$	4,215
	Intangible assets – net carrying amount by business	Investment			(a)	Investment				Other			(a)	Consolidated
	(in millions)	Management				Services
	Balance at Dec. 31, 2012	$	2,220			$	1,732			$	857			$	4,809
	Disposition	—				(1		)		(7		)		(8		)
	Amortization	(113		)		(147		)	(b)	—				(260		)
	Foreign currency translation	—				1				(1		)		—
	Other (c)	(13		)		(1		)		—				(14		)
	Balance at Sept. 30, 2013	$	2,094			$	1,584			$	849			$	4,527
	(a)	Includes the reclassification of intangible assets associated with the Newton Private Clients business from Investment Management to the Other segment.
	(b)	Includes an $8 million intangible asset impairment recorded in the second quarter of 2013.
	(c)	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, 2014											Dec. 31, 2013
	(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	$	2,013		$	(1,514	)	$	499		11 years		$	594
	Customer contracts—Investment Services	2,335			(1,316		)	1,019			11 years		1,150
	Other	82			(67		)	15			4 years		16
	Total subject to amortization	4,430			(2,897		)	1,533			11 years		1,760
	Not subject to amortization: (a)
	Trade name	1,361			N/A			1,361			N/A		1,369
	Customer relationships	1,321			N/A			1,321			N/A		1,323
	Total not subject to amortization	2,682			N/A			2,682			N/A		2,692
	Total intangible assets	$	7,112		$	(2,897	)	$	4,215		N/A		$	4,452
	(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)
	2014		$	300
	2015		269
	2016		241
	2017		216
	2018		182

Other_Assets_Tables

Other Assets (Tables)	9 Months Ended
	Sep. 30, 2014
Other Assets [Abstract]	'
Other Assets	'
	Other assets	Sept. 30,		Dec. 31,
	(in millions)	2014		2013
	Corporate/bank owned life insurance	$	4,558	$	4,482
	Accounts receivable	4,032		3,616
	Fails to deliver	3,311		864
	Equity in joint venture and other investments (a)	2,792		3,220
	Income taxes receivable	1,516		2,499
	Software	1,326		1,251
	Prepaid pension assets	1,299		1,209
	Fair value of hedging derivatives	777		1,282
	Prepaid expenses	401		451
	Due from customers on acceptances	54		379
	Other	1,457		1,313
	Total other assets	$	21,523	$	20,566
	(a)	Includes Federal Reserve Bank stock of $446 million and $441 million, respectively, at cost.
Seed Capital and Private Equity Investments Valued Using Net Asset Value	'
	The table below presents information about BNY Mellon’s investments in seed capital and private equity investments that have been valued using NAV.
	Seed capital and private equity investments valued using NAV
		Sept. 30, 2014							Dec. 31, 2013
	(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)	$	335		$	—	Daily-quarterly	0-180 days	$	275		$	23	Monthly-yearly	3-45 days
	Private equity investments (b)(c)	31			52		N/A	N/A	86			31		N/A	N/A
	Total	$	366		$	52			$	361		$	54
	(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.
	(c)	Includes investments and unfunded commitments related to SBICs of $16 million and $48 million, respectively, at Sept. 30, 2014 and $7 million and $20 million, respectively, at Dec. 31, 2013.
	N/A - Not applicable.

Net_Interest_Revenue_Tables

Net Interest Revenue (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014			June 30, 2014			Sept. 30, 2013			Sept. 30, 2014			Sept. 30, 2013
	Interest revenue
	Non-margin loans	$	174		$	176		$	169		$	519		$	505
	Margin loans	48			44			41			134			119
	Securities:
	Taxable	398			383			460			1,186			1,354
	Exempt from federal income taxes	24			27			25			78			72
	Total securities	422			410			485			1,264			1,426
	Deposits with banks	58			77			70			208			209
	Deposits with the Federal Reserve and other central banks	51			55			39			152			101
	Federal funds sold and securities purchased under resale agreements	24			19			13			60			33
	Trading assets	32			30			38			95			113
	Total interest revenue	809			811			855			2,432			2,506
	Interest expense
	Deposits	24			24			26			70			83
	Federal funds purchased and securities sold under repurchase agreements	(4		)	(3		)	(4		)	(11		)	(13		)
	Trading liabilities	6			7			9			21			29
	Other borrowed funds	1			2			1			4			4
	Commercial paper	1			—			—			1			—
	Customer payables	2			2			2			6			6
	Long-term debt	58			60			49			173			149
	Total interest expense	88			92			83			264			258
	Net interest revenue	$	721		$	719		$	772		$	2,168		$	2,248

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014									30-Jun-14									Sept. 30, 2013
	(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	$	14		$	9		$	1		$	14		$	9		$	1		$	16		$	9		$	1
	Interest cost	45			11			3			45			11			3			43			10			2
	Expected return on assets	(79		)	(15		)	(2		)	(79		)	(15		)	(2		)	(73		)	(12		)	(2		)
	Other	28			4			—			30			4			—			49			3			1
	Net periodic benefit cost	$	8		$	9		$	2		$	10		$	9		$	2		$	35		$	10		$	2
	Net periodic benefit cost (credit)							Year-to-date
		Sept. 30, 2014									Sept. 30, 2013
	(in millions)	Domestic pension benefits			Foreign pension benefits			Health care benefits			Domestic pension benefits			Foreign pension benefits			Health care benefits
	Service cost	$	42		$	27		$	3		$	48		$	27		$	3
	Interest cost	135			33			9			129			30			6
	Expected return on assets	(237		)	(45		)	(6		)	(219		)	(36		)	(6		)
	Other	86			12			—			142			11			3
	Net periodic benefit cost	$	26		$	27		$	6		$	100		$	32		$	6

Restructuring_Charges_Tables

Restructuring Charges (Tables)	9 Months Ended
	Sep. 30, 2014
Streamlining Actions	'
Restructuring Cost and Reserve [Line Items]	'
Activity in Restructuring Reserve	'
	The following table presents the activity in the reserve through Sept. 30, 2014.
	Streamlining actions – restructuring reserve activity
	(in millions)	Total
	Original restructuring charge	$	125
	Utilization	(16		)
	Balance at June 30, 2014	109
	Net additional charges	53
	Utilization	(55		)
	Balance at Sept. 30, 2014	$	107
Restructuring Charges by Business Segment	'
	The table below presents the restructuring charge if it had been allocated by business.
	Streamlining actions – restructuring charge by business	3Q14			2Q14			Total charges since inception
	(in millions)
	Investment Management	$	7		$	15		$	22
	Investment Services	23			76			99
	Other segment (including Business Partners)	23			34			57
	Total restructuring charge (recovery)	$	53		$	125		$	178
Operational Efficiency Initiatives 2011	'
Restructuring Cost and Reserve [Line Items]	'
Activity in Restructuring Reserve	'
	The following table presents the activity in the restructuring reserve related to the Operational Excellence Initiatives through Sept. 30, 2014.
	Operational Excellence Initiatives 2011 – restructuring reserve activity
	(in millions)	Severance			Other			Total
	Original restructuring charge	$	78		$	29		$	107
	Net additional charges (net recovery/gain)	95			(57		)	38
	Utilization	(129		)	28			(101		)
	Balance at June 30, 2014	44			—			44
	Net additional charge	4			—			4
	Utilization	(12		)	—			(12		)
	Balance at Sept. 30, 2014	$	36		$	—		$	36
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)	3Q14			2Q14
	Investment Management	$	(2	)	$	—			$	50
	Investment Services	4			(3		)		86
	Other segment (including Business Partners)	2			(2		)		13
	Total restructuring charge (recovery)	$	4		$	(5	)		$	149

Income_Taxes_Tables

Income Taxes (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014		Sept. 30, 2013 (a)
	Federal rate	35	%	35	%
	State and local income taxes, net of federal income tax benefit	2.2		3
	Tax-exempt income	(2.5	)	(2.8	)
	Foreign operations	(1.9	)	(4.4	)
	Tax credits	(0.8	)	(2.2	)
	Tax litigation	—		19.4
	Leverage lease adjustment	(1.0	)	(2.3	)
	Other – net	(1.4	)	0.9
	Effective tax rate	29.6	%	46.6	%
	(a)	Results for the first nine months of 2013 were restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.

Securitizations_and_Variable_I1

Securitizations and Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014 and Dec. 31, 2013, 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, 2014
	(in millions)	Investment		Securitizations		Total
		Management				consolidated
		funds				investments
	Available-for-sale	$	—	$	415	$	415
	Trading assets	8,823		—		8,823
	Other assets	739		—		739
	Total assets	$	9,562	$	415	$	9,977
	Trading liabilities	$	8,130	$	—	$	8,130
	Other liabilities	10		354		364
	Total liabilities	$	8,140	$	354	$	8,494
	Nonredeemable noncontrolling interests	$	901	$	—	$	901
	Investments consolidated under ASC 810 and ASU 2009-17
	at Dec. 31, 2013
	(in millions)	Investment		Securitizations		Total
		Management				consolidated
		funds				investments
	Available-for-sale	$	—	$	487	$	487
	Trading assets	10,397		—		10,397
	Other assets	875		—		875
	Total assets	$	11,272	$	487	$	11,759
	Trading liabilities	$	10,085	$	—	$	10,085
	Other liabilities	46		438		484
	Total liabilities	$	10,131	$	438	$	10,569
	Nonredeemable noncontrolling interests	$	783	$	—	$	783
Variable Interest Entity, Not Primary Beneficiary	'
Variable Interest Entity [Line Items]	'
Schedule of Variable Interest Entities	'
	As of Sept. 30, 2014 and Dec. 31, 2013, 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, 2014					Maximum loss exposure
	(in millions)	Assets		Liabilities
	Other	$	183	$	—	$	183
	Non-consolidated VIEs at Dec. 31, 2013					Maximum loss exposure
	(in millions)	Assets		Liabilities
	Other	$	134	$	—	$	134

Preferred_stock_Tables

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

Other_Comprehensive_Income_Los1

Other Comprehensive Income (Loss) (Tables)	9 Months Ended
	Sep. 30, 2014
Equity [Abstract]	'
Components of Other Comprehensive Income	'
	Components of other comprehensive income (loss)
		Quarter ended
		Sept. 30, 2014									June 30, 2014									Sept. 30, 2013
	(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	$	(505	)	$	(84	)	$	(589	)	$	49		$	28		$	77		$	295		$	90		$	385
	Total foreign currency translation	(505		)	(84		)	(589		)	49			28			77			295			90			385
	Unrealized gain (loss) on assets available-for-sale:
	Unrealized gain (loss) arising during period	(18		)	22			4			287			(77		)	210			(112		)	40			(72		)
	Reclassification adjustment (a)	(20		)	7			(13		)	(18		)	4			(14		)	(10		)	8			(2		)
	Net unrealized gain (loss) on assets available-for-sale	(38		)	29			(9		)	269			(73		)	196			(122		)	48			(74		)
	Defined benefit plans:
	Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a)	31			(12		)	19			31			(14		)	17			52			(21		)	31
	Total defined benefit plans	31			(12		)	19			31			(14		)	17			52			(21		)	31
	Unrealized gain (loss) on cash flow hedges:
	Unrealized hedge gain (loss) arising during period	15			(6		)	9			(3		)	(3		)	(6		)	(57		)	25			(32		)
	Reclassification adjustment (a)	(31		)	10			(21		)	1			3			4			74			(30		)	44
	Net unrealized gain (loss) on cash flow hedges	(16		)	4			(12		)	(2		)	—			(2		)	17			(5		)	12
	Total other comprehensive income (loss)	$	(528	)	$	(63	)	$	(591	)	$	347		$	(59	)	$	288		$	242		$	112		$	354
	(a)	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
	Components of other comprehensive income (loss)
		Year-to-date
		Sept. 30, 2014									Sept. 30, 2013
	(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	$	(432	)	$	(43	)	$	(475	)	$	57		$	24		$	81
	Total foreign currency translation	(432		)	(43		)	(475		)	57			24			81
	Unrealized gain (loss) on assets available-for-sale:
	Unrealized gain (loss) arising during the period	519			(143		)	376			(1,336		)	522			(814		)
	Reclassification adjustment (a)	(60		)	20			(40		)	(90		)	41			(49		)
	Net unrealized gain (loss) on assets available-for-sale	459			(123		)	336			(1,426		)	563			(863		)
	Defined benefit plans:
	Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost (a)	92			(37		)	55			171			(66		)	105
	Total defined benefit plans	92			(37		)	55			171			(66		)	105
	Unrealized gain (loss) on cash flow hedges:
	Unrealized hedge gain (loss) arising during period	18			(9		)	9			127			(51		)	76
	Reclassification adjustment (a)	(34		)	12			(22		)	(123		)	51			(72		)
	Net unrealized gain (loss) on cash flow hedges	(16		)	3			(13		)	4			—			4
	Total other comprehensive income (loss)	$	103		$	(200	)	$	(97	)	$	(1,194	)	$	521		$	(673	)
	(a)	The reclassification adjustment related to the unrealized gain (loss) on assets available-for-sale is recorded as net securities gains on the Consolidated Income Statement. The amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost is recorded as staff expense on the Consolidated Income Statement. See Note 17 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.

Fair_Value_Measurement_Tables

Fair Value Measurement (Tables)	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Assets and Liabilities Measured at Fair Value on Recurring Basis	'
	The following tables present the financial instruments carried at fair value at Sept. 30, 2014 and Dec. 31, 2013, 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 2014.
	Assets measured at fair value on a recurring basis at Sept. 30, 2014
	(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
														value
	Available-for-sale securities:
	U.S. Treasury	$	21,101		$	—		$	—		$	—		$	21,101
	U.S. Government agencies	—			361			—			—			361
	Sovereign debt	79			15,626			—			—			15,705
	State and political subdivisions (b)	—			5,393			11			—			5,404
	Agency RMBS	—			30,208			—			—			30,208
	Non-agency RMBS	—			1,005			—			—			1,005
	Other RMBS	—			1,859			—			—			1,859
	Commercial MBS	—			2,024			—			—			2,024
	Agency commercial MBS	—			2,887			—			—			2,887
	Asset-backed CLOs	—			1,996			—			—			1,996
	Other asset-backed securities	—			3,025			—			—			3,025
	Equity securities	97			—			—			—			97
	Money market funds (b)	789			—			—			—			789
	Corporate bonds	—			1,670			—			—			1,670
	Other debt securities	—			2,030			—			—			2,030
	Foreign covered bonds	2,266			683			—			—			2,949
	Non-agency RMBS (c)	—			2,449			—			—			2,449
	Total available-for-sale securities	24,332			71,216			11			—			95,559
	Trading assets:
	Debt and equity instruments (b)	3,137			3,267			—			—			6,404
	Derivative assets not designated as hedging:
	Interest rate	3			15,570			18			(13,269		)	2,322
	Foreign exchange	—			6,348			—			(3,708		)	2,640
	Equity	120			285			6			(164		)	247
	Total derivative assets not designated as hedging	123			22,203			24			(17,141		)	5,209
	Total trading assets	3,260			25,470			24			(17,141		)	11,613
	Other assets:
	Derivative assets designated as hedging:
	Interest rate	—			573			—			—			573
	Foreign exchange	—			204			—			—			204
	Total derivative assets designated as hedging	—			777			—			—			777
	Other assets (d)	223			771			79			—			1,073
	Total other assets	223			1,548			79			—			1,850
	Subtotal assets of operations at fair value	27,815			98,234			114			(17,141		)	109,022
	Percentage of assets prior to netting	22		%	78		%	—		%
	Assets of consolidated investment management funds:
	Trading assets	115			8,708			—			—			8,823
	Other assets	578			161			—			—			739
	Total assets of consolidated investment management funds	693			8,869			—			—			9,562
	Total assets	$	28,508		$	107,103		$	114		$	(17,141	)	$	118,584
	Percentage of assets prior to netting	21		%	79		%	—		%
	Liabilities measured at fair value on a recurring basis at Sept. 30, 2014
	(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
														value
	Trading liabilities:
	Debt and equity instruments	$	1,160		$	318		$	—		$	—		$	1,478
	Derivative liabilities not designated as hedging:
	Interest rate	10			16,084			23			(13,450		)	2,667
	Foreign exchange	—			6,180			—			(3,003		)	3,177
	Equity and other contracts	56			535			3			(182		)	412
	Total derivative liabilities not designated as hedging	66			22,799			26			(16,635		)	6,256
	Total trading liabilities	1,226			23,117			26			(16,635		)	7,734
	Long-term debt (b)	—			337			—			—			337
	Other liabilities - derivative liabilities designated as hedging:
	Interest rate	—			178			—			—			178
	Foreign exchange	—			57			—			—			57
	Total other liabilities - derivative liabilities designated as hedging	—			235			—			—			235
	Subtotal liabilities of operations at fair value	1,226			23,689			26			(16,635		)	8,306
Percentage of liabilities prior to netting	5		%	95		%	—		%
Liabilities of consolidated investment management funds:
Trading liabilities	—			8,130			—			—			8,130
Other liabilities	1			9			—			—			10
Total liabilities of consolidated investment management funds	1			8,139			—			—			8,140
Total liabilities	$	1,227		$	31,828		$	26		$	(16,635	)	$	16,446
Percentage of liabilities prior to netting	4		%	96		%	—		%
(a)	ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product.
(b)	Includes certain interests in securitizations.
(c)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
(d)	Includes private equity investments and seed capital.
Assets measured at fair value on a recurring basis at Dec. 31, 2013
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Available-for-sale securities:
U.S. Treasury	$	12,852		$	—		$	—		$	—		$	12,852
U.S. Government agencies	—			948			—			—			948
Sovereign debt	40			11,314			—			—			11,354
State and political subdivisions (b)	—			6,663			11			—			6,674
Agency RMBS	—			25,321			—			—			25,321
Non-agency RMBS	—			1,142			—			—			1,142
Other RMBS	—			2,285			—			—			2,285
Commercial MBS	—			2,357			—			—			2,357
Agency commercial MBS	—			1,789			—			—			1,789
Asset-backed CLOs	—			1,562			—			—			1,562
Other asset-backed securities	—			2,891			—			—			2,891
Equity securities	19			—			—			—			19
Money market funds (b)	938			—			—			—			938
Corporate bonds	—			1,815			—			—			1,815
Other debt securities	—			1,796			—			—			1,796
Foreign covered bonds	2,238			633			—			—			2,871
Non-agency RMBS (c)	—			2,695			—			—			2,695
Total available-for-sale securities	16,087			63,211			11			—			79,309
Trading assets:
Debt and equity instruments (b)	4,559			4,338			1			—			8,898
Derivative assets not designated as hedging:
Interest rate	4			14,702			6			(13,231		)	1,481
Foreign exchange	—			3,609			1			(2,294		)	1,316
Equity	274			395			15			(281		)	403
Total derivative assets not designated as hedging	278			18,706			22			(15,806		)	3,200
Total trading assets	4,837			23,044			23			(15,806		)	12,098
Other assets:
Derivative assets designated as hedging:
Interest rate	—			1,206			—			—			1,206
Foreign exchange	—			76			—			—			76
Total derivative assets designated as hedging	—			1,282			—			—			1,282
Other assets (d)	148			193			105			—			446
Total other assets	148			1,475			105			—			1,728
Subtotal assets of operations at fair value	21,072			87,730			139			(15,806		)	93,135
Percentage of assets prior to netting	19		%	81		%	—		%
Assets of consolidated investment management funds:
Trading assets	61			10,336			—			—			10,397
Other assets	739			136			—			—			875
Total assets of consolidated investment management funds	800			10,472			—			—			11,272
Total assets	$	21,872		$	98,202		$	139		$	(15,806	)	$	104,407
Percentage of assets prior to netting	18		%	82		%	—		%
Liabilities measured at fair value on a recurring basis at Dec. 31, 2013
(dollar amounts in millions)	Level 1			Level 2			Level 3			Netting (a)			Total carrying
													value
Trading liabilities:
Debt and equity instruments	$	1,030		$	585		$	—		$	—		$	1,615
Derivative liabilities not designated as hedging:
Interest rate	3			15,178			31			(12,429		)	2,783
Foreign exchange	—			3,536			—			(1,711		)	1,825
Equity and other contracts	214			745			44			(281		)	722
Total derivative liabilities not designated as hedging	217			19,459			75			(14,421		)	5,330
Total trading liabilities	1,247			20,044			75			(14,421		)	6,945
Long-term debt (b)	—			321			—			—			321
Other liabilities - derivative liabilities designated as hedging:
Interest rate	—			167			—			—			167
Foreign exchange	—			336			—			—			336
Total other liabilities - derivative liabilities designated as hedging	—			503			—			—			503
Subtotal liabilities of operations at fair value	1,247			20,868			75			(14,421		)	7,769
Percentage of liabilities prior to netting	6		%	94		%	—		%
Liabilities of consolidated investment management funds:
Trading liabilities	16			10,069			—			—			10,085
Other liabilities	—			46			—			—			46
Total liabilities of consolidated investment management funds	16			10,115			—			—			10,131
Total liabilities	$	1,263		$	30,983		$	75		$	(14,421	)	$	17,900
Percentage of liabilities prior to netting	4		%	96		%	—		%
(a)	ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product.
(b)	Includes certain interests in securitizations.
(c)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
(d)	Includes private equity investments and seed capital.
Details Of Certain Items Measured At Fair Value On Recurring Basis Table	'
	Details of certain items measured at fair value	Sept. 30, 2014													Dec. 31, 2013
	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
	Non-agency RMBS, originated in:
	2007	$	80			—	%	—	%	—	%	100	%		$	90			—	%	—	%	41	%	59	%
	2006	152				—		—		—		100			156				—		—		—		100
	2005	297				—		22		19		59			330				—		24		16		60
	2004 and earlier	476				3		5		29		63			566				3		6		30		61
	Total non-agency RMBS	$	1,005			1	%	9	%	19	%	71	%		$	1,142			1	%	10	%	23	%	66	%
	Commercial MBS - Domestic, originated in:
	2009-2014	$	584			84	%	16	%	—	%	—	%		$	466			81	%	19	%	—	%	—	%
	2008	21				100		—		—		—			22				59		41		—		—
	2007	366				66		20		14		—			457				69		20		11		—
	2006	620				83		17		—		—			683				84		16		—		—
	2005	341				100		—		—		—			486				100		—		—		—
	2004 and earlier	16				100		—		—		—			153				93		7		—		—
	Total commercial MBS - Domestic	$	1,948			83	%	14	%	3	%	—	%		$	2,267			84	%	14	%	2	%	—	%
	Foreign covered bonds:
	Canada	$	1,337			100	%	—	%	—	%	—	%		$	851			100	%	—	%	—	%	—	%
	United Kingdom	665				100		—		—		—			803				100		—		—		—
	Netherlands	254				100		—		—		—			298				100		—		—		—
	Other	693				100		—		—		—			919				100		—		—		—
	Total foreign covered bonds	$	2,949			100	%	—	%	—	%	—	%		$	2,871			100	%	—	%	—	%	—	%
	European floating rate notes - available-for-sale:
	United Kingdom	$	1,450			84	%	16	%	—	%	—	%		$	1,668			79	%	21	%	—	%	—	%
	Netherlands	319				100		—		—		—			434				100		—		—		—
	Ireland	152				—		—		—		100			165				10		—		—		90
	Italy	—				—		—		—		—			104				—		100		—		—
	Other	31				91		1		—		8			42				89		5		—		6
	Total European floating rate notes - available-for-sale	$	1,952			80	%	12	%	—	%	8	%		$	2,413			75	%	19	%	—	%	6	%
	Sovereign debt:
	United Kingdom	$	5,077			100	%	—	%	—	%	—	%		$	4,709			100	%	—	%	—	%	—	%
	France	3,856				100		—		—		—			1,568				100		—		—		—
	Netherlands	1,783				100		—		—		—			2,105				100		—		—		—
	Germany	1,582				100		—		—		—			2,182				100		—		—		—
	Spain	917				—		—		100		—			137				—		—		100		—
	Italy	906				—		—		100		—			171				—		—		100		—
	Ireland	283				—		—		100		—			—				—		—		—		—
	Other	1,301				90		2		8		—			482				100		—		—		—
	Total sovereign debt	$	15,705			86	%	—	%	14	%	—	%		$	11,354			97	%	—	%	3	%	—	%
	Non-agency RMBS (b), originated in:
	2007	$	751			—	%	—	%	—	%	100	%		$	812			—	%	—	%	—	%	100	%
	2006	701				—		—		1		99			780				—		—		1		99
	2005	772				—		3		1		96			854				—		3		—		97
	2004 and earlier	225				—		4		10		86			249				—		4		16		80
	Total non-agency RMBS (b)	$	2,449			—	%	1	%	2	%	97	%		$	2,695			—	%	1	%	2	%	97	%
	(a)	At Sept. 30, 2014 and Dec. 31, 2013, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
	(b)	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation	'
	The tables below include a roll forward of the balance sheet amounts for the three and nine months ended Sept. 30, 2014 and 2013 (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, 2014
		Available-for-sale securities				Trading assets												Total assets
	(in millions)	State and				Debt and equity				Derivative			(a)	Other
		political				instruments				assets				assets
		subdivisions
	Fair value at June 30, 2014	$	11			$	1			$	22			$	98			$	132
	Transfers out of Level 3	—				—				(10		)		—				(10		)
	Total gains or (losses) for the period:
	Included in earnings (or changes in net assets)	—			(b)	—			(c)	13			(c)	(10		)	(d)	3
	Sales and settlements:
	Sales	—				—				—				(9		)		(9		)
	Settlements	—				(1		)		(1		)		—				(2		)
	Fair value at Sept. 30, 2014	$	11			$	—			$	24			$	79			$	114
	Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	16			$	—			$	16
	(a)	Derivative assets are reported on a gross basis.
	(b)	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, 2014
		Trading liabilities				Total liabilities
	(in millions)	Derivative liabilities			(a)
	Fair value at June 30, 2014	$	51			$	51
	Transfers out of Level 3	(2		)		(2		)
	Total (gains) or losses for the period:
	Included in earnings (or changes in net liabilities)	(23		)	(b)	(23		)
	Fair value at Sept. 30, 2014	$	26			$	26
	Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	(12	)		$	(12	)
	(a)	Derivative liabilities are reported on a gross basis.
	(b)	Reported in foreign exchange and other trading revenue.
	Fair value measurements for assets using significant unobservable inputs for the three months ended Sept. 30, 2013
		Available-for-sale securities				Trading assets															Assets of
																					consolidated
																					investment
																					management
	(in millions)	State and  political				Debt and  equity				Derivative			(a)	Other				Total			funds
		subdivisions				instruments				assets				assets				assets of operations
	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:
	Included in earnings (or changes in net liabilities)	(5		)	(b)	(5		)
	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 nine months ended Sept. 30, 2014
		Available-for-sale securities				Trading assets												Total assets
(in millions)	State and				Debt and equity				Derivative			(a)	Other
	political				instruments				assets				assets
	subdivisions
Fair value at Dec. 31, 2013	$	11			$	1			$	22			$	105			$	139
Transfers out of Level 3	—				—				(12		)		—				(12		)
Total gains or (losses) for the period:
Included in earnings (or changes in net assets)	—			(b)	—			(c)	15			(c)	(5		)	(d)	10
Purchases, sales and settlements:
Purchases	—				—				—				14				14
Sales	—				—				—				(35		)		(35		)
Settlements	—				(1		)		(1		)		—				(2		)
Fair value at Sept. 30, 2014	$	11			$	—			$	24			$	79			$	114
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period					$	—			$	19			$	—			$	19
(a)	Derivative assets are reported on a gross basis.
(b)	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, 2014
	Trading liabilities				Total liabilities
(in millions)	Derivative liabilities			(a)
Fair value at Dec. 31, 2013	$	75			$	75
Transfers out of Level 3	(39		)		(39		)
Total (gains) or losses for the period:
Included in earnings (or changes in net liabilities)	(13		)	(b)	(13		)
Purchases	3				3
Fair value at Sept 30, 2014	$	26			$	26
Change in unrealized (gains) or losses for the period included in earnings (or changes in net assets) for liabilities held at the end of the reporting period	$	1			$	1
(a)	Derivative liabilities are reported on a gross basis.
(b)	Reported in foreign exchange and other trading revenue.
Fair value measurements for assets using significant unobservable inputs for the nine months ended Sept. 30, 2013
	Available-for-sale securities				Trading assets															Assets of
																				consolidated
																				investment
																				management
(in millions)	State and  political				Debt and  equity				Derivative			(a)	Other				Total			funds
	subdivisions				instruments				assets				assets				assets of operations
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.
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, 2014 and Dec. 31, 2013, for which a nonrecurring change in fair value has been recorded during the quarters ended Sept. 30, 2014 and Dec. 31, 2013.
	Assets measured at fair value on a nonrecurring basis at Sept. 30, 2014													Total carrying
	(in millions)	Level 1				Level 2				Level 3				value
	Loans (a)	$	—			$	114			$	5			$	119
	Other assets (b)	—				10				—				10
	Total assets at fair value on a nonrecurring basis	$	—			$	124			$	5			$	129
	Assets measured at fair value on a nonrecurring basis at Dec. 31, 2013													Total carrying
	(in millions)	Level 1				Level 2				Level 3				value
	Loans (a)	$	—			$	128			$	9			$	137
	Other assets (b)	—				15				—				15
	Total assets at fair value on a nonrecurring basis	$	—			$	143			$	9			$	152
	(a)	During the quarters ended Sept. 30, 2014 and Dec. 31, 2013, the fair value of these loans decreased less than $1 million and $1 million, respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses.
	(b)	Includes other assets received in satisfaction of debt 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 Inputs, Assets, Quantitative Information	'
	The following tables present the unobservable inputs used in the valuation of assets and liabilities classified as Level 3 within the fair value hierarchy.
	Quantitative information about Level 3 fair value measurements of assets
	(dollars in millions)	Fair value at				Valuation techniques	Unobservable input	Range
		Sept. 30, 2014
	Measured on a recurring basis:
	Available-for-sale securities:
	State and political subdivisions		$	11		Discounted cash flow	Expected credit loss	4	%
	Trading assets:
	Derivative assets:
	Interest rate contracts:
	Structured foreign exchange swaptions		18			Option pricing model (a)	Correlation risk	0%-25%
							Long-term foreign exchange volatility	11%-18%
	Equity:
	Equity options		6			Option pricing model (a)	Long-term equity volatility	21%-25%
	Measured on a nonrecurring basis:
	Loans		5			Discounted cash flows	Timing of sale	0-12 months
							Cap rate	8	%
							Cost to complete/sell	0%-40%
Fair Value Inputs, Liabilities, Quantitative information	'
	Quantitative information about Level 3 fair value measurements of liabilities
	(dollars in millions)	Fair value at				Valuation techniques	Unobservable input	Range
		Sept. 30, 2014
	Measured on a recurring basis:
	Trading liabilities:
	Derivative liabilities:
	Interest rate contracts:
	Structured foreign exchange swaptions		$	23		Option pricing model (a)	Correlation risk	0%-25%
							Long-term foreign exchange volatility	11%-18%
	Equity:
	Equity options		3			Option pricing model (a)	Long-term equity volatility	21%-22%
	(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.
Fair Value by Balance Sheet Grouping	'
	The following tables present the estimated fair value and the carrying amount of financial instruments not carried at fair value on the consolidated balance sheet at Sept. 30, 2014 and Dec. 31, 2013, by caption on the consolidated balance sheet and by ASC 820 valuation hierarchy (as described above).
	Summary of financial instruments	Sept. 30, 2014
	(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	$	—		$	92,317		$	—			$	92,317			$	92,317
	Interest-bearing deposits with banks	—			30,354			—				30,354				30,341
	Federal funds sold and securities purchased under resale agreements	—			17,375			—				17,375				17,375
	Securities held-to-maturity	4,149			16,018			—				20,167				20,137
	Loans	—			55,242			—				55,242				55,164
	Other financial assets	6,410			1,081			—				7,491				7,491
	Total	$	10,559		$	212,387		$	—			$	222,946			$	222,825
	Liabilities:
	Noninterest-bearing deposits	$	—		$	101,105		$	—			$	101,105			$	101,105
	Interest-bearing deposits	—			162,737			—				162,737				163,791
	Federal funds purchased and securities sold under repurchase agreements	—			9,687			—				9,687				9,687
	Payables to customers and broker-dealers	—			20,155			—				20,155				20,155
	Borrowings	—			986			—				986				986
	Long-term debt	—			21,669			—				21,669				21,246
	Total	$	—		$	316,339		$	—			$	316,339			$	316,970
	Summary of financial instruments	Dec. 31, 2013
	(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	$	—		$	104,359		$	—			$	104,359			$	104,359
	Interest-bearing deposits with banks	—			35,323			—				35,323				35,300
	Federal funds sold and securities purchased under resale agreements	—			9,161			—				9,161				9,161
	Securities held-to-maturity	3,268			16,175			—				19,443				19,743
	Loans	—			49,316			—				49,316				49,180
	Other financial assets	6,460			1,141			—				7,601				7,601
	Total	$	9,728		$	215,475		$	—			$	225,203			$	225,344
	Liabilities:
	Noninterest-bearing deposits	$	—		$	95,475		$	—			$	95,475			$	95,475
	Interest-bearing deposits	—			165,253			—				165,253				165,654
	Federal funds purchased and securities sold under repurchase agreements	—			9,648			—				9,648				9,648
	Payables to customers and broker-dealers	—			15,707			—				15,707				15,707
	Borrowings	—			919			—				919				919
	Long-term debt	—			19,965			—				19,965				19,543
	Total	$	—		$	306,967		$	—			$	306,967			$	306,946
Summary Of Hedged Financial Instruments Disclosure	'
	The table below summarizes the carrying amount of the hedged financial instruments, the notional amount of the hedge and the unrealized gain (loss) (estimated fair value) of the derivatives.
	Hedged financial instruments	Carrying amount			Notional amount of hedge			Unrealized
	(in millions)							Gain			(Loss)
	Sept. 30, 2014
	Interest-bearing deposits with banks	$	292		$	292		$	20		$	—
	Securities available-for-sale	6,772			6,971			227			(129		)
	Long-term debt	17,534			17,300			344			(49		)
	Dec. 31, 2013
	Interest-bearing deposits with banks	$	1,396		$	1,396		$	30		$	(19	)
	Securities available-for-sale	5,914			6,647			721			(95		)
	Long-term debt	15,036			14,755			483			(72		)

Derivative_Instruments_Tables

Derivative Instruments (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014			Sept. 30, 2013
	Fair value hedges of securities	$	(7.7	)	$	10.4
	Fair value hedges of deposits and long-term debt	(12.0		)	3.8
	Cash flow hedges	0.1			(0.1		)
	Other (a)	(0.1		)	0.1
	Total	$	(19.7	)	$	14.2
	(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, 2014 and Dec. 31, 2013.
	Impact of derivative instruments on the balance sheet	Notional value							Asset derivatives							Liability derivatives
									fair value							fair value
	(in millions)	Sept. 30, 2014			Dec. 31, 2013				Sept. 30, 2014			Dec. 31, 2013				Sept. 30, 2014			Dec. 31, 2013
	Derivatives designated as hedging instruments (a):
	Interest rate contracts	$	24,271		$	21,402			$	573		$	1,206			$	178		$	167
	Foreign exchange contracts	7,255			7,382				204			76				57			336
	Total derivatives designated as hedging instruments								$	777		$	1,282			$	235		$	503
	Derivatives not designated as hedging instruments (b):
	Interest rate contracts	$	836,009		$	767,341			$	15,591		$	14,712			$	16,117		$	15,212
	Foreign exchange contracts	566,093			420,142				6,348			3,610				6,180			3,536
	Equity contracts	15,343			24,123				411			684				594			1,003
	Credit contracts	—			101				—			—				—			—
	Total derivatives not designated as hedging instruments								$	22,350		$	19,006			$	22,891		$	19,751
	Total derivatives fair value (c)								$	23,127		$	20,288			$	23,126		$	20,254
	Effect of master netting agreements (d)								(17,141		)	(15,806		)		(16,635		)	(14,421		)
	Fair value after effect of master netting agreements								$	5,986		$	4,482			$	6,491		$	5,833
	(a)	The fair value of asset derivatives and liability derivatives designated as hedging instruments is recorded as other assets and other liabilities, respectively, on the balance sheet.
	(b)	The fair value of asset derivatives and liability derivatives not designated as hedging instruments is recorded as trading assets and trading liabilities, respectively, on the balance sheet.
	(c)	Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
	(d)	Effect of master netting agreements includes cash collateral received and paid of $1,122 million and $616 million, respectively, at Sept. 30, 2014, and $1,841 million and $456 million, respectively, at Dec. 31, 2013.
Impact of Derivative Instruments on Income Statement	'
	Impact of derivative instruments on the income statement
	(in millions)
	Derivatives in fair value hedging relationships	Location of gain or		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
				3Q14				2Q14				3Q13						3Q14				2Q14			3Q13
	Interest rate contracts	Net interest revenue		$	(200	)		$	(109	)		$	143			Net interest revenue		$	195			$	102		$	(137	)
	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
		3Q14			2Q14			3Q13						3Q14			2Q14			3Q13				effectiveness testing)	3Q14			2Q14			3Q13
	FX contracts	$	—		$	(1	)	$	4			Net interest revenue		$	(1	)	$	—		$	(5	)		Net interest revenue	$	—		$	—		$	—
	FX contracts	(5		)	—			(5		)		Other revenue		1			1			(1		)		Other revenue	0.2			(0.2		)	(0.2		)
	FX contracts	29			(6		)	(67		)		Trading revenue		29			(6		)	(67		)		Trading revenue	—			—			—
	FX contracts	(8		)	3			11				Salary expense		2			4			(1		)		Salary expense	—			—			—
	Total	$	16		$	(4	)	$	(57	)				$	31		$	(1	)	$	(74	)			$	0.2		$	(0.2	)	$	(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 derivatives	(ineffectiveness portion
												OCI into income		(effective portion)										(ineffective portion and	and amount excluded
												(effective portion)												amount excluded from	from effectiveness testing)
		3Q14			2Q14			3Q13						3Q14			2Q14			3Q13				effectiveness testing)	3Q14			2Q14			3Q13
	FX contracts	$	308		$	(129	)	$	(192	)		Net interest revenue		$	—		$	(1	)	$	2			Other revenue	$	(0.2	)	$	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 in income on derivatives Nine months ended								Location of gain or(loss) recognized in income on hedged item		Gain or (loss) recognized in hedged item
		(loss) recognized in income on derivatives												Nine months ended
				Sept. 30, 2014				Sept. 30, 2013						Sept. 30, 2014				Sept. 30, 2013
	Interest rate contracts	Net interest revenue		$	(594	)		$	388			Net interest revenue		$	574			$	(374	)
	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, 2014				Sept. 30, 2013						Sept. 30, 2014				Sept. 30, 2013				effectiveness testing)		Sept. 30, 2014			Sept. 30, 2013
	FX contracts	$	(2	)		$	(23	)		Net interest revenue		$	(2	)		$	(24	)		Net interest revenue		$	—		$	—
	FX contracts	(2		)		(4		)		Other revenue		2				(1		)		Other revenue		0.1			(0.1		)
	FX contracts	26				150				Trading revenue		26				150				Trading revenue		—			—
	FX contracts	(4		)		4				Salary expense		8				(2		)		Salary expense		—			—
	Total	$	18			$	127					$	34			$	123					$	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)
	investment hedging	on derivatives								(loss) reclassified		from accumulated								(loss) recognized in		recognized in income on
	relationships	(effective portion)								from accumulated		OCI into income								income on derivative		derivatives
		Nine months ended								OCI into income		(effective portion)								(ineffective portion and		(ineffectiveness portion and amount excluded from
										(effective portion)		Nine months ended								amount excluded from		effectiveness testing)
																				effectiveness testing)		Nine months ended
		Sept. 30, 2014				Sept. 30, 2013						Sept. 30, 2014				Sept. 30, 2013						Sept. 30, 2014			Sept. 30, 2013
	FX contracts	$	163			$	13			Net interest revenue		$	(1	)		$	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)	3Q14			2Q14			3Q13			2014			2013
	Foreign exchange	$	154		$	129		$	154		$	413		$	482
	Other trading revenue (loss):
	Fixed income	2			(1		)	(2		)	2			18
	Equity/other	(3		)	2			8			4			28
	Total other trading revenue (loss)	(1		)	1			6			6			46
	Total foreign exchange and other trading revenue	$	153		$	130		$	160		$	419		$	528
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, 2014 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-		$	53	million
	Baa2/BBB		$	960	million
	Ba1/BB+		$	2,643	million
Offsetting Assets	'
	Offsetting of financial assets and derivative assets at Sept. 30, 2014
		Gross assets recognized			Gross amounts offset in the balance sheet				Net assets recognized on the balance sheet			Gross amounts not offset in the balance sheet
	(in millions)							(a)				Financial instruments			Cash collateral received			Net amount
	Derivatives subject to netting arrangements:
	Interest rate contracts	$	14,761		$	13,269			$	1,492		$	395		$	—		$	1,097
	Foreign exchange contracts	4,732			3,708				1,024			151			—			873
	Equity contracts	331			164				167			5			—			162
	Total derivatives subject to netting arrangements	19,824			17,141				2,683			551			—			2,132
	Total derivatives not subject to netting arrangements	3,303			—				3,303			—			—			3,303
	Total derivatives	23,127			17,141				5,986			551			—			5,435
	Reverse repurchase agreements	9,973			1,168			(b)	8,805			8,802			—			3
	Securities borrowing	8,553			—				8,553			8,239			—			314
	Total	$	41,653		$	18,309			$	23,344		$	17,592		$	—		$	5,752
	(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 assets and derivative assets at Dec. 31, 2013
		Gross assets recognized			Gross amounts offset in the balance sheet				Net assets recognized on the balance sheet			Gross amounts not offset in the balance sheet
	(in millions)							(a)				Financial instruments			Cash collateral received			Net amount
	Derivatives subject to netting arrangements:
	Interest rate contracts	$	14,798		$	13,231			$	1,567		$	599		$	—		$	968
	Foreign exchange contracts	2,778			2,294				484			18			—			466
	Equity contracts	607			281				326			3			—			323
	Total derivatives subject to netting arrangements	18,183			15,806				2,377			620			—			1,757
	Total derivatives not subject to netting arrangements	2,105			—				2,105			—			—			2,105
	Total derivatives	20,288			15,806				4,482			620			—			3,862
	Reverse repurchase agreements	5,511			1,096			(b)	4,415			4,413			—			2
	Securities borrowing	4,669			—				4,669			4,555			—			114
	Total	$	30,468		$	16,902			$	13,566		$	9,588		$	—		$	3,978
	(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 at Sept. 30, 2014
		Gross liabilities recognized			Gross amounts offset in the balance sheet				Net liabilities recognized on the balance sheet			Gross amounts not offset in the balance sheet
	(in millions)							(a)				Financial instruments			Cash collateral pledged			Net amount
	Derivatives subject to netting arrangements:
	Interest rate contracts	$	15,688		$	13,450			$	2,238		$	1,842		$	—		$	396
	Foreign exchange contracts	4,174			3,003				1,171			372			—			799
	Equity contracts	502			182				320			250			—			70
	Total derivatives subject to netting arrangements	20,364			16,635				3,729			2,464			—			1,265
	Total derivatives not subject to netting arrangements	2,762			—				2,762			—			—			2,762
	Total derivatives	23,126			16,635				6,491			2,464			—			4,027
	Repurchase agreements	8,024			1,168			(b)	6,856			6,849			—			7
	Securities lending	2,658			—				2,658			2,547			—			111
	Total	$	33,808		$	17,803			$	16,005		$	11,860		$	—		$	4,145
	(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.
	Offsetting of financial liabilities and derivative liabilities at Dec. 31, 2013
		Gross liabilities recognized			Gross amounts offset in the balance sheet				Net liabilities recognized on the balance sheet			Gross amounts not offset in the balance sheet
	(in millions)							(a)				Financial instruments			Cash collateral pledged			Net amount
	Derivatives subject to netting arrangements:
	Interest rate contracts	$	14,914		$	12,429			$	2,485		$	1,686		$	—		$	799
	Foreign exchange contracts	2,292			1,711				581			382			—			199
	Equity contracts	800			281				519			269			—			250
	Total derivatives subject to netting arrangements	18,006			14,421				3,585			2,337			—			1,248
	Total derivatives not subject to netting arrangements	2,248			—				2,248			—			—			2,248
	Total derivatives	20,254			14,421				5,833			2,337			—			3,496
	Repurchase agreements	8,581			1,096			(b)	7,485			7,482			—			3
	Securities lending	1,947			—				1,947			1,884			—			63
	Total	$	30,782		$	15,517			$	15,265		$	11,703		$	—		$	3,562
	(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.

Fair_Value_Option_Tables

Fair Value Option (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014		Dec. 31, 2013
	Assets of consolidated investment management funds:
	Trading assets	$	8,823	$	10,397
	Other assets	739		875
	Total assets of consolidated investment management funds	$	9,562	$	11,272
	Liabilities of consolidated investment management funds:
	Trading liabilities	$	8,130	$	10,085
	Other liabilities	10		46
	Total liabilities of consolidated investment management funds	$	8,140	$	10,131
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, 2014		Sept. 30, 2013			Sept. 30, 2014			Sept. 30, 2013
	Changes in the fair value of long-term debt (a)	$	1	$	(2	)	$	(16	)	$	19
	(a)	The change in fair value of the long-term debt is approximately offset by an economic hedge included in foreign exchange and other trading revenue.

Commitments_and_Contingent_Lia1

Commitments and Contingent Liabilities (Tables)	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Significant Industry Concentrations Related to Credit Exposure	'
	Significant industry concentrations related to credit exposure at Sept. 30, 2014 are disclosed in the financial institutions portfolio exposure table and the commercial portfolio exposure table below.
	Financial institutions	Sept. 30, 2014
	portfolio exposure
	(in billions)	Loans		Unfunded		Total
				commitments		exposure
	Banks	$	9	$	1.6	$	10.6
	Asset managers	1.5		4.6		6.1
	Securities industry	3.6		1.3		4.9
	Insurance	0.1		4		4.1
	Government	—		3		3
	Other	0.4		1		1.4
	Total	$	14.6	$	15.5	$	30.1
	Commercial portfolio	Sept. 30, 2014
	exposure
	(in billions)	Loans		Unfunded		Total
				commitments		exposure
	Services and other	$	0.7	$	5.8	$	6.5
	Energy and utilities	0.4		5.7		6.1
	Manufacturing	0.3		5.6		5.9
	Media and telecom	0.1		1.6		1.7
	Total	$	1.5	$	18.7	$	20.2
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)	2014		2013
	Lending commitments (a)	$	32,961	$	34,039
	Standby letters of credit (b)	5,862		6,721
	Commercial letters of credit	339		310
	Securities lending indemnifications (c)	299,304		244,382
	(a)	There were no participations at Sept. 30, 2014. Net of participations totaling $6 million at Dec. 31, 2013.
	(b)	Net of participations totaling $773 million at Sept. 30, 2014 and $720 million at Dec. 31, 2013.
	(c)	Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients, which totaled $65 billion at Sept. 30, 2014 and $60 billion at Dec. 31, 2013.
Standby Letters of Credits by Investment Grade	'
	The table below shows SBLCs by investment grade:
	Standby letters of credit	Sept. 30,		Dec. 31,
		2014		2013
	Investment grade	90	%	86	%
	Non-investment grade	10	%	14	%

Lines_of_Businesses_Tables

Lines of Businesses (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	934		(a)	$	2,005		$	928		$	3,867		(a)
	Net interest revenue	69				583			69			721
	Total revenue	1,003			(a)	2,588			997			4,588			(a)
	Provision for credit losses	—				—			(19		)	(19		)
	Noninterest expense	758				1,879			331			2,968
	Income before taxes	$	245		(a)	$	709		$	685		$	1,639		(a)
	Pre-tax operating margin (b)	24		%		27		%	N/M			36		%
	Average assets	$	36,670			$	266,455		$	77,284		$	380,409
	(a)	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $39 million, net of noncontrolling interests of $23 million, for a net impact of $16 million. Income before taxes is net of noncontrolling interests of $23 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the quarter ended June 30, 2014	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	970		(a)	$	1,920		$	119		$	3,009		(a)
	Net interest revenue	66				593			60			719
	Total revenue	1,036			(a)	2,513			179			3,728			(a)
	Provision for credit losses	—				—			(12		)	(12		)
	Noninterest expense	865				1,868			213			2,946
	Income (loss) before taxes	$	171		(a)	$	645		$	(22	)	$	794		(a)
	Pre-tax operating margin (b)	16		%		26		%	N/M			21		%
	Average assets	$	37,750			$	264,221		$	67,241		$	369,212
	(a)	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $46 million, net of noncontrolling interests of $17 million, for a net impact of $29 million. Income before taxes is net of noncontrolling interests of $17 million.
	(b)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the quarter ended Sept. 30, 2013	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue (a)	$	882		(b)	$	1,949		$	172		$	3,003		(b)
	Net interest revenue	67				619			86			772
	Total revenue (a)	949			(b)	2,568			258			3,775			(b)
	Provision for credit losses	—				—			2			2
	Noninterest expense	724				1,811			244			2,779
	Income before taxes (a)	$	225		(b)	$	757		$	12		$	994		(b)
	Pre-tax operating margin (a)(c)	24		%		29		%	N/M			26		%
	Average assets	$	38,690			$	246,252		$	56,808		$	341,750
	(a)	Consolidated results and Other segment results have been restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
	(b)	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $8 million.
	(c)	Income before taxes divided by total revenue.
	N/M - Not meaningful.
	For the nine months ended Sept. 30, 2014	Investment				Investment			Other			Consolidated
	(dollar amounts in millions)	Management				Services
	Fee and other revenue	$	2,804		(a)	$	5,812		$	1,159		$	9,775		(a)
	Net interest revenue	205				1,766			197			2,168
	Total revenue	3,009			(a)	7,578			1,356			11,943			(a)
	Provision for credit losses	—				—			(49		)	(49		)
	Noninterest expense	2,347				5,569			737			8,653
	Income before taxes	$	662		(a)	$	2,009		$	668		$	3,339		(a)
	Pre-tax operating margin (b)	22		%		26		%	N/M			28		%
	Average assets	$	37,951			$	263,078		$	67,268		$	368,297
	(a)	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $121 million, net of noncontrolling interests of $60 million, for a net impact of $61 million. Income before taxes is net of noncontrolling interests of $60 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 (a)	$	2,675		(b)	$	5,780		$	671		$	9,126		(b)
	Net interest revenue	192				1,905			151			2,248
	Total revenue (a)	2,867			(b)	7,685			822			11,374			(b)
	Provision for credit losses	—				1			(42		)	(41		)
	Noninterest expense	2,165				5,533			731			8,429
	Income before taxes (a)	$	702		(b)	$	2,151		$	133		$	2,986		(b)
	Pre-tax operating margin (a)(c)	24		%		27		%	N/M			26		%
Average assets	$	38,462			$	243,769		$	55,420		$	337,651
(a)	Consolidated results and Other segment results have been restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
(b)	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $63 million.
(c)	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, 2014
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)	2014		2013
	Transfers from loans to other assets for other real estate owned (“OREO”)	$	3	$	3
	Change in assets of consolidated VIEs	1,710		210
	Change in liabilities of consolidated VIEs	1,991		277
	Change in noncontrolling interests of consolidated VIEs	118		12

Basis_of_presentation_Basis_of

Basis of presentation Basis of Presentation (Details) (Subsequent Event, 2006 and 2009 Tax Years, USD $)	0 Months Ended
	Nov. 04, 2014
Minimum	'
Subsequent Event [Line Items]	'
Tax settlement amount	$160,000,000
Maximum	'
Subsequent Event [Line Items]	'
Tax settlement amount	$190,000,000

Accounting_Changes_and_New_Acc2

Accounting Changes and New Accounting Guidance (Details) (USD $)	3 Months Ended						9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014		Jun. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'		'		'		'		'
Basic (usd per share)	$0.93	[1],[2]	$0.48	[1],[2]	$0.82	[1],[2]	$1.98	[1],[2]	$1.30	[1],[2]
Diluted (usd per share)	$0.93	[1],[2]	$0.48	[1],[2]	$0.82	[1],[2]	$1.97	[1],[2]	$1.30	[1],[2]
Income Statement [Abstract]	'		'		'		'		'
Total fee and other revenue	$3,867	[3]	$3,009	[4]	$3,003	[5],[6]	$9,775	[7]	$9,126	[5],[8]
Income before income taxes	1,662		811		1,002	[1]	3,399		3,049	[1]
Provision (benefit) for income taxes	556		217		19	[1]	1,005		1,420	[1]
Net income (loss)	1,106		594		983	[1]	2,394		1,629	[1]
Net income (loss) applicable to shareholders of The Bank of New York Mellon Corporation	1,083		577		975	[1]	2,334		1,565	[1]
Net income (loss) applicable to common shareholders of The Bank of New York Mellon Corporation	1,070		554		962	[1]	2,285		1,527	[1]
As previously reported	'		'		'		'		'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'		'		'		'		'
Basic (usd per share)	'		'		$0.83		'		$1.31
Diluted (usd per share)	'		'		$0.82		'		$1.30
Income Statement [Abstract]	'		'		'		'		'
Income before income taxes	'		'		986		'		3,001
Provision (benefit) for income taxes	'		'		-2		'		1,365
Net income (loss)	'		'		988		'		1,636
Net income (loss) applicable to shareholders of The Bank of New York Mellon Corporation	'		'		980		'		1,572
Net income (loss) applicable to common shareholders of The Bank of New York Mellon Corporation	'		'		967		'		1,534
Adjustments	'		'		'		'		'
Income Statement [Abstract]	'		'		'		'		'
Income before income taxes	'		'		16		'		48
Provision (benefit) for income taxes	'		'		21		'		55
Net income (loss)	'		'		-5		'		-7
Net income (loss) applicable to shareholders of The Bank of New York Mellon Corporation	'		'		-5		'		-7
Net income (loss) applicable to common shareholders of The Bank of New York Mellon Corporation	'		'		-5		'		-7
Operations	'		'		'		'		'
Income Statement [Abstract]	'		'		'		'		'
Investment and other income	890		142		151	[1]	1,134		524	[1]
Total fee revenue	3,831		2,962		2,957	[1]	9,654		8,940	[1]
Total fee and other revenue	3,851		2,980		2,979	[1]	9,714		9,042	[1]
Operations | As previously reported	'		'		'		'		'
Income Statement [Abstract]	'		'		'		'		'
Investment and other income	'		'		135		'		476
Total fee revenue	'		'		2,941		'		8,892
Total fee and other revenue	'		'		2,963		'		8,994
Operations | Adjustments	'		'		'		'		'
Income Statement [Abstract]	'		'		'		'		'
Investment and other income	'		'		16		'		48
Total fee revenue	'		'		16		'		48
Total fee and other revenue	'		'		$16		'		$48
[1]	Results for the third quarter of 2013 and the first nine months of 2013 were restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[2]	Basic and diluted earnings per share under the two-class method are determined on the net income applicable to common shareholders of The Bank of New York Mellon Corporation reported on the income statement less earnings allocated to participating securities, and the change in the excess of redeemable value over the fair value of noncontrolling interests, if applicable.
[3]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $39 million, net of noncontrolling interests of $23 million, for a net impact of $16 million. Income before taxes is net of noncontrolling interests of $23 million.
[4]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $46 million, net of noncontrolling interests of $17 million, for a net impact of $29 million. Income before taxes is net of noncontrolling interests of $17 million.
[5]	Consolidated results and Other segment results have been restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[6]	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $8 million.
[7]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $121 million, net of noncontrolling interests of $60 million, for a net impact of $61 million. Income before taxes is net of noncontrolling interests of $60 million.
[8]	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $63 million.

Acquisitions_and_dispositions_

Acquisitions and dispositions- Additional Information (Detail) (USD $)	3 Months Ended	9 Months Ended				0 Months Ended
	Sep. 30, 2014	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013	Dec. 31, 2012	Apr. 23, 2014	31-May-13	Sep. 27, 2013	1-May-14	1-May-14
						Mexico Corporate Trust	SourceNet	Newton Private Cients	HedgeMark International, LLC	HedgeMark International, LLC
Business Acquisition [Line Items]	'	'	'	'	'	'	'	'	'	'
Contingent payments	$0	$1,000,000	'	'	'	'	'	'	'	'
Potential obligation to pay additional consideration, upper limit	5,000,000	5,000,000	'	'	'	'	'	'	'	'
Business combination contingent consideration arrangement time period of measurement	'	'3 months	'	'	'	'	'	'	'	'
Acquisitions	'	'	'	'	'	'	'	'	'	'
Ownership percentage acquired (percent)	'	'	'	'	'	'	'	'	'	65.00%
Payments to acquire business	'	'	'	'	'	'	'	'	26,000,000	'
Ownership percentage prior to acquisition	'	'	'	'	'	'	'	'	'	35.00%
Goodwill	17,992,000,000	17,992,000,000	18,025,000,000	18,073,000,000	18,075,000,000	'	'	'	'	47,000,000
Intangible assets	'	'	'	'	'	'	'	'	'	1,000,000
Dispositions	'	'	'	'	'	'	'	'	'	'
Dispositions, net of cash	'	64,000,000	84,000,000	'	'	65,000,000	11,000,000	120,000,000	'	'
Pretax gain on sale	'	'	'	'	'	'	2,000,000	27,000,000	'	'
After-tax gain on sale	'	'	'	'	'	4,000,000	10,000,000	5,000,000	'	'
Goodwill written off related to sale of business unit	'	'	'	'	'	8,000,000	'	69,000,000	'	'
Indefinite-lived intangible assets, written off related to sale of business unit	'	'	'	'	'	$1,000,000	'	$7,000,000	'	'

SecuritiesAmortized_Cost_Gross

Securities-Amortized Cost, Gross Unrealized Gains and Losses and Fair Value of Securities (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	$114,778		$99,121
Gross unrealized Gains	1,732		1,468
Gross unrealized Losses	784		1,837
Fair value	115,726		98,752
AOCI, transfers from AFS to HTM Securities, gross unrealized gains	64		74
AOCI, transfers from AFS to HTM Securities, gross unrealized losses	296		343
Available-for-sale:	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	94,641	[1]	79,378	[2]
Gross unrealized Gains	1,545	[1]	1,406	[2]
Gross unrealized Losses	627	[1],[3]	1,475	[2],[4]
Fair value	95,559	[1]	79,309	[2]
Available-for-sale: | U.S. Treasury	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	21,078		13,363
Gross unrealized Gains	112		94
Gross unrealized Losses	89		605
Fair value	21,101		12,852
Available-for-sale: | U.S. Government agencies	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	360		937
Gross unrealized Gains	4		16
Gross unrealized Losses	3		5
Fair value	361		948
Available-for-sale: | State and political subdivisions	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	5,321		6,706
Gross unrealized Gains	108		60
Gross unrealized Losses	25		92
Fair value	5,404		6,674
Available-for-sale: | Agency RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	30,286		25,564
Gross unrealized Gains	327		307
Gross unrealized Losses	405		550
Fair value	30,208		25,321
Available-for-sale: | Non-agency RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	990		1,148
Gross unrealized Gains	41		44
Gross unrealized Losses	26		50
Fair value	1,005		1,142
Available-for-sale: | Other RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,851		2,299
Gross unrealized Gains	33		43
Gross unrealized Losses	25		57
Fair value	1,859		2,285
Available-for-sale: | Commercial MBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,993		2,324
Gross unrealized Gains	43		60
Gross unrealized Losses	12		27
Fair value	2,024		2,357
Available-for-sale: | Agency commercial MBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	2,883		1,822
Gross unrealized Gains	18		1
Gross unrealized Losses	14		34
Fair value	2,887		1,789
Available-for-sale: | Asset-backed CLOs	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,984		1,551
Gross unrealized Gains	12		11
Gross unrealized Losses	0		0
Fair value	1,996		1,562
Available-for-sale: | Other asset-backed securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	3,024		2,894
Gross unrealized Gains	7		6
Gross unrealized Losses	6		9
Fair value	3,025		2,891
Available-for-sale: | Foreign covered bonds	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	2,863		2,798
Gross unrealized Gains	87		73
Gross unrealized Losses	1		0
Fair value	2,949		2,871
Available-for-sale: | Corporate bonds	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,636		1,808
Gross unrealized Gains	44		32
Gross unrealized Losses	10		25
Fair value	1,670		1,815
Available-for-sale: | Other debt securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	17,571		13,077
Gross unrealized Gains	171		91
Gross unrealized Losses	7		18
Fair value	17,735	[5]	13,150	[6]
Available-for-sale: | Equity securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	96		18
Gross unrealized Gains	1		1
Gross unrealized Losses	0		0
Fair value	97		19
Available-for-sale: | Money market funds	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	789		938
Gross unrealized Gains	0		0
Gross unrealized Losses	0		0
Fair value	789		938
Available-for-sale: | Non-agency RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	1,916	[7]	2,131	[8]
Gross unrealized Gains	537	[7]	567	[8]
Gross unrealized Losses	4	[7]	3	[7],[8]
Fair value	2,449	[7]	2,695	[8]
Held-to-maturity:	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	20,137		19,743
Gross unrealized Gains	187		62
Gross unrealized Losses	157		362
Fair value	20,167		19,443
Held-to-maturity: | U.S. Treasury	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	4,166		3,324
Gross unrealized Gains	27		28
Gross unrealized Losses	44		84
Fair value	4,149		3,268
Held-to-maturity: | U.S. Government agencies	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	344		419
Gross unrealized Gains	0		0
Gross unrealized Losses	6		13
Fair value	338		406
Held-to-maturity: | State and political subdivisions	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	29		44
Gross unrealized Gains	1		0
Gross unrealized Losses	0		0
Fair value	30		44
Held-to-maturity: | Agency RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	14,127		14,568
Gross unrealized Gains	131		20
Gross unrealized Losses	94		236
Fair value	14,164		14,352
Held-to-maturity: | Non-agency RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	157		186
Gross unrealized Gains	10		10
Gross unrealized Losses	2		3
Fair value	165		193
Held-to-maturity: | Other RMBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	337		466
Gross unrealized Gains	4		3
Gross unrealized Losses	11		20
Fair value	330		449
Held-to-maturity: | Commercial MBS	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	14		16
Gross unrealized Gains	0		1
Gross unrealized Losses	0		0
Fair value	14		17
Held-to-maturity: | Other securities	'		'
Gain (Loss) on Investments [Line Items]	'		'
Amortized cost	963		720
Gross unrealized Gains	14		0
Gross unrealized Losses	0		6
Fair value	$977		$714
[1]	Includes gross unrealized gains of $64 million and gross unrealized losses of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[2]	Includes gross unrealized gains of $74 million and gross unrealized losses of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[3]	Includes gross unrealized losses for 12 months or more of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[4]	Includes gross unrealized losses for 12 months or more of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[5]	Includes $15.7 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
[6]	Includes $11.4 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
[7]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[8]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011

SecuritiesAmortized_Cost_Gross1

Securities-Amortized Cost, Gross Unrealized Gains and Losses and Fair Value of Securities (Parenthetical) (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Gain (Loss) on Investments [Line Items]	'		'
Fair value	$115,726		$98,752
Securities available-for-sale	'		'
Gain (Loss) on Investments [Line Items]	'		'
Fair value	95,559	[1]	79,309	[2]
Government Sponsored and Guaranteed Entities, and Sovereign Debt Securities | Securities available-for-sale	'		'
Gain (Loss) on Investments [Line Items]	'		'
Fair value	$15,700		$11,400
[1]	Includes gross unrealized gains of $64 million and gross unrealized losses of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[2]	Includes gross unrealized gains of $74 million and gross unrealized losses of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.

SecuritiesNet_Securities_Gains

Securities-Net Securities Gains (Losses) (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Securities [Abstract]	'	'	'	'	'
Realized gross gains	$23	$20	$29	$73	$137
Realized gross losses	-1	0	-4	-4	-10
Recognized gross impairments	-2	-2	-3	-9	-25
Net securities gains	$20	$18	$22	$60	$102

SecuritiesAggregate_Fair_Value

Securities-Aggregate Fair Value of Investments with Continuous Unrealized Loss Position (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	$21,635		$45,453
Less than 12 months Unrealized losses	88		1,359
12 months or more Fair value	21,350		2,071
12 months or more Unrealized losses	696		478
Total Fair value	42,985		47,524
Total Unrealized losses	784		1,837
Securities available-for-sale	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	18,974	[1]	29,479	[2]
Less than 12 months Unrealized losses	71	[1]	1,020	[2]
12 months or more Fair value	13,713	[1]	1,745	[2]
12 months or more Unrealized losses	556	[1]	455	[2]
Total Fair value	32,687	[1]	31,224	[2]
Total Unrealized losses	627	[1],[3]	1,475	[2],[4]
Securities available-for-sale | U.S. Treasury	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	8,717		7,719
Less than 12 months Unrealized losses	20		605
12 months or more Fair value	2,870		0
12 months or more Unrealized losses	69		0
Total Fair value	11,587		7,719
Total Unrealized losses	89		605
Securities available-for-sale | U.S. Government agencies	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	0		97
Less than 12 months Unrealized losses	0		5
12 months or more Fair value	98		0
12 months or more Unrealized losses	3		0
Total Fair value	98		97
Total Unrealized losses	3		5
Securities available-for-sale | State and political subdivisions	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	126		2,374
Less than 12 months Unrealized losses	18		55
12 months or more Fair value	471		222
12 months or more Unrealized losses	7		37
Total Fair value	597		2,596
Total Unrealized losses	25		92
Securities available-for-sale | Agency RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	6,492		12,011
Less than 12 months Unrealized losses	26		226
12 months or more Fair value	7,136		83
12 months or more Unrealized losses	379		324
Total Fair value	13,628		12,094
Total Unrealized losses	405		550
Securities available-for-sale | Non-agency RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	48		102
Less than 12 months Unrealized losses	0		7
12 months or more Fair value	400		592
12 months or more Unrealized losses	26		43
Total Fair value	448		694
Total Unrealized losses	26		50
Securities available-for-sale | Other RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	159		93
Less than 12 months Unrealized losses	0		14
12 months or more Fair value	512		614
12 months or more Unrealized losses	25		43
Total Fair value	671		707
Total Unrealized losses	25		57
Securities available-for-sale | Commercial MBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	208		517
Less than 12 months Unrealized losses	1		21
12 months or more Fair value	441		174
12 months or more Unrealized losses	11		6
Total Fair value	649		691
Total Unrealized losses	12		27
Securities available-for-sale | Agency commercial MBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	631		1,390
Less than 12 months Unrealized losses	2		34
12 months or more Fair value	592		0
12 months or more Unrealized losses	12		0
Total Fair value	1,223		1,390
Total Unrealized losses	14		34
Securities available-for-sale | Other asset-backed securities	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	636		1,529
Less than 12 months Unrealized losses	1		9
12 months or more Fair value	586		38
12 months or more Unrealized losses	5		0
Total Fair value	1,222		1,567
Total Unrealized losses	6		9
Securities available-for-sale | Foreign covered bonds	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	342		'
Less than 12 months Unrealized losses	1		'
12 months or more Fair value	0		'
12 months or more Unrealized losses	0		'
Total Fair value	342		'
Total Unrealized losses	1		0
Securities available-for-sale | Corporate bonds	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	22		612
Less than 12 months Unrealized losses	0		25
12 months or more Fair value	236		0
12 months or more Unrealized losses	10		0
Total Fair value	258		612
Total Unrealized losses	10		25
Securities available-for-sale | Other debt securities	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	1,568		2,976
Less than 12 months Unrealized losses	1		18
12 months or more Fair value	326		0
12 months or more Unrealized losses	6		0
Total Fair value	1,894		2,976
Total Unrealized losses	7		18
Securities available-for-sale | Non-agency RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	25	[5]	59	[5]
Less than 12 months Unrealized losses	1	[5]	1	[5]
12 months or more Fair value	45	[5]	22	[5]
12 months or more Unrealized losses	3	[5]	2	[5]
Total Fair value	70	[5]	81	[5]
Total Unrealized losses	4	[5]	3	[5],[6]
Held-to-maturity:	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	2,661		15,974
Less than 12 months Unrealized losses	17		339
12 months or more Fair value	7,637		326
12 months or more Unrealized losses	140		23
Total Fair value	10,298		16,300
Total Unrealized losses	157		362
Held-to-maturity: | U.S. Treasury	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	1,009		2,278
Less than 12 months Unrealized losses	9		84
12 months or more Fair value	1,782		0
12 months or more Unrealized losses	35		0
Total Fair value	2,791		2,278
Total Unrealized losses	44		84
Held-to-maturity: | U.S. Government agencies	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	0		406
Less than 12 months Unrealized losses	0		13
12 months or more Fair value	337		0
12 months or more Unrealized losses	6		0
Total Fair value	337		406
Total Unrealized losses	6		13
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	1,651		12,639
Less than 12 months Unrealized losses	8		236
12 months or more Fair value	5,260		0
12 months or more Unrealized losses	86		0
Total Fair value	6,911		12,639
Total Unrealized losses	94		236
Held-to-maturity: | Non-agency RMBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	1		10
Less than 12 months Unrealized losses	0		0
12 months or more Fair value	25		65
12 months or more Unrealized losses	2		3
Total Fair value	26		75
Total Unrealized losses	2		3
Held-to-maturity: | Other 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	233		261
12 months or more Unrealized losses	11		20
Total Fair value	233		261
Total Unrealized losses	11		20
Held-to-maturity: | Other securities	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than 12 months Fair value	'		641
Less than 12 months Unrealized losses	'		6
12 months or more Fair value	'		0
12 months or more Unrealized losses	'		0
Total Fair value	'		641
Total Unrealized losses	0		6
Held-to-maturity: | Commercial MBS	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Total Unrealized losses	$0		$0
[1]	Includes gross unrealized losses for 12 months or more of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[2]	Includes gross unrealized losses for 12 months or more of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[3]	Includes gross unrealized gains of $64 million and gross unrealized losses of $296 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[4]	Includes gross unrealized gains of $74 million and gross unrealized losses of $343 million recorded in accumulated other comprehensive income primarily related to Agency RMBS that were transferred from available-for-sale to held-to-maturity in 2013. The unrealized gains and losses will be amortized into net interest revenue over the estimated lives of the securities.
[5]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[6]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011

SecuritiesMaturity_Distributio

Securities-Maturity Distribution by Carrying Amount and Yield (on Tax Equivalent Basis) of Investment Securities Portfolio (Detail) (USD $)	Sep. 30, 2014
In Millions, unless otherwise specified
Securities available-for-sale:	'
One year or less	$10,023
Over 1 through 5 years	29,326
Over 5 through 10 years	5,413
Over 10 years	4,458
Total	95,559
Securities held-to-maturity:	'
One year or less	154
Over 1 through 5 years	3,830
Over 5 through 10 years	1,500
Over 10 years	18
Held-to-maturity (fair value of $20,167 and $19,443)	20,137
Mortgage-backed securities	'
Securities available-for-sale:	'
Without single maturity date	40,432
Securities held-to-maturity:	'
Mortgage-backed securities	14,635
Asset-backed securities	'
Securities available-for-sale:	'
Without single maturity date	5,021
Equity securities	'
Securities available-for-sale:	'
Without single maturity date	886	[1]
U.S. Treasury	'
Securities available-for-sale:	'
One year or less	2,418
Over 1 through 5 years	13,176
Over 5 through 10 years	1,358
Over 10 years	4,149
Total	21,101
Securities held-to-maturity:	'
One year or less	150
Over 1 through 5 years	2,858
Over 5 through 10 years	1,158
Over 10 years	0
Held-to-maturity (fair value of $20,167 and $19,443)	4,166
Securities available-for-sale:	'
One year or less (percent)	0.21%	[2]
Over 1 through 5 years (percent)	0.86%	[2]
Over 5 through 10 years (percent)	2.83%	[2]
Over 10 years (percent)	3.12%	[2]
Total (percent)	1.35%	[2]
Securities held-to-maturity:	'
One year or less (percent)	0.28%	[2]
Over 1 through 5 years (percent)	1.27%	[2]
Over 5 through 10 years (percent)	2.21%	[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	135
Over 1 through 5 years	137
Over 5 through 10 years	89
Over 10 years	0
Total	361
Securities held-to-maturity:	'
One year or less	0
Over 1 through 5 years	233
Over 5 through 10 years	111
Over 10 years	0
Held-to-maturity (fair value of $20,167 and $19,443)	344
Securities available-for-sale:	'
One year or less (percent)	1.75%	[2]
Over 1 through 5 years (percent)	2.09%	[2]
Over 5 through 10 years (percent)	1.52%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	1.82%	[2]
Securities held-to-maturity:	'
One year or less (percent)	0.00%	[2]
Over 1 through 5 years (percent)	1.03%	[2]
Over 5 through 10 years (percent)	1.61%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	1.21%	[2]
State and political subdivisions	'
Securities available-for-sale:	'
One year or less	243
Over 1 through 5 years	3,079
Over 5 through 10 years	1,783
Over 10 years	299
Total	5,404
Securities held-to-maturity:	'
One year or less	1
Over 1 through 5 years	0
Over 5 through 10 years	10
Over 10 years	18
Held-to-maturity (fair value of $20,167 and $19,443)	29
Securities available-for-sale:	'
One year or less (percent)	1.30%	[2]
Over 1 through 5 years (percent)	2.15%	[2]
Over 5 through 10 years (percent)	3.51%	[2]
Over 10 years (percent)	2.76%	[2]
Total (percent)	2.59%	[2]
Securities held-to-maturity:	'
One year or less (percent)	3.80%	[2]
Over 1 through 5 years (percent)	0.00%	[2]
Over 5 through 10 years (percent)	6.92%	[2]
Over 10 years (percent)	4.34%	[2]
Total (percent)	5.16%	[2]
Other bonds, notes and debentures	'
Securities available-for-sale:	'
One year or less	7,227
Over 1 through 5 years	12,934
Over 5 through 10 years	2,183
Over 10 years	10
Total	22,354
Securities held-to-maturity:	'
One year or less	3
Over 1 through 5 years	739
Over 5 through 10 years	221
Over 10 years	0
Held-to-maturity (fair value of $20,167 and $19,443)	963
Securities available-for-sale:	'
One year or less (percent)	0.81%	[2]
Over 1 through 5 years (percent)	1.09%	[2]
Over 5 through 10 years (percent)	2.38%	[2]
Over 10 years (percent)	3.16%	[2]
Total (percent)	1.13%	[2]
Securities held-to-maturity:	'
One year or less (percent)	0.03%	[2]
Over 1 through 5 years (percent)	0.62%	[2]
Over 5 through 10 years (percent)	0.94%	[2]
Over 10 years (percent)	0.00%	[2]
Total (percent)	0.69%	[2]
Mortgage/ asset-backed and equity securities	'
Securities available-for-sale:	'
Total	46,339
Securities held-to-maturity:	'
Held-to-maturity (fair value of $20,167 and $19,443)	14,635
Securities available-for-sale:	'
Total (percent)	2.17%	[2]
Securities held-to-maturity:	'
Total (percent)	2.69%	[2]
Mortgage/ asset-backed and equity securities | Mortgage-backed securities	'
Securities available-for-sale:	'
Without single maturity date	40,432
Securities held-to-maturity:	'
Mortgage-backed securities	14,635
Securities available-for-sale:	'
Without single maturity date (percent)	2.35%	[2]
Securities held-to-maturity:	'
Without single maturity date (percent)	2.69%	[2]
Mortgage/ asset-backed and equity securities | Asset-backed securities	'
Securities available-for-sale:	'
Without single maturity date	5,021
Securities available-for-sale:	'
Without single maturity date (percent)	1.09%	[2]
Mortgage/ asset-backed and equity securities | Equity securities	'
Securities available-for-sale:	'
Without single maturity date	$886	[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, 2014	Dec. 31, 2013
Alt-A	'	'
Gain (Loss) on Investments [Line Items]	'	'
Default rate (percent)	38.00%	40.00%
Severity (percent)	58.00%	57.00%
Subprime	'	'
Gain (Loss) on Investments [Line Items]	'	'
Default rate (percent)	55.00%	58.00%
Severity (percent)	74.00%	71.00%
Prime	'	'
Gain (Loss) on Investments [Line Items]	'	'
Default rate (percent)	23.00%	22.00%
Severity (percent)	42.00%	42.00%

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, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	$20	$18	$22	$60	$102
State and political subdivisions	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	7	7	0	13	0
U.S. Treasury	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	1	1	22	12	49
U.S. Government agencies	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	0	0	0	7	0
Foreign covered bonds	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	0	3	0	3	8
European floating rate notes	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	2	0	3	1	-3
Commercial MBS	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	1	0	0	1	15
Non-agency RMBS	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	4	-2	-4	0	-3
Other securities	'	'	'	'	'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'	'
Net securities gains	$5	$9	$1	$23	$36

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, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Other than Temporary Impairment [Roll Forward]	'	'	'	'
Beginning balance	$107	$164	$119	$288
Add: Initial OTTI credit losses	0	0	2	16
Subsequent OTTI credit losses	2	3	7	10
Less: Realized losses for securities sold	7	2	26	149
Ending balance	$102	$165	$102	$165

Securities_Pledged_assets_Deta

Securities Pledged assets (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Transfers and Servicing [Abstract]	'	'
Pledged assets	$85	$81
Pledged collateral for potential borrowings at the Federal Reserve Discount Window	69	64
Pledged securities	75	70
Pledged loans	5	5
Pledged trading assets	4	5
Pledged interest-bearing deposits	1	1
Pledged assets permitted to be sold or repledged	8	5
Market value of securities that can be sold or repledged	43	31
Fair value of securities received as collateral that have been resold or repledged	$19	$13

Loans_and_asset_quality_Detail

Loans and asset quality- Details of Loan Distribution and Industry Concentrations of Credit Risk (Detail) (USD $)	Sep. 30, 2014		Jun. 30, 2014	Dec. 31, 2013		Sep. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	$57,527	[1]	'	$51,657	[1]	'
Financial institutions	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	14,574		'	14,359		'
Commercial	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,558		'	1,647		'
Wealth management loans and mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	10,825		'	9,818		'
Commercial real estate	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	2,403		'	2,010		'
Other residential mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,262		'	1,385		'
Overdrafts	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	6,301		'	3,715		'
Margin loans	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	17,548		'	15,652		'
Domestic	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	42,098		'	38,230		'
Domestic | Financial institutions	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	5,465		'	4,511		'
Domestic | Commercial	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,317		'	1,534		'
Domestic | Wealth management loans and mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	10,733		'	9,743		'
Domestic | Commercial real estate	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	2,390		'	2,001		'
Domestic | Lease financings	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,293		'	1,322		'
Domestic | Other residential mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,262		'	1,385		'
Domestic | Overdrafts	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	1,235		1,748	1,314		1,487
Domestic | Other	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	855		842	768		701
Domestic | Margin loans	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	17,548		17,685	15,652		15,146
Foreign	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	15,429		'	13,427		'
Foreign | Financial institutions	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	9,109		'	9,848		'
Foreign | Commercial	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	241		'	113		'
Foreign | Wealth management loans and mortgages	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	92		'	75		'
Foreign | Commercial real estate	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	13		'	9		'
Foreign | Lease financings	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	879		'	945		'
Foreign | Other	'		'	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'		'
Loans	$5,095		'	$2,437		'
[1]	Net of unearned income of $894 million at Sept. 30, 2014 and $1,020 million at Dec. 31, 2013 primarily on domestic and foreign lease financings.

Loans_and_asset_quality_Detail1

Loans and asset quality- Details of Loan Distribution and Industry Concentrations of Credit Risk (Parenthetical) (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Receivables [Abstract]	'	'
Unearned income on lease financings	$894	$1,020

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, 2014		Jun. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	$311		$326		$337		$344		$387
Charge-offs	-5		-4		-2		-10		-10
Recoveries	1		1		2		3		3
Net (charge-offs) recoveries	-4		-3		0		-7		-7
Provision	-19		-12		2		-49		-41
Ending balance	288		311		339		288		339
Allowance for:	'		'		'		'		'
Loan losses	191		187		206		191		206
Lending-related commitments	97		124		133		97		133
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	25		30		41		25		41
Allowance for loan losses	6		7		11		6		11
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	57,502		59,218		50,097		57,502		50,097
Allowance for loan losses	185		180		195		185		195
Commercial	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	74		79		93		83		104
Charge-offs	-4		0		-1		-4		-3
Recoveries	0		1		0		1		0
Net (charge-offs) recoveries	-4		1		-1		-3		-3
Provision	1		-6		-1		-9		-10
Ending balance	71		74		91		71		91
Allowance for:	'		'		'		'		'
Loan losses	20		17		17		20		17
Lending-related commitments	51		57		74		51		74
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	13		13		15		13		15
Allowance for loan losses	4		3		3		4		3
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	1,304		1,531		1,529		1,304		1,529
Allowance for loan losses	16		14		14		16		14
Commercial real estate	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	45		42		30		41		30
Charge-offs	0		0		0		0		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		0		0		0
Provision	2		3		2		6		2
Ending balance	47		45		32		47		32
Allowance for:	'		'		'		'		'
Loan losses	30		27		19		30		19
Lending-related commitments	17		18		13		17		13
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	3		3		3		3		3
Allowance for loan losses	1		1		1		1		1
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	2,387		2,205		1,967		2,387		1,967
Allowance for loan losses	29		26		18		29		18
Financial institutions	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	43		48		34		49		36
Charge-offs	0		0		0		0		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		0		0		0
Provision	-18		-5		7		-24		5
Ending balance	25		43		41		25		41
Allowance for:	'		'		'		'		'
Loan losses	9		8		7		9		7
Lending-related commitments	16		35		34		16		34
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	0		0		1		0		1
Allowance for loan losses	0		0		0		0		0
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	5,465		5,761		3,724		5,465		3,724
Allowance for loan losses	9		8		7		9		7
Lease financings	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	33		35		41		37		49
Charge-offs	0		0		0		0		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		0		0		0
Provision	1		-2		-2		-3		-10
Ending balance	34		33		39		34		39
Allowance for:	'		'		'		'		'
Loan losses	34		33		39		34		39
Lending-related commitments	0		0		0		0		0
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	0		0		0		0		0
Allowance for loan losses	0		0		0		0		0
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	1,293		1,321		1,278		1,293		1,278
Allowance for loan losses	34		33		39		34		39
Wealth management loans and mortgages	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	22		23		19		24		30
Charge-offs	0		-1		0		-1		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		-1		0		-1		0
Provision	0		0		-1		-1		-12
Ending balance	22		22		18		22		18
Allowance for:	'		'		'		'		'
Loan losses	17		16		14		17		14
Lending-related commitments	5		6		4		5		4
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	9		9		13		9		13
Allowance for loan losses	1		2		3		1		3
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	10,724		10,310		9,368		10,724		9,368
Allowance for loan losses	16		14		11		16		11
Other residential mortgages	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	47		50		75		54		88
Charge-offs	0		-1		-1		-2		-7
Recoveries	1		0		1		2		2
Net (charge-offs) recoveries	1		-1		0		0		-5
Provision	0		-2		-5		-6		-13
Ending balance	48		47		70		48		70
Allowance for:	'		'		'		'		'
Loan losses	48		47		70		48		70
Lending-related commitments	0		0		0		0		0
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	0		0		0		0		0
Allowance for loan losses	0		0		0		0		0
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	1,262		1,309		1,433		1,262		1,433
Allowance for loan losses	48		47		70		48		70
All Other	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	0		0		0		0		2
Charge-offs	0		0		0		0		0
Recoveries	0		0		0		0		0
Net (charge-offs) recoveries	0		0		0		0		0
Provision	0		0		0		0		-2
Ending balance	0		0		0		0		0
Allowance for:	'		'		'		'		'
Loan losses	0		0		0		0		0
Lending-related commitments	0		0		0		0		0
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	0		0		0		0		0
Allowance for loan losses	0		0		0		0		0
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	19,638	[1]	20,275	[2]	17,334	[3]	19,638	[1]	17,334	[3]
Allowance for loan losses	0		0		0		0		0
Foreign	'		'		'		'		'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'		'		'		'
Beginning balance	47		49		45		56		48
Charge-offs	-1		-2		0		-3		0
Recoveries	0		0		1		0		1
Net (charge-offs) recoveries	-1		-2		1		-3		1
Provision	-5		0		2		-12		-1
Ending balance	41		47		48		41		48
Allowance for:	'		'		'		'		'
Loan losses	33		39		40		33		40
Lending-related commitments	8		8		8		8		8
Individually evaluated for impairment:	'		'		'		'		'
Loan balance	0		5		9		0		9
Allowance for loan losses	0		1		4		0		4
Collectively evaluated for impairment:	'		'		'		'		'
Loan balance	15,429		16,506		13,464		15,429		13,464
Allowance for loan losses	$33		$38		$36		$33		$36
[1]	Includes $1,235 million of domestic overdrafts, $17,548 million of margin loans and $855 million of other loans at Sept. 30, 2014.
[2]	Includes $1,748 million of domestic overdrafts, $17,685 million of margin loans and $842 million of other loans at June 30, 2014.
[3]	Includes $1,487 million of domestic overdrafts, $15,146 million of margin loans and $701 million of other loans at Sept. 30, 2013.

Loans_and_asset_quality_Allowa1

Loans and asset quality- Allowance for Credit Losses Activity (Parenthetical) (Detail) (USD $)	Sep. 30, 2014		Jun. 30, 2014	Dec. 31, 2013		Sep. 30, 2013
In Millions, unless otherwise specified
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'
Loans	$57,527	[1]	'	$51,657	[1]	'
Domestic	'		'	'		'
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'
Loans	42,098		'	38,230		'
Overdrafts	'		'	'		'
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'
Loans	6,301		'	3,715		'
Overdrafts | Domestic	'		'	'		'
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'
Loans	1,235		1,748	1,314		1,487
Margin loans	'		'	'		'
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'
Loans	17,548		'	15,652		'
Margin loans | Domestic	'		'	'		'
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'
Loans	17,548		17,685	15,652		15,146
Other | Domestic	'		'	'		'
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'
Loans	$855		$842	$768		$701
[1]	Net of unearned income of $894 million at Sept. 30, 2014 and $1,020 million at Dec. 31, 2013 primarily on domestic and foreign lease financings.

Loans_and_asset_quality_Nonper

Loans and asset quality- Nonperforming Assets (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans:	$143		$153
Other assets owned	4		3
Total nonperforming assets	147	[1]	156	[1]
Domestic | Other residential mortgages	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans:	113		117
Domestic | Commercial	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans:	13		15
Domestic | Wealth management loans and mortgages	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans:	13		11
Domestic | Commercial real estate	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans:	4		4
Foreign	'		'
Financing Receivable, Impaired [Line Items]	'		'
Nonperforming loans:	$0		$6
[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 $79 million at Sept. 30, 2014 and $16 million at Dec. 31, 2013. 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, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Receivables [Abstract]	'	'
Loans fair value	$79	$16

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, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Receivables [Abstract]	'	'	'	'	'
Amount by which interest income recognized on nonperforming loans exceeded reversals	$0	$1	$1	$1	$1
Amount by which interest income would have increased if nonperforming loans at period-end had been performing for the entire period	$2	$2	$3	$5	$8

Loans_and_asset_quality_Inform

Loans and asset quality- Information about Impaired Loans (Detail) (USD $)	3 Months Ended						9 Months Ended
	Sep. 30, 2014		Jun. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013		Dec. 31, 2013
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	$25,000,000		$29,000,000		$51,000,000		$28,000,000		$76,000,000		'
Impaired loans without an allowance, average recorded investment	3,000,000	[1]	3,000,000	[1]	17,000,000	[1]	3,000,000	[1]	15,000,000	[1]	'
Total impaired loans, average recorded investment	28,000,000		32,000,000		68,000,000		31,000,000		91,000,000		'
Impaired loans with an allowance, interest income recognized	0		0		0		0		1,000,000		'
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		0		0		0		1,000,000		'
Impaired loans with an allowance, recorded investment	22,000,000		'		'		22,000,000		'		32,000,000
Impaired loans without an allowance, recorded investment	3,000,000	[1]	'		'		3,000,000	[1]	'		4,000,000	[1]
Total impaired loans, recorded investment	25,000,000	[2]	'		'		25,000,000	[2]	'		36,000,000	[2]
Impaired loans with an allowance, unpaid Principal balance	24,000,000		'		'		24,000,000		'		50,000,000
Impaired loans without an allowance, unpaid Principal balance	3,000,000	[1]	'		'		3,000,000	[1]	'		4,000,000	[1]
Total impaired loans, unpaid Principal balance	27,000,000	[2]	'		'		27,000,000	[2]	'		54,000,000	[2]
Impaired loans with an allowance, related allowance	6,000,000	[2],[3]	'		'		6,000,000	[2],[3]	'		7,000,000	[2],[3]
Commercial	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	13,000,000		13,000,000		30,000,000		14,000,000		43,000,000		'
Impaired loans without an allowance, average recorded investment	0		0		4,000,000		0		2,000,000		'
Impaired loans with an allowance, interest income recognized	0		0		0		0		1,000,000		'
Impaired loans without an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans with an allowance, recorded investment	13,000,000		'		'		13,000,000		'		15,000,000
Impaired loans with an allowance, unpaid Principal balance	13,000,000		'		'		13,000,000		'		20,000,000
Impaired loans with an allowance, related allowance	4,000,000	[3]	'		'		4,000,000	[3]	'		2,000,000	[3]
Commercial real estate	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	3,000,000		2,000,000		2,000,000		2,000,000		6,000,000		'
Impaired loans without an allowance, average recorded investment	1,000,000		1,000,000		7,000,000		1,000,000		7,000,000		'
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	2,000,000		'		'		2,000,000		'		2,000,000
Impaired loans without an allowance, recorded investment	1,000,000		'		'		1,000,000		'		1,000,000
Impaired loans with an allowance, unpaid Principal balance	3,000,000		'		'		3,000,000		'		4,000,000
Impaired loans without an allowance, unpaid Principal balance	1,000,000		'		'		1,000,000		'		1,000,000
Impaired loans with an allowance, related allowance	1,000,000	[3]	'		'		1,000,000	[3]	'		1,000,000	[3]
Financial institutions	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	0		0		0		0		0		'
Impaired loans without an allowance, average recorded investment	0		0		2,000,000		0		2,000,000		'
Impaired loans with an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans without an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans with an allowance, recorded investment	0		'		'		0		'		0
Impaired loans with an allowance, unpaid Principal balance	0		'		'		0		'		0
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	7,000,000		8,000,000		10,000,000		8,000,000		18,000,000		'
Impaired loans without an allowance, average recorded investment	2,000,000		2,000,000		4,000,000		2,000,000		4,000,000		'
Impaired loans with an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans without an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans with an allowance, recorded investment	7,000,000		'		'		7,000,000		'		9,000,000
Impaired loans without an allowance, recorded investment	2,000,000		'		'		2,000,000		'		3,000,000
Impaired loans with an allowance, unpaid Principal balance	8,000,000		'		'		8,000,000		'		9,000,000
Impaired loans without an allowance, unpaid Principal balance	2,000,000		'		'		2,000,000		'		3,000,000
Impaired loans with an allowance, related allowance	1,000,000	[3]	'		'		1,000,000	[3]	'		3,000,000	[3]
Foreign	'		'		'		'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'		'		'		'
Impaired loans with an allowance, average recorded investment	2,000,000		6,000,000		9,000,000		4,000,000		9,000,000		'
Impaired loans with an allowance, interest income recognized	0		0		0		0		0		'
Impaired loans with an allowance, recorded investment	0		'		'		0		'		6,000,000
Impaired loans with an allowance, unpaid Principal balance	0		'		'		0		'		17,000,000
Impaired loans with an allowance, related allowance	$0	[3]	'		'		$0	[3]	'		$1,000,000	[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 less than $1 million of impaired loans in amounts individually less than $1 million at both Sept. 30, 2014 and Dec. 31, 2013. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2014 and Dec. 31, 2013.
[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 $)	Sep. 30, 2014		Dec. 31, 2013
Financing Receivable, Impaired [Line Items]	'		'
Impaired loans with an allowance, recorded investment	$22,000,000		$32,000,000
Impaired loans with an allowance, related allowance	6,000,000	[1],[2]	7,000,000	[1],[2]
Loans Individually Less Than 1 Million	'		'
Financing Receivable, Impaired [Line Items]	'		'
Impaired loans with an allowance, recorded investment	1,000,000		'
Maximum | Loans Individually Less Than 1 Million	'		'
Financing Receivable, Impaired [Line Items]	'		'
Impaired loans with an allowance, recorded investment	1,000,000		1,000,000
Impaired loans with an allowance, related allowance	$1,000,000		$1,000,000
[1]	The allowance for impaired loans is included in the allowance for loan losses.
[2]	Excludes an aggregate of less than $1 million of impaired loans in amounts individually less than $1 million at both Sept. 30, 2014 and Dec. 31, 2013. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2014 and Dec. 31, 2013.

Loans_and_asset_quality_Inform2

Loans and asset quality- Information about Past Due Loans (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013		Jan. 18, 2008	Aug. 31, 2007
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'	'
30-59 Days past due	$50		$136		'	'
60 to 89 days past due	5		11		'	'
Greater than 90 days past due	340		7		'	'
Total past due	395		154		'	'
Legal Claim	'		'		312	312
Accrued interest on the reestablished loan	28		'		'	'
Domestic	'		'		'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'	'
30-59 Days past due	50		136		'	'
60 to 89 days past due	5		11		'	'
Greater than 90 days past due	340		7		'	'
Total past due	395		154		'	'
Domestic | Financial institutions	'		'		'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'	'
30-59 Days past due	0	[1]	37	[1]	'	'
60 to 89 days past due	0	[1]	0	[1]	'	'
Greater than 90 days past due	312	[1]	0	[1]	'	'
Total past due	312	[1]	37	[1]	'	'
Domestic | Other residential mortgages	'		'		'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'	'
30-59 Days past due	20		32		'	'
60 to 89 days past due	3		6		'	'
Greater than 90 days past due	3		6		'	'
Total past due	26		44		'	'
Domestic | Commercial real estate	'		'		'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'	'
30-59 Days past due	6		22		'	'
60 to 89 days past due	0		2		'	'
Greater than 90 days past due	0		0		'	'
Total past due	6		24		'	'
Domestic | Wealth management loans and mortgages	'		'		'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'	'
30-59 Days past due	24		45		'	'
60 to 89 days past due	2		3		'	'
Greater than 90 days past due	25		1		'	'
Total past due	51		49		'	'
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		'	'
[1]	Past due loans at Sept. 30, 2014 include a loan to an asset manager, Sentinel Management Group, Inc. (“Sentinel”), which was reestablished as a fully collateralized performing loan in the first quarter of 2014.

Loans_and_asset_quality_Troubl

Loans and asset quality- Troubled Debt Restructurings (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Sep. 30, 2013
	Contract	Contract	Contract
Financing Receivable, Modifications [Line Items]	'	'	'
Number of contracts (contracts)	27	29	34
Outstanding recorded investment Pre-modification	$4	$5	$8
Outstanding recorded investment Post- modification	5	6	9
Domestic | Other residential mortgages	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'
Number of contracts (contracts)	27	28	34
Outstanding recorded investment Pre-modification	4	5	8
Outstanding recorded investment Post- modification	5	6	9
Domestic | Wealth management loans and mortgages	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'
Number of contracts (contracts)	0	1	0
Outstanding recorded investment Pre-modification	0	0	0
Outstanding recorded investment Post- modification	$0	$0	$0

Loans_and_asset_quality_Credit

Loans and asset quality- Credit Quality Indicators - Wealth Management Loans and Mortgages - Credit Risk Profile by Internally Assigned Grade (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	$57,527	[1]	$51,657	[1]
Commercial	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	1,558		1,647
Commercial real estate	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	2,403		2,010
Financial institutions	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	14,574		14,359
Wealth management mortgages	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	5,359		4,834
Wealth management loans and mortgages	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	10,825		9,818
Investment grade | Commercial	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	1,326		1,323
Investment grade | Commercial real estate	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	1,603		1,444
Investment grade | Financial institutions	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	12,837		12,598
Investment grade | Wealth management loans:	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	5,396		4,920
Non-investment grade | Commercial	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	232		324
Non-investment grade | Commercial real estate	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	800		566
Non-investment grade | Financial institutions	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	1,737		1,761
Non-investment grade | Wealth management loans:	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans	$70		$64
[1]	Net of unearned income of $894 million at Sept. 30, 2014 and $1,020 million at Dec. 31, 2013 primarily on domestic and foreign lease financings.

Loans_and_asset_quality_Additi

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

9 Months Ended

3 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Other residential mortgages

Other residential mortgages

Wealth management mortgages

Wealth management mortgages

Wealth management mortgages

Wealth management mortgages

Wealth management mortgages

Wealth management mortgages

Wealth management mortgages

Overdrafts

Overdrafts

Margin loans

Margin loans

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Domestic

Contract

California State

New York 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)

'

'

'

'

65.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percentage of past due mortgages (percent)

'

'

'

'

1.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Geographic concentrations (percent)

'

'

'

'

'

'

21.00%

21.00%

15.00%

9.00%

34.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans

57,527

[1]

51,657

[1]

1,262

1,385

5,359

4,834

'

'

'

'

'

6,301

3,715

17,548

15,652

42,098

38,230

1,262

1,385

1,235

1,748

1,314

1,487

17,548

17,685

15,652

15,146

'

Purchased mortgages

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$366

'

'

'

'

'

'

'

'

'

'

Purchased residential mortgages, loan to value ratio (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

76.00%

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

18.00%

'

'

'

'

'

'

'

'

'

'

Number of business days in which overdrafts are generally repaid

'2 days

'

'

'

'

'

'

'

'

'

'

'2 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Required daily collateral margin (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

100.00%

[1]

Net of unearned income of $894 million at Sept. 30, 2014 and $1,020 million at Dec. 31, 2013 primarily on domestic and foreign lease financings.

Goodwill_and_Intangible_Assets2

Goodwill and Intangible Assets-Goodwill by Business Segment (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Goodwill [Roll Forward]	'	'
Beginning Balance	$18,073	$18,075
Acquisitions/dispositions	39	-69
Foreign currency translation	-120	2
Other	'	17	[1]
Ending Balance	17,992	18,025
Investment Management	'	'
Goodwill [Roll Forward]	'	'
Beginning Balance	9,473	9,440	[2]
Acquisitions/dispositions	0	0	[2]
Foreign currency translation	-45	-12	[2]
Other	'	17	[1],[2]
Ending Balance	9,428	9,445	[2]
Investment Services	'	'
Goodwill [Roll Forward]	'	'
Beginning Balance	8,550	8,517
Acquisitions/dispositions	39	0
Foreign currency translation	-75	13
Other	'	0	[1]
Ending Balance	8,514	8,530
Other	'	'
Goodwill [Roll Forward]	'	'
Beginning Balance	50	118	[2]
Acquisitions/dispositions	0	-69	[2]
Foreign currency translation	0	1	[2]
Other	'	0	[1],[2]
Ending Balance	$50	$50	[2]
[1]	Other changes in goodwill include purchase price adjustments and certain other reclassifications.
[2]	Includes the reclassification of goodwill associated with the Newton Private Clients business from Investment Management to the Other segment.

Goodwill_and_Intangible_Assets3

Goodwill and Intangible Assets-Intangible Assets by Business Segment (Detail) (USD $)

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2014

Jun. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Investment Management

Investment Management

Investment Services

Investment Services

Investment Services

Other

Other

Intangible Assets [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

Beginning Balance

'

'

'

$4,452

$4,809

$2,065

$2,220

[1]

'

$1,538

$1,732

$849

$857

[1]

Disposition

'

'

'

'

-8

'

0

[1]

'

'

-1

'

-7

[1]

Amortization

-75

-75

-81

-225

-260

-93

-113

[1]

'

-132

-147

[2]

0

0

[1]

Foreign currency translation

'

'

'

-12

0

-7

0

[1]

'

-5

1

0

-1

[1]

Other

'

'

'

'

-14

[3]

'

-13

[1],[3]

'

'

-1

[3]

'

0

[1],[3]

Ending Balance

4,215

'

4,527

4,215

4,527

1,965

2,094

[1]

'

1,401

1,584

849

849

[1]

Impairment of Intangible Assets (Excluding Goodwill)

'

'

'

'

'

'

'

$8

'

'

'

'

[1]

Includes the reclassification of intangible assets associated with the Newton Private Clients business from Investment Management to the Other segment.

[2]

Includes an $8 million intangible asset impairment recorded in the second quarter of 2013.

[3]

Other changes in intangible assets include purchase price adjustments and certain other reclassifications.

Goodwill_and_Intangible_Assets4

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

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

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

Customer relationships—Investment Management

Customer relationships—Investment Management

Customer relationships—Investment Management

Customer contracts—Investment Services

Customer contracts—Investment Services

Customer contracts—Investment Services

Other

Other

Other

Customer relationships—Investment Management

Customer relationships—Investment Management

Trade name

Trade name

Weighted Average

Weighted Average

Weighted Average

Intangible Assets by Major Class [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gross carrying amount

$7,112

'

'

'

$4,430

'

'

$2,013

'

'

$2,335

'

'

$82

'

'

$2,682

[1]

'

$1,321

[1]

'

$1,361

[1]

'

Accumulated amortization

-2,897

'

'

'

-2,897

'

'

-1,514

'

'

-1,316

'

'

-67

'

'

'

'

'

'

'

'

Net carrying amount

$4,215

$4,452

$4,527

$4,809

$1,533

$1,760

'

$499

$594

'

$1,019

$1,150

'

$15

$16

'

$2,682

[1]

$2,692

[1]

$1,321

[1]

$1,323

[1]

$1,361

[1]

$1,369

[1]

Remaining weighted- average amortization period

'

'

'

'

'

'

'11 years

'

'

'11 years

'

'

'11 years

'

'

'4 years

'

'

'

'

'

'

[1]

Intangible assets not subject to amortization have an indefinite life.

Goodwill_and_Intangible_Assets5

Goodwill and Intangible Assets-Estimated Annual Amortization Expense (Detail) (USD $)	Sep. 30, 2014
In Millions, unless otherwise specified
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]	'
2014	$300
2015	269
2016	241
2017	216
2018	$182

Goodwill_and_Intangible_Assets6

Goodwill and Intangible Assets Additional Information (Details)	9 Months Ended
	Sep. 30, 2014
	Segment
Goodwill and Intangible Assets Disclosure [Abstract]	'
Number of Reportable Segments	3
Number of Reporting Units	7

Other_Assets_Detail

Other Assets (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Other Assets [Abstract]	'		'
Corporate/bank owned life insurance	$4,558		$4,482
Accounts receivable	4,032		3,616
Fails to deliver	3,311		864
Equity in joint ventures and other investments	2,792	[1]	3,220	[1]
Income taxes receivable	1,516		2,499
Software	1,326		1,251
Prepaid pension assets	1,299		1,209
Fair value of hedging derivatives	777		1,282
Prepaid expenses	401		451
Due from customers on acceptances	54		379
Other	1,457		1,313
Total other assets	$21,523		$20,566
[1]	Includes Federal Reserve Bank stock of $446 million and $441 million, respectively, at cost

Other_AssetsParenthetical_Deta

Other Assets-Parenthetical (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Other Assets [Abstract]	'	'
Federal Reserve Bank stock	$446	$441

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, 2014		Dec. 31, 2013
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair value	$366		$361
Unfunded commitments	52		54
Seed capital and other funds	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair value	335	[1]	275	[1]
Unfunded commitments	0	[1]	23	[1]
Redemption frequency	'Daily-quarterly	[1]	'Monthly-yearly	[1]
Private equity investments	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair value	31	[2],[3]	86	[2],[3]
Unfunded commitments	52	[2],[3]	31	[2],[3]
Small Business Investment Company	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Fair value	16	[2],[3]	7	[2],[3]
Unfunded commitments	$48	[2],[3]	$20	[2],[3]
Minimum | Seed capital and other funds	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Redemption notice period	'0 days	[1]	'3 days	[1]
Maximum | Seed capital and other funds	'		'
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Line Items]	'		'
Redemption notice period	'180 days	[1]	'45 days	[1]
[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.
[3]	Includes investments and unfunded commitments related to SBICs of $16 million and $48 million, respectively, at Sept. 30, 2014 and $7 million and $20 million, respectively, at Dec. 31, 2013.

Net_Interest_Revenue_Detail

Net Interest Revenue (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Interest revenue	'	'	'	'	'
Non-margin loans	$174	$176	$169	$519	$505
Margin loans	48	44	41	134	119
Securities:	'	'	'	'	'
Taxable	398	383	460	1,186	1,354
Exempt from federal income taxes	24	27	25	78	72
Total securities	422	410	485	1,264	1,426
Deposits with banks	58	77	70	208	209
Deposits with the Federal Reserve and other central banks	51	55	39	152	101
Federal funds sold and securities purchased under resale agreements	24	19	13	60	33
Trading assets	32	30	38	95	113
Total interest revenue	809	811	855	2,432	2,506
Interest expense	'	'	'	'	'
Deposits	24	24	26	70	83
Federal funds purchased and securities sold under repurchase agreements	-4	-3	-4	-11	-13
Trading liabilities	6	7	9	21	29
Other borrowed funds	1	2	1	4	4
Commercial paper	1	0	0	1	0
Customer payables	2	2	2	6	6
Long-term debt	58	60	49	173	149
Total interest expense	88	92	83	264	258
Net interest revenue	$721	$719	$772	$2,168	$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, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Domestic pension benefits	'	'	'	'	'
Components of net periodic benefit cost (credit):	'	'	'	'	'
Service cost	$14	$14	$16	$42	$48
Interest cost	45	45	43	135	129
Expected return on assets	-79	-79	-73	-237	-219
Other	28	30	49	86	142
Net periodic benefit cost	8	10	35	26	100
Foreign pension benefits	'	'	'	'	'
Components of net periodic benefit cost (credit):	'	'	'	'	'
Service cost	9	9	9	27	27
Interest cost	11	11	10	33	30
Expected return on assets	-15	-15	-12	-45	-36
Other	4	4	3	12	11
Net periodic benefit cost	9	9	10	27	32
Health care benefits	'	'	'	'	'
Components of net periodic benefit cost (credit):	'	'	'	'	'
Service cost	1	1	1	3	3
Interest cost	3	3	2	9	6
Expected return on assets	-2	-2	-2	-6	-6
Other	0	0	1	0	3
Net periodic benefit cost	$2	$2	$2	$6	$6

Restructuring_Charges_Addition

Restructuring Charges- Additional Information (Detail) (USD $)	3 Months Ended		12 Months Ended	33 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2011	Jun. 30, 2014
			position
Streamlining Actions	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Net additional charges (net recovery/gain)	$53	$125	'	'
Net additional charges (net recovery/gain)	53	125	'	'
Operational Efficiency Initiatives 2011	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Net additional charges (net recovery/gain)	4	-5	107	38
Estimated reduction in workforce due to restructuring (positions)	'	'	1,500	'
Severance | Operational Efficiency Initiatives 2011	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Net additional charges (net recovery/gain)	4	'	78	95
Other | Operational Efficiency Initiatives 2011	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Net additional charges (net recovery/gain)	0	'	'	-57
Operating lease and consulting costs | Operational Efficiency Initiatives 2011	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Net additional charges (net recovery/gain)	'	'	29	'
Maximum | Operational Efficiency Initiatives 2011	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Net additional charges (net recovery/gain)	$4	'	'	'

Restructuring_Charges_Activity

Restructuring Charges- Activity in Restructuring Reserve (Detail) (USD $)	3 Months Ended		12 Months Ended	33 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2011	Jun. 30, 2014
Operational Efficiency Initiatives 2011	'	'	'	'
Restructuring Reserve [Roll Forward]	'	'	'	'
Beginning Balance	$44	'	'	$107
Net additional charges (net recovery/gain)	4	-5	107	38
Utilization	-12	'	'	-101
Ending balance	36	44	'	44
Operational Efficiency Initiatives 2011 | Severance	'	'	'	'
Restructuring Reserve [Roll Forward]	'	'	'	'
Beginning Balance	44	'	'	78
Net additional charges (net recovery/gain)	4	'	78	95
Utilization	-12	'	'	-129
Ending balance	36	44	'	44
Operational Efficiency Initiatives 2011 | Other	'	'	'	'
Restructuring Reserve [Roll Forward]	'	'	'	'
Beginning Balance	0	'	'	29
Net additional charges (net recovery/gain)	0	'	'	-57
Utilization	0	'	'	28
Ending balance	0	0	'	0
Streamlining Actions	'	'	'	'
Restructuring Reserve [Roll Forward]	'	'	'	'
Beginning Balance	109	125	'	'
Net additional charges (net recovery/gain)	53	125	'	'
Net additional charges (net recovery/gain)	53	125	'	'
Utilization	-55	-16	'	'
Ending balance	$107	$109	'	$109

Restructuring_Charges_by_Busin

Restructuring Charges- by Business Segment (Detail) (USD $)

3 Months Ended

3 Months Ended

3 Months Ended

3 Months Ended

3 Months Ended

12 Months Ended

33 Months Ended

3 Months Ended

3 Months Ended

3 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2014

Jun. 30, 2014

Apr. 01, 2014

Sep. 30, 2014

Jun. 30, 2014

Apr. 01, 2014

Sep. 30, 2014

Jun. 30, 2014

Apr. 01, 2014

Sep. 30, 2014

Jun. 30, 2014

Apr. 01, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2011

Jun. 30, 2014

Oct. 03, 2011

Sep. 30, 2014

Jun. 30, 2014

Oct. 03, 2011

Sep. 30, 2014

Jun. 30, 2014

Oct. 03, 2011

Sep. 30, 2014

Jun. 30, 2014

Oct. 03, 2011

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Streamlining Actions

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Operational Efficiency Initiatives 2011

Investment Management

Investment Management

Investment Management

Investment Services

Investment Services

Investment Services

Other

Other

Other

Investment Management

Investment Management

Investment Management

Investment Services

Investment Services

Investment Services

Other

Other

Other

Restructuring Cost and Reserve [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net additional charges (net recovery/gain)

$53

$125

'

$7

$15

'

$23

$76

'

$23

$34

'

$4

($5)

$107

$38

'

($2)

$0

'

$4

($3)

'

$2

($2)

'

Total charges since inception

'

'

$178

'

'

$22

'

'

$99

'

'

$57

'

'

'

'

$149

'

'

$50

'

'

$86

'

'

$13

Income_Taxes_Additional_Inform

Income Taxes - Additional Information (Detail) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013	Jun. 30, 2014
Income Tax Disclosure [Abstract]	'	'	'	'
Tax Litigation	'	'	$593	'
Estimated additional income tax expense, litigation contingency	100	'	'	'
Tax reserves	811	'	'	829
Impact on tax expense if tax reserves were unnecessary	811	'	'	'
Accrued interest, related to income taxes in the balance sheet	197	'	'	'
Additional tax expense related to interest	1	187	'	'
Reasonably possible decrease in uncertain tax positions within the next 12 months, if a re-evaluation is required	$204	'	'	'

Income_Taxes_Reconciliation_of

Income Taxes - Reconciliation of Statutory Federal Income Tax Rate to Effective Income Tax Rate (Detail)	9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013
Income Tax Disclosure [Abstract]	'	'
Federal rate (percent)	35.00%	35.00%	[1]
State and local income taxes, net of federal income tax benefit (percent)	2.20%	3.00%	[1]
Tax-exempt income (percent)	-2.50%	-2.80%	[1]
Foreign operations (percent)	-1.90%	-4.40%	[1]
Tax credits (percent)	-0.80%	-2.20%	[1]
Tax litigation (percent)	0.00%	19.40%	[1]
Leverage lease adjustment (percent)	-1.00%	-2.30%	[1]
Other – net (percent)	-1.40%	0.90%	[1]
Effective tax rate (percent)	29.60%	46.60%	[1]
[1]	Results for the first nine months of 2013 were restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.

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, 2014	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Dec. 31, 2013
	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 funds	Investment Management funds	Securitizations	Securitizations
Variable Interest Entity [Line Items]	'	'	'	'	'	'	'
Number of securitizations assessed for consolidation (investments)	2	'	'	'	'	'	'
Available-for-sale	'	$415	$487	$0	$0	$415	$487
Trading assets	'	8,823	10,397	8,823	10,397	0	0
Other assets	'	739	875	739	875	0	0
Subtotal assets of consolidated investment management funds, at fair value	'	9,977	11,759	9,562	11,272	415	487
Trading liabilities	'	8,130	10,085	8,130	10,085	0	0
Other liabilities	'	364	484	10	46	354	438
Subtotal liabilities of consolidated investment management funds, at fair value	'	8,494	10,569	8,140	10,131	354	438
Nonredeemable noncontrolling interests of consolidated investment management funds	'	$901	$783	$901	$783	$0	$0

Securitizations_and_Variable_I3

Securitizations and Variable Interest Entities- Non-consolidated Variable Interest Entities (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Other Assets and Liabilities, Net	'	'
Variable Interest Entity [Line Items]	'	'
Assets	$183	$134
Liabilities	0	0
Variable Interest Entity, Not Primary Beneficiary	'	'
Variable Interest Entity [Line Items]	'	'
Maximum loss exposure	$183	$134

Preferred_stock_Additional_Inf

Preferred stock- Additional Information (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 22, 2014	Sep. 22, 2014	Sep. 30, 2014
			Series A Preferred Stock	Series C Noncumulative Perpetual Preferred Stock	Series C Noncumulative Perpetual Preferred Stock
Class of Stock [Line Items]	'	'	'	'	'
Preferred stock, shares authorized (shares)	100,000,000	100,000,000	'	'	'
Preferred stock, par value (usd per share)	$0.01	$0.01	'	'	'
Dividend paid per share (usd per share)	'	'	$1,044.44	$1,300	'
Preferred Stock, Dividend Rate, Per Normal Preferred Capital Security	'	'	$10.44	'	'
Preferred Stock, Dividend Rate, Per Depositary Share	'	'	'	$0.33	'
Preferred stock redemption period following regulatory capital treatment event	'	'	'	'	'90 days

Preferred_stock_Preferred_Stoc

Preferred stock Preferred Stock Summary (Details) (USD $)	0 Months Ended	3 Months Ended		9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 22, 2014	Sep. 30, 2014		Sep. 30, 2014		Dec. 31, 2013
Class of Stock [Line Items]	'	'		'		'
Total shares issued and outstanding (shares)	'	15,826		15,826		15,826
Carrying value	'	$1,562	[1]	$1,562	[1]	$1,562	[1]
Series A 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%		'
Dividends Payable, Date of Record	'	5-Sep-14		'		'
Preferred Stock Dividend Payment Date	'	22-Sep-14		'		'
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]
Depository share, value of preferred stock (percent)	'	1.00%		1.00%		'
Dividend paid per share (usd per share)	$1,044.44	'		'		'
Series C Noncumulative Perpetual Preferred Stock	'	'		'		'
Class of Stock [Line Items]	'	'		'		'
Per annum dividend rate (percent)	'	'		5.20%		'
Preferred stock redemption period following regulatory capital treatment event	'	'		'90 days		'
Dividends Payable, Date of Record	'	5-Sep-14		'		'
Preferred Stock Dividend Payment Date	'	22-Sep-14		'		'
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]
Depository share, value of preferred stock (percent)	'	0.03%		0.03%		'
Dividend paid per share (usd per share)	$1,300	'		'		'
Series D 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%		'
Preferred stock redemption period following regulatory capital treatment event	'	'		'90 days		'
Liquidation preference per share (usd per share)	'	$100,000		$100,000		'
Total shares issued and outstanding (shares)	'	5,000		5,000		5,000
Carrying value	'	$494	[1]	$494	[1]	$494	[1]
LIBOR | Series A Preferred Stock	'	'		'		'
Class of Stock [Line Items]	'	'		'		'
Preferred stock, basis spread on variable rate (percent)	'	'		0.57%		'
LIBOR | Series D Preferred Stock	'	'		'		'
Class of Stock [Line Items]	'	'		'		'
Preferred stock, basis spread on variable rate (percent)	'	'		2.46%		'
[1]	The carrying value of the Series C and Series D preferred stock is recorded net of issuance costs.

Other_Comprehensive_Income_Los2

Other Comprehensive Income (Loss) - Components of Other Comprehensive Income (Detail) (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Jun. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Foreign currency translation adjustments:	'		'		'		'		'
Foreign currency translation adjustments arising during the period	($505)		$49		$295		($432)		$57
Unrealized gain (loss) on assets available-for-sale:	'		'		'		'		'
Unrealized gain (loss) arising during period	-18		287		-112		519		-1,336
Reclassification adjustment	-20	[1]	-18	[1]	-10	[1]	-60	[1]	-90	[1]
Net unrealized gain (loss) on assets available-for-sale	-38		269		-122		459		-1,426
Defined benefit plans:	'		'		'		'		'
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost	31	[1]	31	[1]	52	[1]	92	[1]	171	[1]
Total defined benefit plans	31		31		52		92		171
Unrealized gain (loss) on cash flow hedges:	'		'		'		'		'
Unrealized hedge gain (loss) arising during period	15		-3		-57		18		127
Reclassification adjustment	-31	[1]	1	[1]	74	[1]	-34	[1]	-123	[1]
Net unrealized gain (loss) on cash flow hedges	-16		-2		17		-16		4
Total other comprehensive income (loss)	-528		347		242		103		-1,194
Foreign currency translation adjustments:	'		'		'		'		'
Foreign currency translation adjustments arising during the period	-84		28		90		-43		24
Unrealized gain (loss) on assets available-for-sale:	'		'		'		'		'
Unrealized gain (loss) arising during period	22		-77		40		-143		522
Reclassification adjustment	7	[1]	4	[1]	8	[1]	20	[1]	41	[1]
Net unrealized gain (loss) on assets available-for-sale	29		-73		48		-123		563
Defined benefit plans:	'		'		'		'		'
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost	-12	[1]	-14	[1]	-21	[1]	-37	[1]	-66	[1]
Total defined benefit plans	-12		-14		-21		-37		-66
Unrealized gain (loss) on cash flow hedges:	'		'		'		'		'
Unrealized hedge gain (loss) arising during period	-6		-3		25		-9		-51
Reclassification adjustment	10	[1]	3	[1]	-30	[1]	12	[1]	51	[1]
Net unrealized gain (loss) on cash flow hedges	4		0		-5		3		0
Total other comprehensive income (loss)	-63		-59		112		-200		521
Foreign currency translation adjustments:	'		'		'		'		'
Foreign currency translation adjustments arising during the period	-589		77		385		-475		81
Unrealized gain (loss) on assets available-for-sale:	'		'		'		'		'
Unrealized gain (loss) arising during period	4		210		-72		376		-814
Reclassification adjustment	-13	[1]	-14	[1]	-2	[1]	-40	[1]	-49	[1]
Total unrealized gain (loss) on assets available-for-sale	-9		196		-74		336		-863
Defined benefit plans:	'		'		'		'		'
Amortization of prior service credit, net loss and initial obligation included in net periodic benefit cost	19	[1]	17	[1]	31	[1]	55	[1]	105	[1]
Total defined benefit plans	19		17		31		55		105
Unrealized gain (loss) on cash flow hedges:	'		'		'		'		'
Unrealized hedge gain (loss) arising during period	9		-6		-32		9		76
Reclassification adjustment	-21	[1]	4	[1]	44	[1]	-22	[1]	-72	[1]
Net unrealized gain on cash flow hedges	-12		-2		12		-13		4
Total other comprehensive income (loss), net of tax	($591)	[2]	$288	[2]	$354	[2]	($97)	[2]	($673)	[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 of the Notes to Consolidated Financial Statements for the location of the reclassification adjustment related to cash flow hedges on the Consolidated Income Statement.
[2]	Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $(514) million for the quarter ended Sept. 30, 2014, $287 million for the quarter ended June 30, 2014 , $312 million for the quarter ended Sept. 30, 2013, $(24) million for the nine months ended Sept. 30, 2014 and $(696) million for the nine months ended Sept. 30, 2013.

Fair_Value_Measurement_Additio

Fair Value Measurement- Additional Information (Detail)	9 Months Ended	12 Months Ended
	Sep. 30, 2014	Dec. 31, 2013
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 (more than 99 percent) (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)	0.56%	0.56%
Maximum	'	'
Qualitative Disclosures Related to Fair Value Measurements [Line Items]	'	'
Percentage of our securities priced based on economic models and non-binding dealer quotes (less than 1 percent) (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)	3.74%	3.74%

Fair_Value_MeasurementAssets_a

Fair Value Measurement-Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	$5,435		$3,862
Derivative liabilities	4,027		3,496
Fair Value, Measurements, Recurring | Sovereign debt	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	15,705	[1]	11,354	[1]
Fair Value, Measurements, Recurring | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,949	[1]	2,871	[1]
Fair Value, Measurements, Recurring | Level 1	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Subtotal assets of consolidated investment management funds, at fair value	28,508		21,872
Percentage of assets prior to netting (percent)	21.00%		18.00%
Fair value of liabilities	1,227		1,263
Percentage of liabilities prior to netting (percent)	4.00%		4.00%
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	24,332		16,087
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | U.S. Treasury	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	21,101		12,852
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Sovereign debt	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	79		40
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Equity securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	97		19
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Money market funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	789	[2]	938	[2]
Fair Value, Measurements, Recurring | Level 1 | Securities available-for-sale | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,266		2,238
Fair Value, Measurements, Recurring | Level 1 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	3,137	[2]	4,559	[2]
Trading assets	3,260		4,837
Fair Value, Measurements, Recurring | Level 1 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	223	[3]	148	[3]
Subtotal assets of consolidated investment management funds, at fair value	27,815		'
Percentage of assets prior to netting (percent)	22.00%		'
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	'		21,072
Percentage of assets prior to netting (percent)	'		19.00%
Fair Value, Measurements, Recurring | Level 1 | Investment Management funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading assets	115		61
Other assets	578		739
Subtotal assets of consolidated investment management funds, at fair value	693		800
Trading liabilities	0		16
Other liabilities	1		0
Fair value of liabilities	1		16
Fair Value, Measurements, Recurring | Level 2	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	771	[3]	193	[3]
Subtotal assets of consolidated investment management funds, at fair value	107,103		98,202
Percentage of assets prior to netting (percent)	79.00%		82.00%
Fair value of liabilities	31,828		30,983
Percentage of liabilities prior to netting (percent)	96.00%		96.00%
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	71,216		63,211
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | U.S. Government agencies	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	361		948
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Sovereign debt	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	15,626		11,314
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | State and political subdivisions	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	5,393	[2]	6,663	[2]
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	30,208		25,321
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,005		1,142
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Other RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,859		2,285
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Commercial MBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,024		2,357
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Agency commercial MBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,887		1,789
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Asset-backed CLOs	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,996		1,562
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Other asset-backed securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	3,025		2,891
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Corporate bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,670		1,815
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Other debt securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,030		1,796
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	683		633
Fair Value, Measurements, Recurring | Level 2 | Securities available-for-sale | Grantor Trust Residential Mortgage Backed Securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,449	[4]	2,695	[4]
Fair Value, Measurements, Recurring | Level 2 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	3,267	[2]	4,338	[2]
Trading assets	25,470		23,044
Fair Value, Measurements, Recurring | Level 2 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	1,548		1,475
Subtotal assets of consolidated investment management funds, at fair value	98,234		'
Percentage of assets prior to netting (percent)	78.00%		'
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	'		87,730
Percentage of assets prior to netting (percent)	'		81.00%
Fair Value, Measurements, Recurring | Level 2 | Investment Management funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading assets	8,708		10,336
Other assets	161		136
Subtotal assets of consolidated investment management funds, at fair value	8,869		10,472
Trading liabilities	8,130		10,069
Other liabilities	9		46
Fair value of liabilities	8,139		10,115
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	114		139
Percentage of assets prior to netting (percent)	0.00%		'
Fair value of liabilities	26		75
Percentage of liabilities prior to netting (percent)	0.00%		0.00%
Fair Value, Measurements, Recurring | Level 3 | Securities available-for-sale	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	11		11
Fair Value, Measurements, Recurring | Level 3 | Securities available-for-sale | State and political subdivisions	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	11	[2]	11	[2]
Fair Value, Measurements, Recurring | Level 3 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	0	[2]	1	[2]
Trading assets	24		23
Fair Value, Measurements, Recurring | Level 3 | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	79	[3]	105	[3]
Subtotal assets of consolidated investment management funds, at fair value	114		'
Percentage of assets prior to netting (percent)	0.00%		'
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	'		139
Fair Value, Measurements, Recurring | Level 3 | Investment Management funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading assets	0		0
Subtotal assets of consolidated investment management funds, at fair value	0		0
Trading liabilities	0		0
Other liabilities	0		0
Fair value of liabilities	0		0
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	-17,141	[5]	-15,806	[5]
Fair value of liabilities	-16,635	[5]	-14,421	[5]
Fair Value, Measurements, Recurring | Netting | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	0	[2],[5]	'
Trading assets	-17,141	[5]	-15,806	[5]
Fair Value, Measurements, Recurring | Netting | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	0	[3],[5]	0	[3],[5]
Subtotal assets of consolidated investment management funds, at fair value	-17,141	[5]	'
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	'		-15,806	[5]
Fair Value, Measurements, Recurring | Netting | Investment Management funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading liabilities	0	[5]	0	[5]
Other liabilities	0	[5]	0	[5]
Fair value of liabilities	0	[5]	0	[5]
Fair Value, Measurements, Recurring | Carrying Amount	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	1,073	[3]	446	[3]
Subtotal assets of consolidated investment management funds, at fair value	118,584		104,407
Fair value of liabilities	16,446		17,900
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	95,559		79,309
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | U.S. Treasury	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	21,101		12,852
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | U.S. Government agencies	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	361		948
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Sovereign debt	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	15,705		11,354
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | State and political subdivisions	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	5,404	[2]	6,674	[2]
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	30,208		25,321
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Non-agency RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,005		1,142
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Other RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,859		2,285
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Commercial MBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,024		2,357
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Agency commercial MBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,887		1,789
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Asset-backed CLOs	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,996		1,562
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Other asset-backed securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	3,025		2,891
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Equity securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	97		19
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Money market funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	789	[2]	938	[2]
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Corporate bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,670		1,815
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Other debt securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,030		1,796
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,949		2,871
Fair Value, Measurements, Recurring | Carrying Amount | Securities available-for-sale | Grantor Trust Residential Mortgage Backed Securities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,449	[4]	2,695	[4]
Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	6,404	[2]	8,898	[2]
Trading assets	11,613		12,098
Fair Value, Measurements, Recurring | Carrying Amount | Other Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Other assets	1,850		1,728
Subtotal assets of consolidated investment management funds, at fair value	109,022		'
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	'		93,135
Fair Value, Measurements, Recurring | Carrying Amount | Investment Management funds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Trading assets	8,823		10,397
Other assets	739		875
Subtotal assets of consolidated investment management funds, at fair value	9,562		11,272
Trading liabilities	8,130		10,085
Other liabilities	10		46
Fair value of liabilities	8,140		10,131
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	123		278
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	3		4
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	0		0
Nondesignated | Fair Value, Measurements, Recurring | Level 1 | Trading Assets | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	120		274
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	22,203		18,706
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	15,570		14,702
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	6,348		3,609
Nondesignated | Fair Value, Measurements, Recurring | Level 2 | Trading Assets | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	285		395
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	24		22
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	18		6
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	0		1
Nondesignated | Fair Value, Measurements, Recurring | Level 3 | Trading Assets | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	6		15
Nondesignated | Fair Value, Measurements, Recurring | Netting | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	-17,141	[5]	-15,806	[5]
Nondesignated | Fair Value, Measurements, Recurring | Netting | Trading Assets | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	-13,269	[5]	-13,231	[5]
Nondesignated | Fair Value, Measurements, Recurring | Netting | Trading Assets | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	-3,708	[5]	-2,294	[5]
Nondesignated | Fair Value, Measurements, Recurring | Netting | Trading Assets | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	-164	[5]	-281	[5]
Nondesignated | Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	5,209		3,200
Nondesignated | Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	2,322		1,481
Nondesignated | Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	2,640		1,316
Nondesignated | Fair Value, Measurements, Recurring | Carrying Amount | Trading Assets | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	247		403
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	0		'
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	'		0
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1 | Other Assets | Interest rate contracts	'		'
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 contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	0		0
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	777		1,282
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Assets | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	573		1,206
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Assets | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	204		76
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 contracts	'		'
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 contracts	'		'
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	[5]	0	[5]
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Netting | Other Assets | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	0	[5]	0	[5]
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Netting | Other Assets | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	0	[5]	0	[5]
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	777		1,282
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Assets | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	573		1,206
Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Assets | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative assets	204		76
Parent | Other Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Parent | Level 3 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Parent | Level 3 | Other Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Parent | Netting | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0	[5]
Parent | Netting | Other Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Parent | Netting | Other Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0	[5]
Parent | Fair Value, Measurements, Recurring | Level 1	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Fair value of liabilities	1,226		1,247
Percentage of liabilities prior to netting (percent)	5.00%		'
Parent | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	1,160		1,030
Derivative liabilities	66		217
Trading liabilities	1,226		1,247
Parent | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	10		3
Parent | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0		0
Parent | Fair Value, Measurements, Recurring | Level 1 | Trading Liabilities | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	56		214
Parent | Fair Value, Measurements, Recurring | Level 1 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Percentage of liabilities prior to netting (percent)	'		6.00%
Parent | Fair Value, Measurements, Recurring | Level 1 | Other Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Parent | Fair Value, Measurements, Recurring | Level 1 | Other Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		0
Parent | Fair Value, Measurements, Recurring | Level 2	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Long-term debt	337	[2]	321	[2]
Fair value of liabilities	23,689		20,868
Percentage of liabilities prior to netting (percent)	95.00%		'
Parent | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	318		585
Derivative liabilities	22,799		19,459
Trading liabilities	23,117		20,044
Parent | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	16,084		15,178
Parent | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	6,180		3,536
Parent | Fair Value, Measurements, Recurring | Level 2 | Trading Liabilities | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	535		745
Parent | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		503
Percentage of liabilities prior to netting (percent)	'		94.00%
Parent | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		167
Parent | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		336
Parent | Fair Value, Measurements, Recurring | Level 3	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Fair value of liabilities	26		75
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	26		75
Trading liabilities	26		75
Parent | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	23		31
Parent | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0		'
Parent | Fair Value, Measurements, Recurring | Level 3 | Trading Liabilities | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	3		44
Parent | 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)	'		0.00%
Parent | Fair Value, Measurements, Recurring | Netting	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Fair value of liabilities	-16,635	[5]	-14,421	[5]
Parent | Fair Value, Measurements, Recurring | Netting | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	-16,635	[5]	-14,421	[5]
Trading liabilities	-16,635	[5]	-14,421	[5]
Parent | Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	-13,450	[5]	-12,429	[5]
Parent | Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	-3,003	[5]	-1,711	[5]
Parent | Fair Value, Measurements, Recurring | Netting | Trading Liabilities | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	-182	[5]	-281	[5]
Parent | Fair Value, Measurements, Recurring | Carrying Amount	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Long-term debt	337	[2]	321	[2]
Fair value of liabilities	8,306		7,769
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Debt and equity instruments	1,478		1,615
Derivative liabilities	6,256		5,330
Trading liabilities	7,734		6,945
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	2,667		2,783
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	3,177		1,825
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Trading Liabilities | Equity contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	412		722
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		503
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		167
Parent | Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	'		336
Parent | Designated as Hedging Instrument | Level 3 | Other Liabilities	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0		'
Parent | Designated as Hedging Instrument | Level 3 | Other Liabilities | Foreign exchange contracts	'		'
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	[5]	'
Parent | Designated as Hedging Instrument | Netting | Other Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0	[5]	'
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	0		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 1 | Other Liabilities | Interest rate contracts	'		'
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 contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	0		'
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	235		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	178		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Level 2 | Other Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	57		'
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	235		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities | Interest rate contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	178		'
Parent | Designated as Hedging Instrument | Fair Value, Measurements, Recurring | Carrying Amount | Other Liabilities | Foreign exchange contracts	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Derivative liabilities	$57		'
[1]	At Sept. 30, 2014 and Dec. 31, 2013, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
[2]	Includes certain interests in securitizations.
[3]	Includes private equity investments and seed capital.
[4]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[5]	ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting is applicable to derivatives not designated as hedging instruments included in trading assets or trading liabilities, and derivatives designated as hedging instruments included in other assets or other liabilities. Netting is allocated to the derivative products based on the net fair value of each product.

Fair_Value_Measurement_Details

Fair Value Measurement- Details of Certain Items Measured at Fair Value on Recurring Basis (Detail) (Fair Value, Measurements, Recurring, USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	$1,005	[1]	$1,142	[1]
Alt-A RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	80	[1]	90	[1]
Alt-A RMBS | 2006	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	152	[1]	156	[1]
Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	297	[1]	330	[1]
Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	476	[1]	566	[1]
Commercial MBS | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,948	[1]	2,267	[1]
Commercial MBS | 2009-2014 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	584	[1]	466	[1]
Commercial MBS | 2008 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	21	[1]	22	[1]
Commercial MBS | 2007 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	366	[1]	457	[1]
Commercial MBS | 2006 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	620	[1]	683	[1]
Commercial MBS | 2005 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	341	[1]	486	[1]
Commercial MBS | 2004 and earlier | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	16	[1]	153	[1]
Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,949	[1]	2,871	[1]
Foreign covered bonds | Canada	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,337	[1]	851	[1]
Foreign covered bonds | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	665	[1]	803	[1]
Foreign covered bonds | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	254	[1]	298	[1]
Foreign covered bonds | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	693	[1]	919	[1]
Sovereign debt	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	15,705	[1]	11,354	[1]
Sovereign debt | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	5,077	[1]	4,709	[1]
Sovereign debt | France	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	3,856	[1]	1,568	[1]
Sovereign debt | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,783	[1]	2,105	[1]
Sovereign debt | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	283	[1]	'
Sovereign debt | Germany	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,582	[1]	2,182	[1]
Sovereign debt | Spain	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	917	[1]	137	[1]
Sovereign debt | Italy	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	906	[1]	171	[1]
Sovereign debt | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,301	[1]	482	[1]
Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	2,449	[1],[2]	2,695	[1],[2]
Alt-A RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	751	[1],[2]	812	[1],[2]
Alt-A RMBS | 2006	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	701	[1],[2]	780	[1],[2]
Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	772	[1],[2]	854	[1],[2]
Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	225	[1],[2]	249	[1],[2]
Securities available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,952	[1]	2,413	[1]
Securities available-for-sale | European floating rate notes | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	1,450	[1]	1,668	[1]
Securities available-for-sale | European floating rate notes | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	319	[1]	434	[1]
Securities available-for-sale | European floating rate notes | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	152	[1]	165	[1]
Securities available-for-sale | European floating rate notes | Italy	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	'		104	[1]
Securities available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Available-for-sale	$31	[1]	$42	[1]
Ratings, AAA/AA- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%		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)	3.00%		3.00%
Ratings, AAA/AA- | Commercial MBS | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	83.00%		84.00%
Ratings, AAA/AA- | Commercial MBS | 2009-2014 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	84.00%		81.00%
Ratings, AAA/AA- | Commercial MBS | 2008 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		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)	66.00%		69.00%
Ratings, AAA/AA- | Commercial MBS | 2006 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	83.00%		84.00%
Ratings, AAA/AA- | Commercial MBS | 2005 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Commercial MBS | 2004 and earlier | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		93.00%
Ratings, AAA/AA- | Foreign covered bonds	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds | Canada	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Foreign covered bonds | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Sovereign debt	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	86.00%		97.00%
Ratings, AAA/AA- | Sovereign debt | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Sovereign debt | France	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Sovereign debt | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Sovereign debt | Germany	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Sovereign debt | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	90.00%		100.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	80.00%		75.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	84.00%		79.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes | Netherlands	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		10.00%
Ratings, AAA/AA- | Securities available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	91.00%		89.00%
Ratings, A+/A- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	9.00%		10.00%
Ratings, A+/A- | Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	22.00%		24.00%
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)	5.00%		6.00%
Ratings, A+/A- | Commercial MBS | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	14.00%		14.00%
Ratings, A+/A- | Commercial MBS | 2009-2014 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	16.00%		19.00%
Ratings, A+/A- | Commercial MBS | 2008 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		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)	20.00%		20.00%
Ratings, A+/A- | Commercial MBS | 2006 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	17.00%		16.00%
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)	'		7.00%
Ratings, A+/A- | Sovereign debt | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	2.00%		'
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]	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)	3.00%	[2]	3.00%	[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)	4.00%	[2]	4.00%	[2]
Ratings, A+/A- | Securities available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	12.00%		19.00%
Ratings, A+/A- | Securities available-for-sale | European floating rate notes | United Kingdom	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	16.00%		21.00%
Ratings, A+/A- | Securities 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%
Ratings, A+/A- | Securities available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	1.00%		5.00%
Ratings, BBB+/BBB- | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	19.00%		23.00%
Ratings, BBB+/BBB- | Alt-A RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	'		41.00%
Ratings, BBB+/BBB- | Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	19.00%		16.00%
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)	29.00%		30.00%
Ratings, BBB+/BBB- | Commercial MBS | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	3.00%		2.00%
Ratings, BBB+/BBB- | Commercial MBS | 2007 | Domestic	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	14.00%		11.00%
Ratings, BBB+/BBB- | Sovereign debt	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	14.00%		3.00%
Ratings, BBB+/BBB- | Sovereign debt | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		'
Ratings, BBB+/BBB- | Sovereign debt | Spain	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, BBB+/BBB- | Sovereign debt | Italy	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		100.00%
Ratings, BBB+/BBB- | Sovereign debt | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	8.00%		'
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 | 2006	'		'
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 | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	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)	10.00%	[2]	16.00%	[2]
Ratings, BB+ and lower | Alt-A RMBS	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	71.00%		66.00%
Ratings, BB+ and lower | Alt-A RMBS | 2007	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		59.00%
Ratings, BB+ and lower | Alt-A 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 | Alt-A RMBS | 2005	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	59.00%		60.00%
Ratings, BB+ and lower | Alt-A RMBS | 2004 and earlier	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	63.00%		61.00%
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 | 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 | 2006	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	99.00%	[2]	99.00%	[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)	96.00%	[2]	97.00%	[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)	86.00%	[2]	80.00%	[2]
Ratings, BB+ and lower | Securities available-for-sale | European floating rate notes	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	8.00%		6.00%
Ratings, BB+ and lower | Securities available-for-sale | European floating rate notes | Ireland	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	100.00%		90.00%
Ratings, BB+ and lower | Securities available-for-sale | European floating rate notes | Other	'		'
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]	'		'
Percentage Of Fair Value (percent)	8.00%		6.00%
[1]	At Sept. 30, 2014 and Dec. 31, 2013, foreign covered bonds and sovereign debt were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
[2]	Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.

Fair_Value_Measurement_Signifi

Fair Value Measurement- Significant Unobservable Inputs (Detail) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
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	'		-2		'		-13
Fair value measurements for liabilities using significant unobservable inputs	'		'		'		'
Beginning balance	51		117		75		224
Transfers out of Level 3	-2		-13		-39		-17
Included in earnings (or changes in net liabilities)	-23		-5		-13		-110
Purchases	'		'		3		'
Settlements	'		-7		'		-5
Ending balance	26		92		26		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	-12		-1		1		27
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	'		'		'		'
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	'		'		19	[1]	'
Other Assets	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning balance	98		113		105		120
Transfers out of Level 3	0		0		0		0
Included in earnings (or changes in net assets)	-10	[2]	-2	[2]	-5	[2]	-2	[2]
Purchases	'		'		14		3
Sales	-9		-10		-35		-20
Settlements	0		'		0		'
Ending balance	79		101		79		101
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		0
Total Assets	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning balance	132		'		139		'
Transfers out of Level 3	-10		'		-12		'
Included in earnings (or changes in net assets)	3		'		10		'
Purchases	'		'		14		'
Sales	-9		'		-35		'
Settlements	-2		'		-2		'
Ending balance	114		'		114		'
Change in unrealized gains or (losses) for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period	16		'		19		'
Securities available-for-sale | State and political subdivisions	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning balance	11		52		11		45
Transfers out of Level 3	0		0		0		0
Included in earnings (or changes in net assets)	0	[3]	-1	[3]	0	[3]	6	[3]
Purchases	'		'		0		'
Sales	0		0		0		'
Settlements	0		'		0		'
Ending balance	11		51		11		51
Trading Assets | Debt and equity instruments	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning balance	1		2		1		48
Transfers out of Level 3	0		0		0		0
Included in earnings (or changes in net assets)	0	[4]	1	[4]	0	[4]	4	[4]
Purchases	'		'		0		0
Sales	0		0		0		-49
Settlements	-1		'		-1		'
Ending balance	0		3		0		3
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
Trading Assets | Derivative assets	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning balance	22	[1]	42	[1]	22	[1]	58	[1]
Transfers out of Level 3	-10	[1]	-14	[1]	-12	[1]	-19	[1]
Included in earnings (or changes in net assets)	13	[1],[4]	-2	[1],[4]	15	[1],[4]	-13	[1],[4]
Purchases	'		'		0	[1]	0	[1]
Sales	0	[1]	0	[1]	0	[1]	0	[1]
Settlements	-1	[1]	'		-1	[1]	'
Ending balance	24	[1]	26	[1]	24	[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	16	[1]	-2	[1]	'		-13	[1]
Trading Liabilities | Derivative liabilities	'		'		'		'
Fair value measurements for liabilities using significant unobservable inputs	'		'		'		'
Beginning balance	51	[5]	117	[5]	75	[5]	224	[5]
Transfers out of Level 3	-2		-13	[5]	-39	[5]	-17	[5]
Included in earnings (or changes in net liabilities)	-23	[4],[5]	-5	[4],[5]	-13	[4],[5]	-110	[4],[5]
Purchases	'		'		3	[5]	'
Settlements	'		-7		'		-5	[5]
Ending balance	26	[5]	92	[5]	26	[5]	92	[5]
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	[5]	-1	[5]	1	[5]	27	[5]
Investment Management funds	'		'		'		'
Fair value measurements for assets using significant unobservable inputs	'		'		'		'
Beginning balance	'		44		'		44
Transfers out of Level 3	'		0		'		0
Included in earnings (or changes in net assets)	'		2	[6]	'		2	[6]
Purchases	'		'		'		0
Sales	'		-46		'		-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		'		$0
[1]	Derivative assets are reported on a gross basis.
[2]	Reported in investment and other income.
[3]	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).
[4]	Reported in foreign exchange and other trading revenue.
[5]	Derivative liabilities are reported on a gross basis.
[6]	Reported in income from consolidated investment management funds.

Fair_Value_Measurement_Assets_

Fair Value Measurement- Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans	$79		$16
Change In fair value of loans of underlying collateral	-1		-1
Fair Value, Measurements, Nonrecurring	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans	119	[1]	137	[1]
Other assets	10	[2]	15	[2]
Subtotal assets of consolidated investment management funds, at fair value	129		152
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	114	[1]	128	[1]
Other assets	10	[2]	15	[2]
Subtotal assets of consolidated investment management funds, at fair value	124		143
Level 3 | Fair Value, Measurements, Nonrecurring	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Loans	5	[1]	9	[1]
Subtotal assets of consolidated investment management funds, at fair value	$5		$9
[1]	During the quarters ended Sept. 30, 2014 and Dec. 31, 2013, the fair value of these loans decreased less than $1 million and $1 million, respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a loan, with an offset to the allowance for credit losses.
[2]	Includes other assets received in satisfaction of debt 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_Quantit

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

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

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

Securities available-for-sale

Trading Securities

Trading Securities

Trading Securities

Trading Securities

Trading Securities

Trading Securities

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

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, 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

State and political subdivisions

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

Option Pricing Model

Option Pricing Model

Option Pricing Model

Option Pricing Model

Option Pricing Model

Option Pricing Model

Minimum

Maximum

Minimum

Maximum

Minimum

Maximum

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value of assets

$114

$139

$129

$152

$5

$9

$11

'

'

$18

[1]

$6

[1]

'

'

'

'

'

$5

'

'

Fair value inputs, expected credit loss (percent)

'

'

'

'

'

'

4.00%

'

'

'

'

'

'

'

'

'

'

'

'

Correlation risk (percent)

'

'

'

'

'

'

'

0.00%

25.00%

'

'

'

'

'

'

'

'

'

'

Volatility (percent)

'

'

'

'

'

'

'

11.00%

18.00%

'

'

21.00%

25.00%

'

'

'

'

'

'

Timing of sale

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'0 months

'12 months

'

'

'

Cap rate (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

8.00%

'

'

'

'

'

Cost to complete/sell (percent)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

40.00%

[1]

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.

Fair_Value_Measurement_Quantit1

Fair Value Measurement- Quantitative Information about Level 3 Fair Value Measurements of Liabilities (Detail) (Fair Value, Measurements, Recurring, Level 3, USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014		Sep. 30, 2014	Sep. 30, 2014	Sep. 30, 2014		Sep. 30, 2014	Sep. 30, 2014
In Millions, unless otherwise specified			Trading Liabilities		Trading Liabilities	Trading Liabilities	Trading Liabilities		Trading Liabilities	Trading Liabilities
			Structured Foreign Exchange Swaptions		Structured Foreign Exchange Swaptions	Structured Foreign Exchange Swaptions	Equity Options		Equity Options	Equity Options
			Option Pricing Model		Option Pricing Model	Option Pricing Model	Option Pricing Model		Option Pricing Model	Option Pricing Model
					Minimum	Maximum			Minimum	Maximum
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'	'		'	'	'		'	'
Fair value of liabilities	$26	$75	$23	[1]	'	'	$3	[1]	'	'
Correlation risk (percent)	'	'	'		0.00%	25.00%	'		'	'
Volatility (percent)	'	'	'		11.00%	18.00%	'		21.00%	22.00%
[1]	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.

Fair_Value_Measurement_Carryin

Fair Value Measurement- Carrying Amount and Fair Value of Financial Instruments (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'	'
Loans	$79	$16
Estimated Fair Value	'	'
Assets:	'	'
Interest-bearing deposits with the Federal Reserve and other central banks	92,317	104,359
Interest-bearing deposits with banks	30,354	35,323
Federal funds sold and securities purchased under resale agreements	17,375	9,161
Securities held-to-maturity	20,167	19,443
Loans	55,242	49,316
Other financial assets	7,491	7,601
Subtotal assets of consolidated investment management funds, at fair value	222,946	225,203
Liabilities:	'	'
Noninterest-bearing deposits	101,105	95,475
Interest-bearing deposits	162,737	165,253
Federal funds purchased and securities sold under repurchase agreements	9,687	9,648
Payables to customers and broker-dealers	20,155	15,707
Borrowings	986	919
Long-term debt	21,669	19,965
Total liabilities	316,339	306,967
Estimated Fair Value | Level 1	'	'
Assets:	'	'
Securities held-to-maturity	4,149	3,268
Other financial assets	6,410	6,460
Subtotal assets of consolidated investment management funds, at fair value	10,559	9,728
Estimated Fair Value | Level 2	'	'
Assets:	'	'
Interest-bearing deposits with the Federal Reserve and other central banks	92,317	104,359
Interest-bearing deposits with banks	30,354	35,323
Federal funds sold and securities purchased under resale agreements	17,375	9,161
Securities held-to-maturity	16,018	16,175
Loans	55,242	49,316
Other financial assets	1,081	1,141
Subtotal assets of consolidated investment management funds, at fair value	212,387	215,475
Liabilities:	'	'
Noninterest-bearing deposits	101,105	95,475
Interest-bearing deposits	162,737	165,253
Federal funds purchased and securities sold under repurchase agreements	9,687	9,648
Payables to customers and broker-dealers	20,155	15,707
Borrowings	986	919
Long-term debt	21,669	19,965
Total liabilities	316,339	306,967
Carrying Amount	'	'
Assets:	'	'
Interest-bearing deposits with the Federal Reserve and other central banks	92,317	104,359
Interest-bearing deposits with banks	30,341	35,300
Federal funds sold and securities purchased under resale agreements	17,375	9,161
Securities held-to-maturity	20,137	19,743
Loans	55,164	49,180
Other financial assets	7,491	7,601
Subtotal assets of consolidated investment management funds, at fair value	222,825	225,344
Liabilities:	'	'
Noninterest-bearing deposits	101,105	95,475
Interest-bearing deposits	163,791	165,654
Federal funds purchased and securities sold under repurchase agreements	9,687	9,648
Payables to customers and broker-dealers	20,155	15,707
Borrowings	986	919
Long-term debt	21,246	19,543
Total liabilities	$316,970	$306,946

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 $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Interest-bearing deposits with banks	'	'
Derivative [Line Items]	'	'
Carrying amount	$292	$1,396
Notional amount of hedge	292	1,396
Unrealized Gain	20	30
Unrealized (Loss)	0	-19
Securities available-for-sale	'	'
Derivative [Line Items]	'	'
Carrying amount	6,772	5,914
Notional amount of hedge	6,971	6,647
Unrealized Gain	227	721
Unrealized (Loss)	-129	-95
Long-term debt	'	'
Derivative [Line Items]	'	'
Carrying amount	17,534	15,036
Notional amount of hedge	17,300	14,755
Unrealized Gain	344	483
Unrealized (Loss)	($49)	($72)

Derivative_Instruments_Additio

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

3 Months Ended

9 Months Ended

9 Months Ended

9 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Securities available-for-sale

Securities available-for-sale

Long-term debt

Long-term debt

Interest Rate Swap

Interest Rate Swap

Foreign exchange contracts

Interest rate contracts

Cash flow hedges

Cash flow hedges

Cash flow hedges

Net Investment Hedging

Securities available-for-sale

Long-term debt

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Fair Value Hedge

Fair Value Hedge

Maximum

Derivative Instruments and Hedging Activities Disclosure [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Loss on Derivative

($7,600,000)

($1,200,000)

'

'

'

'

'

'

'

'

'

'

'

'

'

Original maturities, maximum (in years) of hedged instruments

'

'

'

'

'

'

'

'30 years

'30 years

'

'

'

'

'

'

Hedged financial instruments

'

'

'

6,800,000,000

'

17,300,000,000

'

'

'

'

'

'

'

'

'

Hedged financial instruments, notional amount of derivative

'

'

'

6,971,000,000

6,647,000,000

17,300,000,000

14,755,000,000

7,000,000,000

17,300,000,000

'

'

264,000,000

442,000,000

'

6,500,000,000

Original maturities, minimum (in years) of hedged instruments

'

'

'

'

'

'

'

'

'5 years

'

'

'

'

'

'

Pretax loss recorded in accumulated other comprehensive income

'

'

'

'

'

'

'

'

'

'

'

-9,000,000

'

-1,000,000

'

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

'

'

551,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Notional amount of derivatives that will mature within one year

'

'

'

'

'

'

'

'

'

550,000,000,000

600,000,000,000

'

'

'

'

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

'

'

'

'

'

'

'

'

'

15,000,000,000

134,000,000,000

'

'

'

'

Notional amount of derivatives that will mature after 5 years

'

'

'

'

'

'

'

'

'

8,000,000,000

126,000,000,000

'

'

'

'

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

'

'

'1 day

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

99.00%

'

'

'

'

'

'

'

'

'

'

'

'

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

$470,000,000

'

$470,000,000

'

'

'

'

'

'

'

'

'

'

'

'

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 funds, USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investment Management funds	'	'
Assets of consolidated investment management funds:	'	'
Trading assets	$8,823	$10,397
Other assets	739	875
Subtotal assets of consolidated investment management funds, at fair value	9,562	11,272
Liabilities of consolidated investment management funds:	'	'
Trading liabilities	8,130	10,085
Other liabilities	10	46
Subtotal liabilities of consolidated investment management funds, at fair value	$8,140	$10,131

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, 2014		Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Ineffectiveness related to derivatives and hedging relationships	($19.70)		$14.20
Fair value hedges of securities	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Ineffectiveness related to derivatives and hedging relationships	-7.7		10.4
Fair value hedges of deposits and long-term debt	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Ineffectiveness related to derivatives and hedging relationships	-12		3.8
Cash flow hedges	'		'
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.

Fair_Value_Option_Additional_I

Fair Value Option- Additional Information (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
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	$337	$321

Derivative_Instruments_Impact_

Derivative Instruments- Impact of Derivative Instruments on Balance Sheet (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Asset derivatives fair value	$23,127	[1]	$20,288	[1]
Asset derivatives fair value, effect of master netting agreements	-17,141	[2],[3]	-15,806	[2],[3]
Liability derivatives fair value	23,126	[1]	20,254	[1]
Liability derivatives fair value, effect of master netting agreements	-16,635	[3],[4]	-14,421	[3],[4]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet	5,986		4,482
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet	6,491		5,833
Designated as Hedging Instrument	'		'
Derivatives, Fair Value [Line Items]	'		'
Asset derivatives fair value	777	[5]	1,282	[5]
Liability derivatives fair value	235	[5]	503	[5]
Designated as Hedging Instrument | Interest rate contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	24,271	[5]	21,402	[5]
Asset derivatives fair value	573	[5]	1,206	[5]
Liability derivatives fair value	178	[5]	167	[5]
Designated as Hedging Instrument | Foreign exchange contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	7,255	[5]	7,382	[5]
Asset derivatives fair value	204	[5]	76	[5]
Liability derivatives fair value	57	[5]	336	[5]
Nondesignated	'		'
Derivatives, Fair Value [Line Items]	'		'
Asset derivatives fair value	22,350	[6]	19,006	[6]
Liability derivatives fair value	22,891	[6]	19,751	[6]
Nondesignated | Interest rate contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	836,009	[6]	767,341	[6]
Asset derivatives fair value	15,591	[6]	14,712	[6]
Liability derivatives fair value	16,117	[6]	15,212	[6]
Nondesignated | Foreign exchange contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	566,093	[6]	420,142	[6]
Asset derivatives fair value	6,348	[6]	3,610	[6]
Liability derivatives fair value	6,180	[6]	3,536	[6]
Nondesignated | Equity contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	15,343	[6]	24,123	[6]
Asset derivatives fair value	411	[6]	684	[6]
Liability derivatives fair value	594	[6]	1,003	[6]
Nondesignated | Credit contracts	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional value	0	[6]	101	[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]	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.
[3]	aster netting agreements includes cash collateral received and paid of $1,122 million and $616 million, respectively, at Sept. 30, 2014, and $1,841 million and $456 million, respectively, at Dec. 31, 2013.
[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.

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, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Long-term debt	'		'		'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'		'		'
Changes in the fair value of long-term debt	$1	[1]	($2)	[1]	($16)	[1]	$19	[1]
[1]	The change in fair value of the long-term debt is approximately offset by an economic hedge included in foreign exchange and other trading revenue.

Derivative_Instruments_Impact_1

Derivative Instruments- Impact of Derivative Instruments on Balance Sheet (Parenthetical) (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'	'
Master netting agreements, cash collateral received	$1,122	$1,841
Master netting agreements, cash collateral paid	$616	$456

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, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Fair Value Hedging | Interest rate contracts | Net interest revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in income on derivatives	($200)	($109)	$143	($594)	$388
Gain or (loss) recognized in hedged item	195	102	-137	574	-374
Cash flow hedges	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	16	-4	-57	18	127
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	31	-1	-74	34	123
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0.2	-0.2	-0.2	0.1	-0.1
Cash flow hedges | Foreign exchange contracts | Net interest revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	0	-1	4	-2	-23
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	-1	0	-5	-2	-24
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Cash flow hedges | Foreign exchange contracts | Other revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	-5	0	-5	-2	-4
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	1	1	-1	2	-1
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0.2	-0.2	-0.2	0.1	-0.1
Cash flow hedges | Foreign exchange contracts | Trading revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	29	-6	-67	26	150
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	29	-6	-67	26	150
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Cash flow hedges | Foreign exchange contracts | Salary expense	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	-8	3	11	-4	4
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	2	4	-1	8	-2
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	0	0	0	0	0
Net Investment Hedging | Foreign exchange contracts | Net interest revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion)	308	-129	-192	163	13
Gain or (loss) reclassified from accumulated OCI into income (effective portion)	0	-1	2	-1	2
Net Investment Hedging | Foreign exchange contracts | Other revenue	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing)	($0.20)	$0.20	$0	($0.10)	$0.10

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, 2014	Jun. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Trading Activity, Gains and Losses, Net [Line Items]	'	'	'	'	'
Foreign exchange	$154	$129	$154	$413	$482
Other trading revenue	-1	1	6	6	46
Foreign exchange and other trading revenue	153	130	160	419	528
Fixed Income	'	'	'	'	'
Trading Activity, Gains and Losses, Net [Line Items]	'	'	'	'	'
Other trading revenue	2	-1	-2	2	18
Credit Derivatives/Other	'	'	'	'	'
Trading Activity, Gains and Losses, Net [Line Items]	'	'	'	'	'
Other trading revenue	($3)	$2	$8	$4	$28

Derivative_Instruments_Fair_Va

Derivative Instruments- Fair Value of Derivative Contracts Falling under Early Termination Provisions in Net Liability Position (Detail) (USD $)	Sep. 30, 2014
In Millions, unless otherwise specified
A-	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	$53	[1]
BBB	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	960	[1]
BB plus	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	2,643	[1]
A3	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	53	[1]
Baa2	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	960	[1]
Ba1	'
Credit Derivatives [Line Items]	'
Potential close-out exposures (fair value)	$2,643	[1]
[1]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOmI5ODMzMjZlNTI1NTQzN2JhMDFmODI3ODBjNGMwYTkxfFRleHRTZWxlY3Rpb246NEI4MzI5QzVBOEY1MzczOTBCQjc4MDA5RUU0Mzg3RUQM}

Derivative_Instruments_Offsett

Derivative Instruments- Offsetting (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Asset [Abstract]	'		'
Asset derivatives fair value	$23,127	[1]	$20,288	[1]
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet	17,141	[2],[3]	15,806	[2],[3]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet	5,986		4,482
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	551		620
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received	0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount	5,435		3,862
Total derivatives not subject to netting arrangements	3,303		2,105
Securities Purchased under Agreements to Resell, Gross	9,973		5,511
Reverse repurchase agreements subject to netting arrangements, gross amounts offset in the balance sheet	1,168	[2],[4]	1,096	[2],[4]
Reverse repurchase agreements after impact of netting arrangements, net assets recognized on the balance sheet	8,805		4,415
Reverse repurchase agreements subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	8,802		4,413
Reverse repurchase agreements subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral received	0		0
Securities Purchased under Agreements to Resell	3		2
Securities borrowing, gross assets recognized	8,553		4,669
Securities borrowing after impact of netting arrangements, net assets recognized on the balance sheet	8,553		4,669
Securities borrowing subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	8,239		4,555
Securities borrowing after impact of netting arrangements and collateral agreements, net amount	314		114
Fair value of financial and derivative assets, gross assets recognized	41,653		30,468
Fair value of financial and derivative assets subject to netting arrangements, gross amounts offset in the balance sheet	18,309	[2]	16,902	[2]
Fair value of financial and derivative assets after impact of netting arrangements, net assets recognized on the balance sheet	23,344		13,566
Fair value of financial and derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	17,592		9,588
Fair value of financial and derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral received	0		0
Fair value of financial and derivative assets after impact of netting arrangements and collateral agreements, net amount	5,752		3,978
Derivative Liability [Abstract]	'		'
Liability derivatives fair value	23,126	[1]	20,254	[1]
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet	16,635	[3],[5]	14,421	[3],[5]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet	6,491		5,833
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	2,464		2,337
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged	0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount	4,027		3,496
Total derivatives not subject to netting arrangements	2,762		2,248
Securities Sold under Agreements to Repurchase, Gross	8,024		8,581
Repurchase agreements subject to netting arrangements, gross amounts offset in the balance sheet	1,168	[5],[6]	1,096	[5],[6]
Repurchase agreements after impact of netting arrangements, net liabilities recognized on the balance sheet	6,856		7,485
Repurchase agreements subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	6,849		7,482
Repurchase agreements subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged	0		0
Securities Sold under Agreements to Repurchase	7		3
Securities lending, gross liabilities recognized	2,658		1,947
Securities lending after impact of netting arrangements, net liabilities recognized on the balance sheet	2,658		1,947
Securities lending subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	2,547		1,884
Securities lending after impact of netting arrangements and collateral agreements, net amount	111		63
Fair value of financial and derivative liabilities, gross liabilities recognized	33,808		30,782
Fair value of financial and derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet	17,803	[5]	15,517	[5]
Fair value of financial and derivative liabilities after impact netting arrangements, net liabilities recognized on the balance sheet	16,005		15,265
Fair value of financial and derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	11,860		11,703
Fair value of financial and derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged	0		0
Fair value of financial and derivative liabilities after impact of netting arrangements and collateral agreements, net amount	4,145		3,562
Derivatives subject to netting arrangements:	'		'
Derivative Asset [Abstract]	'		'
Asset derivatives fair value	19,824		18,183
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet	17,141	[2]	15,806	[2]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet	2,683		2,377
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	551		620
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received	0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount	2,132		1,757
Derivative Liability [Abstract]	'		'
Liability derivatives fair value	20,364		18,006
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet	16,635	[5]	14,421	[5]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet	3,729		3,585
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	2,464		2,337
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged	0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount	1,265		1,248
Interest rate contracts | Derivatives subject to netting arrangements:	'		'
Derivative Asset [Abstract]	'		'
Asset derivatives fair value	14,761		14,798
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet	13,269	[2]	13,231	[2]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet	1,492		1,567
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	395		599
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received	0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount	1,097		968
Derivative Liability [Abstract]	'		'
Liability derivatives fair value	15,688		14,914
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet	13,450	[5]	12,429	[5]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet	2,238		2,485
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	1,842		1,686
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged	0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount	396		799
Foreign exchange contracts | Derivatives subject to netting arrangements:	'		'
Derivative Asset [Abstract]	'		'
Asset derivatives fair value	4,732		2,778
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet	3,708	[2]	2,294	[2]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet	1,024		484
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	151		18
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received	0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount	873		466
Derivative Liability [Abstract]	'		'
Liability derivatives fair value	4,174		2,292
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet	3,003	[5]	1,711	[5]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet	1,171		581
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	372		382
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged	0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount	799		199
Equity contracts | Derivatives subject to netting arrangements:	'		'
Derivative Asset [Abstract]	'		'
Asset derivatives fair value	331		607
Derivative assets subject to netting arrangements, gross amounts offset in the balance sheet	164	[2]	281	[2]
Derivative assets after impact of netting arrangements, net assets recognized on the balance sheet	167		326
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	5		3
Derivative assets subject to collateral agreements, gross amounts not offset in the balance sheet cash collateral received	0		0
Derivative assets after impact of netting arrangements and collateral agreements, net amount	162		323
Derivative Liability [Abstract]	'		'
Liability derivatives fair value	502		800
Derivative liabilities subject to netting arrangements, gross amounts offset in the balance sheet	182	[5]	281	[5]
Derivative liability after impact of netting arrangements, net liabilities recognized on the balance sheet	320		519
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, financial instruments	250		269
Derivative liabilities subject to collateral agreements, gross amounts not offset in the balance sheet, cash collateral pledged	0		0
Derivative liabilities after impact of netting arrangements and collateral agreements, net amount	$70		$250
[1]	Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
[2]	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.
[3]	aster netting agreements includes cash collateral received and paid of $1,122 million and $616 million, respectively, at Sept. 30, 2014, and $1,841 million and $456 million, respectively, at Dec. 31, 2013.
[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, 2014		Dec. 31, 2013
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	$57,527,000,000	[1]	$51,657,000,000	[1]
Financial institutions	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	14,574,000,000		14,359,000,000
Unfunded commitments	15,500,000,000		'
Total exposure	30,100,000,000		'
Financial institutions | Banks	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	9,000,000,000		'
Unfunded commitments	1,600,000,000		'
Total exposure	10,600,000,000		'
Financial institutions | Asset managers	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	1,500,000,000		'
Unfunded commitments	4,600,000,000		'
Total exposure	6,100,000,000		'
Financial institutions | Securities industry	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	3,600,000,000		'
Unfunded commitments	1,300,000,000		'
Total exposure	4,900,000,000		'
Financial institutions | Insurance	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	100,000,000		'
Unfunded commitments	4,000,000,000		'
Total exposure	4,100,000,000		'
Financial institutions | Government	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	0		'
Unfunded commitments	3,000,000,000		'
Total exposure	3,000,000,000		'
Financial institutions | Other	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	400,000,000		'
Unfunded commitments	1,000,000,000		'
Total exposure	1,400,000,000		'
Commercial	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	1,558,000,000		1,647,000,000
Unfunded commitments	18,700,000,000		'
Total exposure	20,200,000,000		'
Commercial | Services and other	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	700,000,000		'
Unfunded commitments	5,800,000,000		'
Total exposure	6,500,000,000		'
Commercial | Energy and utilities	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	400,000,000		'
Unfunded commitments	5,700,000,000		'
Total exposure	6,100,000,000		'
Commercial | Manufacturing	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	300,000,000		'
Unfunded commitments	5,600,000,000		'
Total exposure	5,900,000,000		'
Commercial | Media and telecom	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Loans	100,000,000		'
Unfunded commitments	1,600,000,000		'
Total exposure	$1,700,000,000		'
[1]	Net of unearned income of $894 million at Sept. 30, 2014 and $1,020 million at Dec. 31, 2013 primarily on domestic and foreign lease financings.

Commitments_and_Contingent_Lia3

Commitments and Contingent Liabilities- Summary of Off-Balance Sheet Credit Risks, Net of Participations (Detail) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Lending commitments	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Off Balance Sheet Credit Risk	$32,961	[1]	$34,039	[1]
Standby letters of credit	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Off Balance Sheet Credit Risk	5,862	[2]	6,721	[2]
Commercial letters of credit	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Off Balance Sheet Credit Risk	339		310
Securities lending indemnifications	'		'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'		'
Off Balance Sheet Credit Risk	$299,304	[3]	$244,382	[3]
[1]	no participations at Sept. 30, 2014. Net of participations totaling $6 million at Dec. 31, 2013.
[2]	Net of participations totaling $773 million at Sept. 30, 2014 and $720 million at Dec. 31, 2013.
[3]	Excludes the indemnification for securities for which BNY Mellon acts as an agent on behalf of CIBC Mellon clients, which totaled $65 billion at Sept. 30, 2014 and $60 billion at Dec. 31, 2013.

Commitments_and_Contingent_Lia4

Commitments and Contingent Liabilities- Summary of Off-Balance Sheet Credit Risks, Net of Participations (Parenthetical) (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Securities Lending Indemnifications Joint Venture	$65,000,000,000	$60,000,000,000
Lending commitments	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Off-balance sheet credit risks participations	0	6,000,000
Standby letters of credit	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Off-balance sheet credit risks participations	$773,000,000	$720,000,000

Commitments_and_Contingent_Lia5

Commitments and Contingent Liabilities- Additional Information (Detail) (USD $)

9 Months Ended

0 Months Ended

Sep. 30, 2014

Dec. 31, 2013

Jan. 18, 2008

Aug. 31, 2007

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Jun. 25, 2014

Sep. 30, 2014

Jun. 25, 2014

Sep. 30, 2014

Dec. 31, 2013

LegalMatter

Standby letters of credit

Standby letters of credit

Commercial letters of credit

Commercial letters of credit

Corporate HQ

Corporate HQ

Corporate HQ

Operations

Operations

sqft

Commitments and Contingencies Disclosure [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

Lending commitment maturing in less than one year

$9,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Lending commitment maturing in one to five years

23,300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Lending commitment maturing over five years

151,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Off Balance Sheet Credit Risk

'

'

'

'

5,862,000,000

[1]

6,721,000,000

[1]

339,000,000

310,000,000

'

'

'

'

'

SBLCs collateralized with cash and securities

'

'

'

'

642,000,000

418,000,000

'

'

'

'

'

'

'

SBLCs expiring within one year

'

'

'

'

3,300,000,000

'

'

'

'

'

'

'

'

SBLCs expiring within one to five years

'

'

'

'

2,600,000,000

'

'

'

'

'

'

'

'

Allowance for lending related commitments

'

'

'

'

'

'

'

'

'

'

'

97,000,000

134,000,000

Maximum maturities of prearranged contract for a securities lending transaction (in days)

'90 days

'

'

'

'

'

'

'

'

'

'

'

'

Cash collateralization percentage generally required for a securities lending transaction with indemnification against broker default (percent)

102.00%

'

'

'

'

'

'

'

'

'

'

'

'

Securities lending indemnifications, secured amount of collateral

310,000,000,000

252,000,000,000

'

'

'

'

'

'

'

'

'

'

'

Securities Lending Indemnifications Joint Venture

65,000,000,000

60,000,000,000

'

'

'

'

'

'

'

'

'

'

'

Securities Lending Indemnifications Collateral Joint Venture

67,000,000,000

64,000,000,000

'

'

'

'

'

'

'

'

'

'

'

Area of real estate property (sqft)

'

'

'

'

'

'

'

'

'

'

350,000

'

'

Term of operating lease

'

'

'

'

'

'

'

'

'20 years

'

'

'

'

Operating Leases

'

'

'

'

'

'

'

'

'

'

'

'

'

2015

'

'

'

'

'

'

'

'

'

3,000,000

'

'

'

2016

'

'

'

'

'

'

'

'

'

19,000,000

'

'

'

2017

'

'

'

'

'

'

'

'

'

19,000,000

'

'

'

2018

'

'

'

'

'

'

'

'

'

19,000,000

'

'

'

2019

'

'

'

'

'

'

'

'

'

19,000,000

'

'

'

2020 and Thereafter

'

'

'

'

'

'

'

'

'

313,000,000

'

'

'

Loss contingency, aggregate range of reasonable loss

940,000,000

'

'

'

'

'

'

'

'

'

'

'

'

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

$312,000,000

'

'

'

'

'

'

'

'

'

Number of lawsuits pending related to Stanford Matter (legal matters)

4

'

'

'

'

'

'

'

'

'

'

'

'

Number of arbitration claims related to Stanford matter (legal matters)

40

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Net of participations totaling $773 million at Sept. 30, 2014 and $720 million at Dec. 31, 2013.

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, 2014	Dec. 31, 2013
Investment grade	'	'
Concentration Risk [Line Items]	'	'
Concentration risk (percent)	90.00%	86.00%
Non-investment grade	'	'
Concentration Risk [Line Items]	'	'
Concentration risk (percent)	10.00%	14.00%

Lines_of_Businesses_Additional

Lines of Businesses- Additional Information (Detail)	9 Months Ended
	Sep. 30, 2014
	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, 2014		Jun. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Segment Reporting Information [Line Items]	'		'		'		'		'
Fee and other revenue	$3,867	[1]	$3,009	[2]	$3,003	[3],[4]	$9,775	[5]	$9,126	[3],[6]
Net interest revenue	721		719		772		2,168		2,248
Total revenue	4,588	[1]	3,728	[2]	3,775	[3],[4]	11,943	[5]	11,374	[3],[6]
Provision for credit losses	-19		-12		2		-49		-41
Noninterest expense	2,968		2,946		2,779		8,653		8,429
Income (loss) before taxes	1,639	[1]	794	[2]	994	[3],[4]	3,339	[5]	2,986	[3],[6]
Pre-tax operating margin (percent)	36.00%	[7]	21.00%	[7]	26.00%	[3],[7]	28.00%	[7]	26.00%	[3],[7]
Average assets	380,409		369,212		341,750		368,297		337,651
Investment Management	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Fee and other revenue	934	[1]	970	[2]	882	[3],[4]	2,804	[5]	2,675	[3],[6]
Net interest revenue	69		66		67		205		192
Total revenue	1,003	[1]	1,036	[2]	949	[3],[4]	3,009	[5]	2,867	[3],[6]
Provision for credit losses	0		0		0		0		0
Noninterest expense	758		865		724		2,347		2,165
Income (loss) before taxes	245	[1]	171	[2]	225	[3],[4]	662	[5]	702	[3],[6]
Pre-tax operating margin (percent)	24.00%	[7]	16.00%	[7]	24.00%	[3],[7]	22.00%	[7]	24.00%	[3],[7]
Average assets	36,670		37,750		38,690		37,951		38,462
Investment Services	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Fee and other revenue	2,005		1,920		1,949	[3]	5,812		5,780	[3]
Net interest revenue	583		593		619		1,766		1,905
Total revenue	2,588		2,513		2,568	[3]	7,578		7,685	[3]
Provision for credit losses	0		0		0		0		1
Noninterest expense	1,879		1,868		1,811		5,569		5,533
Income (loss) before taxes	709		645		757	[3]	2,009		2,151	[3]
Pre-tax operating margin (percent)	27.00%	[7]	26.00%	[7]	29.00%	[3],[7]	26.00%	[7]	27.00%	[3],[7]
Average assets	266,455		264,221		246,252		263,078		243,769
Other	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Fee and other revenue	928		119		172	[3]	1,159		671	[3]
Net interest revenue	69		60		86		197		151
Total revenue	997		179		258	[3]	1,356		822	[3]
Provision for credit losses	-19		-12		2		-49		-42
Noninterest expense	331		213		244		737		731
Income (loss) before taxes	685		-22		12	[3]	668		133	[3]
Average assets	$77,284		$67,241		$56,808		$67,268		$55,420
[1]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $39 million, net of noncontrolling interests of $23 million, for a net impact of $16 million. Income before taxes is net of noncontrolling interests of $23 million.
[2]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $46 million, net of noncontrolling interests of $17 million, for a net impact of $29 million. Income before taxes is net of noncontrolling interests of $17 million.
[3]	Consolidated results and Other segment results have been restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[4]	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $8 million.
[5]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $121 million, net of noncontrolling interests of $60 million, for a net impact of $61 million. Income before taxes is net of noncontrolling interests of $60 million.
[6]	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $63 million.
[7]	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, 2014		Jun. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Segment Reporting Information [Line Items]	'		'		'		'		'
Net (income) attributable to noncontrolling interests	($23)		($17)		($8)		($60)		($64)
Fee and other revenue	3,867	[1]	3,009	[2]	3,003	[3],[4]	9,775	[5]	9,126	[3],[6]
Investment Management funds	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Income of consolidated investment management funds	39		46		32		121		147
Net (income) attributable to noncontrolling interests	-23		-17		-8		-60		-63
Fee and other revenue	$16		$29		$24		$61		$84
[1]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $39 million, net of noncontrolling interests of $23 million, for a net impact of $16 million. Income before taxes is net of noncontrolling interests of $23 million.
[2]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $46 million, net of noncontrolling interests of $17 million, for a net impact of $29 million. Income before taxes is net of noncontrolling interests of $17 million.
[3]	Consolidated results and Other segment results have been restated to reflect the retrospective application of adopting new accounting guidance in the first quarter of 2014 related to our investments in qualified affordable housing projects (ASU 2014-01). See Note 2 of the Notes to Consolidated Financial Statements for additional information.
[4]	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $8 million.
[5]	Both total fee and other revenue and total revenue include income from consolidated investment management funds of $121 million, net of noncontrolling interests of $60 million, for a net impact of $61 million. Income before taxes is net of noncontrolling interests of $60 million.
[6]	Both total fee and other revenue and total revenue include 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 is net of noncontrolling interests of $63 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, 2014	Sep. 30, 2013
Supplemental Cash Flow Information [Abstract]	'	'
Transfers from loans to other assets for other real estate owned (“OREO”)	$3	$3
Change in assets of consolidated VIEs	1,710	210
Change in liabilities of consolidated VIEs	1,991	277
Change in noncontrolling interests of consolidated VIEs	$118	$12